MA-207 Differential Equations II

Ronnie Sebastian

Department of Mathematics
Indian Institute of Technology Bombay
Powai, Mumbai - 76

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One-dimensional wave equation
Consider the following differential equation

utt = k 2 uxx , 0 < x < L, t > 0,

called one-dimensional wave equation.

Here k 2 is a positive constant, x is the space variable and t is the
time variable.
We wish to find solutions of the above PDE which satisfy the
following initial and boundary conditions
The initial conditions are

u(x, 0) = f (x) and ut (x, 0) = g(x).

The (Dirichlet) boundary conditions are

u(0, t) = u(L, t) = 0.

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Dirichlet boundary conditions: Getting some solutions

We will use the method of separation of variables to first find some

solutions to the wave equation with boundary conditions. That is,
we forget about the initial conditions for now.
Suppose
u(x, t) = X(x) T (t)

Substituting this in wave equation utt = k 2 uxx

X(x)T 00 (t) = k 2 X 00 (x)T (t).

We can now separate the variables:

X 00 (x) T 00 (t)
= 2
X(x) k T (t)

The equality is between a function of x and a function of t, so

both must be constant, say −λ.
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Dirichlet boundary conditions: Getting some solutions
Thus, we get the conditions
X 00 (x) + λX(x) = 0 and T 00 (t) + k 2 λT (t) = 0.
We also have the boundary conditions
u(0, t) = X(0)T (t) = 0 and u(L, t) = X(L)T (t) = 0.
Since we don’t want T to be identically zero, we get
X(0) = 0 and X(L) = 0.
First let us solve the eigenvalue problem
X 00 (x) + λX(x) = 0
X(0) = X(L) = 0,
The eigenvalues and eigenfunctions are
n2 π 2 nπx
λn = Xn = sin , n ≥ 1.
L2 L
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Dirichlet boundary conditions: Getting some solutions

For each λn we consider the equation in the t variable

T 00 (t) + k 2 λT (t) = 0

Thus, for each λn we get a solution for T given by

 knπ  β L  knπ 
n
Tn (t) = αn cos t + sin t ,
L knπ L
where αn and βn are real numbers.
Thus, we get a solution for each n ≥ 1
  knπ  β L  knπ  nπx
n
un (x, t) = Tn (t)Xn (x) = αn cos t + sin t sin
L knπ L L

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Dirichlet boundary conditions: Formal solution

From the above we conclude that one possible solution of the wave
equation with boundary conditions is,
X  knπ  β L  knπ  nπx
n
u(x, t) = αn cos t + sin t sin .
L knπ L L
n≥1

This function satisfies

X nπx
u(x, 0) = αn sin and
L
n≥1

X nπx
ut (x, 0) = βn sin .
L
n≥1

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Dirichlet boundary conditions: Formal solution
Thus, if f (x) and g(x) have Fourier expansions given by
X nπx
f (x) = αn sin and
L
n≥1
X nπx
g(x) = βn sin .
L
n≥1

then we will have solved our wave equation with the given
boundary and initial conditions.
Definition
Consider the wave equation with initial and boundary values given
by
utt = k 2 uxx 0 < x < L, t > 0
u(0, t) = u(L, t) = 0 t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
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Dirichlet boundary conditions: Formal solution

Definition (continued)
The formal solution of the above problem is
X  knπ  β L  knπ  nπx
n
u(x, t) = αn cos t + sin t sin .
L knπ L L
n≥1

where
Z L
2 nπx
αn = f (x) sin dx and
L 0 L
2 L
Z
nπx
βn = g(x) sin dx.
L 0 L

We say u(x, t) is a formal solution, since the series for u(x, t) may
NOT make sense, or it may not make sense to differentiate it term
wise.

