96

Spotlight on Properties of the Wave Equation

Reference: Section 10.1
The wave equation in one space dimension
utt = c2 u xx

(1)

(discussed in Section 10.1) has many interesting properties. Lets begin with the following one:
THEOREM 1

Constancy Theorem
Let  be a region in the xt-plane and let u in the class C 2 () be any solution of
PDE (1) on . Then
(a): ut cu x is constant on any line segment in  of the form x ct = constant.

(b): ut + cu x is constant on any line segment in  of the form x + ct = constant

Proof. We prove only assertion (a); the proof of (b) is very similar. First
write PDE (1) as v t + cv x = 0, where v(x, t) = u t (x, t) cu x (x, t). The function
vt + cv x is proportional to the directional derivative of v in the xt-plane in the
direction defined by the vector with x-coordinate c and t-coordinate one. Thus
the line x ct = constant in  is parallel to this direction and the function v
ut cu x has a vanishing directional derivative in the direction of the line. The
desired result follows.

The two families of lines x ct = constant and x + ct = constant have special significance for the wave equation. Each such line is a characteristic for the wave equation (1).

v Characteristic Triangle. Let a < b be any two points in and denote by

1(a, b) the interior of the triangle in the upper xt-plane whose base is the interval
(a, b) and whose sides are segments of the characteristic lines x ct = a, x +
ct = b. The set 1(a, b) is a characteristic triangle of the wave equation (see
Figure 1).
We now exploit the special property of characteristics for deriving solutions of the
wave equation. Let H be the half-space < x < , t > 0. Suppose that f (x)
in C2 ( ) and g(x) in C1 ( ) are given functions defined on < x < . A twice
continuously differentiable function u(x, t) defined in H with u and u t continuous to
the boundary of H is a solution of the initial value (or Cauchy) problem

utt = c2 u xx ,
u(x, 0)= f (x),
ut (x, 0)= g(x),



x in H
x in
x in

(2)

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FIGURE 1 Characteristic triangle 1(a, b) for the wave equation (1)

if u satisfies the wave equation in H and the initial conditions at t = 0. First we show
that problem (2) has a unique solution u.
THEOREM 2

Uniqueness for Problem (2)

Let u and v be two solutions of the initial value problem (2). Then u = v in the
half-space H.
Proof. Let w = u v. Then w solves problem (2), with initial data f (x) = 0,
g(x) = 0. Thus, wt and w x are both zero for every point on the x-axis. Let P
be a given point in the half-space H; we show that w t ( P) = 0 and w x ( P) = 0.
Indeed, let 1(a, b) be the characteristic triangle formed by following the two
characteristic lines through P back to where they cross the x-axis, say at a and
b, with a < b. Now the Constancy Theorem implies that
wt ( P) cw x ( P) = wt (a, 0) cw x (a, 0) = 0

wt ( P) + cw x ( P) = wt (b, 0) + cw x (b, 0) = 0

Therefore, wt ( P) = w x ( P) = 0. But P in H was arbitrary; thus w t = 0, w x = 0

in H. It follows that w = constant on H.18 Since w vanishes on the x-axis, the
constant must be zero, and hence w is zero on H. This implies that u = v on H,
and we are done.

Actually, the proof above shows that if two solutions u and v of the wave equation (1)
have initial data that coincide only on an interval (a, b) of the x-axis, then u = v on
the characteristic triangle 1(a, b).

18
This is a natural extension of the Antiderivative Theorem of Section 1.1: let R be a region in
C1 ( R) be such that f/xi = 0 in F, for each index i = 1, 2, , n. Then f is a constant in R.

and let f in

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Now we turn to the question of the existence of a solution for problem (2).
THEOREM 3

DAlemberts Solution of the Initial Value Problem (2)

Let f (x) be in the class C2 ( ), and g(x) in the class C1 ( ). Then the function
Z x+ct
1
f (x + ct) + f (x ct)
+
g(s)ds, (x, t) in H
(3)
u(x, t) =
2
2c xct
is a unique solution of the problem (2).

Proof. A direct calculation19 shows that u(x, t) in formula (3) is indeed a solution of problem (2). By the Uniqueness Theorem, formula (3) gives the only
solution and we are done.

