Attribution Non-Commercial (BY-NC)

Als PDF, TXT **herunterladen** oder online auf Scribd lesen

39 Aufrufe

Attribution Non-Commercial (BY-NC)

Als PDF, TXT **herunterladen** oder online auf Scribd lesen

- libCinder
- Linear Algebraic equation using MATLAB
- Trigonometric Identities & Application
- Edexcel GCE core 3 mathematics C3 6665 advanced subsidiary jun 2007 mark scheme
- MAIN_2013_90
- 08 - Trigonometric Functions, Identities and Equations
- Laplace on Rectangle
- The Single Track Model
- 10.7_10.8
- Cambridge Intl as a Level P1 Maths 196337 Answers Only
- Design Lab Material 2
- Review Questions
- PLAN-J Mathematics Form4
- 4400_3H_que_20070517
- 1285214061 5.CommonErrorsHowToAvoid ChTrigonometry X Math0
- Elite2011 Pet1 Qns p1
- Fss Prelims Am p2 2009
- srl_84-2_hs
- 12 finding a side in a right angled triangle
- Hw6solutions.pdf

Sie sind auf Seite 1von 7

The Problem

Let u(x, t) denote the vertical displacement of a string from the x axis at position x and time t. The

string has length . Its left and right hand ends are held xed at height zero and we are told its initial

conguration and speed. For notational convenience, choose a coordinate system so that the left hand end

of the string is at x = 0 and the right hand end of the string is at x = .

x

u

We assume that the string is undergoing small amplitude transverse vibrations so that u(x, t) obeys the wave

equation

2

u

t

2

(x, t) = c

2

2

u

x

2

(x, t) for all 0 < x < and t > 0 (1)

The conditions that the left and right hand ends are held at height zero are encoded in the boundary

conditions

u(0, t) = 0 for all t > 0 (2)

u(, t) = 0 for all t > 0 (3)

As we have been told the position and speed of the string at time 0, there are given functions f(x) and g(x)

such that the initial conditions

u(x, 0) = f(x) for all 0 < x < (4)

u

t

(x, 0) = g(x) for all 0 < x < (5)

are satised. The problem is to determine u(x, t) for all x and t.

Outline of the Method of Separation of Variables

We are going to solve this problem in three steps.

Step 1 In the rst step, we nd all solutions of (1) that are of the special form u(x, t) = X(x)T(t) for

some function X(x) that depends on x but not t and some function T(t) that depends on t but

not x. This is where the name separation of variables comes from. It is of course too much to

expect that all solutions of (1) are of this form. But if we nd a bunch of solutions X

i

(x)T

i

(t)

of this form, then since (1) is a linear equation,

i

a

i

X

i

(x)T

i

(t) is also a solution for any choice

of the constants a

i

. (Check this yourself!) If we are lucky (and we shall be lucky), we will be

able to choose the constants a

i

so that the other conditions (25) are also satised.

Step 2 We impose the boundary conditions (2) and (3).

Step 3 We impose the initial conditions (4) and (5).

The First Step Finding Factorized Solutions

The factorized function u(x, t) = X(x)T(t) is a solution to the wave equation (1) if and only if

X(x)T

(t) = c

2

X

(x)T(t)

X

(x)

X(x)

=

1

c

2

T

(t)

T(t)

January 21, 2007 Solution of the Wave Equation by Separation of Variables 1

The left hand side is independent of t. So the right hand side, which is equal to the left hand side, must be

independent of t too. The right hand side is independent of x. So the left hand side must be independent of

x too. So both sides must be independent of both x and t. So both sides must be constant. Lets call the

constant . So we have

X

(x)

X(x)

=

1

c

2

T

(t)

T(t)

=

X

(x) X(x) = 0 T

(t) c

2

T(t) = 0

(6)

We now have two constant coecient ordinary dierential equations, which we solve in the usual way. We

