6 Wave Equation

Pinchover and Rubinstein, Chapter 4.

We consider the homogeneous wave equation in one-dimension,
u
tt
c
2
u
xx
= 0, a < x < b , t > 0 (6.1)
To nd the general solution of (6.1), we can proceed as follows.
We introduce the new coordinates which transform (6.1) into its canonical
form. Let
= x + ct, = x ct
an set w(, ) = u(x(, ), t(, )). Applying the chain rule to u(x, y) =
w((x, t), (x, t)), we nd that

x
= 1 =
x
and
t
= c =
t
and
u
t
= w

t
+ w

t
= c(w

)
u
x
= w

x
+ w

x
= w

+ w

u
tt
= c
2
(w

2w

+ w

)
u
xx
= w

+ 2w

+ w

.
Substituting into (6.1), we get
0 = u
tt
c
2
u
xx
= 4c
2
w

= 0
so that w

= 0. Since (w

= 0, it follows that w

= f() from which we

get w =
_
f() d + G(). Hence, the general solution of w

= 0 is given
by
w(, ) = F() + G(),
where F and G are two arbitrary C
2
-function. Then, since u(x, y) =
w((x, t), (x, t)), we nd that
u(x, y) = F(x + ct) + G(x ct). (6.2)
Conversely, if F and G are of class C
2
, then u dened by u(x, t) = F(x +
ct) + G(x ct) is a classical solution of (6.1). T The families of lines
x ct = constant and x + ct = constant,
42
on (x, t) plane are called the characteristics of the wave equation. These
are straight lines with slopes 1/c. The function G(x ct) represents a
wave moving to the right with the spped c and it is called the forward wave
while F(x+ct) is a wave moving to the left with the speed c, it is called the
backward wave. The constant c is called the wave speed.
Next we extend the notion of a solution. Consider two piecewise con-
tinuous functions F and G. Then formula (6.2) for u denes a piecewise
continuous function which is a superposition of the forward wave F(x ct)
and the the backward wave G(x+ct). It is possible to nd two sequences (F
n
)
and (G
n
) of smooth functions such that F
n
(x)) F(x) and G
n
(x) G(x)
ate each point x, and, in addition, (F
n
) and (G
n
) converge to F and G,
respectively, on any closed and bounded interval not containing points of
discontinuity. The functions u
n
(x, t) = F
n
(x ct) +G
n
(x +ct) are classical
solutions of (6.1), however, the limit function u(x, t) = F(xct)+g(x+ct) is
not a classical solution. We call u dened by (6.2) in which F and/or G are
piecewise continuous functions a generalized solution of the wave equation.
Next assume that for a given time t
0
> 0 the solution u of (6.1) is smooth
except at the point (x
0
, t
0
). By the formula (6.2), either F is not smooth at
x
0
ct
0
and/or G is not smooth at x
0
+ct
0
. If F is not smooth at x
0
ct
0
,
then F is not smooth along the characteristic x ct = x
0
ct
0
and if G
is not smooth at x
0
+ ct
0
, then it is not smooth along the characteristic
x + ct = x
0
+ ct
0
. This means that the singularities (points were u is not
smooth) are traveling along characteristics. This is a typical phenomena for
hyperbolic equations in contrast to parabolic equations.
6.1 The Cauchy problem and the dAlamberts formula
The initial value problem (Cauchy problem) for the 1-dimenisonal wave
equation is given by
u
tt
c
2
u
xx
= 0, (x, t) R (0, )
u(x, 0) = (x)
u
t
(x, 0) = (x).
(6.3)
The general solution of the wave equation is given by
u(x, t) = F(x + ct) + G(x ct) (6.4)
where F and G are two arbitrary functions of class C
2
. Hence at t = 0,
F(x) + G(x) = (x). (6.5)
43
Dierentiating (6.4) with respect to t, we get
u
t
(x, t) = cF

