Section 15.3

The Method of Characteristics

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Problem 5824

Prove that the general integral of the equation

∂2u∂x=1a2∂2u∂t2 \frac{\partial ^{2} u}{\partial x} = \frac{1}{a^{2}} \frac{\partial ^{2} u}{\partial t^{2}}

has the form u=φ(x−at)+ψ(x+at)u = \varphi (x-at)+\psi (x+at), where φ\varphi and ψ\psi are arbitrary functions.

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Problem 5825

Show that the general solution of the equation

∂∂x((1−xh)2∂u∂x)=1a2(1−xh)2∂2u∂t2 \frac{\partial }{\partial x} \left(\left(1-\frac{x}{h}\right)^{2} \frac{\partial u}{\partial x}\right) = \frac{1}{a^{2}} \left(1-\frac{x}{h}\right)^{2} \frac{\partial ^{2} u}{\partial t^{2}}

can be given the form

u=φ(x−at)+ψ(x+at)x−h. u = \frac{\varphi (x-at)+\psi (x+at)}{x-h}.
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Problem 5826

Prove that the solution of the equation

∂2u∂x2=1a2∂2u∂t2, \frac{\partial ^{2} u}{\partial x^{2}} = \frac{1}{a^{2}} \frac{\partial ^{2} u}{\partial t^{2}},

satisfying the conditions

u∣t=0=f(x),∂u∂t∣t=0=F(x), u\Big|_{t=0} = f(x), \quad \frac{\partial u}{\partial t}\Big|_{t=0} = F(x),

is given by the expression

u=f(x−at)+f(x+at)2+12a∫x−atx+atF(z) dz. u = \frac{f(x-at)+f(x+at)}{2} + \frac{1}{2a}\int _{x-at}^{x+at} F(z) \, dz.
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Remark.
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Hint. One should use the result of problem 5824.

Problem 5827

A segment of a homogeneous string, fastened at the ends x=0x = 0 and x=lx = l, has at the initial moment of time the shape of a parabola, symmetric with respect to the perpendicular drawn through the midpoint of the segment (0,l)(0, l). Determine the shape of the string at the moments of time t=l2at = \dfrac {l}{2a} and t=lat = \dfrac {l}{a}, assuming that the initial velocities are zero.

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Problem 5828

Prove that the equation given in problem 5825 (problem 5825: ∂∂x((1−xh)2∂u∂x)=1a2(1−xh)2∂2u∂t2\dfrac {\partial }{\partial x}\left(\left(1-\frac{x}{h}\right)^{2}\frac{\partial u}{\partial x}\right) = \frac{1}{a^{2}}\left(1-\frac{x}{h}\right)^{2}\frac{\partial^{2} u}{\partial t^{2}}, with general solution u=φ(x−at)+ψ(x+at)x−hu = \dfrac {\varphi (x-at)+\psi (x+at)}{x-h}), under the conditions

u∣t=0=f(x),∂u∂t∣t=0=F(x) u\Big|_{t=0} = f(x), \quad \frac{\partial u}{\partial t}\Big|_{t=0} = F(x)

has a solution of the form

u=(h−x+at)f(x−at)+(h−x−at)f(x+at)2(h−x)+12a∫x−atx+ath−zh−xF(z) dz. u = \frac{(h-x+at)f(x-at)+(h-x-at)f(x+at)}{2(h-x)} + \frac{1}{2a}\int _{x-at}^{x+at} \frac{h-z}{h-x}F(z) \, dz.
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Problem 5829

Find the integral of the equation

(p−x)∂2u∂x2−12∂u∂x−∂2u∂y2=0,0<x<p (p-x)\frac{\partial ^{2} u}{\partial x^{2}} - \frac{1}{2}\frac{\partial u}{\partial x} - \frac{\partial ^{2} u}{\partial y^{2}} = 0, \quad 0 < x < p

under the conditions:

u∣y=0=f(x);∂u∂y∣y=0=F(x). u\Big|_{y=0} = f(x); \quad \frac{\partial u}{\partial y}\Big|_{y=0} = F(x).
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Problem 5830