Actually, we can derive formula (3) from the Constancy Theorem by carrying the
initial data forward along characteristics. Here is how this is done. Let (x, t) be a
given point in H, and denote by X1 and X2 , X1 < X2 , the intersections of the x-axis
and the two characteristic lines through (x, t). Then, X1 = x ct, X2 = x + ct. From
the Constancy Theorem we conclude that
ut (x, t) + cu x (x, t) = ut ( X2 , 0) + cu x ( X2 , 0)
ut (x, t) cu x (x, t) = ut ( X1 , 0) cu x ( X1 , 0)

(4)

ut (x, t) + cu x (x, t)= g(x + ct) + c f 0 (x + ct)

ut (x, t) cu x (x, t)= g(x ct) c f 0 (x ct)

(5)

2ut (x, t)= [g(x + ct) + g(x ct)] + c[ f 0 (x + ct) f 0 (x ct)]

1
2u x (x, t)= [g(x + ct) g(x ct)] + [ f 0 (x + ct) + f 0 (x ct)]
c

(6)

But since ut ( X2 , 0) = g( X2 ), ut ( X1 , 0) = g( X1 ), u x ( X2 , 0) = f 0 ( X2 ), u x ( X1 , 0) =
f 0 ( X1 ), we see that the identities (4) become

Solving identities (5) for u t and u x we get

Now observe that if we put

U(x, t) = u(x, t)

f (x + ct) + f (x ct)
1

2
2c

x+ct

g(s) ds
xct

we can use (6) to show that Ut = 0, Ux = 0 in H. Thus U is a constant in H, and since

U vanishes on the x-axis, it must vanish for all (x, t) in H. Hence (3) results.

19 The Leibniz Rule for differentiating integrals with respect to parameters states that under appropriate smoothness conditions on (t), (t), and g(s, t), we have that
Z
Z (t)
d (t)
g(s, t) ds = g((t), t) 0 g((t), t) 0 +
gt (s, t) ds
dt (t)
(t)

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Since the wave equation has no other solutions than those given by the form (3)
for suitable arbitrary functions f () and g(), formula (3) is the general solution
of the wave equation. The wave equation is one of the very few second order partial
differential equations for which a general solution can be found.

Properties of Solutions of the Wave Equation

Having the explicit solution of problem (2). we can now examine not only its mathematical properties, but also its significance to the problem of the vibrating string.
Superposition of Traveling Waves: First write the function u(x, t) in formula (3) as
u(x, t) = P(x + ct) + Q(x ct)
where
1
1
P(s) = f (s) +
2
2c

g(s ) ds ,
0

1
1
Q(s) = f (s)
2
2c

(7)
Z

g(s0 ) ds0

(8)

So (7) implies that to find the profile of our string at the given time T (i.e., u(x, T )) we
need only take the graph of P on the x-axis, translate it to the left by cT units, and then
add it to the translation of Q on the x-axis to the right by cT units. Thinking of the
graphs of P and Q on the x-axis as wave forms, we see that P(x + ct) is the wave form
P moving uniformly in time to the left with velocity c. Similarly, Q(x ct) is just the
wave form Q moving uniformly in time to the right with velocity c. Thus the solution
of any initial value problem (2) is the sum of two traveling waves, one moving to the
right, the other to the left (as is evident from (7)).
Huygenss Principle: Say that the string is undeflected and at rest initially except on
the bounded interval J of the x-axis, where the string is deflected and given some initial
velocity (i.e., f and g in problem (2) vanish identically everywhere but on J). How
much time must pass for a point x0 not in J to see the disturbance on the set J?
From formula (3) it is clear that u(x, t) will vanish in any characteristic triangle 1(x 0
ct, x0 + ct) whose base does not meet J. If J = [a, b] and a is the nearest endpoint of J
to x0 , the earliest time that x0 can feel the disturbance on J is t = |a x0 |/c. This
observation agrees with the Superposition of Traveling Waves in that the wave forms P
and Q both travel with speed c. Thus x0 perceives a sharp beginning for the waves
generated by the disturbance on J. But observe from formula (3) that if the initial
velocity, g, is nontrivial on J, then x0 will not in general perceive a sharp end to
the waves generated by the disturbance on J, even when J is chosen arbitrarily small
in length. Physicists express this peculiar property of the problem (2) by saying that
The Cauchy problem (2) does not satisfy Huygenss Principle, since that principle
requires both a sharp beginning and a sharp end to any disturbance passing through an
observers location at x0 .
Cauchy Problem (2) Is Well-Posed: The concept of a well-posed problem for a partial differential equation is the same as that for an ordinary differential equation. Thus
the Cauchy problem (2) is well-posed if it has a unique solution for appropriately