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Dirichlet boundary conditions: Actual solution

Theorem
Let f and g be continuous and piecewise smooth functions on
[0, L] such that f (0) = f (L) = 0. Then the problem given by
utt = k 2 uxx 0 < x < L, t > 0
u(0, t) = u(L, t) = 0 t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
has an actual solution, which is given by
X  knπ  β L  knπ  nπx
n
u(x, t) = αn cos t + sin t sin .
L knπ L L
n≥1

where Z L Z L
2 nπx 2 nπx
αn = f (x) sin dx and βn = g(x) sin dx.
L 0 L L 0 L

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Dirichlet boundary conditions: Example

Example
Consider the wave equation with initial and boundary value given
by
utt = 5uxx 0 < x < 1, t > 0
u(0, t) = u(L, t) = 0 t>0
u(x, 0) = sin πx + 3 sin 5πx 0≤x≤1
ut (x, 0) = sin 5πx − 26 sin 9πx 0≤x≤1
Since both f and g are given by their Fourier series in the above
example, it is clear that

α1 = 1 β1 = 0
α5 = 3 β5 = 1
α9 = 0 β9 = −26

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Dirichlet boundary conditions: Example

Example (continued)
Thus, the solution to the above problem is given by
√ √
u(x, t) = cos( 5πt) sin(πx) + (3 cos( 5πt)+
1 √ −26 √
√ sin( 5πt)) sin(5πx) + √ sin( 9πt) sin(9πx)
5π 5 9π 5

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Dirichlet boundary conditions: Formal solution

Theorem
Let f and g be continuous and piecewise smooth functions on
[0, L]. Then the problem given by
utt = k 2 uxx 0 < x < L, t > 0
u(0, t) = u(L, t) = 0 t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
has an actual solution, which is given by
X  knπ  β L  knπ  nπx
n
u(x, t) = αn cos t + sin t sin .
L knπ L L
n≥1

where Z L Z L
2 nπx 2 nπx
αn = f (x) sin dx and βn = g(x) sin dx.
L 0 L L 0 L

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Neumann boundary condition

Consider the following differential equation

utt = k 2 uxx , 0 < x < L, t > 0,

We wish to find solutions of the above PDE which satisfy the

following initial and boundary conditions
The initial conditions are

u(x, 0) = f (x) and ut (x, 0) = g(x).

The (Neumann) boundary conditions are

ux (0, t) = ux (L, t) = 0.

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Neumann boundary conditions: Getting some solutions

We will use the method of separation of variables to first find some

solutions to the wave equation with boundary conditions. That is,
we forget about the initial conditions for now.
Suppose
u(x, t) = X(x) T (t)

Substituting this in wave equation utt = k 2 uxx

X(x)T 00 (t) = k 2 X 00 (x)T (t).

We can now separate the variables:

X 00 (x) T 00 (t)
= 2
X(x) k T (t)

The equality is between a function of x and a function of t, so

both must be constant, say −λ.
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Neumann boundary conditions: Getting some solutions
Thus, we get the conditions
X 00 (x) + λX(x) = 0 and T 00 (t) + k 2 λT (t) = 0.
We also have the boundary conditions
ux (0, t) = X 0 (0)T (t) = 0 and ux (L, t) = X 0 (L)T (t) = 0.
Since we don’t want T to be identically zero, we get
X 0 (0) = 0 and X 0 (L) = 0.

First let us solve the eigenvalue problem

X 00 (x) + λX(x) = 0
X 0 (0) = X 0 (L) = 0,
Recall from the section on eigenvalue problems, that we need that
λ ≥ 0. The solutions to this problem are given by
n2 π 2 nπx
λn = n≥0 Xn = cos , n ≥ 0.
L2 L
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Neumann boundary conditions: Getting some solutions

For each λn we consider the equation in the t variable

T 00 (t) + k 2 λn T (t) = 0

For n = 0 we get T0 (t) = β0 t + α0

For each n ≥ 1 we get a solution for T given by
 knπ  β L  knπ 
n
Tn (t) = αn cos t + sin t ,
L knπ L
where αn and βn are real numbers.
Thus, we get a solution for each n ≥ 1
  knπ  β L  knπ  nπx
n
un (x, t) = Tn (t)Xn (x) = αn cos t + sin t cos
L knπ L L

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Neumann boundary conditions: Formal solution
For n = 0 we get

u0 (x, t) = T0 (t)X0 (x) = β0 t + α0

From the above we conclude that one possible solution of the wave
equation with boundary conditions is,
X  knπ  β L  knπ  nπx
n
u(x, t) = β0 t+α0 + αn cos t + sin t cos .
L knπ L L
n≥1