try X(x) = e

rx

and T(t) = e

st

for some constants r and s to be determined. These are solutions if and only

if

d

2

dx

2

e

rx

e

rx

= 0

d

2

dt

2

e

st

c

2

e

st

= 0

_

r

2

_

e

rx

= 0

_

s

2

c

2

)e

st

= 0

r

2

= 0 s

2

c

2

= 0

r =

s = c

x

and e

x

, for X(x) and two independent

solutions, namely e

c

t

and e

c

t

, for T(t). If = 0, the general solution to (6) is

X(x) = d

1

e

x

+ d

2

e

x

T(t) = d

3

e

c

t

+ d

4

e

c

t

for arbitrary constants d

1

, d

2

, d

3

and d

4

. If = 0, the equations (6) simplify to

X

(x) = 0 T

(t) = 0

and the general solution is

X(x) = d

1

+ d

2

x T(t) = d

3

+ d

4

t

for arbitrary constants d

1

, d

2

, d

3

and d

4

. We have now found a huge number of solutions to the wave

equation (1). Namely

u(x, t) =

_

d

1

e

x

+ d

2

e

x

__

d

3

e

c

t

+ d

4

e

c

t

_

for arbitrary = 0 and arbitrary d

1

, d

2

, d

3

, d

4

u(x, t) =

_

d

1

+ d

2

x

__

d

3

+ d

4

t

_

for arbitrary d

1

, d

2

, d

3

, d

4

The Second Step Imposition of the Boundary Conditions

If X

i

(x)T

i

(t), i = 1, 2, 3, all solve the wave equation (1), then

i

a

i

X

i

(x)T

i

(t) is also a solution for

any choice of the constants a

i

. This solution satises the boundary condition (2) if and only if

i

a

i

X

i

(0)T

i

(t) = 0 for all t > 0

This will certainly be the case if X

i

(0) = 0 for all i. In fact, if the a

i

s are nonzero and the T

i

(t)s are

independent, then (2) is satised if and only if all of the X

i

(0)s are zero. For us, it will be good enough to

simply restrict our attention to X

i

s for which X

i

(0) = 0, so I am not even going to dene what independent

means

(1)

. Similarly, u(x, t) =

i

a

i

X

i

(x)T

i

(t) satises the boundary condition (3) if and only if

i

a

i

X

i

()T

i

(t) = 0 for all t > 0

(1)

It forbids, for example, T

1

= 7T

2

or T

1

= 3T

2

+ 5T

3

.

January 21, 2007 Solution of the Wave Equation by Separation of Variables 2

and this will certainly be the case if X

i

() = 0 for all i. We are now going to go through the solutions that

we found in Step 1 and discard all of those that fail to satisfy X(0) = X() = 0.

First, consider = 0 so that X(x) = d

1

+d

2

x. The condition X(0) = 0 is satised if and only if d

1

= 0.

The condition X() = 0 is satised if and only if d

1

+ d

2

= 0. So the conditions X(0) = X() = 0 are both

satised only if d

1

= d

2

= 0, in which case X(x) is identically zero. There is nothing to be gained by keeping

an identically zero X(x), so we discard = 0 completely.

Next, consider = 0 so that d

1

e

x

+ d

2

e

x

. The condition X(0) = 0 is satised if and only if

d

1

+ d

2

= 0. So we require that d

2

= d

1

. The condition X() = 0 is satised if and only if

0 = d

1

e

+ d

2

e

= d

1

_

e

_

If d

1

were zero, then X(x) would again be identically zero and hence useless. So instead, we discard any

that does not obey

e

= 0 e

= e

e

2

= 1

In the last step, we multiplied both sides of e

= e

by e

2

= 1 is = 0.

But we are now considering only = 0. Fortunately, there are innitely many complex numbers

(2)

that

work. In fact e

2

2

= 2k

= k

= k

2

2

2

With

= k

and d

2

= d

1

,

X(x)T(t) = d

1

_

e

x

e

x

__

d

3

e

ck

t

+ d

4

e

ck

t

_

= 2d

1

sin

_

k

x

__

(d

3

+ d

4

) cos

_

ck

t) + (d

3

d

4

) sin

_

ck

t

_

= sin

_

k

x

__

k

cos

_

ck

t) +

k

sin

_

ck

t

_

where

k

= 2d

1

(d

3

+ d

4

) and

k

= 2d

1

(d

3

d

4

). Note that, to this point, d

1

, d

3

and d

4

are allowed to be

any complex numbers so that

k

and

k

are allowed to be any complex numbers.

The Third Step Imposition of the Initial Conditions

We now know that

u(x, t) =

k=1

sin

_

k

x

__

k

cos

_

ck

t) +

k

sin

_

ck

t

_

obeys the wave equation (1) and the boundary conditions (2) and (3), for any choice of the constants

k

,

k

.

It remains only to see if we can choose the

k

s and

k

s to satisfy

f(x) = u(x, 0) =

k=1

k

sin

_

k

x

_

(4

)

g(x) = u

t

(x, 0) =

k=1

k

ck

sin

_

k

x

_

(5

)

But any (reasonably smooth) function, h(x), dened on the interval 0 < x < , has a unique representation

(3)

h(x) =

k=1

b

k

sin

kx

(7)

(2)

See, for example, the notes Complex Numbers and Exponentials.

