4.7.12 · Maths › Partial Differential Equations
Intuition Badi picture (WHY yeh kaam karta hai)
Ek vibrating string kisi bhi tarah move nahi kar sakti — uske ends pin down hain.
Nature isko solve karta hai motion ko simple standing-wave "modes" se build karke :
har mode apni shape fixed rakhta hai aur sirf uska amplitude time mein upar-neeche breathe karta hai.
Separation of variables ek mathematical trick hai jo guess karta hai ki solution hai
(ek shape in $x$) × (ek wiggle in $t$), ek mushkil PDE ko do aasaan ODEs mein convert karta hai, aur phir kisi bhi starting shape ko fit karne ke liye saare modes ko superpose karta hai.
Definition 1-D wave equation (Dirichlet string)
Length L ki ek string, dono ends pe fixed, yeh satisfy karti hai
∂ t 2 ∂ 2 u = c 2 ∂ x 2 ∂ 2 u , 0 < x < L , t > 0
in conditions ke saath
Boundary conditions (BCs): u ( 0 , t ) = 0 , u ( L , t ) = 0 (ends pinned)
Initial conditions (ICs): u ( x , 0 ) = f ( x ) (initial shape), u t ( x , 0 ) = g ( x ) (initial velocity)
Yahan u ( x , t ) transverse displacement hai aur c wave speed hai (c 2 = T / ρ , tension over linear density).
KYA chahiye humein: ek function u ( x , t ) jo PDE + 2 BCs + 2 ICs satisfy kare.
KYUN separation kaam karta hai: PDE linear & homogeneous hai, aur BCs homogeneous hain (= 0 ), isliye solutions ka sum bhi solution hota hai — yahi superposition ka engine hai.
Intuition Product guess kyun karte hain?
Agar shape kabhi nahi badlti (sirf uska size badlta hai), toh u ( x , t ) = X ( x ) T ( t ) : spatial profile X times time-amplitude T . Hum yeh guess test karte hain; agar algebra consistent ho, toh guess justified hai.
Assume karo
u ( x , t ) = X ( x ) T ( t ) .
PDE mein plug karo. Kyunki u tt = X T ′′ aur u xx = X ′′ T :
X T ′′ = c 2 X ′′ T .
Yeh step kyun? Yeh 2-variable function ki derivatives ko 1-variable functions ki derivatives mein convert karta hai.
Dono sides ko c 2 X T se divide karo:
c 2 T T ′′ = X X ′′ .
Yeh step kyun? Left side sirf t pe depend karta hai , right side sirf x pe . Do cheezein jo saare x , t ke liye equal hon, tabhi possible hai jab dono same constant ke equal hon. Ise − λ kahte hain (minus isliye choose kiya — hum dekhenge ki humein oscillation chahiye):
X X ′′ = c 2 T T ′′ = − λ .
Isse do ODEs milti hain:
X ′′ + λ X = 0 , T ′′ + c 2 λ T = 0.
BCs u ( 0 , t ) = u ( L , t ) = 0 saare t ke liye hold karni chahiye, aur T ( t ) ≡ 0 , isliye
X ( 0 ) = 0 , X ( L ) = 0.
Hum X ′′ + λ X = 0 solve karte hain aur λ ke teen cases check karte hain (har ek ko steel-man karo!):
λ < 0 (maano λ = − μ 2 ): X = A e μx + B e − μx . BCs force karte hain A = B = 0 . Sirf trivial solution. Rejected.
λ = 0 : X = A x + B . BCs force karte hain A = B = 0 . Trivial. Rejected.
λ > 0 (maano λ = k 2 ): X = A cos k x + B sin k x .
λ > 0 survive karta hai
String bounded aur clamped hai. Decaying exponentials dono ends pe zero pe return nahi kar sakte bina bilkul flat zero hue. Sirf oscillating sin / cos do jagah zero pe pin ho sakti hain — yahi ek wave hai.
λ > 0 case pe BCs apply karo:
X ( 0 ) = A = 0 ⇒ A = 0 .
X ( L ) = B sin k L = 0 . Nontrivial B = 0 ke liye: sin k L = 0 ⇒ k L = nπ .
Toh eigenvalues aur eigenfunctions hain
λ n = ( L nπ ) 2 , X n ( x ) = sin L nπ x , n = 1 , 2 , 3 , …
λ n = ( nπ / L ) 2 ke saath:
T n ′′ + c 2 λ n T n = 0 ⇒ T n ′′ + ω n 2 T n = 0 , ω n = L nπ c .
Yeh simple harmonic motion hai:
T n ( t ) = a n cos ω n t + b n sin ω n t .
