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The Wave Equation

1. Acoustic Waves
We consider a general conservation statement for a region U R 3 containing a fluid which 3 =V 3 3 is flowing through the domain U with velocity field V x, t . Let _ = _3 x, t denote the 3 3 (scalar) fluid density at 3 x, t , and let F = F3 x, t denote the fluid flux at 3 x, t . Then 3 3 3 3 F x, t = _3 x, t V x, t describes the direction and speed of the fluid flow at 3 x, t . Proceeding as we have in previous examples, we obtain the following equation asserting that the fluid mass is conserved during the flow 3 3 x, t + div _3 x , t V x, t / t _3 =0 for all 3 x, t 5 U 0, T

This is another special case of the equation / t u + div F ? s = 0 we have seen before, this 3 = _V 3 , and s = 0. This is one equation for four unknowns, time with u = _, F 3 . An additional equation is obtained from the assertion that _ and the 3 components of V momentum is conserved during the flow. This conservation statement, that the time rate of change of momentum equals the sum of the applied forces, can be expressed in terms of the state variables by the vector equation, 3 3 d/dt X _3 x, t V x, t dx = ? X p 3 n dS3 x ,
B /B

where B denotes an arbitrary ball in U and p = p3 x, t denotes the scalar pressure field in the fluid. Then by an integral identity that is related to the divergence theorem,

X/B p 3 n dS3 x = X 4p dx, B


we arrive at
d dt

3 3 _3 x, t V x, t

3 3 3 6 4 _3 3 3 = / t _3 x, t V x, t + V x, t V x, t

= ?4p.

This adds three equations to the system but also adds a new unknown, p, so the unknowns now consist of _, V 1 , V 2 , V 3 , and p. To complete the system we add the so called equation of state, a constitutive equation which asserts that p = f _ , where f denotes a fluid dependent function relating pressure to density. In one dimension, this system has the form

/ t _x, t + / x _x, t Vx, t = 0, / t _V + V/ x _ V + / x p = 0, p = f _

(1.1)

This is a system of nonlinear first order equations. The solution of this system is, in general, quite difficult, even in one dimension. Therefore we consider the simpler problem of modeling the propagation of acoustic waves in the fluid. Acoustic waves are small amplitude perturbations in the density field in a quiescent fluid. That is, Vx, t = 0 + fx, t _x, t = _ 0 1 + dx, t where |f | << 1 and |d | << 1

where _ 0 = const

px, t = f_ = f_ 0 + f v _ 0 _ ? _ 0 = p 0 + _ 0 f v _ 0 dx, t . These equations express that the unperturbed velocity and density fields are equal to zero and _ 0 = const, respectively, while the perturbations in these fields, f and d, are much less than 1 in magnitude. The perturbation in the pressure field is determined from the density perturbation and the equation of state. Substituting these expressions into the equations 1.1 and neglecting any terms that involve products of perturbations, leads to / t dx, t + / x fx, t = 0 / t fx, t + f v _ 0 / x dx, t = 0. Then it is easy to show that both dx, t and fx, t satisfy the same second order equation, / tt ux, t ? a 2 / xx ux, t = 0, 1.2

where f v _ 0 = a 2 in this case. Equation (1.2) is referred to as the wave equation due to the fact that its solutions exhibit wave-like behavior.

2. Electromagnetic Waves
In a region U R 3 with no charges present and no currents, the electric force field 3 =E 3 3 3 =B 3 3 E x, t , and the magnetic force field, B x, t , satisfy Maxwells equations

3 3 i 0 = div E x , t , 3 3 3 3 x, t ii 0 = curl E x, t + 1 / t B C 3 3 3 3 x, t iii 0 = curl B x, t ? 1 / t E C 3 3 iv 0 = divB x, t Apply the curl operator to ii) and recall that 3 ? div 4 E 3 , 3 3 curl curl E x, t = grad div E to obtain

3 ? div 4 E 3 + grad div E

1 C

3 = 0. / t curl B

Then it follows from i) and iii) that 3 3 x, t + ? 42E and similarly, 3 3 x, t + ? 42B
1 C2 1 C2

3 3 / tt E x, t = 3 0, 3 3 / tt B x, t = 3 0.

