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ENGR3300.003 Advanced Engineering Mathematics Fall 2021 Massimo (Max) V. Fischetti [email protected] TA: Joy Roy, Joy.Roy @utdallas.edu
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Page 1: ENGR3300.003 Advanced Engineering Mathematics

ENGR3300.003

Advanced Engineering Mathematics

Fall 2021

Massimo (Max) V. Fischetti [email protected]: Joy Roy, [email protected]

Page 2: ENGR3300.003 Advanced Engineering Mathematics

Outline of the class:1. Vector calculus

• Vector algebra• Scalar and vector fields• Differential calculus: Gradient, divergence, curl• Integral calculus: Line integrals, surface integrals, volume integrals• Two important theorems: Divergence, Stokes

2. Fourier analysis: Series, transforms, generalization to ‘orthogonal functions’3. Partial differential equations (PDEs)

• Wave equation• Diffusion (heat) equation• Laplace and Poisson equations• Continuity equation

4. Complex analysis

We’ll revisit later… It’s better to deal with it when we shall really need it

Page 3: ENGR3300.003 Advanced Engineering Mathematics

Partial Differential Equations (Chapter 12)1. Basic ideas and examples2. The wave equation (Sec. 12.2)

• One spatial dimension: A violin string• Separation of variables, the solution as a Fourier series (Sec. 12.3)• Example: A violin string plucked in the middle

• One-dimensional waves in free space (an infinitely-long string)• Two spatial dimensions (Sec. 12.8)

• Vibration of a square membrane (Sec. 12.9)• Laplacian in polar coordinates (Sec. 12.10)• Vibrations of a circular membrane (a drum)

• Bessel equation and Bessel functions• The Fourier-Bessel series

• Three spatial dimensions (Sec. 12.11)• Laplacian in spherical and cylindrical coordinates

Page 4: ENGR3300.003 Advanced Engineering Mathematics

Examples of partial differential equations (PDEs)𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

1D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

1D diffusion equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

= 0 2D Laplace equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

= 𝜌𝜌 𝑥𝑥, 𝑦𝑦 2D Poisson equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

2D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

2D diffusion equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

= 0 3D Laplace equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

= 𝜌𝜌 𝑥𝑥, 𝑦𝑦, 𝑧𝑧 3D Poisson equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

3D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

3D diffusion equation

In compact notation:

∇2𝑢𝑢 = 0 3D Laplace equation

∇2𝑢𝑢 = 𝜌𝜌 𝑥𝑥,𝑦𝑦, 𝑧𝑧 3D Poisson equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2∇2𝑢𝑢 3D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅 ∇2𝑢𝑢 3D diffusion/heat equation

𝜕𝜕𝜌𝜌𝜕𝜕𝑡𝑡

= − ∇ � 𝑗𝑗 3D continuity equation

Page 5: ENGR3300.003 Advanced Engineering Mathematics

Partial differential equations

• Equation in an unknown u(r) with r in a domain D• u(r) must satisfy boundary conditions (Laplace, Poisson) and/or

initial (wave, continuity, diffusion) on a ‘surface’ in the domainFor example: For a circular membrane (that is, a drum), described by its vertical displacement u from equilibrium at position (r,φ) at time t, u(r,φ,t), one must specify

u(R,φ,t) = 0 (the membrane does not move on the rim of the drum at r=R)

u(r,φ,t=0) = f(r,φ) (initial position of the membrane)∂u(r,φ,t=0)/∂t = g(r,φ) (initial velocity of the membrane)

initial condition

boundary conditions

Page 6: ENGR3300.003 Advanced Engineering Mathematics

Partial differential equations

• For a homogeneous linear problemL[u(r)] = 0

if u1(r) and u1(r) are two solutions, that is: L[u1(r)] = 0

and L[u2(r)] = 0,

then:au1(r)+b u2(r)

is also a solution, the same situation we have for ordinary differential equations

Page 7: ENGR3300.003 Advanced Engineering Mathematics

The wave equation in one spatial dimension

1. Homogeneous string (constant mass-density ρ)

2. Ignore gravity (strong tension)3. No sliding (no motion along x)

αT1

T2 β

x x+Δx0 Lx

y

Since the string does not slide, the total force along x acting on the infinitesimal element must be zero:

𝑇𝑇1 cos𝛼𝛼 = 𝑇𝑇2 cos𝛽𝛽 = 𝑇𝑇 a constant, the ′tension′ (1)The vertical acceleration must be equal to the total force along y:

𝑇𝑇2 sin𝛽𝛽 − 𝑇𝑇1 sin𝛼𝛼 = 𝜌𝜌∆𝑥𝑥𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

(2)Divide Eq. (2) by Eq. (1):

𝑇𝑇2 sin𝛽𝛽𝑇𝑇2 cos𝛽𝛽

−𝑇𝑇1 sin𝛼𝛼𝑇𝑇1 cos𝛼𝛼

= tan𝛽𝛽 − tan𝛼𝛼 = 𝜌𝜌∆𝑥𝑥𝑇𝑇𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

(3)

But:

tan𝛽𝛽 =𝜕𝜕𝑢𝑢𝜕𝜕𝑥𝑥 𝑥𝑥+∆𝑥𝑥

and tan𝛼𝛼 =𝜕𝜕𝑢𝑢𝜕𝜕𝑥𝑥 𝑥𝑥

(4)

Inserting into Eq. (3):

1∆𝑥𝑥

𝜕𝜕𝑢𝑢𝜕𝜕𝑥𝑥 𝑥𝑥+∆𝑥𝑥

−𝜕𝜕𝑢𝑢𝜕𝜕𝑥𝑥 𝑥𝑥

=𝜌𝜌𝑇𝑇𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

(5)

or:

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

=𝜌𝜌𝑇𝑇𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

or 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

=𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

with ′sound velocity′ 𝑐𝑐 =𝑇𝑇𝜌𝜌

u(x+Δx)u(x)

Page 8: ENGR3300.003 Advanced Engineering Mathematics

General form of the solutions of the wave equation in one spatial dimension:Any function of the form f(x±ct) is a solution of the wave equation.Indeed:

𝜕𝜕𝑓𝑓𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)

=𝜕𝜕𝑓𝑓𝜕𝜕𝑥𝑥

𝜕𝜕𝑥𝑥𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)

=𝜕𝜕𝑓𝑓𝜕𝜕𝑥𝑥

(1)

But also:𝜕𝜕𝑓𝑓

𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)=𝜕𝜕𝑓𝑓𝜕𝜕𝑡𝑡

𝜕𝜕𝑡𝑡𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)

= ±1𝑐𝑐𝜕𝜕𝑓𝑓𝜕𝜕𝑥𝑥

(2)

So, the 2nd derivatives are:𝜕𝜕2𝑓𝑓

𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)2=

𝜕𝜕𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)

𝜕𝜕𝑓𝑓𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)

=𝜕𝜕2𝑓𝑓𝜕𝜕𝑥𝑥2

using (1)

𝜕𝜕2𝑓𝑓𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)2

=𝜕𝜕

𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)𝜕𝜕𝑓𝑓

𝜕𝜕(𝑥𝑥±𝑐𝑐𝑡𝑡)=

1𝑐𝑐2𝜕𝜕2𝑓𝑓𝜕𝜕𝑡𝑡2

using (2)

So:𝜕𝜕2𝑓𝑓𝜕𝜕𝑥𝑥2

=1𝑐𝑐2𝜕𝜕2𝑓𝑓𝜕𝜕𝑡𝑡2

Page 9: ENGR3300.003 Advanced Engineering Mathematics

General form of the solutions of the wave equation in one spatial dimension

f(x) f(x-ct)

x

f

t=0

Page 10: ENGR3300.003 Advanced Engineering Mathematics

Separation of variablesWhenever the coefficients of the PDE (e.g., c2 in our case) do not depend on both x and t, assume:

𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 𝐹𝐹 𝑥𝑥 𝐺𝐺(𝑡𝑡)

Now let us assume as boundary conditions for the violin string:

𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 𝐿𝐿, 𝑡𝑡 = 0 for any 𝑡𝑡

We will also need two initial conditions (“two”, since the PDE is 2nd-order):

𝑢𝑢 𝑥𝑥, 0 = 𝑓𝑓 𝑥𝑥 (initial position of the string)

𝜕𝜕𝑢𝑢(𝑥𝑥, 0)𝜕𝜕𝑡𝑡

= 𝑔𝑔 𝑥𝑥 (initial velocity of the string)

This is not the most general solution. However, we shall see that the general solution will be obtained by a linear combination (superposition) of solutions of this form.

