A Mathematical Approach

Longman Mathematical Texts
Waves
A mathematical approach to
the common types of wave motion
Second edition
The late C. A. Coulson
revised by Alan Jeffrey
Professor of Engineering Mathematics
in the University of Newcastle upon Tyne
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Longman
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Longman Group Limited London
Associated companies, branches and representatives
throughout the world
Published in the United States of America
by Longman Inc., New York
C. A. Coulson
This edition Longman Group Limited 1977
All rights reserved. No part of this publication may be
reproduced, stored in a retrieval system, or transmitted
in any form or by any means, electronic, mechanical,
photocopying, recording, or otherwise, without the
prior permission of the Copyright owner.
First published by Oliver and Boyd Ltd. 1941
Published as second edition by Longman Group Ltd. 1977
Library of Congress Cataloging in Publication Data
Coulson, Charles Alfred.
Waves.
(Longman mathematical texts)
Includes index.
I. Wave-motion, Theory of. 1. Jeffrey, Alan.
II. Title.
QA927.C65 1977 531'.1133'01515 77-3001
ISBN 0-582-44954-5
Set in Linotron Times
and printed in Great Britain by
Richard Clay (The Chaucer Press) Ltd.,
Bungay, Suffolk.
Preface to the second
edition
The book written in 1941 by the late Charles Coulson served to
introduce a great many students to the basic ideas that underlie linear
wave motion. Just prior to his death he was beginning to give thought
to the task of revising his book in order to take account of the changes
in the teaching of the subject that have inevitably taken place since it
was first written. It is to be regretted that he left no plan indicating the
modifications he intended to make. Consequently, when accepting his
last request to me to see that a newedition of his book should appear in
print, I had to undertake my own re-planning of this work without
benefiting from any of his ideas or the special gift of physical insight
that he brought to his teaching.
The task of revision is never a straightforward one, and when
working on the present book I was always conscious of the fact that a
text like "Waves", which has stood the test of time so well, obviously
had a content and style of presentation that suited it to the needs of a
very wide readership. Accordingly, I considered it proper to preserve
as much as possible of the original structure and writing. So, within the
framework of the eight chapters comprising the original book, I have
confined my own contributions very largely to the inclusion of new
sections and examples wherever these seemed to be needed.
In recent years there has been a considerable growth in the study of
nonlinear wave phenomena and it seemed important to me that some
account of these matters should be given in this newedition. In order to
accomplish my task within a modest number of pages, and to keep this
first encounter with the subject at a level which is compatible with the
rest of the book, rather careful selection of material was necessary.
Essentially, this amounted to confining the illustrations used to fluid
mechanics, since only there is the structure of problems sufficiently
simple to enable them to be formulated without undue time first being'
spent developing the physical background. Despite this restriction, the
chapter contains enough basic material to enable students familiar
with more than a first course in subjects as diverse as solid mechanics,
plasticity, ferromagnetism, hydrology and chromatography to proceed
VI Preface to the second edition
as far as formulating and solving certain rather simple problems.
In his Preface to the first edition Charles Coulson wrote "the object
of this book is to consider from an" elementary standpoint as many
different types of wave motion as possible." It is my hope that by
revising and extending his work as I have, this same statement is as true
now as it was when he wrote these words in 1941.
Alan Jeffrey
January 1977
Contents
Preface
1: The wave equation
1 Introduction
2 General form of progressive waves
3 Harmonic waves
4 Plane waves
5 The wave equation
6 Principle of superposition
7 Special types of solution
8 List of solutions
9 Equation of telegraphy
10 Exponential form of harmonic waves
11 D'Alembert's formula
12 Inhomogeneous wave equation
13 Boundary conditions and mixed problems
14 Extension of solutions by reflection
15 A solved example
16 Examples
2: Waves on strings
17 The governing differential equation
18 Kinetic and potential energies
19 Inclusion of initial conditions
20 Reflection at a change of density
21 Reflection at a concentrated load
22 Alternative solutions
23 Strings of finite length, normal modes
24 String plucked at mid-point
25 Energies of normal modes
v
1
1
2
4
5
6
7
13
15
16
18
23
25
27
29
30
35
37
38
39
41
43
43
45
47
Vlll Contents
26 Normal coordinates 49
27 String with load at its mid-point 50
28 Damped vibrations 52
29 Method of reduction to a steady wave 53
30 Uniqueness of motion by the energy integral method 54
31 Examples 56
3: Waves in membranes
59
33 Solution for a rectangular membrane 60
34 Normal coordinates for a rectangular membrane 62
35 Circular membrane
63
36 Uniqueness of solutions 65
37 Examples 65
4: Longitudinal waves in bars and springs
38 Differential equation for waves along a bar 67
39 Free vibrations of a finite bar
68
40 Vibrations of a clamped bar
69
41 Normal coordinates
69
42 Case of a bar in a state of tension
70
43 Vibrations of a loaded spring
71
44 Waves in an anharmonic lattice
74
45 Examples
77
5: Waves in liquids
46 Summary of hydrodynamical formulae 79
47 Tidal waves and surface waves 81
48 Tidal waves, general conditions 81
49 Tidal waves in a straight channel 82
50 Tidal waves on lakes and tanks 85
51 Tidal waves on rectangular and circular tanks 87
52 Paths of particles 88
53 Method of reduction to a steady wave 88
54 Surface waves, the velocity potential 90
55 Surface waves on a long rectangular tank 91
56 Surface waves in two dimensions 92
57 Paths of the particles 94
Contents IX
58 The kinetic and potential energies 95
59 Rate of transmission of energy 96
60 Inclusion of surface tension. General formulae 98
61 Capillary waves in one dimension 99
62 Examples 101
6: Sound waves
63 Relation between pressure and density 104
64 The governing differential equation 104
65 Solutions for a pipe of finite length 107
66 Normal modes 107
67 Normal modes in a tube with moveable boundary 108
68 The velocity potential. General formulae 109
69 The differential equation of wave motion 110
70 An example 111
71 Spherical symmetry 112
72 The kinetic and potential energies 113
73 Progressive waves in a tube of varying section 114
74 Examples 116
7: Electric waves
75 Maxwell's equations 118
76 Non-conducting media and the wave equation 120
77 Electric and magnetic potentials 122
78 Plane polarised waves in a dielectric medium 124
79 Rate of transmission of energy in plane waves 126
80 Reflection and refraction of light waves 127
81 Internal reflection 132
82 Partially conducting media, plane waves 133
I
83 Reflection from a metal 136
84 Radiation pressure 138
85 Skin effect 138
86 Propagation in waveguides 139
87 Examples 145
8: General considerations
88 Doppler effect 149
89 Beats 151
x Contents
90 Amplitude modulation 152
91 Group velocity 152
92 Motion of wave 'packets 155
93 Kirchhoff's solution of the wave equation 158
94 Fresnel's principle 162
95 Diffraction at a pin hole 164
96 Fraunhofer diffraction theory 167
97 Retarded potential theory 169
98 Wave propagation in an inhomogeneous medium 171
99 Examples 174
9: Nonlinear waves
100 Nonlinearity and quasilinear equations 178
101 Conservation equations 180
102 General effect of nonlinearity 182
103 Characteristics 184
104 Wavefronts bounding a constant state 191
105 Riemann invariants 193
106 Simple waves 200
107 The piston problem 202
108 Discontinuous solutions and shock waves 207
109 Examples 216
Answers 222
Index 226
1
The wave equation
1 Introduction
We are all familiar with the idea of a wave; thus, when a pebble is
dropped into a pond, water waves travel radially outwards; when a
piano is played, the wires vibrate and sound waves spread through the
room; when a television station is transmitting, electric waves move
through space. These are all examples of wave motion, and they have
two important properties in common: firstly, energy is propagated to
distant points; and, secondly, the disturbance travels through the
medium without giving the medium as a whole any permanent dis-
placement. Thus the ripples spread outwards over a pond carrying
energy with them, but as we can see by watching the motion of a small
floating body, the water of the pond itself does not move in the
direction of propagation of the waves. In the following chapters we
shall find that whatever the nature of the medium which transmits the
waves, whether it be air, a stretched string, a liquid, an electric cable or
some other medium, these two properties which are common to all
these types of wave motion, will enable us to relate them together. In
the linear case they are all governed by a certain differential equation
called the wave equation or, as it is sometimes termed, the equation of
wave motion (see 5), and the mathematical part of each separate
problem merely consists in solving this equation with the right bound-
ary conditions, and then interpreting the solution appropriately.
2 General form of progressive waves
Consider a disturbance c/J which is propagated in the positive direction
along the x axis with velocity c. There is no need to state explicitly what
c/J refers to; it may be the elevation of a water wave or the magnitude of
a fluctuating electric field. Then, since the disturbance is moving, c/J will
depend on x and t. When t = 0, c/J will be some function of x which we
may call I(x). I(x) is the wave profile, since if we plot the disturbance c/J
2 The wave equation
against x, and "photograph" the wave at t = 0, the curve obtained will
be c/J = I(x). If we suppose that the wave is propagated without change
of shape, then a photograph taken at a later time t will be identical with
that at t = 0, except that the wave profile has moved a distance ct in the
positive direction of the x axis. If we took a new origin at the point
x = ct, and let distances measured from this origin be called X, so that
x =X +-ct, then the equation of the wave profile referred to this new
.origin would be
c/J = I(X).
Referred to the original fixed origin, this means that
c/J = I(x -ct). (1)
This equation is the most general expression of a wave moving with
constant speed c and without change of shape, along the positive
direction of x. If the wave is travelling in the negative direction its form
is given by (1) with the sign of c changed, so that then
c/J = I(x +ct).
3 Harmonic waves
(2)
The simplest example of a wave of this kind is the harmonic wave, in
which the wave profile is a sine or cosine curve. Thus if the wave profile
at t = is
(c/J )'=0 = a cos mx,
and the wave moves to the right wit)1 the constant speed c then, at time
t, the displacement, or disturbance, is
c/J = a cos m(x -ct). (3)
(4)
The maximum modulus of the disturbance a is called the amplitude.
This type of wave profile repeats itself at regular distances 27T'/m. The
distance 27T'/ m is known as the wavelength A of this periodic wave
profile. Equation (3) could therefore be written
27T'
c/J = a cos T(x -ct).
The time taken for one complete wave to pass any point is called the
Period 7' of the wave. It follows from (4) that the argument ~ T (x -ct)
Harmonic waves 3
must pass through a complete cycle of values as t is increased byT. Thus
from the periodicity of the cosine function we conclude that
27TCT =27T
A '
and so
T=A/c. (5)
The frequency n of such a periodic wave is the number of waves
passing a fixed observer in unit time. Clearly
so that
n =l/T,
c =nA,
(6)
(7)
and equation (4) may thus be written in either of the equivalent forms,
(8)
or
(9)
(10)
(11)
Sometimes it is useful to introduce the wave number k, which is the
number of waves in a unit distance. Then
k = l/A,
and we may write equation (9)
c/J = a cos 27T(kx - nt).
If we compare two similar waves
c/Jt = a cos 27T(kx - nt),
c/J2 =a cos {27T(kx - nt) +e},
we see that c/J2 is the same as c/J t except that it is displaced a distance
e/27Tk or, equivalently, eA/27T. The quantity e is called the phase of c/J2
relative to c/Jt. If e = 27T, 47T, ... then the displacement is exactly one,
two, . .. wavelengths, and we say that the waves are in phase; if
e = 7T, 37T, ... then the two waves are said to be exactly out of phase.
4 The wave equation
Even if a wave is not an harmonic wave, but the wave profile consists
of a regularly repeating pattern, the definitions of wavelength, period,
frequency and wave number still apply, and equations (5), (6), (7) and
(10) are still valid.
4 Plane waves
It is possible to generalise equation (1) to deal with the case of plane
waves in three dimensions. A plane wave is one in which the distur-
bance is constant over all points of a plane drawn perpendicular to the
direction of propagation. Such a plane is often called a wavefront, and
this wavefront moves perpendicular to itself with the velocity of
propagation c.
Suppose that the unit normal along the direction of propagation is ."
and that it has direction cosines (I, m, n). Then if r, with components
(x, y, z), is the position vector of a. general point P on the plane
wavefront at time t, we see from Fig. 1 that the equation of this
wavefront is
." r = Ix +my +nz = p,
where p is the perpendicular distance from the origin 0 measured
along the vector ." to the point Q at which this line meets the
wavefront.
o
Fig. 1
The wave equation 5
As the plane wavefront moves with constant speed c along .", it
follows that if Q is distant a from 0 at time t = 0, so that p = a +ct, the
above result may be written
Ix +my +nz -ct = a (cont). (12)
If, at any moment t, c/J is to be constant for all x, y, z satisfying (12),
then it is clear that
c/J = f(lx +my +nz -ct),
or
c/J = f(." r - ct), (13)
is a function which .fulfils all these requirements and therefore repre-
sents a plane wave travelling with speed c in the direction I: m : n
without change of form. When, later, nonlinear waves are discussed,
we shall see that the name wavefront is also used to characterise a
somewhat different, though related, property of a wave.
5 The wave equation
The expression (13) is a particular solution of the wave equation
referred to on page 1. Since I, m, n are direction cosines, 1
2
+m2 +
n 2 = 1, and it is easily verified that when f is twice differentiable the
function c/J satisfies the differential equation
2 _ a
2
c/J a
2
c/J a
2
c/J 1 a
2
c/J
V c/J = ax2 +ay2 +az2 = c2 at
2
' (14)
which bears a close resemblance to Laplace's equation. This is the
equation which is called the wave equation. It is one of the most
important linear partial differential equations in the whole of
mathematics, since it represents all types of linear wave motion in
which the velocity is constant. The expressions in (1), (2), (8), (9), (11)
and (13) are all particular solutions of this equation. We shall find, as
we investigate different types of wave motion in subsequent chapters,
that equation (14) invariably appears, and it will be our task to select
the solution that is appropriate to our particular problem. There are
certain types of solution that occur often, and we shall discuss some of
them in the rest of this chapter, but before doing so, there is one
important property of the fundamental equation to which reference
has already been made that must be explained further.
6 The wave equation
6 Principle of superposition
The wave equation is linear. That is to say, c!J and its partial derivatives
never occur in any form other than that of the first degree. Conse-
quently, if c!Jt and c!J2 are any two solutions of (14), atc!Jt +a2c!J2 is also a
solution, at and a2 being two arbitrary constants. This is an illustration
of the principle of superposition, which states that, when all the
relevant equations are linear we may superpose any number of indi-
vidual solutions to form new functions which are themselves also
solutions. We shall often have occasion to do this and it is, indeed, the
fundamental principle on which methods for seeking solutions to the
wave equation are based.
A particular instance of this superposition, which is important in
many problems, comes by adding together two harmonic waves going
in opposite directions with the same amplitude and speed. Thus, with
two equal amplitude waves similar to (11) moving in opposite direc-
tions, we obtain
c!J = a cos 211'(kx - nt) +a cos 211'(kx + nt)
= 2a cos 211'kx cos 211'nt. (15)
This is known as a stationary wave, to distinguish it from the earlier
progressive waves. It owes its name to the fact that the wave profile
does not move forward. In fact, c!J always vanishes at the points for
which cos 211'kx = 0; that is for
135
x = 4k' 4k' 4k' ....
These points are called the nodes of the wave and the intermediate
points, where the amplitude 2a cos 211'kx of c!J is greatest, are called
antinodes. The distance between successive nodes, or successive
antinodes, is 1/2k, which, by (10), is half a wavelength.
Using equal amplitude harmonic wave functions similar to (13), we
find corresponding stationary waves in three dimensions, given by
c!J = a cos {211'(". r-ct)/A}+a cos {211'(". r+ct)/A}
= 2a cos (211'J1 r/A) cos (2mt/A). (16)
In this case c!J always vanishes on the planes
". r= Ix +my +nz = (2m +I)A/4,
where m = 0, 1, ... , and these are known as nodal planes.
Special types ofsolution 7
7 Special types of solution
We shall now obtain some special types of solution of the wave
equation which we shall be able to apply to specific problems in later
chapters. We may divide our solutions into two main types, represent-
ing stationary and progressive waves.
We have alreadydealt with progressive waves in one dimension. The
equation to be solved is
Its most general solution may be obtained by a method due to
d' Alembert. We change to new variables u = x - ct, and v = x +ct.
Then it is easily verified that under this transformation
ac/J = aq, +ac/J ac/J = _ c ac/J +c ac/J
~ u ~ ~ au ~
a
2
c/J a
2
c/J a
2
c/J a
2
c/J a
2
c/J 2 a
2
c/J 2 a
2
c/J 2 a
2
c/J
-=-+2 +- -=c --2c +c -.
ax
2
au
2
au av av
2
' at
2
, au
2
au av av
2
When these changes are made the wave equation becomes
The most general solution of this is
c/J =/(u)+g(v),
/ and g being arbitrary twice differentiable functions of their argu-
ments. In the original variables this is
c/J = /(x - ct) +g(x +ct). (17)
The harmonic waves of 2 are special cases of this, in which/ and g are
cosine functions. The waves / and g travel with speed c, in opposite
directions, with / moving to the right and g to the left.
In two dimensions the wave equation is
a
2
c/J a
2
c/J 1 a
2
c/J
ax
2
+ay2 = c
2
at
2
(18)
By an obvious extension of d' Alembert's method it follows that the
8 The wave equation
most general solution involving only plane waves is
ef> = l(lx +my -ct) +g(lx +my +ct), (19)
(22)
where, as before, I and g are arbitrary twice differentiable functions of
their arguments and 1
2
+m2 = 1. Strictly speaking, these should be
called line waves, since at any moment ef> is constant along the lines
Ix +my = const.
In three dimensions the partial differential equation is
ilef> ilef> a
2
ef> 1 a
2
ef>
ax
2
+ay2+ az
2
=c
2
at
2
' (20)
and the most general solution involving only plane waves is
ef> =I(lx+my+nz-ct)+g(lx+my+nz+ct), (21)
in which f +m2 +n2 = 1 and I, g satisfy the same differentiability
condition as before.
There are, however, other solutions of progressive type, not involv-
ing plane waves. For suppose that we transform (20) to spherical polar
coordinates r, (J, t/J, t ~ the three-dimensional wave equation
becomes
a
2
ef> +2 ac/J + 1 .!.(Sin (J aef + 1 a
2
ef> = .1... i ef>
ar
2
r ar r
2
sin (J a(J a(J I' sin
2
(J at/J2 c
2
at
2
'
If we are interested in solutions possessing spherical symmetry (i.e.
independent of (J and t/J) we shall have to solve the simpler equation
a
2
ef> 2 aef> 1 a
2
ef>
ar
2
+; ar = c
2
at
2
' (23)
This may be written
a
2
1 a
2
ar2 (ref =c2 at2(ref,
showing (cf. equation (17 that it has solutions
ref> = I(r -ct) +g(r +ct),
whereI and g are again arbitrary twice differentiable functions of their
arguments. We see, therefore, that there are progressive type solutions
1 1
ef> =-/(r-ct)+-g(r+ct).
r r
(24)
(25)
Let us now turn to solutions of stationary type. These may all be
obtained by the method known as the separation of variables. In one
dimension we have to solve
Let us try to find a solution of the form
c/J =X(x)T(t),
X and T being functions solely of x and t, respectively, whose form is
still to be discovered. Substituting this form of c/J in the differential
equation and dividing both sides by the product X (x) T(t) we obtain an
equation involving only ordinary derivatives
1 d
2
X 1 d
2
T
X dx
2
= c
2
T dt
2
The left-hand side is independent of t, being only a function of x, and

