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Wave Equation and Heat Equation-New

This document discusses the derivation and solution of the one-dimensional wave and heat equations using separation of variables. It derives the wave equation from physical assumptions about a vibrating string and derives the heat equation using Gauss's divergence theorem. It then solves both equations subject to various initial and boundary conditions.

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0% found this document useful (0 votes)
487 views

Wave Equation and Heat Equation-New

This document discusses the derivation and solution of the one-dimensional wave and heat equations using separation of variables. It derives the wave equation from physical assumptions about a vibrating string and derives the heat equation using Gauss's divergence theorem. It then solves both equations subject to various initial and boundary conditions.

Uploaded by

RabsimranSingh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ONE DIMENSIONAL WAVE EQUATION

Question 1: With necessary physical assumptions derive the one dimensional


wave equation utt = c2 uxx , 0 x L, t 0.
Consider a string of homogeneous material. Stretch the string to a length L and fix the
string at its end points. Distort the string (initial displacement u(x, 0) = f (x), 0 x L
and initial velocity ut (x, 0) = g(x), 0 x L)at time t=0 and allow it to vibrate. We shall
make the following simplifying physical assumptions:
Mass per unit length of the string is constant(Offers no resistance for bending,
perfectly elastic).
The applied tension to stretch the string before fixing it at its ends is so large that
the effect of gravitational force can be neglected.
String particles undergo vibrations only in a vertical plane(Displacement remains
small in magnitude).

Consider the forces acting on a small portion PQ of length M x at any time t > 0. Let T1
and T2 denotes the tension at the end points P and Q of that portion. Then T1 sin and
T2 sin are the vertical components of T1 and T2 respectively.( See figure 1).
Since there is no motion in the horizontal plane, the horizontal components of T1 and T2 are
constant. Therefore
(1)

T1 cos = T2 cos = T = const.

By Newtons second law of motion, Force=mass?acceleration.


Thus,
T2 sin T1 sin = (M x)utt (, t) ,for some , x x+ M x
utt (, t), ( using (1) and dividing by T).
i.e. tan tan = Mx
T
Taking limit as M x 7 0,
we get uxx = T utt
1

i.e., utt = c2 uxx ,where the notation c2 (instead of c) for the physical constant
chosen to indicate that this constant is positive.

has been

Question 2: Derive the DAlemberts solution of one dimensional wave


equation

utt = c2 uxx , 0 x L, t 0.

(2)
Subject to

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

(3)

Solution: Using the transformation v = x + ct and z = x ct one can show that the general
solution of (2)is of the form
(4)

u(x, t) = (x + ct) + (x ct), where and are arbitrary f unctions.

To determine and use (3) i.e.,


(5)

f (x) = (x) + (x)

(6)

g(x) = c (x) c (x)

Integrating (6) w.r.to x between x0 and x, we get


1
c

(7)

g(s)ds = (x) (x) + k(x0 )


x0

where k(x0 ) = (x0 ) (x0 ).


Eliminating and in (4) using (5) and (7), we get the required solution :
u(x, t) = 12 [f (x + ct) + f (x ct)] +

1
2c

R x+ct
xct

g(s)ds

Question 3: Solve using the method of separation of variables, the one


dimensional wave equation

utt = c2 uxx , 0 x L, t 0.

(8)
Subject to
(9)

the IC 0 s : u(x, 0) = f (x), 0 x L and ut (x, 0) = g(x), 0 x L and

(10)

the BC 0 s : u(0, t) = 0, and u(L, t) = 0, t > 0.

Let u(x, t) = X(x)T (t)(6= 0) where X is a function of x alone, T is a function of t alone.


Then (8) takes the form
00
X T = c2 X T.
Dividing by XT, we obtain two ordinary differential equations:(where k is a constant)
00

X kX = 0

(11)
and

T kc2 T = 0.

(12)

Solution of (11) consistent with the BCs (10):


(13)

i.e., X(0) = 0 and X(L) = 0

Case (i): K = 0
Then X(x) = c1 + c2 x
From (13), we get X(x) = 0, x, which is of no interest because then u=0.
Case (ii): k > 0, say, k = 2
Then X(x) = c1 ex + c2 ex
From (13), we get X(x) = 0, x, which is of no interest because then u=0.
Case (iii): k < 0, say, k = p2
Then X(x) = acospx + bsinpx
From (13), we get Xn (x) = b?n sin nx
, n = 1, 2, 3, ... (neglecting the possible negative valL
ues of n).
nc
Corresponding solutions of (12) are: Tn (t) = Bn cosn t + Bn? sinn t, where n =
.
L
Since (8) is linear and homogeneous, by superposition principle ,the most general form of
the solution is:

(14)

u(x, t) =

[bn cosn t + b?n sinn t]sin

n=1

nx
L

To find bn and b?n , we use the theory of Half-range Fourier expansions and the ICs (9) and
we obtain
Z
2 L
nx
(15)
bn =
f (x)sin
dx, n = 1, 2, ...
L 0
L
and

(16)

b?n

2
=
n L

g(x)sin
0

nx
dx, n = 1, 2, ...
L

Thus (14) along with (15) and (16) solves the one dimensional wave equation.