Page 11: ENGR3300.003 Advanced Engineering Mathematics

Separation of variables-I

𝜕𝜕2𝑢𝑢(𝑥𝑥, 𝑡𝑡)𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢(𝑥𝑥, 𝑡𝑡)𝜕𝜕𝑥𝑥2

with b. c.′ s: 𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 𝐿𝐿, 𝑡𝑡 = 0

Set: 𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 𝐹𝐹 𝑥𝑥 𝐺𝐺 𝑡𝑡Insert into the PDE:

𝐹𝐹(𝑥𝑥)𝑑𝑑2𝐺𝐺 𝑡𝑡𝑑𝑑𝑡𝑡2

= 𝑐𝑐2𝐺𝐺(𝑡𝑡)𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

Divide by F(x)G(t):1

𝐺𝐺(𝑡𝑡)𝑑𝑑2𝐺𝐺 𝑡𝑡𝑑𝑑𝑡𝑡2

= 𝑐𝑐21

𝐹𝐹(𝑥𝑥)𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

This can be true only if both sides are equal to the same constant K:1

𝐺𝐺(𝑡𝑡)𝑑𝑑2𝐺𝐺 𝑡𝑡𝑑𝑑𝑡𝑡2

= 𝑐𝑐21

𝐹𝐹(𝑥𝑥)𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

= 𝐾𝐾

Page 12: ENGR3300.003 Advanced Engineering Mathematics

Separation of variables-II

𝜕𝜕2𝑢𝑢(𝑥𝑥, 𝑡𝑡)𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢(𝑥𝑥, 𝑡𝑡)𝜕𝜕𝑥𝑥2

with b. c.′ s: 𝑢𝑢 0, 𝑡𝑡 = 𝑢𝑢 𝐿𝐿, 𝑡𝑡 = 0

Therefore:1

𝐺𝐺(𝑡𝑡)𝑑𝑑2𝐺𝐺 𝑡𝑡𝑑𝑑𝑡𝑡2

= 𝐾𝐾 and1

𝐹𝐹(𝑥𝑥)𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

=𝐾𝐾𝑐𝑐2

or:𝑑𝑑2𝐺𝐺 𝑡𝑡𝑑𝑑𝑡𝑡2

− 𝐾𝐾𝐺𝐺 𝑡𝑡 = 0

and 𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

−𝐾𝐾𝑐𝑐2𝐹𝐹 𝑥𝑥 = 0 with 𝐹𝐹 0 = 𝐹𝐹 𝐿𝐿 = 0

Page 13: ENGR3300.003 Advanced Engineering Mathematics

Separation of variables-IIIConsider:

𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

−𝐾𝐾𝑐𝑐2𝐹𝐹 𝑥𝑥 = 0 with 𝐹𝐹 0 = 𝐹𝐹 𝐿𝐿 = 0 .

The boundary conditions can be satisfied only if K<0. Define k2=−K/c2. Then:

𝑑𝑑2𝐹𝐹(𝑥𝑥)𝑑𝑑𝑥𝑥2

+ 𝑘𝑘2𝐹𝐹 𝑥𝑥 = 0 with 𝐹𝐹 0 = 𝐹𝐹 𝐿𝐿 = 0

implies𝐹𝐹 𝑥𝑥 = 𝐴𝐴 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

so that:

𝑘𝑘2 =𝑛𝑛𝜋𝜋𝐿𝐿

2→ 𝐾𝐾 = −c2

𝑛𝑛𝜋𝜋𝐿𝐿

2

Page 14: ENGR3300.003 Advanced Engineering Mathematics

Separation of variables-IVBack to the other equation:

𝑑𝑑2𝐺𝐺 𝑡𝑡𝑑𝑑𝑡𝑡2

+ c2𝑛𝑛𝜋𝜋𝐿𝐿

2𝐺𝐺 𝑡𝑡 = 0

Define 𝜔𝜔𝑛𝑛 = 𝑐𝑐 𝑛𝑛𝜋𝜋𝐿𝐿

.