Integrate the equation

(p2−x2)∂2u∂x2−x∂u∂x−∂2u∂y2=0,0<x<p (p^{2}-x^{2})\frac{\partial ^{2} u}{\partial x^{2}} - x\frac{\partial u}{\partial x} - \frac{\partial ^{2} u}{\partial y^{2}} = 0, \quad 0 < x < p

under the conditions:

u∣y=0=f(x);∂u∂y∣y=0=F(x). u\Big|_{y=0} = f(x); \quad \frac{\partial u}{\partial y}\Big|_{y=0} = F(x).
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Problem 5831

Prove that the general solution of the equation

x2∂2u∂x2+2xy∂2u∂x∂y+y2∂2u∂y2=0 x^{2}\frac{\partial ^{2} u}{\partial x^{2}}+2xy\frac{\partial ^{2} u}{\partial x \partial y}+y^{2}\frac{\partial ^{2} u}{\partial y^{2}} = 0

has the form u=φ(yx)+yψ(yx)u = \varphi \left(\dfrac {y}{x}\right)+y\psi \left(\dfrac {y}{x}\right).

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Remark.
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Hint. See problem 5818 (problem 5818: x2∂2u∂x2+2xy∂2u∂x∂y+y2∂2u∂y2=0x^{2}\frac{\partial^{2} u}{\partial x^{2}}+2xy\frac{\partial^{2} u}{\partial x \partial y}+y^{2}\frac{\partial^{2} u}{\partial y^{2}} = 0 is reduced to the canonical form ∂2u∂η2=0\frac{\partial^{2} u}{\partial \eta^{2}} = 0 by the substitution ξ=y/x\xi = y/x, η=y\eta = y).

Problem 5832

Show that the general solution of the equation

y2∂2u∂y2−x2∂2u∂x2=0 y^{2}\frac{\partial ^{2} u}{\partial y^{2}} - x^{2}\frac{\partial ^{2} u}{\partial x^{2}} = 0

can be given the form

u=φ(xy)+xy ψ(yx). u = \varphi (xy)+\sqrt{xy}\, \psi \left(\frac{y}{x}\right).
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Remark.
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Hint. See problem 5820 (problem 5820: x2∂2u∂x2−y2∂2u∂y2=0x^{2}\frac{\partial^{2} u}{\partial x^{2}}-y^{2}\frac{\partial^{2} u}{\partial y^{2}} = 0 is reduced to the canonical form ∂2u∂ξ∂η−12ξ∂u∂η=0\frac{\partial^{2} u}{\partial \xi \partial \eta }-\frac{1}{2\xi }\frac{\partial u}{\partial \eta } = 0 by the substitution ξ=xy\xi = xy, η=y/x\eta = y/x).

Problem 5833

Prove that the equation given in the preceding problem (problem 5832: y2∂2u∂y2−x2∂2u∂x2=0y^{2}\frac{\partial^{2} u}{\partial y^{2}} - x^{2}\frac{\partial^{2} u}{\partial x^{2}} = 0, with general solution u=φ(xy)+xy ψ(y/x)u = \varphi (xy)+\sqrt{xy}\, \psi (y/x)), under the conditions

u∣y=1=f(x),∂u∂y∣y=1=F(x) u\Big|_{y=1} = f(x), \quad \frac{\partial u}{\partial y}\Big|_{y=1} = F(x)

has the following solution:

u(x,y)=12f(xy)+y2f(xy)+14xy∫xyx/yf(x)x3/2 dx−12xy∫xyx/yF(x)x3/2 dx. u(x,y) = \frac{1}{2}f(xy)+\frac{y}{2}f\left(\frac{x}{y}\right) + \frac{1}{4}\sqrt{xy}\int _{xy}^{x/y} \frac{f(x)}{x^{3/2}} \, dx - \frac{1}{2}\sqrt{xy}\int _{xy}^{x/y} \frac{F(x)}{x^{3/2}} \, dx.
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Remark.
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Hint. One should use the result of the preceding problem.