Question 4: Assuming the most general form of the solution, solve the PDE:
utt = (25)uxx , 0 x 80, t 0.

(17)
Subject to

(18)

u(x, o) = sin

3x
x
, ut (x, 0) = sin3 , 0 < x < 80.
40
20

and

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

(19)
Solution:

u(x, t) =

X
n=1

[bn cosn t + b?n sinn t]sin

nx
.
L

Using (18) ,we get,


3
1
b6 = 1; bn = 0, n 6= 6 and b?4 = ; b?12 = 3
; b?n = 0, n 6= 4, 12.

Thus,
(20)

u(x, t) = cos6 tsin

3x 3
x
1
3x
+ sin4 tsin

sin12 tsin
.
40

20
3
20

Remark:
? n s are called eigen values of the vibrating string. The set {1 , 2 , ...}is called the
spectrum.
? Tuning is done by changing the tension T, and the frequency nc/2L of nth normal
mode un with c2 = T / confirms that effect because it shows that the frequency is
proportional to the tension.
ONE DIMENSIONAL HEAT EQUATION
Question 1: Derive the one dimensional heat equation
ut = c2 uxx , 0 x L, t 0, using Gausss divergence theorem.
Solution:
Gausss divergence theorem: Let T be a closed and bounded region in space whose
boundary is a piecewise smooth orientable surface S. LetF~ defines a continuous vector field

having continuous first order partial derivatives in some domain containing T. Then
Z Z Z
Z Z
~
div F dV =
F~ .
ndS,
T

where n
is the outward unit normal to S.
Remark: gradf = f = (fx , fy , fz ) and div F~ = F~ = [F1 ]x + [F2 ]x + [F3 ]x where
F~ = (F1 , F2 , F 3).
Consider a heated metallic body in the space. W.K.T the heat will flow in the direction of
decreasing temperature. Physical experiments show that the rate of flow is proportional to
the gradient of the temperature. This means that the velocity v of the heat flow in a body
is of the form
v = kgrad(u)

(21)

where u(x, y, z, t) is temperature, t is time and k is called the thermal conductivity of the
body; in ordinary physical circumstances k is a constant.
Let T be a region in the body and let S be its boundary surface. Then the amount of heat
leaving T per unit time is
Z Z
~v n
dS
S

where ~v n
is the component of ~v in the direction of the outer normal n
of S.
In fact, the amount of heat that flows through a small portion 4S of S of area 4S per unit
time from the interior of S to the exterior is equal to ~v n
4S. Where ~v n
is the normal
component of ~v in the direction of n
, taken at a suitable point of 4S.
Using (1) and divergence theorem, we obtain
Z Z
Z Z Z
(22)
~v n
dS = k
div(grad(u))dxdydz
S

Z Z Z
= k

(2 u)dxdydz

where 2 u = uxx + uyy + uzz .


On the other hand, the total amount of heat H in T is
Z Z Z
H=
(u)dxdydz
T

where : specific heat, : density(mass per volume).


Hence the time rate of decrease of H is
Z Z Z
Ht =
(ut )dxdydz
T

and this must be equal to the above amount of heat leaving T; From (2) we have
Z Z Z
[ut k2 u]dxdydz = 0

Since this holds for any region T in the body, the integrand(if continuous) must be zero
everywhere; that is

k
.

where c2 is called the thermal diffusivity of the material.


ut = c2 2 u, c2 =

One-dimensional heat equation: Consider a laterally insulated hot metallic bar or a


wire of length L. Let u(x,t) denote the temperature of the bar at a distance x from the initial
end at a given time t. Then the P.D.E. governing the heat flow in bar is given by
ut = c2 uxx , c2 =

k
.

Question 2: Solve using the method of separation of variables, the one


dimensional heat equation

ut = c2 uxx , 0 x L, t 0.