Then:

𝐺𝐺 𝑡𝑡 = �𝑛𝑛

𝐴𝐴𝑛𝑛𝑒𝑒+𝑖𝑖𝜔𝜔𝑛𝑛𝑡𝑡 + 𝐵𝐵𝑛𝑛𝑒𝑒−𝑖𝑖𝜔𝜔𝑛𝑛𝑡𝑡 = �𝑛𝑛

𝐶𝐶𝑛𝑛cos(𝜔𝜔𝑛𝑛𝑡𝑡) + 𝐷𝐷𝑛𝑛sin(𝜔𝜔𝑛𝑛𝑡𝑡)

Finally, the general solution is:

𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 𝐹𝐹 𝑥𝑥 𝐺𝐺 𝑡𝑡 = �𝑛𝑛

𝐴𝐴𝑛𝑛𝑒𝑒+𝑖𝑖𝜔𝜔𝑛𝑛𝑡𝑡 + 𝐵𝐵𝑛𝑛𝑒𝑒−𝑖𝑖𝜔𝜔𝑛𝑛𝑡𝑡 sin𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

These two forms are equivalent, since the (in principle complex) coefficients An, Bn, Cn, and Dn, are yet to be determined

Page 15: ENGR3300.003 Advanced Engineering Mathematics

Examples of partial differential equations (PDEs)𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

1D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

1D diffusion equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

= 0 2D Laplace equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

= 𝜌𝜌 𝑥𝑥, 𝑦𝑦 2D Poisson equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

2D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

2D diffusion equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

= 0 3D Laplace equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

= 𝜌𝜌 𝑥𝑥, 𝑦𝑦, 𝑧𝑧 3D Poisson equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

3D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑦𝑦2

+𝜕𝜕2𝑢𝑢𝜕𝜕𝑧𝑧2

3D diffusion equation

In compact notation:

∇2𝑢𝑢 = 0 3D Laplace equation

∇2𝑢𝑢 = 𝜌𝜌 𝑥𝑥,𝑦𝑦, 𝑧𝑧 3D Poisson equation

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2∇2𝑢𝑢 3D wave equation

𝜕𝜕𝑢𝑢𝜕𝜕𝑡𝑡

= 𝜅𝜅 ∇2𝑢𝑢 3D diffusion/heat equation

𝜕𝜕𝜌𝜌𝜕𝜕𝑡𝑡

= − ∇ � 𝑗𝑗 3D continuity equation

We were solving this equation

Page 16: ENGR3300.003 Advanced Engineering Mathematics

Partial differential equations

• Equation in an unknown u(r) with r in a domain D• u(r) must satisfy boundary conditions (Laplace, Poisson) and/or

initial (wave, continuity, diffusion) on a ‘surface’ in the domainFor example: For a circular membrane (that is, a drum), described by its vertical displacement u from equilibrium at position (r,φ) at time t, u(r,φ,t), one must specify:

u(R,φ,t) = 0 (the membrane does not move on the rim of the drum at r=R)

u(r,φ,t=0) = f(r,φ) (initial position of the membrane)∂u(r,φ,t=0)/∂t = g(r,φ) (initial velocity of the membrane)

initial conditions

boundary conditions

Page 17: ENGR3300.003 Advanced Engineering Mathematics

Now we must satisfy the initial conditions:

Example A: initial position given, zero initial velocity:𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 0 = 𝑓𝑓 𝑥𝑥 (initial position)𝜕𝜕𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 0

𝜕𝜕𝑡𝑡= 0 (initial velocity)

𝑢𝑢 𝑥𝑥, 𝑡𝑡 = �𝑛𝑛

𝐴𝐴𝑛𝑛cos(𝜔𝜔𝑛𝑛𝑡𝑡) + 𝐵𝐵𝑛𝑛sin(𝜔𝜔𝑛𝑛𝑡𝑡) sin𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

At t=0

𝑢𝑢 𝑥𝑥, 0 = 𝑓𝑓 𝑥𝑥 = ∑𝑛𝑛 𝐴𝐴𝑛𝑛 sin 𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

so:

𝐴𝐴𝑛𝑛=2𝐿𝐿�0

𝐿𝐿d𝑥𝑥 𝑓𝑓 𝑥𝑥 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 =

1𝐿𝐿�−𝐿𝐿

𝐿𝐿d𝑥𝑥 𝑓𝑓 𝑥𝑥 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

Complex exponentials written as trig functionsOf course, the coefficients An and Bn are different from those in a previous slide, but they are unknowns, so we may use the same symbols

