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MA 201: Method of Separation of Variables
Finite Vibrating String ProblemLecture - 11
MA201(2016): PDE
IBVP for Vibrating string with no external forces
• We consider the problem in a computational domain
(x , t) ∈ [0, L]× [0,∞)
• The IBVP under consideration consists of the following:
• The governing equation:
utt = c2uxx , (x , t) ∈ (0, L)× (0,∞). (1)
The boundary conditions for all t > 0:
u(0, t) = 0, u(L, t) = 0. (2)
The initial conditions for 0 ≤ x ≤ L are
u(x , 0) = φ(x), ut(x , 0) = ψ(x). (3)
MA201(2016): PDE
Separation of variables method
• Method of separation of variables for PDE:a convenient and powerful solution technique of partial differentialequations.
• The main idea of this method is toconvert the given partial differential equation into several ordinarydifferential equations and then obtain the solutions by familiar solutiontechniques.
• The success of this method stems from the fact thata function can be expanded in a series in terms of certainelementary/special functions.
• The basic idea of this method is thatthe solution is assumed to consist of the product of two or morefunctions:
• Each function being the function of one independent variableonly.
MA201(2016): PDE
Separation of variables method (Contd.)
• The number of functions involved dependson the number of independent variables.
• As for exampleTry solving an equation for u = u(x , y).
• We will assume a solution in the form u(x , y ) = X (x)Y (y )where X is a function of x only and Y is a function of y only.
• Substituting this solution in the given equationwe will have a pair of ODEs.
• Note thatThis method can be used only for bounded domains so that boundaryconditions are prescribed.
MA201(2016): PDE
Boundary and initial conditions
• If the boundary conditions are prescribed in terms of somevalues of the function on the boundaries,then these conditions are called Dirichlet conditions.
• and the corresponding BVPs are called Dirichlet boundaryvalue problems.
• If the boundary conditions are prescribed in terms of somevalues of the derivatives on the boundariesthen these conditions are called Neumann conditions.
• and the corresponding BVPs are called Neumann boundaryvalue problems.
• If the boundary conditions for a specific problem contain bothtypes,then these conditions are called mixed or Robin conditions and thecorresponding BVPs are called Robin boundary value problem.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Recall the wave equation
utt − c2uxx = 0. (4)
• Assume a solution of the form
u(x , t) = X (x)T (t). (5)
• Here, X (x) is function of x alone and T (t) is a function of talone.
• Substituting (5) in equation (4)
XT ′′ = c2X ′′T . (6)
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Separating the variables
X ′′
X=
T ′′
c2T.
• Here the left side is a function of x and the right side is afunction of t.
• The equality will hold only if both are equal to a constant, say,k.
• We get two differential equations as follows:
X ′′ − kX = 0, (7a)
T ′′ − c2kT = 0. (7b)
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Since k is any constant,it can be zero, orit can be positive, orit can be negative.
• Consider all the possibilities andexamine what value(s) of k lead to a non-trivial solution.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
Case I: k = 0.
• In this case the equations (7) reduce to
X ′′ = 0, and T ′′ = 0
• Giving rise to solutions
X (x) = Ax + B, T (t) = Ct + D.
• But the solution u(x , t) = X (x)T (t) is a trivial solutionif it has to satisfy the boundary conditions u(0, t) = u(L, t) = 0,
• This case of k = 0 is rejected sinceit gives rise to trivial solutions only.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
Case II: k > 0, let k = λ2 for some λ > 0.
• In this case the equations (7) reduce to the equations
X ′′ − λ2X = 0, and T ′′ − c2λ2T = 0
• Giving rise to solutions
X (x) = Aeλx + Be−λx ,
T (t) = Cecλt + De−cλt .
• Therefore
u(x , t) = (Aeλx + Be−λx)(Cecλt + De−cλt).
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Using boundary condition u(0, t) = 0,
A+ B = 0, B = −A.
• Using boundary condition u(L, t) = 0,
(AeλL + Be−λL)(Cecλt + De−cλt) = 0.
• The t part of the solution cannot be zero as it will lead to a trivialsolution.
• Then we must have
A(eλL − e−λL) = 0,
• Which leads to A = 0 as λ 6= 0.
• k > 0 also gives rise to trivial solution:k > 0 is also rejected.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
Case III: k < 0, let k = −λ2 for some λ > 0.
• In this case equations (7) reduce to the equations
X ′′ + λ2X = 0 and T ′′ + c2λ2T = 0
• Giving rise to solutions
X (x) = A cosλx + B sinλx ,
T (t) = C cos(cλt) + D cos(cλt).
• Hence
u(x , t) = (A cosλx + B sinλx)(C cos(cλt) + D sin(cλt)).
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Using boundary condition u(0, t) = 0, A = 0.
• Using boundary condition u(L, t) = 0,
B sinλL = 0.
• B 6= 0 as that will lead to a trivial solution.
• Hence we must have
sinλL = 0
• which gives us
λ = λn =nπ
L, n = 1, 2, 3, . . .
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• These λn’s are called eigenvalues and note thatcorresponding to each n there will be an eigenvalue.
• Accordingly, the solution is
u(x , t) = (A cosλx + B sinλx)(C cos(cλt) + D sin(cλt))
= sinλnx(BC cos(cλnt) + BD sin(cλnt))
= sinnπx
L
[
An cosnπct
L+ Bn sin
nπct
L
]
= un(x , t).
• The solution corresponding to each eigenvalue is called aneigenfunction
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)• Since the wave equation is linear and homogeneous, any linearcombination will also be a solution
• Hence, we can expect the solution in the following form:
u(x , t) =
∞∑
n=1
un(x , t)
=∞∑
n=1
sinnπx
L
[
An cosnπct
L+ Bn sin
nπct
L
]
, (8)
• providedi. An and Bn are determined uniquely andii. each of the resulting series for those coefficients converges, andiii. the limit of the series is twice continuously differentiable with respectto x and t so that it satisfies the equation utt − c2uxx = 0,
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• What is the idea?
