Solving uxx = utt for 0<x<π using separation of variables

In summary, the problem is to solve the partial differential equation uxx = utt for 0<x<π, with boundary conditions u(0,t) = u(π,t) = 0 and initial condition u(x,0) = sin(2x) and ut(π/4,0) = 0. The method of separation of variables is used to find the general solution, but it is found that only the case λ = -n^2 for integer n gives a non-trivial solution. This leads to the solution u(x,t) = Csin(nx)e^(-n^2t) with unknown constant C. In order to find the specific value of λ and the value of C, the boundary
  • #1
Jncik
103
0

Homework Statement



solve uxx = utt

for 0<x<π when u(0,t) = u(π,t) = 0 and u(x,0) = sin(2x) and ut(π/4,0) = 0

The Attempt at a Solution



i used the method of separation of variables and have found out that

[URL]http://latex.codecogs.com/gif.latex?u%28x,t%29%20=%20%28c_{1}e^{x\sqrt{\lambda}}%20+%20c_{2}e^{-x\sqrt{\lambda}}%29%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29[/URL]the problem is that i don't know how to use the given equations to find the final result

for example

[URL]http://latex.codecogs.com/gif.latex?u%280,t%29%20=%200%20=%3E%20%28c_{1}%20+%20c_{2}%29%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29%20=%200%20=%3E%20?[/URL]

my professor says that we assume that there is a t for which

[URL]http://latex.codecogs.com/gif.latex?%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29%20\neq%200[/URL]

and he finds that c1 = -c2

for

u(π,t) he says

[URL]http://latex.codecogs.com/gif.latex?u%28%CF%80,t%29%20=%20%28c_{1}e^{\pi%20\sqrt{\lambda}}%20-%20c_{1}e^{-\pi\sqrt{\lambda}}%29%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29%20=%200%20=%3E%20%28c_{1}e^{\pi%20\sqrt{\lambda}}%20-%20c_{1}e^{-\pi\sqrt{\lambda}}%29%20=%200%20=%3E%20\lambda%20=%20-n^{2},%20n%20=%200,1,2,3...[/URL]

so we have

[URL]http://latex.codecogs.com/gif.latex?%28e^{\pi%20\sqrt{\lambda}}%20-%20e^{-\pi\sqrt{\lambda}}%29%20=%200%20=%3E%20e^{in\pi}%20-%20e^{-in\pi]}%20=%200%20=%3E%202sin%28n\pi%29%20=%200[/URL]

and from this he says the following which i can't understand

from u(x,0) = sin(2x) we get

λ = -4 and c2 = 1/2

how did we get this?

Thanks in advance
 
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  • #2
Jncik said:

Homework Statement



solve uxx = utt

for 0<x<π when u(0,t) = u(π,t) = 0 and u(x,0) = sin(2x) and ut(π/4,0) = 0


The Attempt at a Solution



i used the method of separation of variables and have found out that

[URL]http://latex.codecogs.com/gif.latex?u%28x,t%29%20=%20%28c_{1}e^{x\sqrt{\lambda}}%20+%20c_{2}e^{-x\sqrt{\lambda}}%29%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29
[/URL]
This is wrong. I presume that, separating variables so that u(x,t)= X(x)T(t), you found that [itex]X''/X= \lambda= T''/T[/itex] so that you got the two ordinary differential equations [itex]X''= \lambda X[/itex] and [itex]T''= \lambda T[/itex]. What you have here is the solution if [itex]\lambda> 0[/itex] and you have no reason to believe that.

But you can also say that [itex]u(0,t)= X(0)T(t)= 0[/itex] means either X(0)= 0 or T(t)= 0. Since the latter would make the solution 0 for all t, it cannot satisfy the initial conditions so we must have X(0)= 0. Similarly, [itex]u(\pi, t)= X(\pi)T(t)= 0[/itex] gives [itex]X(\pi)= 0[/itex].

So we are solving [itex]X''= \lambda X[/itex] with boundary conditions [itex]X(0)= X(\pi)= 0[/itex].