(3)

See, for example, the notes Fourier Series.

January 21, 2007 Solution of the Wave Equation by Separation of Variables 3

as a linear combination of sin

kx

b

k

=

2

_

0

h(x) sin

kx

dx

for the coecients. We can make (7) match (4

k

=

k

. This tells us that

k

=

2

_

0

f(x) sin

kx

k

=

k

ck

.

This tells us that

ck

k

=

2

_

0

g(x) sin

kx

u(x, t) =

k=1

sin

_

k

x

__

k

cos

_

ck

t) +

k

sin

_

ck

t

_

(8)

with

k

=

2

_

0

f(x) sin

kx

dx

k

=

2

ck

_

0

g(x) sin

kx

dx

While the sum (8) can be very complicated, each term, called a mode, is quite simple. For each xed

t, the mode sin

_

k

x

__

k

cos

_

kc

t) +

k

sin

_

kc

t

_

is just a constant times sin

_

k

x

_

. As x runs from 0

to , the argument of sin

_

k

x

_

runs from 0 to k, which is k halfperiods of sin. Here are graphs, at

xed t, of the rst three modes, called the fundamental tone, the rst harmonic and the second harmonic.

x

y

fundamental

x

y

1

st

harmonic

x

y

2

nd

harmonic

_

k

x

__

k

cos

_

kc

t) +

k

sin

_

kc

t

_

is just a constant times cos

_

kc

t) plus a

constant times sin

_

kc

kc

t, of both cos

_

kc

t) and sin

_

kc

t)

increases by

kc

, which is

kc

2

cycles (i.e. periods). So the fundamental oscillates at

c

2

cps, the rst harmonic

oscillates at 2

c

2

cps, the second harmonic oscillates at 3

c

2

cps and so on. If the string has density and

tension T, then we have seen

(4)

that c =

_

T

increase the tension and/or decrease the density and/or shorten the string.

Example 1 As a concrete example, suppose that

2

u

t

2

(x, t) = c

2

2

u

x

2

(x, t) for all 0 < x < 1 and t > 0

u(0, t) = u(1, t) = 0 for all t > 0

u(x, 0) = x(1 x) for all 0 < x < 1

u

t

(x, 0) = 0 for all 0 < x < 1

This is a special case of equations (15) with = 1, f(x) = x(1 x) and g(x) = 0. So, by (8),

u(x, y) =

k=1

sin(kx)

_

k

cos(ckt) +

k

sin(ckt)

with

k

= 2

_

1

0

x(1 x) sin(kx) dx

k

= 2

_

1

0

0 sin(kx) dx = 0

(4)

See, for example, the notes Derivation of the Wave Equation.

January 21, 2007 Solution of the Wave Equation by Separation of Variables 4

Using

(5)

_

1

0

xsin(kx) dx =

_

1

0

d

dk

cos(kx) dx =

1

d

dk

_

1

0

cos(kx) dx =

1

d

dk

1

k

sin(kx)

1

0

= cos(k)

1

k

_

1

0

x

2

sin(kx) dx =

_

1

0

2

d

2

dk

2

sin(kx) dx =

1

2

d

2

dk

2

_

1

0

sin(kx) dx =

1

2

d

2

dk

2

1

k

cos(kx)

1

0

= cos(k)

2k

2

2

k

3

3

2

k

3

3

we have

k

= 2

_

1

0

x(1 x) sin(kx) dx = 2

_

cos(k)

1

k

cos(k)

2k

2

2

k

3

3

+

2

k

3

=

4

k

3

3

[1 cos(k)]

=

_

8

k

3

3

for k odd

0 for k even

and

u(x, y) =

k=1

k odd

8

k

3

3

sin(kx) cos(ckt)

Example 2 As a second concrete example, suppose that

2

u

t

2

(x, t) = c

2

2

u

x

2

(x, t) for all 0 < x < 1 and t > 0

u(0, t) = u(1, t) = 0 for all t > 0

u(x, 0) = sin(5x) + 2 sin(7x) for all 0 < x < 1

u

t

(x, 0) = 0 for all 0 < x < 1

This is again a special case of equations (15) with = 1. So, by (8),

u(x, y) =

k=1

sin(kx)

_

k

cos(ckt) +

k

sin(ckt)

k

and

k

. It is easier to observe

directly, just by matching coecients, that

sin(5x) + 2 sin(7x) = u(x, 0) =

k=1

k

sin(kx)

k

=

_

1 if k = 5

2 if k = 7

0 if k = 5, 7

0 = u

t

(x, 0) =

k=1

ck

k

sin(kx)

k

= 0

So

u(x, y) = sin(5x) cos(5ct) + 2 sin(7x) cos(7ct)

(5)

Note that we cannot impose the condition that k is an integer until after evaluating the

d

dk

derivatives.

