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Mathematical Tripos Part II Michaelmas term 2007
Further Complex Methods Dr S.T.C. Siklos
Example: Waves on a ﬁnite string
This is an example of the method of solving partial diﬀerential equations by integral transforms.
You have to decide whether to use Laplace or Fourier transforms, and with respect to which
variable. An initial value problem, such as this one, suggests Laplace transforms with respect
to t, though equally a boundary value prob

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Example: Waves on a nite string

This is an example of the method of solving partial dierential equations by integral transforms.

You have to decide whether to use Laplace or Fourier transforms, and with respect to which

variable. An initial value problem, such as this one, suggests Laplace transforms with respect

to t, though equally a boundary value problem with nite boundaries suggests a Fourier series

approach.

The two methods of inversion discussed here are of course equivalent but lead to dierent

interpretations. In the second method, there is an interesting point concerning the time at which

the solution switches on, determined by exponential behaviour of the Laplace transform.

A string undergoing small transverse oscillations with displacement y(x, t) satises the wave

equation

2

y

t

2

= c

2

2

y

x

2

.

We will solve the problem where the string is xed at one end (x = 0) but movable at the other

(x = l). It is intially at rest and the movable end is given a nudge at t = 0 and held. Thus

y(0, t) = 0 y(l, t) = y

(t > 0)

and

y(x, 0) =

y

t

= 0 (0 x < l)

Alternatively, y(x, t) could be the potential between the plates a parallel-plate capacitor, one

plate of which is earthed while the other plate is raised and held at potential y

0

.

Taking the Laplace transform of the equation with respect to t gives an ordinary dierential

equation in x:

p

2

y(x, p) = c

2

2

y

x

2

with solution

y(x, p) = A(p) sinh(px/c) + B(p) cosh(px/c)

where A and B are arbitrary constants (functions of p but not of x) of integration. Taking the

Laplace transform of the boundary conditions gives

y(0, p) = 0 =B(p) = 0

y(l, p) =

_

0

y

e

pt

dt =

y

p

=A(p) sinhlp/c =

y

p

.

Thus

y(x, p) =

y

p

sinh(xp/c)

sinh(lp/c)

and

y(x, t) =

y

2i

_

sinh(xp/c)

sinh(lp/c)

e

pt

p

dp.

1

Inversion

Method 1

Writing out the sinh functions in terms of exponentials gives

y(x, p) =

y

p

_

e

xp/c

e

xp/c

_

_

1 e

2pl/c

_

1

e

lp/c

,

and expanding the inverse power binomially gives

y

p

_

e

p(xl)/c

e

p(x+l)/c

_ _

1 + e

2pl/c

+ e

4pl/c

+

_

.

Now if the two square brackets are multiplied out, each term is of the form kp

1

exp(p),

where k and are independent of p. The inverse transform is a Heaviside function H(t) (on

account of the p

1

), the argument of which is shifted (on account of the exponential, using

the shifting theorem). Note that along the path of integration, Re p > 0 so the sum converges

suciently well for the order of integration and summation to be exchanged. The solution is

therefore an innite sum of Heaviside functions:

y(x, t) = y

0

_

H

_

ct + x (2n + 1)l

_

H

_

ct x (2n + 1)l

_

.

This form of the solution can be interpreted as a linear combination of terms caused by reections

of the original pulse at the xed ends of the string. It can also be obtained directly from the

general solution of the wave equation y = f(x ct) + g(x + ct) by implementing the boundary

and initial conditions to nd f and g for the various ranges of their arguments.

Method 2

The integrand has simple poles at the zeros of sinh(lp/c), i.e. at p = mci/l on the imaginary

axis. (Note that the pole at the origin is simple.)

For |p| with Re p > 0, the integrand tends to

1

p

e

xp/c

e

lp/c

e

pt

.

Thus if x/c l/c +t < 0, the path can be closed in the right-half plane, and since the integrand

has no singularities in the right-half plane y(x, t) = 0 for ct < l x.

For |p| with Re p < 0, the integrand tends to

1

p

e

xp/c

e

lp/c

e

pt

.

Thus if x/c+l/c+t > 0 the path can be closed in the left-half plane, and the integral evaluated

from the residues at the poles on the imaginary axis. Therefore, for ct > x l

y(x, t) = y

x

l

+ 2y

(1)

m

sin(mx/l)

m

cos(mct/l). ()

It is curious that the ranges for which () holds (ct > x l) and the range for which the

solution vanishes (ct < l x) overlap. The explanation is that the Fourier series () in fact sums

to zero for l + x < ct < l x. As expected the solution only turns on at the point x at time

(l x)/c showing that the disturbance travels at speed c (from the end x = l).

2

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