This function satisfies

X nπx
u(x, 0) = α0 + αn cos and
L
n≥1
X nπx
ut (x, 0) = β0 + βn cos .
L
n≥1

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Neumann boundary conditions: Formal solution
Thus, if f (x) and g(x) have Fourier expansions given by
X nπx
f (x) = α0 + αn cos and
L
n≥1
X nπx
g(x) = β0 + βn cos .
L
n≥1

then we will have solved our wave equation with the given
boundary and initial conditions.
Definition
Consider the wave equation with initial and boundary values given
by
utt = k 2 uxx 0 < x < L, t > 0
ux (0, t) = ux (L, t) = 0 t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
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Neumann boundary conditions: Formal solution

Definition (continued)
The formal solution of the above problem is
u(x, t) = β0 t + α0 +
X  knπ  β L  knπ  nπx
n
αn cos t + sin t cos .
L knπ L L
n≥1
where

Z L Z L
1 2 nπx
α0 = f (x) dx αn = f (x) cos dx and
L 0 L 0 L
Z L Z L
1 2 nπx
β0 = g(x) dx βn = g(x) cos dx.
L 0 L 0 L

We say u(x, t) is a formal solution, since the series for u(x, t) may
NOT make sense, or it may not make sense to differentiate it term
wise.
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Neumann boundary conditions: Actual solution
Theorem
Let f and g be continuous and piecewise smooth functions on
[0, L]. Then the problem given by
utt = k 2 uxx 0 < x < L, t > 0
ux (0, t) = ux (L, t) = 0 t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
has an actual solution, which is given by
u(x, t) = β0 t + α0 +
X  knπ  β L  knπ  nπx
n
αn cos t + sin t cos .
L knπ L L
n≥1
where

1 L 2 L
Z Z
nπx
α0 = f (x) dx αn = f (x) cos dx and
L 0 L 0 L
Z L Z L
1 2 nπx
β0 = g(x) dx βn = g(x) cos dx.
L 0 L 0 L
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Neumann boundary conditions: Example

Example
Consider the wave equation with initial and boundary value given
by
utt = 5uxx 0 < x < 1, t > 0
ux (0, t) = ux (L, t) = 0 t>0
u(x, 0) = 34 + cos πx + 3 cos 5πx 0≤x≤1
ut (x, 0) = 23 + cos 5πx − 26 cos 9πx 0≤x≤1
Since both f and g are given by their Fourier series in the above
example, it is clear that

α0 = 34 β0 = 23
α1 = 1 β1 = 0
α5 = 3 β5 = 1
α9 = 0 β9 = −26

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Neumann boundary conditions: Example

Example (continued)
Thus, the solution to the above problem is given by
√
u(x, t) = 23t + 34 + cos( 5πt) cos(πx)
√ 1 √
+ (3 cos( 5πt) + √ sin( 5πt)) cos(5πx)
5π 5
−26 √
√ sin( 9πt) cos(9πx)
9π 5

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Non homogeneous PDE: Dirichlet boundary condition
Let us now consider the following PDE
utt − k 2 uxx = F (x, t) 0 < x < L, t > 0
u(0, t) = f1 (t) t>0
u(L, t) = f2 (t) t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
How do we solve this?
Let us first make the substitution
x x
z(x, t) = u(x, t) − (1 − )f1 (t) − f2 (t)
L L
Then clearly
ztt − k 2 zxx = G(x, t)
z(0, t) = 0
z(L, t) = 0
z(x, 0) = v(x)
zt (x, 0) = w(x)
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Non homogeneous PDE: Dirichlet boundary condition
It is clear that we would have solved for u iff we have solved for z.
In view of this observation, let us try and solve the problem for z.
By observing the boundary conditions, we guess that we should try
and look for a solution of the type
X nπx
z(x, t) = Zn (t) sin( )
L
n≥1

Differentiating the above term by term we get that is satisfies the

equation
X k 2 n2 π 2 nπx
ztt − k 2 zxx = Zn00 (t) +


2
Zn (t) sin( )
L L
n≥1

Let us write X nπx

G(x, t) = Gn (t) sin( )
L
n≥1

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Non homogeneous PDE: Dirichlet boundary condition

Thus, if we need ztt − k 2 zxx = G(x, t) then we should have that

k 2 n2 π 2
Gn (t) = Zn00 (t) + Zn (t) (∗)
L2
We also need that z(x, 0) = v(x) and zt (x, 0) = w(x).
If X nπx X nπx
v(x) = bn sin w(x) = cn sin
L L
n≥1 n≥1

then we should have that

Zn (0) = bn Zn0 (0) = cn (!)