Problem 5834

Prove that if, at x=ctx = ct, c=constc = \text{const}, the equalities u=f(t)u = f(t), ∂u∂x=F(t)\dfrac {\partial u}{\partial x} = F(t) hold, then the solution of the equation

∂2u∂x2=1a2∂2u∂t2 \frac{\partial ^{2} u}{\partial x^{2}} = \frac{1}{a^{2}} \frac{\partial ^{2} u}{\partial t^{2}}

is given by the expression

u=1+β2f(at+xa(1+β))+1−β2f(at−xa(1−β))+a(1−β2)2∫t−xa1−βt+xa1+βF(z) dz, u = \frac{1+\beta }{2}f\left(\frac{at+x}{a(1+\beta )}\right) + \frac{1-\beta }{2}f\left(\frac{at-x}{a(1-\beta )}\right) + \frac{a(1-\beta ^{2})}{2}\int _{\frac{t-\frac{x}{a}}{1-\beta }}^{\frac{t+\frac{x}{a}}{1+\beta }} F(z) \, dz,

where β=ca\beta = \dfrac {c}{a}.

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Remark.
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Hint. One should use the result of problem 5824 and take into account the equalities

∂u∂t∣x=ct=∂u∂t∣x=ct+∂u∂x∣x=ct⋅∂x∂t∣x=ct. \frac{\partial u}{\partial t}\Big|_{x=ct} = \frac{\partial u}{\partial t}\Big|_{x=ct} + \frac{\partial u}{\partial x}\Big|_{x=ct} \cdot \frac{\partial x}{\partial t}\Big|_{x=ct}.
Problem 5835

At the end x=0x = 0 of a cylindrical rod, long enough that it can be considered as extending in one direction to infinity, a disturbing harmonic force Asin⁡ωtA\sin \omega t acts. Prove that the displacement of the cross-section of the rod with abscissa xx is expressed by the formula

u={0for at⩽x;Asin⁡ωa(at−x)for at⩾x. u = \begin{cases} 0 & \text{for } at \leqslant x; \\ A\sin \dfrac {\omega }{a}(at-x) & \text{for } at \geqslant x. \end{cases}
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Remark.
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Hint. Apply the method of characteristics to the integration of the equation

∂2u∂t2=a2∂2u∂x2 \frac{\partial ^{2} u}{\partial t^{2}} = a^{2}\frac{\partial ^{2} u}{\partial x^{2}}

under the boundary condition u∣x=0=Asin⁡ωtu\big|_{x=0} = A\sin \omega t and under the initial conditions: ∂u∂x∣t=0=0\dfrac {\partial u}{\partial x}\Big|_{t=0} = 0; ∂u∂t∣t=0=0\dfrac {\partial u}{\partial t}\Big|_{t=0} = 0, which hold for every positive xx.

Problem 5836

An ideal gas, whose density varies according to the law ρ=f(at−x)\rho = f(at-x), undergoes longitudinal vibrations in an unbounded cylindrical tube. Prove that the velocity of the gas in the cross-section with abscissa xx is expressed by the formula

v=af(at−x)+(v0−a)f(at)f(at−x), v = \frac{af(at-x)+(v_{0}-a)f(at)}{f(at-x)},

where v0v_{0} --- the velocity in the cross-section x=0x = 0.

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Remark.
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Hint. Use the continuity equation.

Problem 5837

An infinite string, in a rectilinear position of equilibrium, receives at the initial moment of time (t=0t = 0) a blow from a small hammer, whose mass equals MM, this hammer touching the string at the point x=0x = 0 and having initial velocity v0v_{0}.

Prove that at the moment of time t>0t > 0 the disturbed string has the shape shown in figure 15.11, where u1u_{1} --- the forward wave:

Fig. 15.11Fig. 15.11

u1={Mav02T0(1−e2T0Ma2(x−at)),for x−at<0;0,for x−at>0, u_{1} = \begin{cases} \dfrac {Mav_{0}}{2T_{0}}\left(1-e^{\frac{2T_{0}}{Ma^{2}}(x-at)}\right), & \text{for } x-at < 0; \\ 0, & \text{for } x-at > 0, \end{cases}

and u2u_{2} --- the backward wave:

u2={MAv02T0(1−e−2T0Ma2(x+at)),for x+at>0;0,for x+at<0. u_{2} = \begin{cases} \dfrac {MAv_{0}}{2T_{0}}\left(1-e^{-\frac{2T_{0}}{Ma^{2}}(x+at)}\right), & \text{for } x+at > 0; \\ 0, & \text{for } x+at < 0. \end{cases}

For the values of aa and T0T_{0} see problem 5797 (problem 5797: a=T0/ρa = \sqrt{T_{0}/\rho }, where T0T_{0} --- the tension, and ρ\rho --- the linear density of the string).

