math 461: fourier series and boundary value problems - chapter iv: vibrating strings...

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MATH 461: Fourier Series and Boundary Value Problems Chapter IV: Vibrating Strings and Membranes Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2015 [email protected] MATH 461 – Chapter 4 1

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  • MATH 461: Fourier Series and Boundary ValueProblems

    Chapter IV: Vibrating Strings and Membranes

    Greg Fasshauer

    Department of Applied MathematicsIllinois Institute of Technology

    Fall 2015

    [email protected] MATH 461 Chapter 4 1

    http://math.iit.eduhttp://math.iit.edu/~fass

  • Outline

    1 Derivation of Vertically Vibrating Strings

    2 Boundary Conditions

    3 Example: Vibrating String with Fixed Ends

    4 Membranes (omitted now, done later in Chapter 7)

    [email protected] MATH 461 Chapter 4 2

    http://math.iit.eduhttp://math.iit.edu/~fass

  • Derivation of Vertically Vibrating Strings

    Vibrating Strings

    We will now derive a new mathematical model.

    Consider a stretched elastic stringof length L with equilibrium positionalong the x-axis.Every point (x ,0), 0 x L, of thestring has a displacement

    y = u(x , t)

    at any given time t 0.Slow Normal Fast Play/Pause Stop

    [email protected] MATH 461 Chapter 4 4

    String.aviMedia File (video/avi)

    http://math.iit.eduhttp://math.iit.edu/~fass

  • Derivation of Vertically Vibrating Strings

    In order to be able to come up with a reasonable (and manageable)mathematical model we need to make some simplifying assumptions:

    We consider only smalldisplacements (relative to thelength of the string).This implies that we canneglect horizontaldisplacements.We assume a perfectly flexiblestring, i.e., only tangentialforces are acting on the string(see the figure).

    Here we denote byT the (tangential) tension, the angle T forms with the horizontal (measuredcounter-clockwise).

    [email protected] MATH 461 Chapter 4 5

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  • Derivation of Vertically Vibrating Strings

    For a small segment from x to x + x we will use Newtons law

    F = m a

    coupled with a conservation law that balances the forces in a segmentof the string as

    {total force according to Newton}=

    {vertical force at left end of segment}+

    {vertical force at right end of segment}+

    {vertical component of body force (or possible external force)}

    orm a = VL + VR + Vbody

    to derive a PDE for the displacement u = u(x , t)[email protected] MATH 461 Chapter 4 6

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  • Derivation of Vertically Vibrating Strings

    To this end we needmass:

    m(x) = 0(x) density

    x

    acceleration:

    a(x , t) =2ut2

    (x , t)

    body force:Vbody (x , t) = 0(x)x Q(x , t)

    with Q(x , t) the vertical component of the body force per unit mass

    A commonly used body force is Vbody = m g.

    [email protected] MATH 461 Chapter 4 7

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  • Derivation of Vertically Vibrating Strings

    We also need to carefully study the tensile forces in the string.

    Since the displacement and motion are assumed to happen only in thevertical direction we require only the vertical component of the tensileforce:

    At the left end:

    VL(x , t) = T (x , t) sin (x , t)

    At the right end:

    VR(x , t) = T (x+x , t) sin (x+x , t)

    [email protected] MATH 461 Chapter 4 8

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  • Derivation of Vertically Vibrating Strings

    Putting all of this together, the balance of force equation gives us

    0(x)x2ut2

    (x , t) = VL(x , t) + VR(x , t) + 0(x)x Q(x , t)

    = T (x , t) sin (x , t) + T (x + x , t) sin (x + x , t)+0(x)x Q(x , t)

    If we divide by x and let x go to zero we get

    0(x)2ut2

    (x , t) =T (x + x , t) sin (x + x , t) T (x , t) sin (x , t)

    x

    x [T (x ,t) sin (x ,t)] as x0

    +0(x)Q(x , t)i.e.,

    0(x)2ut2

    (x , t) =

    x[T (x , t) sin (x , t)] + 0(x)Q(x , t).

    [email protected] MATH 461 Chapter 4 9

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  • Derivation of Vertically Vibrating Strings

    Since the vertical displacement is assumed to be small, the angle(x , t) is also small (so that cos (x , t) 1).Therefore,

    sin (x , t) sin (x , t)cos (x , t)

    = tan (x , t)

    Here it is important to note that tan (x , t) corresponds to the slope ofthe string, i.e.,

    tan (x , t) =ux

    (x , t).