Yeh step kyun? ω n string ki natural frequencies hain — woh harmonics jo tumhe guitar pe sunai deti hain.
Sum kyun? Har u n = X n T n (linear, homogeneous) PDE + BCs solve karta hai. Superposition se, koi bhi sum bhi karta hai. Hum a n , b n ki freedom use karte hain ICs fit karne ke liye.
Position IC u ( x , 0 ) = f ( x ) : t = 0 set karo (cos 0 = 1 , sin 0 = 0 ):
f ( x ) = ∑ n = 1 ∞ a n sin L nπ x .
Yeh ek Fourier sine series hai, toh orthogonality ∫ 0 L sin L mπ x sin L nπ x d x = 2 L δ mn se:
a n = L 2 ∫ 0 L f ( x ) sin L nπ x d x
Velocity IC u t ( x , 0 ) = g ( x ) : u ko t mein differentiate karo, t = 0 set karo (d t d cos ω n t ∣ 0 = 0 , d t d sin ω n t ∣ 0 = ω n ):
g ( x ) = ∑ n = 1 ∞ b n ω n sin L nπ x ⇒ b n ω n = L 2 ∫ 0 L g ( x ) sin L nπ x d x .
Toh
b n = nπ c 2 ∫ 0 L g ( x ) sin L nπ x d x ( using ω n = L nπ c ) .
Worked example Example 1 — Plucked string jo rest se start ho
L = π , c = 2 , u ( x , 0 ) = f ( x ) = 3 sin x − sin 4 x , u t ( x , 0 ) = 0 .
Step A — velocity zero hai ⇒ saare b n = 0 .
Kyun? g ≡ 0 har b n integral ko vanish kar deta hai. Sirf cos terms survive karte hain.
Step B — a n ko inspection se padhlo.
Kyun? f pehle se hi ek sine series hai L = π ke saath (sin π nπ x = sin n x ). Terms match karo:
a 1 = 3 , a 4 = − 1 , baaki sab 0 . (Koi integral nahi chahiye — yahi 80/20 shortcut hai.)
Step C — har mode ki frequency likho. ω n = L nπ c = π nπ ⋅ 2 = 2 n .
Answer:
u ( x , t ) = 3 cos ( 2 t ) sin x − cos ( 8 t ) sin 4 x .
Worked example Example 2 — Struck string (hammer blow), flat start
L = 1 , c = 1 , u ( x , 0 ) = 0 , u t ( x , 0 ) = g ( x ) = 1 (uniform initial velocity).
Step A — flat start ⇒ saare a n = 0 . Kyun? f ≡ 0 .
Step B — b n compute karo: ω n = nπ , toh
b n = nπ 2 ∫ 0 1 1 ⋅ sin ( nπ x ) d x = nπ 2 ⋅ nπ 1 − c o s nπ = n 2 π 2 2 ( 1 − ( − 1 ) n ) .
Yeh step kyun? ∫ 0 1 sin ( nπ x ) d x = nπ 1 − c o s nπ . Even n se 0 milta hai; odd n se n 2 π 2 4 milta hai.
Answer (sirf odd n ):
u ( x , t ) = ∑ n odd n 2 π 2 4 sin ( nπ t ) sin ( nπ x ) .
Worked example Example 3 — Triangular pluck (integral use karke)
L = L , g = 0 , f ( x ) = { L 2 h x , L 2 h ( L − x ) , 0 ≤ x ≤ L /2 L /2 ≤ x ≤ L (center pe peaked tent).
Step: a n = L 2 ∫ 0 L f sin L nπ x d x . Symmetry se sirf odd n survive karte hain, aur integral deta hai
a n = π 2 n 2 8 h sin 2 nπ .
Yeh step kyun? Tent x = L /2 ke baare mein symmetric hai; antisymmetric (even) modes integrate karke 0 dete hain. sin 2 nπ = ± 1 odd n ke liye, 0 even ke liye.
Answer: u ( x , t ) = ∑ n odd π 2 n 2 8 h sin 2 nπ cos L nπ c t sin L nπ x . 1/ n 2 falloff ka matlab hai fundamental dominate karta hai — isliye ek plucked guitar mostly apna lowest note sunata hai.
+ λ ko separation constant pick karunga."
Kyun sahi lagta hai: Constant ka sign arbitrary lagta hai.
Kya galat hota hai: + λ deta hai X ′′ − λ X = 0 → exponentials → clamped BCs ke under sirf trivial solution. Tum galti se conclude karte "koi solution nahi."
