Wave equation

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The wave equation is an important partial differential equation that describes a variety of waves, such as sound waves, light waves and water waves. It arises fields such as acoustics, electromagnetics, and fluid dynamics. Historically, the problem of a vibrating string such as that of a musical instrument was studied by Jean le Rond d'Alembert, Leonhard Euler, Daniel Bernoulli, and Joseph-Louis Lagrange.


The wave equation is the prototypical example of a hyperbolic partial differential equation. In its simplest form, the wave equation refers to a scalar quantity u that satisfies:

<math>{ \partial^2 u \over \partial t^2 } = c^2 \nabla^2u, </math>

where c is a fixed constant equal to the propagation speed of the wave. For a sound wave in air at 20°C this is about 343 m/s (see speed of sound). For the vibration of a string the speed can vary widely, depending upon the linear density of the string and the tension on it. For a spiral spring (a slinky) it can be as slow as a meter per second. More realistic differential equations for waves allow for the speed of wave propagation to vary with the frequency of the wave, a phenomenon known as dispersion. In such a case, c must be replaced by the phase velocity:

<math>v_\mathrm{p} = \frac{\omega}{k}.</math>

Another common correction is that, in realistic systems, the speed also can depend on the amplitude of the wave, leading to a nonlinear wave equation:

<math>{ \partial^2 u \over \partial t^2 } = c(u)^2 \nabla^2u </math>

Also note that a wave may be superimposed onto another movement (for instance sound propagation in a moving medium like a gas flow). In that case the scalar u will contain a Mach factor (which is positive for the wave moving along the flow and negative for the reflected wave).

The elastic wave equation in three dimensions describes the propagation of waves in an isotropic homogeneous elastic medium. Most solid materials are elastic, so this equation describes such phenomena as seismic waves in the Earth and ultrasonic waves used to detect flaws in materials. While linear, this equation has a more complex form than the equations given above, as it must account for both longitudinal and transverse motion:

<math>\rho{ \ddot \bold{u}} = \bold{f} + ( \lambda + 2\mu )\nabla(\nabla \cdot \bold{u}) - \mu\nabla \times (\nabla \times \bold{u})</math>

where:

  • <math>\lambda</math> and <math>\mu</math> are the so-called Lamé moduli describing the elastic properties of the medium,
  • <math>\rho</math> is density,
  • <math>\bold{f}</math> is the source function (driving force),
  • and <math>\bold{u}</math> is displacement.

Note that in this equation, both force and displacement are vector quantities. Thus, this equation is sometimes known as the vector wave equation.

Variations of the wave equation are also found in quantum mechanics and general relativity.

Contents

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Scalar wave equation in one space dimension

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Derivation of the wave equation

The wave equation in the one dimensional case can be derived in the following way: Imagine an array of little weights of mass m interconnected with springs (or slinkies) of length h . The springs have a stiffness of k :

Image:Array of masses.png

Here u(x) measures the distance from the equilibrium of the mass situated at x. The forces exert on the mass <math>m</math> at the location <math>x+h</math> are:

<math>F_{Newton}=m \cdot a(t)=m \cdot {{\partial^2 \over \partial t^2}u(x+h,t)}</math>
<math>F_{Hooke} = F_{x+2h} + F_x = k \left [ {u(x+2h,t) - u(x+h,t)} \right ] + k[u(x,t) - u(x+h,t)]</math>

The equation of motion for the weight at the location x+h is:

<math>m{\partial^2u(x+h,t) \over \partial t^2}= k[u(x+2h,t)-u(x+h,t)-u(x+h,t)+u(x,t)]</math>

where the time-dependence of u(x) has been made explicit.

If the array of weights consists of N weights spaced evenly over the length L = N h of total Mass M = N m, and the total stiffness of the array K = k/N we can write the above equation as:

<math>{\partial^2u(x+h,t) \over \partial t^2}={KL^2 \over M}{u(x+2h,t)-2u(x+h,t)+u(x,t) \over h^2}</math>

Taking the limit N <math>\rightarrow \infty </math>, h<math>\rightarrow 0</math> one gets:

<math> {\partial^2 u(x,t) \over \partial t^2}={KL^2 \over M}{ \partial^2 u(x,t) \over \partial x^2 } </math>

(K <math>L^2</math>)/M is the square of the propagation speed in this particular case.