(23)
Subject to
(24)

the IC 0 s : u(x, 0) = f (x), 0 x L

(25)

and the BC 0 s(homogeneous) : u(0, t) = 0, and u(L, t) = 0, t > 0.

Let u(x, t) = X(x)T (t)(6= 0) where X is a function of x alone, T is a function of t alone.


00
Then (3) takes the form X T = c2 X T.
Dividing by XT, we obtain two ordinary differential equations:(where k is a constant)
00

(26)

X kX = 0

(27)

T kc2 T = 0

Solution of (3) consistent with the BCs (5):


(28)

i.e., X(0) = 0 and X(L) = 0

Case (i): K = 0
Then X(x) = c1 + c2 x
From (8), we get X(x) = 0, x, which is of no interest because then u=0.
Case (ii): k > 0, say k = 2
Then X(x) = c1 ex + c2 ex
From (8), we get X(x) = 0, x, which is of no interest because then u=0.
Case (iii): k < 0, say k = p2

Then X(x) = acospx + bsinpx


From (8), we get Xn (x) = b?n sin nx
, n = 1, 2, 3, ... (neglecting the possible negative valL
ues of n)
nc
2
Corresponding solutions of (7) are: Tn (t) = Bn en t , where n =
L
Since (3) is linear and homogeneous, by superposition principle ,the most general form of
the solution is:

(29)

X
nx 2n t
u(x, t) =
[bn sin
]e
L
n=1

To find bn , we use the theory of Half-range Fourier expansions and the ICs (4) and we
obtain
Z
2 L
nx
(30)
bn =
f (x)sin
dx, n = 1, 2, ...
L 0
L
Thus (9) along with (10) solves the one dimensional heat equation.

Question 3: Assuming the most general form of the solution, solve the PDE:
(31)

ut = (25)uxx , 0 x 80, t 0.

Subject to

(32)

u(x, o) = sin

3x
.
40

and

(33)

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

Solution: P
nx 2n t
u(x, t) =
n=1 [bn sin L ]e
Using (12) ,we get,
b6 = 1; bn = 0, n 6= 6
Thus,
(34)
Remark:

u(x, t) = cos6 tsin

3x 26 t
e
.
40

? sin(3A) = 3sin(A) 4sin3 (A).


? cos(3A) = 4cos3 (A) 3cos(A).
? cos(2A) = 2cos2 (A) 1 = 1 2sin2 (A).

Question 4: Solve using the method of separation of variables, the one


dimensional heat equation

ut = c2 uxx , 0 x L, t 0.

(35)
Subject to
(36)

the IC 0 s : u(x, 0) = f (x), 0 x L

(37)

and the BC 0 s(insulated) : ux (0, t) = 0, and ux (L, t) = 0, t > 0.

Let u(x, t) = X(x)T (t)(6= 0) where X is a function of x alone, T is a function of t alone.


00
Then (15) takes the form X T = c2 X T.
Dividing by XT, we obtain two ordinary differential equations:(where k is a constant)
00

(38)

X kX = 0

(39)

T kc2 T = 0

Solution of (15) consistent with the BCs (17):


(40)

i.e., X (0) = 0 and X (L) = 0

Case (i): K = 0
Then X(x) = c1 + c2 x
From (20), we get X(x) = c1 , x, a constant.
Case (ii): k > 0, say k = 2
Then X(x) = c1 ex + c2 ex
From (20), we get X(x) = 0, x, which is of of no interest because then u=0.
Case (iii): k < 0, say k = p2
Then X(x) = acospx + bsinpx
From (20), we get Xn (x) = a?n cos nx
, n = 1, 2, 3, ... (neglecting the possible negative valL
ues of n)
combining case (i) and (iii),

nc
L
Since (15) is linear and homogeneous, by superposition principle ,the most general form of
the solution is:
2

Corresponding solutions of (19) are: Tn (t) = Bn en t , where n =

(41)

u(x, t) =

X
nx 2n t
[an cos
]e
L
n=0

To find an , we use the theory of Half-range Fourier expansions and the ICs (16) and we
obtain
Z
Z
2 L
nx
2 L
(42)
an =
f (x)cos
dx, n = 1, 2, ...a0 =
f (x)dx
L 0
L
L 0
Thus (21) along with (22) solves the given heat equation.