100
smooth data, and the solution changes continuously with respect to changes in the
initial data f and g. This last condition needs some interpretation. Let u(x, t) be the
solution of problem (2) for data f (x) and g(x). Choose a fixed T > 0, and define the
strip S : < x < , 0 t T. Now suppose that the data are bounded and suppose
that M f and Mg are the smallest constants such that | f (x)| M f and |g(x)| Mg for
all x in . Then, according to formula (3), we have that

|u(x, t)| M f + T Mg ,

all (x, t) in S

(9)

Now suppose that f , g is another data pair which is bounded, and that u (x, t) is the
corresponding solution of problem (2). Then u u is the solution of the problem (2)
with the data pair f f and g g , as is easy to verify. Thus, the estimate (9) applies
and we have that
|u(x, t) u (x, t)| M f f + T Mgg

for all (x, t) in S

(10)

Hence, it follows from estimate (10) that the difference |u(x, t) u (x, t)| may be
made uniformly small over S if the differences | f (x) f (x)| and |g(x) g (x)| are
made sufficiently small over . Thus the Cauchy problem (2) is well-posed in the
sense outlined above.

Propagation of Singularities: What can we say about the solvability of the Cauchy
problem (2) when the data are only piecewise smooth on ? The DAlembert formula (3) still makes sense for such data. Notice that from (7) if the data are such
that P(s) in (8) has a discontinuity at some s0 , this discontinuity propagates in the
half-space H along the characteristic line x + ct = s0 . A similar statement holds for
Q(s) and the characteristic line x ct = s0 . Thus in particular we observe that if either
g(s) + c f 0 (s) or g(s) c f 0 (s) is discontinuous at s0 , then ut and u x cannot be continuous along the characteristic lines x ct = s0 . This situation is summarized by saying
the wave equation propagates singularities in the initial data into the interior of H
along characteristic lines. Observe that the function u defined by (3) cannot satisfy
the wave equation at interior singularities since the second derivatives u tt and u xx may
not even exist at such points.

Looking Back
We looked at the Cauchy problem (2) for the wave equation in some detail. The
key tool was a simple observation (the Constancy Theorem) that enabled us to find
the general solution of the wave equation. Cauchy problem (2) is a model for the
motion of infinitely long flexible strings under tension. One does not often encounter
infinitely long (or even very long) strings, and so this raises the question of what effect
do physical boundaries have on solutions of the wave equation. Section 10.1 answers
this question with the Method of Separation of Variables.

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PROBLEMS
Find the DAlembert solution of problem (2) with c = 1 for each of the following sets of initial data
f , g. Sketch the profiles
( of the string at t = 0, t = 1, and t = 10.
cos x, |x| < /2
1. f (x) =
g(x) = 0, all x
0,
otherwise
(
1 |x|, |x| < 1
g(x) = 0. all x
2. f (x) =
0,
otherwise
(
1, |x| 1
3. f (x) = 0, all x
g(x) =
0, otherwise
4. Find some particular solutions of u xx + u yy = 0 other than linear polynomials in x or y. [Hint:
write the equation as u xx i2 u yy = 0, and recall that real and imaginary parts of complexvalued solutions must be real-valued solutions of u xx + u yy = 0.]

5. Constancy Theorem

(a) Prove part (b) of the Constancy Theorem

(b) Complete the proof of part (a) of the Constancy Theorem. [Hint: parameterize the characteristic line segment x ct = k as x = k + cs, t = s, for s1 s s2 and then use the chain
rule.]

6. Show that the following initial value problem is not well-posed:

utt + uxx = 0,

x in ,

u(x, 0) = f (x),

x in

ut (x, 0) = g(x),

x in

t>0

[Hint: observe that u = 0 is a solution if f = g = 0, and observe that um = m2 (sin mx)(sinh mt)
is a solution of the initial value problem with data f m = 0 and gm (x) = m1 sin mx for each
positive integer m, but that um does not tend to zero in the closed half-plane x in , t 0 as
m even though f m and gm 0 as m .]