Consider three cases: [itex]\lambda= 0[/itex], [itex]\lambda> 0[/itex], [itex]\lambda< 0[/itex]

If [itex]\lambda= 0[/itex], the equation is just X''= 0 and, integrating twice, [itex]X(x)= C_1x+ C_2[/itex]. Then X(0)= C_2= 0 so [itex]X(\pi)= C_1\pi= 0[/itex] which implies that X is identically 0. But then we cannot satisfy the intial condition that u(x, 0)= sin(2x) so that is impossible,

If [itex]\lambda> 0[/itex], we can let [itex]\lambda= \alpha^2[/itex] for [itex]\alpha[/itex] non-zero. The differential equation is [itex]X''= \alpha^2X[/itex] and the general solution is [itex]X(x)= C_1e^{\alpha x}+ C_2e^{-\alpha x}[/itex] (this is what you had). Now we must have [itex]X(0)= C_1+ C_2= 0[/itex] and [itex]X(\pi)= C_1e^{\alpha\pi}+ C_2e^{-\alpha\pi}[/itex]. From the first equation, [itex]C_2= -C_1[/itex] and, putting that into the second, [itex]C_1e^{\alpha\pi}- C_1e^{-\alpha\pi}= C_1(e^{\alpha\pi}- e^{-\alpha\pi})= 0[/itex].

Now, since [itex]\alpha \ne 0[/itex], [itex]e^{\alpha\pi}[/itex] and [itex]e^{-\alpha\p}[/itex] are not equal (one is larger than 1 and the other less than 1) and their difference cannot be 0, so we must have [itex]C_1= 0[/itex] and then [itex]C_2= 0[/itex]. That is, X(x) is identically 0 so it cannot give a u that satisifies the initial condition.

Finally, if [itex]\lambda< 0[/itex], we can let [itex]\lambda= -\alpha^2[/itex] for [itex]\alpha[/itex] non-zer. The differential equation is [itex]X''= -\alpha^2X[/itex] and the general solution to that is [itex]X(x)= C_1cos(\alpha x)+ C_2 sin(\alpha x)[/itex]. Now we must have [itex]X(0)= C_1= 0[/itex] and [itex]X(\pi)= C_2 sin(\alpha\pi)= 0[/itex]. This would give [itex]C_2= 0[/itex] and so again a "trivial" solution unless [itex]sin(\alpha\pi)= 0[/itex] which does happen if [itex]\alpha\pi[/itex] is a multiple of [itex]\pi[/itex]- that is, if [itex]\alpha= n[/itex] and [itex]\lambda= -n^2[/itex] with n and integer.

That is, in order to have a non-trivial solution, we must have [itex]\lambda= -n^2[/itex] for n some integer, in that case, [itex]X(x)= Csin(nx)[/itex] for unknown constant C and unknown integer n.

Now, go back to your equation for T: T''= \lambda T= -n2T. What is the general solution to that?

( Your condition "[itex]u_t(\pi/4, 0)= 0" looks very peculiar- usually it is something like [itex]u(x, 0)= 0[/itex] for all x, but I think [itex]u_t(\pi/4, 0)= 0[/itex] will give the same thing. [itex]u_t(\pi/4, 0)= X(\pi/4)T'(0)= 0[/itex] and [itex]X(\pi/4)\ne 0[/itex] so you must have [itex]T'(\pi/4)= 0[/itex].


the problem is that i don't know how to use the given equations to find the final result

for example

[URL]http://latex.codecogs.com/gif.latex?u%280,t%29%20=%200%20=%3E%20%28c_{1}%20+%20c_{2}%29%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29%20=%200%20=%3E%20?[/URL]

my professor says that we assume that there is a t for which

[URL]http://latex.codecogs.com/gif.latex?%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29%20\neq%200[/URL]

and he finds that c1 = -c2

for

u(π,t) he says

[URL]http://latex.codecogs.com/gif.latex?u%28%CF%80,t%29%20=%20%28c_{1}e^{\pi%20\sqrt{\lambda}}%20-%20c_{1}e^{-\pi\sqrt{\lambda}}%29%28C_{1}e^{t\sqrt{\lambda}}%20+%20C_{2}e^{-t\sqrt{\lambda}}%29%20=%200%20=%3E%20%28c_{1}e^{\pi%20\sqrt{\lambda}}%20-%20c_{1}e^{-\pi\sqrt{\lambda}}%29%20=%200%20=%3E%20\lambda%20=%20-n^{2},%20n%20=%200,1,2,3...[/URL]