Evidently, each component of the electric and magnetic fields satisfy the 3-dimensional wave equation. As we have seen in the past, very different physical phenomena can be modelled by the same mathematical description.

3. Some Problems for the Wave Equation


We can add various auxiliary conditions to the wave equation to try to get a well posed problem. (a) Pure Initial Value Problem (Cauchy Problem) x, t ? 4 2 u3 x, t = F3 x, t / tt u3 u3 x, 0 = f3 x , / t u3 x, 0 = g3 x , (b) Initial-Boundary Value Problem x, t ? 4 2 u3 x, t = F3 x, t / tt u3 u3 x, 0 = f3 x , / t u3 x, 0 = g3 x , BCu3 x, t = h3 x , t , 3 x 5 Rn, 0 < t < T 3 x5R
n

(3.1)

3 x 5 Rn. 3 x 5 Rn, 0 < t < T 3 x 5 Rn 3 x 5 Rn. 3 x 5 /U, 0 < t < T # (3.2)

where BCu3 x, t denotes one of the types of boundary conditions we have discussed. (c) Dirichlet Problem for the Wave Equation x, t ? 4 2 u3 x, t = 0 / tt u3 u3 x, 0 = f3 x , u3 x, T = g3 x , u3 x, t = 0,

3 x 5 U Rn, 0 < t < T 3 x5UR 3 x 5 U Rn 3 x 5 /U, 0 < t < T


n

(3.3)

Problems (a) and (b) are examples of well posed problems for the wave equation, while (c) is not well posed. Problem 23 Consider the Dirichlet problem for the 1-dimensional wave equation, / tt ux, t ? / xx ux, t = 0 u x , 0 = 0 ux, T = 0, u0, t = uL, t = 0, 0 < x < L, 0 < t < T, 0 < x < L, 0 < x < L, 0 < t < T.

Show that if T/L = m/n, for integers m and n, then the problem has infinitely many solutions u mn x, t = C sinn^x/L sinm^t/T , but if T/L is irrational, then the trivial solution is the only solution. This shows that the solution does not depend continuously on the data, which in this case is the shape (dimensions) of the domain, 0 < x < L, 0 < t < T .

4. The One Dimensional Wave Equation


We will begin by considering the simplest case, the 1-dimensional wave equation. Recall that for arbitrary differentiable functions of one variable, F and G, / t ? a / x Fx + at = 0, and / t + a / x Gx ? at = 0.

This implies / tt ? a 2 / xx Fx + at + Gx ? at = / t + a / x / t ? a / x Fx + at + Gx ? at = 0 i.e., ux, t = Fx + at + Gx ? at solves / tt ? a 2 / xx ux, t = 0

Now consider the initial value problem 3.1 for n = 1, / tt ux, t ? a 2 / xx ux, t = 0 ux, 0 = fx, x 5 R, 0 < t < T, x 5 R,

4.1

/ t ux, 0 = gx , Then

x 5 R.

ux, t = Fx + at + Gx ? at ux, 0 = Fx + Gx = fx / t ux, 0 = F v x a + G v x ?a = gx . Fx + Gx = fx , a F v x ? G v x = gx or


1 2 x fx + 1 X gs ds, 0 2a x Fx ? Gx = 1 a X 0 gs ds 1 2 x fx ? 1 X gs ds.. 0 2a

This leads to and F x = Then ux, t = =


1 2

Gx =

x+at x?at fx + at + fx ? at + 1 X gs ds ? 1 X gs ds 0 0 2a 2a 1 2 x+at fx + at + fx ? at + 1 X gs ds x 2a ?at