the right-hand side is independent of x, beingonly a function of t. Since
the two sides are identically equal, this implies that each is independent
both of x and t, and must therefore be constant. Putting this constant
equal to _p2, we arrive at the two equations
(26)
Employing a concise but obvious notation, we see that these equations
give, apart from arbitrary constants,
cos
X=. px,
sm
cos
T=. cpt,
sm
(27)
which are to be read X equals cos or sin px, etc. A typical solution
therefore is a cos px cos cpt, in which p is arbitrary. In this expression
we could replace either or both of the cosines by sines, and by the
principle of superposition the complete solution is the sum of any
number of terms of this kind with different values of p.
The constant _p2 which we introduced, is known as the separation
constant. We were able to introduce it in (25) because the variables x
and t had been completely separated from each other and were in fact
on opposite sides of the equation. There was no reason why the
separation constant should have had a negative value of _p2 except
that this enabled us to obtain harmonic solutions (27). If we had set
10 The wave equation
each side of (25) equal to +p2, the solutions would have been
X=exp(px), T=exp(ept), (28)
This method of separation of variables can be extended to any
number of dimensions. Thus in two dimensions a typical solution of
(18) is
cos cos cos
A.. = . PX . qy . ret,
'f' sm Stn SIO
(29)
in which p2+q2 = r
2
, p and q being allowed arbitrary values. An
alternative version of (29), in which one of the functions is exponential,
.
IS
cos cos
c/J = . px exp (qy) . ret,
SIO sm
(30)
. h' h 2 2 2
10 W IC P -q =r .
It is easy to see that there is a variety of forms similar to (30) in which
one or more of the functions is altered from an harmonic to a
hyperbolic or exponential term.
In three dimensions we have solutions of the same type, two typical
examples being
and
cos cos cos cos
c/J =. px . qy . rz . set,
stn sm sIn sm
(31)
cosh cos cos
c/J = . h px exp (qy) . rz . set,
SIO sIn sIn
There are two other examples of a solution in three dimensions that
we shall discuss. In the first case we put x = r cos (), y = r sin (), and we
use r, () and z as cylindrical coordinates.. The wave equation then
becomes
a
2
c/J 1 ac/J 1 i c/J a
2
c/J 1 a
2
c/J
-+--+---+-=---
ar
2
r ar r
2
a()2 az
2
e
2
at
2
'
A solution can be found of the form
c/J =R(r)8()Z(z)T(t), (33)
where, by the method of separation of variables, R, 8, Z, T are
functions only of r, 8, z and t, respectively, and satisfy the equations
d
2
R 1 dR m2 2 d
2
8 2
-+----R+n R=O ---:-=-m 8
dr
2
r dr r
2
'd8
2
,
d
2
T 2 2 2 2 2
dt
2
= -c P T, n = p - q .
(34)
The only difficult equation is the first, and this is just Bessel's equation
of order m, with solutions 1
m
(nr) and Ym(nr). 1
m
is finite and Y
m
is
infinite when r = 0, so if a solution is required which is finite at the
origin we shall require only the 1
m
solutions. The final form of c/J is
therefore
1
m
cos cos cos
c/J = v (nr) . m8. qz . cpt.
sm sin sm
(35)
If c/J is to be single valued, m must be an integer; but n, q and p may be
arbitrary provided that n2 =p2 _q2. Hyperbolic modifications of (35)
are possible, similar in all respects to (31) and (32).
Our final solution is one in spherical polar coordinates r, 8, f/!. The
wave equation (22) has a solution R(r)8(8)\}I(f/!)T(t), where
d
2
T 2 2 d
2
\}1 2
dt 2 = -c P T, df/!2 = -m \}I,
1 d(. de) { m
2
}
--- sm8- + n(n+l)- 8=0
sin 8 d8 d8 sin
2
8 '
d
2
R+2dR+{ 2_
n
(n+l)}R=0.
dr
2
r dr p r
2
Here m, nand p are arbitrary constants, but if \}I(f/!) is to be single
valued, m must be integral. The first two of these equations present no
difficulties. The 8-equation is the generalised Legendre's equation
with solution
8(8) = p,: (cos 8),
and if 8 is to be finite everywhere, n must be a positive integer. When
m = 0 and n is integral, P': (cos 8) reduces to a polynomial in cos 8 of
degree n, known as the Legendre polynomial P
n
(cos 8). For other
integral values of m, P': (cos 8) is defined by the equation
p,: (cos IJ) = sin"'1Jd(C:S:)"' {Po (cos IJ)}.
A few values of Pn(cos 8) and P:(cos 8) are given below, for small
integral values of nand m. When m > n, P:(cos 8) vanishes identi-
cally.
Po(cos 8)= 1
P
1
(cos 8) = cos 8
P
2
(cos 8) = ~ cos
2
8 -1)
P
3
(cos 8) = !(5 cos
3
8 - 3 cos 8)
P
4
(cos 8) = ~ 5 cos
4
8 - 30 cos
2
8 +3)
P ~ c o s 8) = sin 8
P ~ c o s 8) = 3 sin 8 cos 8
P ~ (cos 8) = ~ sin 8 (5 cos
2
8 -1)
P ~ c o s 8) = 3 sin
2
8.
To solve the R-equation put R(r)=r-
1
/
2
S(r), and we find that the
equation for S(r) is just Bessel's equation
d
2
S 1 dS { 2 (n +!)2}
-+--+ P - S=O
d,2 r dr ,2 ,
so that
S(r) = I
n
+1/2(pr) or Y
n
+
1
/2(pr).
Collecting the various terms, the complete solution, apart from hyper-
bolic modifications, is seen to be
", _ -1/2
1
n+1/2 (p )pm ( 8) cos cos
'I' -r y: r n cos . mf/J . cpt.
n+l/2 sin sm
(36)
If c/J has axial symmetry, we must only take functions with m = 0, and if
it has spherical symmetry, terms with m =n =0. Now 1
1
/2(z)=
J(2/7T'z) sin z, and also Y
1
/2(z) = -J(2/7T'z) cos Z, so that for m = n =
othis becomes
-1 cos cos
c/J = r . pr. cpt.
sin sin
(37)
A solution finite at the origin is obtained byomittingthe cos pr term.
L"ist ofsolutions 13
8 List of solutions
We shall now gather together for future reference the solutions
obtained in the preceding pages.
Progressive waves
1 dimension
2 dimensions
ilcf> ilcf> 1 ilcf>
-+-=---
ax 2 ay 2 c2 at
2
,
cf> = f(x -ct) +g(x +ct) (17)
cf> = f(lx +my -ct)+g(lx +my +ct), [2+
m
2= 1 (19)
3 dimensions
a
2
cf> a
2
cf> a
2
cf> 1 a
2
cf>
-+-+-----
ax
2
ay2 az
2
- c
2
at
2
'
cf> = f(lx +my +nz-ct)+g(lx +my +nz +ct), e+m
2
+n
2
= 1 (21)
3 dimensions, spherical symmetry
a
2
cf> 2 a
2
cf> 1 a
2
cf> 1 1
ar
2
+-;: at 2= c 2 at2' cf> =-;:f(r-ct)+-;:g(r+ct). (24)
Stationary waves
1 dimension
2 dimensions
cos cos
cf> = . px . cpt
sm sm
cf> = exp (px cpt)
(27)
(28)
cos cos cos 2 2 2
cf>=. px . qy. rct,p +q =r (29)
sm sm sm
cos cos
cf> = . px exp (qy) . rct, p2 _q2 = r
2
(30)
sm sm
3 dimensions
cos cos cos cos
et> = . PX . qy . rz . sct,
SID Sin SID SID
(31)
cosh cos cos
et> = . h px exp (qy) . rz . sct,
SID SID SID
2 2 2 2 (
-p -q +r =s . 32)
Plane Polar Coordinates (r, 0)
ilet> 1 aet> 1 a
2
et> 1 ilet>
-+--+---=--
ar
2
r ar r
2
a0
2
c
2
at
2
'
1
m
cos cos
et> = V (nr) . mO . cnt.
SID SID .
(35a)
Cylindrical Polar Coordinates (r, 8, z)
a
2
et> 1 aet> 1 a
2
et> a
2
et> 1 a
2
et>
-+--+---+-=---
ar
2
r ar r
2
a8
2
az 2 c
2
at
2
,
1
m
cos cos cos
et> = v (nr) . mO . qz . cpt,
SID SID SID
2 2 2
n =p -q . (35b)
Spherical Polar Coordinates (r, 8, f/J)
a
2
et> 2 aet> 1 a (. 0aet 1 a
2
et> 1 a
2
et>
ar
2
+;- ar +r
2
sin 0 a8 SID ao +r
2
sin
2
0 af/J2 =c
2
at
2
'
,I.,. _ -1/21"+1/2 (p )pm( 0) cos .1, cos
'" - r v r" cos . m'f' . cpt.
"+1/2 SID SID
(36)
Spherical symmetry
iet> 2 aet> 1 a
2
et>
-+--=---
ar
2
r ar c
2
at
2
'
-1 COS COS
et> = r . pr. cpt.
SID SID
(37)
It should be noted that there are exponential modifications of all the
above equations.
In solving. problems, we shall more often require progressive type
solutions in cases where the variables x, y, z are allowed an infinite
range of values, and stationary type solutions when their allowed range
is finite.
(38)
(39)
Equadonofrekgraphy 15
9 Equation of telegraphy
There is an important modification of the wave equation which arises
when friction, or some other dissipative force, produces a damping.
The damping effect is usually allowed for (see e.g. Chapter 2 and
elsewhere) by the inclusion of a term of the formp a</J, which will arise
at
when the damping force is proportional to the velocity of the vibra-
tions. The revised form of the fundamental equation of wave motion,
known as the equation of telegraphy, is
V
2
</J = 1 {a2</J + ~
? ar Pat
2
If we omit the termat this equation is the same as that occurring in the
at
flow of heat, though the mathematical properties of the resulting
equation are then quite different and do not characterise wave propa-
gation.1f in (38) we set </J = u exp (-ptI2), we obtain an equation for u
of the form
2 1 {a
2
u 1 2 }
V U =, --;::r--P u .
c at 4
Very often p is so small that we may neglect p2, and then (39) is in the
standard form which we have discussed in 8, and the solutions given
there will apply. In such a case the presence of the dissipative term is
shown by a decay factor exp (-ptI2). If this is written in the form
exp (-tlto), then t
o
(=2Ip) is called the modulus of decay. When the
term in p2 may not be neglected, we have to solve (38), and the method
of separation of variables usually enables a satisfactory solution to be
obtained without much difficulty.
There is an alternative solution to the equation of telegraphy that is
sometimes useful. Taking the case of one dimension, and supposing
that p is so small that p
2
may be neglected, we have shown that the
solution of (38) may be written in the form
</J = exp (-ptI2)/(x -ct),
(40)
where I is any twice differentiable function of its argument. Since I is
otherwise arbitrary, we can put
I(x -ct) = exp{-p(x -ct)/2c}g(x -ct),
where g is now an arbitrary function with the same differentiability
properties as f. Substituting this in (40) we get
cP = exp (-px/2c )g(x - ct). (41)
This expression resembles (40) except that the exponential factor now
varies with x instead of with t.
10 Exponential form of harmonic waves
Most of the waves with which we shall be concerned in later chapters
will be harmonic. This is partly because, as we have seen in 8,
harmonic functions arise very naturally when we try to solve the wave
equation; it is also due to the fact that by means of a Fourier analysis,
any function may be split into harmonic components, and hence by the
principle of superposition, any wave may be regarded as the resultant
of a set of harmonic waves.
When dealing with progressive waves of harmonic type there is one
simplification that is often useful and which is especially important in
the electromagnetic theory of light waves. We have seen in (11) that a
progressive harmonic wave in one dimension can be represented by
cP = a cos 27T(kx -nt). If we allow for a phase B, it will be written
cP = a cos {27T(kx - nt) +e}. Now this latter function may be regarded
as the real part of the complex quantity
a exp {i[27T(kx - nt) +e]}.
It is most convenient for much of our subsequent work if we choose the
minus sign and also absorb the phase e and the amplitude a into one
complex number A. We shall then write
cP = A exp {27Ti (nt - kx)}, A =a exp (-ie). (42)
This complex quantity is itself a solution of the wave equation, as can
easily be seen by substitution, and consequently both its real and
imaginary parts are also solutions. Since all our equations in cP are
linear, it is possible to use (42) itself as a solution of the wave equation,
instead of its real part. In any equation in which cP appears to the first
degree, we can, if we wish, use the function (42) and assume that we
always refer to the real part, or we can just use (42) as it stands, without
reference to its real or imaginary parts. In such a case the apparent
amplitude A is usually complex, and since A = a exp (-ie ), we can say
that IAIis the true amplitude, and -argA is the true phase. The speed,
of course, as given by (7) and (10), is n/k.
Exponential form ofharmonic waves 17
We can extend this representation of cf> to cover waves travelling in
the opposite direction by using in such a case
cf> =A exp {21Ti(nt+kx)}.
(43)
There is obviously no reason why we should not extend this to two or
three dimensions. For instance, in three dimensions
cf> = A exp {21Ti (nt - 1'. rn (44)
(45)
(47)
would represent a harmonic wave with amplitude A moving with
speed n in the positive direction of the unit vector 1'.
Before concluding this section let us consider a generalisation of the
one-dimensional form of the equation of telegraphy (38) in terms of
the plane wave representation (42). To be precise, we shall consider
the generalised equation of telegraphy
iiet> 1 {iiet> dcP }
ax
2
= c
2
at
2
+p at +qet>
where q, likep, is a constant. Then, clearly, a plane wave corresponding
to an arbitrary choice of nand k in (42) cannot satisfy (45), so to find
the relationship that they must satisfy it is necessary to substitute (42)
into (45). When this is done the compatibility relation is obtained in the
form
41T
2
n
2
-i21Tpn -(41T
2
C
2
k
2
+q) = 0, (46)
so that the frequency n is seen to become complex for real k, with
n = ip -.!..-{161T
2
c
2
k
2
+(4q _p2)}1/2.
41T 41T
The plane wave (42) then takes the form
et> =A exp (-ptI2) exp 21Ti{ -p2)r/2-kx}.
(48)
It now follows that if p > 0 the wave will attenuate with time, but since
from (47) the frequency depends on the wave length A through the
wave number k, it also follows that the speed of propagation of the
wave is frequency dependent. Thus the effect of equation (45) on the
propagation of two initially coincident plane waves with different
frequencies will be to separate them as time increases. By analogy with
optics, this frequency dependence of the propagation speed is called
dispersion, and the compatibility relation (46) itself connecting nand k
is known as the dispersion relation for differential equation (45). If
p <the solution q, in (48) will be unstable since it will grow without
bound.
Dispersion in a partial differential equation representing wave
motion leads directly to change of shape of the wave as it propagates.
This can easily be seen by considering an initial wave form to be
resolved into its Fourier components, when their different propagation
speeds, corresponding to different frequencies, lead to a changed wave
form when they are again superposed at some subsequent time.
In general equations of wave motion exhibit dispersion, and only in
exceptional cases, as with the wave equation (14), will distortionless
propagation be possible. A special exception is provided by the
generalised equation of telegraphy (45) in the case that 4q = p2, for
then (48) becomes
q, = A exp (-pt/2) exp 2Trki (ct - x). (49)
This result shows that irrespective of k, all harmonic plane waves will
propagate at the same speed c to the right or left without distortion,
though they will all be equally attenuated by the factor exp (-pt/2).
For this reason wave solutions to the telegraph equation in which
4q = p2 are called relatively undistorted waves. This condition is of
considerable importance in telephone line construction where, if it is
satisfied, the signal will be attenuated as it propagates but not dis-
torted.
11 D'Alembert's formula
Let us now consider the wave equation
fiq, 2fiq,
--c -=0
at
2
ax
2
together with the initial conditions
q,(x,O)=h(x) and ~ ~ x , O = k x ,
(50)
(51)
where hand k are arbitrarily assigned differentiable functions for
-00 <x <00. From the form of the solution that will subsequently be
given in equation (57) it will appear that h must be at least twice
differentiable and k at least once differentiable. The conditions (51)
D'Alembert's formula 19
are called initial conditions because they involve the specification of
the behaviour of the solution 4> (x, t) at some specific moment in time,
here taken to be t = O. In the theory of partial differential equations
this initial data is known as the Cauchy data for the wave equation.
Our purpose in this section will be to determine how the solution
evolves away from these initial conditions as time increases. Since the
initial or Cauchy data (51) is assumed to be given for all x, the problem
represented by (50) and (51) is called a pure initial value problem for
the wave equation for the unbounded region -00 < x < 00.
It is known from (17) that the general solution to (50), without
considering the conditions (51), is
4> = I(x -ct) +g(x +ct), (52)
where I and g are arbitrary twice differentiable functions. So, setting
t = 0 in (52), we have at once from the first condition in (51) that
I(x) +g(x) = hex). (53)
It also follows by differentiation of (52) partially with respect to t,
followed by setting t = 0 and using the second condition in (51), that
-cf'(x)+cg'(x) = k(x). (54)
Integration of this last result from an arbitrary point a to x then yields
1 IX
-/(x)+g(x)=- k(s)ds+g(a)-/(a).
C a
Combination with (53) now gives
1 r
5
I(x) = th(x) - 2c la k(s) ds -t(g(a) -I(a,
and
1 1 (X 1
g(X)=2h (X)+2c J
a
k(s)ds+
2
(g(a)-I(a.
(55)
(56)
Replacing x by x - ct in (55) and by x +ct in (56) and adding gives, by
virtue of (52),
{
1 (X-ct 1 f X+ct }
4> =t hex -ct)+h(x +ct)- c J
a
k(s) ds +c J
a
k(s) ds .
Absorbing the minus sign in the third term on the right-hand side by
reversing the limits of integration and then combining the last two
terms finally yields
( )
=h(x-ct)+h(x+ct) 1..J.
x
+
ct
k()d
cPx,t 2 +2 S S,
c x-ct
(57)
which is the solution to our problem. This is called d' Alembert's
formula and it is an important result since it provides valuable informa-
tion about the nature of the solution cP and the way it depends on the
Cauchy data (51).
The first conclusion that may be drawn from (57) is that the Cauchy
data given in (51) is sufficient to specify a unique solution to the wave
equation. To see this let us suppose, if possible, that two different
solutions 4> and'" to (51) exist that both satisfy the same Cauchy data
(51). Then, because of the linearity of the wave equation, the function
w =cP -." will also be a solution of (50), and it will have for its Cauchy
data on the initial line t =0 the homogeneous conditions
oW
w(x, 0) =0 and at(x, 0) =0,
corresponding to h = k =p. D'Alembert's formula then shows that
W (x, t) =0 for all x, and t 0, so that 4> ==." and hence the solution is
umque.
To study the way in which the solution depends on the Cauchy data
let us now consider the solution at a general point (xo, to) in the (x, t)
plane with to> O. Then from (57) the solution at (xo, to) is seen to be
determined only by Cauchy data given on the finite interval Xo - cto
x Xo +cto of the initial line. More precisely, it is only influenced by the
functional values of h at the ends of interval, and by the function k
over the entire interval by virtue of the integral term in (57).
It is for this reason that the interval
along t =0
on the initial line is called the domain of dependence of the point
(xo, to). The triangular region with point (xo, to) as vertex and the
domain of dependence of this point as base is called the domain of
determinacy that is associated with the domain of dependence. This is
so called because the solution at each point of it is fully determined by
the initial data that has been assigned to the domain of dependence.
An immediate consequence of (57) is that two sets of different initial
data that coincide only in some interval D of the initial line t = 0 define
two different solutions which are, however, identical in their common
domain of determinacy associated with D.
D'Alembert's formula 21
If a domain of determinacy on which initial data is given is reduced
to a single point P of the initial line, then the solution will only be
determined at that one point. However, the data at P will influence, but
not determine, the solution at points in the half plane t > 0 that lie in an
open triangular region with P as vertex and with sides comprising the
straight lines drawn through P in the direction of increasing time with
gradients dx/dt = c. It is on account of this that the region so defined
is called the range of influence of the point P. These ideas are
illustrated in Fig. 2(a),(b). A straight line through an arbitrary point
t
B
X
o
- Clo 0 0 Xo 0 0' 0 xo+ cl
O
x
Domain of dependence
t
Characteristics
(a) (b)
Fig. 2
~ 0) of the initial line that bounds one side of a domain of determinacy
or a range of influence will have either the equation
x - ct =~ or x +ct =f
These lines belong to one of the two families of parallel straight lines
u = const. and v = const., where
u = x - ct and v = x +ct,
which are collectively called the families of characteristic curves of the
wave equation (50). Here we have expressly used the termcurve rather
than line, in relation to characteristics, since in more general situations
where c is not constant the families of characteristics are indeed
families of curves and not, as in this case, families of parallel straight
lines.
To conclude this section let us consider two different initial value
problems for the wave equation (50) that are determined by assigning
the two different sets of Cauchy data
(i) <Pt(x, 0) = ht(x) and a<pt (x, 0) = kt(x)
at
and
where ht, h
2
, k
t
and k
2
are functions with the same differentiability
properties as hand k, respectively. Suppose also that
Ih
t
(x)-h
2
(x)l<e and Ik
t
(x)-k
2
(x)I<8 (58)
for -oo<x <00, with e >0, 8 >0 arbitrary.
Then it follows directly from (57) that
<Pt(x, t) -<P2(X, t) =!{h t(x - et) - h
2
(x -et)}
1 J.
x
+
ct
+!{ht(x +et) - h2(x +et)}+ 2c x;-ct (kt(s) - k2(s ds.
Taking the modulus of this result and employing the elementary
inequality from the calculus
b b
Il f(s) dsl,.; llf(s)1 ds
then gives
I<p t (x, t) - <P2(X, t) I::::: ilht (x - ct) - h
2
(x - ct)1
1 J.
x
+
ct
+ilht(x +ct)-h2(x +ct)l+ 2c x-ct Ik t(s)-k2(s)/ ds.
So, using inequalities (58), this reduces to the result
Consequently, for any given t = 1", we conclude that by making h
2
and
k
2
sufficiently close approximations to h
t
and kt, so that e,8 are
suitably small, the solution <P2 will approximate solution <Pt arbitrarily
closely for all x and 0::::: t ::::: 1".
Expressed differently, this fundamental result asserts that the solu-
tion to the wave equation depends continuously on the Cauchy data. This
conclusion is in agreement with observations in the physical world, in
Inhomogeneous waveequation 23
the sense that if the Cauchy data is slightly altered, then the solution
itself is only slightly changed. We shall have occasion to appeal to this
result when we come to study the idealised motion of a plucked string.
12 Inhomogeneous wave equation
The wave equation (50) is said to be homogeneous, in the sense that
each term depends linearly on cf>. It has associated with it an
inhomogeneous equation
(59)
in which, as we shall see in subsequent sections, the inhomogeneous
termf(x, t) which does not contain cf> represents some externally acting
force. We now set out to determine how the inhomogeneous term will
modify d' Alembert's formula when (59) is subject to the initial condi-
tions (51).
Our task may be simplified by observing at the outset that if in (59)
we set cf> = cf>1 +cf>2, where cf>1 is a solution of the homogeneous wave
-equation (50) subject to the general initial data (51), then cf>2 will be a
solution of
subject to the homogeneous initial conditions
cf>2(X, 0) =0 and acf>2 (x, 0) =o.
at
(60)
(61)
Henceforth, we need work only with the initial value problem rep-
resented by (60) and (61).
Our starting point will be to integrate (60) over the region D in Fig.
2ato obtain
II
(
a2cf>2 2icf>2) II
at2 - c ax2 dx dt = f(x, t) dx dt.
D D
Employing Green's theorem to replace the integral over D on the
left-hand side by a line integral around the boundary aD of D then
reduces this result to
f
a ~ a ~ II
- -dx+c -dt = f(x, t) dx dt.
aD at ax
D
(62)
Now the boundary aD comprises the three directed straight line
segmentsBQ, QA andAB in Fig. 2a, andalongBQ dx/dt = -c, whilst
along QB dx/dt = c. By virtue of these results (62) may be written
1 c a ~ dt +a ~ dx) _ 1 c a ~ dt +a ~ dx)
j BQ at ax j QA at ax
_1 a ~ dx +C
2a
4>2 dt) = IIf(x, t) dx dt. (63)
JAB at ax
D
The bracketed terms in the first two integrals are simply the total
differential d4>2' while in the third integrand the first term vanishes on
AB because of the second initial condition in (61), and the second term
vanishes because as AB is directed along the x-axis dt/dx = O. Hence
we arrive at the result
fBQ C d4>2-fQA C d ~ = I I f(x, t) dx dt
D
so, recalling the directed nature of the segments BQ and QA of the
boundary, we may write
C4>2(Q)-C4>2(B)+C4>2(Q)-C4>2(A) = I I f(x, t) dx dt. (64)
D
The first of initial conditions (61) assert that 4>2(A) =4>2(B) =0, so that
(64) becomes
4>2(Q) = ~ fff(x, t) dx dt.
D
(65)
(66)
Expressing the integral over D in terms of the geometry of triangle
ABQ in Fig. 2a we finally arrive at the result
1 J. to J.xo+C(to-t')
4>2(XO, to) = -2 f(x', t') dx' dt'.
C 0 xo-c(to-t')
Boundary conditions and mixedproblems 25
Dropping the suffix zero, and using the fact that t/J =</> 1+t/J2 to
combine d'Alembert's formula (57) and (66) then shows that the
solution to the inhomogeneous wave equation (60) subject to the
general initial conditions (51) is
</>(x, t) =hex -ct);h(x +ct) +2
1
I
x
+
ct
k(s) ds
C x-ct
1 J. t fx+c<t-n
+- lex', t') dx' dt'.
2c 0 x-c(t-t')
(67)
The form of the solution to the inhomogeneous problem still
expresses the dependence of the solution on the Cauchy data given on
the domain of dependence of the point (x, t) on the initial line t = O.
However, now the solution also depends on the behaviour of/ex, t) at
all points interior to the triangle with vertices at (x, t), (x - ct, 0) and
(x +ct, 0) in the (x, t) plane. Consequently, for the inhomogeneous
wave equation, it is appropriate to refer to this entire triangular region
as the domain of dependence of the point (x, t).
13 Boundary conditions and mixed problems
So far the region in which the solution has been obtained has been
unbounded in space, for we have found t/J(x, t) subject to the condi-
tions -00<x < 00 and t ~ O. This situation is undesirably restrictive
because problems often arise in which either the region involved is
semi-infinite, so that x ~ a and t ~ 0, or it is a bounded region in space
so that, say, a ~ x ~ band t ~ o. The line x = a in the first case, and the
lines x = a and x =b in the second case, then represent spatial
boundaries for the regions concerned. On account of this, when the
usual initial data is prescribed for t = 0 along that part of the x axis that
lies within the region, such a problem subject to some conditions that
are to be given on the boundaries is then called a mixed initial and
boundary value problem. Let us now show that if t/J is specified along
these boundaries, the solution will be uniquely determined throughout
the whole of the region that is involved.
To do this we first need a preliminary result that comes by consider-
ing the characteristic parallelogram in Fig. 3 whose sides comprise
segments AB, BC, CD and DA of characteristic lines. Here the centre
of the parallelogramis assumed to lie at the general point (xo, to), while
A is taken to be the point (xo ~ to +'TI) and C the point (xo - ~ to - 'TI)
t
x
with ~ T I arbitrary. A simple calculation using the equations of the
families of characteristics through A and C then shows that B is the
point (xo +CTl, to +~ c) and D the point (xo - CTI, to - g/c). It is now
merely a matter of elementary algebra to verify that as
4> (x, t) =f(x -ct) +g(x +ct),
we must have
4>(A) +4>(C) = 4> (B) +4>(D). (68)
This useful result asserts that if 4> is known at three corners of a
characteristic parallelogram, then its value at the remaining point is
determined uniquely by (68).
If, now, we consider Fig. 4, the implication of (68) on a mixed initial
and boundary value problem becomes apparent. Suppose the semi-
infinite region x ~ 0, t ~ 0 is involved and that the initial data (51) is
specified on t = 0 for x ~ O. Then from (57) the solution will be known
only in the shaded region. Constructing the characteristic parallelo-
gram PQRS and employing (68) we see that if 4> is known at points
Q, Rand S, then it must also be known at P. Consequently, if 4> is
specified along the spatial boundary x = 0, the solution may be found
at all points of the unshaded region x - ct > 0 and x >0, because from
(57) it is known at all points R, S of the line x - ct = O. As the solution is
unique in the shaded region, and (68) is a linear relationship, the
solution will also be specified uniquely throughout the semi-infinite
regIon.
t
Q
o
p
Extension ofsolutions by reflection 27
- ct = 0
x
Fig. 4
A similar argument can be used to construct a unique solution in a
bounded region a ::::::; x ::::::; b, t ~ 0 when initial data is given on a ::::::; x ::::::;
b, t =0 and 4> is specified along x =a and x =b.
14 Extension of solutions by reflection
There is an alternative way of looking at the mixed initial and
boundary value problem just discussed that does not employ result
(68). In place of this it extends the problem, to a pure initial value
problem requiring solution in the unbounded region -<X) < x < 00, in
such a way that the solution of the mixed initial and boundary value
problem that is sought coincides with this solution in the region in
question. We illustrate this approach by considering the mixed initial
and boundary value problem for the homogeneous wave equation
associated with the region 0::::::; x < <X) and t ~ 0 illustrated in Fig. 4. The
initial conditions given on the positive half of the x-axis are taken to be
cP(x,O)=h
1
(x) and a4>(x,0)=k
1
(x) for x ~ (69)
at
and the boundary condition on x = 0 will be taken to be the homogene-
ous condition
cP(O, t) = O. (70)
Result (57) defines the solution in the shaded region in Fig. 4 when
we make the identifications
hex) = h
1
(x) and k(x) = k
1
(x).
To obtain cf> in the unshaded region x - ct > 0 and x >0 it would be
necessary to knowh1 and k1 for negative x. This extension of the initial
data may be made as follows. Firstly, from boundary condition (70)
and the general solution (52), we conclude that
0=f(-ct)+g(ct)
or, equivalently, that
fe-x) = -g(x).
Using results (55) and (56) with a = 0 we have
1 1 IX 1
f(x)="ih 1(x)- 2c 0 k 1(s)cIs-"i(g(0)-f(0)),
and
1 1 IX 1
g(x) ="ih1(x)+ 2c 0 k 1(s) cis +"i(g(O)+fCO.
Replacing x by -x in (72) then gives
1 1 IX 1
fe-x) = "ih 1(-x) +2c 0 k 1(-s) cis -"i(g(O)-f(O.
It now follows that (73) and (74) can only satisfy (71) if
h
1
(-x) =-h
1
(x) and k
1
(-x) =-k
1
(x),
(71)
(72)
(73)
(74)
(75)
thereby showing that if hi and k 1 are to be extended for negative x,
they must both be extended as odd functions.
Thus the solution of the mixed initial and boundary value problem
(69), (70) for the homogeneous wave equation coincides with the
solution of the pure initial value problem
acf>
cf>(x, 0) = hex) and -(x, 0) = k(x)
at
in the semi-infinite region x 0, t 0, when we set
hex) = { h
1
(x) for x and k(x) = { k
1
(x) for x
-h
1
(x) for x <0 -k
1
(x) for x <0.
A solvedexample 29
This form of solution of the problem in terms of an associated pure
initial value problem can be interpreted in terms of reflection. To do
this it is first necessary to observe that in x > 0, t the solution
comprises waves moving to the right and left. Our extension of the
initial data for x <then amounts to regarding the line x =as a
reflecting ba"ier with the property that when a wave moving to the left
reaches it, a reflection takes place together with a change of sign.
The specification of </J on a boundary is called a fixed boundary
condition to distinguish it from the so called free boundary condition in
which a</J/ax is specified on a boundary. A unique solution to a free
boundary problem may also be constructed from an associated pure
initial value problem by using d'Alembert's formula and initial condi-
tions deduced fromequations (52), (72) and (73). The details of this are
left as an exercise for the reader (see Example 17).
15 A solved example
It is appropriate at this point that we should consider an example which
illustrates an alternative method of approach to a mixed initial and
boundary value problem. We choose to discuss one involving a finite
region in the plane. Let us find a solution of
a
2
</J a
2
</J 1 a
2
</J
-+-=---
ax
2
ay2 c
2
at
2
such that tP vanishes on the lines x = 0, x = a, y = 0, y = b. Since the
boundary conditions imposed on tP are such that the lines x =0, a, and
y = 0, b are nodal lines, our solution must be of the stationary type.
Referring to 8, equation (29), we see that possible solutions are
cos cos cos 2 2 2
</J = . px . qy . rct, wherep +q =r .
SID SID SID
Since </J is identically zero at x = 0, and y = 0, we shall have to take the
sine rather than the cosine in the first two factors. Further, since at
x = a, </J = for all values of y, we must have
sinpa =
and, similarly,
sin qb = 0.
Hence p = m11'/a, and q = n11'/b, m and n being integers. A solution
satisfying all the conditions is therefore
4> = sin (m11'x/a) sin (n1rY/ b) ~ rct,
sm
where
r
2
= 11'2(m
2
/a
2
+n
2
/b
2
).
The most general solution for any x, y in the rectangle O::s;:; x ::s;:; a,
O::s;:; y ::s;:; band t ~ 0 is the sum of an arbitrary number of such terms,
t/J = L sin (m11'x/a) sin (n1rY/b){C
mn
cos rct +D
mn
sin rct}. (76)
m,n
To make this solution unique it is necessary to specify the constants
C
mn
and D
mn
which requires knowledge of the initial conditions.
Suppose t/J and its derivative a4>/at are known at t = 0, and that the
infinite series (76) may be differentiated term by term. Then at t = 0,
this gives
(4))t=O = LC
mn
sin m11'x/a sin n1rY/b,
(a4>/at)t=o= LrcD
mn
sin m11'x/a sin n1rY/b,
where the left-hand sides are known functions. Now by a suitable
choice of the constants C
mn
and D
mn
we can always represent the
known functions 4> and d</>/at at t = 0 in terms of these Fourier series
representations. With this choice of C
mn
and D
mn
t/J is then known for
all t ~ through (76). The precise method by which these constants
may be found will be discussed later.
16 Examples
1. Show that 4> = I(x cos 8 +y sin 8.- ct) represents a wave in two
dimensions, the direction of propagation making an angle 8 with the
axis of x.
2. Show that t/J = a cos (Ix +my - ct) is a wave in two dimensions and
find its wavelength.
3i What is the wavelength and speed of propagation of the system of
plane waves t/J = a sin (Ax +By + Cz - Dt)?
4. Show that three equivalent harmonic waves with 120
0
phase
between each pair have zero sum.
Examples 31
5. Showthat tP = r-1/2 cos! (JI(r ct) is a progressive type wave in two
dimensions, rand (J being plane polar coordinates, and I being an
arbitrary twice differentiable function. By superposing two of these
waves in whichI is a harmonic function, obtain a stationary wave, and
drawits nodal lines. Note that this is not a single-valued function unless
we put restrictions upon the allowed range of (J.
6. By taking the special case of I(x) = g(x) = sin px in equation (24),
show that it reduces to the result of equation (36) in which m = n = O.
Use the relation
(
2 ) 1/2
Jl /2(X) = 1TX sin x.
7. Find a solution of
such that tP = 0 when t -+ 00, and tP = 0 when x =o.
8. Find a solution of
such that <p = 0 when x -+ +00 or t -+ +00.
9. Solve the equation
given that z is never infinite for real values of x and t, and z = 0 when
x = 0, or when t = O.
10. Solve
iv av
ax
2
= at'
given that V =0 when t -+ 00 and when x =0, and when x =t.
11. x, y, z are given in terms of the three quantities e, Tl, ( by the
equations
x = a sinh esin Tl cos (,
Y= a sinh esin Tl sin (,
z = a cosh ecos Tl.
Show that the equation
a
2
t/> a
2
4> a
2
t/> 1 a
2
t/>
-+-+-=---
ax
2
ay2 az
2
c
2
at
2
is of the correct form for solution by the method of separation of
variables, when e, Tl, ( are used as the independent variables. Write
down the subsidiary equations into which the whole equation breaks
down.
12. Show that the equation of telegraphy (38) in one dimension has
solutions of the form
cos cos
t/> =. mx . ,t exp (-pt/2),
sm sm
where m and, are constants satisfying the equation,2 = m
2
c
2
_!p2.
13. Consider the generalised equation of telegraphy in the form
it/> 1 {
a2
t/> a4> }
-2=2 .
ax c at at
By means of the substitution t/J = t/> exp H(a +b)t} showthat t/J satisfies
the equation
a
2
t/J _c2 a
2
t/J = (a - b)2t/J.
at
2
ax
2
2
Hence deduce that propagation is relatively undistorted if a =band
that the progressive wave solution in either direction is of the form
u = exp (-at)f(x ct),
with f an arbitrary twice differentiable function of its argument.
14. Find the solution to the inhomogeneous wave equation
i4> i4>
--c
2
-=sin (kx -wt)
at
2
ax
2
,
Examples 33
subject to the homogeneous initial conditions
q, (x, 0) = 0 and aq, (x, 0) = o.
at
Show that when wik #: c the solution comprises three sinusoidal waves
that propagate with constant but different amplitudes and with speeds
c and wlk. In the resonance case, when wlk = c, show that the
solution comprises two constant amplitude harmonic waves that prop-
agate with speeds c together with one harmonic wave whose amp-
litude grows linearly with time.
15. Complete the reasoning in 13 that gave rise to equation (68).
Prove that aq,1ax and iJcPIat both satisfy corresponding expressions in
relation to the corners A, B, C and D of a characteristic parallelogram.
16. Use the reasoning of 13 to show how d' Alembert's formula
together with equation (68) can be used to solve the mixed initial and
boundary value problem in the bounded region 0 ~ x ~ a and t ~ o.
17. Consider the mixed initial and boundary value problem
iq, 2a2q,_
--c --0
at
2
ax
2
,
subject to the initial conditions
q,(x, 0) = h
1
(x) and aq, (x, 0) = k
1
(x) for x ~ o
at
and the homogeneous free boundary condition
aq, (0, t) = o.
ax
By differentiating the general solution (52) partially with respect to x
and using the free boundary condition, show that
['(-x) =-g'(x).
Use this result, together with the equations that follow when equations
(72) and (73) are differentiated with respect to x, to prove that if the
solution is to be extended for negative x we must have
h ~ - x =- h ~ x and k
1
(-x) = k
1
(x).
Hence conclude that in the associated pure initial value problem the "
functions h1(x) and k1(x) must be extended for x < 0 as evenfunctions,
and that after reflection at x = 0 of the leftward moving wave its sign is
unchanged.
18. Outline a method of approach using the notion of reflection that
would enable the previous problem to be solved if the free boundary
condition were to be replaced by a so-called mixed boundarycondition
of the form
ae/> (0, t) +bde/> (0, t) = O.
dX
2
Waves on strings
(1)
In this chapter we shall discuss the transverse vibrations of a heavy
string of mass p per unit length. By transverse vibrations we mean
vibrations in which the displacement of each particle of the string is in a
direction perpendicular to the length. When the displacement is in the
same direction as the string, we call the waves longitudinal; these
waves will be discussed in Chapter 4. We shall neglect the effect of
gravity; in practice this may be approximately achieved by supposing
that the whole motion takes place on a smooth horizontal plane.
In order that a wave may travel along the string, it is necessary that
the string should be at least slightly extensible; in our calculations,
however, we shall assume that the tension does not change appreciably
from its normal value F. The condition for this (see 18) is that the
wave disturbance is not too large.
Let us consider the motion of a small element of the string PO (Fig.
5) of length 5s. Suppose that in the equilibrium state the string lies
along the axis of x, and that PO is originally at PoO
o
. Let the
displacement of PO from the x axis be denoted by y. Then we shall
obtain an equation for the motion of the element PO in terms of the
tension and density of the string. The forces acting on this element,
when the string is vibrating, are merely the two tensions F acting along
the tangents at P and 0 as shown in the figure; let t/J and t/J +5t/J be the
angles made by these two tangents with the x axis. We can easily write
down the equation of motion of the element PO in the y direction; for
the resultant force acting parallel to the y axis is F sin (t/J +5t/J) -
F sin t/J. Neglecting squares of small quantities, this is F cos t/J 5t/J. The
equation of motion is therefore
a
2
F cos t/J 5t/J = p 5s ;'.
at
a
2
so that sec
2
t/J 5t/J = 5x,
ax
Now we have
tan .1. = ay
." ax'
36 Waves on strings
Y4
I
I
F
I
I
I
I
F
6x
o
Fig. 5
so from (1)
However, elementary arguments show
when equation (2) becomes
riy _ 2{ (a
y
)2}-2
a2y
--c 1+ - --
at
2
ax ax 2,
x
(2)
(3)
where c
2
=F/p.
This equation is nonlinear because of the presence of the bracketed
term, but if the displacements involved are small enough for us to
neglect (:;)2 compared with unity it may be linearised to give
iy 1 riy
ax
2
= c
2
at
2
' (4)
(5)
(6)
Kinetic and potential energies 37
We thus arrive at the linear wave equation already encountered in
Chapter 1.
The general solution
y =f(x-ct)+g(x+ct)
to (4) represents waves of arbitrary shape moving in opposite direc-
tions along this infinite string, and with the constant speed c = (FIp)1/2.
The shape of these progressive waves will remain unchanged as they
propagate.
A more complete discussion, in which we did not neglect terms of
second order, would show us that the speed was not quite independent
of the shape, and indeed, that the wave profile would change slowly
with time. Something of this will be discussed later when in Chapter 9
we come to consider nonlinear equations, but for the time being we
shall be content to work with (4). It is, indeed, an excellent approxima-
tion except when there is a sudden "kink" in y in which case we cannot
neglect (:;)2.
18 Kinetic and potential energies
Since the transverse speed of any point of the string is ayI at we can
easily determine the kinetic energy of vibration. It is
f
1 (a
y
)2
T= zp at dx.
The potential energy V is found by considering the increase of length
of the element PO. This element has increased its length from 8x to 8s.
We have therefore done an amount of work F(8s -8x). Summing for
all the elements of the string, we obtain the formula
= J(:;)2 dx, approximately.
The integrations in (5) and (6) are both taken over the length of the
string and they will be finite provided the disturbance is localised, for
then the remainder of the string will be at rest.
38 Waves on strings
With a localised progressive wave y = f(x -ct) moving to the right
with speed c, these equations give
(7)
and
v =!Ff({')2 dx. (8)
Thus the kinetic and energies are equal. The same result
applies to the localised progressive wave y = g(x +ct), moving to the
left with speed c, but it does not, in general, apply to the stationary type
waves y = I(x -ct)+g(x +ct).
We can now decide whether our initial assumption is correct, that
the tension remains effectively constant. If the string is elastic, the
change in tension will be proportional to the change in length. We have
seen in (6) that the change in length of an element 8x is (:;)2 8x.
Thus, provided that ay is of the first order of small quantities, the
ax
change of tension is of the second order, and may safely be neglected.
This assumption is equivalent to asserting that the wave profile does
not have any large "kinks", but has a relatively gradual variation with
x.
The significance of the curvature of the string on the equation
governing its motion can most easily be seen by observing that the
radius of curvature r at P is, from elementary calculus,
r = { l+(::rr/
which allows the right-hand side of (4) to be written c
2
cos ,plr.
19 Inclusion of initial conditions
We may now employ d' Alembert's formula to obtain a solution to (4)
once initial conditions are given for the string motion. These amount to
specifying its initial shape and the initial transverse speed with which
each point of this infinitely long string is moving.
So, setting
y(x, 0) = h(x) (initial shape)
(9)
Reflection at a change ofdensity 39
and
iJy (x, 0) = k (x), (initial transverse speed)
iJt
we at once deduce from equation (57), Chapter 1, that the subsequent
displacement is given by
( )
=h(x-ct)+h(x+ct) -.!-f.x+ctk()ds
y x, t 2 +2 s.
c x-ct
20 Reflection at a change of density
The discussion above applies specifically to strings of infinite length.
Before we discuss strings of finite length, we shall solve two problems
of reflection of waves from a discontinuity in the string. The first is
when two strings of different densities are joined together, and the
second is when a mass is concentrated at a point of the string. In each
case we shall find that an incident wave gives rise to a reflected and a
transmitted wave.
Consider first, then, the case of two semi-infinite strings 1 and 2
joined at the origin as in Fig. 6. Let the densities per unit length of the
two strings be Pl and P2. Denote the displacements in the two strings by
o
o
Fig. 6
x
Yl and Y2. Let us suppose that a train of harmonic waves is incident
from the negative direction of x. When these waves meet the change of
string material, they will suffer partial reflection and partial transmis-
sion. If we choose the exponential functions of 10 to represent each of
40 Waves on strings
these waves, we may write
(10)
Y2 = Ytransmitted,
where
Yincident =A1 exp 21Ti(nt-k
1
x),
Yrefteeted = BI exp 2m(nt + k1x),
Ytransmitted = A 2 exp 2m(nt - k
2
x).
(11)
Al is real, but A
2
and B
1
may be complex. According to 10 equation
(42), the arguments of A
2
and BI will give their phases relative to the
incident wave. All three waves in (11) must have the same frequency n,
but since the wave speeds in the two wires are different, they will have
different wavelengths 11k
l
and 11k
2
The reflected wave must, of
course, have the same wavelength as the incident wave. Since the
velocities of the two types of waves are nlk
l
and nlk
2
(Chapter 1,
equations (7) and (10, and we have shown in (3) that c
2
=Flp,
therefore
(12)
In order to determine A 2 and B I we must now use the appropriate
boundary conditions. In this case these are the conditions which must
hold at the interior boundary point x = o. Since the two strings are
continuous, we must have
YI(O, t) = Y2(0, t) for all t,
and as the two slopes must be the same where the strings meet we also
requIre
aYI (0, t) = aY2 (0, t) for all t.
ax ax
If this latter condition were not satisfied, we should have a finite force
acting on an infinitesimal piece of string at the common point, thus
giving it infinite acceleration. We shall often meet boundary conditions
in other parts of this book; their precise form will depend of course
upon the particular problem under discussion. In the present case, the
two boundary conditions give
At +B
t
=A
2
,
21Ti(-k
I
A
t
+kIB
t
) = 21Ti(-k
2
A
2
).
Reflection at a concentratedload 41
These equations have a solution
B
I
k
l
-k
2
Al - k
l
+k
2
'
A
2
2k
l
-=
Al k
l
+k
2
'
(13)
Since k'h and Al are real, this shows that B
I
and A
2
are both real.
A
2
is positive for all k
l
and k
2
, butB
I
is positive if k
1
> k
2
, and negative
if k
l
< k
2
Thus the transmitted wave is always in phase with the
incident wave, but the reflected wave is in phase only when the incident
wave is in the denser medium; otherwise it is exactly out of phase.
The coeftident of reflection R is defined to be the ratio, R =
IBdA.1
2
= G: :::rwhich, by (12), we may write
(
J
p
I-J
p
2)2 (14)
J
pI
+J
p2
.
Since, from (7) and (8), the energy of a progressive wave is propor-
tional to the square of its amplitude, it follows that R represents the
ratio of reflected energy to incident energy. Similarly, since no energy
is wasted, the coefficient of transmission T, which gives the ratio of
transmitted energy to incident energy, is equal to 1-R,
T= 4JPIJp22 (15)
(J
pI
+J
p2
) .
21 Reflection at a concentrated load
Asimilar discussion can be given for the case of a mass M concentrated
at a point of the string. Let us take the equilibrium position of the mass
to be the origin as in Fig. 7, and suppose that the string is identical on
the two sides. Then if the incident wave comes from the negative side
of the origin, we may write, just as in (10) and (11):
Y1 = Yincident +Yreflected
Y2 = Ytransmitted
where
Yincident=A
I
exp 211'i(nt-kx),
Yreflected = BI exp 211'i (nt +kx),
Ytransmitted = A 2 exp 211'i (nt - kx).
(16)
42 Waves on strings
y
CD
o
Fig. 7
x
(18)
(17)
The boundary conditions are that for all values of t
(i) Yl(O, t) = Y2(O, t)
2
(ii) t)- :1(0, t)]
The first equation expresses the continuity of the string and the second
is the equation of motion of the mass M. We can see this as follows: the
net force on m is the difference of the components of F on either side,
so that if t/Jl and t/J2 are the angles made by tangents to the string at M
with the x axis, we have
2
M a (0, t) = F(sin t/J2 - sin t/Jl).
at
Since t/Jl and t/J2 are assumed to be small, we may put sin t/J2 = tan t/J2 =
a
y
2
, sin t/Jl = ayt, and (18) is then obtained.
ax ax
Substituting from (16) into (17) and (18), and cancelling the term
exp 27Tint, which is common to both sides, we find
Al +B
1
=A
2
,
21TikF(A
2
- Al +B
1
) = 41T
2
n
2
MA
2