January 21, 2007 Solution of the Wave Equation by Separation of Variables 5

Using Fourier Series to Solve the Wave Equation

We can also use Fourier series to derive the solution (8) to the wave equation (1) with boundary

conditions (2,3) and initial conditions (4,5). The basic observation is that, for each xed t 0, the unknown

u(x, t) is a function of the one variable x and this function vanishes at x = 0 and x = . Thus, by the Fourier

series theorem and the odd periodic extension trick, u(x, t) has, for each xed t, a unique expansion

u(x, t) =

k=1

b

k

(t) sin

_

kx

_

(9)

By using other periodic extensions, like the even periodic extension, we can get other expansions of u(x, t)

too. But the odd periodic expansion (9) is particularly useful because, with it, the boundary conditions (2,3)

are automatically satised. If we substitute x = 0 into the right hand side of (9) we necessarily get zero,

regardless of the value of b

k

(t), because every term contains a factor of sin(0) = 0. Similarly, if we substitute

x = into the right hand side of (9) we again necessarily get zero, for any b

k

(t), because sin(k) = 0 for

every integer k.

The solution u(x, t) is completely determined by the, as yet unknown, coecients b

k

(t). Furthermore

these coecients can be found by substituting u(x, t) =

k=1

b

k

(t) sin

_

kx

_

into the three remaining re-

quirements (1), (4), (5) on u(x, t). First the wave equation (1):

0 =

2

u

t

2

(x, t) c

2

2

u

x

2

(x, t) =

k=1

b

k

(t) sin

_

kx

_

+

k=1

k

2

2

c

2

2

b

k

(t) sin

_

kx

_

=

k=1

_

b

k

(t) +

k

2

2

c

2

2

b

k

(t)

_

sin

_

kx

_

This says that, for each xed t 0, the function 0, viewed as a function of x, has Fourier series expansion

k=1

_

b

k

(t) +

k

2

2

c

2

2

b

k

(t)

_

sin

_

kx

_

. Applying (9) with h(x) being the zero function and with b

k

replaced

by

_

b

k

(t) +

k

2

2

c

2

2

b

k

(t)

_

then forces

b

k

(t) +

k

2

2

c

2

2

b

k

(t) =

2

_

0

0 sin

_

kx

_

dx = 0 for all k, t (1

)

Substituting into (4) and (5) gives

u(0, t) =

k=1

b

k

(0) sin

_

kx

_

= f(x)

u

t

(0, t) =

k=1

b

k

(0) sin

_

kx

_

= g(x)

By uniqueness of Fourier coecients, once again,

b

k

(0) =

2

_

0

f(x) sin

_

kx

_

dx (4

)

b

k

(0) =

2

_

0

g(x) sin

_

kx

_

dx (5

)

For each xed k, equations (1

), (4

) and (5

dierential equation and two initial conditions for the unknown function b

k

(t).

January 21, 2007 Solution of the Wave Equation by Separation of Variables 6

You already know how to solve constant coecient ordinary dierential equations. The function b

k

(t) =

e

rt

satises the ordinary dierential equation (1

) if and only if

r

2

+

k

2

2

c

2

2

= 0

which in turn is true if and only if

r = i

kc

) is

b

k

(t) = C

k

e

i

kc

t

+ D

k

e

i

kc

t

with C

k

and D

k

arbitrary constants. Using e

i

kc

t

= cos

_

kc

t

_

i sin

_

kc

t

_

we may rewrite the solution

as

b

k

(t) =

k

cos

_

ck

t) +

k

sin

_

ck

t

_

with

k

= C

k

+ D

k

and

k

= iC

k

iD

k

again arbitrary constants. They are determined by the initial

conditions (4

) and (5

).

(4

) = b

k

(0) =

k

=

2

_

0

f(x) sin

_

kx

_

dx

(5

) = b

k

(0) =

ck

k

=

2

_

0

g(x) sin

_

kx

_

dx =

k

=

2

ck

_

0

g(x) sin

_

kx

_

dx

This gives us the solution (8) once again.