4.2

This is referred to as the D Alembert solution of the wave equation. Note that for a fixed x 0 , t 0 , the solution value ux 0 , t 0 depends only on the data values in the interval Dx 0 , t 0 = x 0 ? at 0 , x 0 + at 0 . This interval is referred to as the domain of dependence for the point x 0 , t 0 . Data values outside this interval have no influence on the value of u at the point x 0 , t 0 .

time axis

x + t = 2, x ? t = ?2

-2

x axis

Domain of Dependence The values of the data at a point x 0 have an effect on the value of the solution at a point x, t , t > 0, only when the point x, t lies inside the wedge shaped region between the lines x + at = x 0 and x ? at = x 0 . This region is referred to as the domain of influence for the point x 0 . For a fixed time t 1 > 0, the data values at x 0 influence the solution values ux, t 1 for all x in the interval x 0 ? at 1 , x 0 + at 1 . At the later time t 2 > t 1 , the data values at x 0 influence the solution values ux, t 2 for all x in the larger interval x 0 ? at 2 , x 0 + at 2 . In the amount of time from t 1 to t 2 , the interval of influence expands by the amount at 2 ? t 1 , which is to say the domain of influence is expanding at the rate a.

time axis

x + t = ?1, x ? t = ?1

-2

-1 x axis

Domain of Influence If f 5 C 2 R , and g 5 C 1 R , then the DAlembert solution, 4.2 , solves the Cauchy problem 4.1 . In addition, it is evident from 4.2 that if u 1 , u 2 are solutions corresponding to data pairs f 1 , g 1 and f 2 , g 2 , then max | u 1 ? u 2 | max | f 1 ? f 2 | + t 0 max |g 1 ? g 2 | x x
x,t

4.3

where for each t 0 > 0, the solution max is taken over the interval x, t : x 1 ? at x x 2 + at, 0 t t 0 the data max is taken over the interval x 1 , x 2 . Note that the estimate (4.3) implies both the uniqueness of the solution and the continuous dependence on the data.

5. Energy Integrals
Suppose ux, t is a solution for 4.1 for smooth data fx , gx and assume that the data vanishes for |x | > C where C denotes some positive but finite constant. Then for each finite positive t it follows from the discussion of the domain of influence, that ux, t vanishes for |x | > C + at. Now, for t 0, let Et be given by E t = Then 0 E 0 = Moreover, E v t = X / t ux, t / tt ux, t + a 2 / x ux, t / tx ux, t dx
R 1 2 1 2

XR / t ux, t 2 + a 2 / x ux, t 2 dx
1 2 C

5.1

XR gx 2 + a 2 f v x 2 dx =

X ?C gx 2 + a 2 f v x 2 dx < K.

But

XR / x ux, t / tx ux, t dx = / x ux, t / t ux, t | K ?K ? X / xx ux, t / t ux, t dx R

and since u vanishes for |x | > C + at,

E v t = X / t ux, t / tt ux, t ? a 2 / xx ux, t dx = 0. R Then Et is a non-negative constant. Physically, Et is related to the total energy in the system. In particular, / t ux, t 2 is proportional to the kinetic energy in the system, while / x ux, t 2 is proportional to the potential energy stored in the system. As the system evolves in time,the energy simply changes from kinetic to potential and back again. This is because the equation in (4.1) contains no term which dissipates energy. Note that if (4.1) is modified as follows, / tt ux, t ? a 2 / xx ux, t + b 2 / t ux, t = 0, then, in the same way, we find E v t = X / t ux, t / tt ux, t ? a 2 / xx ux, t dx =
R

for x 5 R, t > 0,

= X / t ux, t ? b 2 / t ux, t dx 0.
R

. Evidently, the additional term dissipates energy, causing E(t) to decrease as long as / t ux, t is different from zero. Since E(t) is non-negative, E(t) will decrease steadily toward zero. The added term here has the physical interpretation of being related to friction. Adding other lower order terms to the wave equation does not produce the same dissipative effect. For example, if ux, t solves the equation / tt ux, t ? a 2 / xx ux, t + b 2 ux, t = 0, then
R

for x 5 R, t > 0,

E v t = X / t ux, t / tt ux, t ? a 2 / xx ux, t dx = b2 = X / t ux, t ? b 2 ux, t dx = ? 1 2


R d dt

XR ux, t 2 dx.