Let us write
1Tn
2
M/kF=p. (19)
Strings offinite length, normal modes 43
Solving these equations then gives
B
. 2.
1 -lp -p -lp
Al =l+ip = 1+p2 ,
A
2
1 _ 1-ip
-=--
All +ip - 1+P2
(20)
(21)
(22)
In this problem, unlike the last, Bland A
2
are complex, so that there
are phase changes. These phases (according to 10) are given by the
arguments of (20) and (21). They are therefore tan-
1
(P) and
tan-1 (-1/p), respectively. The coefficient of reflection R =/BtIA 1/
2
,
which equals p2/(1 +p2), and the coefficient of transmission T is
1- R = 1/(1+p2). If we write p =tan 9, where O ~ 9 ~ T 1 / 2 then we
find that the phase changes are 9 and 'T1'/2 + 9, and also R = sin
2
9, T =
2
cos 9.
22 Alternative solutions
The two problems in 20, 21 could be solved quite easily by taking a
real form for each of the waves instead of the complex forms (11) and
(16). The reader is advised to solve these problems in this way, taking,
for example, in 21, the forms
Yincident = al cos 2'T1'(nt - kx),
Yreflected = b1 COS {2'T1' (nt +kx) +E},
Ytransmitted = a2 cos {2'T1'(nt -kx) +71}.
In most cases of progressive waves, however, the complex form is the
easier to handle; the reason for this is that exponentials are simpler
than harmonic functions, and also the amplitude and phase are rep-
resented byone complex quantity rather than by two separate terms.
23 Strings of finite length, normal modes
So far we have been dealing with strings of infinite length. When we
deal with strings of finite length it is easier to use stationary type waves
instead of progressive type waves. Let us now consider waves on a
string of length 1, fastened at the ends where x =0,1. We have to find a
44 Waves on strings
solution of the wave equation
ely 1 a
2
y
ax
2
= c
2
at
2
'
subject to the boundary conditions y = 0, at x = 0, I, for all t. Now by
Chapter 1, 8, we see that suitable solutions are of the type
cos cos
. px . cpt.
sm sm
It is clear that the cosine term in x will not satisfy the boundary
condition at x = 0, and we may therefore write the solution
y = sin px(a cos cpt +b sin cpt).
The constants a, band p are arbitrary, but we have still to make y = 0
at x =l. This implies that sin pi =0, or that pi ='1T, 2'1T, 3'1T . . .. It
follows that the solution is
. r'1TX ( r7TCt . r'1Tct)
y = sm -1- a cos -1-+ b sm -1- ,r = 1, 2, 3, ....
(23)
Each of the solutions (23), in which r may have any positive integral
value, is known as a normal mode of vibration. It is also called an
eigenfunction of the wave equation corresponding to the given bound-
ary conditions. The most general solution is the sumof any number of
terms similar to (23) and may therefore be written
. r7TX{ r'1Tct . rwct}
y = SIn -1- a, cos -1- +b, sm-1- .
(24)
The values of a, and b, are determined by means of the initial
conditions
y (x, 0) = h(x) (initial shape)
and
ay(x, 0) =k (x) (initial transverse speed).
at
Thus, when t = 0
y(x, 0) = hex) =L a, sin r'1Tx/l,
,
(25)
(26)
(27)
Stringplucked at mid-point 45
and
ay (x, 0) =k(x) =Lb,(r7rc/l) sin r7rx/l.
at ,
Once hand k have been specified, then each a, and b, is found from
(25) and (26), and hence the full solution is obtained. We shall write
down the results for reference. The Fourier analysis represented by
(25) and (26) gives
2 (' . r7rX
a, =i J
o
hex) sln-1-dx
2 f. I r7rX
b,=- k(x)sm-dx.
r7rC 0 1
In particular, if the stringis released from rest when t =0, every b, = O.
24 String plucked at mid-point
As an illustration of the theory of the last section, let us consider the
case of a plucked string of length 1 released from rest when the
mid-point is drawn aside through a distance h (as in Fig. 8). In
p
x
Fig. 8
accordance with (25) and (26) we can assume that
ex:> r7rX r1TCt
y= L a,Sln-cos-
,=1 1 1
When t =0, this reduces to ~ a
r
sin ~ x and the coefficients a
r
have to
46 Waves on strings
be chosen so that this is identical with
2h
Y=-tx, ~ x ~ i l
2h
Y=-1(i-x), ~ t ~ x ~ l
If we multiply both sides of the equation
~ . r'11'X
y =7
a
, sm-
t
-
by sin r'11'x/l and integrate from x =0 to x =I, as in the method of
Fourier analysis, all the terms except one will disappear on the
right-hand side, and we shall obtain
1 1
/
/
2
2h . r'11'X I1 2h . r'11'X
-a, = -xsm-dx + -I(i-x) sln-t-dx.
2 0 1 1 U2
Whence
8h . T'11' h . dd
a, = 22sm-2 w en r IS 0 ,
'11'r
= 0 when r is even.
So the full solution, giving the value of y at all subsequent times, is
_ 8h ~ 1 . (2n +1)'11' . (2n +l)'11'x (2n +l)7Tct (28)
y - '11'2 /:'0 (2n +1)2 sm 2 sIn 1 cos 1
Thus the value of y is the result of superposing certain normal modes
with their appropriate amplitudes. These are known as the partial
amplitudes. The partial amplitude of any selected normal mode (the
rth for example), is just the coefficient a,. In this example, a, vanishes
except when r is odd, and then a, is proportional to 1/r
2
, so that the
amplitude of the higher modes is relatively small.
It is appropriate that here we should add a few words in justification
of this example, since it apparently violates various assumptions
already made. Namely, that the initial data should be assumed to be
differentiable and that the string should have no sudden "kinks" in it.
Both of these conditions are violated at point P in Fig. 8.
The justification for our analysis comes, in fact, from the result
proved at the end of 11 and from the assumption that the displace-
ment is small. The first result enables us to replace the initial profile in
Fig. 8 by a smooth approximation to it by rounding off the kink at P.
The assumption of a small displacement ensures that the radius of
(29)
(30)
Energies ofnormal modes 47
curvature of the approximation to the string profile at P is not
unreasonably small, so that equation (4) rather than (3) is the appro-
priate one with which to work.
25 Energies of normal modes
The rth normal mode (23) has a frequency rc/2/. Also, there are zero
values of y(i.e. nodes) at the points x =0, I/r, 2//r, ... , (r -1)//r, I. If
the string is plucked with the finger lightly resting on the point I/r it will
be found that this mode of vibration is excited. With even-order
vibrations (r even) the mid-point is a node, and with odd-order
vibrations it is an antinode.
We can find the energy associated with this mode of vibration most
conveniently by rewriting (23) in the form
. r'lrx {r'lrct }
Y=A sIn-I-cos -1-+ .
Here A is the amplitude and is the phase. According to (5) the kinetic
energy IS
T
=l f.' (ay)2dx=1T2c2r2PA2 . 2 {T1TCt }
2P 0 at 41 SIO I +
Similarly, by (6) the potential energy is
_lp r' (a
y
)2 d _ 1T2r2PA2 2 {r'lrct} (31)
V - 2 J
o
ax x - 41 cos I +
Now PIp = c
2
, and so the two coefficients in (30) and (31) are equal.
The total energy of this vibration is therefore
2 2 2
'Ir ~ pA 2. (32)
The total energy is thus proportional to the square of the amplitude
and also to the square of the frequency. This is a result that we shall
often find as we investigate various types of wave motion.
As a rule, however, there are several normal modes present at the
same time, and we can then write the displacement (24) in the more
convenient form
00 nrX {r'lrCt }
Y= ~ 1 A, sm-1- cos -1-+, .
(33)
(34)
48 Waves on strings
A
r
is the amplitude, and E
r
is the phase, of the rth normal mode. When
we evaluate the kinetic energy as in (30) we find that the "cross-terms"
vanish, since
I
[ . r",.x . S'TT'X dx 0 f
J
o
sm-1- SiD -1- =, I r:F s.
Consequently the total kinetic energy is just
2 2
'TT' C P 2 2 2 {r'ITct }
41 r A r sin -/-+Er ,
and in a precisely similar way the total potential energy is
2
'TT' F 2 2 2 {r'TT'ct }
"4TLr A r cos -/-+Er
By addition we find that the total energy of vibration is
2 2
",. C P 2
A
2
41 r r
This formula is important. It shows that the total energy is merely the
sum of the energies obtained separately for each normal mode. It is
due to this simple fact, which arises because there are no cross-terms
involving ArA
s
, that the separate modes of vibration are called normal
modes. It should be observed that this result holds for both the kinetic
and potential energies separately as well as for their sum.
We have already seen that when a string vibrates, more than one
mode is usually excited. The lowest frequency, c/21, is called the
ground note, or fundamental, and the others, with frequencies rc/21,
are harmonics or overtones. The frequency of the fundamental varies
directly as the square root of the density. This is known as Mersenne's
law. The tone, or quality, of a vibration is governed by the proportion
of energy in each of the harmonics, and it is this that is characteristic of
each musical instrument. The tone must be carefully distinguished
from the pitch, which is merely the frequency of the fundamental.
We can use the results of (34) to determine the total energy in each
normal mode of the vibrating string which we discussed in 24.
According to (28) and (33) A
2n
=0, and
8h 1 . (2n +1)'TT'
A
2n
+
1
= ",.2 (2n +1)2 sm 2
Consequently, the total energy of the even modes is zero, and the
Normal coordinates 49
energy of the (2n + 1)th mode is 16e
2
h2p/(2n + 1)21T21. This shows us
that the main part of the energy is associated with the normal modes of
low order. We can check these formulae for the energies in this
example quite easily. For the total energy of the whole vibration is the
sum of the energies of each normal mode separately:
_ 16e
2
h2
p
00 1
total energy - 21 L (2 1)2
1T "=0 n +
Now 1/1
2
+1/3
2
+1/5
2
+... = 1T
2
/8 so the total energy is 2e
2
h
2
p/l, or
2Fh2/1. But the string was drawn aside and released from rest in the
position of Fig. 8, and at that moment the whole energy was in the form
of potential energy. This potential energy is just F times the increase in
length, 2F{(l2/4+h
2
)1
/
2-1/2}. A simple calculation shows that if we
neglect powers of h above the second, as we have already done in our
formulation of the equation of wave motion, this becomes 2Fh2/1, thus
verifying our earlier result.
This particular example corresponds quite closely to the case -of a
violin string bowed at its mid-point. A listener would thus hear not
only the fundamental, but also a variety of other frequencies, simply
related to the fundamental numerically. This would not therefore be a
\
pure note, though the small amount of the higher harmonics makes it
much purer than that of many musical instruments, particularly a
plano.
If the string had been bowed at some other point than its centre, the
partial amplitudes would have been different, and thus the tone would
be changed. By choosing the point properly any desired harmonic may
be emphasised or diminished, a fact well known to musicians.
We have seen in 25 that it is most o n v n i ~ n t to analyse the motion of
a string of finite length in terms of its normal modes. According to (33)
the rth mode of the rth eigenfunction is
T1TX {T1Tet }
y, =A
r
S1O-
I
- cos -I-+e, .
We often write this
T1TX
Yr = cPr SIn -1-
(35)
50 Waves on strings
The expressions cPr are known as the normal coordinates for the string.
There are an infinite number of these coordinates, since there are an
infinite number of degrees of freedom in a vibrating string. The
advantage of using these coordinates can be seen from (30) and (31); if
the displacement of the string is
then
CXl rTTX
y = ~ cPr sin -/-.
2 2
v='IT C P", 2A,,2
4/ '-; r 'Pr,
(36)
(37)
where a dot denotes differentiation with respect to time.
The reason why we call cPr a normal coordinate is now clear; for in
mechanics the normal coordinates qt, q2 qn are suitable combina-
tions of the original variables so that the kinetic and potential energies
can be written in the form
(38)
The similarity between (37) and (38) is obvious. Further, it can be
shown, though we shall not reproduce the analysis here, that Lag-
range's equations of motion apply with the set of coordinates cPr in just
the same way as with the coordinates qr in ordinary mechanics.
27 String with load at its mid-point
We shall next discuss the normal modes of a string of length / when a
mass M is tied to its mid-point as in Fig. 9. Nowwe have already seen in
25 that in the normal vibrations of an unloaded string the normal
modes of even order have a node at the mid-point. In such a vibration
there is no motion at this point, and it is clearly irrelevant whether
there is or is not a mass concentrated there. Accordingly, the normal
modes or even order are unaffected by the presence of the mass, and
our discussion will apply to the odd normal modes.
String with load"at its mid-point 51
y
M
o 1/2
Fig. 9
1/2
CD
x
(40)
I
Just as in the calculations of 20, 21, in which there was a
discontinuity in the string, we shall have two separate expressions Y1
and Y2 valid in the regions O::!S: X ::!S: 1/2 and 1/2::!S: x ::!S: I. It is obvious that
the two expressions must be such that Y is symmetrical about the
mid-point of the string. Yl must vanish at x = 0 and Y2 at x = I.
Consequently, we may try the solutions
Yl=a sinpx cos (ept+e),
Y2=asinp(l-x)cos(ept+e). (39)
We have already satisfied the boundary condition Yt = Y2 at x =1/2.
There is still the other boundary condition which arises from the
motion of M. Just as in (18) we may write this
2
J aY2 (//2, t) - aYl (1/2, t)] ::: M
a
(1/2, t).
.11 ax ax at
Substituting the values of Yt and Y2 as given by (39) and using the
relation F = e2p, we find
=
The quantity pl/2 is therefore anyone of the roots of the equation
x tan x =pl/M. If we draw the curves Y=tan x, Y=pl/Mx, we can see
that these roots lie in the regions 0 to 'Tr/2, 'Tr to 3'Tr/2, 2'Tr to 5'Tr/2, etc.
If we call the roots x h X2 ... then the frequencies ep/2'Tr become
ex,/'Trl. If M is zero so that the string is unloaded, x, = (r +1/2}7T, so the
presence of M has the effect of decreasing the frequencies of odd
order.
52 Waves on strings
If we write n for the frequency of a normal mode, then, since
n = cp/27T', it follows that (40) can be written in the form of an equation
to determine n directly,
x tan x = pl/M, where x = (7T'I/c)n. (41)
(42)
This equation is called the period equation. Its solutions are the
various permitted frequencies (and hence periods), or eigenvalues,
associated with the normal modes. Period equations occur very fre-
quently, especially when we have stationary type waves, and we shall
often meet them in later chapters. This particular period equation is a
equation with an infinite number of roots.
I
28 Damped vibrations
In the previous paragraphs we have assumed that there was no
frictional resistance, so that the vibrations were undamped. In prac-
tice, however, the air does provide a resistance to motion; this is
roughly proportional to the velocity. Let us therefore discuss the
motion of a string of length I fixed at its ends but subject to a resistance
proportional to the velocity. The fundamental equation of wave
motion (4) has to be supplemented by a term in ay and it becomes
at
a
2
y = l..{i
y
+ a
y
}
dX
2
c
2
at
2
p at .
A solution by the method of separation of variables (d. 9) is easily
obtained, and we find
y =A exp sin ax cos (J(c
2
a
2
_ p2/4)t+e).
Since y is to vanish at the two ends, we must have, as before, sin al = 0,
and hence a =r7T'/I, r = 1,2,3, .... The normal modes of vibration are
therefore
where
1 r7T'X
y =A, exp (-2:pt) sm-1- cos (qt +e,), (43)
2 2 2 2
2 r7T'C p
q = 1
2
-4
The exponential termexp (- represents a decaying amplitude with
modulus (see 9) equal to 2/p. The frequency q/27T' is slightly less than
Methodofreduction to asteady wave 53
when there is no frictional resistance. However, p is usually small, so
that this decrease in frequency is often so small that it may be
neglected.
29 Method of reduction to a steady wave
There is another interesting method of obtaining the speed of propaga-
tion of waves along a string, which we shall now describe and which is
known as the method of reduction to a steady wave. Suppose that a
wave is moving from left to right in Fig. 10 with speed e. Then, if we
y
I ..
o x
Fig. 10
superimpose on the whole motion a uniformspeed -e the wave profile
itself will be reduced to rest, and the string will everywhere be moving
with speed e, keeping all the time to a fixed curve (the wave profile).
We are thus led to a different problem from our original one; for now
the string is moving and the wave profile is at rest, whereas originally
the wave profile was moving and the string as a whole was at rest..
Consider the motion of the small element PO of length 8s situated at
the top of the hump of a wave. If r is the radius of curvature at this top
point, and we suppose, as in 17, that the string is almost inextensible,
then the acceleration of the element PO is e
2
1r downwards. Conse-
quently, the forces acting on it must reduce to (e
2
Ir)p 8s. But these
forces are merely the two tensions F at P and 0 and, just as in 17,
they give a resultant F 8sI r downwards. Equating the two expressions,
we have
54 Waves on strings
This is, naturally, the same result as found before. The disadvantage of
this method is that it does not describe in detail the propagation of the
wave, nor does it deal with stationary waves, so that we cannot use it to
get the equation of wave motion, etc. It is, however, very useful if we
are only concerned with the wave speed, and we shall see later that this
simple artifice of reducing the wave to rest can be used in other
problems as well.
30 Uniqueness of motion by the energy
integral method
We conclude our discussion of vibrating strings by using an energy
argument to give an alternative proof of the uniqueness of the solution
to a mixed initial and boundary value problem. This method is of
interest not only because it establishes the uniqueness of the solution in
this case, but also because it is capable of considerable generalisation.
Let us consider waves on a string that is clamped at its ends x = 0 and
x = a and along which waves move with speed c. The transverse
displacement y will thus be determined by the wave equation.
iy zily
atZ = c ax
2
' (44)
for which the boundary conditions are
yeO, t) = yea, t) = 0 for all t.
For initial conditions we will assume that
y(x, 0) = hex) and ay (x, 0) = k(x),
at
(45)
(46)
where h, k are arbitrary functions with the usual differentiability
properties and subject only to the conditions h(O)= h(a)= k(O) =
k(a) = 0 in order to be compatible with the boundary conditions.
Suppose, if possible, that two different solutions Yl and yz exist
satisfying these mixed initial and boundary conditions and set w =
Yl - Y2' Then, because of the linearity of the wave equation, we have
iw ziw
atZ = c ax z, (47)
while from its manner of definition w must satisfy the homogeneous
(48)
Uniqueness ofmotion by the energy integral method 55
boundary conditions
w(O, t) = w(a, t) = 0 for all t,
and the homogeneous initial conditions
aw
w(x, 0) = 0 and -(x, 0) = 0 for ~ x ~ a (49)
at
From (5) and (6) we know that the total energy B(t) at time t is
f.
a{1 (aW)2 1(aW)2}
B(t)= 0 zP at +ZF
ax
dx,
(50)
so that as c
2
=F/p,
dE= f.a raw a
2
w+c
2aW
a
2
w} dx (51)
dt p 0 at at
2
ax ax at .
Using (47) to replace a
2
w/at
2
in the integral in (51) then enables us to
write
dE_ c2 f.a .i.(aw aw) dx
dt - P 0 ax at ax '
or
dE 2{(aWaW) (awaw)}
dt =pc at ax x=o - at ax x=a
This result taken together with the second initial condition in (49) used
for x = 0, a then shows
dE
dt = 0 so thatB(t) = const. (52)
Setting t = 0 in (50) and employing both conditions in (49), the first
after differentiation with respect to x, gives the result
B(t) == 0 for all t. (53)
However, as the integrand of (50) is essentially non-negative this
implies at once that
aw aw
-(x t)=O and -(x t)=O
at ' ax"
or
w(x, t) =const,
56 Waves on strings
for 0 ~ x ~ a and all t ~ O. As w =0 on the initial line we must have
w =YI -Y2 = 0 for 0 ~ x ~ a and all t ~ This proves that the solution
. .
is umque.
It follows as a direct corollary of this result that the quantity
l
a {1 (a
y
)2 1(a
y
)2}
B(t)= 0 2
P
at +2
F
ax dx
(54)
is an invariant of the mixed initial and boundary value problem (47),
(48) and (49). Expressed differently, we may say that the quantity B(t)
is conserved in such a problem. This is a strict mathematical conse-
quence of the form of the problem and involves no approximation.
Arguments employing conservation of energy have, of course, already
been used elsewhere in this chapter, though there the justification for
them was essentially based on physical grounds. It only becomes
necessary to make any approximation when B(t) is identified with the
energy of wave motion on a stretched string. For obvious reasons,
arguments involving an expression analogous to (54) are called energy
integral methods.
31 Examples
1. Find the speed of waves along a string whose density per unit length
is 04 kg m-
I
when stretched to a tension 09 N.
2. A string of unlimited length is pulled into a harmonic shape
y = a cos kx, and at time t = 0 it is released. Show that if F is the
tension and P the density per unit length of the string, its shape at any
subsequent time t is y = a cos kx cos kct, where c2 = F/ p. Find the
mean kinetic and potential energies per unit length of string.
3. Find the reflection coefficient for two strings which are joined
together and whose line densities are 2 5 kg m-I and 09 kg m-I.
4. An infinite string lies along the x axis. At t = 0 that part of it
between x = a is given a transverse velocity a2 - X 2. Describe, with
the help of equation (9), the subsequent motion of the string, the speed
of wave motion being c.
5. Investigate the same problem as in question (4) except that the
string is finite and of length 2a, fastened at the points x = a.
Examples 57
6. What is the total energy of the various normal modes in question
(5)? Verify, by summation over all the normal modes, that this is equal
to the initial kinetic energy.
7. The two ends of a uniformstretched string are fastened to light rings
that can slide freely on two fixed parallel wires x = 0, x = I, one ring
being on each wire. Find the normal modes of vibration.
8. A uniform string of length 31 fastened at its ends, is plucked a
distance a at a point of trisection. It is then released from rest. Find the
energy in each of the normal modes and verify that the sum is indeed
equal to the work done in plucking the string originally.
9. Discuss fully the period equation (41) in 27. Show in particular
that successive values of x approximate to r'TT, and that a closer
approximation is x = r'TT +pi/Mr'TT.
10. Show that the total energy of vibration (43) is
!pIA; exp (_pt){q2 +pq cos (qt +e
r
) sin (qt+e
r
) +!p2 cos
2
(qt +e
r
)},
and hence prove that the rate of dissipation of energy is
!ppIA; exp (-pt){2q sin (qt+e
r
) +p cos (qt+e
r
)}2.
11. Two uniform wires of densities PI and P2 per unit length and of
equal length are fastened together at one end and the other two ends
are tied to two fixed points a distance 21 apart. The tension is F. Find
the normal periods of vibration.
12. The density per unit length of a stretched string is m/x
2
The
endpoints are at x = a, 2a, and the tension is F. Verify that the normal
vibrations are given by the expression
(
X) 1/2 cos mp2 1
y=A s i n l o ~ (x/a)] a sin
pt
, where 02=p- 4'
Show that the period equation is 0 l o ~ 2 =n'TT, n =1, 2, ...
13. A heavy uniform chain of length I hangs freely from one end, and
performs small lateral vibrations. Show that the normal vibrations are
given by the expression
y =AJ
o
(2pJ{x/g}) cos (pt+e),
where J
o
represents Bessel's function (7) of order zero, x being
measured from the lower end.
Deduce that the period equation is J
o
(2pJ{I/g}) = o.
58 Waves on strings
14. Use the method of 30 to prove the uniqueness of the mixed initial
and boundary value problem
ily 2a2y
-=c-
at
2
ax
2
'
subject to the initial conditions
y(x, 0) = h(x) and ay (x, 0) =k (x),
at
and the mixed boundary conditions
ay(O, t) +13 ay (0, t) =
ax
and
ay(a, t) +13 ay (a, t) = 0,
ax
for all t ;?J: 0, where u, 13 are constants.
3
The vibrations of a plane membrane stretched to a uniform tension T
may be discussed in a manner very similar to that which we have used
in Chapter 2 for strings. When we saythat the tension is Twe mean that
if a line of unit length is drawn in the surface of the membrane, then the
material on one side of this line exerts a force Ton the material on the
other side and this force is perpendicular to the line we have drawn. Let
us consider the vibrations of such a membrane; we shall suppose that
its thickness may be neglected. If its equilibriumposition is taken as the
(x, y) plane, then we are concerned with displacements z (xy) perpen-
dicular to this plane. Consider a small rectangular element ABCD as
in Fig. 11 of sides 8x, 8y. When this is vibrating the forces on it are (a)
Fig.ll
two forces T8x perpendicular to AB and CD, and (b) two forces T 8y
perpendicular to AD and BC. These four forces act in the four tangent
planes through the edges of the element. An argument precisely
similar to that used in Chapter 2, 17, shows that the forces (a) give a
2
resultant T 8x. a 8y perpendicular to the plate. Similarly, the forces
ay
60 Waves in membranes
ilz
(b) reduce to a force TBY.-2 Bx. Let the mass of the plate be p per unit
ax
area; then, neglecting gravity, its equation of motion is
a
2
z a
2
z a
2
z
T-
2
BxBy +T-
2
BxBy =pBxBY-2'
ay ax at
or
2 2 2
T{ a z +a z} = a z
ax
2
ay2 p at
2
.
This may be put in the standard form of the wave equation in two
spatial dimensions
(1)
where
(2)
Thus we have reduced our problem to the solution of the standard
wave equation and shown that the speed of waves along such mem-
branes is c = J(T/ p).
33 Solution for a rectangular membrane
Let us apply these equations to a discussion of the transverse vibrations
of a rectangular membrane ABeD shown in Fig. 12 of sides a and b.
Take AB and AD as axes of x and y. Then we have to solve (1) subject
y
b
A a
Fig. 12
B
c
x
Solution for a rectangular membrane 61
to certain boundary conditions. These are that z = at the boundary of
the membrane, for all t. With our problem this means that z = when
x = 0, x = a, y = 0, y = b, independent of the time. The most suitable
solution of the equation of wave motion is that of 8, equation (29). It
IS
cos cos cos
z = . px. qy. ret,
sm Sin sm
If z is to vanish at x =0, y =0, we shall have to reject the cosines in the
first two factors. Further, if z vanishes at x =a, then sin pa =0, so that
p =m1T/a, and similarly q =n1T/b, m and n being positive integers.
Thus the normal modes of vibration may be written
where
A
. m1TX . n7T}' ( )
z = sm asmboos ret+s ,
(3)
(4)
r
2
= (m
2
/a
2
+n 2/b
2
)1T
2
We may call this the (m, n) normal mode. Its frequency is re/21T, or
I 2 2 T}
\j {(:2 +:2)4P .
The fundamental vibration is the (1, 1) mode, for which the frequency
IS
The overtones (4) are not related in any simple numerical way to the
fundamental and for this reason the sound of a vibrating plate, in which
as a rule several modes are excited together, is much less musical to the
ear than a string, where the harmonics are all simply related to the
fundamental.
In the (m, n) mode of (3) there are nodal lines x = 0, a/m,
2a/m, ... ,a, and y = 0, bin, 2b/n, ... ,b. On opposite sides of any
nodal line the displacement has opposite sign. A few normal modes are
shown in Fig. 13, in which the shaded parts are displaced oppositely to
the unshaded.
The complete solution is the sum of any number of terms such as (3),
with the constants chosen to give any assigned shape when t = 0. The
method of choosing these constants is very similar to that of 22,
(3,2)
(2,1)
(3,3)
Fig. 13
(3,1)
(2,4)
except that there are now two variables x and y instead of one, and
consequently we have double integrations corresponding to (27).
According to (4) the frequencies of vibration depend upon the two
variables m and n. As a result it may happen that there are several
different modes having the same frequency. Thus, for a square plate
the (4, 7), (7,4), (1, 8) and (8, 1) modes have the same frequency: and
for a plate for which a = 3b, the (3, 3) and (9, 1) modes have the same
frequency. When we have two or more modes with the same fre-
quency, we call it a degenerate case. It is clear that any linear
combination of these modes gives another vibration with the same
frequency.
34 Normal coordinates for a rectangular
membrane
We can introduce normal coordinates as in the case of a vibrating string
(cf. 26). According to (3) the full expression for z is
" A ( ) . m7TX . n1T}'
z = L. mn cos ret +er sm--smT.
m,n a
We write this
" . m7TX . n1T}'
z = L. <Pmn sm--smT'
m,n a
where <Pmn are the normal coordinates. The kinetic energy is
(5)
(6)
(7)
Circular membrane 63
and this is easily shown to be
T = L kpab4> (8)
m,n
where a dot signifies differentiation with respect to time. The potential
energy may be calculated in a manner similar to 14. Referring to Fig.
11 we see that in the displacement to the bent position, the two
tensions Toy have done work Toy. (areAB-ox). As in 17, this
reduces to approximately 2 ox oy. The other two tensions T ox
have done work ay)2 ox oy. The total potential energy is there-
fore
In the case of the rectangular membrane this reduces to
V
1 b 2 2..1.
2
= spa e r 'f'mn.
m,n
(9)
(10)
It will be seen that T and V are both expressed in the form of Chapter
2, equation (38), typical of normal coordinates in mechanical prob-
lems.
35 Circular membrane
With a circular membrane such as a drum of radius a, we have to use
plane polar coordinates r, 0 instead of Cartesians, and the solution of
equation (1), apart from an arbitrary amplitude, is given in 8,
equation (35a). It is
cos
z = Jm(nr) . mO cos net.
SIn
We have omitted the Y
m
(nr) term since this is not finite at r = O. If we
choose the origin of 0 properly, this normal mode may be written
z = J
m
(nr) cos mO cos net. (11)
If z is to be single-valued, m must be a positive integer. The boundary
condition at r = a is that for all values of 0 and t, J
m
(na) cos mO cos net
equals zero. So that Jm (na) = O. For any assigned value of m this
equation has an infinite number of real roots, each one of which
determines a corresponding value of n. These roots may be found from
tables of Bessel functions. If we call them nm,l, n
m
,2 nm,k, ... , then
the frequency of (11) is nc/21T, or cnm,k/21T, and we may call it the
(m, k) mode. The allowed values of mare 0, 1, 2, ... and of k are
1,2,3, .... There are nodal lines which consist of circles and radial
lines. Figure 14 shows a few of these modes of vibration, shaded parts
bdng displaced in an opposite direction to unshaded parts.
(0,1)
(0,2)
(1,1)
(0,3)
Fig. 14
(2,1)
(2,2)
The nodal lines obtained in Figs. 13 and 14 are known as Chladni's
figures. A full solution of a vibrating membrane is obtained by
superposing any number of these normal modes, and if nodal lines
exist at all, they will not usually be of the simple patterns shown in
these figures. As in the case of the rectangular membrane so also in the
case of the circular membrane, the overtones bear no simple numerical
relation to the fundamental frequency, and thus the sound of a drum is
not very musical. A vibrating bell, however, is of very similar type, but
it can be shown that some of the more important overtones bear a
simple numerical relation to the fundamental; this would explain the
pleasant sound of a well-constructed bell. But it is a little difficult to see
why the ear so readily rejects some of the other overtones whose
frequencies are not simply related to the fundamental. A possible
explanation is that the mode of striking may be in some degree
unfavourable to these discordant frequencies. In any case, we can
easily understand why a bell whose shape differs slightly from the
conventional, will usually sound unpleasant.
Examples 65
36 Uniqueness of solutions
The uniqueness of the solution of a mixed initial and boundary value
problem involving a vibrating plane membrane may be established for
an arbitrary shape of membrane by means of a generalisation of the
energy integral approach of 30. The task of showing this in the case of
a rectangular plane membrane is left as an exercise for the reader (37,
Example 7). It should, however, be noticed that if only boundary data
is given the solution will not be unique, for then any normal mode, or
eigenfunction, will be a possible solution. Only when Cauchy data is
given in addition, comprising the specification of z and az/ at over the
membrane at time t = 0, is there sufficient information available to
determine a unique solution.
The same is true, of course, of the vibrating string clamped at each
end, where again the boundary conditions by themselves suffice only to
determine the normal modes. The task of determining how to specify
sufficient information in order that a solution of a partial differential
equation should be unique is central to the study of such equations.
Something of the important physical consequences of these matters
should already be apparent from our study of waves on strings and
membranes.
37 Examples
1. Find two normal modes which are degenerate (33) for a rectangu-
lar membrane of sides 6 and 3.
2. Obtain expressions for the kinetic and potential energies of a
vibrating circular membrane. Perform the integrations over the (J-
coordinate for the case of the normal mode
z =AJm(nr) cos m(J cos met.
3. A rectangular drum is 01 mx 02 m. It is stretched to a tension of
5000 Nm-1, and its mass is 002 kg. What is the fundamental
frequency?
4. A square membrane bounded by x =0, a and y =0, a is distorted
into the shape
. 21TX . 37T}'
z =A sm--sm--
a a
and then released. What is the resulting motion?
5. A rectangular membrane of sides a and b is stretched unevenly so
that the tension in the x direction is T
1
and in the y direction is T
z
. Show
that the equation of motion is
ilz aZz iz
T1 ax Z+TZay Z= Patz,
Show that this can be brought into the standard form by changing to
new variables x f ~ } yfJT
z
, and hence find the normal modes.
6. Show that the number of normal modes for the rectangular mem-
brane of 33 whose frequency is less than N is approximately equal to
the area of a quadrant of the ellipse
x
2
yZ 4p z
aZ+bz=T"N.
Hence show that the number is roughly T/'pabN
2
fT.
7. Consider the energy
associated with a vibrating rectangular membrane stretched over the
region D with boundary aD comprising the rectangle x ~ a,
y ~ b. Its motion is governed by the wave equation
aZz z(azz azz)
at
Z
= C axz+ayz ,
and it is clamped along aD so that on this boundary it satisfies the
conditions
z =0 on x =0, x =a, y =0 and y =b.
It also satisfies the initial conditions
az
z(x,y,O)=h(x,y) and -(x,y,O)=k(x,y).
at
By consideration of dE/dt show, by means of Green's theorem, that
the subsequent motion is unique.
(1)
4
Longitudinal waves in
bars and springs
38 Differential equation for waves along a bar
The vibrations which we have so far considered have all been trans-
verse, so that the displacement has been perpendicular to the direction
of wave propagation. We must now consider longitudinal waves, in
which the displacement is in the same direction as the wave. Suppose
that AB in Fig. 15 is a bar of uniform section and mass p per unit
length. The passage of a longitudinal wave along the bar will be
represented by the vibrations of each element along the rod, instead of
perpendicular to it. Consider a small element PO of length 8x, such
that AP= x, and let us calculate the forces on this element, and hence
its equation of motion, when it is displaced to a new position P'O'. If
the displacement of P to P' is then that of 0 to 0' will be + so
thatP'O' = 8x We must first evaluate the tension atP'. We can do
this by imagining 8x to shrink to zero. Then the infinitesimally small
element around P' will be in a state of tension T where, by Hooke's
Law,
T
p
' =,\ extension
orig. length
1 L' 8x
=A Im----
8x
=,\
ax
Returning to the element P'O', we see that its mass is the same as that
of PO, that is p 8x, and its acceleration is Therefore
at

p8x-
2
=T
Q
' -Tp '
at
68 Longitudinal waves in bars and springs
I r
I I
x
~ x I
\
I I
I I x ~
~ x + e ~ I
A B
p 0
A B
p' 0'
Fig. 15
Thus the equation of motion for these longitudinal waves reduces to
the usual wave equation
ie 1 a
2
e
ax 2 =c2 at2' wherec
2
=A/p. (2)
The speed of waves along a rod is therefore J(A/p), a result similar in
form to that for the speed of transverse oscillations of a string.
The full solution of (2) is soon found if we know the boundary
conditions.
(i) At a free end the tension must vanish, and thus, from (1), ae/ax =
0, but the displacement will not, in general, vanish as well.
(ii) At a fixed end the displacement emust vanish, but the tension will
not, in general, vanish also.
39 Free vibrations of a finite bar
(3)
If we are interested in the free vibrations of a bar of length I, we shall
use stationary type solutions of (2) as in 8, equation (27). Thus
e=(a cospx+b sinpx) cos {Cpt+E}.
If we take the origin at one end, then by (i) ae/ax has to vanish at x = 0
and x = I. This means that b =0, and sin pi = 0, so that pi =n'ff', where
n = 1, 2, .... The free modes are therefore described by the functions
n'ff'X {n'ff'ct }
en = an cos -/- cos -1-+En
This normal mode has frequency nc/2/, so that the fundamental
frequency is c/2/, and the harmonics are simply related to it. There are
nodes in (3) at the points x = 1/2n, 31/2n, 51/2n, (2n -1)1/2n; and
there are antinodes (6) at x = 0, 21/2n, 41/2n 1. From (1) it follows
Normal coordinates 69
that these positions are interchanged for the tension, nodes of motion
being antinodes of tension and conversely. We shall meet this
phenomenon again in Chapter 6.
40 Vibrations of a clamped bar
The case of a rod rigidly clamped at its two ends is similarly solved. The
boundary conditions are now that = 0 at x = 0, and at x = I. The
appropriate solution of (2) is thus
. n1TX {n1Tct }
=an sm-,-cos -I-+En .
(4)
This solution has the same form as that found in Chapt.er 2, 23, for the
transverse vibrations of a string.
We may introduce normal coordinates for these vibrations, just as in
26 and 34. Taking, for example, the case of 40, we should write
00 n7TX
= cPn sin -1-' (5)
where
cPn = an cos +e
n
}.
The kinetic energy of the element PQ is!P so that the total
kinetic energy is
I
I
1 2 12
dx = I 4p
l
cPn.
o n
(6)
(7)
The potential energy stored up in P'Q' is approximately equal to
one-half of the tension multiplied by the increase in length; or!A
ax
Thus the total potential energy is
r
'
dx =I.! 1T
2
n
2
c
2
p
J
o
2 ax n 4 I
(9)
(10)
42 Case of a bar in a state of tension
The results of 39, 40 for longitudinal vibrations of a bar need slight
revision if the bar is initially in a state of tension. We shall discuss the
vibrations of a bar of natural length 1
0
stretched to a length I, so that its
equilibrium tension To is
To = A.C 10
10
). (8)
Referring to Fig. 15, we see that 8x now represents the length of P'Q'
when in the stretched, non-vibrating state. The completely
unstretched length is therefore not 8x but (10/1) 8x, so that tension at P'
is not given by (1), but by the modified relation
'T' L. 8x +8e - (/0/ I) 8x
.I p' = A 1m
8x-+O (/
0
/ I) 8x
_
_ 'T'o +Al
.I i using (8).
1
0
ax'
The mass of PQ is Po(lo/l) 8x where Po refers to the unstretched bar, so
the equation of motion is
aT
Po(lo/l) 8x-
2
= T
Q
,- Tp =-8x
at ax
Al
=-1 -2 from (9).
o ax
We have again arrived at the standard wave equation
0
2
1 iJ2 2 2 2
-2 where C = AI/Polo.
ax c at
It follows that c = (1/ lo)c0, where Co is the velocity under no permanent
tension. Appropriate solutions of (10) are soon seen to be
. n1TX {n1Tct }
=a
n
sm-I-cos -I-+En, forn = 1, 2 ....
(11)
The fundamental frequency is c/2/, which, from (10), can be written
co/2/
0
Thus with a given bar, the frequency is independent of the
amount of stretching.
The normal mode (11) has nodes where x = 0, I/n, 2//n, ... , I. A
complete solution of (10) is obtained by superposition of separate
solutions of type (11).
Vibrations ofa loadedspring 71
43 Vibrations of a loaded spring
We nowoffer a discussion of the vibrations of a spring suspended from
its top end and carrying a load M at its bottom end. When we neglect
the mass of the spring it is easy to showthat the lower mass M in Fig. 16
p
(a)
unstretched
x+x
(b)
stretched
equilibrium
Fig. 16
x x ~
(c)
stretched
vibrating
executes simple harmonic motion in a vertical line. Let us, however,
consider the possible vibrations when we allow for the mass m of the
spring. Put m = pi, where p is the unstretched mass per unit and i is the
unstretched length. We may consider the spring in three stages. In
stage (a) we have the unstretched springof length i. The elementPP' of
length 8x is at a distance x from the top point A. In stage (b) we have
the equilibrium position when the spring is stretched due to its own
weight and the load at the bottom. The element PP' is nowdisplaced to
00'. P is displaced a distance X downwards and P' a distance X +8X.
Lastly, in stage (c) we suppose that the spring is vibrating and the
element 00' is displaced to RR'. The displacements of 0 and 0' from
their equilibrium positions are ~ and ~ +8 ~ The new length RR' is
therefore 8x +8X+8 ~ The mass of the element is the same as the mass
of PP', that is, p 8x, and is, of course, the same in all three stages.
We are now in a position to determine the equation of motion of
RR'. The forces acting on it are its weight downwards and the two
tensions at Rand R'. The tension T
R
may be found from Hooke's
Law, by assuming that 8x is made infinitesimally small. Then, as in 42,
T = A extension
R I h'
ong. engt
=A Lim (8x +8X
8x-+O 8x '
=A(ax+
ax ax
So the equation of motion of RR' is

p8x-
2
= resultant force downwards
at
= gp 8x +T
R
,- T
R
,
aT
=gp8x +-8x.
ax
Dividing by p 8x and using (12), this becomes
= +A(a
2
x +
at
2
g p ax 2 ax 2
(12)
This last equation must be satisfied by = 0, since this is merely the
position of equilibrium (b). So
A a
2
x
0=g+--2
p ax
By subtraction we discover once more the standard wave equation
2 A Ai
c =-=-
p m
(13)
This result is very similar to that of 42. However, before we can solve
(13) we must discuss the boundary conditions. There are two of these.
Firstly, when x =0, we must have =0 for all t. Secondly, when x =i,
(i.e., the position of the mass M) we must satisfy the law of motion
M(
a
2g
]
-a2 =Mg-[T]x=l.
t x=l
Vibrations ofa loadedspring 73
Using (12), this becomes
A[ax
- =g-- -+-
at
2
x=l M ax ax x=t"
As before, this equation must be satisfied by = 0, since this is just the
equilibrium stage (b). Thus
.
M a---;Jx=l
So, by subtraction we obtain the final form of the second boundary
condition
=-
The appropriate solution of (13) is
= a sin px cos (pet +E ).
(14)
(15)
This gives =0 when x =0, and therefore satisfies the first boundary
condition. It also satisfies the other boundary condition (14) if
pi tan pi =m/M. (16)
By plotting the curves y = tan x, y = (m/M)/x, we see that there are
solutions of (16) giving values of pi in the ranges 0 to 11'/2, 11' to
311'/2, .... The solutions become progressively nearer to n11' as n
Increases.
We are generally interested in the fundamental, or lowest, fre-
quency, since this represents the natural vibrations of M at the end of
the spring. The harmonics represent standing waves in the spring itself,
and may be excited by gently stroking the spring downwards when in
stage (b). If m/M is small, the lowest root of (16) is small; writing
pi = z, we may expand tan z and get
z(z +z3/3+ ...)= m/M.
Approximately
z\1 +z2/3)= m/M.
We may put Z2 in the term in brackets equal to the first order
approximation z 2 = m/M, and then we find for the second order
approximation
2 m/M
z = l+m/3M'
The period of the lowest frequency in (15) is 21r/pc, or, 21rl/cz. Using
the fact that c
2
= Al/m, this becomes
21Tl(M;t
m
).
If the mass of the spring m had been neglected we should have
obtained the result It thus appears that the effect of the
mass of the spring is equivalent, in a close approximation, to adding a
mass one-third as great to the bottom of the spring.
44 Waves in an anharmonic lattice
We conclude this chapter by making a brief study of longitudinal
vibrational waves that can occur in a long coupled chain of spring and
mass systems. Each individual systemin the chain will be taken to be of
length L and to comprise N equal masses m attached in a line, one to
the other, by weightless identical springs. When a large number of
these systems are connected to make a long chain it will be sufficient for
us to consider the motion in only one such system. This follows because
if we apply suitable periodic initial conditions there will then be
periodicity of behaviour with any translation of length L, in the sense
that any L apart in the chain will exhibit the
same motion at any given time.
A mathematical ip.odel of this type can be used to the
atomic vibrations in 'crystalline solids which, because of their regular
structure, give rise to extremely long periodic chains. Regular struc-
tures of this nature are known as lattices, and their study in terms of the
discrete model just outlined is called lattice dynamics. When the spring
coupling is assumed to obey Hooke's Law these are called harmonic
lattices, but when the spring behaviour is nonlinear they are then said
to form anharmonic lattices. Our purpose here will be to construct a
continuum approximation to a simple anharmonic lattice. These occur,
for example, in the study of certain materials that exhibit anomalous
heat conduction properties, and for which a continuum description is
found to be more appropriate than a discrete one.
Waves in an anharmonic lattice 75
The situation in the lattice under consideration is illustrated in Fig.
17 where, in the undisturbed state, the masses m are all at a distance
h = L/N apart. We shall let x, measured from point A as origin, be the
general position along the chain, while Yi denotes the displacement of
the jth mass from its equilibriumposition. The nonlinear spring will be
taken to be described by the simple quadratic law
T = "(d+a&), (17)
where d is the displacement from the equilibrium position and ", a are
constants.
I I
I m m m m m m ml
~ ~ ~ B
I 1 2 , - 1 , , + 1 N - 1 NI
, I
~ .-f
L
Fig. 17
If a dot is used to denote differentiation with respect to time, it is
readily shown that the equation of motion of the jth mass in
mYj = "(Yj+l - Yj) - "(Yj - Yj-l) +"a[(Yj+1 - Yj)Z - (Yi - Yi_l)Z], (18)
which follows by considering the forces exerted on the jth mass by the
two adjacent nonlinear springs after displacement. An initial value
problem for this lattice then amounts to specifying (Yj),=o and (Yj)'=o
for j = 1, 2, ... , N.
To reduce this discrete description to a continuum approximation
we now assume that Taylor's theorem may be used to interpret Yil in
terms of partial derivatives of Yi with respect to x. The justification for
this follows from the closeness of the masses and the smallness of the
displacements Yi. We thus start from the relationships
[
ay hZaZy h
3
a
3
y h
4
a
4
y 5]
Yi+l- Yj = h ax + 2! ax
z
+ 3! ax
3
+4! ax4 +O(h )
and
[
ay hZaZy h
3
a
3
y h
4
a
4
y 5]
Yi-Yj-l = h
ax
- 2! ax
z
+3! ax
3
- 4! ax
4
+
O
(h ) .
Employing these results in (18), and neglecting terms of order
greater than O(h 3), we arrive at the nonlinear partial differential
equation
(19)
where c2= 'Xh 2/m. The initial conditions for the lattice are then
replaced by the specification of (y)l=o and (ay/ ax )1=0 on the initial line
0<x ~ L, with periodicity conditions at the ends of the interval.
When the spring law is linear, so that a = 0, the continuum approxi-
mation (19) reduces to the standard wave equation in which c
2
=
'Xh 2/m. Equation (19) represents the simplest continuum approxima-
tion for the anharmonic lattice characterised by the spring law (17).
This equation is an example of an important class of nonlinear partial
differential equations which are said to be of quasllinear type. In these
equations the highest order derivatives all occur only to degree one.
Although we shall not be able to prove it here, it can be shown that
solutions of this equation always cease to be differentiable after some
finite time T (cf. Chapter 9, 102). This is not in agreement with
experimental observations of anharmonic lattices so that equation (19)
cannot be regarded as providing a satisfactory description of the lattice
for times approaching T. To improve the approximation it is necessary
to retain more terms when the Taylor series are substituted into the
equation of motion (18).
If, instead of neglecting terms of order greater than O(h 3), we retain
one more term and neglect terms of order greater than O(h4), we
obtain in place of (19) the equation
a
2
y =c
2
[i
Y
+2ah(ay)2a2y +h
2
a
4y
] (20)
at
2
ax
2
ax ax
2
12 ax
4
,
where again c2= xh2/m.
This is a fourth-order equation of degree one in its highest derivative
so that this, too, is a quasilinear equation. Its form may be simplified by
means of a change of variable to
au au a
3
u
-+u-+/L-=O (21)
aT a ~ a ~ ,
where
~ =x - ct, T =cah2t, /L =h/24a and u =ay/ a ~
This is the celebrated Korteweg-de Vries (KdV) equation first derived
by Korteweg and de Vries in 1895 in connection with long water waves
in shallow channels.
Examples 77
As this equation cannot be studied here, it must suffice for us to
remark that its solutions do not suffer from the differentiability
difficulties associated with solutions of equation (20), and it can be
used as a continuum approximation to an anharmonic lattice.
The anharmonic lattice has thus provided us with an example of a
wave type physical situation for which a linear wave equation is an
unacceptable mathematical model. Furthermore, although we were
unable to demonstrate it in this account, only the second nonlinear
approximation can be regarded as being in any way satisfactory. This
situation contrasts sharply with the way we were able to approximate
the equation of the string in Chapter 2, 17 by the standard wave
equation.
45 Examples
1. Find the velocity of longitudinal waves along a bar whose mass is
0225 kg m-1 and for which the modulus is 9 x 10
5
N.
2. Consider a bar in which the cross-section at position x along its
length is a function S(x) of x only. Reformulate the equation of motion
in 38 for an element of the bar to show that it takes the form
aT ~
- 8x ~ Spo 8X-2'
ax ax
where nowPo is the density per unit volume of the material of the bar.
Showalso that Hooke's Lawimplies that the tensile force T is given by
. ~
T = S(x) Y
ax
'
where Y is a constant for the material of the bar. It is known as Young's
modulus. Hence deduce that when the cross-section of the bar varies
with x, the displacement ~ must satisfy the equation
where c
2
= Y/Po.
3. Waves are transmitted from an ultrasonic generator to their point
of application along a bar whose cross-section S obeys the equation
S(x)=Soe-
2ax
witha>O.
Obtain a solution to the equation derived in the previous example in
the form (x, t) = h(x) e-int and use it to show that when n2 > a 2c2 the
amplitude of the waves transmitted along the bar grows at an exponen-
tial rate.
4. Two semi-infinite bars are joined to form an infinite rod. Their
moduli are A1 and A
2
and the densities per unit length are PI and P2.
Investigate the reflection coefficient (see 20) and the phase change on
reflection, when harmonic waves in the first medium meet the join of
the bars.
5. Investigate the normal modes of a bar rigidly fastened at one end
and free to move longitudinally at the other.
6. A uniform bar of length 1is hanging freely from one end. Showthat
the frequencies of the normal longitudinal vibrations are (n +!) c/2/,
where c is the velocity of longitudinal waves in the bar.
7. The modulus of a spring is 72 x 10-
2
N. Its mass is 001 kg and its
unstretched length is 0012 m. A mass 004 kg is hanging on the lowest
point, and the top point is fixed. Calculate to an accuracy of one per
cent the periods of the lowest two vibrations.
8. Investigate the vertical vibrations of a spring of unstretched length
21 and mass 2m, supported at its top end and carrying loads M at the
mid-point and the bottom.
5
Waves in liquids
46 Summary of hydrodynamical formulae
In this chapter we shall discuss wave motion in liquids. We shall assume
that the liquid is incompressible, with constant density p. This con-
dition is very nearly satisfied by most liquids, and the case of a com-
pressible fluid is dealt with in Chapter 6. We shall further assume that
the motion is irrotational. This is equivalent to neglecting viscosity and
assuming that all the motions have started from rest due to the
influence of natural forces such as wind, gravity, or pressure of certain
boundaries. If the motion is irrotational, we may assume the existence
of a velocity potential 4> if we desire it. It will be convenient to
summarise the formulae which we shall need in this work.
(i) If the vector u with components (u, v, w) represents the velocity of
any part of the fluid, then from the definition of 4>
u = -V4> =-grad 4>, (1)
so that in particular u = -iJ4>/iJx, v = -iJ4>/iJy, W = -iJ4>/iJz.
(ii) On a fixed boundary the velocity has no normal component, and
hence if iJ/iJv denotes differentiation along the normal,
iJ4>/iJv = o. (2)
(3)
(4)
(iii) Since no liquid will be supposed to be created or annihilated, the
equation of continuity must express the conservation of mass; it is
iJu iJv iJw
V.u=-+-+-=O.
iJx iJy iJz
Combining (1) and (3), we obtain Laplace's equation
2A. 2 2
V
2
4> ~ iJ 4> +;; 4> = O.
iJx 2 iJy 2 iJz 2
(iv) If H(x, y, z, t) is any property of a particle of the fluid, such as its
velocity, pressure or density, then iJH/iJt is the variation of H at a
80 Waves in liquids
particular point in space, and
DH
Dt
is the variation of H when we keep to the same particle of fluid. This
quantity is known as the total derivative, or the material derivative
following the ftuid, and it can be shown that
DH aH
-=-+u.VH
Dt at
or,
DH aH aH aH aH
-=-+u-+v-+w-.
Dt at ax ay az
(5)
(6)
(7)
(v) If the external forces acting on unit mass of liquid can be rep-
resented by a vector F, then the equation of motion of the liquid may
be expressed in vector form
Du 1
-=F--Vp.
Dt p
In Cartesian form this is
au+u au +v au +wau =F _! ap
at ax ay az :r: p ax'
with two similar equations for v and w.
(vi) An important integral of the equations of motion can be found in
cases where the external force F has a potential V, so that F= -VV.
The integral in question is known as Bernoulli's Equation:
P+.!.u
2
+ V- acP = c
p 2 at'
where C is an arbitrary function of the time. Now according to (1),
addition of a function of t to cP does not affect the velocity distribution
given by cP; it is often convenient, therefore, to absorb C into the term
acP and (7) can then be written
at
p +.!.u
2
+ V - acP = const. (8)
p 2 at
A particular illustration of (8) which we shall require later occurs at the
Tidal waves, general conditions 81
surface of water waves; here the pressure must equal the atmospheric
pressure and is hence constant. Thus at the surface of the waves
(sometimes called the free surface) .
1.u
2
+ V - act> = constant. (9)
2 at
47 Tidal waves and surface waves
We may divide the types of wave motion in liquids into two groups; the
one group has been called tidal waves, and arises when the wavelength
of the oscillations is much greater than the depth of the liquid. Another
name for these waves is longwaves in shallowwater. With waves of this
type the vertical acceleration of the liquid is neglected in comparison
with the horizontal acceleration, and we shall be able to show that
liquid originally in a vertical plane remains in a vertical plane through-
out the vibrations; thus each vertical plane of liquid moves as a whole.
The second group may be called surface waves, and in these the
disturbance does not extend far below the surface. The vertical
acceleration is no longer negligible and the wavelength is much less
than the depth of the Liquid. To this group belong most wind waves and
surface tension waves. We shall consider the two types separately,
though it will be recognised that tidal waves represent an approxima-
tion and the results for these waves may often be obtained from the
formulae of surface waves by introducing certain restrictions.
48 Tidal waves, general conditions
We shall deal with tidal waves first. Here we assume that the vertical
accelerations may be neglected. One important result follows
immediately. If we draw the z axis vertically upwards (as we shall
continue to do throughout this chapter), then the equation of motion in
the z direction as given by (6), is
Dw 1 ap
Dt
=-g---.
paz
Dw
We are to neglect Dt and thus
=-gp, so p =-gpz +constant.
82 Waves in liquids
Let us take our (x, y) plane in the undisturbed free surface, and write
(x, y, t) for the elevation of the water above the point (x, y, 0). Then, if
the atmospheric pressure is po, we must have p =Po when z = (. So the
equation for the pressure becomes
p =Po+gp(-z). (10)
We can put this value of p into the two equations of horizontal motion,
and we obtain
Dv a(
-=-g-.
Dt ay
(11)
The right-hand sides of these equations are independent of z, and we
deduce therefore that in this type of motion the horizontal acceleration
is the same at all depths. Consequently, as we stated earlier without
proof, in shallow water the velocity does not vary with the depth, and
the liquid moves as a whole, in such a way that particles originally in a
vertical plane, remain so, although this vertical plane may move as a
whole.
49 Tidal waves in a straight channel
Let us now apply the results of the last section to discuss tidal waves
along a straight horizontal channel whose depth is constant, but whose
cross-section A varies from place to place. We shall suppose that the
waves move in the x direction only (extension to two dimensions will
come later). Consider the liquid in a small volume as in Fig. 18
bounded by the vertical planes x, x +8x at P and Q. The liquid in the
vertical plane through P is all moving with the same horizontal velocity
u(x) independent of the depth. We can suppose that A varies suffi-
ciently slowly for us to neglect motion in the y direction. We have two
equations with which to obtain the details of the motion. The first is
(11) and may be written
au au au a(
-+u-+w-=-g-.
at ax az ax
Since u is independent of z, we have aufaz = O. Further, since we shall
suppose that the velocity of any element of fluid is small, we may
neglect u (au/ ax) which is of the second order, and rewrite this
Tidal waves in a straight channel 83
z
o
x
x
- h
Fig. 18
equation
au a(
-=-g-.
at ax
(12)
The second equation is the equation of continuity. Equation (3) is not
convenient for this problem, but a suitable equation can be found by
considering the volume of liquid between the planes at P and Q, in Fig.
18. Let b(x) be the breadth of the water surface at P. Then the area of
the plane P which is covered with water is [A +b(]p; therefore the
amount of liquid flowing into the volume per unit time is [(A +b()u ]p.
Similarly, the amount flowing out per unit time at Q is [(A +b()u]o.
The difference between these is compensated by the rate at which the
level is rising inside the volume, and thus
a(
[(A +b()u)]p -[(A +b()u]o = b 8x-.
at
Therefore
+b()u}=b a(.
ax at
Since b(u is of the second order of small quantities, we may neglect this
term and the equation of continuity becomes
a a(
--(Au)=b-.
ax at
(13)
(14)
84 Waves in liquids
Eliminating u between (12) and (13) gives us the equation
b a
Z
( =.i-(A a{\
at
Z
ax ~ t
In the case in which A is constant, this reduces to the standard form
a
Z
( 1 az(
-=- - withcz=Ag/b. (15)
ax
z
C
Z
at
Z
This is the familiar wave equation in one dimension, and we deduce
that waves travel with speed .J(Ag/b). If the cross-section of the
channel is rectangular, so that A = bh, h being the depth, then
c = .J(gh). (16)
With an unlimited channel, there are no boundary conditions
involving x, and to our degree of approximation waves with any profile
will travel in either direction. With a limited channel, there will be
boundary conditions. Thus, if the ends are vertical, u = at each of
them.
We may apply this to a rectangular basin of length /, whose two ends
are at x = 0, /. Possible solutions of (15) are given in 8, equation (27).
They are
( = (a cos px +(3 sin px) cos (cpt +E).
Then, using (13) and also the fact that A = bh, we find
au = C
h
P
(a cos px +(3 sin px) sin (cpt +E).
ax
and so
u =~ (a sinpx -(3 cospx) sin (Cpt+E).
The boundary conditions u =0 at x =0, /, imply that {3 = 0, and
sinp/ =0. So
and
r1Tx {r1TCt }
(, =a, cos -/- cos -t-+E" for r = 1,2,3, ...
a,c . r1TX . {r1Tct }
U, = h SID -/- SID -/-+E,
(17)
(18)
(19)
Tidal waves on lakes and tanks 85
It will be noticed that nodes of U
r
and (r do not occur at the same
points.
The vertical velocity may be found from the general form of the
equation of continuity (3). Applied to our case, this is
au +aw=0.
ax az
Now u is independent of z and w =0 on the bottomof the liquid where
z = -h. Consequently, on integrating we find
au -marC r7TX . {r7TCt }
Wr= -(z +h) ax = Ih (z +h) cos -1- sm -1-+Er .
We may use this last equation to deduce under what conditions our
original assumption that the vertical acceleration could be neglected, is
valid. For similarly to (12), the vertical acceleration Dw
r
/ Dt is effec-
tively aw
r
/ at, giving
7T
2
r
2
C2ar r7Tx {r7Tct }
- 1
2
h (z +h) COS-I-COS -I-+Er .
The maximum value of this is 7T2r2c2ar/12, and may be compared with
the maximum horizontal acceleration 7Trc
2
a
r
/lh. The ratio of the two
for an arbitrary rth mode is r7Th/l; that is 27Th/A, since, from (17)
A = 21/r. We have therefore confirmed the condition which we stated
as typical of these long waves, namely that the vertical acceleration
may be neglected if the wavelength is much greater than the depth of
water.
50 Tidal waves on lakes and tanks
We shall now remove the restriction imposed in the last section to
waves in one dimension. Let us use the same axes as before and
consider the rate of flow of liquid into a vertical prism bounded by the
planes x, x ~ x y, y ~ y . In Fig. 19," ABCD is the undistributed
surface, EFGH is the bottom of the liquid, and PQRS is the moving
surface at height ((x, y) above ABCD. The rate of flow into the prism
across the face PEHS is [u(h +() ~ y Jx, and the rate of flow out across
RQFG is [u (h +() ~ y ]x+8x. The net result from these two planes is a
gam
a
--{u(h +() ~ x ~ y .
ax
86 Waves in liquids
Q
S

