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(1)
u( x , t) = f( x + c t) + g( x c t)
( 2)
with two artibrary functions f and g. In practice, the wave equation describes ( among other phenomena)
the vibration of strings or membranes or propagation of sound waves. In these phenomena obviously there
is no arbitrary functions involved.
Now how do we fix the arbitrariness? Remember that for first order PDE ( with two variables) , the
solutions are surfaces in the space. One way to choose one from the infinitely many surfaces is the prescribe one curve in the space and require the solution surface to pass through it. Remember that the coordinates are ( x , y , u) , thus a curve in the space is represented by values of u assigned to a curve ( x( t) ,
y( t) ) . Such a problem is called Cauchy problem.
When we deal with second order equations, it turns out that assigning u along a curve is not enough,
we also need to assign derivatives. To see why, we can rewrite a second order eqution into a system of
first order equations by assigning new variables
v = ux ,
( 3)
w = u y.
Then intuitively to fix one solution, we need to assign v , w along the curve too.
In this chapter, we will consider the Cauchy problem for ( mostly 1 D) wave equation
u t t c 2 u x x = 0.
( 4)
u t t c 2 u x x = 0,
x R, t > 0
u( x , 0) = f( x) ,
x R
u t ( x , 0) = g( x) ,
x R.
( 5)
( 6)
( 7)
1 . D Alembert s formula.
As a start, we study the simplest one, with u and u t assigned along the x-axis: 1
( x + c t) + ( x c t) .
We would use the values of u , u t along the x-axis to fix the two arbitrary functions and . We have
( x) + ( x) = u( x , 0) = f( x) ,
c 0 ( x) c 0 ( x) = u t ( x , 0) = g( x) .
( 9)
( 1 0)
0 ( x) + 0 ( x) = f 0 ( x)
g( x)
0 ( x) 0 ( x) =
,
c
(11)
g( x)
1
( x) =
f 0 ( x) +
2
c
g( x)
1
0 ( x) =
f 0 ( x)
2
c
0
( 1 2)
( 1 3)
( 1 4)
These give
Z
1
1
f( x) +
g( x) + C1
2
2cZ
1
1
( x) =
f( x)
g( x) + C2
2
2c
( 1 5)
( x) =
Using
( 1 6)
( 1 7)
( x) + ( x) = f( x)
again, we can conclude C1 + C2 = 0, that is
Zx
1
1
f( x) +
( x) =
g( y) + C
2 c Z0
2
x
1
1
( x) =
f( x)
g( y) C
2
2c 0
( 1 8)
( 1 9)
1
1
u( x , t) = ( x + c t) + ( x c t) = [ f( x + c t) + f( x c t) ] +
2c
2
This is called the d Alembert formula .
Zx + ct
g( y) dy.
( 20)
x ct
u( x , 0) = sin x ,
u t ( x , 0) = x 2 .
( 21 )
Zx+ct
( 22)
1
1
[ sin( x + c t) + sin( x c t) ] +
2
2c
y 2 dy.
x ct
1 2 3
c t .
3
( 23)
u( x , 0) = log 1 + x 2 ,
u t ( x , 0) = 2.
( 24)
( 25)
u( x , t) =
i
1h
log 1 + ( x + c t) 2 + log 1 + ( x c t) 2 + 2 t.
2
( 26)
the solution u at ( x , t) only depends on the values of f at two points x c t and the values of g
between these two points. In other words, what happens outside the interval ( x c t, x + c t) does
not affect the value u( x , t) at all. If we do not treat t = 0 specially, we see that the value u( x , t) is
only affected by what happens inside the cone formed by the two rays from ( x , t) passing ( x c t,
0) and ( x + c t, 0) respectively. This cone is called domain of dependence .
( 27)
We see that the values u( x 0 , t 0 ) and u t ( x 0 , t 0 ) are only involved in formulas for u( x , t) with x
[ x 0 c ( t t 0 ) , x 0 + c ( t t 0 ) ] . Or equivalently, what happens at ( x 0 , t 0 ) only affects what happens
in the cone formed by the two rays from ( x 0 , t 0 ) passing through ( x 0 c ( t t 0 ) , t) and ( x 0 + c ( t
t 0 ) , t) . This cone is called the range of influence .
Finally we look at a general hyperbolic Cauchy problem.
Example 3. ( 5. 1 2, 4) Solve
u( x , 0) = sin x ,
u x x + 2 u x y 3 u y y = 0,
u y ( x , 0) = x.
( 28)
which gives
d( y 3 x) = 0,
and leads to
= y 3 x,
( d y 3 dx) ( dy + dx) = 0
( 29)
d( y + x) = 0
( 30)
= y + x.
