Math 124A - November 10, 2011 Viktor Grigoryan: TT 2 XX T
Math 124A - November 10, 2011 Viktor Grigoryan: TT 2 XX T
where f (x, t), φ(x) and ψ(x) are arbitrary given functions. Similar to the inhomogeneous heat equation,
the right hand side of the equation, f (x, t), is called the source term. In the case of the string vibrations
this term measures the external force (per unit mass) applied on the string, and the equation again
arises from Newton’s second law, in which one now also has a nonzero external force.
As was done for the inhomogeneous heat equation, we can use the superposition principle to break
problem (1) into two simpler ones:
h
utt − c2 uhxx = 0,
(2)
uh (x, 0) = φ(x), uht (x, t) = ψ(x),
and
uptt − c2 upxx = f (x, t),
(3)
up (x, 0) = 0, upt (x, t) = 0.
Obviously, u = uh +up will solve the original problem (1). The function uh solves the homogeneous equa-
tion, so it is given by d’Alambert’s formula. Thus, we only need to solve the inhomogeneous equation
with zero data, i.e. problem (3). We will show that the solution to the original IVP (1) is
Z x+ct Z tZ x+c(t−s)
1 1 1
u(x, t) = [φ(x + ct) + φ(x − ct)] + ψ(y) dy + f (y, s) dy ds. (4)
2 2c x−ct 2c 0 x−c(t−s)
The first two terms in the above formula come from d’Alambert’s formula for the homogeneous solution
uh , so to prove formula (4), it suffices to show that the solution to the IVP (3) is
Z tZ x+c(t−s)
p 1
u (x, t) = f (y, s) dy ds. (5)
2c 0 x−c(t−s)
For simplicity, we will seize specifying the superscript and write u = up (this corresponds to the as-
sumption φ(x) ≡ ψ(x) ≡ 0, which is the only remaining case to solve).
Recall that we have already solved inhomogeneous hyperbolic equations by the method of character-
istics, which we will apply to the inhomogeneous wave equation as well. The change of variables into
the characteristic variables and back are given by the following formulas
t = ξ−η
ξ = x + ct, 2c
,
(6)
η = x − ct, x = ξ+η
2
.
To write the equation in the characteristic variables, we compute utt and uxx in terms of (ξ, η) using the
chain rule.
ut = cuξ − cuη , ux = uξ + uη ,
utt = c2 uξξ − 2c2 uξη + c2 uηη , uxx = uξξ + 2uξη + uηη ,
so
utt − c2 uxx = −4c2 uξη . (7)
Using (7), we can rewrite the inhomogeneous wave equation in terms of the characteristic variables as
1
uξη = − f (ξ, η). (8)
4c2
1
To solve this equation, we need to successively integrate in terms of η and then ξ. Recall that in pre-
vious examples of inhomogeneous hyperbolic equations we performed these integrations explicitly, then
changed the variables back to (x, t), and determined the integration constants from the initial conditions.
In our present case, however, we would like to obtain a formula for the general function f , so explicit
integration is not an option. Thus, to determine the constants of integration, we need to rewrite the
initial conditions in terms of the characteristic variables.
Notice that from (6), t = 0 is equivalent to (ξ − η)/2c = 0, or ξ = η. The initial conditions of (3)
then imply
u(ξ, ξ) = 0,
cuξ (ξ, ξ) − cuη (ξ, ξ) = 0,
uξ (ξ, ξ) + uη (ξ, ξ) = 0,
where the last identity is equivalent to the identity ux (x, 0) = 0, which can be obtained by differentiating
the first initial condition of (3). From the last two conditions above, it is clear that uξ (ξ, ξ) = uη (ξ, ξ) = 0,
so the initial conditions in terms of the characteristic variables are
u(ξ, ξ) = uξ (ξ, ξ) = uη (ξ, ξ) = 0. (9)
Ξ = x+ct
Hx0 , t0 L HΞ0 , Η0 L
Η = Η0
HΗ0 , Η0 L
Ξ Ξ = Ξ0
HΞ0 , Ξ0 L
Η
HΞ, ΞL
x
x0 - c t0 Ξ=Η x0 + c t0
Η = x-ct
Now fix a point (x0 , t0 ) for which we will show formula (5). This point has the coordinates (ξ0 , η0 ) in
the characteristic variables. To find the value of the solution at this point, we first integrate equation
(8) in terms of η from ξ to η0 Z η0 Z η0
1
uξη dη = − 2 f (ξ, η) dη.
ξ 4c ξ
But Z η0
uξη dη = uξ (ξ, η0 ) − uξ (ξ, ξ) = uξ (ξ, η0 )
ξ
due to (9) (this is precisely the reason for the choice of the lower limit), so we have
Z ξ
1
uξ (ξ, η0 ) = 2 f (ξ, η) dη.
4c η0
Integrating this identity with respect to ξ from η0 to ξ0 gives
Z ξ0 Z ξ0 Z ξ
1
uξ (ξ, η0 ) dξ = 2 f (ξ, η) dη dξ.
η0 4c η0 η0
2
Similar to the previous integral,
Z ξ0
uξ (ξ, η0 ) dξ = u(ξ0 , η0 ) − uξ (η0 , η0 ) = u(ξ0 , η0 )
η0
where the double integral is taken over the triangle of dependence of the point (x0 , t0 ), as depicted in
Figure 1. Using the change of variables (6), and computing the Jacobian,
∂(ξ, η) 1 c
J= = = −2c,
∂(x, t) 1 −c
we can transform the double integral in (10) to a double integral in terms of the (x, t) variables to get
ZZ ZZ
1 1
u(x0 , t0 ) = 2 f (x, t)|J| dx dt = f (x, t) dx dt.
4c 4 2c 4
Finally, rewriting the last double integral as an iterated integral, we will arrive at formula (5). This
finishes the proof that (4) is the unique solution of the IVP (1). One can alternatively show that formula
(4) gives the solution by directly substituting it into (1), which is left as a homework problem.
Example 16.1. Solve the inhomogeneous wave IVP
utt − c2 uxx = ex ,
u(x, 0) = ut (x, 0) = 0.
1 t x+c(t−s) y 1 t x+c(t−s)
Z Z Z
u(x, t) = e dy ds = [e − ex−c(t−s) ] ds
2c 0 x−c(t−s) 2c 0
ex ex ct
1 c(t−s) t 1 −c(t−s) t
= − e − e = (e + e−ct − 2).
2c c c 2c2
0 0
3
The zero initial conditions then give
for x > 0. Differentiating the first identity, and dividing the second identity by c, we arrive at the
following system for j 0 and g 0
0
j (x) + g 0 (x) = 0,
⇒ j 0 (x) = g 0 (x) = 0.
j 0 (x) − g 0 (x) = 0,
for s < 0. Returning to (12), notice that the argument of the j term is always positive, so
a−a if x > ct, 0 if x > ct,
v(x, t) = x
= x
a + h t − c − a if x < ct. h t − c if x < ct.
Thus, for x > ct the solution of (11) will be given by (4), while for x < ct we have
1 x+ct
Z ZZ
1 x 1
u(x, t) = [φ(x + ct) − φ(ct − x)] + ψ(y) dy + h t − + f (y, s) dy ds,
2 2c ct−x c 2c D