E 6x
Fig. 19
Similarly, from the other two vertical planes there is a gain
a
--{v(h +l)} 8x 8y.
ay
The total gain is balanced by the rising of the level inside the prism, and
thus
a a al
--{u(h +l)} 8x 8y --{v(h+l)} 8x 8y =- 8x 8y.
ax ay at
As in 49 we may neglect terms such as ul and vl, and thus write the
above equation of continuity in the form
(20)
a(hu) +a(hv) = _ al .
ax ay at
We have to combine this equation with the two equations of motion
(11), which yield, after neglecting square terms in the velocities,
au al
-=-g-
at ax'
av al
-=-g-.
at ay
(21)
Eliminating u and v gives us the standard equation
-i.(h a,-\ +.i..(h a,-\ =1:. a
2
l
ax ay ayJ g at
2
'
(22)
Tidal waves on rectangular andcircular tanks 87
If h is constant (tank of constant depth) this becomes
a
2
l a
2
l 1 a
2
l
ax2+ay2=c2at2' c
2
=gh. (23)
This is the usual wave equation in two dimensions and shows that the
velocity is .J(gh). If we are concerned with waves in one dimension, so
that l is independent of y (as in 49) we put a
2
l/ay 2= 0 and retrieve
(15).
We have therefore to solve the wave equation subject to the
boundary conditions;
(i) w =0 at z =-h,
(ii) al = 0 at a boundary parallel to the y axis, and
ax
al =0 at a boundary parallel to the x axis,
ay
(iii) al =0 at any fixed boundary, where .i.. denotes differentiation
av av
along the normal to the boundary.
This latter condition, of which (ii) is a particular case, can be seen as
follows. If Ix +my = 1is the fixed boundary, then the component of the
velocity perpendicular to this line has to vanish. That is, lu +mv = O.
By differentiating partially with respect to t and using (21), the
condition (iii) is obtained.
51 Tidal waves on rectangular and circular
tanks
We shall apply these formulae to two cases; first, a rectangular tank,
and, second, a circular one, both of constant depth.
Rectangular tank. Let the sides be x = 0, a and y = 0, b. Then a
suitable solution of (23) satisfying all the boundary conditions (i) and
(ii) would be
l = A cos p;x cos q-r;: cos (r1l'ct +E), (24)
where p=0,1,2 ... ,q=O,I,2, ... , and r
2
=p2/a 2+q2/b
2
. This
solution closely resembles that for a vibrating membrane in Chapter 3,
88 Waves in liquids
33, and the nodal lines are of the same general type. The reader will
recognise how closely the solution (24) resembles a "choppy sea."
Circular tank. If the centre of the tank is taken as the origin and its
radius is a,' then the boundary condition (iii) reduces to or,;or = 0 at
r =a. Suitable solutions of (23) in polar coordinates have been given in
Chapter 1, equation (35a). We have
'=A cos m8J
m
(nr) cos (ent+e). (25)
We have rejected the Y
m
solution since it is infinite at r = 0, and we
have chosen the zero of 8 so that there is no term in sin m8. This
expression satisfies all the conditions except the boundary condition
(iii) at r = a. This requires that J'm (na) =O. For a given value of m
(which must be integral) this condition determines an infinite number
of values of n, whose magnitudes may be found from tables of Bessel
Functions. The nodal lines are concentric circles and radii from the
origin, very similar to those in Fig. 14 for a vibrating membrane. The
period of this motion is 21T/ en.
52 Paths of particles
It is possible to determine the actual paths of individual particles in
many of these problems. Thus, referring to the rectangular tank of 49
the velocities u and ware given by (18) and (19). We see that
w -1Tr(z +h) r1TX
;; = [ cot -[-.
This quantity is independent of the time and thus any particle of the
liquid executes simple harmonic motion along a line whose slope is
given by the above value of w/u. For particles at a fixed depth, this
direction changes from purely horizontal beneath the nodes to purely
vertical beneath the antinodes.
53 Method of reduction to a steady wave
We shall conclude our discussion of tidal waves by applying the
method of reduction to a steady wave, already described in 29, to the
case of waves in a channel of constant cross-section A and breadth of
water line b. This is the problem of 49 with A constant. Let e be the
Method ofreduction to a steady wave 89
velocity of propagation of a wave profile. Then superimpose a velocity
-e on the whole system, so that the wave profile becomes stationary
and the liquid flows under it with mean velocity e. The actual velocity at
any point will differ from e since the cross-sectional area of the liquid is
not constant. This area is A +b(, and varies with (. Let the velocity be
e +(J at sections where the elevation is (. Since no liquid is piling up, the
volume of liquid crossing any plane perpendicular to the direction of
flow is constant, so that
(A +b()(e +(J) = constant = Ae. (26)
We have still to use the fact that the pressure at the free surface is
always atmospheric. In Bernoulli's equation at the free surface (9) we
may put acP/at = since the motion is now steady motion; also V = g(
at the free surface. So, neglecting squares of the vertical velocity, this
gIves
!(e +(J)2 +g( = const. = !e
2
Eliminating (J between this equation and (26), we have

A
2
e
2
(A +b()2+
2
g( =e
2
,
and so,
2{ A 2} 2{2A +b( }
2g( =e 1- (A +b()2 =be (A +b()2 .
Consequently we arrive at the result
2 2g (A +b(f
e =b 2A+b(
(27)
If ( is small, so that we may neglect ( compared with A/b, then this
equation gives the same result as (16), namely, e
2
=gA/b. We can,
however, deduce more than this simple result. For if (>0, the
right-hand side of (27) is greater than gA/b, and if 0, it is less than
gA/b. Thus an elevation travels slightly faster than a depression and so
it is impossible for a long wave of this type to be propagated without
change of shape. Further, since the tops of waves travel faster than the
troughs, we have an explanation of why waves break near the sea-
shore when they reach shallow water.
90 Waves in liquids
54 Surface waves, the velocity potential
We now consider surface waves, in which the restriction is removed
that the wavelength is much greater than the depth. In these waves the
disturbance is only appreciable over a finite depth of the liquid. We
shall solve this problem by means of the velocity potential cf>. We know
cf> must satisfy Laplace's equation (4) and at any fixed boundary
acf>/a." = 0, by (2). There are, however, two other conditions imposed
on cf> at the free surface. The first arises from Bernoulli's equation (9).
If the velocity is so small that u
2
may be neglected, and if the only
external forces are the external pressure and gravity, we may put u
2
= 0
and V = g( in this equation, which then becomes
( = .!.[acf>]
g at free surface
(28)
The second condition can be seen as follows. A particle of fluid
originally on the free surface will remain so always. Now the equation
of the free surface, where z = (x, y, t) may be written
0=I(x, y, z, t) = (x, y, t) - z.
Consequently, I is a function which is always zero for a particle on the
free surface. We may therefore use (5) with H put equal to I, and we
find
DI a( a( a(
O=-=-+u-+v--w.
Dt at ax ay
Now from (28)
a( 1 a (acf 1 au
---- - =---
ax g at ax g at
on the surface.
Thus a(/ax is a small quantity of order of magnitude not greater than
u; consequently u(a(/ax) and v(a(/ay) being of order of magnitude
not greater than u
2
, may be neglected. We are left with the new
boundary condition
a( acf>
-=w=--. (29)
at az
Combining (28) and (29) we obtain an alternative relation
a
2
cf> acf>
at2 +ga; = O. (30)
Surface waves on a long rectangular tank
We summarise the conditions satisfied by 4> as follows:
(i) Laplace's equation V
2
4> = 0 in the liquid,
(ii) a4>I av = 0 on a fixed boundary,
(
...) 1 a4> h f rf
11l l = - - on t e ree su ace,
g at
. al a4>
(IV) -= --on the free surface,
at az
a
2
4> a4>
(v) -2+g- = 0 on the free surface.
at az
Only two of the last three conditions are independent.
91
(4)
(2)
(28)
(29)
(30)
55 Surface waves on a long rectangular tank
Let us apply these equations to the case of a liquid of depth h in an
infinitely long rectangular tank, supposing that the motion takes place
along the length of the tank, which we take as the x direction. The axes
of x and y lie, as usual, in the undisturbed free surface. Condition (i)
above gives an equation which may be solved by the method of
separation of variables (see 7), and if we want our solution to
represent a progressive wave with velocity c, a suitable form of the
solution would be
4> = (A e
mz
+B e-
mZ
) cos m(x -ct).
A, B, m and c are to be determined from the other conditions (ii)-(v).
At the bottom of the tank (ii) gives a4>1az =0, or A e-mh - B e
mh
= O.
So A e-mh = B e
mh
= ~ say, and hence
4> = C cosh m(z +h) cos m(x -ct). (31)
(32)
Condition (v) applies at the free surface where, if the disturbance is not
too large, we may put z = 0; after some reduction it becomes
c
2
= (glm) tanh mho
Since m = 2TrIA, where 1is the wavelength, we can write this
c2 = gA tanh 2Trh.
2Tr A
Recalling from Chapter 1, 3, that c = nlk and A = 11k, we recognise
that (32) is merely the dispersion relation for this wave motion. It is this
strong dispersive action in water waves that leads to the changing
shape of waves as they progress. .
(34)
92 Waves in liquids
Condition (iii) gives us the appropriate form of {; it is
(=meCcosh mh sin m(x -et).
g
This expression becomes more convenient if we write a for the
amplitude of (; when a = (meC/g) cosh mho Then
(=a sinm(x-et), (33)
and
A.. ga cosh m(z +h) ( )
0/=- cosm x-et.
me cosh mh
If the water is very deep so that tanh (27Th/A) = 1, then (32) becomes
e2 =gA/27T, and if it is very shallow so that tanh (27Th/A) =27Th/A, we
retrieve the formula of 49 for long waves in shallow water, giving
e
2
= gh.
We have seen in Chapter 1 that stationary waves result from
superposition of two opposite progressive harmonic waves. u ~ we
could have stationary waves analogous to (33) and (34) defined by
and
( =a sin mx cos met,
ga cosh m(z +h) . .
cP =- h h sm mx SIn met.
me cos m
(35)
(36)
We could use these last two equations to discuss stationary waves in a
rectangular tank of finite length.
56 Surface waves in two dimensions
We shall nowdiscuss surface waves in two dimensions, considering two
cases in particular.
Rectangular tank. With a rectangular tank bounded by the planes
x =0, a and y =0, b, it is easily verified that all the conditions of S4
are satisfied by
( = A cos p7TX cos Q7T)' cos ret,
a b
A.. _ gA cosh r(z +h) p7TX Q7T}'.
0/ -- cos-cos-smret
re cosh rh a b '
Surface waves in two dimensions 93
where
and
e
2
=(g/r) tanh rho (37)
Circular tank. Suppose that the tank is of radius a and depth h. Then
choosing the centre as origin and using cylindrical polar coordinates
r, 8, z, Laplace's equation (cf. Chapter 1, 7) becomes
ilc/J 1 ac/J 1 a
2
c/J a
2
c/J
-2+- -+"2 -2+-2= O. (38)
ar r ar r a8 az
A suitable solution can be found from Chapter 1, equation (35a),
which gives us a solution of the similar equation
a
2
c/J 1 ac/J 1 i c/J 1 a
2
c/J
-+--+-------=0
ar
2
r ar r
2
a8
2
e
2
at
2
in the form
J
m
cos cos
c/J = v (nr) . m8. net.
sm sm
In this equation let us make a change of variable, writing et = iz, where
e= -1. We then get Laplace's equation (38) and its solutions are
therefore
J
m
cos cosh
c/J = v (nr) . m8 . h nz, m =0, 1,2, ....
sm sm
In our problem we must discard the Y solution as Y
m
(r) is infinite
when r = O. So, choosing our zero of 8 suitably, we can write
c/J =Jm(nr) cos m8 (A coshnz+B sinhnz).
At the bottom of the tank condition (ii) gives, as in SS, A sinh nh =
B cosh nh, so that
c/J = CJm(nr) cos m8 cosh n(z +h).
The constants m and n are not independent, since we have to satisfy
the boundary condition at r = a. This gives J:"(na-) = 0, so that for any
selected m, n is restricted to have one of a certain set of values,
determined from the roots of the above equation. The function C
above will involve the time, and in fact if we are interested in waves
94 Waves in liquids
whose frequency is f, we shall try C ex: sin 2Trft. Putting C =D sin 2'TT/t,
where D is now a constant independent of r, (J, z or t, we have
q, =DJrn(nr) cos m(J cosh n(z +h) sin 2'TT/t. (39)
The boundary condition S4 (iii) now enables us to find (; it is
(=2TrDfJrn(nr) cos m(J cosh nh cos 2'TT/t. (40)
g
The remaining boundary condition S4 (iv) gives us the period equa-
tion; it is
-4Tr
2
f2 DJrn(nr) cos m(J cosh nh sin 2'TT/t
+gnDJ
rn
(nr) cos m(J sinh nh sin 2'TT/t = 0,
or
4Tr
2
f2 = gn tanh nh. (41)
For waves with a selected value of m (which must be integral) n is
found and hence, from (41), f is found. We conclude that only certain
frequencies are allowed. Apart from an arbitrary multiplicative con-
stant, the nature of the waves is now completely determined.
57 Paths of the particles
In SS we discussed the progressive wave motion in an infinite straight
channel. It is possible to determine from (34) the actual paths of the
particles of fluid in this motion. For if X, Z denote the displacements of
a particle whose mean position is (x, z) we have
X= - aq, =ga cosh m(z +h) sin m(x -et)
ax e cosh mh '
Z=_ aq, =_ga sinh m(z +h) cos m(x -et),
az e cosh mh
in which we have neglected terms of the second order and a dot
signifies differentiation with respect to time. Thus
X
-ga cosh m(z +h) (_)
- 2 h h cos m x et,
me cos m
Z
_ga sinh m(z +h). (_)
- 2 h h sm m x et.
me cos m
The kinetic andpotential energies 95
Eliminating t, we find for the required path
X
2
Z2 g2
a
2
2 + 2 = 2 2 (42)
cosh m(z +h) sinh m(z +h) m e
4
cosh mh
These paths are ellipses in a vertical plane with a constant distance
(2gaj me 2) sech mh between their foci. A similar discussion could be
given for the other types of wave motion which we have solved in other
paragraphs.
58 The kinetic and potential energies
The kinetic (K.E.) and potential energies (P.E.) of these waves are
easily determined. Thus, if we measure the P.E. relative to the
undisturbed state, then, since {(x, y) is the elevation, the mass of liquid
standing above a base ~ A in the (x, y) plane is p { ~ A Its centre of mass
is at a height ~ {, and thus the total P.E. is
f
1 2
2gp{ dA, (43)
the integral being taken over the undisturbed area of surface. Likewise
the K.E. of a small element is ~ p U dr, dr being the element of volume
of the liquid, so that the total K.E. is
(44)
the integral being taken over the whole liquid, which may, within our
approximation, be taken to be the undisturbed volume.
With the progressive waves of 5S, { and cP are given by (33) and
(34), and a simple integration shows that the K.E. and P.E. in one
wavelength (211/m) are equal, and per unit width of stream, have the
value
(45)
In evaluating (44) it is often convenient to use Green's Theorem in
the form
96 Waves in liquids
The latter integral is taken over the surface S which bounds the
original volume T, and iJ/iJv represents differentiation along the out-
ward normal to this volume. Since al/>/av =0 on a fixed boundary,
some of the contributions to T will generally vanish. Also, on the free
surface, if ( is small, we may put iJcP/iJz instead of iJcP/iJv.
59 Rate of transmission of energy
We shall next calculate the rate at which energy is transmitted in one of
these surface waves. We can illustrate the method by considering the
problem discussed in 5S, concerning progressive waves in a rectangu-
lar tank of depth h. Let AA' in Fig. 20 be an imaginary plane fixed in
the liquid perpendicular to the direction of wave propagation. We shall
calculate the rate at which the liquid on the left of AA' is doing work
Z
0
x
t
Q
dZ
i
p
A
- h
Fig. 20
upon the liquid on the right. This will represent the rate at which the
energy is being transmitted. Suppose that the tank is of unit width and
consider that part of AA' which lies between the two lines z, z +~
(shown as PO in the figure). At all points of this area the pressure is p,
and the velocity is u. The rate at which work is being done is therefore
pu ~ Thus the total rate is
o
Lh puliz.
Rate oftransmission ofenergy 97
We use Bernoulli's equation (8) to give us p; since u
2
may be neglected,
and V = gz, therefore
ac/J
P=Po+p--gpz.
at
Now, according to (1) u =-ac/J/ax and from (34),
_ ga cosh m(z +h) ( _ )
c/J - h h cos m x ct.
mc cos m
Putting these various values in the required integral we obtain
. fO ga cosh m(z +h)
sm m(x -ct) - h h (Po- gpz) dz
-h C cos m
2 ( )fO pg2a2cosh2m(z+h)d
+sm m x - ct h2 h Z.
-h C cos m
This expression fluctuates with the time, and we are concerned with its
mean value over a cycle. The mean value of sin m (x - ct) is zero, and of
sin
2
m(x -ct) is!. Thus the mean rate at which work is being done is
2 2 0
pg a sech
2
mh f cosh
2
m(z +h) dz,
2c -h
which is easily seen to be
~ g p a 2 c +2mh cosech 2mh).
In terms of the wavelength ,\ = 2'TT/m, this is
1 2 {4'TTh 4'TTh}
4gpa c l+TcosechT . (46)
Now from (45) we see that the total energy with a stream of unit width
is !gpa 2 per unit length. Thus the velocity of energy flow is
C{ 4'TTh 4'TTh}
- 1+-- cosech -- .
2,\ ,\
(47)
We shall see in a later chapter that this velocity is an important quantity
known as the group velocity.
(48)
98 Waves in liquids
60 Inclusion of surface tension
General formulae
In the preceding paragraphs we have assumed that surface tension
could be neglected. However, with short waves this is not satisfactory
and we must now investigate the effect of allowing for it. When we say
that the surface tension is T, we mean that if a line of unit length is
drawn in the surface of the liquid, then the liquid on one side of this line
exerts a pull on the liquid on the other side, of magnitude T. Thus the
effect of surface tension is similar to that of a membrane everywhere
stretched to a tension T (as in Chapter 3, 32) placed on the surface of
the liquid. We showed in Chapter 3 that when the membrane was bent
there was a downward force per unit area approximately equal to
_T{ iC+a
2C
}.
ax
2
ay2
Thus in Fig. 21 the pressure Pl just inside the liquid does not equal the
atmospheric pressure po, but rather
{
iC a2C}
Pl=Po-T -2+-2 .
ax ay
The reader who is familiar with hydrostatics will recognise that the
excess pressure inside a stretched film (as in a soap bubble) is TO/R 1 +
1/R
2
), where R
1
and R
2
are the radii of curvature in any pair of
perpendicular planes through the normal to the surface. We may put
R
1
= -a
2
c/ax
2
and R
2
= -a
2
C/ay 2to the first order of small quantities,
and then (48) follows immediately.
air
liquid
Fig. 21
Thus, instead of being P = po at the free surface of the liquid, the
2 2
d
. h T{a
c
a
c
}. d
correct con ItlOn IS t at P+ -2+-2 IS constant an equal to po.
ax ay
Capillary waves in one dimension 99
We may combine this with Bernoulli's equation (9), in which we
neglect u
2
and put V = gz. Then the new boundary condition which
replaces S4 (iii) is now
(49)
(50)
(29)
(50)
We still have the boundary condition S4 (iv) holding, since this is not
affected by any sudden change in pressure at the surface. Bycombining
(29) and (49) we find the new condition that replaces 54 (v). It is
il/J+gaq, _T{ a
2
~ } a q = O.
at
2
az p ax
2
ay2 az
We may collect these formulae together; thus, with surface tension
(i) V
2
l/J = 0 in the bodyof the liquid (4)
(ii) aq,jav = 0 on all fixed boundaries (2)
(
"') aq, T{ a
2
( i(} 0 h f f (49)
11l --g(+- -2+-2 = ont e reesur ace
at p ax ay
(iv) a(jat =-al/Jjaz on the free surface
icf> aq, T{ i i }al/J
(v) -2+g--- -2+-2 -=Oonthefreesurface
at az p ax ay az
Only two of the last three equations are independent.
61 Capillary waves in one dimension
Waves of the kind in which surface tension is important are known as
capillary waves. We shall discuss one case which will illustrate the
conditions (i)-(v). Let us consider progressive type waves on an
unlimited sheet of water of depth h, assuming that the motion takes
place exclusively in the direction of x. Then, by analogy with (31) we
shall try
l/J = C cosh m(z +h) cos m(x -ct). (51)
This satisfies (i) and (ii); (iv) gives the form of (, which is
(= (Cjc) sinh mh sin m(x -ct). (52)
100 Waves in liquids
We have onlyone more condition to satisfy; if we choose (v) this gives
-m
2
c
2
C cosh mh cos m(x -ct)+mCg sinh mh cos m(x -ct)
+Tm
3
C sinh mh cos m(x -ct) =0,
P
glvmg
c
2
=(glm +Tmlp) tanh mho (53)
This equation is really the modified version of (32) when allowance is
made for the surface tension; if T= 0, it reduces to (32).
When h is large, tanh mh =1, and if we write m =271/A, we have
2 gA 21TT
c =-+--.
21T AP
(54)
The curve of c against A is shown in Fig. 22, from which it can be seen
that there is a minimum velocity which occurs when A2 = 41T
2
TI gpo
Waves shorter than this, in which surface tension is dominant, are
called ripples, and it is seen that for any velocity greater than the
minimum there are two possible types of progressive wave, one of
which is a ripple. The minimumvelocity is (4gTIp )1/4, and in water this
critical velocity is about 023 m sec-I, and the critical wavelength is
about 0017 ffi. Curves of c against A for other values of the depth h
are very similar to those in Fig. 22.
c
o
Fig. 22
Examples 101
62 Examples
1. Find the potential and kinetic energies for tidal waves in a tank of
length l., using the notation of 49.
2. Find the velocity of any particle of liquid in the problem of tidal
waves in a circular tank of radius a (Sl). Show that when m = 0 in
(25), particles originally on a vertical cylinder of radius r coaxial with
the tank, remain on a coaxial cylinder whose radius fluctuates; find an
expression for the amplitude of oscillation of this radius in terms of r.
3. Tidal waves are occurring in a square tank of depth hand siae a.
Find the normal modes, and calculate the kinetic and potential ener-
gies for each of them. Show that when more than one such mode is
present, the total energy is just the sumof the separate energies of each
normal mode.
4. What are the paths of the particles of the fluid in the preceding
question?
5. A channel of unit width is of depth h, where h = kx, k being a
constant. Show that tidal waves are possible with frequency p/27T, for
which
l =AJo(ax 1/2) cos pt,
where a
2
= 4p
2
lkg, and J
o
is Bessel's function of order zero. It is
known that the distance between successive zeros of Jo(x) tends to 7T
when x is large. Hence show that the wavelength of these stationary
waves increases with increasing values of x. (This is the problem of a
shelving beach.)
6. At the end of a shallowtank, we have x = 0, and the depth of water
h is h =hoX
2m
Also the breadth of the tank b is given by b =boX".
Show that tidal waves of frequency p127T are possible, for which
( = Ax"J
q
(rx
S
) cos pt,
where
s=l-m, a
2
=p
2
/gh
o
, r=als,
2u = I-2m -n and q = lulsl.
Use the fact that Jm(x) satisfies the equation
d
2
J +! dJ +(1- m
2
)J=0
dx
2
x dx x
2
102 Waves in liquids

7. Prove directly from the conditions (i)-(v) in S4 without using the
results of SS that the velocity of surface waves in a rectangular
channel of infinite depth is
8. Find the paths of particles of fluid in the case of surface waves on an
infinitely deep circular tank of radius a.
9. A tank of depth h is in the form of a sector of a circle of radius a and
angle 72. What are the allowed normal modes for surface waves?
10. If X, Y, Z denotes the displacement of a particle of fluid from its
mean position x, Y, z in a rectangular tank of sides a and b when
surface waves given by equation (37) are occurring, prove that the path
of the particle is the straight line
a p7TX b Q71Y 1
- cot -X=- cot - Y =- coth r(z +h)Z.
p7T a Q7T' b r
11. Show that in surface waves on a cylindrical tank of radius a and
depth h, the energies given by the normal modes (39) are
2 3D
2
f2 J.a
V = 7T' Pcosh
2
nh cos
2
271'/t r dr,
g 0
and
T = !mTpD
2
sin
2
211ft cosh nh sinh nh r Tdr.
Use the fact that the total energy must be independent of the time to
deduce from this that the period equation is
47T'2f2 =gn tanh nh.
12. Show that when we use cylindrical polar coordinates to describe
the capillary waves of 60, the pressure condition at the free surface
60 (iii) is
iJq, _ g( +T{iJ
2
( +! iJ(+! iJ2(} =O.
iJt p iJr
2
r iJr r
2
iJ8
2
Use this result to show that waves of this nature on a circular basin of
infinite depth are described by
q, = CJm(nr) cos m8 cos 21T'ft,
-nC
(= 27T'f Jm(nr) cos m8 sin 271'/t,
Examples 103
where
J:"(na) = and 41r'2f2 = gn +Tn
3
Ip.
13. Show that capillary waves on a rectangular basin of sides a, band
depth h are given by
cosh r(z +h) m1rX n1T}'
cP = A . h h cos --cos -bcos 2wft,
sIn r a
rA m1rX n1T}'.
l =- 2wf cos a cos b SID 2wft,
where m =0, 1,2, ... ; n =0, 1,2 ... ; r
2
=1r
2
(m
2
la
2
+n 2Ib
2
), and
the period equation is
41r
2
f2 =(gr +Tr
3
I p) tanh rho
Verify, that when n = 0, this is equivalent to the result of 61, equation
(53).
6
Sound waves
63 Relation between pressure and density
Throughout Chapter 5 we assumed that the liquid was incompressible.
An important class of problems is that of waves in a compressible fluid,
such as a gas. In this chapter we shall discuss such waves, of which
sound waves are particular examples. The passage of a sound wave
through a gas is accompanied by oscillatory motion of particles of the
gas in the direction of wave propagation. These waves are therefore
longitudinal. Since the density p is not constant, but varies with the
pressure p, we require to know the relation between p and p. If the
compressions and rarefactions that compose the wave succeed each
other so slowly that the temperature remains constant (an isothermal
change) this relation is p = kp. But normally this is not the case and no
flow of heat, which would be needed to preserve the temperature
constant, is possible; in such cases (adiabatic changes)
p = kpY, (1)
where k and'Y are constants depending on the particular gas used. We
shall use (1) when it is required, rather than the isothermal relation.
There are several problems in the propagation of sound waves that can
be solved without using the apparatus of velocity potential cP in the
form in which we used it in Chapter 5, ~ ; we shall therefore
discuss some of these before giving the general development of the
subject.
Our first problem is that of waves along a uniform straight tube, or
pipe, and we shall be able to solve this problem in a manner closely
akin to that of Chapter 4, 38, where we discussed the longitudinal
vibrations of a rod. We can suppose that the motion of the gas particles
is entirely in the direction of the tube, and that the velocity and
displacement are the same for all points of the same cross-section.
(2)
The governingdifferential equation 105
Suppose for convenience that the tube is of unit cross-sectional area,
and let us consider the motion of that part of the gas originally confined
between parallel planes at P and 0 a distance 8x apart as in Fig. 23.
p Q
{)x
'--
x
\
i

{)x + I
P' Q'
Fig. 23
The plane P is distant x from some fixed origin in the tube. During the
vibration let PO move to P'O', in which P is displaced a distance g
from its mean position, and 0 a distance g+8g. The length P'O' is
therefore 8x +8g. We shall find the equation of motion of the gas at
P'O'. For this purpose we shall require to know its mass and the
pressure at its two ends. Its mass is the same as the mass of the
undisturbed element PO, namely, PoX, where Po is the normal average
density. To get the pressure at P' we imagine the element 8x to shrink
to zero; this gives the local density P, from which, by (1), we calculate
the pressure. We have

P=Lim P
o
8x/(8x +8g)=po(l +- =po(l-- ,
ax ax
if we may neglect powers of ag/ax higher than the first. The quantity
(P - Po)/ Po will often occur in this chapter; it is called the condensation
s. Thus
s = -ag/ax,
P = Po(l +s). (3)
The net force acting on the element P'O' is Pp'-PO', and hence the
equation of motion is
a
2
e ap
po 8xatr=PP'-Po'= - ax 8x,
(4)
(5)
106 Sound waves
or,
ap
Po at
2
=- ax
We may use (2) to rewrite (4) in the form
dp ap dp
PO
at
2 =-dp ax =po
dp
ax
2
It thus appears then that satisfies the familiar equation of wave

motion
1 . 2
-2=2-2 wIthe =dpjdp.
ax e at
This equation shows that waves of any shape will be transmitted in
either direction with velocity .J(dpjdp). In the case of ordinary air at
0
0
C, using (1) as the relation betweenp and p, we find that the velocity
is e = 332 metres per sec., which agrees with experiment. Newton, who
made this calculation originally, took the isothermal relation between
p and p and, naturally, obtained an incorrect value for the velocity of
sound.
A more accurate calculation of the equation of motion can be made,
in which powers of are not neglected, as follows. From (2) we
have the accurate result
p =kpY = kP6( 1+:;)Y.
SO, now using (4) in which no approximations have been made,