( 31 )
( 32)
x = 1 , y = 1 , x x = x y = y y = 0.
( 33)
ux x = 9 u 6 u + u ,
ux y = 3 u 2 u + u ,
uyy = u + 2 u + u ,
( 34)
( 35)
( 36)
0 = ( 9 u 6 u + u ) + 2 ( 3 u 2 u + u ) 3 ( u + 2 u + u ) = 1 6 u .
( 37)
This gives
u( , ) = ( ) + ( )
( 38)
( 39)
0 ( 3 x) + 0 ( x) = u y ( x , 0) = x.
( 40)
x cos x
4
0 ( x) =
x/ 3 cos( x/ 3)
,
4
( 41 )
0 ( x) =
cos x + 3 x
.
4
( 42)
Integrate, we obtain
( x) =
x2 3
+ sin( x/ 3) + C1 ,
24 4
( x) =
3 x2 1
+ sin x + C2 .
8
4
( 3 x) + ( x) = u( x , 0) = sin x
( 43)
( 44)
2
3 ( y + x) 2 1
( y 3 x)
3
+
+ sin( y + x) + sin( x y/ 3) .
4
4
24
8
( 45)
y2
1
3
+ x y + sin( y + x) + sin( x y/ 3) .
3
4
4
( 46)
=
=
=
=
( 47)
( 48)
( 49)
( 50)
0,
0 < x < , t > 0
f( x) ,
0 6 x < ,
g( x) ,
0 6 x < ,
0,
0 6 t < .
Remark 4. Obviously to obtain continuous solutions, we need to require the consistency condition
f( 0) = g( 0) = 0 and f 00 ( x) = 0.
Again we try to fix the two arbitrary functions in the formula
( 51 )
( x + c t) + ( x c t) .
Using the initial-boundary values we have
( x) + ( x) = f( x) ,
06 x<
g(
x)
0 ( x) 0 ( x) =
,
06 x<
c
( c t) + ( c t) = 0,
0 6 t < .
( 52)
( 53)
( 54)
which gives us
( x) =
1
1
f( x) +
2c
2
Zx
0
g( y) + C ,
06 x<
( 55)
06 x<
( 56)
( x) =
1
1
f( x)
2
2c
Zx
0
g( y) C
( 57)
( 58)
But what about ( x) for x < 0? It turns out that since we only need u( x , t) for x > 0, t > 0, x + c t is
always positive, as a consequence we already have all ( x + c t) we need. The formula would be
Zx+ct
1
1
g( y) dy x > c t
[ f( x + c t) + f( x c t) ] +
2 c x ct
2
u( x , t) =
.
( 59)
Zx+ct
1
1
g( y) dy 0 6 x < c t
[ f( x + c t) f( c t x) ] +
2 c ct x
2
=
=
=
=
4 ux x ,
x 4,
0,
0,
( 60)
( 61 )
( 62)
( 63)
Z
1 x+2t
1
g( y) dy
[ f( x + 2 t) f( 2 t x) ] +
4 2t x
2
Z
i 1 x+2t
1h
4
4
=
0 dy
( x + 2 t) ( 2 t x) +
2
4 2t x
h
1
=
x 4 + 8 x 3 t + 24 x 2 t 2 + 32 x t 3 + 1 6 t 4
2
x 4 8 x 3 t + 24 x 2 t 2 32 x t 3 + 1 6 t 4 )
= 8 x 3 t + 32 x t 3 .
( 64)
u( x , t) =
( 65)
=
=
=
=
c2 u x x ,
f( x) ,
g( x) ,
0,
( Note that there are several typos in the book) . Show that one can solve it by extending f , g oddly.
Solution. We extend f and g:
f( x)
x> 0
g( x)
x> 0
f ( x) =
,
g ( x) =
.
f( x) x 6 0
g( x) x 6 0
( 66)
( 67)
( 68)
( 69)
( 70)
( 71 )
( 72)
( 73)
u( x , t) =
Zx+ct
g ( y) dy.
( 74)
x ct
( 75)
=
=
=
=
( 76)
( 77)
( 78)
( 79)
0,
0 < x < , t > 0
f( x) , 0 6 x < ,
g( x) , 0 6 x < ,
0,
0 6 t < .
u( x , t) = ( x + c t) + ( x c t)
Now using the initial value, we obtain
( x) + ( x) = f( x) ,
g( x)
,
0 ( x) 0 ( x) =
c
which gives
( x) =
1
1
f( x) +
2
2c
Zx
g( y) + C ,
( x) =
( 81 )
x> 0
( 82)
1
1
f( x)
2
2c
Zx
0
( 83)
g( y) C
0 ( x) = 0 ( x) for x < 0.