so we have

[URL]http://latex.codecogs.com/gif.latex?%28e^{\pi%20\sqrt{\lambda}}%20-%20e^{-\pi\sqrt{\lambda}}%29%20=%200%20=%3E%20e^{in\pi}%20-%20e^{-in\pi]}%20=%200%20=%3E%202sin%28n\pi%29%20=%200[/URL]

and from this he says the following which i can't understand

from u(x,0) = sin(2x) we get

λ = -4 and c2 = 1/2

how did we get this?

Thanks in advance
 
Last edited by a moderator:
  • #3
it took me 3 hours to understand your reply but it was definitely worth it since my teacher himself would never explain anything for me to understand these basic principles

I have some stuff that I don't really get 100% though, they will be in red, any further explanations would be appreciated

if I understand correctly

generally we don't want solutions that are 0, for example in the first two parts for λ>0 and λ=0 we get two constants to be 0, which definitely gives a solution which is 0 as a whole

note that I don't know why we don't want this, you said that it doesn't satisfy the initial conditions, if you could tell me which conditions you're referring to i would be really grateful (i)

now for λ = -b^2<0 after reading your reply I tried to solve it on my own and figured out that we haveX(x) = A*cos(bx) + B*sin(bx) where A,B are just constants

from the first boundaries, by taking X(0) = 0 we get that A is 0

but when we take X(π) = 0 we have B*sin(b*π) = 0 and if I understand correctly we don't want B to be 0 since it would give a total solution for u(x,t) = 0 (now again I am not sure why 0 is not desirable since it's a solution)

so we have to get sin(b*π) to be 0, which gives us b*π = n*π where n is an integer but not 0?? (ii)

hence b = n.

from this we get that λ = -n^2.

now taking the equation T'' + n^2*T = 0 i get that

T(t) = D*cos(nt) + E*sin(nt) where D and E are just constants again

so for λ = -n^2 we have

u(x,t) = B*sin(nx) [ D*cos(nt) + E*sin(nt) ] (1)

now if I understand correctly the next step is to figure out the constants but before this

I need to find out λ and n from the equation u(x,0) = sin(2x)

Ok that's easy

We get from (1) the following equation:

B*D*sin(nx) = sin(2x)

Now from here I guess that n should be 2, but what about B and D? We just say that they can be anything? doesn't this change the solution?
iii
supposing that B and D are just meaningless n will be 2 and λ = - 4

hence we got

u(x,t) = B*sin(tx) [ D*cos(2t) + E*sin(2t) ]

Now from this we take the equation

ut(Pi/4,0) = 0

and I have B* 1 * [ 2*E ] = 0

now, seeing the equation u(x,t) and what I have now, obviously we don't want to have B = 0 since it would give us a 0 as a result

hence E shall be 0.

so

u(x,t) = B*sin(2x) * D*cos(2t) = C sin(2x) * cos(2t) where C is a constantAgain, thank you very much for your explanation
 

1. What is a differential equation?

A differential equation is a mathematical equation that involves an unknown function and its derivatives. It relates the rate of change of the function to its current value, allowing us to model and predict various physical phenomena in the natural world.

2. What are the types of differential equations?

The main types of differential equations are: ordinary differential equations (ODEs), which involve only one independent variable; partial differential equations (PDEs), which involve multiple independent variables; and stochastic differential equations (SDEs), which involve random variables.

3. How are differential equations used in science?

Differential equations are used to model and analyze various natural phenomena in fields such as physics, engineering, biology, and economics. They allow us to make predictions and understand the behavior of complex systems.

4. What is the difference between an explicit and implicit differential equation?

An explicit differential equation is one where the dependent variable is explicitly expressed in terms of the independent variable and its derivatives. In an implicit differential equation, the dependent variable is not explicitly expressed, and it may require further manipulation to solve.

5. What are some common methods for solving differential equations?

The most common methods for solving differential equations include separation of variables, substitution, integration, power series, and numerical methods such as Euler's method and Runge-Kutta methods. The appropriate method to use depends on the type and complexity of the differential equation.

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