Po at
2
= {l ax
2
or,
ypo 1
at
2
= Po {l ax
2
(6)
Equation (5) is found from (6) by neglecting compared with
unity. A complete solution of (6) is, however, beyond the scope of this
book. It is easy to see that, since (6) is not in the standard form of a
wave equation, the velocity of transmission depends upon the fre-
quency, and hence as the equation is dispersive a wave is not, in
general, transmitted without change of shape.
Normal modes 107
65 Solutions for a pipe of finite length
We must nowdiscuss the boundaryconditions. With an infinite tube, of
course, there are no such conditions, but with a tube rigidly l o s ~ at
x = Xo, we must have { = 0 at x = Xo, since at a fixed boundary the gas
particles cannot move.
Another common type of boundary condition occurs when a tube
has one or more ends open to the atmosphere. If we suppose that the
waves inside the tube do not extend their influence to the air beyond
the end of the tube, then at all open ends the pressure must have the
normal atmospheric value, and thus, from (1) and (2), i){/ax = O. Since
the waves do extend a little outside the tube, this last equation is not
strictly accurate. The usual modification is to increase the effective
length of the tube by a small end-correction depending on the area of
the cross-section of the tube. We shall not, however, include such
corrections in what follows.
To summarise:
(
.) i { 1 i {. h b d 2 d /d
1 -2=2 -2mt etu e,an c = p p,
ax c at
(ii) {=0 at a closed end,
a{ .
(iii) --= s = 0 at an open end.
ax
66 Normal modes
(5)
(7)
(8)
We shall apply these equations to find the normal modes of vibration of
gas in a tube of length I. These waves will naturally be of stationary
type.
(a) Closed at both ends x = 0, I. This problem is the same
mathematically as the transverse vibrations of a string of length I fixed
at its ends (cf. Chapter 2, 23). Conditions (i) and (ii) of 65 give for the
normal modes
. r7TX {r7Tct }
{, =A, sm-l-cos -1-+8, , r =1, 2, .... (9)
(b) Closed at x = 0, open at x = I (a "stopped tube"). Here condi-
tions (ii) and (iii) give e= 0 at x = 0, and ae/ax = 0 at x = I. The normal
modes are
108 Sound waves
. ( l)7TX {( l)7Tct }
gr =A r SID r +2" -/- cos r +'2 -I-+er ,
r=0,1,2, ....
(10)
(c) Open at both ends x = 0, I. We have to satisfy the boundary
condition (iii) ag/ax = at x = 0, I. So the normal modes are
r7Tx {r7TCt }
gr =A
r
cos-I-cOS -I-+er ,
r = 1,2, .... (11)
(12)
In each case the full solution would be the superposition of any
number in terms of the appropriate type with different r. The funda-
mental periods in the three cases are 21/c, 41/c and 21/c, respectively.
The harmonics bear a simple numerical relationship to the fundamen-
tal, which explains the pleasant sound of an organ pipe.
67 Normal modes in a tube with moveable
boundary
We shall now solve a more complicated problem. We are to find the
normal modes of a tube of unit sectional area, closed at one end by a
rigid boundary and at the other by a mass M free to move along the
tube. Let the fixed boundary be taken as x = 0, and the normal
equilibrium position of the moveable mass be at x = I as in Fig. 24.
Fig. 24
Then we have to solve the standard wave equation with the boundary
conditions that when x = 0, (ii) gives g= 0, and that when x = I the
excess pressure inside, p - po, must be responsible for the acceleration
of the mass M. This implies that
a
2
g
p-Po=M-
2
when x =1.
at
The first condition is satisfied by the function
g=A sinnx cos (nct+e).
(15)
The velocity potential. General formulae 109
To satisfy the second condition, we observe that from (3),
p -po =(dpjdp)(P -Po) =-c
2
po a ~ / a x
So this condition becomes
M i ~ - -c
2
a{ atx = l.
at
2
- Poax
Using (12) this gives, after a little reduction,
nl tan nl = LpolM.
The allowed values of n are the roots of this equation. There is an
infinite number of them, and when M =0, so that the tube is effectively
open to the air at one end, we obtain equation (10); when M = 00, so
that the tube is closed at each end, we obtain equation (9).
68 The velocity potential. General formulae
So far we have developed our solutions in terms of ~ the displacement
of any particle of the gas from its mean position. It is possible, however,
to use the method of the velocity potential </J. Many of the conditions
which </J must satisfy are the same as in Chapter 5, but a fewof them are
changed to allow for the variation in density. It is convenient to gather
these various formulae together first.
(i) If the motion is irrotational, as we shall assume, U = -V</J, (d.
Chapter 5, equation (1; (13)
(ii) at any fixed boundary, a</Jjav = 0 (d. Chapter 5, equation (2;(14)
(iii) the equation of continuity (d. Chapter 5, equation (3 is slightly
altered, and it is now
ap +div (pu) = 0,
at
or
ap +.i-(pu ) +.i-(pv ) +.i-(pw) = o.
at ax ay az
(iv) The equations of motion are unchanged; if F is the external force
on unit mass, in vector form, they are
DDD = F-.!.Vp (d. Chapter 5, equation (6. (16)
_t p
(17)
110 Sound waves
(v) In cases where the external forces have a potential V, we obtain
Bernoulli's equation (cf. Chapter 5, equation (8))
f
dp 1 2 a4>
-+-u +V--=const.
p 2 at
in which we have absorbed an arbitrary function of the time into
the term ikP/ at (cf. Chapter 5, equation (8).
69 The differential equation of wave motion
In sound waves we may neglect all external forces except such as occur
at boundaries, and thus we may put V = 0 in (17). Also we may
suppose that the velocities are small and neglect u
2
in this equation.
With these approximations Bernoulli's equation becomes
f
dp- ik/J = const.
p at
We can simplify the first term; for
and if the variations in density are small, dp/dp may be taken as
constant, and equal to c
2
as in (5). Thus
f =c
2
f =c
2
Iog.p =c
2
{1og. (1 +s) +log. Po}.
So
=c
2
s+oonst.,
if s is small. If we absorb this constant in 4>, then Bernoulli's equation
takes its final form
c
2
s - a4>/at =o. (18)
Laplace's equation for 4> does not hold because of the changed
equation of continuity. But if u, v, wand s are small, (15) can be
written in a simpler form by the aid of (13); namely,
po(Js/at - pV
2
4> = o.
(19)
An example 111
This is effectively the same as
as =v
2
c/J.
at
Now let us eliminate s between (18) and (19), and we shall find the
standard of wave equation
V
2
,1., = -.!.. a
2
c/J (20)
'f' e
2
at2'
This shows that e is indeed the velocity of wave propagation, but
before we can use this technique for solving problems, we must first
obtain the boundary conditions for c/J. At a fixed boundary, by (ii)
ac/J/ av = O. At an open end of a tube, the pressure must be atmospheric,
and hence s = O. Thus, from (18),
ac/J/at =O. (21)
This completes the development of the method of the velocity
potential, and we can choose in any particular problem whether we
solve by means of the displacement or the potential c/J. It is possible to
pass from one to the other, since from (3) and (18)
1 ac/J
-=-s=---
ax e
2
at'
70 An example
(22)
We shall illustrate these equations by solving the problemof stationary
waves in a tube of length I, closed at one end (x =0) and open at the
other (x =I). This is the problemalready dealt with in 66(b), and with
the same notation, we require a solution of
a
2
c/J 1 ic/J
ax
2
= e
2
at
2
'
subject to the conditions
ac/J/ ax =0 at x =0,
ac/J/ at =0 at x =I.
It is easily seen that
c/J = a cos mx cos (emt +e)
112 Sound waves
satisfies all these conditions provided that cos ml =0, and so ml =1T'/2,
311/2, ... , (r +i)lT, .... So the normal modes are
,p, =a, cos (r + cos +e,},
and from this expression all the other properties of these waves may
easily be obtained. The reader is advised to treat the problems of
66(a) and (c) in a similar manner.
71 Spherical symmetry
Our next application of the equations of 69 will be to problems where
there is spherical symmetry about the origin. The fundamental wave
equation then becomes (see Chapter 1, equation (23
a
2
c/J 2 ac/J 1 a
2
c/J
-+--=---
ar
2
s ar e2 at
2
'
with solutions of progressive type
1 1
c/J =-f(r-et)+-g(r+et).
r r
There are solutions of stationary type (see Chapter 1, equation (37
-1 cos cos
c/J = r . mr . emf.
sm sm
If the gas is contained inside a fixed sphere of radius a, then we must
have c/J finite when r =0, and ac/J/ar =when r =a. This means that
c/J =A sin mr cos (emt +e),
r
with the condition
tan ma = mao (23)
This period equation has an infinite number of roots which approxi-
mate to ma =(n +1/2)1T' when n is large. So for its higher frequencies
the system behaves very like a uniform pipe of length a open at one
end and closed at the other.
This analysis would evidently equally well apply to describe waves in
a conical pipe.
The kinetic andpotential energies 113
72 The kinetic and potential energies
We shall now calculate the energy in a sound wave. The kinetic energy
is clearly J d V, where d V is an element of volume. We may put
P = Po without loss of accuracy. In terms of the velocity potential this
may be written
f dV = fc/J V
2
c/J dV Jc/J:: dS. (24)
The last expression follows from Green's theorem just as in Chapter 5,
S8, and the surface integral is taken over the boundary of the gas.
There is also potential energy because each small volume of gas is
compressed or rarified, and work is stored up in the process. To
calculate it, consider a small volume Yo, which during the passage
of a wave is changed to Vl' If Sl is the corresponding value of the
condensation, then from (3), we have, to the first degree in Sl,
(25)
Further, suppose that during the process of compression, V and S are
simultaneous intermediary values. Then we can write the work done in
compressing the volume from V
o
to VI in the form
l'Vl
-J p dV.
vo
But, just as in (25), V = V
o
(1- s), and hence
dV=-Vods.
We may also write
p = Po+(dp/dp )(p - Po)
=po+c
2
poS.
Thus the potential energy may be written
/0 51
t (Po+c
2
pos) Vods = poVoS
I
voSi
=Po(V
o
- V
I
)+!C
2
povoSi.
This is the contribution to the P.E. which arises from the volume Yo.
The total P.E. may be found by integration. The first termwill vanish in
114 Sound waves
this process since it merely represents the total change in volume of the
gas, which we may suppose to be zero. We conclude, therefore, that the
potential energy is
(26)
It can easily be shown that with a progressive wave the K.E. and P.E.
are equal; this does not hold for stationary waves, for which their sum
remains constant.
73 Progressive waves in a tube of
varying section
We conclude this chapter with a discussion of the propagation of waves
along a pipe whose cross-sectional area A varies slowly along its
length. Our discussion is similar in many respects to the analysis in 64.
Consider the pipe shown in Fig. 25, and let us measure distances x
along the central line. It will be approximately true to say that the
velocity u is constant across any section perpendicular to the x axis.
Suppose that the gas originally confined between the two planes P, Q
Fig. 25
Progressive waves in a tube ofvaryingsection 115
at distances x, x +8x is displaced during the passage of a wave, to P' 0 ',
the displacement of P being g and of 0 being g+8g. Consider the
motion of a small prism of gas such as that shaded in the figure; its
equation of motion may be found as in 64, and it is
(27)
We must therefore find the pressure in terms of g. This may be
obtained from the equation of continuity, which expresses the fact that
the mass of gas in P' 0 I is the same as that in PO. Thus, if p is the
density,
poA(x) 8x = pA(x +e). {8x +8e},
and so
Neglecting small quantities, this yields
Po= p{ 1+og +. oA}.
ax A ax
Therefore
p =poI 1- oe _. oA} =po{ 1-1- (28)
ax A ax A ax
Eliminating p between (27) and (28) we find
0
2
g dp op 2 a{1 a }
poot
2
= - dp ax =c POox A ax (Ae) ,
where, as usual, c
2
= dpjdp. So the equation of motion is
02e = (29)
ot
2
ax A ax
In the case in which A is constant this reduces to the former equation
(5). An important example when A is not constant is the co-called
exponential horn used in the construction of high-fidelity tweeter
speakers. In these the tube is approximately symmetrical about its
central line and the area varies with the distance according to the law
A =A
o
e
2ax
, where a and A
o
are constants.
(31)
116 Sound waves
With this form of A, (29) reduces to
+2a
at
Z
ax
z
ax
A solution is possible by the method of separation of variables (see 7).
We find that
= B1 exp (inct +mIX) +B
z
exp (inct +mzx), (30)
where ml and m2 are given by -a v'{az-n
z
). Consequently, the
general solution has the form
= e-
ax
{B
1
exp [i(nct-(n
Z
-a
Z
)I
/
Z
x
)]
+B
z
exp (i (nct +(n Z - a Z)1
/
2
X
)]},
in which the first term represents a wave moving to the right while the
second represents a wave moving to the left. These waves move along
the horn at a speed Ch given by
/(1 a
2 2/ 2)1/2
Ch =c - C W ,
where we have set w = nco
This expression indicates that propagation will only occur when the
frequency w > ac. The quantity ac thus defines a cutoff frequency for
the horn. We conclude from this that waves can be sent outwards along
the horn with a speed which is approximately independent of the
frequency, and with an attenuation factor e-
ax
which is independent of
the frequency. It is the approximate double independence of fre-
quency which allows good reproduction of whatever waves are gener-
ated at the narrow end of the horn, and which is responsible for this
choice of shape. Other forms of A will not, in general, give rise to the
same behaviour.
74 Examples
1. Use the method of 65 to investigate sound waves in a closed
rectangular box of sides a17 az and a3. Show that if the box is large, the
number of such waves for which the frequency is less than n is
approximately equal to one-eighth of the volume of the quadric
X
Z
yZ zZ = 4n
z
/c
z
, Hence show that this number is
approximately 41Tn3ala2a3/3c3.
Examples 117
2. Investigate the reflection and transmission of a train of harmonic
waves in a uniform straight tube at a point where a smooth piston of
mass M just fits into the tube and is free to move.
3. Show that the kinetic and potential energies of a plane progressive
wave are equal.
4. Showthat the kinetic and potential energies of stationary waves in a
rectangular box have a constant sum.
5. Find an equation for the normal modes of a gas which is confined
between two rigid concentric spheres of radii a and b.
6. Show that a closer approximation to the roots of equation (23) is
ma = (n +!)7T -l/{(n +!)7T}.
7. Find numerically the fundamental frequency of a conical pipe of
radius one metre open at its wide end.
8. The cross-sectional area of a closed tube varies with the distance
along its central line according to the law A =AoXn. Show that if its
two ends are x = 0, and x = I, then standing waves can exist in the tube
for which the displacement is given by the formula.
= X (1-n)/2J
m
(qx/c) cos {qct +8},
where
m=(n+l)/2 and Jm(ql/c) =0.
Use the fact that Jm (x) satisfies the equation
d
2
J +1:. dJ +(1_m
2
)J=0.
d.x
2
x d.x x
2
7
Electric waves
75 Maxwell's equations
Before we discuss the propagation of electric waves, we shall summar-
ise the most important equations that we shall require. These are
known as Maxwell's equations. Let the vectors E (components Ex, E
y
,
E
z
) and H (components H
x
, H
y
, Hz) denote the electric and magnetic
field strengths. We shall suppose that all our media are isotropic with
no ferromagnetism or permanent polarisation. Thus, if 80 and #Lo are
the free space dielectric constant and permeability, respectively, and
we write "c for the relative dielectric constant (or permittivity) and "m
for the relative permeability, the related vectors comprising the
magnetic induction B and the dielectric displacement D are given by
the equation B=#LoxmH, D =80x
c
E. Further let j (components jx,
jy,jz) denote the current density vector, and p the charge density.
Then, if we work in SI units with c denoting the velocity of light,
Maxwell's equations may be summarised in vector form as follows:
where
div D=p,
div B= 0,
IH
. aD
cur =J+-
at'
aD
curl E=--
at
D= 8o"cE,
B=#LoxmH.
(1)
(2)
(3)
(4)
(5)
(6)
To these equations we must add the relation between j and E. If u is
the conductivity, which is the inverse of the specific resistance, this
Maxwell's equations 119
relation is
j=uE. (7)
For conductors u is large, and for insulators it is small.
The above equations have been written in vector form, but it is
informative to display them also in terms of their components. If we
wish to write these equations in their full Cartesian form, we have to
remember that
d
" D-V D aD
x
aD
y
aDz
IV = =-+-+-
ax ay az
and that
curl H=Vx H =(aH
z
_ aHy aH
x
_ aH
z
aHy _ aHx)
ay az' az ax 'ax ay'
The preceding equations then become
aD
x
aD
y
aDz
(1)
aB
x
+aB
y
+aB
z
=0
(2') -+-+-=p
ax ay az ax ay az
aH
z
aHy " aD
x
aE
z
aEy aB
x
---=]x+- ---=--
ay az at ay az at
aHx aH
z
" aDy
.(3')
aE
x
aE
z
aBy
(4')
az - ax =Jy+ar
---=--
az ax at
aHy aH
x
. aDz aEy aE
x
aB
z
---=]z+- ---=--
ax ay at ax ay at
(7')
Equations (1)-(4) are sometimes called Maxwell's Equations and
equations (5)-(7) constitutive relations. Simple physical bases can
easily be given for (1)-(4). Thus, (1) represents Gauss' Theorem, and
follows from the law of force between two charges; (2) represents the
fact that isolated magnetic poles cannot be obtained; (3) is Ampere's
Rule that the work done in carrying a unit pole round a closed circuit
120 Electric waves
equals the total current enclosed in the circuit; part of this current is the
conduction current j and part is Maxwell's displacement current aD;
at
(4) is Lenz's law of induction.
These seven equations represent the basis of our subsequent work.
They need to be supplemented by a statement of the boundary
conditions that hold at a change of medium. If suffix n denotes the
component normal to the boundary of the two media, and suffix s
denotes the component in any direction in the boundary plane, then in
passing from the one medium to the other
D
n
, B
n
, E
s
and H
s
are continuous. (8)
In cases where there is a current sheet (Le. a finite current flowing
in an indefinitely thin surface layer) some of these conditions need
modification, but we shall not discuss any such cases in this chapter.
There are two other important results that we shall use. First, we
may suppose that the electromagnetic field stores energy, and the
density of this energy per unit volume of the medium is
(9)
Second,_ there is a vector, known as the Poynting vector, which is
concerned with the rate at which energy is flowing. This vector, whose
magnitude and direction are given by
(EXH), (10)
represents the amount of energy which flows in unit time across unit
area drawn perpendicular to it. E and H are generally rapidly varying
quantities and in such cases it is the mean value of (10) that has physical
significance.
76 Non-conducting media and the wave
equation
We shall first deal with non-conducting media, such as glass, so that we
may put u = 0 in (7); we suppose that the medium is homogeneous, so
that "e and "m are constants. If, as usually happens, there is no residual
charge, we may also put p = 0 in (1), and with these simplifications,
Non -conductingmedia and the wave equation 121
Maxwell's equations may be written
divE= 0,
aH
curl E = - J,LoX
m
-,
at
div H= 0,
aE
CUrlH=EoX
e
-.
at
(11)
These equations lead immediately to the standard wave equation, as
we see by employing the identity
curl curl H = grad div H- V
2
H.
From the fourth of the equations in (11) we find
. 2 aE a
grad dlV H- V H = EoX
e
curl- = EoX
e
- curl E.
at at
Substituting for div H and curl E, we discover the standard wave
equation
(12)
(13)
where we have set EoJ,Lo = 1/c
2
Eliminating H instead of E we find the
same equation for E,
V
2
E= "eXm iE
c
2
iJt
2
According to our discussion of this equation in Chapter 1 this shows

that waves can be propagated in such a medium, and that their velocity
is In free space, where X
e
= "m= 1, this velocity is just c.
But it is known that the velocity of light in free space has exactly this
same value, so that we are thus led to the conclusion that light waves
are electromagnetic in nature. X-rays, y-rays, ultra-violet waves,
infra-red waves and radio waves are also electromagnetic, and differ
only in the order of magnitude of their wavelengths. We shall be able to
show later, in 78, that these waves are transverse. Experiment has
shown that c = 2998 X 10
8
m/sec.
In non-conducting dielectric media, like glass, X
e
is not equal to
unity; also X
m
depends on the frequency of the waves, but for light
waves in the visible region we may put X
m
= 1. The velocity of light is
therefore Now in a medium whose refractive index is K, it is
known experimentally that the velocity of light is c/K. Hence, if our
original assumptions are valid, X
e
= K
2
This is known as Maxwell's
122 Electric waves
relation. It holds good for many substances, but fails because it does
not take sufficiently detailed account of the atomic structure of the
dielectric. It applies better for long waves (low frequency) than for
short waves (high frequency).
77 Electric and magnetic potentials
A somewhat different discussion of (11) can be given in terms of the
electric and magnetic potentials. Since div B=0, it follows that we can
write
B = ILo"mH= curl A, (14)
where A is a vector yet to be determined. This equation does not define
A completely, since if /J is any scalar, curl (A+ grad /J) = curl A. Thus
A is undefined to the extent of addition of the gradient of any scalar,
and we may accordingly impose one further condition upon it.
If B = curl A, and curl E = -aB/ at, it follows, by elimination of B,
that
then gives
aA
E +-= -grad A,.
at '+',
where 4> is an arbitrary scalar function. Consequently we have
aA
E = -grad 4> --.
at
(15)
In cases where there is no variation with the time, this becomes
E = -grad 4>, showing that 4> is the analogue of the electrostatic
potential.
Eliminating H from the relations
ILo"mH=curl A,
aE
curl H = EO"e-,
at
and using (15) to eliminate E, we find
2
2 {a4> aA}
grad dlVA-V A=-EOILo"e"m grad-+-
2
,
at at
(16)
Electric and magneticpotentials 123
and so
V
2
A - XeX
m
ilA d {d' A XeX
m
ac/J}
-----+gra IV +---
e
2
at
2
e
2
at '
where we have again used the fact that in SI units Eo/oLo= 1/e
2
Let us
now introduce the extra allowed condition upon A, and write
d
' A XeX
m
ac/J 0
IV +-2--= .
e at
Then A satisfies the standard wave equation
V2A = XeX
m
a
2
A
e2 at
2
~
(17)
(18)
Further, taking the divergence of (15), we obtain, by (16)
, 2 a. 2 XeXma
2
c/J
O=dIVE=-V c/J--dIVA=-V c/J+-2---2'
at e at
Thus c/J also satisfies the standard wave equation
V2A.. _ XeXma
2
c/J
'I' -7at
2
'
A similar analysis can be carried through when p and j are not put
equal to zero, and we find
B=curl A,
aA
E = -grad A.. --
'I' at '
O d
' A XeXmac/J
= IV +---
e at'
v2A _ XeXma
2
A .
-7 at 2 - /oLoXm) ,
v2c/J = ~ m a2t _-p-.
e at EoX
e
(14')
(15')
(16')
(17')
(18')
c/J and A are known as the electric potential and magnetic or vector
potential, respectively. It is open to our choice whether we solve
problems in terms of A and c/J, or of E and B. The relations (14')-(18')
enable us to pass from the one system to the other. The boundary
124 Electric waves
conditions for c/J and A may easily be obtained from (8), but since we
shall always adopt the E, B type of solution, which is usually the
simpler, there is no need to write them down here.
There is one other general deduction that can be made here. If we
use (3), (5) and (7) we can write, for homogeneous media
aE
curl H = uE+eox
e
-.
at
Taking the divergence of each side, and noting, from (1), that div E =
p/eox
e
, we find
ap+ up =0.
at eox
e
Thus, on integration,
p = po e-t/8, where () = u/eox
e
(19)
() is called the time of relaxation. It follows from (19) that any original
distribution of charge decays exponentially at a rate quite independent
of any other electromagnetic disturbances that may be taking place
simultaneously, and it justifies us in putting p = 0 in most of our
problems. With metals such as copper, () is of the order of 10-
13
secs.,
and is beyond measurement; but with dielectrics such as water () is
large enough to be determined experimentally. Equation (19) only
applies to the charge at an internal point in a medium; charges at the
boundaryof a conductor or insulator do not obey this equation at all.
78 Plane polarised waves in a dielectric
medium
We next discuss plane waves in a uniform non-conducting medium,
and show that they are of transverse type, E and H being perpendicular
to the direction of propagation. Let us consider plane waves travelling
with velocity V in a direction /, m, n. Then E and H must be functions
of a new variable
U :=/x +my +nz - Vt. (20)
Plane polarised waves in a dielectric medium 125
When we say that a vector such as E is a function of u, we mean that
each of its three components separately is a function of u, though the
three functions will not in general be the same. Consider the fourth
equation of (11). Its x component (see (3' is
aH
z
aH
y
aE
x
---=e" -
ay az e at .
If dashes denote differentiation with respect to u, this is
m H ~ - n H ~ = -eo"eV ~
Integrating with respect to u, this becomes
in which we have put the constant of integration equal to zero, since we
are concerned with fluctuating fields whose mean value is zero. There
are two similar equations to the above, for E
y
and E
z
, and we may write
them as one vector equation. If we let 0 denote the unit vector in the
direction of propagation, so that 0 = (I, m, n) with [2 +m2 +n 2 = 1, we
have
(21)
Exactly similar treatment is possible for the third equation of (11); we
get
(22)
Equation (2i) shows that E is perpendicular to 0 and H, and (22) shows
that H is perpendicular to 0 and E. In other words, both E and Hare
perpendicular to the direction of propagation, so that the waves are
transverse, and in addition, E and H are themselves perpendicular; E,
Hand 0 forming a right-handed set of axes. If we eliminate H from (21)
and (22) and use the fact that
oX[0 x E] =(0 E)o - (0 o)E =- E,
since 0 is perpendicular to E and 0 is a unit vector, we discover that
V
2
= c2/"c"m, showing again that the velocity of these waves is indeed
C/J("e"m). '
It is worth while writing down the particular cases of (21) and (22)
that correspond to plane harmonic waves in the direction of the z axis,
126 Electric waves
and with the E vector in the x or y directions. The solutions are
Ex =0 H
x
= -J(Eo')(,e/lLo')(,m)a eip(t-z/V)
E
y
= a eiP(t-z/V)
H =0
y
(23)
E
z
=0
Ex = b eiP(t-z/V)
E =0
y
E
z
=0
Hz=O
Hx=O
H
y
= +J(Eo')(,e/IL0')(, m)b eip(t-z/V) (24)
Hz=O.
In accordance with 10, a and b may be complex, the arguments giving
the two phases. It is the general convention to call the plane containing
Hand n the plane of polarisation, though not all books conform to this
nomenclature. Thus (23) is a wave polarised in the (x, z) plane, and
(24) a wave polarised in the (y, z) plane. By the principle of superposi-
tion (6) we may superpose solutions of types (23) and (24). If the two
phases are different, we obtain elliptically polarised light, in which the
end-point of the vector E describes an ellipse in the (x, y) plane. If the
phases are the same, we obtain plane polarised light, polarised in the
plane y/x = -b/a. If the phases differ by '11/2, and the amplitudes are
equal, we obtain circularly polarised light, which, in real form, may be
written
Ex =a cosp(t-z/V) H
x
=-J(Eo')(,e/lLo')(,m)a sinp(t-z/V)
Ey =a sinp(t-z/V) H
y
= +J(Eo')(,e/lLo')(,m)a cosp(t-z/V)
E
z
= 0", Hz = 0 (25)
The end-points of the vectors E and H each describe circles in the (x, y)
plane.
In all three cases (23)-(25), when we are dealing with free space
(')(,e = ')(,m =1) the magnitudes of E and H are equal.
79 Rate of transmission of energy in plane
waves
By the use of (10) we can easily write down the rate at which energy is
transmitted in these waves. Thus, with (25) the Poynting Vector is
simply
Reflection andrefraction oflight waves 127
This vector is in the direction of the positive z axis, showing that energy
is propagated with the waves. According to (9), the total energy per
unit volume is
+ =
From these two expressions we can deduce the velocity with which the
energy flows; for this velocity is merely the ratio of the total flow across
unit area in unit time divided by the energy per unit volume. This is
so that the energy flows with the same velocity as the wave.
This does not hold with all types of wave motion; an exception has
already occurred in liquids (S9).
When we calculate the Poynting Vector for the waves (23) and (24),
we must remember that Ex H is not a linear function and consequently
(see 10) we must choose either the real or the imaginary parts of E and
H. Taking, for example, the real part of (23), the Poynting Vector lies
in the z direction, with magnitude
(;::)1/2
a2
cos
2
p(t-
This is a fluctuating quantity whose mean value with respect to the time
IS
1 2( / )1/2
2a
The energy density, from (9), is 2 COS
2
p(t - z/V), with a corre-
sponding mean value Once again the velocity of transmission
. 1 2( / )1/2 . 1 / '( ) h" h' h
of energy IS '2a -:- = C " ,w lC IS t e same
as the wave velocity.
80 Reflection and refraction of light waves
We shall next discuss the reflection and refraction of plane harmonic
light waves. This reflection will be supposed to take place at a plane
surface separating two non-conducting dielectric media whose refrac-
tive indices are K
1
and K
2
Since we may put = = 1, the
velocities in the two media are c/Kt, c/K
2
In Fig. 26 let Oz be the
direction of the common normal to the two media, and let AO, OB,
OC be the directions of the incident, reflected and refracted (or
transmitted) waves. We have not yet shown that these all lie in a plane;
let us suppose that they make angles 0, 'IT-O' and </J with the z axis, OA
being in the plane of the paper, and let us take the plane of incidence
128 Electric waves
(i.e. the plane containing OA and Oz) to be the (x, z )-plane. The y axis
is then perpendicular to the plane of the paper.
CD
Fig. 26
Since the angle of incidence is (J, then as in (20), each of the three
components of E and H will be proportional to
exp {ip[ct - K t(x sin (J +z cos (J)]}.
Let the reflected and transmitted rays move in directions with direction
cosines (It, mt, nt) and (12, m2, nz), respectively, so that nt = -cos (J',
nz = cos cPo Then the corresponding components of E and H for these
rays will be proportional to
exp {ip[ct - Kt(ltx +mtY +ntz)]}
and
exp {ip[ct - Kz(lzx +mzy +nzz )]}.
Thus, considering the Ex components, we may write the incident,
reflected and transmitted values
A exp {ip[ct - K t (x sin 8 +z cos (J)]},
At exp{ip[ct- Kt(llX +mtY +ntz)]}
Reflection and refraction oflight waves 129
and
A
2
exp {ip[ct - K2(l2X +m2Y +n2Z)]}.
These functions all satisfy the standard wave equation and they have
the same frequency, a condition which is necessary from the very
nature of the problem.
We shall first show that the reflected and transmitted waves lie in the
plane of incidence. This follows from the boundary conditions (8) that
Ex must be continuous on the plane z = O. That is, for all x, y, t,
A exp{ip(ct-Klx sin8)}+A
I
exp {ip[ct-KI(lIX +mlY)]}
=A
2
exp {ip[ct - K2(l2X +m2Y)]}.
This identity is only possible if the indices of all three terms are
identical, so that we conclude
ct - Klx sin 8 =ct - KI(lIX +mlY) =ct - K2(l2X +m2Y).
Thus
K
I
sin 8 =KIll =K
2
l
2
,
O=Klml =K
2
m2.
The second of these relations shows that ml =m2 =0, so that the
reflected and transmitted rays DB, DC lie in the plane of incidence
xDz. The first relation shows that /1 =sin 8, so that the angle of
reflection 8' is equal to the angle of incidence 8, and also
K
I
sin 8 = K
2
sin . (26)
This well-known relationship between the angles of incidence and
refraction is known as Snell's law.
Our discussion so far has merely concerned itself with directions,
and we must now pass to the amplitudes of the waves. There are two
main cases to consider, according as the incident light is polarised in
the plane of incidence, or perpendicular to it.
Incident light polarised in the plane of incidence
The incident ray AD has its magnetic vector in the (x, z) plane,
directed perpendicular to AD. To express this vector in terms of x, Y, z
it is convenient to use intermediary axes g, 11, ( through D indicated in
Fig. 27, where the directions of gand ( are as shown. Here 11 coincides
with the y axis which is perpendicular to the plane of the paper, while (
E'J} = al exp {ip(ct - K
l
()}
H{ = -Klal exp {ip(ct - K
I
()}.
130 Electric waves
Fig. 27
is in the direction of propagation, and g is in the plane of incidence.
Referred to these new axes, H lies entirely in the gdirection, and E in
the 11 direction. We may use (23) and write
E{ =E, =0,
H =Hr=O
'J} ,
Now ( = x sin 8 +z cos 8, and so it follows that:
incident wave
Ex = 0, H
x
= -Klal cos 8 exp {ip[ct- KI(x sin 8 +z cos 8)]}.
By =at exp {ip[ct - KI(x sin 8 +z cos 8)]}, H
y
=0,
B
z
=0, Hz =Ktal sin 8 exp{ip[ct-Kl(x sin 8+z cos 8)]}.
Similar analysis for the reflected and refracted waves in which we
replace 8 by 71' - 8 and cP in turn, enables us to write
reflected wave
Ex = 0, H
x
= Ktb
I
cos 8 exp {ip[ct- Kt(x sin 8 - z cos 8)]},
By = b
I
exp {ip[ct - Kt(x sin 8 - z cos 8)]}, H
y
= 0,
E
z
= 0, Hz = Klb
I
sin 8 exp {ip[ct - Kt(x sin 8 - z cos 8)]}:
Reflection and refraction oflight waves 131
refracted wave
Ex =0, H
x
=-Kzaz cos c/J exp {ip[ct - Kz(x sin c/J +Z cos c/J )]}.
E y ::::; az exp {ip[ct - Kz(x sin c/J +z cos c/J )]}, H
y
= 0,
E
z
=0, Hz =Kzaz sin c/J exp {ip[ct - Kz(x sin c/J +Z cos c/J )]}.
We may write the boundary conditions in the form that Ex, E
y
, KE
z
,
H
x
, H
y
and Hz are continuous at z = 0. These six conditions reduce to
two independent relations, which we may take to be those due to E
y
andH
x
:
Thus
Using Snell's law (26) in the form K
1
: K
z
=sin c/J: sin (J, this gives
sin (8 +c/J) - sin (8 - c/J ) 2 sin c/J cos 8'
(27)
Equation (27) gives the ratio of the reflected and refracted amplitudes.
If medium 2 is denser than medium 1, K
z
> Kl, so that 8 > c/J, and thus
bda1 is negative; so there is a phase change of 'IT in the electric field
when reflection takes place in the lighter medium. There is no phase
change on reflection in a denser medium, nor in the refracted wave.
The same conclusion is true for the magnetic field H, though it must be
remembered here and later in this chapter that the positive directions
for E and H are defined by gTJ( in Fig. 27 and their counterparts
relative to DB, DC, the TJ direction being along the y axis throughout.
Incident light polarised perpendicular to the plane of incidence
A similar discussion can be given when the incident light is polarised
perpendicular to the plane of incidence; in this case the roles of E and
H are practically interchanged, H
y
for example being the only non-
vanishing component of H. It is not necessary to repeat the analysis in
full. With the same notation for the amplitudes of the incident,
(28)
132 Electric waves
reflected and refracted waves, we have
al b
l
az
- -
sin 28 +sin 2 sin 28 -sin 2 4 cos 8 sin .
It follows from (28) that the reflected ray vanishes if sin 28 = sin 2.
Since 8 , this implies that 8 + = 1T/2, and then Snell's law gives
so
(29)
With this angle of incidence, known as Brewster's angle, there is no
reflected ray.
There will be a phase change of 1T in E on reflection when sin 28 <
sin 2. If reflection takes place in the lighter medium so that K 1 < K
z
,
this holds for 8 greater than Brewster's angle; but if K 1 > K
z
, it holds
for 8 less than Brewster's angle. In all other cases there is no phase
change on reflection.
In general, of course, the incident light is composed of waves
polarised in all possible directions. Equations (27) and (28) showthat if
the original amplitudes in the two _main directions are equal, the
reflected amplitudes will not be equal, so that the light becomes partly
polarised on reflection. When the angle of incidence is given by (29) it
is completelypolarised on reflection. This angle is therefore sometimes
known as the polarising angle.
81 Internal reflection
An interesting possibility arises in the discussion of 80, which gives
rise to the phenomenon known as total or internal reflection. It arises
when reflection takes place in the denser medium so that c/J > 8. If we
suppose 8 to be steadily increased from zero, then also increases and
when sin 8 = K
z
/ Kt, c/J = 1T/2. If 8 is increased beyond this critical
value, c/J is imaginary. There is nothing to disturb us in this fact
provided that we interpret the analysis of 80 correctly, for we never
had occasion to suppose that the coefficients were real. We can easily
make the necessary adjustment in this case. Take for simplicity the
case of incident light polarised in the plane of incidence. Then the
incident and reflected waves are just as in our previous calculations.
The refracted wave has the same form also, but in the exponential
Partially conductingmedia, plane waves 133
term, K
2
sin cP = K
1
sin 8, and is therefore real, whereas
K
2
cos cP = - sin
2
cP) = - Kf sin
2
8),
and is imaginary, since we are supposing that internal reflection is
taking place and therefore K
1
sin 8>K
2
We may therefore write
K
2
cos cP = iq, where q is real. Thus the refracted wave has the form
By = a2 exp {ip[ct - K
1
sin Ox iqzn
= a2 exp (pqz). exp {ip[ct - K
1
sin Ox]}.
For reasons of finiteness at infinity, we have to choose the negative
sign, so that it appears that the wave is attenuated as it proceeds into
the less dense medium. For normal light waves it turns out that the
penetration is only a few wavelengths, and this justifies the title of total
reflection. The decay factor is
exp (-pqz) =exp {- sin
2
0 -
This factor increases with the frequency so that light of great frequency
hardly penetrates at all. In actual physical problems, the refractive
index does not change from K
1
to K
2
abruptly, as we have imagined;
however, Drude has shown that if we suppose that there is a thin
surface layer, of thickness approximately equal to one atomic diame-
ter, in which the change takes place smoothly, the results of this and the
preceding paragraphs are hardly affected.
82 Partially conducting media, plane waves
In our previous calculations we have assumed that the medium was
nonconducting, so that we could put 0' = 0. When we remove this
restriction, keeping always to homogeneous media, equations (1)-(7)
gIVe us
div E= 0,
divU=O,
aE
curl U= O'E+so"e-,
at
au
curl E = -p'O"m-.
at
134 Electric waves
Now we have the identity
curl curl E= grad div E-V
2
E= -V
2
E,
so that
2 all a aE XeX
m
(iE
V E = J.toX
m
curl- = J.tOX
m
- curl H = aJ.tOX
m
-+-2- --2'
at at at c at
and so
V
2
E _ XeXm a
2
E aE
- -2- --2+aJ.tox
m
-.
c at at
(30)
A similar equation holds for H. Equation (30) will be recognised as the
equation of telegraphy (see 9). The first term on the right-hand side
may be called the displacement term, since it arises from the displace-
aD d h d' h d' ...
ment current - an t e secon IS t e con uctlon term, smce It anses
at
from the conduction current j. If we are dealing with waves whose
frequency is p/21T, E will be proportional to e
iPt
; the ratio of the first to
the second term is therefore of the order Eo"ep/a. This means that if
p Ee/a, only the displacement term matters (this is the case of light
waves in a non-conducting dielectric); but if p eox
e
/ u, only the
conduction term matters (this is the case of long waves in a good
metallic conductor). In the intermediate region both terms must be
retained. With most metals, if p < 10
7
per second we can neglect the
first term, and ifp > 10
15
per second we can neglect the second term.
Let us discuss the solutions of (30) which apply to plane harmonic
waves propagated in the z direction, such that only Ex and H
y
are
non-vanishing (as in (24. We may suppose that each of these compo-
nents is proportional to
exp {ip(t -qzn. (31)
where p/21T is the frequency and q is still to be determined. This
expression satisfies the equation (30) if
2 XeXm{ 1 a.}
q =-2- - I ,
C EoXeP
so that q is therefore complex, and we may write it
q =0: i ~
(32)
Partially conductingmedia, plane waves 135
where
"" [{ (u )2}1/2 ]
a
2
= e:; 1+ +1
2c eo"eP
11
2
= ";;,:,[{ 1+(.,O:)2r-1]. (33)
The "velocity" of (31) is IIq; but we have seen in 80 that in a medium
of refractive index K the velocity is c/K. So t.he effective refractive
index is cq which is complex. Complex refractive indices occur quite
frequently and are associated with absorption of the waves; for,
combining (31) and (33) we have the result that Ex and H
y
are
proportional to I
exp exp {ip(t -az)}. (34)
This shows that a plane wave cannot be propagated in such a medium
without absorption. The decay factor may be written e-kz where
k = k is called the absorption coefficient. In the case where uI eo"eP
is small compared with unity (the case of light waves in most non-
conducting dielectrics), k is approximately equal to (uI2ceo)J("m/"e).
Now the wavelength in (34) is A= 271'1ap, so that in one wavelength the
amplitude decays by a factor e-
kA
, approximately exp(-71'uleo"eP).
As we are making the assumption that uleo"eP is small, the decay is
gradual, and can only be noticed after many wavelengths. The distance
travelled before the amplitude is reduced to lie times its original value
is 11k, which is of the same order as u.
The velocity of propagation of (34) is 1/a, and thus varies with the
frequency. With our usual approximation that uleo"eP is small, this
velocity is
(35)
We can show that in waves of this character E arid H are out of phase
with each other. For if in accordance with (31), we write
Ex = a exp {ip(t -qz)},
Hy =b exp{ip(t-qz)},
then the y -component of the vector relation
aH
curl E = -J,Lo"m-,
at
136 Electric waves
gives us the connection between a and b. It is
aE
x
aH
y
az = -p.,oxm-a!'
which is equivalent to
(36)
Now q is complex and hence there is a phase difference between Ex
and Hy equal to the argument of q. This is tan-\/31a), and with the
same approximation as in (35), this is just tan-l(a/2s
o
x
e
P), which is
effectivelya/2s
o
x
e
p.
83 Reflection from a metal
It is interesting to discuss in more detail the case in which the
conductivity is so great that we may completely neglect the displace-
ment term in (30). Let us consider the case of a beam of light falling
normally on an infinite metallic conductor bounded by the plane z =O.
Let us suppose also, as in Fig. 28, that the incident waves come from
x
Free space
Fig. 28
the negative direction of z, in free space, for which X
e
= X
m
= 1, and are
polarised in the (y, z)-plane. Then, according to (24), they are defined
by:
incident wave
Hy = al exp {ip(t - z/c)}, (37a)
reflected wave
Ex = b
l
exp {ip(t +z/c)},
Reflection from a metal 137
H
y
= -b
l
exp {ip(t +z/c)}.
(37b)
In the metal itself we may write, according to (31) and (36),
Ex =a2 exp {ip(t -qz)}, Hy =(qa2/lLoX
m
) exp {ip(t - qz)}. (37c)
These values will satisfy the equation of telegraphy (30) in which we
have neglected the displacement term, if
2 lTlLoXm . 2 2
q = - 1 = - Y I,
P
where
so that
q =y(l-i). (37d)
Inside the metal, E and H have a 7r/4 phase difference, since, as we
have shown in (36), this phase difference is merely the argument of q.
The boundary conditions are that Ex and H
y
are continuous at z = O.
This gives two equations
al +b
l
= a2,
al - b
l
= qa2/lLoXm
Hence
1+q/lLoXm
(38)
Since q is complex, all three electric vectors have phase differences.
The ratio R of reflected to incident energy is Ibtl all
2
, which reduces to
, (y -ILOX
m
)2 +y2
(y +ILOX
m
)2 +y2'
In the case of non-ferromagnetic metals, y is much larger than lLoX
m
,
so that approximately
R =1- 2lLo
xm
.
y
This formula has been checked excellently by experiments for
wavelengths in the region of 10-
5
ems.
138 Electric waves
It is an easy matter to generalise these results to apply to the case'
when we include both the displacement and conduction terms in (30).
We can use (38) to calculate the loss of energy in the metal. If we
consider unit area of the surface of the metal, the rate of arrival of
energy is given by the Poynting Vector. This is !laI12. Similarly
the rate of reflection of energy is !lb
I
1
2
So the rate of dissipation is
!{laI12-lbI1
2
}. This must be the same as the Joule heat loss. In our units,
this loss is 0' E
2
per unit volume per unit time. If we take the mean value
of E; in the metal, it is a straightforward matter to show that.r: O'E; dz
is indeed exactly equal to this rate of dissipation.
84 Radiation pressure
When the radiation falls on the metal of 83, it exerts a pressure. We
may calculate this, if we use the experimental law that when a current j
is in the presence of a magnetic field H there is a force JLoxnd xH acting
on it. In our problem, there is, in the metal, an alternating field E, and a
corresponding current O'E. The force on the current is therefore
JLoXmO' Ex H, and this force, being perpendicular to E and H, lies in the
z direction. The force on the charges that compose the current is
transmitted by them to the metal as a whole. Now both E and Hare
proportional to e-p-yz (see equations (37c,d so that the force falls off
according to the relation e-2p-yz. To calculate the total force on a unit
area of the metal surface, we must integrate JLoXmO' Ex H from z = 0 to
z = 00. Ex H is a fluctuating quantity, and so we shall have to take its
mean value with respect to the time. The pressure is then
{p,o"muJ(l/lLoXmJ/a,j' 1
00
h e-
2
P1'Z dz,
or,
(0'/4p)la212.
Using (38) this may be expressed in the form
O J L ~ ~ / p )l a l/
2
{(y +JLo"m)2 +y2}-I.
85 Skin effect
There is another application of the theory of 83 which is important.
Suppose that we have a straight wire of circular section, and a rapidly
alternating e.mJ. is applied at its two ends. We have seen in 83 that
Propagation in waveguides 139
with an infinite sheet of metal the current falls off as we penetrate the
metal according to the law e-p-yz. If P'Y is small, there is little attenua-
tion as we go down a distance equal to the radius of the wire, and
clearly the current will be almost constant for all parts of any section
(see, however, question (12) in 87). But if p-y is large, then the current
will be carried mainly near the surface of the wire, and it will not make
a great deal of difference whether or not the metal is infinite in extent,
as we suppose in 83, or whether it has a cross-section in the form of a
circle; in this case the current density falls off approximately according
to the law e-p-yr as we go down a distance r from the surface. This
phenomenon is known as the skin effect; it is more pronounced at very
high frequencies.
We could, of course, solve the problem of the wire quite rigorously,
using cylindrical polar coordinates. The formulae are rather compli-
cated, but the result is essentially the same.
86 Propagation in waveguides
The last topic we examine in this chapter is the propagation of
electromagnetic waves inside long straight hollow metal ducts. These
are called waveguides, and as the duct will be assumed to be empty, the
waves will propagate in a region in which p = 0' = 0 and "e = "m = 1.
From (39) the electric vector E will then satisfy the vector wave
equation
(39)
while from the first Maxwell equation (1) we must also require of E that
ilivE=O.
Our task will thus be to seek a solution of (39) that satisfies (40), and
which also obeys appropriate boundary conditions for E on the walls of
the duct which we will assume to be perfect conductors. We shall take
the z axis to lie along the duct and to have associated with it the unit
vector k. The duct itself will be supposed to be of constant cross
section,.
The task of solving this problem will be much simplified if we notice
that the vector
E=curl (uk) (41)
140 Electric waves
will satisfy both (39) and (40), provided only that the scalar u satisfies
the scalar wave equation
2
V
2
_ 1 au
U-Z-2'
c at
This result follows because
V
2
[curl (uk)] = curl [V\uk)],
a
2
[a
2
]
~ c u r l (uk)] = curl 2(uk)
at at
and
(42)
div curl (uk)=O.
If we consider harmonic waves with frequency p/27r that propagate
in the z direction with wave number k/27r we may set
u(r, t) = cf>(x, y) exp {i(Pt - kz)}, (43)
in which r is the general position vector in the duct. It is then a
consequence of (41) and (43) that
Ex = ::exp {i(Pt-kz)}, Ey = -:. exp {i(Pt-kz)}, Ex = O.
(44)
The harmonic time behaviour assumed for E will also apply to B, so
that once this time dependence has been taken into account Maxwell's
equations (3) and (4) can be put in the form
. 2
t = -!E..curl B
p
A i A
B=-curl E,
p
where we have separated out the time dependen..ce by writing
(45)
(46)
A A
E(r, t) = E(r) exp (ipt) and B(r, t) = B(r) exp Opt). (47)
A
Comparing (44) with the first expression in (47) then shows that E(r)
has the components
Ex =: exp (-ikz), Ey =- ~ exp (-ikz),
E
z
= O. (48)
When used in (46) this result leads to the following components for
A
B(r)
Bx=_k
Ey
, By = k
Ex
, B
z
=-!.-(V2cfexp(-ikz). (49)
p p P
A A
Inspection of (48) and (49) shows that E and B are orthogonal,
A A A
because E B = O. Although E lies purely in the (x, y)-plane, and so is
A
transverse to the direction of propagation k, the vector B will only be
transverse if V
2
cf> = O. To emphasise the transverse nature of E, a wave
A
of this type in which B
z
0 will be called a transverse electric wave,
which is usually abbreviated to a TE wave. If, however, V
2
cf> = 0, so
A
that Bis also purely transverse to the direction of propagation, then the
wave will be called a transverse electromagneticwave, or a TEMwave.
To proceed further we now observe that the vector
v =curl curl (u k)
(50)
is also a solution of (39) and (40). Then, because of the relationship
that exists between the time independent parts t and V of (41) and
(50), it can be seen by inspection of (45) and (46) that when E is given
by (41), B will be given by (50), and conversely. So, analogously to the
previous case, we find that when B is given by (50),
A acf>
Bx = ay exp (-ikz),
A acf>
By=--exp (-ikz),
ax
.A
B
z
=0 (51)
and
kc
2
A
Ex =-B
y
,
P
. 2
A IC 2
E
z
=-(V cf exp (-ikz).
p
(52)
A A A A
Here again the vectors E and B are orthogonal since E B = 0, but this
time it is the 8 that is purely transverse and E that will only be
transverse if V
2
cf> = O. For this reason, when E
z
0, waves of this type
are called transverse magnetic waves, or TM waves.
We have thus identified three essentially different modes of propa-
gation in a waveguide according as the waves in question are of the TE,
TEM or TM types. The detailed nature of the wave propagation in
each case will follow once cf> has been found from the boundary
conditions that have still to be specified.
To solve for cf> we now substitute (43) into (42) to obtain
V
2
cf>+,,2cf> =0, (53)
142 Electric waves
where
(54)
Equation (53) is called the Helmholtz equation and it is this equation
that must be solved if t/J, and hence E and B, are to be determined. The
boundary conditions on t/J will ensure that only certain values of the
constant " will be permitted. These will be the eigenvalues of the
Helmholtz equation, while the corresponding solutions t/J will be the
associated eigenfunctions. Each such eigenfunction cf> will characterise
a different fundamental form of wave propagation that is associated
with the TE, TEM or TM wave that is being propagated.
In passing, we notice from (54) that the wave number k/27T will only
be real if p 2/C2 > ,,2. If this condition on the frequency p/27T is not
satisfied k will become imaginary and the waves will attenuate expo-
nentially with z. Thus, for any particular ", the value pc = xc will define
a cutoff frequency for unattenuated wave propagation.
To conclude, we shall consider the propagation of the TE mode in a
waveguide of rectangular cross section of sides a and b as shown in Fig.
29.
y
x
z
Fig. 29
Using the method of separation of variables by writing
t/J(x, y) =X(x) Y(y), (55)
and proceeding as in Chapter 1, 7, we see that after division by XY,
(53) becomes
1 d
2
X 1 d
2
y
---=- ----x
2
=-a
2
X d.x
2
Y d
y
2 ,
where -a
2
is the separation constant. Consequently,
d
2
X
-+a
2
X=0
d.x
2
,
and
(56)
(57)
(58)
d
2
y 2 2
d
y
2 +(x -a )Y= O.
To proceed further we must now introduce boundary conditions for
4>. As the walls are perfectly conducting, the appropriate boundary
condition for the TE mode will be that the tangential component of E
must vanish on the walls. In the simple geometry of the rectangular
...
waveguide of Fig. 29 this is equivalent to requiring E
y
= 0 on x = 0 and
...
x = a and Ex = 0 on y = 0 and y = b. From (48) and (55) this is seen to
be equivalent to
a4J __ dX__
O on x =0 and x =a
ax dx
and
a4> = dY= 0 on y= 0 and y= b.
ay dy
Solving (57) gives
X=A cos ax +B sin ax,
(59)
(60)
(61)
which to satisfy boundary condition (59) requires that B = 0 and
sin aa = 0, yielding
am = m7T/a for m = 0, 1,2, ....
When solving (58) we now set a = am and
{3
2 2 2
=x -am
to obtain
Y= C cos {3y +D sin {3y.
(62)
(63)
(64)
144 Electric waves
For Y to satisfy the boundary condition (60) we must have D = 0 and
sin {3b =0, showing that
(3n = n7T/b for n = 0, 1,2, . . . . (65)
Combining (62), (64) and (65) shows that the condition defining" is
2 (m7T)2 (n7T)
2
"mn = -;;- + b for m, n =0, 1, 2, ... ,
when the corresponding solution cPmn will be
(66)
(67)
(68)
m7TX n1T)' .
cPmn =Kcos-a-cosTexp (-lkz),
with K an arbitrary constant.
The components of E in the TE (m, n) mode of wave propagation as
defined in (44) are thus
. Ex = _(n;K) cos m;x sin n-; exp {i(Pt - kz)},
(
m7TK) . m7TX n7T}' .
Ey = a sm-a-coSTexp{l(Pt-kz)},
E
z
=0.
The components of B follow directly from (46) when it is combined
with the above results, and they are as follows
(
km7TK) . m7TX n7T}' .
Bx =- pa SlO a cos Texp{1(Pt-kz)},
(
kn7TK) m7TX. n7T}' .
By =- pb. cosaslnTexp{l(Pt-kz)},
2 2
17T m n m1TX n1TY
Bz =(p (7+/1) cos a cos Texp{i(pt-kz)}.
It is possible to deduce an important result from (54) if we define the
free space wavelength A
o
= 21TC/p, the cutoff wavelength A
c
= 271'/"
and the guide wavelengthAg =27T/k. For then (54) can be re-written as
A
o
4K
t
K
2
T= (K
2
+K
t
)2'
Examples 145
showing that the guide wavelength is greater than the free space
wavelength. The cutoff frequency and wavelength for the waveguide
depend, via "mn, on the dimensions of the waveguide cross-section and
on the mode (m, n) that is propagated. The typical frequency range of
operation for waveguides is between 10
9
and 1011 Hz. In general, a
waveguide is designed so that for any particular frequency of operation
only one undamped mode will propagate.
87 Examples
1. Prove the equations (17') and (18') in 77.
2. Find the value of H when Ex =E
y
=0, and E
z
=A cos nx cos net. It
is given that H =0 when t =0, and also "e ="m= 1, p =u = O. Show
that there is no mean flux of energy in this problem.
3. Prove the equation (28) in 80, for reflection and refraction of light
polarised perpendicular to the plane of incidence.
4. Show that the polarising angle is less than the critical angle for
internal reflection. Calculate the two values if K1 = 6, K2 = 1.
5. Show that the reflection coefficient from glass to air at normal
incidence is the same as from air to glass, but that the two phase
changes are different.
6. Light falls normally on the plane face which separates two media K 1
and K
2
Show that a fraction R of the energy is reflected, and Tis
transmitted where
R = (K2-Kt)2
K
2
+K
t
'
Hence prove that if light falls normally on a slab of dielectric, bounded
by two parallel faces, the total fraction of energy reflected is
(K
2
-K
t
)2
i ~ '
and transmitted is
2K
t
K
2
Ki+Kf
It is necessary to take account of the multiple reflections that take place
at each boundary.
146 Electric waves
7. Light passes normally through the two parallel faces of a piece of
plate glass, for which K = 1 5. Find the fraction of incident energy
transmitted, taking account of reflection at the faces.
8. Show that when internal reflection (81) is taking place, there is a
phase change in the reflected beam. Evaluate this numerically for the
case of a beam falling at an angle of 60
0
to the normal when K
1
= 1,6,
K
2
= 1, the light being polarised in the plane of incidence.
9. Show that if "m= 1, then the reflection coefficient with metals (83)
may be written in the form R = 1- v(1TV/.Lo/ u), where v is the
frequency.
10. A current flows in a straight wire whose cross section is a circle of
radius a. The conduction current j depends only on r the radial
distance from the centre of the wire, and the time t. Assuming that the
displacement current can be neglected, prove that H is directed
perpendicular to the radius vector. If j(r, t) and H(r, t) represent the
magnitudes of j and H, prove that
:, (Hr) =rj,
11. Use the results of question (10) to prove that j satisfies the
differential equation
1 iJ ( iJi ) _ iJj
-; iJr r iJr - /.Lo"m
U
iJt'
By using the formula for curl in cylindrical polars twice in succession
shows that H[ = He(r, t)] satisfies the equation
iH 1 iJH H aH
-2+- - -2= [curl curl H]e = /.Lo"mU-.
iJr r iJr r iJt
Use the method of separation of variables to prove that there is a
solution of the j-equation of the form j = fer) exp (ipt) where
d
2
f 1 df .
dr2 +-; dr -laf = 0, a = /.Lo'XmUp.
Hence show that f is a combination of Bessel functions of order zero
and complex argument.
12. If a in question (11) is small, showthat an approximate solution of
the current equation isj =A(l exp (ipt), where A is a
Examples 147
constant. Hence show that the total current fluctuates between J,
where, neglecting powers of a above the second J =
7Ta 2A (1 + a4a 2/384). Use this result to show that the heat developed
in unit length of the wire in unit time is 2 f 2 (l +a
4
a
2
/192). (Ques-
7Tua
tions (10), (11) and (12) are the problem of the skin effect at low
frequencies.)
13. Complete the calculations leading to the results in equations (48)
and (49) of 86.
14. Complete the calculations leading to the results in equations (51)
and (52) of 86.
15. Prove that if </>(r) is a solution of the s ~ l r Helmholtz equation
V
2
</> +A2</> = 0,
and k is a constant vector, the vectors
1
X=curl(</>k) and Y=A curl X
are independent solutions of the vector Helmholtz equation
V
2
V+,\ 2V=O,
where V is a solenoidal vector (i.e. div V = 0).
Hence, by showing that
curl (X+ Y) = ,\ (X+Y),
deduce that V has the general solution
1
V = curl (uk) +- curl curl (uk).
,\
16. Show that in the TM mode for the waveguide considered in 86
(
n7TK) . m7TX n1T}' .
B
z
= -b- SIn a cos Texp{l(Pt-kz)},
By = _(m;K) cos m;x sin n;; exp {i(Pt -kz)},
148 Electric waves
and