This implies

E D t = E t +

1 2

b 2 X ux, t 2 dx = constant.
R

Note that the energy integral provides an additional method for proving uniqueness of the solution to the Cauchy problem for the wave equation. To use the arguments presented here, however, we have to suppose that the data f and g have compact support.

6. The Inhomogeneous Wave Equation


Consider the problem with homogeneous initial conditions but inhomogeneous equation, / tt vx, t ? a 2 / xx vx, t = Fx, t , x 5 R, t > 0, (6.1)

vx, 0 = / t vx, 0 = 0, x 5 R,

where Fx, t is given. Then, for a fixed s 5 R, let wx, t; s be given by wx, t; s = 1 2a

X x?at Fz, s dz

x+at

(6.2)

It is easy to check that wx, t; s solves (just note that wx, t; s = Px + at ? Px ? at), / tt wx, t ? a 2 / xx wx, t = 0, wx, 0 = 0, / t wx, 0 = Fx, s , and v x , t = x 5 R, t > 0, x 5 R,
x+at?s

X 0 wx, t ? s; s ds =

1 2a

X 0 X x?at?s Fz, s dz ds.

(6.3)

To see that v(x,t) must be given by (6.3), differentiate (6.3) with respect to t, / t vx, t = wx, 0; t + X / t wx, t ? s; s ds 0 / tt vx, t = / t wx, 0; t + X / tt wx, t ? s; s ds = Fx, t + X a 2 / xx wx, t ? s; s ds 0 0 = Fx, t + a 2 / xx X wx, t ? s; s ds = Fx, t + a 2 / xx vx, t . 0 It follows now that the solution of / tt ux, t ? a 2 / xx ux, t = Fx, t , ux, 0 = fx , / t ux, 0 = gx , is given by ux, t = 1 fx + at + fx ? at + 1 2a 2
x+at t t t t

x 5 R, t > 0 x 5 R, x 5 R, 1 2a

(6.4)

X x?at gs ds +

X 0 X x?at?s Fz, s dz ds

x+at?s

(6.5)

7. A Fundamental Solution for the Wave Equation


We can show that a fundamental solution for the 1-dimensional wave equation is given by ux, t = 1 Hat ? |x | . 2a This means, that ux, t solves L W ux, t = / tt ? a 2 / xx ux, t = Nx, t , ? K < x < K, t > 0.

Here a > 0 and H6 denotes the Heaviside step function that is zero when its argument is negative and is one when the argument is positive. Since the delta notation is only formal at this point, we restate the condition defining the fundamental solution as follows,

X ?K X 0 dx, t L W ux, t dtdx = d0, 0

7.1

for all smooth functions d which are zero for |x |, t sufficiently large. To show that u does, in fact, satisfy (7.1), we first use integration by parts to write

X ?K X 0 dx, t L W ux, t dtdx = X ?K X 0 ux, t L W dx, t dtdx.