    Thus

    0(x)2ut2

    (x , t) =

    x[T (x , t) sin (x , t)] + 0(x)Q(x , t)

    turns into the PDE for the vibrating string

    0(x)2ut2

    (x , t) =

    x

    [T (x , t)

    ux

    (x , t)]

    + 0(x)Q(x , t).

    [email protected] MATH 461 Chapter 4 10

    http://math.iit.eduhttp://math.iit.edu/~fass

  • Derivation of Vertically Vibrating Strings

    In order to get the commonly used version of the 1D wave equation wemake two further assumptions:

    Small displacements and perfectly elastic strings imply anapproximately constant tension, i.e.,

    T (x , t) T0 = const.

    So

    0(x)2ut2

    (x , t) = T02ux2

    (x , t) + 0(x)Q(x , t)

    Often the external force term can be neglected because theweight of the string is small compared to the tension so that thereis no sag in the string. Then we have

    2ut2

    (x , t) = c22ux2

    (x , t) with c2 =T00(x)

    ,

    the 1D wave equation.

    [email protected] MATH 461 Chapter 4 11

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  • Derivation of Vertically Vibrating Strings

    Since the 1D wave equation containsa second-order spatial derivative term anda second-order time derivative term

    we need to specifytwo spatial conditions (as usual, we do this in the form ofboundary conditions see next section), andtwo temporal conditions. These will be given as

    initial position: u(x ,0) = f (x) and

    initial velocity:ut

    (x ,0) = g(x).

    [email protected] MATH 461 Chapter 4 12

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  • Boundary Conditions

    Fixed Ends

    The simplest form of boundary conditions is

    u(0, t) = 0u(L, t) = 0

    We could also have ends that are affixed to a moving support. Thenthey would be of the form

    u(0, t) = f1(t)u(L, t) = f2(t)

    [email protected] MATH 461 Chapter 4 14

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  • Boundary Conditions

    Elastic Ends

    This will occur if a string is, e.g., attached to a spring-mass system

    Thusu(0, t) = y(t),

    where y(t) is unknown. In fact, y is determined by an ODE for aspring-mass system with a possibly moving support ys(t).Note that to keep things manageable we assume that thespring-mass system moves only vertically.

    [email protected] MATH 461 Chapter 4 15

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  • Boundary Conditions

    The ODE for y is obtained by combining Newtons and Hookes laws:

    md2ydt2

    (t) = k [y(t) ys(t) `] + other forces,

    wherek is the spring constant,ys(t) denotes the moving support of the spring, possibly driven bysome external force,` is the length of the unstretched spring.

    The other forces should include the vertical component of the tensileforce of the string:

    T (0, t) sin (0, t)small T0 tan (0, t) = T0

    ux

    (0, t).

    Thus, elastic BCs are of the form

    md2ydt2

    (t) = k [y(t) ys(t) `] + T0ux

    (0, t) + g(t).

    [email protected] MATH 461 Chapter 4 16

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  • Boundary Conditions

    In the special caseg(t) = 0 (i.e., no additional external forces)with a spring-mass system with small mass, i.e., m 0,and taking y(t) = u(0, t)

    we get the BC

    k [u(0, t) ys(t) `] = T0ux

    (0, t)

    k [u(0, t) yE (t)] = T0ux

    (0, t),

    where yE (t) = ys(t) + ` denotes the equilibrium position of thespring-mass system.

    [email protected] MATH 461 Chapter 4 17

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  • Boundary Conditions

    If in addition yE (t) = 0, i.e., the equilibrium position of the spring-masssystem coincides with the equilibrium position of the string and occursat the origin, then

    k [u(0, t) yE (t)] = T0ux

    (0, t)

    becomesT0ux

    (0, t) = ku(0, t).

    RemarkNote that this BC is analogous to the one we obtained via Newtonslaw of cooling for the 1D heat equation.

    [email protected] MATH 461 Chapter 4 18

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  • Boundary Conditions

    RemarkNote that the tensile force and spring constant are usually positive, i.e.,T0 > 0, k > 0. Then we see from

    T0ux

    (0, t) = ku(0, t) that u(0, t) > 0 ux

    (0, t) > 0.