(x + ct) cG

(x ct)
so that at t = 0, we have
cF

(x) cG

(x) =
which after integrating gives
F(x) G(x) =
1
c
_
x
0
() d + C (6.6)
where C = F(0) G(0). Solving the system of two linear equation (6.5) and
(6.6). we nd that
F(x) =
1
2
(x) +
1
c
_
x
0
() d +
C
2
(6.7)
G(x) =
1
2
(x)
1
c
_
x
0
() d
C
2
. (6.8)
Consequently, in view of (6.4),
u(x, t) =
(x + ct) + (x ct)
2
+
1
2c
_
x+ct
xct
() d. (6.9)
This is so called the dAlamberts formula for the solution of the Cauchy
problem (6.1).
Theorem 6.1. Let T > 0 be xed. The Cauchy problem (6.1) in the domain
R [0, T] is well-posed for C
2
and C
1
.
Proof. The existence and the uniqueness of the solution of (6.1) follows from
the dAlamberts formula. Moreover, if f C
2
and g C
1
, then u is of
class C
2
on R (0, ) and of class C
1
on R [0, ). So, u given by he
dAlamberts formula is the classical solution of (6.1). Next we have to show
the stability of the Cauchy problem. That is, we have to show that small
changes in the initial conditions lead to small change in the solution. So, let
u
1
and u
2
be two solutions of (6.1) with initial conditions given by (
1
,
1
)
and (
2
,
2
). If
|
1
(x)
2
(x)| < and |
1
(x)
2
(x)| <
44
for all x R, the for (x, t) R [0, T],
|u
1
(x, t) u
2
(x, t)|

1
(x + ct)
2
(x + ct)
2

1
(x ct)
2
(x ct)
2

+
1
2c
_
x+ct
xct
|
1
()
2
()| d.

1
2
( + ) +
1
2c
(2ct) = (1 + t) (1 + T).
Now, given > 0, take > 0 so that 0 < < /(1 + T). Then
|u
1
(x, t) u
2
(x, t)| (1 + T) <
for all (x, t) R [0, T].
Example 6.2. Solve the following Cauchy problem
u
tt
u
xx
= 0, (x, t) R (0, )
u(x, 0) = cos x
u
t
(x, 0) = x.
By (6.11),
u(x, t) =
cos(x + t) + cos(x t)
2
+
1
2
_
x+t
xt
y dy
= cos xcos t + xt
We have used the formula cos(a + b) = cos a cos b sin a sin b.
6.2 Domain of dependence and region of inuence
Fix a point (x
0
, t
0
) and consider two points characteristics
x ct = x
0
ct
0
and x + ct = x
0
+ ct
0
passing through the point (x
0
, t
0
). The triangle formed by those lines and
the interval [x
0
ct
0
, x
0
+ ct
0
] is called the characteristic triangle and will
be denoted in the following by =
x
0
t
0
.
According to the dAlamberts formula
u(x
0
, t
0
) =
(x
0
+ ct
0
) + (x
0
ct
0
)
2
+
1
2c
_
x
0
+ct
0
x
0
ct
0
(y) dy.
45

x
0
t
0
(x
0
, 0)
(x
0
, t
0
)
t
x
(x
0
ct
0
, 0)
(x
0
+ ct
0
, 0)
Figure 1: The characteristic triangle
x
0
t
0
We see that the value u(x
0
, t
0
) is determined by the values of at the base of
the triangle and by the values of along the base. In other words, u(x
0
, t
0
)
depends only on the initial data given on the interval [x
0
ct
0
, x
0
+ct
0
]. This
interval is called the domain of dependence of u at (x
0
, t
0
). If we change the
initial conditions outside of this interval, the value of u at (x
0
, t
0
) will not
change. In particular, if the initial condition on this interval are smooth,
then the solution u stays smooth in the characteristics triangle.
The dual question is which are the points (x, t) which are inuenced by
the initial conditions on a xed interval [a, b]? The set of such points is called
the region of inuence of the interval [a, b]. From the previous discussion it
follows that the points of [a, b] inuence value of u at the point (x
0
, t
0
) if
and only if [x
0
ct
0
, x
0
+ct
0
] [a, b] = . Thus, the initial conditions along
[a, b] inuence those points (x, t) in the (x, t)-plane which satisfy
x ct b and x + ct a.
These points form a truncated cone with base [a, b] and the edges given by
x +ct = a and x ct = b. In particular, if the initial data 0 and 0
outside of [a, b], then the solution is identically equal to 0 to the left of the
line x + ct = a and to the right of the line x ct = b.
46
a
b
t
x
x + ct = a x ct = b
Figure 2: Region of inence of the interval [a, b]
6.3 The Cauchy problem for the nonhomogeneous wave equa-
tion
We now consider the following Cauchy Problem
u
tt
c
2
u
xx
= f(x, t), (x, t) R (0, )
u(x, 0) = (x)
u
t
(x, 0) = (x).
(6.10)
Theorem 6.3. Let C
2
, C
1
, and f C
1
. Then the Cauchy problem
(6.10) has a unique classical solution u which is given by
u(x, t) =
(x + ct) + (x ct)
2
+
1
2c
_
x
0
+ct
xct
(y) dy +
1
2c
_
xt
f(y, s) dyds,
(6.11)
where
xt
at the point (x, t).
The last integral is equal to
_
xt
f(y, s) dyds =
_
t
0
_
x+c(ts)
xc(ts)
f(y, s) dyds.
Proof. Using the Greens Theorem Assume that u is a solution of (6.10)
and let (x
0
, t
0
) be a x point in the (x, t)-plane and let be the characteristic
triangle with the vertex at (x
0
, t
0
). Integrating the equation over , we get
_