Clearly, there is a unique solution to the differential equation (∗)

with initial condition (!).

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Non homogeneous PDE: Dirichlet boundary condition

Thus, we let Zn (t) be this unique solution, then the series

X nπx
z(x, t) = Zn (t) sin( )
L
n≥1

solves our non homogeneous PDE with Dirichlet boundary

conditions for z.

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Non homogeneous PDE: Dirichlet boundary condition
Example
Let us now consider the following PDE
utt − uxx = et 0 < x < 1, t > 0
u(0, t) = 0 t>0
u(1, t) = 0 t>0
u(x, 0) = x(x − 1) 0≤x≤1
ut (x, 0) = 0 0≤x≤1
From the boundary conditions u(0, t) = u(1, t) = 0 it is clear that
we should look for solution in terms of Fourier sine series.
The Fourier sine series of F (x, t) is given by (for n ≥ 1)
Z 1
Fn (t) = 2 F (x, t) sin nπx dx
0
1
2(1 − (−1)n )et
Z
=2 et sin nπx dx =
0 nπ
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Non homogeneous PDE: Dirichlet boundary condition
Example (continued ...)
Thus, the Fourier series for et is given by
X 2(1 − (−1)n )
et = et sin nπx
nπ
n≥1

The Fourier sine series for f (x) = x(x − 1) is given by

X 4((−1)n − 1)
x(x − 1) = sin nπx
(nπ)3
n≥1

P
Substitute u(x, t) = n≥1 un (t) sin nπx into the equation
utt − uxx = et
X X 2(1 − (−1)n )
u00n (t) + n2 π 2 un (t) sin nπx = et sin nπx


nπ
n≥1 n≥1
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Non homogeneous PDE: Dirichlet boundary condition

Example (continued ...)

Thus, for n ≥ 1 and even we get

u00n (t) + n2 π 2 un (t) = 0

that is,
un (t) = Cn cos nπt + Dn sin nπt
Since n is even, the nth Fourier coefficient of f (x) is 0. Thus, we
get that Cn = 0. Further, since g(x) = 0, the nth Fourier
coefficient is 0. Thus, we get that Dn = 0.
We conclude that un (t) = 0 for n ≥ 1 and even.

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Example
For n ≥ 1 and odd we get
4 t
u00n (t) + n2 π 2 un (t) = e
nπ
If we put un (t) = cet then we get
4 t
cet + n2 cet = e
nπ
4
Solving the above we get that et is a solution.
n(n2 + 1)π
The general solution is given by
4
un (t) = et + Cn cos nπt + Dn sin nπt
n(n2 + 1)π

Let us now use the initial condition to determine the constants.

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Non homogeneous PDE: Dirichlet boundary condition
Example (continued ...)
In the case n ≥ 1 odd, we have the Fourier coefficient of x(x − 1)
−8
is (nπ) 3 . Thus, we get

4 −8
Cn + =
n(n2 + 1)π (nπ)3

The nth Fourier coefficient of g is 0, and so we get

4
u0n (0) = + nDn = 0
n(n2 + 1)π

Thus, the solution we are looking for is given by

X
u(x, t) = u2n+1 (t) sin(2n + 1)πx
n≥0

where un (t), Cn and Dn are given as above.

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Non homogeneous PDE: Neumann boundary condition
Let us now consider the following PDE
utt − k 2 uxx = F (x, t) 0 < x < L, t > 0
ux (0, t) = f1 (t) t>0
ux (L, t) = f2 (t) t>0
u(x, 0) = f (x) 0≤x≤L
ut (x, 0) = g(x) 0≤x≤L
How do we solve this?
Let us first make the substitution
x2 x2
z(x, t) = u(x, t) − (x − )f1 (t) − f2 (t)
2L 2L
Then clearly
ztt − k 2 zxx = G(x, t)
zx (0, t) = 0
zx (L, t) = 0
z(x, 0) = v(x)
zt (x, 0) = w(x)
32 / 40
Non homogeneous PDE: Neumann boundary condition
It is clear that we would have solved for u iff we have solved for z.
In view of this observation, let us try and solve the problem for z.
By observing the boundary conditions, we guess that we should try
and look for a solution of the type
X nπx
z(x, t) = Zn (t) cos( )
L
n≥0