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Solution of the initial value problem

The general solution to the one dimensional scalar wave equation was derived by d'Alembert. The wave equation may be written in the factored form


<math> \left[ \frac{\part}{\part t} - c\frac{\part}{\part x}\right] \left[ \frac{\part}{\part t} + c\frac{\part}{\part x}\right] u = 0.\,</math>

Consequently, if F and G are arbitrary functions, then any sum of the form

<math>u(x,t) = F(x-ct) + G(x+ct) \,</math>

will satisfy the wave equation. The two terms are traveling waves: any point on the wave form given by a specific argument for F or G will move with velocity c in either the forward or backwards direction: forwards for F and backwards for G. These functions can be determined to satisfy arbitrary initial conditions:

<math>u(x,0)=f(x) \,</math>
<math>u_t(x,0)=g(x) \,</math>

The result is d'Alembert's formula:

<math>u(x,t) = \frac{f(x-ct) + f(x+ct)}{2} + \frac{1}{2c} \int_{x-ct}^{x+ct} g(s) ds</math>

In the classical sense if <math>f(x) \in C^k</math> and <math>g(x) \in C^{k-1}</math> then <math>u(t,x) \in C^k</math>. However, the waveforms F and G may also be generalized functions, such as the delta-function. In that case, the solution may be interpreted as an impulse that travels to the right or the left.


The basic wave equation is a linear differential equation which means that the amplitude of two waves interacting is simply the sum of the waves. This means also that a behavior of a wave can be analyzed by breaking up the wave into components. The Fourier transform breaks up a wave into sinusoidal components and is useful for analyzing the wave equation.

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Scalar wave equation in three space dimensions

The solution of the initial-value problem for the wave equation in three space dimensions can be obtained from the solution for a spherical wave. This result can then be used to obtain the solution in two space dimensions.

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Spherical waves

The wave equation is unchanged under rotations of the spatial coordinates, and therefore one may expect to find solutions that depend only on the radial distance from a given point. Such solutions must satisfy

<math> u_{tt} - c^2 \left( u_{rr} + \frac{2}{r} u_r \right) =0. \,</math>

This equation may be rewritten as

<math> (ru)_{tt} -c^2 (ru)_{rr}=0; \,</math>

the quantity ru satisfies the one-dimensional wave equation. Therefore there are solutions in the form

<math> u(t,r) = \frac{1}{r} F(r-ct) + \frac{1}{r} G(r+ct), \,</math>

where F and G are arbitrary functions. Each term may be interpreted as a spherical wave that expands or contracts with velocity c. Such waves are generated by a point source, and they make possible sharp signals whose form is altered only by a decrease in amplitude as r increases. Such waves exist only in cases of space with odd dimensions. Fortunately, we live in a world that has three space dimensions, so that we can communicate clearly with acoustic and electromagnetic waves.

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Solution of a general initial-value problem

The wave equation is linear in u and it is left unaltered by translations in space and time. Therefore we can generate a great variety of solutions by translating and summing spherical waves. Let φ(ξ,η,ζ) be an arbitrary function of three independent variables, and let the spherical wave form F be a delta-function: that is, let F be a weak limit of continuous functions whose integral is unity, but whose support (the region where the function is non-zero) shrinks to the origin. Let a family of spherical waves have center at (ξ,η,ζ), and let r be the radial distance from that point. Thus


<math> r^2 = (x-\xi)^2 + (y-\eta)^2 + (z-\zeta)^2. \,</math>

If u is a superposition of such waves with weighting function φ, then

<math> u(t,x,y,z) = \frac{1}{4\pi c} \iiint \varphi(\xi,\eta,\zeta) \frac{\delta(r-ct)}{r} d\xi\,d\eta\,d\zeta; \,</math>

the denominator 4πc is a convenience.

From the definition of the delta-function, u may also be written as


<math> u(t,x,y,z) = \frac{t}{4\pi} \iint_S \varphi(x +ct\alpha, y +ct\beta, z+ct\gamma) d\omega, \,</math>

where α, β, and γ are coordinates on the unit sphere S, and ω is the area element on S. This result has the interpretation that u(t,x) is t times the mean value of φ on a sphere of radius ct centered at x:

<math> u(t,x,y,z) = t M_{ct}[\phi]. \,</math>

It follows that

<math> u(0,x,y,z) = 0, \quad u_t(0,x,y,z) = \phi(x,y,z). \,</math>

The mean value is an even function of t, and hence if


<math> v(t,x,y,z) = \frac{\part}{\part t} \left( t M_{ct}[\psi] \right), \,</math>

then

<math> v(0,x,y,z) = \psi(x,y,z), \quad v_t(0,x,y,z) = 0. \,</math>

These formulas provide the solution for the initial-value problem for the wave equation. They show that the solution at a given point P, given (t,x,y,z) depends only on the data on the sphere of radius ct that is intersected by the light cone drawn backwards from P. It does not depend upon data on the interior of this sphere. Thus the interior of the sphere is a lacuna for the solution. This phenomenon is called Huygens' principle. It is true for odd numbers of space dimension, except for one dimension. It is not satisfied in even space dimensions. The phenomenon of lacunas has been extensively investigated in Atiyah, Bott and Garding (1970, 1973).