Question 5: A laterally insulated copper bar of length 80 cm,has an initial


temperature,
u(x, o) = sin2

(43)

3x
).
40

If the ends of the bar are insulated, obtain the temperature distribution of the
bar at any later time( Assume the most general form of the solution).
Solution:
General form is:

X
nx 2n t
u(x, t) =
[an cos
]e
.
L
n=0
Using (23) ,we get,
a0 = 12 ; a12 = 21 , an = 0, n 6= 0, 12.
Thus,
(44)

u(x, t) =

3x 212 t
1 1
nc
cos
e
, n =
.
2 2
20
L

? Question 6:( ? non homogeneous BCs ? )A laterally insulated hot copper


bar of length 10 cm has its ends A and B kept at 200 C and 600 C respectively.
If the temperature at A is suddenly raised to 300 C and that at B is raised to
700 C, find the temperature distribution of the bar at any later time.

10

solution:
T emperature = u(x, t) = us (x) + utr (x, t),
where us (x) is the steady state temperature, which is free of the time t and utr (x, t) is the
transient temperature, which has the form given in question(3)(homogeneous BCs).
i.e., us (x) = 20 + 4x( it is the solution of uxx = 0 subject to u(0) = 20 and u(10) = 60.)
and
utr (x, t) = u(x, t) us (x).
nx 2n t
= utr (x, t) = n=1 bn [sin
]e
10
with utr (x, 0) = u(x, 0) us (0) = 30 + 4x (20 + 4x) = 10
P

2 R 10
nx
10sin[
]dx
0
10
10
100
i.e., bn =
[1 (1)n ], n = 1, 2, ...
n
200
for n odd, bn =
.
n
Thus,
thus bn =

utr (x, t) =

X 200

[sin

nx 2n t
]e
10

n
X 200
nx 2n t
u(x, t) = 20 + 4x +
[sin
]e
n
10
nodd
nodd

Exercise 1: Find the solution of the wave equation corresponding to the


triangular initial deflection
f (x) =

2k
x,
L

if 0 < x <

2k (L x), if
L

L
2

L
2

<x<L

and initial velocity zero.


Answer:

8k
Deflection = u(x, t) = 2


1

3
c
1
3c
sin xcos t 2 sin xcos
t + ... .
12
L
L
3
L
L

Exercise 2: Find the temperature u(x, t) in a laterally insulated copper bar 80


cm long if the initial temperature is 100sin( x
)0 C and the ends are kept at 00 C.
80
How long will it take for the maximum temperature in the bar to drop to
500 C? First guess, then calculate. Physical data for copper: density

11

8.92gm/cm3 , specific heat 0.092cal/(gm0 C), thermal conductivity


0.95cal/(cmsec0 C).
Answer:

Temperature = u(x, t) = 100sin

x 0.001785t
e
.
80

Also, 100e0.001785t = 50 when t = 388seconds( approximately 6.5minutes).


Exercise3: Solve the above problem when the initial temperature is
100sin( 3x
)0 C and the other data are same as before.
80
Answer : 43 seconds, which is much faster ( speed of decay is 9 times as fast as
in exaercise 2).
Exercise 4: Find the temperature u(x, t) in a laterally insulated bar of length
L whose ends are kept at 0 assuming that the initial temperature is

x,
if 0 < x < L2
f (x) =

L x, if L < x < L
2
Answer:

4L
Temperature = u(x, t) = 2



x
c 2
1
3x
3c 2
sin exp{( ) t} sin
exp{(
) t} + ... .
L
L
9
L
L

Exercise 5: Find the temperature u(x, t) in the bar in Exercise 4, assuming


that the ends are insulated.
Answer:

L 8L
Temperature = u(x, t) = 2
4


1
2x
2c 2
1
6x
6c 2
cos
exp{(
) t} + 2 cos
exp{(
) t} + ... .
22
L
L
6
L
L

12

Solve by the method of indicated transformations:


(1) uxx + 2uxy + uyy = 0; v = x, z = x y.
(2) xuxy = yuyy + uy ; v = x, z = xy.
(3) uxx 4uxy + 3uyy = 0; v = x + y, z = 3x + y.
(4) uxy uyy = 0; v = x, z = x + y.
(5) uxx 2uxy + uyy = 0; v = x, z = x + y.
(6) uxx + uxy 2uyy = 0; v = x + y, z = 2x y.
(7) xuxx 4x3 uyy = ux ; v = y + x2 , z = y x2 .
(8) utt = c2 uxx ; v = x + ct, z = x ct, c a constant.
Solve by the method of separation of variables:
(1) ux = 2ut + u, u(x, 0) = 6e3x .
(2) 4ux + uy = 3u, u(0, y) = e5y .
(3) uxx = uy + 2u; u = 0 & ux = 1 + e3y at x = 0.
(4) 4ux + uy = 3u; u = 3ey e5y when x = 0.
*****GOOD LUCK*****

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