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6 - Exercise 6 Page 1 of 6
Exercise 6
Solve utt = c2 uxx + g(x) sin ωt for 0 < x < l, with u = 0 at both ends and u = ut = 0 when t = 0.
For which values of ω can resonance occur? (Resonance means growth in time.)
Solution
Since the PDE is linear and inhomogeneous, we choose to apply the method of eigenfunction
expansion to solve it. Consider the eigenvalue problem of the differential operator involving the
spatial variable x
d2
φ = λφ (1)
dx2
with the same boundary conditions as u.
φ(0) = 0
φ(l) = 0
Values of λ for which the boundary conditions are satisfied are known as the eigenvalues, and the
nontrivial solutions associated with them are called the eigenfunctions. Equation (1) is known as
the one-dimensional Helmholtz equation; the eigenfunctions for it are known to be orthogonal and
form a complete set, which will prove useful later.
d2 φ
= µ2 φ.
dx2
Its solution can be written in terms of hyperbolic sine and hyperbolic cosine.
φ(0) = C1 = 0
φ(l) = C1 cosh µl + C2 sinh µl = 0
Since C1 = 0, the second equation reduces to C2 sinh µl = 0. Hyperbolic sine is not oscillatory, so
the only way this equation is satisfied is if C2 = 0. The trivial solution is obtained, so there are no
positive eigenvalues.
d2 φ
= 0.
dx2
The general solution is obtained by integrating both sides with respect to x twice.
φ(x) = C3 x + C4
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Strauss PDEs 2e: Section 5.6 - Exercise 6 Page 2 of 6
φ(0) = C4 = 0
φ(l) = C3 l + C4 = 0
Since C4 = 0, the second equation reduces to C3 = 0. The trivial solution is obtained, so zero is
not an eigenvalue.
d2 φ
= −γ 2 φ.
dx2
Its solution can be written in terms of sine and cosine.
φ(0) = C5 = 0
φ(l) = C5 cos γl + C6 sin γl = 0
Since C5 = 0, the second equation reduces to C6 sin γl = 0. To avoid getting the trivial solution,
we insist that C6 6= 0. Then
sin γl = 0
γl = nπ, n = 1, 2, . . .
nπ
γn = , n = 1, 2, . . . .
l
The eigenfunctions associated with these eigenvalues for λ are
nπx
φ(x) = C6 sin γx → φn (x) = sin , n = 1, 2, . . . .
l
Method 1 - Using Term-by-Term Differentiation
The eigenfunctions of the Helmholtz equation form a complete set, so the unknown function u can
be expanded in terms of them.
∞
X nπx
u(x, t) = an (t) sin
l
n=1
To determine the generalized Fourier coefficients an (t), substitute this expansion into the PDE.
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Strauss PDEs 2e: Section 5.6 - Exercise 6 Page 3 of 6
Because u satisfies homogeneous boundary conditions and u, ∂u/∂x, and ∂u/∂t are continuous
(reasonable assumptions for the displacement of a homogeneous elastic string), the two series can
in fact be differentiated term by term.
∞ ∞
X d2 an nπx X d2 nπx
sin = c2 an (t) 2 sin + g(x) sin ωt
dt2 l dx l
n=1 n=1
The operator applied to the eigenfunction is equal to the eigenvalue times the eigenfunction.
∞ ∞
X d2 an nπx X nπx
sin = c2 an (t)λn sin + g(x) sin ωt
dt2 l l
n=1 n=1
The left side is essentially a Fourier sine series expansion of g(x) sin ωt. To solve for the term in
square brackets, multiply both sides by sin(mπx/l), where m is an integer,
∞ 2
X d an 2 nπx mπx mπx
− c λn an (t) sin sin = g(x) sin sin ωt
dt2 l l l
n=1
g(x) is assumed not to be orthogonal to sin(mπx/l) so that the integral on the right side is
nonzero. Bring the functions of t in front of the integrals.
∞ 2 ˆ l ˆ l
X d an 2 nπx mπx mπx
− c λn an (t) sin sin dx = sin ωt g(x) sin dx
dt2 0 l l 0 l
n=1
Since the eigenfunctions are orthogonal, the integral on the left side is zero if n 6= m. As a result,
every term in the infinite series vanishes except for one: n = m.
2 ˆ l ˆ l
d an 2 2 nπx nπx
2
− c λn an (t) sin dx = sin ωt g(x) sin dx
dt 0 l 0 l
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Strauss PDEs 2e: Section 5.6 - Exercise 6 Page 4 of 6
With the help of the method of eigenfunction expansion, the PDE has been reduced to a
second-order inhomogeneous ODE. Because the ODE is linear, the general solution is the sum of
a complementary solution and a particular solution.
an = ac + ap
d2 ac 2 2
2n π
+ c ac = 0
dt2 l2
Its general solution can be written in terms of sine and cosine.
cnπt cnπt
ac (t) = C7 cos + C8 sin
l l
Since the inhomogeneous term is sine and there are no odd derivatives, the particular solution is
of the form ap = C0 sin ωt. Substitute it into the ODE to find C0 .