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Remark.
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Hint. When integrating the equation

∂2u∂t2=a2∂2u∂x2 \frac{\partial ^{2} u}{\partial t^{2}} = a^{2}\frac{\partial ^{2} u}{\partial x^{2}}

one should take into account the condition

M∂2u1∂t2∣x=0=M∂2u2∂t2∣x=0=−T0∂u2∂x2∣x=0+T0∂u1∂x∣x=0. M\frac{\partial ^{2} u_{1}}{\partial t^{2}}\Big|_{x=0} = M\frac{\partial ^{2} u_{2}}{\partial t^{2}}\Big|_{x=0} = -T_{0}\frac{\partial u_{2}}{\partial x_{2}}\Big|_{x=0} + T_{0}\frac{\partial u_{1}}{\partial x}\Big|_{x=0}.
Problem 5838

The origin of coordinates x=0x = 0 is placed at the plane of separation of two gases (I) and (II), filling a very long cylindrical tube. The condensation of the gases is denoted by s1s_{1} and s2s_{2}. From region (I) a forward wave s1=F(t−xa1)s_{1} = F\left(t-\dfrac {x}{a_{1}}\right) moves, undergoing reflection and absorption at the cross-section x=0x = 0.

Prove that between the incident wave FF, the reflected wave ff, and the absorbed wave φ\varphi there is a relation

fF=a1−a2a1+a2,φF=2a2a1+a2, \frac{f}{F} = \frac{a_{1}-a_{2}}{a_{1}+a_{2}}, \quad \frac{\varphi }{F} = \frac{2a_{2}}{a_{1}+a_{2}},

where a2a_{2} denotes the speed of the absorbed wave.

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Problem 5839

The region of initial vibrations of a homogeneous gas is a sphere of radius RR. The initial velocities of the gas particles are everywhere zero, and the initial density S0S_{0} is constant inside the sphere and equal to zero outside it. Find the expression for the density SS at the moment of time t>0t > 0.

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Remark.
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Hint. Apply the method of characteristics to the integration of the equation

∂2(rΦ(r,t))∂t2=a2∂2(rΦ(r,t))∂r2,(S=1a2∂Φ∂t) \frac{\partial ^{2}\left(r\Phi (r,t)\right)}{\partial t^{2}} = a^{2}\frac{\partial ^{2}\left(r\Phi (r,t)\right)}{\partial r^{2}}, \quad \left(S = \frac{1}{a^{2}}\frac{\partial \Phi }{\partial t}\right)

under the initial conditions

Φ∣t=0=f(r)=0;∂Φ∂t∣t=0=F(r)={a2S0for r<R;0for r>R. \Phi \big|_{t=0} = f(r) = 0; \quad \frac{\partial \Phi }{\partial t}\Big|_{t=0} = F(r) = \begin{cases} a^{2}S_{0} & \text{for } r < R; \\ 0 & \text{for } r > R. \end{cases}
Problem 5840

Solve the preceding problem (problem 5839), applying the Poisson integral:

Φ(r,t)=14πa(∂∂t∬Σf(α,β,γ)r dσ+∬ΣF(α,β,γ)t dσ), \Phi (r,t) = \frac{1}{4\pi a}\left(\frac{\partial }{\partial t} \iint _{\Sigma } \frac{f(\alpha ,\beta ,\gamma )}{r} \, d\sigma + \iint _{\Sigma } \frac{F(\alpha ,\beta ,\gamma )}{t} \, d\sigma \right),

where Σ\Sigma denotes the sphere described with radius r=atr = at from the point MM, and α,β,γ\alpha , \beta , \gamma are the coordinates of a variable point of the sphere Σ\Sigma (Fig. 15.12).

Fig. 15.12Fig. 15.12

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