m1TX. n1TY .
E,,=- pa -) COSaSlDTexP{l(pt-kz)},
(
kn1TC
2
m1TX n1TY .
Ey =-" ph -) slD-a-cosTexp{l(pt-kz)},
. 22!) 2 2
E
(
'1T C (m n). m1TX . n1TY {'( k)}
z=- p 7+""j;2 SlDaSlDTexp I pt- Z
17. Consider propagation in a cylindrical waveguide of radius a and
take the z axis to coincide with the axis of the guide. By using
cylindrical polar coordinates (r, 9, z) showthat </> must be a solution of
! a</ + +,,2</> = o.
r ar ar r a9
8
General considerations
88 Doppler effect
The speed at which waves travel in a medium is usually independent of
the velocity of the source; thus, if a pebble is thrown into a pond with a
horizontal velocity, the resulting water waves travel radially outwards
from the centre of disturbance in the form of concentric circles, with a
speed which is independent of the velocity of the pebble that caused
them.
When we have a moving source, sending out waves continuously as
it moves, the velocity of the waves is often unchanged, but the
wavelength and frequency, as noted by a stationary observer, may be(
altered. The velocity is changed, however, when there is dispersion.
Thus, consider a source of waves moving towards an observer with
velocity u. Then, since the source is moving, the waves which are
between the source and the observer will be crowded into a smaller
distance than if the source had been at rest. This is shown in Fig. 30,
where the waves are drawn both for (a) a stationary and (b) a moving
source. If the frequency is n, then in time t the source emits nt waves.
ntl
(a) stationary source
A
Source
..
Observer
ut
moving source
Fig. 30
If the source had been at rest, these waves would have occupied a
length AB. But due to its motion the source has covered a distance ut,
and hence these nt waves are compressed into a length A 'B', where
AB-A'B'=ut. Thus
ntA - ntA ' = ut,
150 General considerations
and so
A'=A-u/n =A(1-u/c), (1)
if c is the wave velocity. If the corresponding frequencies measured by
the fixed observer are nand n', then, since nA = c = n'A', ~ have
, ,
, nc
n =--.
c-u
(2)
(4)
If the source is moving towards the observer the frequency is
increased; if it moves away from him, the frequency is decreased. This
explains the sudden change of pitch noticed by a stationary observer
when a train sounding its klaxon passes him. The actual change in this
case is from nc/(c - u) to nc/(c +u), so that
~ = 2ncu/(c
2
_u
2
). (3)
This phenomenon of the change of frequency when a source is moving
is known as the Doppler effed. It applies equally well if the observer is
moving instead of the source, or if both are moving.
For, consider the case of the observer moving with velocity v away
from the source, which is supposed to be at rest. Let us superimpose
upon the whole motion, observer, source and waves, a velocity -v. We
shall then have a situation in which the observer is at rest, the source
has a velocity -v, and the waves travel with a speed c - v. We may
apply equation (2) which will then give the appropriate frequency as
registered by the observer; if this is n", then
" n(c-v) n(c-v)
n = -
(c-v)-(-v) c
To deal with the case in which both source and observer are moving,
with velocities u and v, respectively, in the same direction, we superim-
pose again a velocity - v upon the whole motion. Then in the new
problem, the observer is at rest, the source has a velocity u - v, and the
waves travel with velocity c - v. Again, we may apply (2) and if the
frequency registered by the observer is n"', we have
c-u
11/ n(c-v) n(c-v)
n = -
(c -v)-(u -v)
(5)
These considerations are of importance in acoustic and optical prob-
lems; it is not difficult to extend them to deal with cases in which the
various velocities are not in the same line, but we shall not discuss such
problems here.
Beats 151
89 Beats
We have shown in Chapter 1, 6, that we may superpose any number
of separate solutions of the wave equation. Suppose that we have two
harmonic solutions (Chapter 1, equation (11 with equal amplitudes
and nearly equal frequencies. Then the total disturbance is
The first cosine factor represents a wave very similar to the original
waves, whose frequency and wavelength are an average of the two
initial values, and which moves with a velocity (nl +n2)/(k1+k
2
). This
is practically the same as the velocity of the original waves, and is
indeed exactly the same if ndk
l
=n2/k
2
. But the second cosine factor,
which changes much more slowly both with respect to x and t, may be
regarded as a varying amplitude. Thus, for the resultant of the two
original waves, we have a wave of approximately the same wavelength
and frequency, but with an amplitude that changes both with time and
distance.
We may represent this graphically, as in Fig. 31. The outer solid
profile is the curve
{
k l -k2 nl -n2 }
y = 2a cos 21T 2 x - 2 t.
The other profile curve is the reflection of this in the x axis. The actual
disturbance cP lies between these two boundaries, cutting the axis of x
at regular intervals, and touching alternately the upper and lower
profile curves. If the velocities of the two component waves are the
same, so that ndk
1
= n2/k
2
, then the wave system shown in Fig. 31
.. x
Fig. 31
moves steadily forward without change of shape. The case when ntlk
t
is not equal to n2/ k
2
is dealt with in 91.
Suppose that </> refers to sound waves. Then we shall hear a resultant
wave whose frequency is the mean of the two original frequencies, but
whose intensity fluctuates with a frequency twice that of the solid
profile curve. This fluctuating intensity is known as beats; its fre-
quency, which is known as the beat frequency, is just nt-n2, that is,
the difference of the component frequencies. We can detect beats very
easily with a piano slightly out of tune, or with two equal tuning-forks
on the. prongs of one of which we have put a little sealing wax to
decrease its frequency. Determination of the beat frequency between a
standard tuning-fork and an unknown frequency is one of the best
methods of determining the unknown frequency. Low frequency beats
are unpleasant to the ear.
90 Amplitude modulation
There is another phenomenon closely related to beats. Let us suppose
that we have a harmonic wave </> = A cos 21T(nt - kx), with amplitude
A and frequency n. Suppose further that the amplitude A is made to
vary with the time in such a way that at x = 0, A = a +b cos 21Tpt. If the
wave is to move with velocity c = n/k, </> must be some function of
ct - x. So for the general x, A = a +b cos 21Tp(t - kx/n). This is known
as amplitude modulation. The result is
</> = {a +b cos 21Tp(t - kx/n)} cos 21T(nt - kx)
=a cos 21T(nt - kx)
+ ~ { cos [21T(n +p)(t- ~ +cos [21T(n -p)(t - ~ ]}.
The effect of modulating, or varying, the amplitude, is to introduce two
newfrequencies as well as the original one; these newfrequencies n p
are known as combination tones. In the same way we can discuss phase
modulation and frequency modulation. (See 99, questions (11)-(12).)
91 Group velocity
If the velocities of 89 are not the same (ntlk
t
not equal to n2/k2),
then the profile curves in Fig. 31 move with a speed (nt - n2)/(k
t
-k
2
),
Group velocity 153
which is different from that of the more rapidly oscillating part, whose
speed is (nl +n2)/(k
1
+k
2
). In other words, the individual waves in Fig.
31 advance through the profile, gradually increasing and then decreas-
ing their amplitude, as they give place to other succeeding waves. This
explains why, on the seashore, a wave which looks very large when it is
some distance away from the shore, gradually reduces in height as it
moves in, arid may even disappear before it is sufficiently close to
break.
This situation arises whenever the velocity of the waves, that is, their
wave velocity V, is not constant, but depends on the frequency. We
have already met this phenomenon which is known as dispersion. We
deduce that in a dispersive system the only periodic wave profile that
can be transmitted without change of shape is a single harmonic wave
train; any other wave profile, which may be analysed into two or more
harmonic wave trains, will change as it is propagated. The actual
velocity of the profile curves Fig. 31 is known as the group velocity
U. We see from (6) that if the two components are not very different,
V=n/k, and
U= (nl-n2)/(k
1
-k
2
) = dn/dk.
In terms of the wavelength A, we have k = I/A, so that
dn 2dn
U= dO/A) = -A dA'
We could equally well write this
U= dn =d(kV) =V+k dV=V-A dV
dk dk dk dA .
(7)
(8)
(9)
Our calculation has considered just two waves. But the form of
equation (7) shows that we could equally well consider any number of
waves superposed, provided that for any two of them n1 - n2 and
k1 - k
2
were sufficiently small for us to take their ratio constant and
equal to dn/dk.1f this condition is not satisfied we have to go to a closer
approximation, as in 92.
The importance of group velocity lies in the fact that the energy is
propagated with this velocity. We have already met several cases in
which the wave velocity depends on the frequency; we shall calculate
the group velocity for three of them.
Surface waves on a liquid of depth h. The analysis of Chapter 5,
equation (32) shows that the velocity of surface waves on a liquid of
(10)
depth h is given by
V
2
=gA tanh 2Tl'h.
2'11' A
According to (9) therefore, the group velocityis V - A dV/ dA, so that
1 {4Tl'h 4Tl'h}
U="2V I+TcosechT .
When h is small, the two velocities are almost the same, but when h is
large, U = V/2, so that the group velocity for deep sea waves is
one-half of the wave velocity. Equation (10) is the same as the
expression obtained S9, equation (47), for the rate of transmission of
energy in these surface waves. Thus the energy is transmitted with the
group velocity.
Electric waves in a dielectric medium. The analysis in Chapter 7,
76, shows that the wave velocity in a dielectric medium is given by
V
2
= c
2
/ 80/-'OXe Xm
We may put X
m
= 1 for waves in the visible region. Now the dielectric
constant X
e
is not independent of the frequency, and so V depends on
A. "The group velocity follows from (9); it is
U= v{ 1 aXe}.
2x
e
aA
(11)
In most regions, especially when A is long, X
e
decreases when A
increases so that U is less than V. For certain wavelengths, however,
particularly those in the neighbourhood of a natural frequency of the
atoms of the dielectric, there is anomalous dispersion, and U may
exceed V. When A is large, we have the approximate formula
X
e
=A + B/A2+C/A4.
It then appears from (11) that
A -CIA4
Electric waves in a conducting medium. The analysis in Chapter 7,
83, shows that the electric vector is propagated with an exponential
Motion ofwave packets 155
term exp {ip(t - yz )}, where y2 = Thus V
2
=II y2 =
2pl According to (7), the group velocity is
dp ( dy)-l
U =d(py) = y +Pdp .
If we suppose that U and remain constant for all frequencies, then
this reduces to
U=2/y=2V. (12)
The group velocity here is actually greater than the wave velocity.
92 Motion of wave packets
We shall now extend this discussion of group velocity to deal with the
case of more than two component waves. We shall suppose that the
wave profile is split up into an infinite number of harmonic waves of
the type
exp {2Tri(kx - nt)}, (13)
in which the wave number k has all possible values; we can suppose
that the wave velocity depends on the frequency, so that n is a function
of k. If the amplitude of the component wave (13) is a(k) per unit range
of k, then the full disturbance is
'"(x, t) = t: a (k) exp {2m (kx - ntH dk. (14)
This collection of superposed waves is known as a wave packet. The
most interesting wave packets are those in which the amplitude is
largest for a certain value of k, say k
o
, and is vanishingly small if k - k
o
is large. Then the component waves mostly resemble exp {2Tri (koX -
not)}, and there are not many waves which differ greatly from this.
We shall discuss in detail the case in which
(15)
This is known as a Gaussian wave packet, after the mathematician
Gauss, who used the exponential function (15) in many of his investi-
gations of other problems. A, u and k
o
are, of course, constant for any
one packet.
Let us first determine the shape of the wave profile at t =0.. The
integral in (14) is much simplified because the term in n disappears. In
fact,
<p (x, 0) =L: A exp {-u(k - k
o
)'} . exp (21rikx) dk.
On account of the term exp {-u(k - k
O
)2}, the only range of k which
contributes significantly to this integral lies around k
o
; since when
k - k
o
= l/Ju this term becomes e-1, and for larger values of k - k
o
it
becomes rapidly smaller, this range of k is of order of magnitude
11k = l/Ju. In order to evaluate the integral, we use the result
+00 J.+oo
J-oo exp(au-bu2)du=ea2/4b -00 exp{-b(u
2
-au/b+a
2
/4b
2
)}du
+00
=e
a2
/
4b
f-oo exp (-bv
2
) dv
= J(1T/b) exp (a
2
/4b). (17)
This enables us to integrate at once, and we find that
cfJ(x, 0)= exp A J(1T/ 0') exp (-1T
2
X
2
/U)(21Tik
o
x). (18)
The termexp (21TikoX) represents a harmonic wave, whose wavelength
,\ = l/k
o
, and the other factors give a varying amplitude
A J(1T/U) exp (-1T
2
X
2
/U). If we take the real part of (18), cfJ(x, 0) has
the general shape shown in Fig. 32. The outer curves in this figure are
the two Gaussian curves
y =AJ(1T/U) exp (-1T
2
X
2
/U),
and cfJ(x, 0) oscillates between them. Our wave packet (14) represents,
at t =0, one large pulse containing several oscillations. If we define a
half-width as the value of x that reduces the amplitude to l/e times its
maximum value, then the half-width of this pulse is (JU)/1T.
Fig. 32
Motion ofwave packets 157
At later times, t > 0, we have to integrate (14) as it stands. To do this
we require a detailed knowledge of n as a function of k. If we expand
according to Taylor's theorem, we can write
n = no +a (k - k
o
)+{3 (k - k
O
)2/2 + ... ,
where
a = (dn/dk)o, (19)
As a rule the first two terms are the most important, and if we neglect
succeeding terms, we may integrate, using (17). The result is
r+
oo
<f>(x,t)= Loo A exp{-u(k-k
o
)2}exp{21ri[kx -t(no+a(k-ko))]}dk
= A J(1T/U) exp {-1T
2
(X -at)2/ u}. exp {21Ti(koX - not)}. (20)
When t =0, it is seen that this does reduce to (18), thus providing a
check upon our calculations. The last term in (20) shows that the
individual waves move with a wave velocity no/k
o
but their boundary
amplitude is given by the first part of the expression, namely, by
Av'(1T/U) exp {-1T
2
(x-at)2/u }. Now this expression is exactly the
same as in (18), drawn in Fig. 32, except that it is displaced a distance at
to the right. We conclude, therefore, that the group as a whole moves
with velocity a =(dn/dk)o, but that individual waves within the group
have the wave velocity no/k
o
. The velocity of the group as a whole is
just what we have previously called the group velocity (7).
If we take one more term in (19) and integrate to obtain <f>(x, t) we
find that <f> has the same form as in (20) except that U is replaced by
U +1T{3it. The effect of this is twofold; in the first place it introduces a
variable phase into the term exp {21Ti(koX -not)}, and in the second
place it changes the exponential term in the boundary amplitude curve
to the form
[
-1T
2
U(X -at)2]
exp 2 2
Q
22
U +1T1J t
This is still a Gaussian curve, but its half-width is increased to
{(u
2
+1T
2
{32
t
2)/U1T
2
}1/2.
(21)
We notice therefore that the wave packet moves with the wave velocity
no/ko, and group velocity (dn/dk)o, spreading out as it goes in such a
way that its half-width at time t is Biven by (21).
The importance of the group velocity lies mainly in the fact that in
most problems where dispersion occurs, the group velocity is the
velocity with which the energy is propagated. We have already met this
in previous paragraphs.
93 Kirchhoff's solution of the wave equation
We shall next give a general discussion of the standard wave equation
in which e is constant. We shall show that the value of 4> at any point P
(which may, without loss of generality be taken to be the origin) may be
obtained from a knowledge of the values of 4>, a</J and a</J on any given
an at
closed surface S, which mayor may not surround P; the values of </J and
its derivatives on S have to be associated with times which differ
somewhat from the time at which we wish to determine </Jp.
Let us analyse </J into components with different frequencies; each
component itself must satisfy the wave equation, and by the principle
of superposition, which holds when e is constant, we can add the
various components together to obtain the full solution. Let us con-
sider first that part of </J which is of frequency p: we may write it in the
form
where
I/I(x, y, z) exp (iket),
k =2'11'pje.
(22)
(23)
1/1 is the space part of the disturbance, and it satisfies the Helmholtz
equation
(24)
This last equation may be solved by using Green's theorem. This
theorem states that if 1/11 and 1/12 are any two functions, and S is any
closed surface, which may consist of two or more parts, such that 1/11
Kirchhoff's solution ofthe wave equation 159
and 1/12 have no singularities inside it, then
II{1/I2V
2
1/11 -1/11V
2
1/12} dT = I{1/12 ~ ~ l -1/11 ~ ~ } dS. (25)
The volume integral on the left-hand side is taken over the whole
volume bounded by S, and alan denotes differentiation along the
outward normal to dS.
In this equation 1/11 and 1/12 are arbitrary, so we may put 1/11 equal to 1/1,
the solution of (24), and 1/12 =(l/r) exp (-ikr), r being measured
radially from the origin P. We take the volume through which we
integrate to be the whole volume contained between the given closed
surface S shown in Fig. 33 and a small sphere ~ around the origin. We
have to exclude the origin because 1/12 becomes infinite at that point.
Fig. 33 is drawn for the case of P within S; the analysis holds just as
well if P lies outside S.
Fig. 33
Nowit can easily be verified that V
2
1/12 =-k
2
1/12' so that the left-hand
side of (25) becomes
II1/12(V
2
+k
2
)1/1 dr,
and this vanishes, since (V
2
+k 2)1/1 = 0 by (24). The right-hand side of
(25) consists of two parts, representing integrations over S a n d ~ On ~
the outward normal is directed towards P and hence this part of the full
expression IS
J-{ (l/r) exp (-ikr)( - ~ ~ -I/I( -:r [(l/r) exp (-ikr)]) } dI.
When we make the radius of I tend to 0, only one termremains; it is
-I1/I(1/r
2
) exp (- ikr) d ~ = - I1/I(1/r
2
) exp (- ikr) . r
2
dw,
where dw is an element of solid angle round P. Taking the limit as r
tends to zero, this gives us a contribution -4111/Jp. Equation (25) may
therefore be written
4111/Jp = f{(l/r) exp (-ikr) al/J -I/J-i.[(l/r) exp (-ikr)]} dS
an an
= f{(l/r) exp (-ikr) al/J -I/J exp (-ikr).i.(!)
an an r
+ikl/J(l/r) exp (-ikr) ar} dS.
an
Since by definition 4> = I/J(x, y, z) exp (ikct), we can write this last
equation in the form
(26)
where
. al/J . a (1)
X = (l/r) exp {zk(ct -r)}--I/J exp {zk(ct -r)}- -
an an r
+ikl/J(l/r) exp {ik(ct - r)} ar,
an
=A-B+C,say.
We may rewrite X in a simpler form; for on account of the time
variation of 4>, I/J exp {ik (ct - r)} is the same as 4> taken not at time t, but
at time t - ric. If we write this symbolically [4> ]t-r/c, then
B
an r
a similar way,
A =![al/J]
r an t-r/c'
and
C =...!.. ar [a4>]
cr an at t-r/c'
where, for example, [a4>/an]t-r/c means that we evaluate a4>/an as a
function of x, y, z, t and then replace t by t-r/c. We call t-r/c the
Kirchhoff's solutionofthe wave equation 161
retarded time. This retardation arises, of course, because of the finite
speed of propagation of the wave and the dependence of the solution
on the corresponding domain of dependence (cf. Chapter 1, 11). We
have therefore proved that
where
1[a4>] a (1) 1ar[&p]
X=- - -- - [p] I +-- -
r an t-rlc an r t-r c cr an at t-rlc
(27)
So far we have been dealing with waves of one definite frequency.
But there is nothing in (27) which depends upon the frequency, and
hence, by summation over all the components for each frequency
present in our complete wave, we obtain a result exactly the same as
(27) but without the restriction to a single frequency.
This theorem, which is due to Kirchhoff, is of great theoretical
importance; for it implies (a) that the value of 4> may be regarded as the
sumof contributions XI41T from each element of area of S; this maybe
called the lawof addition of small elements, and is familiar in a slightly
different form in optics as Huygens' Prindple; and (b) that the
contribution of dS depends on the value of 4>, not at time t, but at time
t-rlc. Now ric is the time that a signal would take to get from dS to
the point P, so that the contribution made by dS depends not on the
present value of 4> at dS, but on its value at that particular previous
moment when it was necessary for a signal to leave dS in order that it
should just have arrived at P. This is the justification for the title of
retarded time, and for this reason also, [4> ]t-rlc is sometimes known as
a retarded potential.
It is not difficult to verify that we could have obtained a solution
exactly similar to the above, but involving t +ric instead of t - ric; we
should have taken 1/12 in the previous work to be (llr) exp (ikr) instead
of (llr) exp (-ikr). In this way we should have obtained advanced
potentials, [4> ]t+rlc, and advanced times, instead of retarded potentials
and retarded times. More generally, too, we could have superposed the
two types of solution, but we shall not discuss this matter further.
In the case in which c =00, so that signals have an infinite velocity,
the fundamental equation reduces to Laplace's equation, V
2
4> = 0, and
the question of time variation does not arise. Our equation (27)
reduces to the standard solution for problems of electrostatics.
94 Fresnel's principle
We shall apply this theory to the case of a source 0 sending out
spherical harmonic waves, and we shall take S to be a closed surface
surrounding the point P at which we want to calculate ljJ, as shown in
Fig. 34. Consider a small element of dS at 0; the outward normal
o
Fig. 34
makes angles 8
1
and 8 with 00 and PO, and these two distances are'l
and " respectively. The value of ljJ and 0 is given by the form
appropriate to a spherical wave (see Chapter 1, equation (24:
Thus
a
cPQ = - cos m(et - '1).
'1
aljJ aljJ
-=-cos 8
1
-
an a'l
= a cos 8
1
{ 1
2
cos meet - 'I) - msin meet - r
l
)}.
rl '1
(28)
Now A=27T/m, so that if '1 is much greater than A, which will almost
always happen in practical problems, we may put
aljJ ma cos 8
1