    However, at the right end, x = L, we will have

    u(L, t) > 0 ux

    (L, t) < 0,

    i.e., upward motion pulls the string inside. Therefore, thecorresponding BC at the right end has a different sign and looks like

    T0ux

    (L, t) = ku(L, t).

    [email protected] MATH 461 Chapter 4 19

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  • Boundary Conditions

    Free Ends

    This will happen when the string is attached to a ring that slidesfrictionless along a vertical support.

    Physically, this corresponds to the limiting case of the spring-masssystem for k 0, i.e.,

    T0ux

    (0, t) = 0.

    RemarkNote the analogy to the insulated end condition for the heat equation.

    [email protected] MATH 461 Chapter 4 20

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  • Example: Vibrating String with Fixed Ends

    We solve the PDE

    2

    t2u(x , t) = c2

    2

    x2u(x , t), for 0 < x < L, t > 0, (1)

    with boundary conditions

    u(0, t) = u(L, t) = 0 for t > 0 (2)

    and initial conditions

    u(x ,0) = f (x) for 0 < x < L (initial position) (3)ut

    (x ,0) = g(x) for 0 < x < L (initial velocity) (4)

    From our earlier derivations the constant c2 = T00 is given as the ratioof tension to density.

    [email protected] MATH 461 Chapter 4 22

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  • Example: Vibrating String with Fixed Ends

    RemarkSince the PDE and its BCs are linear and homogeneous we attempt tosolve the problem using separation of variables.

    The usual Ansatz u(x , t) = (x)T (t) gives us the partial derivatives

    2

    t2u(x , t) = (x)T (t)

    2

    x2u(x , t) = (x)T (t)

    so that we have(x)T (t) = c2(x)T (t)

    or1c2

    T (t)T (t)

    =(x)(x)

    = .

    [email protected] MATH 461 Chapter 4 23

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  • Example: Vibrating String with Fixed Ends

    The resulting two ODEs are

    T (t) = c2T (t) (5)

    and(x) = (x) (6)

    with BCs(0) = (L) = 0. (7)

    RemarkWe chose for the separation constant above so that (6)-(7) is oneof our standard boundary-value problems with well-known eigenvaluesand eigenfunctions

    n =(n

    L

    )2, n(x) = sin

    nxL, n = 1,2,3, . . .

    [email protected] MATH 461 Chapter 4 24

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  • Example: Vibrating String with Fixed Ends

    RemarkMoreover, the ODE (5) for the time-dependent component T has thephysically meaningful, oscillating solution for positive , i.e.,

    T (t) = c1 cos ct + c2 sin c

    t .

    For this example the other two types of solutionT (t) = c1t + c2 for = 0

    T (t) = c1ect + c2ec

    t for < 0

    are not relevant.

    [email protected] MATH 461 Chapter 4 25

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  • Example: Vibrating String with Fixed Ends

    Using the principle of superposition to combine the solutions of theODEs (5) and (6) we get

    u(x , t) =

    n=1

    [An cos

    cntL

    + Bn sincnt

    L

    ]sin

    nxL

    To determine the expansion coefficients An and Bn we use the initialconditions (3) and (4).Since cos 0 = 1 and sin 0 = 0 we have

    u(x ,0) =

    n=1

    An sinnx

    L!

    = f (x)

    so that

    An =2L

    L0

    f (x) sinnx

    Ldx .

    [email protected] MATH 461 Chapter 4 26

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  • Example: Vibrating String with Fixed Ends

    In order to apply the initial condition (4) we need to ensure thatu is continuous andut is piecewise smooth.

    Then we can apply term-by-term differentiation to get

    ut

    (x , t) =

    n=1

    [An

    cnL

    sincnt

    L+ Bn

    cnL

    coscnt

    L

    ]sin

    nxL

    andut

    (x ,0) =

    n=1

    Bncn

    Lsin

    nxL

    != g(x)

    so that

    Bn =2

    cn

    L0

    g(x) sinnx

    Ldx .

    The solution for this problem is illustrated in the Mathematica notebookWave.nb.

    [email protected] MATH 461 Chapter 4 27

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  • Example: Vibrating String with Fixed Ends

    Normal Modes and Overtones: Applications to Music

    For each n, the n-th term of the Fourier series solution

    un(x , t) =[An cos

    cntL

    + Bn sincnt

    L

    ]sin

    nxL

    is called the n-th normal mode of the solution.

    The term un describes a harmonic motion with frequency

    fn =cn

    L/2 =

    cn2L

    or with circular frequency = cnL .