Here we used the fact that dx, t is zero for |x |, t sufficiently large to eliminate all the boundary terms in the integration by parts. Now we note that x 1 if ?K < x < 0, t > ? a x 1 if 0 < x < K, t > a 0 if otherwise in order to write
K K K K X ?K X 0 ux, t L W dx, t dtdx = 1 X 0 X x / t ? a / x / t + a / x dx, t dtdx 2a

Hat ? |x | =

0 K + 1 X X x / t + a / x / t ? a / x dx, t dtdx. 2a ?K ? a

x so as t varies over x , K , b varies over 0, K In the first of these integrals, let t = b + a a x so as t varies over ? x , K , b varies over and / t = / b .In the second integral, let t = b ? a a 0, K and / t = / b . Then
K K K K x dbdx X ?K X 0 ux, t L W dx, t dtdx = 1 X 0 X 0 / b ? a / x / b + a / x d x, b + a

2a

0 K x dbdx. + 1 X X / b + a / x / b ? a / x d x, b ? a ?K 0 2a

But so

d d x, b + dx d d x, b ? dx

x a x a

= /xd + 1 a / b d, = /xd ? 1 a / b d, 2 dx

K K K K x dxdb X ?K X 0 ux, t L W dx, t dtdx = 1 X 0 X 0 d / b ? a / x d x, b + a

K 0 d / b + a / x d x, b ? x dxdb, ?1 X X a 0 ?K dx 2 K K = ? 1 X / b ? a/ x d0, b db ? 1 X / b + a / x d0, b db, 2 0 2 0

= ? X / b d0, b db = d0, 0 .
0

Using this fundamental solution, we can proceed as in section 9 of the previous chapter and construct Greens functions for the wave operator. In particular, we can show that (6.5) can be interpreted in terms of the Greens function for the 1-d wave equation.

8. The Wave Equation in R n


In R n , the wave equation has the form x, t ? 4 2 u3 x, t = 0 / tt u3 for x 5 R n , t > 0.

We will consider several simple solutions for this equation. Plane Wave Solutions c63 x ? at = C, is the Let 3 c denote a fixed unit vector in R n . Then for each constant, C, 3 n equation of a plane in R having 3 c as its normal vector. As t varies, the plane moves in the direction of the normal vector with speed equal to a. Now for F a smooth function of one variable, let u3 x, t = F3 c63 x ? at and note that

x, t ? 4 2 u3 x, t = F 3 c63 x ? at a 2 ? a 2 F 3 c63 x ? at 3 c63 c = 0. / tt u3 Then u3 x, t = F3 c63 x ? at is called a plane wave solution to the wave equation. If the wave x, t ? / f A /u3 x, t = 0, where A denotes a operator is changed to the related operator, / tt u3 symmetric n by n matrix, then u3 x, t = F3 c63 x ? at solves the new equation if x, t ? / f A /u3 x, t = F 3 c63 x ? at a 2 ? F 3 c63 x ? at 3 cfA 3 c = 0; / tt u3 cfA 3 c = 0. It is evident that plane wave solutions for this equation propagate i.e., if a 2 ? 3 with a different speed in every direction 3 c. Note that u3 x, t = F3 c63 x ? at + G3 c63 x + at is not the general solution to the wave n equation in R since it is clear that any unit vector 3 c 5 R n produces a solution to the PDE, 1 whereas in R the only unit vector is c = 1. Spherical Wave Solutions In spherical coordinates,

10

/ tt u3 x, t ? 4 2 u3 x, t = / tt u3 x, t ? r 1?n / r r n?1 / r u ? r ?2 C g u = 0 and for spherically symmetric waves, u = ur, t this reduces to / tt u3 x, t ? 4 2 u3 x, t = / tt u3 x, t ? r 1?n / r r n?1 / r u = 0. For n = 3, this is, / tt u3 x, t ? r ?2 / r r 2 / r u = / tt ur, t ? / rr u ? 2 r / r u = 0. Let wr, t = r ur, t , so that / r w = r / r u + u, and / rr w = r / rr u + 2 / r u. Then if ur, t is any spherically symmetric solution of the wave equation in R 3 , r / tt ur, t ? r / rr u ? 2 / r u = / tt w ? / rr w = 0. But this implies wr, t = Fr ? t + Gr + t for smooth functions F and G and then 1 ur, t = 1 r Fr ? t + r Gr + t ; i.e., ur, t is the sum of a contracting spherical wave and an expanding spherical wave. For n = 2, the spherically symmetric wave equation has the form / tt ur, t ? 4 2 ur, t = / tt ur, t ? r ?1 / r r / r u = / tt ur, t ? / rr u ? 1 r /ru = 0 and there is no simple analogue of the trick that worked for n = 3. Solutions to the wave equation are very sensitive to changes in dimension. As another illustration of this fact, note that in 1-dimension, the solution of the Cauchy problem / tt ux, t ? / xx ux, t = 0, is given by Then and ux, t = X / t ux, t = / tt ux, t =
1 2 x+t 1 x?t 2 1 2