-=- sm m(et-'I).
an 'I
Also
(30)
Fresnel's principle 163
and
iJt/> ame.
-= ---slnm(et- r1)'
iJt r1
The retarded are easily found, and in fact, from (27),
ma cos 8
1
.
X= - smm(et-[r+r1])
"1
a
+-2- cos 6 cos m(et - [r +r1])
r r1
1 ame .
- - --cos 6 sm m(et - [r +r d).
er r1
We may neglect the second terms on the right if r1 is much greater than
A, and so
x = - ma(cos 6 + cos (
1
) sin m(et-[r +rtJ). (29)
"1
Combining (29) with (26) it follows that
4>p = - 4
1
[ma (cos 6 + cos (
1
) sin m(et - [r + rd) dS
7T "1
a [1 .
= - 2,\ "1 (cos 6 + cos ( 1) sin m(et-[r +rd) dS.
If, instead of a spherical wave, we had had a plane wave coming from
the direction of 0, we should write
4>p = - a cos meet - r1),
rl now being measured from some plane perpendicular to 00, and
(30) would be changed to
t/>p =- 2: 6 + cos (
1
) sin m(et - [r + rtJ) dS. (31)
We may interpret (30) and (31) as follows. The effect atP is the same
as if each element dS sends out a wave of amplitude
A (COS 6 +cos (
1
) dS
Ar 2 '
A being the amplitude of the incident wave at dS; further, these waves
are a quarter of a period in advance of the incident wave, as is shown by
the term -sin m(ct-[r +rd) instead of cos m(ct-rt). !(cos (J +cos (Jt)
is called the inclination factor and if, as often happens, only small
values of (J and (Jt occur significantly, it has the value unity. This
interpretation of (30) and (31) is known as Fresnel's principle.
The presence of this inclination factor removes a difficulty which was
inherent in Huygens' principle; this principle is usually stated in the
form that each element of a wave-front emits wavelets in all directions,
and these combine to form the observed progressive wave-front. In
such a statement there is nothing to show why the wave does not
progress backwards as well as forwards, since the wavelets should
combine equally in either direction. The explanation is, of course, that
for points behind the wavefront cos (J is negative with a value either
exactly or approximately equal to -cos (Jt, and so the inclination factor
is small. Each wavelet is therefore propagated almost entirely in the
forward direction.
Now let us suppose that some screens are introduced, and that they
cover part of the surface of S. If we assume that the distribution of cP at
any point Q near the screens is the same as it would have been if the
screens were not present, we have merely to integrate (30) or (31) over
those parts of S which are not covered. This approximation, which is
known as St. Venant's principle, is not rigorously correct, for there will
be distortions in the value of cPo extending over several wavelengths
from the edges of each screen. It is, however, an excellent approxima-
tion for most optical problems, where Ais small; indeed (30) and (31)
form the basis of the whole theory of the diffraction of light. With
sound waves, on the other hand, in which Ais often of the same order
of magnitude as the size of the screen, it is only roughly correct.
95 Diffraction at a pin hole
Let us illustrate this discussion with an example of the analysis
summarised in (31). Consider an infinite screen shown in Fig. 35 which
we may take to be the (x, y) plane. A small part of this screen (large
compared with the wavelength of the waves but small compared with
other distances involved) is cut away, leaving a hole through which
waves may pass. We suppose that a set of plane harmonic waves is
travelling in the positive z direction, and falls on the screen; we want to
find the resulting disturbance at a point P behind the screen.
Diffraction at a pin hole 165
P(x, y, z)
y
(32)
x
Fig. 35
In accordance with 94 we take the surface of S to be the infinite
(x, y) plane, completed by the infinite hemisphere on the positive side
of the (x, y) plane. We may divide the contributions to (31) into three
parts. The first part arises from the aperture, the second part arises
from the rest of the screen, and the third part arises from the hemi-
sphere.
If the incident harmonic waves are represented by cP =
a cos m(ci - z) this first contribution amounts to
- f ~ (l +cos 8) sin m(ct-r) dS.
We have put 8
1
= 0 in this expression since the waves fall normally onto
the (x, y) plane. We shall only be concerned here with points P which
lie behind, or nearly behind, the aperture so that we may also put
cos 8 = 1 without loss of accuracy. This contribution is then
- a f .! sin m(ct- r) dS.
,\ r
The second part, which comes from the remainder of the (x, y) plane
vanishes, since no waves penetrate the screen and thus there are no
secondary waves starting there.
The third part, from the infinite hemisphere, also vanishes, because
the only waves that can reach this part of S are those that came from
the aperture, and when these waves reach the hemisphere their
inclination factor is zero. Thus (32) is in actual fact the only non-zero
contribution and we may write
l/Jp= - a J!sin m(ct-r)dS.
A r
(33)
Let P be the point (x, Y, z) and consider the contribution to (33), that
arises from a small element of the aperture at Q(e, 71, 0). If OP =I, and
QP = r, we have
1
2
=X
2
+y
2
+Z
2
,
r
2
= (x - +(y - 71 )2 +Z 2
= 1
2
-2xe-2YTl +e
2
+11
2
(34)
Let us make the assumption that the aperture is so small that e
2
/1
2
and
71
2
/1
2
may be neglected. Then to this approximation (34) shows us that
So
a fl. ( xe +YTl)
q,p = - A -; SIn m ct - I + I dS.
Again without loss of accuracy, to the approximation to which we are
working, we may put l/r = 1/1, and then we obtain
q,p= -A sin {m(ct-/)+e},
where
and
tan e = SIC,
a J 2'1T
C(x, y) = At cos AI +Y71) de dTl'
sex, y)= Jsin d7l.
(35)
Fraunho/erdiffraction theory 167
Once we know the shape of the aperture it is an easy matter to
evaluate these integrals. Thus, if we consider the case of a rectangular
aperture bounded by the lines =o:, 71 ={3, we soon verify that
S= 0, and that
c= cos dl1
= 4a sin pax sin p{3y (36)
AI px py
where p = 21T/Af. If we are dealing with light waves, then the intensity
is proportional to C
2
and the diffraction pattern thus observed in the
plane z = 1consists of a grill network, with zero intensity correspond-
ing to the values of x and y satisfying either sin pax =0, or sin p{3y =0
but excluding x =0 and y =o.
96 Fraunhofer diffraction theory
The discussion of the\ last paragraph related to the case of plane waves
falling normally on an aperture whose size, while large compared with
the wavelength, was still small compared with the distance from the
aperture to the screen on which the pattern was being observed. We
might refer to this as diffraction at a pin-hole. But the equations (35)
arise in another far more important way which we must now explain,
and which is known as Fraunhofer DitlractiOD.
Consider a plane wave shown as AA' in Fig. 36 falling normally on a
convergent lens L. (L now replaces the previous pin-hole). This lens
will convert the plane wave into a spherical wave which converges at Z,
the focus. On account of the finite size of the lens the focus is not
perfect, and we ask the question: what will be the intensity observed at
a point P in the focal plane through Z?
To answer this question it is convenient to draw the wavefront R OR'
of a wave that has just left the lens. We may regard this as part of a
spherical surface with centre Z and radius equal to the focal lengthI. If
we take 0 as origin and OZ as axis of Z, then the coordinates 71, ()
of any point Q on the surface satisfy the equation
11
2
+( _1)2 = 1
2
,
or (37)
z P(X,y,j)
A'
Incident wavefront
Fig. 36
A
(39)
Now by reasoning very similar to that used in 95 we may argue that if
P is near Z, the total effect at P is just the sumof separate contributions
arising from all the elements dS within the curved wavefront RR'. Let
us suppose that the inclination factor may be put equal to unity, and
that the amplitude at all points on RR' is a; this is the same as the
amplitude in the incident wave AA'. Thus
cPo = a cos m(ct +I). (38)
Let us write (x, y, f) for the coordinates of the point P at which the
observation is made, and put QP = r. Then the appropriate form of
(30) is
cPP = - a f! sin m(ct - T+f) dS.
A ,
We may replace l/r by 1/1 in the first part of this integral: and note
that
,2 = (x - fl)2+(f-()2
= by (37).
In cases where this type of diffraction is important, I is large and x and
yare small. We may therefore write
,2 = 1
2
- - 2YTJ,
Retardedpotential theory 169
so that effectively
r =/_xg +Y77
f .
Combining (39) and (40) we have
4>p = -:/ fsin m(ct +x'; ?11) dS.
Thus, on integrating,
e/>P = -A sin (met +e),
(40)
(41)
where A and e are given by precisely the same formulae as in (35).
This kind of analysis will apply particularly to the image of a star in a
telescope of long focal length. The star is so far away that it may be
regarded as giving out a beam of parallel light. We have just shown
therefore that the image of the star is not a point, but a pattern with
maxima and minima, depending on the shape and size of the lens. For
example, if a rectangular aperture (bounded by g=u, 'T1 =(3) is
placed immediately behind the lens L, the diffraction pattern is a grill
network, as in (36), and a circular aperture (Example 9 at the end of
the chapter) gives diffraction rings around Z. In any case the finite
extent of the central maximum, or zone, will put limits to our power of
resolving the light from two close stars. For if the geometrical images of
the two stars lie within one another's central zones, we shall experience
difficulty in distinguishing whether there is really only one star, or two.
But there is no space here to deal with this important matter any more
closely.
97 Retarded potential theory
We now offer a brief discussion of the equation
2 1 a
2
e/>
V ,,/,. =- ---477ip
0/ e
2
at2 ,
(42)
where p is some given function of x, Y, z and t. When p = 0 this is the
standard wave equation, whose solution was discussed in 93. Equa-
tion (42) has already occurred in the propagation of electric waves
when charges were present (Chapter 8, equations (17') and (18'. We
may solve this equation in a manner very similar to that used in 93.
Thus, suppose that p(x, y, Z, t) is expressed in the form of a Fourier
series with respect to t, namely,
p(x, y, Z, t) = Lak(X, Y, z) exp (iket). (43)
There may be a finite, or an infinite number, of different values of k,
and instead of a summation over discrete values of k we could, if we
desired, include also an integration over a continuous range of values.
We shall discuss here the case of discrete values of k; the reader will
easily adapt our method of solution to deal with a continuum.
Suppose that cP(x, y, Z, t) is itself analysed into components similar
to (43), and let us write, similarly to (22),
cP (x, y, Z, t) = L I/Ik (x, y, z) exp (iket),
k
(44)
the values of k being the same as in (43). If we substitute (43) and (44)
into (42), and then equate coefficients of exp (iket), we obtain an
equation for I/Ik' It is
(45)
(46)
This equation may be solved just as in 93. Using Green's theorem as
in (25), we put 1/11 = I/Ik (x, Y, Z), 1/12 = (l/,) exp (- ik,), t k i n ~ and Sto
be the same as in Fig. 33. With these values, it is easily seen that the
left-hand side of (25) no longer vanishes, but has the value
4
J
ak (x, y, z) ('k ) d
- 'IT exp -I' 'T,
,
the integral being taken over the space between ~ and S. The right-
hand side may be treated exactly as in 93, and gives two terms, one
due to integration over I., and the other to integration over S. The first
of these is
-4111/Jk(XP, yp, zp). (47)
The second may be calculated just as on p. 159. Gathering the various
terms together, we obtain
( )
J
ak (x, Y, z) 'k )
I/Ik Xp, YP, Zp = , exp (-I , d'T
1J{ . al/lk . a(1)
+-4 (l/r) exp (-lkr)--I/Ik exp (-lkr)- -
'IT an an r
+ikl/l
k
(1/r)exp(-ikr) ar} dS.
an
(48)
(49)
Wave propagation in an inhomogeneous medium 171
Combining (43), (44) and (48) we can soon verify that our solution can
be written in the form
J
[P ]t-r/c 1 J
c/J(xp, YP, zp) = r d1" +41T X dS,
where X is defined by (27). This solution reduces to (27) in the case
where p = 0, while it reduces to the well-known solution of electrosta-
tics in the case where c = 00.
We have now obtained the required solution of (42). Often, how-
ever, there will be conditions imposed by the physical nature of our
problem that allow us to simplify (49). Thus, if p(x, y, z, t) is finite in
extent, and has only had non-zero values for a finite time t > to, we can
make X =0 by taking S to be the sphere at infinity. This follows
because X is measured at the retarded time t - ric, and if r is large
enough, we shall have t - ric < to, so that [c/J ]t-r/c and its derivatives
will be identicallyzero on S. In such a case we have the simple result
.A. ( ) J(P]t-r/c d
0/ Xp, YP, Zp = r 1",
(50)
the integration being taken over the whole of space. Retarded poten-
tials calculated in this way are very important in the Classical theory of
electrons.
98 Wave propagation in an inhomogeneous
medium
So far, all our analysis has been based on the assumption that the wave
propagation speed c that occurs in the wave equation is constant.
There are, however, many situations in which the equation provides a
suitable description of some physical phenomenon provided the wave
speed c is allowed to vary with position. This happens, for example, in
optics when light travels through a medium with a variable refractive
index, in acoustics when sound waves travel through any inhomogene-
ous continuum which may be gaseous, liquid or solid, and when
electromagnetic waves travel through an ionized gas.
Because of the complexity of the subject, we can offer no more than
a brief outline of an important approximate method of approach that
may often be used to resolve these problems. It is called the WKBJ
method after Wentzel, Kramers, Brillouin and Jeffreys who first
(51)
developed it. For simplicity, we shall discuss it in the context of the
one-dimensional wave equation
(Pc/J 1 ic/J
ax
2
=c\x) at
2
'
We already know that when c(x) = c is constant, a wave travelling to
the right with speed c and frequency p/27T will be a solution of (51) if
c/J =A exp{ip(x/c -tn. (52)
Our approach will be to seek a generalisation of this form of solution
that will be appropriate to (51) when c(x) is a slowly varying function
relative to some reference speed, say c(xo), ,,:here Xo is a convenient
reference point. The form of solution that will be adopted as the
analogue of (52) will be
c/J(x, t) =A (x) exp {i(Z(x) - pt)}, (53)
where A (x) and Z(x) are slowly varying functions of x that are to be
determined.
Substitution of (53) into (51) followed by the cancellation of the
common exponential factor leads to the result
(54)
This immediately implies the pair of simultaneous ordinary differential
equations
(55)
and
(56)
In general, we cannot hope to solve these exactly, but an approxi-
mate solution may be obtained as follows. We begin with equation (56)
which can be expressed in a more convenient form without any
approximation. Setting q = dZ/dx it becomes
2qdA+Adq=O
d.x dx '
Wave propagation in an inhomogeneous medium 173
or
J
x dA I
q
d
2 -+ 2=0.
Xo A qo S
Integration then gives
2 log A (x) - 2 log A (xo) +log( =xo = 0,
which in turn yields
A (x) =A (xo)[Z'(xo)/Z'(x)t/
2
, (57)
with the prime signifYing differentiation with respect to x.
Turning our attention now to equation (55), let us assume that A (x)
is a slowly varYing function for which we may neglect d
2
A/dx
2
It then
follows that to a first approximation
which is equivalent to
I
x p
Z(x) = -() ds.
xo c s
(58)
(59)
EmploYing this approximation for Z(x) in (57) gives
[
C(X)] 1/2
A(x)=A(xo) c(xo) . (60)
Substitution of (59) and (60) into (53) then Yields the approximate
solution
t/> (x, I) = A exp {i( : cfs)'1s - PI) }. (61)
To estimate the range of validity of this expression it is necessary to
make more precise the nature of the slow variation of C(x) with x.
However, the source of the error was that when deriving expression
(58) we neglected d
2
A/dx
2
in (55). So, to estimate the effect this has,
let us now suppose that the true form of dZ/dx can be written
dZ p
dx = c(x) (1 +h(x,
(62)
where h(x) is the correction needed to make this result exact.
Substituting (60) and (62) into (55) gives
1 d
2
c 1 (dC)2 p2
----c - --(2h+h
2
)=0
2 dx
2
4 dx c .
This expression also requires simplification, and to achieve it we
assume the slow variation of c(x) to be such that (dc/dx)2 d
2
c/dx
2
Consequently, neglecting this second derivative together with h2(X)

which we have taken to be small relative to h(x), gives
1 (dC)2
Ih(x)l = 8
p
2 dx . (63)
The approximation will thus be valid provided Ih (x)1 as defined here is
such that Ih (x)l 1.
A corresponding solution to (61) exists for a wave travelling to the
left and the approximate general solution will be the sum of these two
solutions.
Result (61) shows that the amplitude of this travelling wave varies
like Jc(x), while the term x/c in (52) is replaced by
I
x ds
xo c(s)"
99 Examples
1. An observer who is at rest notices that the frequency of a car
appears to drop from 272 to 256 per second as the car passes him.
Show that the speed of the car is approximately 362 km per hour.
How fast must he travel in the direction of the car for the apparent
frequency to rise to 280 per second and what would it drop to in that
case as the car passed him.
2. Show that in the Doppler effect, when the source and observer are
not moving in the same direction, the formulae of 188 are valid to give
the various changes in frequency, provided that u and v denote, not
the actual velocities, but the components of the two velocities along the
direction in which the waves reach the observer.
3. The amplitude A of a harmonic wave A cos 21T(nt-kx) is mod-
ulated so that A = a +b cos 211pt +c cos
2
211pt. Show that combina-
tion tones of frequencies n p, n 2p appear, and calculate their
partial amplitudes.
Examples 175
4. The dielectric constant of a certain gas varies with the wavelength
according to the law Xc = A +B/ A2- CA 2, where A, Band C are
constants. Show that the group velocity U of electromagnetic waves is
given in terms of the wave velocity V by the formula
A -2CA
2
U= VA +(B/A 2)-CA2'
5. In a region of anomalous dispersion (91), the dielectric constant
obeys the approximate law
AA
2
XC = 1+ 2 2'
A -A
o
A more accurate expression is
AA 2(A 2 A ~
XC = 1+ (A 2_ A 2 +BA2'
where A, Band A
o
are constants. Find the group velocity of electric
waves in these two cases.
6. Calculate the group velocity for ripples on an infinitely deep lake.
(61), equation (54).)
7. Investigate the motion of a wavepacket (92) for which the amp-
litude a is given in terms of the wave number k by the relation
a(k)=l iflk-k
o
l<k
1
=0 otherwise,
k
o
and k 1 being constants. Assume that only the first two terms of the
Taylor expansion of n in terms of k are required. Show that at time t
the disturbance is
,1.( )_sin{217'(x-at)k
tl
{2 '(k - )}
'f' X, t - ( ) exp 17'1 oX not ,
17' X -at
where a = (dn/dk)0. Verify that the wavepacket moves as a whole with
the velocity a.
8. Show that when dS is normal to the incident light (94), the
indination factor is (1 +cos (J)/2. Plot this function against (J, and thus
show that each element dS of a wave gives zero amplitude immediately
behind the direction of wave motion. Using the fact that the energy is
proportional to the square of the amplitude of c/J, show that, taken
alone, each element sends out of its energy forwards in front of the
wave, and only i backwards.
9. A plane wave falls normally on a small circular aperture of radius b.
Discuss the pattern observed at a large distance I behind the aperture.
Show that with the formulae of 95, if the incident wave is cP =
a cos m(ct - z), then S = 0, and if P is the point (x, 0, I), then
2afb
c = AI -b J(b
2
_g2) . cos pg dg where p =2'TTx/A/,
4ab
2
f. Tr/2
= J:f 0 cos (pb cos 8) sin
2
8 d8.
Expand cos (pb cos 8) in a power series in cos 8, and hence show that
'TTab
2
{ 1(k)2 1(k
2
)2 1(k
3
)2 }
C=J:f 1-
2
I! +32! -43! + ... ,
where k = pb/2 = 'TTbx/A/. Since the system is symmetrical around the
zaxis, this gives the disturbance at any point in the plane z = I. It can be
shown that the infinite series is in fact a Bessel function of order unity.
It gives rise to diffraction rings of diminishing intensity for large values
of x.
10. The total charge q on a conducting sphere of radius a is made to
vary so that q =4'TTa 20', where 0' =0 for t < 0, and 0' =0'0 sin pt for
t > O. Show that if ;l(c =;I(m= 1, (98 equation (18' the electric poten-
tial cP at a distance R from the centre of the sphere is given by
cP =0 for ct <R - a,
2'TTacO'o
cP= pR {l-cosp[t-(R-a)jc] forR-a<ct<R+a,
A.. 4'TTacO'o. pa. ( R/) f R
'f' = R SID - SID P t - c or +a < ct.
P c
11. The wave represented by cP = A cos 2'TT(nt - kx +8 ) suffers phase
modulation in which 8 =a +b cos 211pt. a, band p are constants, and
b
2
may be neglected. Show that in addition to the wave of given
frequency n and amplitude A, combination tones appear, with fre-
quency n p, and amplitude 'TTAb.
12. The wave represented by cP = A cos 2'TT(nt - kx +8) suffers fre-
quency modulation in which n =no+ a cos 2'TTpt. a, no and pare
Examples 177
constants, a2 may be neglected and p no. Show that in addition to a
wave of frequency no and amplitude A, there are four combination
tones of frequency no p a and amplitude A14. It may be assumed
that at is small.
13. Consider the ordinary differential equation
d
2
X
dx 2 +f(x)X = 0
in which f(x) is a slowly varying function of x. Modify the WKBJ
method to show that when a solution is sought in the form
X(x) = exp (iZ(x,
then neglecting d
2
Z1dx 2 leads to the first approximation
Z(x) = ff1
/
2dx.
Hence, by using this result to approximate the neglected term
d ~ Z l d x show that the second approximation is
Z(x) = ff1
/
2dx +~ logf,
and the corresponding approximate general solution is
14. Waves propagate in the (x, z) plane in an inhomogeneous medium
in which the wave propagation speed c =c(x) is a function only of the
penetration x into the medium. By assuming a solution of the type
c/> (x, Z, t) = X(x) exp {i ("z - pt)},
show how the result of the previous question may be used to find the
approximate variation of the amplitude factor X(x).
9
Nonlinear waves
100 Nonlinearity and quasilinear equations
The linearity of a partial differential equation implies that any linear
combination of solutions of the equation will also be a solution. This
fundamental fact was first commented upon in 6 when introducing
superposibility of solutions and then, more generally, in 7 in justifica-
tion of the method of seperation of variables. In the event that a partial
differential equation is nonlinear this property is lost, and it becomes
impossible to employ separation of variable techniques, or any other
argument that depends on superposibility.
Nontinearity may enter a differential equation in many different
ways. For example, in our derivation of the wave equation for a string
in 17, we first obtained the nonlinear second order equation
(1)
Here the right-hand side is a nonlinear function of y and it only
becomes linear when we may neglect the term (:;)2. The situation is
somewhat different when studying the mechanics of compressible
fluids, for in the simplest case there are two simultaneous first order
equations that govern the flow in three dimensions:
conservation of mass
ap+div (pu) = 0,
at
equation of motion
au 1
-+u. grad u+- gradp =0.
at p
(2)
(3)
Nonlinearity andquasilinearequations 179
These relate the fluid velocity u, the density p and the pressure p. When
there is an adiabatic equation of state p = f(P), withf a known function
characterising the fluid in question. This last relationship between p
and p has already been used in the specific form
p =kp'Y
(4)
(5)
(6)
in Chapter 6, 63, equation (1) when discussing sound waves in an
adiabatic gas.
In this particular system of simultaneous partial differential equa-
tions nonlinearity enters in various forms. The term div (pv) is non-
linear because of the product of the two dependent variables p and u,
while u . grad u is nonlinear because u and its derivatives are multiplied
together. Finally the term (1/p) grad p is nonlinear both because of the
factor 1/p and because of the relationship between p and p given in
(4).
Naturally, the study of a system such as the one comprising equa-
tions (2) and (3) is more complicated than the study of the single
equation .(1), but although apparently very different, both have, in fact,
mote in common than is at first apparent. First, they are both examples
of what are called quasilinear partial differential equations. That is to
say, although their orders are different, in each case the highest order
derivatives occur only to degree one. Thus (1) is a second order
quasilinear equation and (2), (3) form a simultaneous first order
quasilinear system of equations. Secondly, it is always possible to
express a higher order equation as a first order system. Such a
reduction is not unique but this turns out to be unimportant in most
cases. To see one way in which this may be achieved for equation (1) set
u =ay/at, v =ay/ax, when (1) becomes
au 2(1 2)-2 av
-=c +v -.
at ax
To obtain the necessary second equation relating u and v we only need
to use the fact that as the second order derivatives are assumed to exist
and to be continuous we must have equality of mixed derivatives,
giving
av au
-=-
at ax
System (5), (6) of two first order quasilinear equations nowreplaces the
original second order equation. Although we shall not prove it here, it
(8)
180 Nonlinear waves
is a simple matter to check that solutions of (5), (6) are also solutions. of
(1).
It is most convenient to employ matrix notation when discussing
both linear and quasilinear systems. Let us illustrate this first in the
case of equations (5), (6). Define
and (7)
then (5), (6) can be written as the matrix equation
au+A au =0
at ax '
with
au au
- -
aU at
and
au ax
-= -=
at av ax av
- -
at ax
(9)
In the case of the system of equations (2) and (3), once the indicated
differentiations have been performed, it is easily shown that in the
one-dimensional case the matrix form of this system is
(10)
where
:J and u=[:J. (11)
Here we have used the result p = f(P) to write, in one space dimension,
dp ap 2ap
gradp =- -=a -, (12)
dp ax ax
where a
2
= dp/dp is the square of the local sound speed in the gas.
lOl Conservation equation
In many physical problems the equations that arise come directly from
the laws of conservation of some quantity, such as mass, momentum,
energy or electric charge. Such laws are called conservation laws, and
(13)
(14)
(15)
(16)
(17)
Conservation equation 181
they express the balance between the rate of outflowof a quantity from
a volume Vand the time rate of change of the amount of that quantity
that is contained within For a scalar quantity q such a conservation
law has the general form
aq+divh(q)= 0,
at
where h(q) is some vector function (linear or nonlinear) of q.
In one space dimension a matrix conservation law may be written
au+aF(U) =0
at ax '
with Uand F(U) both column vectors. When the equations from which
(14) are derived are linear constant coefficient equations it is always
possible to write F(U) = AU, with A a constant coefficient square
matrix. If the equations giving rise to (14) are quasilinear then column
vector F depends nonlinearly on the elements of U through its own
elements.
The situation is well illustrated by the one-dimensional form of the
two equations (2), (3) which, after a little manipulation, can be written
as conservation laws. Equation (2) is already in the precise form (13),
since in one dimension it becomes
ap
at ax
Equation (3) can be put into this same form if it is first multiplied by p
and then added to u times equation (2), for it may then be written
a a 2
at(Pu)+ax (pu +p)=o,
which merely expresses the conservation of momentum. So the matrix
conservation law expressing (2) and (15) is
au+aF=0
at ax '
with
U = [ P J and F = [ J.
pu pu +p
The nonlinear dependence of the elements of F on those of U is now
clearly apparent.
182 Nonlinear waves
102 General effect of nonlinearity
(18)
It is now necessary to make clear that the effect of nonlinearity in a
wave equation involves more than the loss of superposibility, for it can
also change the entire nature of the solution. In the first instance this is
best shown by a simple non-physical example.
Consider the single first order partial differential equation
au au
at +f(u)ax =0
for the scalar u(x, t) that is subject to the initial condition
u(x, 0)= g(x). (19)
Now the total differential du is given by
au au
du=-dt+-dx
at ax""
so that if x and t are constrained to lie on a curve C, then at any point P
on Cwe have
du = au +(dX) au
dt at dt ax'
(20)
where now dx/ dt is the gradient of curve C at point P.
Comparison of (18) and (20) now shows that we may interpret (18)
as the ordinary differential equation
(21)
du=O
dt
along any member of the family of curves C which are the solution
curves of
dx
dt = feu).
(22)
These curves C are called the characteristic curves of equation (18).
The solution of the partial differential equation (18) has thus been
reduced to the solution of the pair of simultaneous ordinary differential
equations (21) and (22).
Equation (21) shows that u = const. along each of the characteristic
curves C. The constant value actually associated with any characteris-
General effect ofnonlinearity 183
tic curve being equal to the value of u determined by the initial data
(19) at the point at which the characteristic curve intersects the initial
line t =O. Setting u =const. in (22) then shows that the characteristic
curves C of (18) form a family of straight lines. So, if we consider the
characteristic through the point (e, 0) on the initial line, we find after
integrating (22) and using (19) that the family of characteristic curves C
have the equation
(23)
where enow plays the role of a parameter.
Expressed slightly differently, we have shown that in terms of the
parameter e, U =gee) at every point of the line (23) in the (x, t) plane.
In physical problems t usually denotes time, so that it is then necessary
to confine attention to the upper half plane in which t ~ O.
The solution to (18) and (19) may be found in implicit form if eis
eliminated between u =gee), which is true along a characteristic, and
the equation (23) of the characteristic itself. We find the general result
u =g(x - tf(u )). (24)
Result (23) is probably more instructive than (24), because it shows
that if the functions f and g are such that two characteristics intersect
for t> 0, then since each one will have associated with it a different
constant value of u, it must follow that at such a point the solution will
not be unique. This can obviously happen however smooth the two
functions may be, since intersection of two characteristics depends
merely on the value of f(g(e)) that is associated with each of the
straight line characteristics. This is to say on the two points ~ 0) and
(e2, 0) of the initial line through which they pass. We conclude from
this that such behaviour of solutions is not attributable to any irregu-
larity in the coefficient f(u), or in the initial data u(x, 0) =g(x).
Behaviour of this nature has not been encountered elsewhere in this
book and it typifies an important feature of quasilinear wave equations
that we have not so far seen. Later we shall show that discontinuous
solutions called shocks are possible in solutions of equations of this
type. Their origin is attributable to precisely this sort of process,
though a more complicated method of analysis than we can present
here is required to show this for general quasilinear systems of wave
equations.
This example may be developed a little further, because the family
of characteristic curves C may have an envelope for t> 0, and since it is
a family of straight lines this envelope is easy to find. If an envelope is
184 Nonlinear waves
formed then the envelope marks the locus of points at which non-
uniqueness of the solution first starts and a shock forms (see 107 and
108).
Now it is a familiar result from elementary calculus that if a family of
curves C has the equation
<I>(x, t, ,) = 0, (25)
with, a parameter, then the envelope, when it exists, is found by
solving simultaneously (25) and the equation
a<l>
a, (x, t, ,) = o.
(26)
Applying these results to (23) shows that, in terms of the parameter e,
the envelope is defined by
and t=-l/{f(g(e))g'(')}. (27)
When t is time we shall only be interested in the case when t> O.
Differentiating (24) partially with respect to x gives
au g'(x - tf(u ))
ax =1+tg'(x - tf(u))f'(u)' (28)
showing au/ax becomes infinite whenever 1+tg'(x - tf(u ))f'(u) = o.
So, finally, inspection of (27) and (28) then makes it clear that au/ax
will actually become infinite on the envelope of the characteristics.
Hence, whenever an envelope exists, the solution will steepen as it is
approached.
Many physical effects owe their existence to this form of nonlinear
behaviour which has no counterpart in the linear theory of wave
equations. Typical of these effects is the formation of a bore in a river.
This occurs under certain conditions in a tidal river when the incoming
tide gives rise to an almost vertical wall of water (a bore), which then
propagates along the river in a remarkably stable manner for an
appreciable distance.
103 Characteristics
The notion of a characteristic curve introduced briefly in the previous
section requires generalisation if it is to be applied to quasilinear
systems of first order equations as typified by equations (10) and (11).
Characteristics 185
We now make this generalisation for the system
au au
-+A-+B=O
at ax '
(29)
in which U and Bare n element column vectors with elements
Ut, U2, , Un and b
l
, b
2
, , b
n
, respectively, and A is an n x n matrix
with elements a;j. The system (29) will be quasilinear if, in general, the
elements aij of A depend nonlinearly on Ut, U2, , Un. When B 0
the elements b
i
of B may, or may not, depend linearly on
Ut, U2, ,Un' It will be assumed throughout this section that the
elements b
i
and aij are continuous functions of their arguments.
It follows from what has been said so far that both of the simple
systems discussed in 100 are of the form (29), each with n = 2. They
are, however, homogeneous since in each case B== O.
Although x, t are the natural variables to use when deriving systems
of equations describing motion in space and time, they are not
necessarily the most appropriate ones from the mathematical point of
view. So, as we are interested in the way a solution evolves with time,
let us leave the time variable unchanged in system (29), but replace x
by some arbitrary curvilinear coordinate ~ and then try to choose ~ in a
manner which is convenient for our mathematical arguments. Accord-
ingly, our starting point will be to change from (x, t) to the arbitrary
semi -curvilinear coordinates
~ =~ x t),
t' = t. (30)
If the Jacobian of the transformation (30) is non-vanishing we may
thus transform (29) by the rule
a a ~ a at' a a ~ a d
-=- -+- -=- -+-
at at a ~ at at' at a ~ at'
a a ~ a at' a a ~ a
-=--+--=--
ax - ax a ~ ax at'- ax a ~
where, of course, a ~ / at and a ~ / ax are scalar quantities. This leads
directly to the transformed equation
au+a ~ aU+ a ~ Aau+B= 0
at' at a ~ ax a ~ ,
186 Nonlinear waves
the terms of which may be grouped to yield
aU (a
e
ae )au
-+ -I+-A -+B=O
at' at ax ae '
(31)
where I is the n x n unit matrix.
Equation (31) may now be considered to be an algebraic relation-
ship connecting the matrix vector derivatives au/at' and au/at. It is
then at once apparent that this equation may only be used to determine
au/at if the inverse of the coefficient matrix of au/at exists. That is to
say, if the determinant of the coefficient matrix of au/at is non-
vanishing. This condition obviously depends on the nature of the
curvilinear coordinate lines t(x, t) =const., which so far have been
chosen arbitrarily. Suppose nowthat for the particular choice t =cp the
determinant does vanish, giving the condition
l
alpI +alpAI = o.
at ax
(32)
Then because of this the derivative au/alp will be indeterminate on
the family of lines cp = const. Consequently, across such lines lp (x, t) =
const., au/acp may actually be discontinuous. This means that each of
the n elements au;!alp of au/alp may be discontinuous across any of
the lines lp = const. To find how, when they occur, these discontinuities
in au;!alp are related one to the other across a curvilinear coordinate
line lp =const., it is necessary to reconsider equation (31).
We shall now confine attention to solutions U which are everywhere
continuous but for which the derivative au/alp is discontinuous across
the particular line lp =k(say). Because of the continuity of U, and the
continuity of the elements aij of A and hi of B, the matrices A and B
will experience no discontinuity across lp = k. So, in the neighbour-
hood of a typical point P of this line, A and Bmay be given their actual
values at P. In equation (31) there is no indeterminacy of au/at' across
the lines lp = const., and as a/at' denotes differentiation along these
lines it must follow that au/at' is everywhere continuous and, in
particular, that it is continuous across the line lp =k at P.
Taking these facts into account and differencing equation (31) across
the line e== lp = k at P gives
(
alpI +alp A) [au] = 0,
at ax Pllalp P
(33)
Characteristics 187
where [a] =a- - a+ signifies the discontinuous jump in the quantity a
across the line lp = k, with a_ denoting the value to the immediate left
of the line and a+ the value to the immediate right at P. As the point P
was any point on this line the suffix P may now be omitted. The
operator a/alp is differentiation normal to the curves lp = const., so that
equations (33) express compatibility conditions to be satisfied by the
component of the derivative of U on either side of and normal to these
curves in the (x, t)-plane.
This is a homogeneous system of equations for the n jump quantities
[au;/ alp] == (au;/ alp)_ - (au;/alp)+ and there will only be a non-trivial
solution if the determinant of the coefficients vanishes. The condition
for this is
j
alpI +alpAI' = o.
at ax
However, along the lines lp =const. we have, by differentiation,
alp+alp dx = 0
at ax dt '
so that these lines have the gradient
dx alp/alp
dt = -at ax == A (say).
Combining (34) and (35) we deduce that A must be such that
lA-AIl = o.
(34)
(35)
(36)
(37)
Consequently the A in (35) can only be one of the eigenvalues of A,
and since (33) can be re-written
(A - A I [ ~ ] = 0,
the column vector [au/alp] must be proportional to the corresponding
right eigenvector of A. This, then, determines the ratios between the n
elements [au;/alp] of the vector [au/alp] that we were seeking.
As A is an n X n matrix it will have n eigenvalues. If these are real
and distinct, integration of equations (35) will give rise to n distinct
families of real curves C(l), C(2), ... , C(II) in the (x, t) plane:
e
(i). dx = , (i)
. dt 1\ ,
i = 1, 2, ... , n. (38)
188 Nonlinear waves
If x denotes a distance and t a time, the eigenvalues will have the
dimensions of a speed. Anyone of these families of curves e(i) may be
taken for our curvilinear coordinate lines ({J =const. The A(i) associated
with each family will then be the speed of propagation of the matrix
column vector [au/a({J] along the curves e(i)belonging to that family.
When the eigenvalues A(i) of A are all real and distinct, so that the
propagation speeds are also all real and distinct, and there are n
distinct linearly independent right eigenvectors r(i) of A satisfying the
defining relation
Ar(i) = A(i)r(i), for i = 1, 2, ... , n,
(39)
the system of equations (29) will be said to be totally hyperbolic. We
may, if we desire, replace the words right eigenvector by left eigen-
vector in this definition, where the left eigenvectors I of A satisfy the
defining relation
1
(i)A - \ (i'l.(i) f . - 1 2
- /\ '(, or I - , , ... , n. (40)
This follows because simple linear algebra arguments establish that
when n linearly independent vectors r(i) exist, then so also do n linearly
independent vectors l(i).
Hereafter our concern will be with such systems, since they charac-
terise the type of wave propagation that has been the object of our
study so far. The families of curves e(i) defined by integration of
equations (38) are called the families of characteristic curves of system
(29). A totally hyperbolic system (29) is thus one in which there are n
distinct real speeds of propagation of a disturbance, each of which
when characterised by the appropriate right eigenvector is different.
The precise nature of these differences will be examined shortly.
The relationship between characteristic curves and the solution
vector U to system (29) is illustrated in Fig. 37 in the case of a typical
element Uj of U. Here it has been assumed that initial conditions have
been specified for system (29) in the form
U(x, 0) = \}I (x ),
where the ith element Ui of U has for its initial condition Ui(X, 0) =
,h(x).
The line PO in the solution surface S is the one across which au;/ a({J
is discontinuous, and its projection onto the (x, t) plane is the charac-
teristic which has equation ({J(x, t) = k. Since such a line marks the
boundary between the different solutions to the left and right of it, it is
natural to think of the solution to the left of ({J = k as a propagating
Characteristics 189
o a
Fig. 37
Wavefront
Wavefront trace
x
disturbance wave, and the solution to the right as the solution in a
region not yet reached by the disturbance. With these ideas in mind we
shall call the line PO in S the solution surface wavefront, its projection
onto the (x, t) plane which forms the characteristic curve 'P = k the
wavefront trace, the region R
d
to the left of 'P = k the disturbed
region and the region R
u
to the right of 'P = k the undisturbed region.
At any time t1 the physical wavefront is at the intersection of the
wavefront trace and the line t = t1.
Since it was not necessary that au/d'P should be discontinuous
across the characteristics 'P = const., it must follow that continuous and
differentiable elements of the initial data Ui(X, 0) = f/J;(x) will also
propagate along characteristics. In the case of the element of initial
data at A, this will propagate along the characteristic 'P =k
1
(say)
starting from the point (XI, 0) which is the projection of A onto the
initial line. The characteristic 'P = k
1
is then the projection onto the
(x, t) plane of the path AB followed by the element of the solution
surface S that started at A. Characteristics corresponding to k =
k
2
, k
3
, k
4
etc., may be interpreted in similar fashion.
The way the constants -k
1
, k
2
, are assigned to different charac-
teristics is arbitrary, apart from the fact that 'P =const. are coordinate
lines so that k must be assignee monotonically along the initial line
t = o. If it is necessary to do this, then possibly the simplest and most
convenient method of parameterisation is to assign to the characteris-
tic through (x, 0) on the initial line the value 'P = x-a. This has the
190 Nonlinear waves
effect that the wavefront trace then becomes 'P = 0, while 'P < 0 in the
disturbed region R
d
and 'P > 0 in the undisturbed region R
u
It will help clarify ideas if we consider the specific problem from fluid
mechanics introduced in equations (10) and (11). The eigenvalues A
are determined by
IA- All =0,
which becomes
I
U-A PI"
2 =0
alp u-A '
giving
Setting
A(1)= U +a, A(2)= U -a, (41)
the families of characteristic curves Cl) and C
2
) defined "by (38)
become
c(l): :;= u +a and C(2): :;=u - a. (42)
Expressed in physical terms we see that in the C(l) family, disturbances
thus propagate with the sum of the fluid speed and the sound speed. In
the C(2) family they propagate with the difference of the fluid speed
and the sound speed.
The right eigenvectors r(l) and r(2) must, by (39), satisfy
(A- A(i)I)r(i) = O. (i = 1, 2) (43)
So, denoting the elements of rei) by r ~ i and r ~ we have from (11),
(41) and (43)
[
u-A(i) P ] [ r ~ i J .
21 (i) (i) =0, I =1, 2.
a p u - A r2
(44)
Since only the ratios of the elements of the right eigenvectors are
determined by (43) it is often convenient to normalise the eigenvectors
so that the first element is unity, when it follows from (44) that
r
1 ] r 1 1
r(l)= and r(2) = l J'
lalp -alp
(45)
Wave/ronts boundinga constant state 191
(46)
It may thus be concluded that wherever a wavefront exists, since the
form of U in (11) implies
[
alJll [[ap/ alp]]
a;] = [au/alp] ,
a comparison of (37) and (43) followed by the use of (45) will yield:
across a wavefront in the C(l) family of characteristic curves
[ap/alp] _ [au/alp]
1 - alp ,
and
across a wavefront in the C(2) family of characteristic curves
(47)
[ap/alp] _[au/alp]
1 - -alp ,
(46) and (47) have values appropriate to the where a and p in
wavefront.
This result generalises without difficulty, for suppose that the vector
r(i) with elements r ~ i r ~ ... , r ~ is the ith right eigenvector of A
corresponding to the eigenvalue A= A(i). Then across a wavefront
belonging to the C(i) family we may write,
(48)
where the elements of r(i) =r(i)(U) have values determined by U on the
wavefront. This is a result we shall have occasion to use again later.
104 Wavefronts bounding a constant state
In physical situations the solution vector U describes the "state" of the
system described by equations (29). It is thus convenient to refer to a
region in which U is non-constant as a disturbed state, and a region in
which U is constant as a constant state, irrespective of whether or not
the system involved described a physical situation. Our purpose here
will be to examine the simplification that results in equations like (46)
and (47) when a wavefront bounds a constant state.
First, as the elements aij of A are continuous functions of their
arguments, it follows directly that the eigenvalues A(i) of A are
(49)
192 Nonlinear waves
continuous functions of ajj, and hence of the elements ub U2, ... , Un of
U. Since U is itself continuous across a wavefront we conclude that
A(i) =Ag) =const., on a wavefront bounding the constant state U = U
o
,
where Ag)= A(i)(U
o
). From equations (38) we thus see that if a charac-
teristic curve from the ith family C(i) bounds a constant state, then it
must be a straight line.
If such a straight line characteristic cg) belonging to the ith family
C(i) bounds a constant state U =U
o
that lies to its right (say), then
because = =0,
[
au,] (au,) (au,) (au')
_1 = _1 _ _1 = _1 for j =1, 2, ... , n.
- +
Now au/at' is continuous across cg) while au
o
/ at' =O. Thus in the
disturbed region immediately adjacent to cg) the total differential dUj
reduces to
dUj = (aUi) for j =1,2, ... , n.
-
By virtue of (48) and (49) this is equivalent to
du = dm
lIT'
(50)
(51)
where K is some constant of proportionality. It proves convenient to
choose K so that the first element of Kr(i) becomes unity. Setting
j =1 in (51) then gives dUl = so that all the other differentials
dU2, dU3, ... ,dun become expressible in terms of dUl, because (51)
becomes
d
- (i) d f . - 1 2 dU - (i) d
Uj - rj Ul or J - , , , n or - r Ul. (52)
The convenience of this normalisation is well illustrated by means of
the eigenvectors given in (45) for the equations of one-dimensional
unsteady isentropic gas flow. We find that in the disturbed region
immediately adjacent to a wavefront belonging to the C(l) family of
characteristics that bounds a constant state uo, Po (in which a = ao), it
must follow from r(l) that
du = (ao/ Po) dp. (53)
The corresponding behaviour adjacent to a wavefront belonging to the
C(2) family that bounds this same constant state is, from r(2),
du =-(ao/Po) dp. (54)
Riemann invariants 193
A simple rule that is sometimes useful for deriving results of this
form follows by combining the matrix vector form of (52) and the
defining relationship
Ar= Ar
for the right eigenvector corresponding to the eigenvalue A.
Immediately adjacent to the constant state U = U
o
this gives the result
(A
o
- Aol) dU = 0, (55)
(56)
where A
o
= A(U
o
) and Ao = A(U
o
). Comparison of this result with
system (29) from which it was derived now yields the following rule.
Rule for compatibility for elements of dUe To find the
relationships that exist between the elements dul, dU2, ... ,dun of dU
in the disturbed region immediately adjacent to a wavefront that
bounds a constant state U = U
o
, the vector B in (29) should be
neglected, the undifferentiated variables should be replaced by their
constant state values, and in the differentiated terms the following
replacements should be made
a a
--+-Ad(.) and --+d(.).
at ax
For example, a term ap/at should be replaced by -A dp and one like
u aufdx should be replaced by Uo duo When applied to the scalar
equations represented by (10) and (11)which gave rise to (53) and (54)
this rule gives
-A dp+uodp+Podu=O,
2
ao
-A du +Uo du +- dp = O.
Po
Then, as before, we find
A&1) = Uo +ao,
(2)
A
o
= uo- ao,
while for a C(l) characteristic wavefront du = (aol Po) dp and for a C(2)
characteristic wavefront du = -(ao/Po) dp.
105 Riemann invariants
In this section we offer a brief discussion of an important technique
that can lead directly to a solution when certain calculations can be
performed, and which in any provides a valuable insight into the
194 Nonlinear waves
nature of solutions to a special class of problems. This method applies
to any totally hyperbolic system of two homogeneous first order
equations involving two dependent variables Ul, U2 of the general form
aUl aUl aU2
-+all-+a12-=O,
at ax ax
aU2 aUl aU2
-+a2l-+a22-=0,
at ax ax
which is subject to the initial data
Ul(X,O)=Ul(X) and U2(X,0)=U2(X).
(57)
(58)
The coefficients aij = aij(Ul, U2) will, in general, be assumed to be
functions of the two dependent variables Ul and U2, but not to have any
explicit dependence on the independent variables x and t. The system
(57) will be quasiDnear when aij = aij(ul, U2) and it will be Dnear in the
special case when the coefficients aij are all constants.
Defining A and U to be
enables equations (57) to be written
au+Aau=o
at ax '
(59)
when we know from 103 that the system will be totally hyperbolic
provided the two eigenvalues A(0, i = 1, 2 of
IA-AII=O (60)
are real and distinct and A has two linearly independent eigenvectors.
In place of the right eigenvectors r that were useful in 103, and which
were defined in (39), let us now make use of the corresponding left
eigenvectors 1defined in (40) by
1
(i)A = \ (1),,(;) f . 1 2
A '1, or 1= , . (61)
If, now, we pre-multiply (59) by I(i) and use (61) we obtain the result
I(i)(au +A(t)au) = 0, for i = 1, 2.
at ax
(62)
In this the bracketed expression will be recognised as the directional
derivative of U with respect to time along the family of characteristics
e(i). Denoting differentiation with respect to time along members of
the e(l) family of characteristics by d/da and differentiation with
respect to time along members of the e(2) family of characteristics by
d/d{3 enables us to replace (62) by the following pair of ordinary
differential equations which are defined
along the e(l) characteristics by
1(l)dU= 0
da '
and along the e(2) characteristics by
1
(2)dU = 0
d{3 .
(63)
(64)
Hence (3 = const., along e(l) characteristics and a = const., along
e(2) characteristics as indicated in Fig. 38.
x
Fig. 38
196 Nonlinear waves
Setting the left eigenvector I(i) = for i = 1, 2 then enables
(63), (64) to be re-expressed as
lP)du
1
+ = 0 along the e(l) characteristics (65)
da da
and
1(2)du
1
+1(2)du
2
= 0 along the e(2) characteristics. (66)
1 d{3 2 d{3
Since, by supposition, A depends only on uland U2, so also will the
coefficients of the left eigenvectors 1(1),1(2). Consequently, both (65)
and (66) will always be integrable along their respective characteris-
tics, though they may first require multiplication by a suitable integrat-
ing factor IJ-.
Integrating (65) with respect to a along the e(l) characteristics, and
(66) with respect to {3 along the e(2) characteristics gives:
along e(l) characteristics
f dUl +f dU2 = r(f3)
and
along e(2) characteristics
f dUl + f dU2 = s(a),
(67)
(68)
(69)
where r, s are arbitrary functions of their respective arguments {3 and
a. The two families of characteristics are themselves given by integra-
tion of the equations
e
(i) dx = 1 (;) f . 1 2
. dt 1\, or I = , .
The functions r({3) and s(a) are called Riemann invariants and, by
virtue of their manner of derivation, rand s are constant along their
respective families of characteristics. To be more precise, r({3) is
constant along any e(l) characteristic, though as it is a function of {3,
which in turn identifies the characteristics, it will, in general, be
different for different characteristics. Correspondingly, s(a) is con-
stant along any e(2) characteristic, though here again the constant will
be different for different characteristics depending on the value of a
associated with each characteristic.
Equations (67) and (68) enable Ul and U2 to be expressed in terms of
rand s, the values of which are determined at points of the initial line
t = 0 by the initial data (58). Suppose rep) in (67) is denoted by
R(Ub U2) and s(a) in (68) is denoted by S(Ul, U2). Then along the C(1)
characteristic issuing out from the point (xo, 0) of the initial line in the
sense of increasing time we have from (58) and the property of rep)
that
R(Ul, U2)= R(Ul(XO)' U2(XO))' (70)
Similarly, along the C(2) characteristic issuing out from the point (Xl, 0)
of the initial line in the sense of increasing time we have from (58) and
the property of s(a) that
S(Ul, U2) = S(Ul(Xl), U2(Xl)). (71)
Solving these two implicit equations for Ul and U2 then determines
the solution at the point P in Fig. 38 which is the point of intersection of
the C(1) and C(2) characteristics along which the respective constant
values of Rand S are transported. In principle the initial value
problem is now solved, since as the points (Xo, 0) and (Xl, 0) of the
initial line were arbitrary, so also is the point P which may be anywhere
in the upper half plane. However, in any particular case, the task of
solving the two implicit relationships and of finding the characteristic
curves in order to determine their point of intersection P is usually
difficult. Nevertheless, this method of solution can often be used to
solve problems and it is, in any case, of considerable theoretical
importance.
To illustrate the method we apply it to the system of equations (10),
(ll)which are of the precise form given in (57). The eigenvalues of this
system have already been found in (41) and the characteristic curves
follow by i n t ~ r t i o n of (42). A simple calculation shows that the left
eigenvector 1(1 corresponding to A (1) = U +a is
I
1(1) = (1, p/a) (72)
and the left eigenvector corresponding to A(2) = U - a is
1(2)=(1,-p/a). (73)
Making the identifications Ul =p, U2 =U equations (65), (66) then
become
dp +p du = 0 along C(1) characteristics (74a)
da a da
198 Nonlinear waves
and
dp _ p du = 0 along e(2) characteristics. (74b)
d ~ a d ~
As a =a(p), the integrating factor is seen by inspection to be
I-' = a/p, so that (67) and (68) become
J; dp +u = r(jJ) along e
'
)characteristics (75)
and
J;dp - u = s(a) along C(2) characteristics. (76)
If the gas law p = kp'Y is assumed then, since a
2
= dp/dp, it follows
that (75) and (76) finally take the form
2a
-+u r ~ (77)
'Y- 1
is constant along e(l) characteristics, and
2a
--u=s(a) (78)
'Y- 1
is constant along e(2) characteristics. Hence, working in terms of a
rather than p, we find
a = ('Y -1)(r+s )/4, u = (r-s)/2, (79)
showing, as has already been remarked, that it is possible to express the
dependent variables in terms of the Riemann invariants. The determi-
nation of the characteristics by integrating
(80)
is, however, only possible in special cases.
We shall look in more detail at an important special case of Riemann
invariants in the next section, but in the meantime we conclude this
section by making an application of the method to a linear problem.
This both enables us to solve a complete problem and to illustrate the
use of the method in the linear case.
Consider the pair of equations
aUl+au2=0
at ax '
where
Ul(X,O)=e
x
and U2(x,0)=e-
x
Then the matrix A in (59) is

