The 2D wave equation Separation of variables Superposition Examples

The two dimensional wave equation

R. C. Daileda

Trinity University

Partial Differential Equations

March 4, 2014

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

Vibrating membranes

Goal: Model the motion of an ideal elastic membrane.

Set up: Assume the membrane at rest is a region of the xy -
plane and let

vertical deflection of membrane from

u(x , y , t) =equilib- rium at position (x , y ) and time t.

For a fixed t, the surface z = u(x , y , t) gives the shape of the

membrane at time t.
Under ideal assumptions (e.g. uniform membrane density, uniform
tension, no resistance to motion, small deflection, etc.) one can
show that u satisfies the two dimensional wave equation

utt = c2∇2u = c2(uxx + uyy ).

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

We assume the membrane lies over the rectangular region

R = [0, a] × [0, b] and has fixed edges.

These facts are expressed by the boundary conditions

u(0, y , t) = u(a, y , t) = 0, 0 ≤ y ≤ b, t > 0,

u(x , 0, t) = u(x , b, t) = 0, 0 ≤ x ≤ a, t > 0.

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

We must also specify how the membrane is initially deformed

and set into motion. This is done via the initial conditions

u(x , y , 0) = f (x , y ), (x , y ) ∈ R ,
ut (x , y , 0) = g (x , y ), (x , y ) ∈ R .

New goal: solve the 2-D wave equation subject to the boundary
and initial conditions just given.

We will:
Use separation of variables to find simple solutions satisfying
the homogeneous boundary conditions; and

Use the principle of superposition to build up a series

solution that satisfies the initial conditions as well.

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

Separation of variables
We seek nontrivial solutions of the form

u(x , y , t) = X (x )Y (y )T (t).

Plugging this into utt = c2(uxx + uyy ) we get

JJ JJ JJ
T X Y
XYT JJ = c2 X JJYT + XY JJT ⇒ 2 = + .
cT X Y
Because the two sides are functions of different independent
variables, they must be constant:

T JJ − c2AT = 0,
T JJ
X JJ Y 
JJ

=A= + ⇒
c2T X Y  X Y JJ
 JJ = − +
X
A. Y
Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Since the two sides again involve unrelated variables, both are
constant:
X JJ Y JJ
=B=− + A.
X Y
Setting C = A − B , these equations can be rewritten as

X JJ − BX = 0, Y JJ − CY = 0.

The first boundary condition is

0 = u(0, y , t) = X (0)Y (y )T
(t).

Canceling Y and T yields X (0) = 0. Likewise, we obtain

X (a) = 0, Y (0) = Y (b) = 0.

There are no boundary conditions on T .

Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

We have already solved the two boundary value problems for X

and Y . The nontrivial solutions are

X = Xm mπ
(x ) = sin(µmx ), µm = , m ∈ N,
a
Y = nπ
(y ) = sin(νny ), νn = , n ∈ N,
Yn b
with separation constants B = −µ2 and C = −ν2.
m n
m n
Since T JJ − c2AT = 0, and A = B + C = − µ2 + ν 2 < 0,

T = Tmn(t) = Bmn cos(λmnt) + B mn

∗
sin(λmnt),

where r
q
m2 n2
2 2
 λmn = c µm + ν n = + 2
cπ .2
a b
These are the characteristic frequencies of the membrane.

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

Normal modes and Superposition

Assembling our results, we find that for any pair m, n ∈ N we

have the normal mode

umn(x , y , t) = Xm(x )Yn(y )Tmn(t)

= sin(µmx ) sin(νny ) (Bmn cos(λmnt) + Bmn sin(λmnt))
∗

where q
mπ nπ
, λmn = c µ2m + νn .
2
µm = , νn =
a b

Superposition gives the general solution

∞ ∞
Σ Σ
sin(λmnt)) .
u(x , y , t) = sin(µmx ) sin(νny ) (Bmn cos(λmnt) + B
∗ mn
n=1 m=1 Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Remarks:
Note that the normal modes:
oscillate spatially with frequency µm in the x -

direction, oscillate spatially with frequency νn in the y

-direction,
oscillate temporally with frequency λmn.

While µm and νn are simply multiples of π/a and

π/b, respectively,
λmn is not a multiple of any basic frequency.

We must use a double series in the general solution because m

and n are independent.
Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Initial conditions

Finally, we impose the initial conditions to determine the

coefficients Bmn and Bmn . These yield
∗

∞ ∞
Σ Σ
mπ nπ
f (x , y ) = u(x , y , 0) = mn B sin x sin y ,
n=1
a b
∞ m=1
∞
Σ Σ
mπ nπ
g (x , y ) =t u (x , y , 0) = mn λB
mn
∗
sin x sin y .
n=1 m=1
a b

These are examples of double Fourier series.

As before, we are faced with two Questions:
Which functions are given by double Fourier series?
How can we compute the coefficients in a double Fourier
series?
Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Representability

The following result partially answers the first

question. Theorem
If f (x , y ) is a C 2 function on the rectangle [0, a] × [0, b], then
Σ ∞Σ
∞
mπ nπ
f (x , y ) = B sin x sin y ,

mn
n=1 m=1 a b
for appropriate Bmn.