January 21, 2007 Solution of the Wave Equation by Separation of Variables 7

- libCinderHochgeladen vonrashed44
- Linear Algebraic equation using MATLABHochgeladen vonfatima de guzman
- Trigonometric Identities & ApplicationHochgeladen vonwolfretonmaths
- Edexcel GCE core 3 mathematics C3 6665 advanced subsidiary jun 2007 mark schemeHochgeladen vonrainman875
- MAIN_2013_90Hochgeladen vonSofia Lawrence S
- 08 - Trigonometric Functions, Identities and EquationsHochgeladen vonJASON_INGHAM
- Laplace on RectangleHochgeladen vonsamiozbay
- The Single Track ModelHochgeladen vonJonas Arvidsson
- 10.7_10.8Hochgeladen vonSimon Li
- Design Lab Material 2Hochgeladen vonSuraj Hegde
- Review QuestionsHochgeladen voncarlik09
- 4400_3H_que_20070517Hochgeladen vonStephanie UCman
- Cambridge Intl as a Level P1 Maths 196337 Answers OnlyHochgeladen vonAli Raamiz
- PLAN-J Mathematics Form4Hochgeladen vonmrmatrik
- 1285214061 5.CommonErrorsHowToAvoid ChTrigonometry X Math0Hochgeladen vonRohan Kamath
- Elite2011 Pet1 Qns p1Hochgeladen vonMeet Shah
- Fss Prelims Am p2 2009Hochgeladen vonmath3matics3
- srl_84-2_hsHochgeladen vonSantika Satya
- 12 finding a side in a right angled triangleHochgeladen vonapi-299265916
- Hw6solutions.pdfHochgeladen vonrisetofame
- 65 Properties of Triangle Part 1of 2Hochgeladen vonRavi Yadav
- waveequation2.pdfHochgeladen vonYudistira Adi N
- Summer 2014Hochgeladen vonMichael Lo
- Dynamic AnalysisHochgeladen vonSaif Rahman
- Signals & Systems ECE220 Lec-3-FourierHochgeladen vonNikesh Bajaj
- HANDOUT_PHYF111.pdfHochgeladen vonHariom Narang
- 8 Fourier Series and TransformsHochgeladen vonmaurizio.desio4992
- Homework PhysicsHochgeladen vonGeorgianne Eve Soledad
- Partial Differential Equations NotesHochgeladen vonKristine Go
- Engineering MechanicsHochgeladen vonAakash Chandra

- reteaching 3-6Hochgeladen vonapi-296726470
- InequalitiesHochgeladen vonGabrielGita
- Introduction to Linear ProgrammingHochgeladen vonMohammad Faizal Azwar Annas
- Engg. Maths 1Hochgeladen vonKishanJha
- Elements of Integral EquationsHochgeladen vonGaurav Tiwari
- IIyr_IT.pdfHochgeladen vonyfiamataim
- Class 12 Maths Cbse SyllabusHochgeladen vonSJAIN12
- Shortcuts QuadraticHochgeladen vonPawan Parihar
- FINAL --- UNIT-5.pptHochgeladen vonvishwa rao
- Math 11Hochgeladen vonSrabani Khan
- Sociological Methods & Research 2011 O Brien 419 52Hochgeladen vonJake Daedalus
- Kinematics and Dynamics-2Hochgeladen vonSourabh K
- The Management Science Approach, Chapter 1Hochgeladen vonBabar Ishaq
- Linear Diophantine EquationsHochgeladen vonHazel Clemente Carreon
- 7423Hochgeladen vonHuda Salim
- General Mathematics or Mathematics (Core)Hochgeladen vonAnonymous qaI31H
- Using Ti-Inspire Methods (1)Hochgeladen vonMtlMtlcaqc
- unit-1-expressions-equations-and-inequalities---part-1-expressions-and-equations---of---algebra1-fal ch v1 tgc s1Hochgeladen vonapi-261741799
- m_ess_a2-4cHochgeladen vonHoney Ducusin
- alignment of the unit to mps ccssmHochgeladen vonapi-255592064
- symbolic_tb.pdfHochgeladen vonAnonymous 08ObAb
- Notes of Quantitative TechniquesHochgeladen vongoodabhi_99
- z TransformHochgeladen vonvignanaraj
- solvesystemsbysubpowerpointHochgeladen vonapi-327041524
- MathsHochgeladen vonKrunal Shah
- siop lesson finalHochgeladen vonapi-214081578
- MprccHochgeladen vonEdison Fye
- inverse mapping theorem.pdfHochgeladen vonadityabaid4
- SILVACO TCAD-MOSFET WorkshopHochgeladen vonavi2015
- syllabus 0481-online for educa2720Hochgeladen vonapi-200659174

## Viel mehr als nur Dokumente.

Entdecken, was Scribd alles zu bieten hat, inklusive Bücher und Hörbücher von großen Verlagen.

Jederzeit kündbar.