ux, 0 = 0,

/ t ux, 0 = gx ,

gs ds.

gx + t ? gx ? t

g v x + t + g v x ? t

so that if g is continuous with a continuous derivative, then / tt ux, t is continuous. On the other hand, in 3-dimensions the solution of / tt ur, t ? 4 2 ur, t = 0,

11

ur, 0 = 0,

/ t ur, 0 =

1 ? r 2 0

3/2

if r 2 < 1 if r 2 > 1

= gr ,

is given by

1 ur, t = 1 r Ft + r ? r Ft ? r , for F an even function. 1 v 2 v v / t ur, 0 = 1 r F r ? r F ?r = r F r .

Note that if F is even, then 1 ur, 0 = 1 r Fr ? r F?r = 0,

and

Note that since F is even, it follows that the derivative is odd, so F v r ? F v ?r = 2F v r . Then the initial condition implies F v r = r/2 gr . In addition, 1 lim r0 1 r F t + r ? r F t ? r which leads finally to the conclusion t1 ? t 2 3/2 0 if t 2 < 1 if t 2 > 1 = 2F v t ,

lim r0 ur, t = u0, t = 2F t = t gt =

Evidently, even though u, / t u, and / tt u are all continuous at t = 0 for all r 0, it is still the case that when t = 1 and r = 0 then u, and / t u, are continuous but / tt u is discontinuous. This singularity in the second derivative is a dimension dependent phenomenon referred to as focusing.

9. Energy Integrals in R n
Let U denote a bounded open set in R n and consider the following initial boundary value problem / tt u3 x, t ? 4 2 u3 x, t = 0 ux, 0 = / t ux, 0 = 0 u x , t = 0 Let E t = X
2 U

x 5 U, t > 0, x 5 U, x 5 /U, t > 0. for t 0.

/ t u3 x, t + | 4u3 x, t | 2 dx

Then E0 = 0 and x, t / tt u3 x, t + 4u3 x, t 6 4/ t u3 x, t dx. E v t = X 2/ t u3


U

But

XU 4u3 x, t 6 4/ t u3 x, t dx = X / t u3 x, t 4u3 x, t 6 3 n dS ? X 4 2 u3 x, t / t u3 x, t dx /U U
12

hence

E v t = X 2/ t u3 x, t / tt u3 x, t ? 4 2 u3 x, t dx. + X
U

/U

/ t u3 x, t / N u3 x, t dS.

Then it follows from the wave equation and the boundary condition that E v t = 0. This, in turn, implies that / t u and |4u | are both zero in 0, K, which is to say ux, t is constant on the same set. But ux, 0 = 0 for x 5 U, hence we conclude that the solution vanishes identically in 0, K. This is the essential part of the proof that the solution to the IBVP for the wave equation is unique. The energy integral Et can also be used to show that solutions to the n-dimensional wave equation obey the principle of causality. Proposition 9.1 Suppose u3 x, t satisfies x, t ? 4 2 u3 x, t = 0 / tt u3 x 5 R n , t > 0.