f(y, s) dyds =
_

(u
tt
c
2
u
xx
dxdt.
47
Now, the Green, s theorem tells that given two C
1
functions P and Q,
_

(P
x
Q
t
) dxdt =
_

Pdt + Qdx.
(x
0
, t
0
)
t
x
(x
0
ct
0
, 0)
(x
0
+ ct
0
, 0)
L
2
L
3
L
1

x
0
t
0
Figure 3:
We use the Greens theorem with P = c
2
u
x
and Q = u
t
. Then
denoting by L
1
, L
2
, and L
3
the sides of we get that
_

(P
x
Q
t
) dxdt =
_
L
1
L
2
L
3
(c
2
u
x
dt u
t
) dx.
On L
1
, dt = 0 so that
_
L
1
c
2
u
x
dt u
t
dx =
_
x
0
+ct
0
x
0
ct
0
u
t
(y, 0) dy =
_
x
0
+ct
0
x
0
ct
0
(y) dy
On L
2
, we have dx = cdt and thus
_
L
2
c
2
u
x
dt u
t
dx =
_
L
2
(cu
x
dx) + cu
t
dt)
= c[u(x
0
, t
0
) (x
0
+ ct
0
)]
On L
3
, dx = cdt and so,
_
L
3
c
2
u
x
dt u
t
dx =
_
L
2
(cu
x
dx cu
t
dt) = c
_
L
2
du
= c[u(x
0
, t
0
) (x
0
ct
0
)].
48
Putting all of those expressions together we nd out that
_

f(y, s) dyds = 2cu(x

0
, t
0
) c[(x
0
+ct
0
) +(x
0
ct
0
)]
_
x
0
+ct
0
x
0
ct
0
(y) dy
which gives the required form
u(x
0
, t
0
) =
(x
0
+ ct
0
) + (x
0
ct
0
)
2
+
1
2c
_
x
0
+ct
0
x
0
ct
0
(y) dy+
1
2c
_

f(y, s) dyds.
It remains to show that the above formula is indeed a solution of (6.10). In
view of the superposition principle, we have only check that
v(x, t) =
1
2c
_

f(y, s) dyds
is a solution of the following Cauchy problem,
u
tt
c
2
u
xx
= f(x, t) (x, t) R(0, )
u(x, 0) = 0
u
t
(x, t) = 0
(6.12)
First observe that
v(x, t) =
1
2c
_

f(y, s) dyds =
1
2c
_
t
0
_
x+c(ts)
xc(ts)
f(y, s)dy ds
from which we obtain v(x, 0) = 0. Next we take derivatives of v. To do this
we use the formula
d
dt
_
b(t)
a(t)
G(, t)d = G(b(t), t)b