All Bn are zero because of the initial condition on the velocity:At t=0, ∂u(x,0)/∂t = Σn Bn ωn sin (nπx/L) = 0

assuming a period 2Lwith and odd extension of f(x) for x<0

Page 18: ENGR3300.003 Advanced Engineering Mathematics

Example B: initial velocity given, zero initial displacement:𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 0 = 0 (initial position)

𝜕𝜕𝑢𝑢(𝑥𝑥, 𝑡𝑡 = 0)𝜕𝜕𝑡𝑡

= 𝑔𝑔 𝑥𝑥 initial velocitySince

𝜕𝜕𝑢𝑢(𝑥𝑥, 𝑡𝑡)𝜕𝜕𝑡𝑡

= �𝑛𝑛

−𝐴𝐴𝑛𝑛𝜔𝜔𝑛𝑛sin(𝜔𝜔𝑛𝑛𝑡𝑡) + 𝐵𝐵𝑛𝑛𝜔𝜔𝑛𝑛cos(𝜔𝜔𝑛𝑛𝑡𝑡) sin𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

then, at t=0:𝜕𝜕𝑢𝑢(𝑥𝑥, 0)𝜕𝜕𝑡𝑡

= �𝑛𝑛

𝐵𝐵𝑛𝑛𝜔𝜔𝑛𝑛 sin𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 = 𝑔𝑔(𝑥𝑥)

which implies:

𝐵𝐵𝑛𝑛 =2𝜔𝜔𝑛𝑛𝐿𝐿

�0

𝐿𝐿d𝑥𝑥 𝑔𝑔 𝑥𝑥 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

All An are zero because of the initial condition on the position:At t=0, u(x,0) = Σn An sin (nπx/L) = 0

Page 19: ENGR3300.003 Advanced Engineering Mathematics

Has the solution the form of a wave, f(x±ct)?Consider case A (given initial position):

𝑢𝑢 𝑥𝑥, 𝑡𝑡 = �𝑛𝑛

𝐴𝐴𝑛𝑛 cos(𝜔𝜔𝑛𝑛𝑡𝑡) sin𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

Use the trigonometric identity

cos𝛼𝛼 sin𝛽𝛽 =12

sin 𝛼𝛼 + 𝛽𝛽 + sin(𝛼𝛼 − 𝛽𝛽)so:

𝑢𝑢 𝑥𝑥, 𝑡𝑡 =12�𝑛𝑛

𝐴𝐴𝑛𝑛 sin 𝜔𝜔𝑛𝑛𝑡𝑡 +𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 + sin 𝜔𝜔𝑛𝑛𝑡𝑡 −

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

Recall that 𝜔𝜔𝑛𝑛 = 𝑐𝑐𝑛𝑛𝜋𝜋𝐿𝐿

. Thus:

𝑢𝑢 𝑥𝑥, 𝑡𝑡 =12�𝑛𝑛

𝐴𝐴𝑛𝑛 sin𝑛𝑛𝜋𝜋𝐿𝐿

(𝑥𝑥 + 𝑐𝑐𝑡𝑡) − sin𝑛𝑛𝜋𝜋𝐿𝐿

(𝑥𝑥 − 𝑐𝑐𝑡𝑡)

which is indeed of the general form 𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 𝑓𝑓 𝑥𝑥 ± 𝑐𝑐𝑡𝑡 .Case B is similar. Good exercise to work it out.

Page 20: ENGR3300.003 Advanced Engineering Mathematics

A summary of what we have done:Given the equation:

𝜕𝜕2𝑢𝑢𝜕𝜕𝑡𝑡2

= 𝑐𝑐2𝜕𝜕2𝑢𝑢𝜕𝜕𝑥𝑥2

with boundary and initial conditions:1. Separate variables: u(x,t) = F(x) G(t)2. Expand F(x) into eigenfunctions sn(x) (sines in our case) that satisfy the boundary

conditions3. Determine Gn(t), obtaining a general solution that satisfies the boundary conditions:

u(x,t) = Σn [An cos (ωnt) + Bn sin (ωnt)] sn(x) 4. Fix the coefficients An and Bn so that the initial conditions are satisfied