Suppose, in addition, for some fixed, but arbitrary 3 x 0 5 R n , t 0 > 0, we have ux, 0 = / t ux, 0 = 0 for x?3 x0 | t0. |3

Then u3 x.t = 0 for all 3 x, t in the light cone C= x, t : 0 t t 0 , | 3 x?3 x0 | t0 ? t . 3

Remark: Let Ut denote the n-ball of radius t 0 ? t with center at x 0 ; i.e., Ut = 3 x : |3 x?3 x0 | t0 ? t Rn.

Then the proposition asserts that the value of u3 x 0 , t 0 depends only on the values of the data inside U0 , and if the data is zero in this ball, then the solution is zero everywhere in the cone that is obtained by drawing all the backward characteristic lines through 3 x 0 , t 0 . 3 This cone formed in this way is called the light cone at x 0 , t 0 . Proof- Let Then .E v t = X
Ut

E t = X

Ut

/ t u3 x, t 2 + | 4u3 x, t | 2 dx

for 0 t t 0

2/ t u3 x, t / tt u3 x, t + 4u3 x, t 6 4/ t u3 x, t dx ?X / t u3 x, t + | 4u3 x, t | 2 dSx .


2

/Ut

Here we made use of the fact that d X fx dx dr B r x 0


r = d X X fr, g dg dr dr 0 /B r x 0

=X

/B r x 0

fr, g dg

13

x 0 = Ut = B t 0 ?t x 0 . Now and B r 3

XUt 4u3 x, t 6 4/ t u3 x, t dx = X / t u3 x, t 4u3 x, t 6 3 n dS ? X 4 2 u3 x, t / t u3 x, t dx /Ut Ut


hence E v t = X
Ut

2/ t u3 x, t / tt u3 x, t ? 4 2 u3 x, t dx +X 2/ t u / N u ? / t u3 x, t + | 4u3 x, t | 2 dSx .
2

/Ut

Notice that n | 2 |/ t u | |4u | / t u3 x, t 2 + | 4u3 x , t | 2 | 2/ t u / N u | = 2 | / t u 4u 6 3 from which it follows that E v t 0. Since E0 = 0, we conclude Et is identically zero which implies that the solution is constant inside the light cone. Since the solution is zero on the floor of the light cone, the solution must be zero throughout the light cone.n This is referred to as the causality principle because it asserts that the effects from a cause cannot be felt at a point before the effects have had time to reach the point, travelling from the source to the point with the finite speed dictated by the governing partial differential equation. Another way to say this is that the value of the solution to the wave equation at a specified point 3 x 0 , t 0 is not influenced by data values that lie outside the domain of dependence for the point 3 x 0 , t 0 . This domain of dependence is just the floor of the light cone obtained by drawing all backward characteristics through 3 x 0 , t 0 .

10. Wave-Like Evolution


We use the term diffusion-like evolution to describe the properties of the solutions to the heat equation. These properties include

1. 2. 3. 4. 5.

instantaneous smoothing of the data infinite speed of propagation time irreversible existence of a Max-min principle monotone (non-oscillatory) evolution

The wave equation also described the time evolution of a system but the properties of solutions to the wave equation are rather different from those of solutions to the heat equation. Solutions of the wave equation exhibit the following properties

1. 2. 3.

no smoothing of the data finite speed of propagation time reversible

14

4. 5.

no Max-min principle oscillatory time behavior

Points 1 and 2 are clearly illustrated by the DAlembert solution (4.2) for the Cauchy problem (4.1). Consider the special case where g = 0 and f is given by f x = 1 ? | x| 0 if if | x | 1 | x| > 1 .

Then f is a continuous but not differentiable triangular pulse centered at x = 0. In this case the solution ux, t has exactly the same smoothness as the data since, ux, t = fx + at + fx ? at /2. In addition, at positive integer values of t, t = N, the solution is seen to be composed of two triangular pulses, one centered at x = Na, and one centered at x = ?Na, and each of the pulses has half the amplitude of the original pulse. Evidently, the pulse at x = 0 splits into two halves and each half pulse has travelled a distance equal to Na in time t = N, which is to say the pulses travel with finite speed equal to a. Points 3,4, and 5 are illustrated by the solution for the following IBVP on a bounded interval. / tt ux, t = a 2 / xx ux, t , ux, 0 = fx , / t ux, 0 = 0, u0, t = uL, t = 0, 0 < x < L, 0 < t, 0 < x < L, 0 < t.