0 ( c t) + 0 ( c t) = 0
1
1 0
f ( x)
g( x)
2c
2
x> 0
( x) =
1
1
f( x) +
2
2c
Z x
g( y) + C 0
( 84)
x< 0
( 85)
The constant C 0 is determined by requiring ( x) to be continuous, that is the two formulas should yield
the same value at x = 0, therefore C 0 = C.
Putting everything together we have
Zx+ct
1
1
g( y) dy
x> ct
f(
x
+
c
t)
+
f(
x
c
t)
+
[
]
2
2 c x ct
Zx + ct
u( x , t) =
.
( 86)
Zct x
1
1
g( y) d y +
g( y) dy 0 6 x < c t
[ f( x + c t) + f( c t x) ] +
2
2c
0
0
Example 7. ( 5. 1 2, 8) Determine the solution of the initial-boundary value problem
ut t
u( x , 0)
u t ( x , 0)
u x ( 0, t)
=
=
=
=
9 ux x ,
0,
x3,
0.
( 87)
( 88)
( 89)
( 90)
1
1
[ f( x + 3 t) + f( x 3 t) ] +
2
6
Zx+3t
1
y 3 dy
6 x 3t
i
1 h
4
4
( x + 3 t) ( x 3 t)
24
1
24 x 3 t + 21 6 x t 3
24
x 3 t + 9 x t3 .
Zx+3t
g( y) dy
x 3t
( 91 )
when x < 3 t,
#
" Z
Z3t x
x+3t
1
1
g( y) d y +
g( y) dy
u( x , t) =
[ f( x + 3 t) + f( 3 t x) ] +
6
2
0
0
#
" Z
Z3t x
x+3t
1
=
y 3 dy +
y 3 dy
6
0
0
i
1 h
4
4
=
( x + 3 t) + ( 3 t x)
24
1
=
2 x 4 + 1 08 x 2 t 2 + 1 62 t 4
24
1 4 9 2 2 27 4
=
x + x t +
t .
12
2
4
( 92)
=
=
=
=
0,
0 < x < , t > 0
f( x) , 0 6 x < ,
g( x) , 0 6 x < ,
p( t) ,
0 6 t < .
( 93)
( 94)
( 95)
( 96)
p0 ( 0) = g( 0) ,
p00 ( 0) = c 2 f 00 ( 0) .
The approach is similar to that in the homogeneous case, for x < 0 we obtain
x
( x) .
( x) = p
c
Zx+ct
1
1
g( y) d y
x> ct
[ f( x + c t) + f( x c t) ] +
2 c x ct
2
u( x , t) =
.
Zx+ct
1
x
1
g( y) d y + p t
06 x< ct
[ f( x + c t) f( c t x) ] +
2
c
2 c ct x
( 97)
( 98)
( 99)
u t t c2 u x x
u( x , 0)
u t ( x , 0)
u x ( 0, t)
=
=
=
=
0,
0 < x < , t > 0
f( x) , 0 6 x < ,
g( x) , 0 6 x < ,
q( t) ,
0 6 t < .
We obtain
( x) = ( x) c
Z x/c
0
q( y) d y C.
( 1 00)
( 1 01 )
( 1 02)
( 1 03)
( 1 04)
( 1 05)
=
=
=
=
=
( 1 06)
( 1 07)
( 1 08)
( 1 09)
( 1 1 0)
0,
0 < x < l, t > 0
f( x) , 0 6 x < l ,
g( x) , 0 6 x < l ,
0,
06 t<
0,
0 6 t < .
u( x , t) = ( x + c t) + ( x c t)
and try to exclude arbitrariness using the initial and boundary values.
This time, from the initial values we can only obtain
Zx
Zx
1
1
1
1
( x) = f( x) +
g( y) dy + C , ( x) = f( x)
g( y) dy C ,
2
2c 0
2
2c 0
0 6 x 6 l.
( 1 1 2)
{ ( x , t) : x + c t, x c t [ 0, l ] } .
( 1 1 3)
What to do for points outside? We need to use the boundary conditions. Using them we obtain
( x) = ( x) ,
( x) = ( 2 l x)
( 1 1 4)
which extends the definition of to [ l , l] and that of to [ 0, 2 l] . Now using these two relations again,
we obtain over [ 2 l , l ] while over [ 0, 3 l ] . Repeating this process, we finally got defined over ( ,
l] while over [ 0, ) . It is clear that this is sufficient for determine u( x , t) using
for all ( x , t) : 0 6 x 6 l , t > 0.
u( x , t) = ( x + c t) + ( x c t)
( 1 1 5)
=
=
=
=
=
4 ux x ,
0,
x ( 1 x) ,
0,
0.