To say that f (x , y ) is a C 2 function means that f as well

as its first and second order partial derivatives are all
continuous.

While not as general as the Fourier representation theorem,

this result is sufficient for our applications.
Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Orthogonality (again!)

The following result helps us answer the second question.

Theorem
The functions
mπ x sin nπ
Zmn (x , y ) = y , m, n ∈
a b
sin N
are pairwise orthogonal relative to the inner product
∫ a∫ b
⟨f , g ⟩ f (x , y )g (x , y ) dy
0 0
= dx .

This is easily verified using the orthogonality of the functions

sin(nπx /p) on the interval [0, p].
Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Using the usual argument, it follows that if

Σ Σ
∞ ∞
mπ nπ
f (x , y ) = B sin x sin y ,

mn
n=1 m=1 a b
then

∫ a∫ b

f (x , y )Zmn(x , y ) dy dx
Bmn ⟨f , Zmn⟩
= ⟨Zmn, Zmn⟩ = 0 ∫0∫ a b

Zmn(x , y )2 dy dx
0 0
∫ a∫
mπ sin nπ
b
= 4 f (x , y ) dy dx .
sin x y
ab 0 0 a b
So, we can finally write down the complete solution to our
original problem. Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Conclusion
Theorem
Suppose that f (x , y ) and g (x , y ) are C 2 functions on the
rectangle [0, a] × [0, b]. The solution to the vibrating
membrane problem is given by u(x , y , t) =
∞ ∞
Σ Σ
sin(λmnt))
sin(µmx ) sin(νny ) (Bmn cos(λmnt) +
B∗ mn
n=1 m=1
√
where µm = mπ
a , νn = nπ
b , λmn = c µ2m + ν2n, and

4 ∫a b
Bmn =
ab ∫0 0
f (x , y ) sin(µmx ) sin(νny ) dy dx ,
∫ a∫ b
∗ 4
Bmn = g (x , y ) sin(µmx ) sin(νny ) dy dx .
abλmn 0 0

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

Example
A 2 × 3 rectangular membrane has c = 6. If we deform it to
have shape given by
f (x , y ) = xy (2 − x )(3 − y ),
keep its edges fixed, and release it at t = 0, find an expression
that gives the shape of the membrane for t > 0.

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

We must compute the coefficients Bmn and B

∗ mn . Since

g (x , y ) = 0 we immediately
have
= 0.
∗
Bmn

We also have
∫ 2∫ 3
Bmn = 4 xy (2 − x )(3 − y ) mπ x sin nπy dy
2· 0 sin0 2 3 dx
3∫2 mπ 3 nπ
2 y dy
= x (2 − x ) dx y (3 — y )
x 3
sin 3 0
2 sin
0
= ∫

2 16(1 + (−1)m+1) 54(1 + (−1)n+1)

3 π3m π3n3
576 (1 + 3(−1)m+1)(1 + (−1)n+1)
= .
6 m3n3
π

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

The coefficients λmn are given by

r √
λmn = 6π m2 n2
+ = + 4n2.
π 9m2
4 9
Assembling all of these pieces yields
576∞
u(x , y , t) = Σ Σ ∞
(1 + (− 1)m+1)(1 + (− 1)n+1) mπ
π6
sin 2 x
nπ
n=1 m=1 m3n3
sin y cos π√9m2 + 4n2 t .
× 3

Daileda The 2-D wave equation

The 2D wave equation Separation of variables Superposition Examples

Example
Suppose in the previous example we also impose an initial
velocity given by g (x , y ) = sin 2πx . Find an expression that gives
the shape of the membrane for t > 0.
Since we have the same initial shape, Bmn don’t change. We only
need to find Bmn
∗
and add the appropriate terms to the previous
solution.
Using λmn computed above, we have

Bmn = √ ∫ 2∫ 3
∗ 22 sin(2πx ) sin mπ x sin nπy dy
3π 9m + 0 0 2 3 dx
2 ∫ 2 m π ∫ 3 n π
4n2 sin(2πx ) sin dx sin dy .
= √ x y
2 2 0 0
3π 9m + 4n 2 3
The first integral is zero unless m = 4, i.e. and mn = 0 for m /= 4.
B∗
Daileda The 2-D wave equation
The 2D wave equation Separation of variables Superposition Examples

Evaluating the second integral, we have

∗ 1 3(1 + (−1)n+1) 1 + (−1)n+1
B4n = √ = √ .
3π 36 + n2 nπ π2n 36 + n2

So the velocity dependent term of the solution is

∞ ∞
Σ
sin (µmx ) sin (νny ) sin (λmnt)
u2(x , y , t) =
Σ
∗
B mn
m=1 n=1 ∞
sin(22πx) Σ 1 √
+ (−1)n+1 √
= sin nπ y sin 2π 36 + .
π n 36 + n2t
n=1
n2 3
If we let u1(x , y , t) denote the solution to the first example,
the complete solution here is

u(x , y , t) = u1(x , y , t) + u2(x , y , t).

Daileda The 2-D wave equation