Differentiating the above term by term we get that is satisfies the

equation
X k 2 n2 π 2 nπx
ztt − k 2 zxx = Zn00 (t) +


2
Zn (t) cos( )
L L
n≥0

Let us write X nπx

G(x, t) = Gn (t) cos( )
L
n≥0

33 / 40
Non homogeneous PDE: Neumann boundary condition

Thus, if we need ztt − k 2 zxx = G(x, t) then we should have that

k 2 n2 π 2
Gn (t) = Zn00 (t) + Zn (t) (∗)
L2
We also need that z(x, 0) = v(x) and zt (x, 0) = w(x).
If X nπx X nπx
v(x) = bn cos w(x) = cn cos
L L
n≥0 n≥0

then we should have that

Zn (0) = bn Zn0 (0) = cn (!)

Clearly, there is a unique solution to the differential equation (∗)

with initial condition (!).

34 / 40
Non homogeneous PDE: Neumann boundary condition

Thus, we let Zn (t) be this unique solution, then the series

X nπx
z(x, t) = Zn (t) cos( )
L
n≥0

solves our non homogeneous PDE with Dirichlet boundary

conditions for z.

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Non homogeneous PDE: Neumann boundary condition
Example
Let us now consider the following PDE
utt − uxx = et 0 < x < 1, t > 0
ux (0, t) = 0 t>0
ux (1, t) = 0 t>0
u(x, 0) = x(x − 1) 0≤x≤1
ut (x, 0) = 0 0≤x≤1
From the boundary conditions ux (0, t) = ux (1, t) = 0 it is clear
that we should look for solution in terms of Fourier cosine series.
The Fourier cosine series of F (x, t) is given by (for n ≥ 0)
Z 1 Z 1
F0 (t) = F (x, t) dx = et dx = et
Z 01 0 Z 1
Fn (t) = 2 F (x, t) cos nπx dx = 2 et cos nπx dx = 0 n > 0
0 0

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Non homogeneous PDE: Neumann boundary condition

Example (continued ...)

Thus, the Fourier series for et is simply et .
The Fourier cosine series for f (x) = x(x − 1) is given by

1 X 2((−1)n + 1)
x(x − 1) = − + cos nπx
6 (nπ)2
n≥1

P
Substitute u(x, t) = n≥0 un (t) cos nπx into the equation
utt − uxx = et
X
u00n (t) + n2 π 2 un (t) cos nπx = et

n≥0

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Non homogeneous PDE: Neumann boundary condition

Example (continued ...)

Thus, for n = 0 we get
u000 (t) = et
that is,
u0 (t) = et + Ct + D
Let us now use the initial condition to determine the constants.
In the case n = 0, we have that the Fourier coefficient of x(x − 1)
is −1 1
6 . Thus, when we put u0 (0) = − 6 we get 1 + D = − 6 .
1

We also have u00 (0) = 0, that is,1 + C = 0.

Thus,
7
u0 (t) = et − t −
6

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Non homogeneous PDE: Neumann boundary condition

Example (continued ...)

For n ≥ 1
u00n (t) + n2 π 2 un (t) = 0
that is,
un (t) = Cn cos nπt + Dn sin nπt
In the case n ≥ 1 odd, we have that the Fourier coefficient of
x(x − 1) is 0. Thus, when we put un (0) = 0 we get Cn = 0.
We also have u0n (0) = 0, that is, Dn = 0. Thus, if n is odd then
un (t) = 0.
In the case n ≥ 1 even, we have the Fourier coefficient of x(x − 1)
4
is (nπ) 2 . Thus, we get

4
Cn =
(nπ)2
We also have u0n (0) = 0, that is, Dn = 0.
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Example (continued ...)
Thus, when n is even we get
4
un (t) = cos nπt
(nπ)2

The solution we are looking for is

7 X 4
u(x, t) = et − t − + cos 2nπt cos 2nπx
6 4(nπ)2
n≥1

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