ˆ l
d2 ap 2 2
2n π 2 nπx
+c ap = g(x) sin dx sin ωt
dt2 l2 l 0 l
2 2
ˆ l
2 2n π 2 nπx
−ω C0 sin ωt + c C0 sin ωt = g(x) sin dx sin ωt
l2 l 0 l
ˆ
2 2
2n π 2 2 l nπx
c 2
C0 − ω C0 = g(x) sin dx
l l 0 l
ˆ
c2 n2 π 2 − l2 ω 2 2 l nπx
C0 = g(x) sin dx
l2 l 0 l
ˆ l
2l nπx
C0 = 2 2 2 2 2
g(x) sin dx
c n π −l ω 0 l
Use the initial conditions for u in combination with the eigenfunction expansion to determine
those for an .
∞
X nπx
u(x, 0) = an (0) sin =0 ⇒ an (0) = 0
l
n=1
∞
X dan nπx dan
ut (x, 0) = (0) sin =0 ⇒ (0) = 0
dt l dt
n=1
a(0) = C7 = 0
ˆ l
dan cnπ 2lω nπx
(0) = (C8 ) + 2 2 2 g(x) sin dx = 0
dt l c n π − l2 ω 2 0 l
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Strauss PDEs 2e: Section 5.6 - Exercise 6 Page 5 of 6
The dummy integration variable has been changed to s to distinguish it from x. Resonance occurs
when the solution blows up: c2 n2 π 2 − l2 ω 2 = 0 (that is, if ω is a positive integer multiple of cπ/l).
The eigenfunctions of the Helmholtz equation are known to form a complete set, so all of the
functions in the PDE can be expanded in terms of them.
∞ ∞ ˆ l ˆ l
X X l
u(x, t) = An (t)φn (x) → uφm = An φ n φ m → uφn dx = An φ2n dx = An ·
0 0 2
n=1 n=1
∞ ∞ ˆ l 2 ˆ l
∂2u X ∂2u X ∂ u l
2
= B n (t)φ n (x) → 2
φ m = B φ
n n mφ → 2
φ n dx = B n φ2n dx = Bn ·
∂t ∂t 0 ∂t 0 2
n=1 n=1
∞ ∞ ˆ l ˆ l
X X l
g(x) sin ωt = Dn (t)φn (x) → g(x) sin ωtφm = Dn φn φm → sin ωt gφn dx = Dn φ2n dx = Dn ·
0 0 2
n=1 n=1
∞ ∞ ˆ l 2 ˆ l
∂2u X ∂2u X ∂ u l
2
= En (t)φ n (x) → 2
φ m = E φ
n n mφ → 2
φ n dx = En φ2n dx = En ·
∂x ∂x 0 ∂x 0 2
n=1 n=1
It should be emphasized that these are generalized Fourier series expansions for the functions, not
product solutions that come about from using the method of separation of variables. Solve the
latter equations for the generalized Fourier coefficients.
ˆ
2 l
An (t) = uφn dx
l 0
ˆ ˆ
2 l ∂2u d2 2 l d2 An
Bn (t) = φ n dx = uφn dx =
l 0 ∂t2 dt2 l 0 dt2
ˆ l
2 sin ωt
Dn (t) = g(x)φn dx
l 0
ˆ ˆ l ˆ
2 l ∂2u 2 ∂u l 2nπ l ∂u
∂u dφn nπx
En (t) = 2
φn dx = φn − dx = − 2 cos dx
l 0 ∂x l ∂x 0 0 ∂x dx l 0 ∂x l
| {z }
=0
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Strauss PDEs 2e: Section 5.6 - Exercise 6 Page 6 of 6
Thus,
Bn (t) = c2 En (t) + Dn (t).
Substitute the formulas for Bn , En , and Dn to obtain an ODE for An exclusively.
ˆ l
d2 An 2 2
2n π 2 sin ωt
2
= −c 2
An + g(x)φn dx
dt l l 0
Bring the term with An to the left side and replace φn with sin(nπx/l).
ˆ l
d2 An 2 2
2n π 2 nπx
+ c A n = g(x) sin dx sin ωt
dt2 l2 l 0 l
This is the same ODE that was obtained for an in Method 1. The initial conditions are also the
same as before, so An (t) = an (t).
ˆ l
2l nπx ωl cnπt
An (t) = 2 2 2 g(x) sin dx sin ωt − sin
c n π − l2 ω 2 0 l cnπ l
Therefore,
∞ ˆ l
X 2l nπs ωl cnπt nπx
u(x, t) = g(s) sin ds sin ωt − sin sin .
c n π − l2 ω 2
2 2 2
0 l cnπ l l
n=1
The dummy integration variable has been changed to s to distinguish it from x. Resonance occurs
when the solution blows up: c2 n2 π 2 − l2 ω 2 = 0 (that is, if ω is a positive integer multiple of cπ/l).
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