Page 21: ENGR3300.003 Advanced Engineering Mathematics

Example: A violin string plucked in the middle-I

𝑢𝑢 𝑥𝑥, 𝑡𝑡 = �𝑛𝑛

𝐴𝐴𝑛𝑛 cos(𝜔𝜔𝑛𝑛𝑡𝑡) + 𝐵𝐵𝑛𝑛 sin(𝜔𝜔𝑛𝑛𝑡𝑡) sin 𝑘𝑘𝑛𝑛𝑥𝑥

𝑘𝑘𝑛𝑛 =𝜋𝜋𝐿𝐿𝑛𝑛

𝜔𝜔𝑛𝑛 = 𝑐𝑐𝑘𝑘𝑛𝑛 = 𝑐𝑐𝜋𝜋𝐿𝐿𝑛𝑛

LL/2

dx

u

0

𝑢𝑢 𝑥𝑥, 0 =2𝑑𝑑𝐿𝐿𝑥𝑥 0 ≤ 𝑥𝑥 ≤

𝐿𝐿2

= 2𝑑𝑑 −2𝑑𝑑𝐿𝐿𝑥𝑥

𝐿𝐿2≤ 𝑥𝑥 ≤ 𝐿𝐿

Page 22: ENGR3300.003 Advanced Engineering Mathematics

Example: A violin string plucked in the middle-IIAt t=0:

𝑢𝑢 𝑥𝑥, 𝑡𝑡 = 0 = �𝑛𝑛

𝐴𝐴𝑛𝑛 sin 𝑘𝑘𝑛𝑛𝑥𝑥

So:

𝐴𝐴𝑛𝑛=2𝐿𝐿�0

𝐿𝐿d𝑥𝑥 𝑢𝑢 𝑥𝑥, 0 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥

and𝐵𝐵𝑛𝑛= 0 because the initial velocity is zero, as we saw before

Page 23: ENGR3300.003 Advanced Engineering Mathematics

Example: A violin string plucked in the middle-III

𝐴𝐴𝑛𝑛=2𝐿𝐿�0

𝐿𝐿d𝑥𝑥 𝑢𝑢 𝑥𝑥, 0 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 with

Set:

𝑦𝑦 =𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥; 𝑥𝑥 =

𝐿𝐿𝑛𝑛𝜋𝜋

𝑦𝑦; d𝑥𝑥 =𝐿𝐿𝑛𝑛𝜋𝜋

d𝑦𝑦Then:

𝐴𝐴𝑛𝑛=2𝐿𝐿�0

𝐿𝐿d𝑥𝑥 𝑢𝑢 𝑥𝑥, 0 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 =

2𝐿𝐿�0

𝐿𝐿/2d𝑥𝑥

2𝑑𝑑𝐿𝐿

𝑥𝑥 sin𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 +

2𝐿𝐿�𝐿𝐿/2

𝐿𝐿d𝑥𝑥 2𝑑𝑑 −

2𝑑𝑑𝐿𝐿𝑥𝑥 sin

𝑛𝑛𝜋𝜋𝐿𝐿𝑥𝑥 =

=2𝐿𝐿2𝑑𝑑𝐿𝐿�0

𝑛𝑛𝜋𝜋/2d𝑦𝑦

𝐿𝐿𝑛𝑛𝜋𝜋

𝐿𝐿𝑛𝑛𝜋𝜋

𝑦𝑦 sin𝑦𝑦 +2𝐿𝐿�𝑛𝑛𝜋𝜋/2

𝑛𝑛𝜋𝜋d𝑦𝑦

𝐿𝐿𝑛𝑛𝜋𝜋

2𝑑𝑑 −2𝑑𝑑𝑛𝑛𝜋𝜋

𝑦𝑦 sin𝑦𝑦 =

=4𝑑𝑑𝑛𝑛2𝜋𝜋2

�0

𝑛𝑛𝜋𝜋/2d𝑦𝑦 𝑦𝑦 sin𝑦𝑦 +

4𝑑𝑑𝑛𝑛𝜋𝜋

�𝑛𝑛𝜋𝜋/2

𝑛𝑛𝜋𝜋d𝑦𝑦 1 −

1𝑛𝑛𝜋𝜋

𝑦𝑦 sin𝑦𝑦 =

=4𝑑𝑑𝑛𝑛2𝜋𝜋2

�0

𝑛𝑛𝜋𝜋/2d𝑦𝑦 𝑦𝑦 sin𝑦𝑦 +

4𝑑𝑑𝑛𝑛𝜋𝜋

�𝑛𝑛𝜋𝜋/2

𝑛𝑛𝜋𝜋d𝑦𝑦 sin𝑦𝑦 −

4𝑑𝑑𝑛𝑛2𝜋𝜋2

�𝑛𝑛𝜋𝜋/2

𝑛𝑛𝜋𝜋d𝑦𝑦 𝑦𝑦 sin𝑦𝑦

𝑢𝑢 𝑥𝑥, 0 =2𝑑𝑑𝐿𝐿𝑥𝑥 0 ≤ 𝑥𝑥 ≤

𝐿𝐿2

= 2𝑑𝑑 −2𝑑𝑑𝐿𝐿𝑥𝑥

𝐿𝐿2≤ 𝑥𝑥 ≤ 𝐿𝐿

Page 24: ENGR3300.003 Advanced Engineering Mathematics

Example: A violin string plucked in the middle-IVNow, integrating by parts:

�𝑑𝑑𝑦𝑦 𝑦𝑦 sin𝑦𝑦 = −𝑦𝑦 cos 𝑦𝑦 + �𝑑𝑑𝑦𝑦 cos 𝑦𝑦 = −𝑦𝑦 cos 𝑦𝑦 + sin𝑦𝑦

So:

𝐴𝐴𝑛𝑛 =4𝑑𝑑𝑛𝑛2𝜋𝜋2

�0

𝑛𝑛𝜋𝜋/2d𝑦𝑦 𝑦𝑦 sin𝑦𝑦 +

4𝑑𝑑𝑛𝑛𝜋𝜋

�𝑛𝑛𝜋𝜋/2

𝑛𝑛𝜋𝜋d𝑦𝑦 sin𝑦𝑦 −

4𝑑𝑑𝑛𝑛2𝜋𝜋2

�𝑛𝑛𝜋𝜋/2

𝑛𝑛𝜋𝜋d𝑦𝑦 𝑦𝑦 sin𝑦𝑦 =

=4𝑑𝑑𝑛𝑛2𝜋𝜋2

−𝑦𝑦 cos 𝑦𝑦 + sin𝑦𝑦 0𝑛𝑛𝜋𝜋/2 −

4𝑑𝑑𝑛𝑛2𝜋𝜋2

−𝑦𝑦 cos 𝑦𝑦 + sin𝑦𝑦 𝑛𝑛𝜋𝜋/2𝑛𝑛𝜋𝜋 −

4𝑑𝑑𝑛𝑛𝜋𝜋

cos 𝑦𝑦 𝑛𝑛𝜋𝜋/2𝑛𝑛𝜋𝜋 =

=4𝑑𝑑𝑛𝑛2𝜋𝜋2

−𝑛𝑛𝜋𝜋2

cos𝑛𝑛𝜋𝜋2

+ sin𝑛𝑛𝜋𝜋2

−4𝑑𝑑𝑛𝑛2𝜋𝜋2

−𝑛𝑛𝜋𝜋 cos 𝑛𝑛𝜋𝜋 + sin 𝑛𝑛𝜋𝜋 +𝑛𝑛𝜋𝜋2

cos𝑛𝑛𝜋𝜋2

− sin𝑛𝑛𝜋𝜋2

−4𝑑𝑑𝑛𝑛𝜋𝜋

cos 𝑛𝑛𝜋𝜋 − cos𝑛𝑛𝜋𝜋2

Page 25: ENGR3300.003 Advanced Engineering Mathematics

Example: A violin string plucked in the middle-VI

The sound velocity (i.e., the propagation speed of waves on the string):

𝑐𝑐 =𝑇𝑇𝜌𝜌

The fundamental frequency of the string:

𝜈𝜈1 =𝜔𝜔12𝜋𝜋

=1

2𝜋𝜋𝑐𝑐𝑘𝑘1 =

12𝜋𝜋

𝑇𝑇𝜌𝜌𝜋𝜋𝐿𝐿

To tune:1. Adjust the tension T (guitar, violin, and all other string instruments)2. Adjust the mass (thickness of the string; higher mass, lower note)3. Adjust the length (organ pies: longer pipes, lower notes)


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