(t) G(a(t), t)a

(t) +
_
b(t)
a(t)
G
t
(, t) d.
Thus,
v
t
(x, t) =
1
2
_
t
0
[f(x + c(t s), s) + f(x c(t s), s)]ds
showing that v
t
(x, 0) = 0. Dierentiating again with respect to t,
v
tt
(x, t) =
c
2
_
t
0
[f
x
(x + c(t s), s) f
x
(x + c(t s), s)] ds.
49
The derivatives with respect to x are given by
v
x
(x, t) =
1
2c
_
t
0
[f(x + c(t s), s) f(x c(t s), s)] ds
v
xx
(x, t) =
1
2c
_
t
0
[f
x
(x + c(t s), s) f
x
(x c(t s), s)] ds.
from which we get that v
tt
c
2
v
xx
= f(x, t) as claimed.
Theorem 6.4. Let T > 0 be xed. The Cauchy problem (6.10) on R[0, T]
for f C
1
, C
2
, and C
1
.
Corollary 6.5. Assume that and are even function f(, t) is even for
every t 0.If u is the solution of the Cauchy problem (6.10), then u(, t) is
even function for every t 0. If and are odd (periodic with period L)
and f(, t) is odd (periodic with period L) for every t 0, then u(, t) is odd
(period with period L) for all t 0.
Example 6.6. Solve the following Cauchy problem
u
tt
9u
xx
= e
x
e
x
, (x, t) R (0, )
u(x, 0) = x
u
t
(x, 0) = sin x.
We use e
x
e
x
= 2 sinhx and the formula cosh(a + b) = cosh a cosh b +
sinh a sinhb. Then by (6.11),
u(x, t) =
(x + 3t) + (x 3t)
2
+
1
6
_
x+3t
x3t
siny dy
+
1
6
_
t
0
_
x+3(ts)
x3(ts)
(e
y
e
y
)dyds
= x
1
6
cos y|
x+3t
x3t
+
1
6
_
t
0
(e
y
+ e
y
)|
x+3(ts)
x3(ts)
ds
= x +
1
6
[cos(x 3t) + cos(x + 3t)]
+
1
3
_
t
0
cosh s|
x+3(ts)
x3(ts)
ds
= x +
1
3
sinxsin 3t
2
9
sinh x +
2
9
sinhxcosh 3t.
50
Here is another way of deriving the formula for the solution of (6.10)
Operator Method. We start with the motivation.Consider the rst-order
inhomogeneous ODE
u

(t) + au(t) = f(t)

u(0) =
(6.13)
Multiplying the equations by e
at
we get, using the fundamental theorem of
calculus,
e
at
u

(t) + ae
at
u(t) = (e
at
u(t))

= e
at
f(t)
so that after integrating over [0, t] we get
e
at
u(t) e
a0
u(0) =
_
t
0
e
as
f(s) ds.
So,
u(t) = e
at
+ e
at
_
t
0
e
as
f(s) ds = e
at
+
_
t
0
e
a(ts)
f(s) ds.
Introducing the solution operator
S(t) = e
at
,
we note that the solution of the homogoeneous Cauchy problem (f=0) is
given by u(t) = S(t) while the solution of the nonhomogoeneous Cauchy
problem (6.13) is given by
u(t) = S(t) +
_
t
0
S(t s) ds.
Now consider the Cauchy problem for the second order O.D.E.,
u

(t) + a
2
u(t) = f(t)
u(0) =
u

(0) =
(6.14)
Introducing v =
1
a
u

we can write (6.15) as a system of two equations,

u

= av
v

= au +
1
a
f
51
or in the matrix form as
_
u
v
_

+
_
0 a
a 0
_

_
u
v
_
=
_
0
1
a
f
_
Setting
U =
_
u
v
_
, A =
_
0 a
a 0
_

_
u
v
_
, F =
_
0
1
a
f
_
, =
_

_
,
the (6.15) can be written as
U

+ AU = F
U(0) = .
Denoting by e
At
=

n=1
A
n
t
n
/n! and multiplying both sides of the equation
by e
AT
the equation becomes
(e
At
U)

= e
At
F(t)
which after integration over [0, t] gives
U(t) = e
At
+
_
t
0
e
A(ts)
F(s) ds.
Introducing the solution operator S(t) = e
At
we note as before that the
solution of the homogeneous Cuachy problem (F = 0) is given by U(t) =
S(t) while the solution of the inhomogeneous Cuachy problem is given by
U(t) = S(t) +
_
t
0
S(t s)F(s) ds.
Next we consider the inhomogeneous Cauchy problem (6.10). Introduc-
ing v = u
t
, it can be written as the system
u
t
v = 0
v
t
c
2
u
xx
= f
(6.15)
or in the matrix form as
_
u
v
_
t
+
_
0 1
c
2