Fix: Physics (clamped, oscillating) demand karta hai X ′′ + λ X = 0 with λ > 0 . Hamesha teeno sign cases test karo aur BCs ko choose karne do.
b n ko ω n se divide karna bhool jana.
Kyun sahi lagta hai: Position coefficient a n seedha sine series se aata hai, toh expect karte ho ki velocity wala bhi aise hi aayega.
Kya galat hota hai: T ko time mein differentiate karne se ek factor ω n neeche aata hai, isliye b n = nπ c 2 ∫ g sin ( ⋯ ) , na ki L 2 ∫ g sin ( ⋯ ) .
Fix: Yaad rakho u t ( x , 0 ) = ∑ b n ω n sin L nπ x , isliye Fourier coefficient b n ω n hai.
n = 0 include karna ya yeh sochna ki cos L nπ x appear hota hai.
Kyun sahi lagta hai: Fourier series mein aam taur pe cosines aur ek constant term hota hai.
Kya galat hota hai: Dirichlet BCs (u = 0 dono ends pe) saare cosine spatial modes aur n = 0 term ko kill kar deta hai. Sirf sines survive karte hain.
Fix: Pehle spatial eigenfunctions ko BCs se match karo. Pinned ends ⇒ pure sine series, n ≥ 1 .
Recall Feynman: ek 12-saal ke bachche ko samjhao
Ek guitar string pluck karo. Woh sirf khaas "shapes" mein jiggle kar sakti hai — ek bada hump, do humps, teen humps — kyunki uske ends chipke hue hain aur move nahi kar sakte. Har shape ka apna musical note hota hai (tezi se wiggle = zyada ucha note). Jab tum pluck karte ho, tum kisi shape se start karte ho; string secretly in saare khaas humps ko theek us amount mein add kar rahi hai taaki woh shape bane, aur phir har hump apni speed se hamesha upar-neeche bounces karta hai. Hamara math bas yeh figure out karta hai starting shape mein kitna har hump hai (yahi "Fourier" part hai) aur kitni tezi se har ek bounces karta hai (yahi frequency hai).
Mnemonic Recipe yaad rakho:
"SPLIT–PICK–PIN–TIME–SUM–FIT"
S plit u = X T → Pi ck constant − λ → Pin BCs se milta hai X n = sin L nπ x → Time ODE deta hai cos / sin ω n t → Sum saare modes → Fit ICs with Fourier sine coefficients.
Separation of variables ke liye PDE ka linear hona aur BCs ka homogeneous hona kyun zaroori hai? Taaki superposition hold kare — product solutions ka sum bhi solutions hain aur zero BCs satisfy karte hain, jisse hum ICs fit kar sakein.
X ′′ = − λ X mein X ( 0 ) = X ( L ) = 0 ke saath, λ ≤ 0 kyun reject hote hain?Woh sirf exponential/linear X dete hain, jo do alag points pe zero nahi ho sakti bina identically zero (trivial solution) hue.
Clamped string ke eigenvalues aur eigenfunctions kya hain? λ n = ( nπ / L ) 2 , X n ( x ) = sin ( nπ x / L ) , n = 1 , 2 , …
Spatial part sine kyun hai, cosine kyun nahi? BC u ( 0 , t ) = 0 cosine ko kill karta hai (cos 0 = 1 ), sirf sin bachta hai.
Natural frequencies ω n kya hain? ω n = nπ c / L , isliye time part hai a n cos ω n t + b n sin ω n t .
Initial shape f ( x ) se a n ka formula? a n = L 2 ∫ 0 L f ( x ) sin L nπ x d x .
Initial velocity g ( x ) se b n ka formula, aur extra factor kyun? b n = nπ c 2 ∫ 0 L g ( x ) sin L nπ x d x ; T ko time mein differentiate karne se ω n = nπ c / L neeche aata hai, isliye usse divide karo.
Agar u t ( x , 0 ) = 0 ho, toh saare b n ka kya hota hai? Woh saare zero ho jaate hain; sirf cos ω n t terms bachte hain.
Clamped wave equation ka general solution? u = ∑ n ( a n cos L nπ c t + b n sin L nπ c t ) sin L nπ x .
Coefficients extract karne ke liye use hone wala orthogonality relation? ∫ 0 L sin L mπ x sin L nπ x d x = 2 L δ mn .
Wave equation u_tt = c^2 u_xx
Homogeneous BCs pinned ends
Initial shape f and velocity g
Linear homogeneous problem
Two ODEs with constant -lambda
Spatial ODE X'' + lambda X
Eigenvalues lambda greater than 0
Sine modes standing waves