It will be shown later that the solution for this problem can be written ux, t = > n=1 f n cosn^at/L sinn^x/L where f n denote the Fourier coefficients for fx ; i.e.,
L f n = 2 X fx sinn^x/L dx, n = 1, 2, ... L 0 K

It is known from the theory of Fourier series that the series


K f sinn^x/L >n =1 n

converges (in some sense) to * fx , the odd, L-periodic extension of fx . Then, since cosn^at/L sinn^x/L = we see that
1 2

sinn^x + at /L + sinn^x ? at /L ,

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K ux, t = 1 > n=1 f n sinn^x + at /L + sinn^x ? at /L 2

fx ? at . = 1 * fx + at + * 2 Clearly this solution is oscillatory in time and, since positive time is interchangeable with negative time, the solution is time reversible. The energy, Et , has been shown to be constant in time so the solution does not die out with increasing time like the solution to the heat equation. Finally, if fx is a triangular pulse of height one, centered at x = L/2, then plotting ux, t versus x for various times shows that for t = L/a, we see ux, L/a is a triangular pulse centered at x = L/2, but with height equal to minus one. Clearly there can be no max-min principle for this equation. The behavior exhibited by this solution of the IBVP problem in 1-dimension is typical of solutions to the wave equation in other settings. Collectively we refer to this behavior as wave-like evolution, as opposed to diffusion-like evolution, which is the behavior exhibited by the solutions to the heat equation. The heat equation and wave equation are prototypes for the classes of parabolic and hyperbolic partial differential equations, respectively. The Laplace equation is the prototype for the class of elliptic partial differential equations. We will now explain the meaning of this terminology.

11. Classification
The Laplace, heat and wave operators in n-dimensions can be written in the following way /fIn 3 x = 3 /u3 x 4 2 u3 where 3 / f = / 1 , ..., / n

x, t ? 4 2 u3 x, t = / t u3 x, t ? 3 /fIn 3 /u3 x, t / t u3 2 f x, t ? 4 u3 x, t = / tt u3 x, t ? / I n /u3 x, t / tt u3 where I n denotes the n by n identity matrix. If we do not distinguish between the space and time variables but think of these as operators in n variables (thus the time variable becomes x n in the heat and wave operators) the second order terms in each of these operators are all /u3 x where the n by n matrix J n is as follows, of the form 3 /fJn 3 Laplace J n = I n , heat J n = I n?1 0 0 0 , wave J n = I n?1 0 0 ?1

Now consider the operator defined by an arbitrary symmetric n by n matrix, A. x Lu3 x = / f A n /u3 Recall that since A is symmetric, it has n real (but not necessarily distinct) eigenvalues. Then we say that the operator L is:

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elliptic parabolic

if the eigenvalues of A are all of one sign if zero is an eigenvalue for A of multiplicity one, and the remaining n ? 1 eigenvalues have one sign if A has n ? 1 eigenvalues of one sign and one eigenvalue with the opposite sign

hyperbolic

Note that when n = 2 this classification is exhaustive in the sense that every matrix A falls into one of these classes. If n is greater than 2 then there are matrices which are in none of the 3 classes and, consequently, there are partial differential operators that are neither elliptic, parabolic nor hyperbolic. On the other hand, many of the partial differential equations that occur in applications are one of these three types. 3 = C, is The reason for these names is that when n = 2, the locus of points satisfying 3 x f Ax an ellipse, parabola or hyperbola, respectively, when the matrix A has the properties assigned to each of the names.

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