• First, we assume that (!)(i) the infinite series converges for some An and Bn
(ii) term-wise differentiation with respect to t is possible andit converges
• Next, we calculate An and Bn using the given initial conditions.
• Once, both the coefficients An and Bn are calculated, we thenprove that the series actually holds following properties
i. the resulting series for those coefficients converge, and
ii. the limit of the series is twice continuously differentiable with respectto x and t, and it satisfies the partial differential equation.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Using the initial condition u(x , 0) = φ(x)
φ(x) =
∞∑
n=1
An sinnπx
L. (9)
• This series can be recognized as the half-range sine expansion of afunction φ(x) defined in the range (0, L). What is the assumption on φfor the convergence in (0, L)?
• An can be obtained by multiplying equation (9) by sin nπx
Land
integrating with respect to x from 0 to L.
• Therefore
An =2
L
∫ L
0
φ(x) sinnπx
Ldx , n = 1, 2, 3, . . . (10)
• Here, we have used the fact that
∫
L
−L
sinnπx
Lsin
nπx
Ldx = L.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)• To use the other initial condition ut(x , 0) = ψ(x), we need todifferentiate (8) w.r.t. t to get
ut(x , t) =∞∑
n=1
sinnπx
L
(nπc
L
) [
−An sinnπct
L+ Bn cos
nπct
L
]
.
• Then
ψ(x) =∞∑
n=1
Bn
nπc
Lsin
nπx
L.
• Similarly
Bn =2
nπc
∫ L
0
ψ(x) sinnπx
Ldx , n = 1, 2, 3, . . . (11)
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)• Now, consider the infinite series
∞∑
n=1
un(x , t) =∞∑
n=1
sinnπx
L
[
An cosnπct
L+ Bn sin
nπct
L
]
, (12)
with
•
An =2
L
∫ L
0
φ(x) sinnπx
Ldx , n = 1, 2, 3, . . . (13)
Bn =2
nπc
∫ L
0
ψ(x) sinnπx
Ldx , n = 1, 2, 3, . . . . (14)
• Clearly, the series satisfies both initial and boundary conditions.
• In fact, we claim that it is the solution of the finite vibrating stringproblem. How?
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)• Consider following infinite series
w1(x , t) =∞∑
n=1
An cosnπct
Lsin
nπx
L, (15)
w2(x , t) =
∞∑
n=1
Bn sinnπct
Lsin
nπx
L. (16)
• Using the trigonometric identity
sinnπx
Lcos
nπct
L=
1
2sin
nπ
L(x − ct) +
1
2sin
nπ
L(x + ct) (17)
• We write
w1(x , t) =1
2
∞∑
n=1
An sinnπ
L(x − ct) +
1
2
∞∑
n=1
An sinnπ
L(x + ct)
=1
2
∞∑
n=1
An sinnπ
L(ξ) +
1
2
∞∑
n=1
An sinnπ
L(η),
ξ = x − ct ∈ R, η = x + ct ∈ R.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)• We know that the Fourier series
∞∑
n=1
An sinnπξ
Lwith An =
2
L
∫
L
0
φ(x) sinnπx
Ldx
converges to φ(ξ) in ξ ∈ (0, L). But, ξ ∈ R.
• Define the odd periodic extension of φ by
φo(x) = φ(x) if 0 < x < L,
φo(x) = −φ(−x) if − L < x < 0,
φo(x) = φ(x + 2L), for rest x ∈ R.
• From convergence of Fourier series, we conclude that the series
∞∑
n=1
An sinnπξ
Lwith An =
1
L
∫
L
−L
φo(x) sinnπx
Ldx =
2
L
∫
L
0
φo(x) sinnπx
Ldx = An
converges to φo(ξ) in [−L, L]. What about the convergence in (−∞,∞)?
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)• Therefore, the infinite series
∞∑
n=1
An sinnπξ
Lwith An =
2
L
∫
L
0
φ(x) sinnπx
Ldx
converges to φo(ξ) in ξ ∈ (−∞,∞).
• As a consequence, we have
w1(x , t) =1
2φo(ξ) +
1
2φo(η)
• Assume that φ ∈ C 2[0, L]. What about the smoothness of φo in(−∞,∞)?
• Then we obtain
∂2w1
∂t2− c2
∂2w1
∂x2= 0.
MA201(2016): PDE
IBVP for Vibrating string with no external forces (Contd.)
• Similarly, under the assumption ψ ∈ C 2[0, L], we have
∂2w2
∂t2− c2
∂2w2
∂x2= 0.
• Hence,
∂2
∂t2(w1 + w2)− c2
∂2
∂x2(w1 + w2) = 0.
• Recall
w1(x , t) =∞∑
n=1
An cosnπct
Lsin
nπx
L,
w2(x , t) =
∞∑
n=1
Bn sinnπct
Lsin
nπx
L.
MA201(2016): PDE
Formal Solution of the Finite Vibrating String Problem
• The solution is given by
u(x , t) = w1(x , t) + w2(x , t)
=∞∑
n=1
An cosnπct
Lsin
nπx
L+
∞∑
n=1
Bn sinnπct
Lsin
nπx
L
• with
An =2
L
∫ L
0
φ(x) sinnπx
Ldx , n = 1, 2, 3, . . .
Bn =2
nπc
∫ L
0
ψ(x) sinnπx
Ldx , n = 1, 2, 3, . . . .
• Is the solution unique?
MA201(2016): PDE