    The frequencies fn are called the natural frequencies of the solution u.

    [email protected] MATH 461 Chapter 4 28

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  • Example: Vibrating String with Fixed Ends

    Figure: Third mode, or second overtone, n = 3.

    [email protected] MATH 461 Chapter 4 29

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  • Example: Vibrating String with Fixed Ends

    Note that each one of the modes will be zero for all t if

    sinnx

    L= 0, i.e.,

    nxL

    = k, k = 1,2,3, . . .

    The points

    xk = kLn, k = 1,2, . . . ,n

    are called nodes.

    By placing their finger at a node point, players of string instrumentssuch as guitars, violins, etc., can produce so-called flageolet tones.

    [email protected] MATH 461 Chapter 4 30

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  • Example: Vibrating String with Fixed Ends

    A string instrument can be tuned, i.e., the pitch can be made higher bydecreasing the length of the string, L, or

    increasing c. Since c =

    T00

    this means that one can eitherincrease the tension ordecrease the density of the string.

    RemarkOvertones are illustrated acoustically in the MATLAB scriptovertones.m.

    We can hear there that the first overtone (i.e., with double thefrequency) is an octave higher than the fundamental mode.Similarly, the second overtone is a fifth higher than the firstovertone,and the third overtone is a fourth higher than the second overtone.

    [email protected] MATH 461 Chapter 4 31

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  • Example: Vibrating String with Fixed Ends

    Traveling Waves (Exercise 4.4.7)Lets again consider the 1D wave equation

    2

    t2u(x , t) = c2

    2

    x2u(x , t)

    u(0, t) = u(L, t) = 0

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

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

    From the general solution derived above we know that

    Bn =2

    cn

    L0

    g(x) sinnx

    Ldx = 0.

    Therefore

    u(x , t) =

    n=1

    An coscnt

    Lsin

    nxL

    with

    An =2L

    L0

    f (x) sinnx

    Ldx .

    [email protected] MATH 461 Chapter 4 32

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  • Example: Vibrating String with Fixed Ends

    The trigonometric identity

    sin cos =12

    [sin( + ) + sin( )]

    with = nxL and =cnt

    L gives us

    coscnt

    Lsin

    nxL

    =12

    [sin(

    nxL

    +cnt

    L

    )+ sin

    (nx

    L cnt

    L

    )]=

    12

    [sin

    nL

    (x + ct) + sinnL

    (x ct)]

    So the solution

    u(x , t) =

    n=1

    An coscnt

    Lsin

    nxL

    becomes

    u(x , t) =12

    n=1

    An sinnL

    (x + ct) +12

    n=1

    An sinnL

    (x ct)

    [email protected] MATH 461 Chapter 4 33

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  • Example: Vibrating String with Fixed Ends

    RemarkNote that the two parts of

    u(x , t) =12

    n=1

    An sinnL

    (x + ct) +12

    n=1

    An sinnL

    (x ct)

    are Fourier sine series of f evaluated at x + ct and x ct, respectively.

    Thereforeu(x , t) =

    12

    [f (x + ct) + f (x ct)

    ],

    where f is the odd 2L-periodic extension of f .

    RemarkThis shows that we can get the solution of the 1D wave equationwithout actually summing the infinite series!

    [email protected] MATH 461 Chapter 4 34

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  • Example: Vibrating String with Fixed Ends

    The solution of the 1D wave equation in the form

    u(x , t) =12

    [f (x + ct) + f (x ct)

    ],

    is known as dAlemberts solution, after Jean dAlembert who firstformulated the 1D wave equation and proposed this form of thesolution in 1746 22 years before Fouriers birth.It can be interpreted as the average of two traveling waves:

    one traveling to the left,the other to the right

    both with speed c.This is illustrated in the Mathematica notebook Wave.nb.

    RemarkThe traveling wave solution is closely related to the solution of PDEsby the method of characteristics (see Chapter 12 in [Haberman] andMATH 489).

    [email protected] MATH 461 Chapter 4 35

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  • Appendix References

    References I

    R. Haberman.Applied Partial Differential Equations.Pearson (5th ed.), Upper Saddle River, NJ, 2012.

    [email protected] MATH 461 Chapter 4 37

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    Derivation of Vertically Vibrating StringsBoundary ConditionsExample: Vibrating String with Fixed EndsMembranes (omitted now, done later in Chapter 7)Appendix