( 1 1 6)
( 1 1 7)
( 1 1 8)
( 1 1 9)
( 1 20)
( 1 21 )
As we need u( x , t) for all 0 < x < 1 , t > 0, we need values of ( x) for all x > 0 and ( x) for all x < 1 .
First using the initial values, we conclude
Z
1 x
1
1 3
( x) =
y ( 1 y) dy + C = x 2
x +C
( 1 22)
4
8
12
1
1 3
( x) = x 2 +
x C.
( 1 23)
8
12
Both formulas hold only for 0 6 x 6 1 .
Now using u( 0, t) = 0 we obtain
using u( 1 , t) = 0 we obtain
( c t) + ( c t) = 0
( 1 + c t) + ( 1 c t) = 0
( x) = ( x) ,
( x) = ( 2 x) .
( 1 24)
( 1 25)
1 3
1 2
x
x C
12
8
1 6 x 6 0.
( 1 26)
1
1
2
3
( 2 x)
( 2 x) + C
8
12
1 6 x 6 2,
1
1
1
1
2
3
2
3
( 2 x) +
( 2 x) + C = ( x 2)
( x 2) + C
12
8
12
8
( 1 27)
2 6 x 6 3.
( 1 28)
( 1 29)
( 1 30)
x R,
x R
x R.
t> 0
( 1 31 )
( 1 32)
( 1 33)
Note that this time we do not have the formula for general solutions at hand. Nevertheless, we can try to
simplify the equation a bit using the d Alembert formula. Let v be defined by the d Alembert s formula
Zx + ct
1
1
g( y) dy.
( 1 34)
v( x , t) = ( x + c t) + ( x c t) = [ f( x + c t) + f( x c t) ] +
2 c x ct
2
v t t c 2 v x x = 0,
x R, t > 0
v( x , 0) = f( x) ,
x R
v t ( x , 0) = g( x) ,
x R.
( 1 35)
( 1 36)
( 1 37)
Let w = u v. Using the linearity of the equation, we easily see that w solves
w t t c 2 w x x = h( x , t) ,
x R,
w( x , 0) = 0,
x R
x R.
w t ( x , 0) = 0,
t> 0
( 1 38)
( 1 39)
( 1 40)
( 1 41 )
We have
ZZ
w t t c w x x dx dt =
F dy G dx
( 1 43)
c 2 w x dt + w t dx.
( 1 44)
G, c 2 w x
F)
ZZ
I
h( x , t) dx dt =
( 1 42)
h( x , t) dx dt.
Fx + G y dx dy =
to obtain ( with t
ZZ
Remark 1 1 . One way to remember Green s formula is the following. Consider the special case that =
{ ( x , y) : 0 < x , y < 1 } . Then
#
#
ZZ
Z1 " Z1
Z1 " Z1
Fx + G y dx dy =
Fx dx dy +
G y dy dx
Z1
0
Z1
F( 1 , y) d y
F( 1 , y) d y +
Z1
F( 0, y) dy +
Z0
1
F( 0, y) dy
Z1
G( 1 , x) dx
" 0Z
1
Z1
G( 0, x) dx +
G( 0, x) dx
Z0
G( 1 , x) dx
#
( 1 45)
F dy G dx.
The boundary can be consists of three parts: 1 along the x-axis, 2 along x + c t = x 0 + c t 0 , 3 along
x c t = x 0 c t 0 . We evaluate the integrals on them one by one.
R
1 . Along it we have dy = 0 and w t = 0. Thus = 0.
1
dx ( t)
( 1 46)
3 is similar to 2 .
c 2 w x dt + w t dx = 2 c w( x 0 , t 0 )
( 1 47)
w( x , t) =
1
2c
ZZ
h( y , s) dy ds.
( 1 48)
( 1 49)
where s is the arc length variable along the boundary, and n t , n x are the t-component and x-component
of the outer normal n. Taking F = w t and G = c 2 w x , we have
ZZ
I
w t t c 2 w x x dx dt =
w t n t c 2 w x n x ds
The boundary consists of three parts. Along the two sides we have
c
nt
1 + c2
.
=
1
nx
As a consequence, we have
along them, which means
1+
dt
1
=
,
ds
1 + c2
dx
c
=
ds
1 + c2
c
dw
1
wt
wx =
2
2
ds
1+c
1+c
ZZ
2 c u( x 0 , t 0 ) =
h( x , t) dx dt.