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Scalar wave equation in two space dimensions

In two space dimensions, the wave equation is

<math> u_{tt} = c^2 \left( u_{xx} + u_{yy} \right). \,</math>

We can use the three-dimensional theory to solve this problem if we regard u as a function in three dimensions that is independent of the third dimension. If

<math> u(0,x,y)=0, \quad u_t(0,x,y) = \phi(x,y), \,</math>

then the three-dimensional solution formula becomes

<math> u(t,x,y) = tM_{ct}[\phi] = \frac{t}{4\pi} \iint_S \phi(x + ct\alpha,\, y + ct\beta) d\omega,\,</math>

where α and β are the first two coordinates on the unit sphere, and dω is the area element on the sphere. This integral may be rewritten as an integral over the disc D with center (x,y) and radius ct:

<math> u(t,x,y) = \frac{1}{2\pi c} \iint_D \frac{\phi(x+\xi, y +\eta)}{\sqrt{(ct)^2 - \xi^2 - \eta^2}} d\xi\,d\eta. \,</math>


It is apparent that the solution at (t,x,y) depends not only on the data on the light cone where

<math> (x -\xi)^2 + (y - \eta)^2 = c^2 t^2, \,</math>

but also on data that are interior to that cone.

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Problems with boundaries

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One space dimension

A flexible string that is stretched between two points x=0 and x=L satisfies the wave equation for t>0 and 0 < x < L. On the boundary points, u may satisfy a variety of boundary conditions. A general form that is appropriate for applications is

<math> -u_x(t,0) + a u(t,0) = 0, \,</math>
<math> u_x(t,L) + b u(t,L) = 0,\,</math>


where a and b are non-negative. The case where u is required to vanish at an endpoint is the limit of this condition when the respective a or b approaches infinity. The method of separation of variables consists in looking for solutions of this problem in the special form

<math> u(t,x) = T(t) v(x).\,</math>

A consequence is that

<math> \frac{T}{c^2T} = \frac{v}{v} = -\lambda. \,</math>

The eigenvalue λ must be determined so that there is a non-trivial solution of the boundary-value problem

<math> v + \lambda v=0, \,</math>
<math> -v'(0) + a v(0) = 0, \quad v'(L) + b v(L)=0.\,</math>

This is a special case of the general problem of Sturm-Liouville theory. If a and b are positive, the eigenvalues are all positive, and the solutions are trigonometric functions. A solution that satisfies square-integrable initial conditions for u and ut can be obtained from expansion of these functions in the appropriate trigonometric series.

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Several space dimensions

The one-dimensional initial-boundary value theory may be extended to an arbitrary number of space dimensions. Consider a domain D in m-dimensional x space, with boundary B. Then the wave equation is to be satisfied if x is in D and 0<t. One the boundary of D, the solution u shall satisfy

<math> \frac{\part u}{\part n} + a u =0, \,</math>

where n is the unit outward normal to B, and a is a non-negative function defined on B. The case where u vanishes on B is a limiting case for a approaching infinity. The initial conditions are

<math> u(0,x) = f(x), \quad u_t=g(x), \,</math>

where f and g are defined in D. This problem may be solved by expanding f and g in the eigenfunctions of the Laplacian in D, which satisfy the boundary conditions. Thus the eigenfunction v satisfies

<math> \nabla \cdot \nabla v + \lambda v = 0, \,</math>

in D, and

<math> \frac{\part v}{\part n} + a v =0, \,</math>

on B.

In the case of two space dimensions, the eigenfunctions may be interpreted as the modes of vibration of a drumhead stretched over the boundary B. If B is a circle, then these eigenfunctions have an angular component that is a trigonometric function of the polar angle θ, multiplied by a Bessel function (of integer order) of the radial component. Further details are in Helmholtz equation.

If the boundary is a sphere in three space dimensions, the angular components of the eigenfunctions are spherical harmonics, and the radial components are Bessel functions of half-integer order.

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References

  • M. F. Atiyah, R. Bott, L. Garding, Lacunas for hyperbolic differential operators with constant coefficients I, Acta Math., 124 (1970), 109–189.
  • M.F. Atiyah, R. Bott, and L. Garding, Lacunas for hyperbolic differential operators with constant coefficients II, Acta Math., 131 (1973), 145–206.
  • R. Courant, D. Hilbert, Methods of Mathematical Physics, vol II. Interscience (Wiley) New York, 1962.
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See also

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External links

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