2
x
0
_

_
u
v
_
=
_
0
f
_
.
52
Now setting
U =
_
u
v
_
, A =
_
0 1
c
2
0
_
, F =
_
0
f
_
, =
_

_
,
(6.10) can be written as
U

+ AU = F
U(0) = .
Using the previous cases a hint, introduce the solution operator S(t) so that
U(x, t) = S(t) is a solution of the homogeneous Cauchy Problem, (6.10)
can be written as
U

+ AU = 0
U(0) = .
In view of the dAlamberts formula
u(x, t) =
(x + ct) + (x ct)
2
+
1
2c
_
x+tc
xct
(y) dy,
U has to be of the form
U(x, t) =
_

_
(x+ct)+(xct)
2
+
1
2c
_
x+tc
xct
(y)
c

(x+ct)

(xct)
2
+
(x+ct)+(xct)
2
_

_
Thus, we may dene the solution operator S(t) by
S(t) = S(t)
_

_
=
_

_
(x+ct)+(xct)
2
+
1
2c
_
x+tc
xct
(y)
c

(x+ct)

(xct)
2
+
(x+ct)+(xct)
2
_

_
So, one could expect that
U(x, t) = S(t) +
_
t
0
S(t s)F(s) ds
is the solution of the inhomogeneous Cauchy problem. The rst component
of U(x, t) is given by
u(x, t) =
(x + ct) + (x ct)
2
+
1
2c
_
x+tc
xct
(y)+
1
2c
_
t
0
_
x+c(ts)
xc(ts)
f(y, s) dyds
which is exactly the same formula as obtained before.
53
6.4 The wave equation on a half-line
Consider the Dirichlet problem on the half-line,
u
tt
c
2
u
xx
= 0, x > 0, t > 0
u(x, 0) = (x), x 0
u
t
(x, 0) = (x), x 0
u(0, t) = 0, t > 0.
with of class C
2
on [0, ) and of class C
1
on [0, ) satisfying the
compatibility condition (0) =

(0) = (0) = 0.
In order to nd the solution we extend and to all of R by odd
reection. Namely, we set

(x) =
_
(x) x 0
(x) x 0
and

(x) =
_
(x) x 0
(x) x 0.
Then

and

are odd functions on R. The dAlamberts formula denes
the solution u on R (0, ) of the initial value problem,
u
tt
c
2
u
xx
= 0, x > 0, t > 0
u(x, 0) =

(x), x 0
u
t
(x, 0) =

(x), x 0
Then we set u(x, t) = u(x, t). Clearly, u solves the equation on (0, )
(0, ). Moreover, for x > 0, u(x, 0) = u(x, 0) =

(x) = (x) and similarly
u
t
(x, 0) = u
t
=

(x) = (x). It remains to show that u(0, t) = 0. For this
it suces to show that u(, t) is an odd function for all t > 0. Indeed, set
v(x, t) = u(x, t). Then
v
x
(x, t) = u
x
(x, t) v
t
(x, t) = u
t
(x, t)
v
xx
(x, t) = u
xx
(x, t) v
tt
(x, t) = u
tt
(x, t),
so that
v
tt
c
2
v
xx
=
_
u
tt
c
2
u
xx
_
= 0
and v(x, 0) = u(x, t) =

(x) =

(x) and v
t
(x, 0) = u
t
(x, 0) =

(x) =

(x) . By Proposition 6.3, v(x, t) = u(x, t), i.e., u(x, t) =
u(x, t) as claimed.
54
So what is the solution u in terms of and . Recall that in view of the
dAlamberts formula
u(x, t) =

(x + ct) +

(x ct)
2
+
1
2c
_
x+ct
xct

(y) dy.
Then, if t > 0 and x ct >, we have

(x ct) = (x +ct) and
u(x, t) =
(x + ct) + (x ct)
2
+
1
2c
_
x+ct
xct
(y) dy.
If t > 0 and x ct < 0, then

(x ct) = ((x ct)) = (ct x) and

(y) = (y) for y < 0. So,

_
x+ct
xct

(y) dy =
_
0
xct

(y) dy +
_
x+ct
0

(y) dy
=
_
ctx
0
(y) dy +
_
x+ct
0
(y) dy
=
_
ct+x
ctx
(y) dy
and
u(x, t) =
(x + ct) (ct x)
2
+
1
2c
_
ct+x
ctx
(y) dy.
55