( 1 50)
c2
( 1 51 )
( 1 52)
( 1 53)
( 1 54)
( 1 55)
Note. The solution formula in the book ( 5. 7. 1 1 ) is not really useful as the authors forgot to replace h by
h . Please take a few minutes to compare ( 5. 7. 1 1 ) in the book and our formula above.
Example 1 3. ( 5. 1 2, 2 b) ) Solve
u t t c 2 u x x = x + c t,
u t ( x , 0) = sin x.
u( x , 0) = x ,
Zt
0
( 1 56)
( 1 57)
x c( t s)
2 x c ( t s) + 2 c 2 s ( t s) ds
2
= 2 c x t 2 x c t 2 + c 2 t 3 c2 t 3
3
1 2 3
2
= cxt + c t .
3
( 1 58)
Zx + ct
ZZ
1
1
1
u( x , t) =
g( y) d y +
h( y , s) d y ds
[ f( x + c t) + f( x c t) ] +
2
2c
2 c x ct
( x , t)
1
c
1
= x + sin x sin c t + x t 2 + t 3 .
2
6
c
Substituting back into the equation, we see that we have found the correct answer.
( 1 59)
Example 1 4. ( 5. 1 2, 2 e) ) Solve
u t t c2 u x x = x e t ,
u( x , 0) = sin x ,
u t ( x , 0) = 0.
( 1 60)
Zt
Z0 t
y e s d y ds
x c( t s)
i
1h
2
2
( x + c ( t s) ) ( x c ( t s) ) e s ds
2
2 x c ( t s) e s ds
Zt
Zt
s
s
= 2xc t
e ds
s e ds
0
0
= 2 x c t et 1 2 x c t et + 2 x c et 1
= 2 x c et t 1 .
=
( 1 61 )
( 1 62)
u( x , t) = sin x cos c t + x e t t 1 .
( 1 63)
( 1 64)
( 1 65)
( 1 66)
u t t c2 ( u x x + u y y + u z z ) = 0
u( x , y , z , 0) = f( x , y , z)
u t ( x , y , z , 0) = g( x , y, z) .
( 1 67)
( 1 68)
( 1 69)
in 3D we have
Solution formulas are also available but their derivation is beyond the scope of our course here. Nevertheless,
p we will deal with a special case in 3D, where all functions only depends on the radius r =
x2 + y2 + z2 .
First we need to re-write the equations so that only t and r appear. Using chain rule we obtain
x
x2 1
x2
u( r , t) x x = ( u x ) x = ( u r r x ) x = u r
= ur r 2 + ur 3 ur ,
( 1 70)
r x
r
r
r
y2 1
y2
u( r , t) y y = u r r 2 + u r 3 u r ,
( 1 71 )
r
r
r
2
2
1
z
z
( 1 72)
u( r , t) z z = u r r 2 + u r 3 u r .
r
r
r
Using the fact that x 2 + y 2 + z 2 = r 2 we obtain
ux x + u y y + uz z = ur r +
The equations then become
u t t c2
2
ur = 0
r
u( r, 0) = f( r)
u t ( r, 0) = g( r)
ur r +
2
ur .
r
( 1 73)
r > 0, t > 0
( 1 74)
r> 0
r> 0
( 1 75)
( 1 76)
This equation can be explicitly solved through the following trick: Let
Then we have
( 1 77)
U( r , t) r u( r , t) .
Ut t c 2 Ur r = 0
U( r , 0) = F( r) r f( r)
Ut ( r , 0) = G( r) r g( r)
r > 0, t > 0
r> 0
r> 0
( 1 78)
( 1 79)
( 1 80)
If we assume u to be bounded, then U( 0, t) = 0 for all t > 0. Thus the equation for U can be solved using
the formula we have discussed:
Zr+ct
1
1
G( ) d r > c t
[ F( r + c t) + F( r c t) ] +
2
2 c r ct
U( r , t) =
Zr+ct
.
( 1 81 )
1
1
G( ) d 0 6 r 6 c t
[ F( r + c t) F( c t r) ] +
2
2 c ct r
Recalling U = r u, we obtain
Zr+ct
1
1
g( ) d r > c t
2 r [ ( r + c t) f( r + c t) + ( r c t) f( r c t) ] + 2 r c
u( r , t) =
Zr r +c tc t
1
1
g( ) d 0 6 r 6 c t
[ ( r + c t) f( r + c t) ( c t r) f( c t r) ] +
2r
2 r c ct r
( 1 82)