A= [ ~ ~
(81)
(82)
so that the eigenvalues and left eigenvectors are easily seen to be
,.\(1)=1, ,.\(2)=-1, 1(1)=[1,1], 1(2)=[1,-ll
The problem is thus seen to be totally hyperbolic. When integrated,
equations (65) and (66) give
Ul +U2 = r(f3) along e(l) characteristics
and
Ul - U2 = s(a) along C
2
)characteristics.
The characteristics follow by integrating (69) to get
e(l): x =Xo +t and e(2): x =Xl - t,
(83)
with Xo and Xl arbitrary constants of integration.
Using the initial data (82) shows that at the point (xo, 0) of the initial
line
ui(xo, 0)+U2(XO, 0)= eXo + e-
xo
= 2 cosh Xo
while at the point (xt, 0) of the initial line
Ul(XlO)- U2(X, 0) =e
X1
- e-
X1
=2 sinh Xl.
Hence it follows directly that the Riemann invariants are
Ul(X, t)+ U2(X, t) = 2 cosh Xo
along the e(l) characteristic through the point (xo, 0) of the initial line
and Ul(X, t)- U2(X, t)= 2 sinh Xl
along the e(2) characteristic through the point (Xl, O)of the initial line.
200 Nonlinear waves
Using the results Xo = x - t, Xl = X +t that follow from the equations
(83) describing the characteristics then shows
U1(X, t) =cosh (x - t)+sinh (x +t),
U2(X, t) = cosh (x - t)-sinh (x +t).
It is a simple matter to verify that these results both satisfy the
original equations (81) and the initial conditions (82) so that they are,
indeed, the solution to our problem. See 109, question 17, for the
connection that exists between this method of solution and d' Alem-
bert's method of solution for the wave equation.
106 Simple waves
When one of the Riemann invariants r or s is identically constant, the
corresponding solutions of equations (57) of 105 are known as simple
wave solutions. That is, simple wave solutions occur either when
r(p)ero=const., or when s(a)=so=const., and we now deduce the
basic properties of this fundamental class of solutions directly from this
simple definition.
Suppose, for example, that s(a)= so, then equations (67) and (68)
may be written
!11(U1)+!12(U2) = r(f3) along e(l) characteristics (84)
and
121(u1) +!22(U2) = So along e(2) characteristics, (85)
where
ht(Uj) =J J i dUj. (86)
This shows that everywhere along a e(l) characteristic specified by
{3 = (30 = canst., say, Ut and U2 must also be constant, for they are the
solution of the nonlinear system of simultaneous equations
!11(U1)+!12(U2) = r(l3o),
and
!21(U1) +h2(u2) = so
The actual constant values associated with U1 and U2 along this
characteristic are U1 =U1(t'), U2 =U2(t') determined by the values
Simple waves 201
of the initial date (58) at the point (t, 0) of the initial line through
which this C(1) characteristic passes. Any function of Ul and U2 will
also be constant along this characteristic as, in particular, will be
A(l)(UI(t), U2(t)) = A(1)(t), say. Consequently, as the C(1) characteristic
is found ftom (69) by integrating
C(l): :;= A(1)(t),
it must be the straight line
x = t +tA(l)(t). (87)
(88)
As f30 and hence " were arbitrary, this result implies that by allowing
, to move along its permitted interval on the initial line, so (87) will
generate a straight line family of C(l) characteristics. Conversely, had
we set r(f3)= ro, it would then have followed that the C(2) family of
characteristics was a family of straight lines along each of which uland
U2 were constant.
If the C(l) family of characteristics converges they will generate an
envelope in the (x, t)-plane at each point of which the solution Ul and
U2 will become non-unique, as in 102. This depends on the function
A(1)(,), and the envelope, when it occurs for t > 0, is then given as in
102 by solving the pair of equations
,+tA(1)(,)_ x = 0,
and
dA(l)
1+t d, =0.
When this envelope is required, rather than attempting to eliminate,
between these two equations, it is usually simpler to solve for x and tin
terms of t as a parameter. A corresponding situation exists when
rep) == '0 and it is the C(2) family of characteristics that comprise the
straight line family.
By analogy with the situation in gas dynamics, when a straight line
family of characteristics converges, the associated simple wave is often
called a compression wave, whereas when it diverges, the associated
simple wave is called an expansion wave.
The property that in a simple wave uland U2 are constant along the
straight line characteristics means that simple wave solutions are the
ones that must occur adjacent to a region of constant state, as first
discussed in 104 (see also 109, question 19). This fundamental
202 Nonlinear waves
property of simple waves makes them useful when piecing together
solutions to more complicated problems, as will be illustrated in the
next section.
107 The piston problem
The actual use of a simple wave solution to piece together a more
complicated solution is well illustrated by the so-called piston problem
in gas dynamics. This one-dimensional unsteady problem involves
determining the gas motion induced in a semi-infinite tube filled with
gas, that is initially at rest, when a piston closing one end is caused to
move. If the piston is withdrawn from the tube in a smoothly acceler-
ated manner for a time t1, after which the speed of withdrawal remains
constant, the piston path will follow a curve in the (x, t) plane like the
dotted line in Fig. 39(a).
In Fig. 39(a) the initial region in which the gas is at rest, so that there
u = 0, p = po, a = ao, is denoted by (I), and the characteristic C&l) that
bounds it and passes through the origin is obtained by integrating
dx
dt = (u +a)o = ao,
so that cg) has the equation x =aot.
0
1
) expansion
simple wave
(a)
Fig. 39
(b)
If point P is the point on the piston path after which the piston
withdrawal velocity r m i ~ constant at V, say, then region (II) is a
simple wave region and it is traversed by a family of straight line C(l)
The piston problem 203
characteristics, each of which issues out from a point of the piston path
between 0 and P. The gradient of a typical member of these charac-
teristics through point Q will be the sum of the sound speed a and the
piston velocity at Q, since unless there is a vacuum at the piston face
the piston and gas velocity must be the same. As the piston velocity
remains constant after P, the straight line C(l) characteristics travers-
ing region (III) will all be parallel, indicating that this is a constant state
region in which U = UI, P = pI, and a = al. This has thus provided a
physical example of the way in which a simple wave region connects
two different constant state regions (I) and (III).
A different situation arises if the piston is suddenly withdrawn with
the constant velocity V. The piston path in this case is the straight
dotted line with gradient V that is shown in Fig. 39(b). In this case the
family of straight line C(l) characteristics must all radiate out from the
single point 0 in order to traverse the simple wave region (II). Such
simple waves are called centred simple waves. The bounding charac-
teristic Cb
l
) through 0 will, of course, again be the straight line x = aot.
If the piston starts from rest and is pushed into the gas in a smoothly
accelerated manner, as shown in Fig. 40, the C(l) characteristics
t
uC-r)
"
/
/
~
~ < Y
~ o
~ ~ (II)
/
/
Fig. 40
x
originating from points on the piston path will converge in region (II)
and form an envelope starting at P. The shape of this envelope will be
described by equations (88) in 106. Point P represents the start of a
gas shock, across which gas velocity and density are discontinuous.
204 Nonlinear waves
Region (I) bounded by the characteristic with the equation x = aot
will be as before. We return to this problem at the end of this section
when we will determine the precise location of P on the characteristic
C
(l)
o .
Let us now examine in detail the centred simple wave shown in Fig.
39(b). The Riemann invariants for this case have already been found in
equations (77) and (78) of 105. The family of straight line C(l)
characteristics through 0 that traverse (II) have the equation
(89)
(92)
(91)
where is a parameter, with C&l) corresponding to = ao.
All the C(2) characteristics must enter the constant state region (I) in
which u = 0, (J = (Jo, a = ao, so that the Riemann invariant s(a) in (78)
must be identically constant and of the form
2a 2ao
---u=--.
y-1 y-1
This shows that
u = (y
2
l)(a - ao), (90)
but since, from (89), dx/dt = along C(l) characteristics, which are
themselves defined by dx/dt = u +a, we have =u +a so that elimina-
tion of a then gives
u =
Elimination of u between (90) and (91) shows
a =(Y - 1) + 2ao
y+1 y+1'
and between (89), (90) and"(92) we now have the complete solution to
our problem. In terms of x and t we have
u = (y
and
(
y -1)(X) 2ao
a= y+1 t +y+1'
The piston problem 205
which specifies u and a, and hence p, at points in simple wave region
(II) of Fig. 39(b).
As a
2
=dpjdp =ykp Y-\ it follows that p =when a =0, so that
setting a = on (92) shows that the critical value ~ = ~ c at which this
happens is
2ao
~ c I
y-
The corresponding critical speed U
c
at which the gas density reduces to
zero is, then, from (91),
2ao
U
c
= - y-l
This speed is called the cavitation speed and if the piston withdrawal
speed V exceeds U
c
there will be a third region (III) in the flow in which
there is a vacuum. Such a situation is shown in Fig. 41 in which from
(89) and (96) the cavitation line has the equation x = -2a
o
tj(y -1). It
t
o
Fig. 41
x
should be remarked that the non-uniqueness of the solution at the
origin in this centred simple wave is immediately resolved in this
expansion process. The term expansion that is used here derives from
the fact that as ~ increases from ~ = ao, corresponding to cg>, so the
gas velocity u increases and the sound speed a, and hence the density p,
decreases. The converse occurs in the situation illustrated in Fig. 40, so
that there the physical process corresponds to a compression wave.
(93)
206 Nonlinear waves
To complete our examination of the piston problem let us now
determine the location of the point P, with coordinates (xp, tp), at
which a shock first forms on the advancing wavefront cg) when the
piston is pushed into the gas.
It follows directly from (91), and the fact that a2 = 1kpy-1, that
throughout the simple wave region (II) in Fig. 40,
(
1 -1)
a =ao+ -2- u,
and
_ { (1-1) }2/(Y-1)
p -Po 1 + 2 u .
ao
These equations relate both a and p throughout the simple wave
region (II) to the single variable u. To find out how u varies let us now
substitute a and p into the equation of conservation of mass given in
100, equation (2) (equation (3) would serve equally well).
After a straightforward calculation we find that u must satisfy the
quasilinear equation
au+{ao +(1 +1) u} au = o.
at 2 ax
Arguing as in 102, we see that (93) is equivalent to the pair of
ordinary differential equations
du dx (1+1)
dt = 0 along the curves dt = ao + -2- u,
(94)
so that u = const., along members of the family of characteristic curves
that are obtained by integrating the second equation in (94).
Now suppose that the piston path in the (x, t) plane is given in terms
of time by the equation x=u(t), with u(O)=O and (du/d'T)'T=o=
u'(O)= 0, so that the piston starts from rest at the origin. Then at the
point Q on the piston path in Fig. 40 with coordinates (u('T), 'T), the
piston velocity will be u' ('T). As u = const., along the characteristics of
equation (93), and u equals the piston velocity at Q, the equation of the
straight line through Q obtained by integrating the
second equation of (94) is
(95)
Discontinuous solutions andshock waves 207
As in 102, the envelope of this family of straight line characteris-
tics, with 7 as parameter, is obtained by eliminating 7 between (95) and
the equation that is obtained when it is differentiated partially with
respect to 7 to yield
Since our concern is only with the location of the start of the
envelope at point P on the characteristic ~ l through the origin, and
not with the entire envelope, we require to take point Q to be at the
origin. This is equivalent to setting 7 = 0, when from (95), (96) and the
initial conditions for O'(7} and 0"(7) we discover that
2ao
t
P
=(y+l)O'''(O} and xp:-aotp.
(97)
This is the required result and shows that the time of shock forma-
tion tp is determined by the initial acceleration 0'''(0) of the piston. If
O'''(O} > 0 the shock will form a finite time after the start of the motion,
but if O'''(O} < 0 then no shock will form. The former case corresponds
to pushing the piston into the gas, and the latter to withdrawing the
piston. If the piston is pushed in impulsively, so that the initial
acceleration is infinite, then (97) shows that the shock will form
immediately on the piston face.
108 Discontinuous solutions and shock waves
The development of a non-unique solution to a quasilinear hyperbolic
equation has already been encountered in several different contexts. In
the physical world this non-uniqueness usually manifests itself in the
formation of solutions which are discontinuous across some surface. In
gas dynamics these discontinuous solutions are called shocks, and
across a shock the gas velocity and density change discontinuously.
When discontinuities of this type propagate in a gas they are called
shock waves. By analogy, the term shock wave is also often used even
when the discontinuities occur in media other than gases as, for
example, when discontinuous stress waves propagate in solids. In the
remainder of this chapter we shall examine in fairly general terms the
type of discontinuous solution that is allowed by systems of conserva-
tion laws.
208 Nonlinear waves
The starting point will be the general scalar conservation equation in
three space dimensions and time which may be written
au +div f=
at 0 ,
(98)
(100)
where the scalar u = u(r, t) is a function of the position vector rand
time t, and f = f(u) is a vector function of u. To deduce the nature of the
discontinuous solutions u that are permissible in (98) we first establish
a general theorem. This will be required in order to allow for the
possibility that the discontinuity, or shock, may occur across a moving
surface.
Consider an arbitrary surface Set), moving with velocity q, that
bounds a volume Vet) in which a differentiable scalar function u is
defined.
Then setting
1=J u d ~ (99)
V(t)
we notice that 1 will change in the time increment 5t both because u is
time dependent and because the volume Vet) bounded by Set) will
change as Set) moves. To the first order, in the time increment 5t the
integrand of 1 changes from u to
u+ ~ ~ 5t.
To deduce the effect of the change of volume we also notice that the
vector surface element dS of Set) moves a distance q 5t in time
increment 5t, so that the corresponding element of volume change due
to movement of the surface must be q . dS 5t. The increment in 1 due to
this change will be uq . dS 5t. Adding these results and integrating the
two separate contributions over Vet) and Set), respectively, gives
1+51=J {oU+(au)5t}dv+J uq.dS5t.
V(t) at 5(t)
Substracting equation (99) from this result, dividing by 5t and proceed-
ing to the limit as 5t -+ 0, finally leads to the rate of change theorem
D J J (au) J - u dV= - dV+ uq.dS.
Dt V(t) V(t) at 5(t)
Here the notation DIDt has been used to denote the total derivative as
seen by an observer moving with velocity q (see 46, Chapter 5).
(102)
Application of the Gauss divergence theorem to result (100) enables
it to be expressed in the following alternative form which is more
convenient for our purposes
D
D f u dV= f (au +div (uq)) dV. (101)
t Vet) vet) at
We now use this theorem to derive the discontinuity conditions, or
the so-called jump conditions, for a solution u to the scalar conserva-
tion law (98). In doing so we assume that a discontinuity surface exists
and that an arbitrary part of it, S*(t), divides the volume Vet) into
volumes Vo(t)and VI (t), and the boundary surface S(t) of V(t) into the
two surfaces So(t) and Sl(t), respectively. The value of functions on
adjacent sides of and arbitrarily close to S*(t) will be denoted by the
suffixes 0 and 1, according as S*(t) is approached from Vo(t) or V
1
(t),
respectively.
Using the expression for aufat from (98) in theorem (101), applying
the Gauss divergence theorem again and assuming that u has no
singularities other than the discontinuity then gives
D
D J u dV = f (uq - f) . dS.
t vet) Set)
Substracting from this equation the corresponding equations in which
Vet) is identified, respectively, with Vo(t) and V
1
(t), and the surface
Set) with the corresponding surfaces bounding these volumes, shows
that
J
(uq-f)o. dSS+J (Uq-f)l. dst=O, (103)
SIll(t) SIll(t)
where dSr is the outwardly directed vector surface element of S*(t)
>Vith respect to lI;(t). However,
~ = -dSt = ndS*,
say, where n is the outward drawn unit normal with respect to Vo(t).
Thus as S*(t) is an arbitrary part of the discontinuity surface it follows
directly from (103) that across S*(t)
(uq-f(u))o. n-(uq-f(U))l . n= O. (104)
Employing the notation na] to denote the discontinuous jump ao- al
in the quantity a across any point of S*(t) allows (104) to be
210 Nonlinear waves
re-expressed as
in which
[Au -0. f(u)B = 0,
A=o.q
(105)
(106)
(107)
is the speed of propagation of the discontinuity along the normal to
S*(t).
This is the general result we were seeking in respect of discontinu-
ous, or shock, solutions to law (98). It is an algebraic
relationship that must be satisfied at each point of the discontinuity
surface and it connects the values of u on adjacent sides of the surface
with the speed of propagation Aof an element of the surface along its
normal. It should, however, be observed that although (105) describes
the magnitude of the jump HuB, because of the nonlinearity it does not
necessarily determine the sense of the jump across S*(t).
If instead of a scalar conservation law like (98) a system of simul-
taneous conservation laws is involved, result (105) must be applied
individually to each one. The resulting system of algebraic jump
conditions must then hold simultaneously. It is important at this stage
to recognise that the discontinuity or shock speeds Athat are permitted
in such a system will not, in general, be the same as the characteristic
speeds A, though for a system of n conservation laws they will both
equal n in number. Only when the conservation laws are linear
constant coefficient equations will the Aand the A always coincide.
To see this consider the one-dimensional system of conservation
laws
au+aF =0
at ax '
as in (14), but with F= AU and with A an n x n constant coefficient
matrix. Then system (107) is equivalent to
au+Aau=o
at ax '
and so will be hyperbolic if the n eigenvalues A(i) satisfying
lA-AIl =0 (108)
are all real and the corresponding n eigenvectors (left or right) are
linearly independent.
Now in one space dimension the discontinuity surface, or shock, will
be planar and (105) reduces to
[Au - f(u)ll = 0,
(109)
so that when this condition is applied simultaneously to each of the n
conservation laws in system (107) it is easily seen that we arrive at a
system of equations that can be put into the form
(A- AI)IUll =O. (110)
(111)
For this homogeneous system to have a non-trivial discontinuous
solution we must require that
IA-AII=O.
This shows, by comparison with (108), that in this case A == A, and that
both are the eigenvalues of the constant coefficient matrix A. The jump
vectors IUD are then proportional to the corresponding right eigenvec-
tors of A.
Returning once more to systems of n quasilinear conservation laws,
but now considering only the one-dimensional case, we see from (l05)
that discontinuous or shock solutions to the conservation system
au+aF =0
at ax
must satisfy the matrix jump conditions
IAU- F(u)D =0, (112)
where, as previously, U and Fare n element column vectors. It follows
from (106) that A.is the speed of propagation of the planar discon-
tinuity surface, or shock, along its normal.
Because of a special result in gas dynamics which we discuss later,
the general result (112) is often called the generalised Rankine-
Hugoniot relation that is to be satisfied by a discontinuous solution to
system (111).
To conclude this section let us now apply these results to one-
dimensional gas shocks. The equations that govern the gas flow are:
(113)
212 Nonlinear waves
conservation of momentum
a(pu) a (p 2 ) 0
---"----'- +- u +p =
at ax '
conservation of energy
a l2 a l2 }
-(2pU +pe)+-{u(2PU +pe +p) =o.
at ax
(114)
(115)
Equations (113) and (114) have both been encountered before, but
equation (115) is new and describes the energy of the gas in terms of its
density p, the gas velocity u, the gas pressure p and the specific internal
energy e of the gas. The form of e depends on the nature of the gas, but
for most purposes it is justifiable to assume a perfect gas and to set
e= p
p(-y -1)'
(116)
where -y is the adiabatic exponent for the gas.
Applying (105) to each of these results then shows that the jump
conditions across a gas shock are determined by
[Ap-puD=o,
[Apu -(pu
2
+p)D =0,
[A ~ u 2 +pe) - u ~ u 2 +pe +p)D = o.
It proves convenient to re-express these results in terms of
u= u -A,
(117)
(118)
(119)
(120)
which is the gas speed relative to an observer moving with the shock at
the speed A. These results the become
[puD = 0, (121)
[puu +pj,
= o.
(122)
(123)
In this form (121) may be interpreted as asserting that the mass flow
m through a unit area of the shock in a unit time is constant, so that
(124)
(125)
where the suffixes 0, 1 are used to denote quantities on adjacent sides
of the discontinuity surface. In gas dynamics a discontinuity surface is
only called a shock when there is a mass flow across it, so that fluid
particles actually cross a gas shock. It is conventional to refer to the
side of a gas shock through which gas enters as the front of the shock or
as the side ahead of the shock. The other side is called the back of the
shock or the side behind the shock. We shall take the suffix 0 to refer to
the side ahead of the shock and the suffix 1 to refer to the side behind
the shock.
We remark here that discontinuity surfaces across which no mass
flow takes place can also occur in fluid mechanics. These are called
contact discontinuities, and they separate fluids belonging to different
thermodynamic states in which the flow is tangential to the discon-
tinuity surface.
The jump conditions (121) to (123) have been derived quite
generally for an element of a plane shock wave moving with the local
speed Aalong its normal. In a steady state situation the value attri-
buted to Awill determine how the shock moves relative to the
reference frame in which Ais measured. If, for example, we set A= 0
the shock will be stationary, whereas if we set A= - uo, then Uo = 0 and
the shock will propagate with speed Uo into the gas of region 0 which is
then at rest.
When the gas is perfect, so that the specific internal energy e is
determined by expression (116), use of (124) enables us to re-write the
energy equation (123) in the form
!m[u
2
] + m1[P'Tj +[upj = 0,
y-
where 'T = 1/p is called the specific volume of the gas. If, now, we
multiply the momentum equation (122) by +U1), which is the
214 Nonlinear waves
average of the gas speeds on either side of the shock, and again use
(124) we find
!m[u
2
] =-!(Uo+Ut)[p],
so that (125) becomes
(126)
(127)
m 1 [
--1[PT]-2(UO+Ut)[p]+ up] =0.
1-
As the speed Aof the shock must be continuous across the shock it
follows from (119) that
or, equivalently, that
[u] = [U]
m[T] = [U].
(128)
(129)
(130)
So, applying the identity
[PO] = !(P
O
+Pt)[O] +!(OO+ OI)[P]
to the second and third terms of (127), using (129) and cancelling the
non-zero factor m, finally reduces it to
~ l [ ] +!(PO+PI)[T] , o.
1-
We remark, in passing, that this relationship, which is equivalent to
the more general result
[e+!(po+pt)T] =0, (131)
is the thermodynamic relationship known in gas dynamics as the
Rankine-Hugoniot relation. It is, of course, for this reason that the
name generalised Rankine-Hugoniot relation was given to the general
matrix jump condition (112).
By introducing the ratio r = To/ TI (=ptlPo), where as before the
suffixes 0, 1 refer to conditions ahead of and behind the shock,
respectively, it is a simple matter to show from (130) that
PI (1+ 1)r-(1- 1)
Po = (1 +1) - (1 - l)r
(132)
This result is important because it relates the four quantities
Po, PI, Po, PI across a shock and enables anyone of them to be
determined in terms of the other three. As the pressure ratio ptlPo is
(133)
Discontinuous solutions and shock waves 215
inherently positive, the numerator and denominator of (132) must be
of the same sign, so that as y> 1 we arrive at the condition
y-1 y+l
--<r<--.
y+1 y-l
Inspection of this inequality reveals that from the mathematical
point of view the density ratio r across a shock may assume values both
less and greater than unity. When r> 1 the shock will then involve a
compression, but when r < 1 it will involve an expansion, or rarefac-
tion. Clearly in any physical situation the sense of change of the density
and the corresponding pressure jump across a shock will be uniquely
determined, yet as it stands (133) will allow either a compression or a
rarefaction shock to occur. This ambiguity involving which of the two
types of mathematically possible shock should be used must be resol-
ved if our result is to be related to the physical world.
Expressed differently, we have found that in a given situation it is
mathematically possible for either a compression or a rarefaction gas
shock to occur as a solution to the jump conditions, but the uniqueness
we expect of situations in the physical world demands that somehow
we choose between them. As rarefaction shocks have not been ob-
served experimentally we must reject them as non-physical and,
accordingly, confine r to the interval.
y+l
1::$; r <--. (134)
y-1
This condition, which has been proposed here on the basis of experi-
mental evidence, is now sufficient to ensure uniqueness for gas shock
solutions to the jump conditions (121) to (123).
It is, indeed, a feature of the generalised Rankine-Hugoniot relation
(112) that to obtain a unique shock solution it is necessary to supple-
ment the relation by some further condition such as (134). Although it
will not be done here, it is not difficult to show that in gas dynamics the
physically meaningful compression shock can be selected simply by
appeal to the thermodynamical requirement that the entropy ofthe gas
flow should not decrease across a shock. That is, this entropy inequality
is equivalent to condition (134), since across a rarefaction shock the
entropy would decrease, thereby violating the second law of ther-
modynamics.
In other physical situations different criteria must be used to select
the physically meaningful shock solutions from the mathematically
possible ones. Usually these amount either to an energy inequality or
216 Nonlinear waves
to the assumption that only a physically meaningful shock is stable with
respect to small disturbances. For example, when studying the
behaviour of a bore in a river (see 102), the inequality condition that
is used in place of (134) is that since there is no energy source in the
discontinuity surface that represents the bore, fluid cannot gain energy
when passing through such a discontinuity surface. An idealised
version of this situation is shown in Fig. 42 where the bore is moving to
the left from water of depth hI into water of depth h
o
(see 109
question (23)).
y
--------.-------
Fig. 42
109 Examples
1. Give an alternative to the new variables u, v introduced in 100 to
reduce equation (1) to a quasilinear systemof two first order equations.
2. Use matrix notation to write out the system of equations (2) and (3)
when u is a three dimensional vector with components u, v, w. Define
all matrices that are used.
3. Use matrix notation to write out the one-dimensional form of
Maxwell's equations
aH
curl E = - !J-O"m- and
at
aE
curl H= EO"e-
at
when E and H depend only on the x coordinate and the time t.
Examples 217
4. Express the result of the above question as a matrix conservation
law
au aF
-+-=0
at ax '
defining the four element column vectors U and F(U) that are
involved.
5. The one-dimensional long wave approximation for water waves
leads to the equations
au au ac dH
-+u-+2c---=0,
at ax ax dx
ac ac au
2-+2u-+c-=O,
at ax ax
Here u is the horizontal veloci ty component, c = J(gh) is the surface
wave propagation speed, with h the depth of the water and g the
acceleration due to gravity, and H(x) =gY(x), with y + Y(x) =0 the
equation of the sea-bed relative to an origin in the equilibriumsurface.
By inspection in the case of the first equation, and by inspection after
multiplication of the second equation by a simple factor, express the
equations as a matrix conservation law.
6. Derive the parametric equations of the envelope given in 102,
equation (27).
7. Find the parametric form of the characteristic curves and the
implicit solution of
au au
-+u-=O
at ax
when u (x, 0) = sin x. Hence find and sketch the envelope of the
characteristics for t> 0 in the interval 0 < x 211". Show that this
equation can be written as a conservation law. Compare this conserva-
tion law with 101, equation (15), when p and p are constant.
8. Consider the equation
au au
-+tanh u-=O
at ax'
218 Nonlinear waves
when
(a) u(x, 0)= tanh-
1
x
(b) u(x, 0) = -tanh-1 x.
Show that in case (a) the solution is defined for all x and t > 0, but
that in case (b) the solution is not defined for t 1.
9. Show that the system of equations (7) and (8) in 100 is totally
hyperbolic and that the wave propagation speeds are
10. By writing equation (6) of 64 in the form of a first order
quasilinear system, show that the equation governing sound waves in a
gas is totally hyperbolic. Hence show that the speeds of wave propaga-
tion described by this equation are
A= .J('YPo/ Po)[1 +a{/axr('Y+
1
)/2
11. Write the equations in question (5) above in the form of a system
and hence show that the long wave approximation for water waves is
totally hyperbolic. Showalso that the speeds of wave propagation are
A=uc.
12. Steady two-dimensional irrotational isentropic gas flow is gov-
erned by the equations
2 2 au (au av) 2 2 av
(a -u )--uv -+- +(a -v )-=0,
ax ay ax ay
where (u, v) are the components of the fluid velocity q in the x and y
directions, and a is the local speed of sound. Show that these equations
are only totally hyperbolic in the (x, y) plane when the flow q is
supersonic, so that
By defining the Mach number M = (u
2
+v
2
i/
2
/ a, show that the two
characteristics passing through a point in a supersonic flow are both
inclined to the fluid velocity vectorq at an angle a, where sin a = 1/M.
Examples 219
13. The equations of unsteady one-dimensional non-isentropic gas
flow are
ap ap au
-+u-+p-=O,
at ax ax
au+uau+a
2
ap +! ap as =0
at ax p ax p as ax '
as as
-+u-=o
at ax '
where u is the gas velocity in the x direction, p is the density, S is the
entropy, p = p(p, S) is the pressure and a
2
= ap/ap is the square of the
local sound speed. Show that the system is totally hyperbolic and that
the three speeds of wave propagation are
A(1) = U +a A(2) = U - a A(3) = u.
, ,
Interpret physically the nature of the wave propagation associated
with A =,\ (3).
14. Consider question (5) above in which H = const. Show that in the
disturbed region immediately adjacent to a wavefront bounding a
constant state, either de =t du, or de =- duo Interpret the meaning
of these wavefronts in physical terms.
15. Modify the rule derived in 104 so that it applies to steady state
problems in the (x, y) plane, and then apply it to the equations in
question (12) above for a supersonic flow adjacent to a constant state
region. Interpret your results in physical terms.
16. Complete the details of the calculations involved in the solution of
equations (81) of 10S when subject to the initial data (82).
17. By differentiation and elimination show that Ul and U2 in equa-
tions (81) of 10S are each solutions of the wave equation
a
2
4J a
2
4J
at
2
= ax
2
Use equations (81) and the initial data (82) to derive appropriate initial
data for Ul and U2 as solutions of the wave equation and hence find U1
and U2 by means of d' Alembert's method as described in 11 equation
(57). Compare and contrast this method of solution with the one
described in 10S making use of Riemann invariants.
220 Nonlinear waves
18. Use the method of Riemann invariants to show that the solution to
equations (81) of 10S subject to the initial data
Ul(X, 0)= 1, u2(x,0)=sinx
is
Ul(X, t) = 1+![sin (x - t)-sin (x + t)],
U2(X, t) = ![sin (x - t)+sin (x + t)].
19. Show, using the equations of question (5) above, that when the
sea-bed is horizontal the Riemann invariants for the long water wave
approximation are
2u + c = r{f3) along C(l) characteristics,
and
2u - c = s(a) along C(2) characteristics.
20. Show by working directly with the Riemann invariants for one-
dimensional unsteady isentropic gas flow, as described by equations
(10), (ll)of 100, that adjacentto a constant state (uo, ao, Po) bounded
by a C(I) characteristic, du = (ao/ Po) dp. Show also that if this state is
bounded by a C(2) characteristic then du = -(ao/Po) dp. Hence verify
the conclusions of 104.
21. Show that the path followed by a gas particle in the centred simple
wave flow discussed at the end of 107 has the equation
(
aot )[ (to) (')'-1)/(')'+1) ]
x = - (y+ 1) - -2 ,
y-1 t
where to is the time at which the particle path crosses the line x = aot.
22. Use the jump conditions across a gas shock derived in 108 to
show that in terms of the Mach number M
o
= uo/ ao ahead of the
shock:
pdpo = UO/Ul = (y +
pdpo = +l)}-{(y -l)/(y+I)},
and that in terms of M
o
, the Mach number M
1
behind the shock is
Mi = {2 +(y (y-1)}.
Examples 221
23. The equations of the long wave approximation for water waves
can be expressed in the form
ah ah au
-+u-+h-=O,
at ax ax
and
au au ah
-+u-+g-=o,
at ax ax
where g is the acceleration due to gravity, u is the horizontal compo-
nent of the water velocity and h is the depth of the water. By re-writing
the first equation in conservation form, and by multiplying each
equation by a suitable factor and adding to form another equation
which can also be expressed in conservation form, show that across a
bore moving with speed X:
X[h] = [uh],
and
X[uh] = [u
2
h +tgh
2
].
Hence show that if side of the discontinuity lies to the left of side 1,
and the bore moves into water of depth h
o
which is at rest, the speed of
propagation of the bore is
where hI is the water depth behind the bore, and that the water speed
uI behind the bore is
-( h
o
)
uI=A I-hI.
Answers
Chapter 1
(2) 21T/(/2+ m
2
)l/2;
(3) ,\ = 21T/(A
2
+B
2
+c
2
i/2, velocity=,\D/21T;
(7) A sin nx exp (-cnt);
(8) A exp {-n(x +ct)};
(9) A sin px sin cpt;
(10) A exp (_p2t ) sin px, p =1T/ /, 21T/ /, ... ;
(11) Show that e= const., .,., = const., ( = const. form an orthogonal system of
coordinates, and transform V
2
t/J in terms of e, .,." (. The result is t/J =
XU)Y(.,.,)Z)T(t), where m, p and q are arbitrary constants, and
s ~ , ~ sinh, ~ - Si:::': , X-I; p' sinh' fX=q'X,
1 d. d Y m
2
2 2 2
-.--sm.,.,-- . Y+p sm ."Y=-q Y,
sm.,., d." d." sm
2
."
d
2
z d
2
T C
2
p2
-=-m
2
Z-=--T
dz
2
, dt
2
a
2
'
Chapter 2
(1) 15 m sec-l;
(2) lFa
2
k
2
sin
2
kct, lFa
2
k
2
cos
2
kct;
(3) 1/16;
(r+!)1Tx . (r+!)1Tct , 3/ 1)4 4
(5) y =Ib, cos sm ,b, = (-1) 4a {r+2 1T c;
a a
(6) 8pa
s
/15;
r1TX (r1Tct )
(7) y =a, cos -/- cos -/-+E, ;
Answers 223
. 27e
2
a
2
p.
(8) energy 10 rth normal mode = 41 2 2 sm
2
-; sum= 3e
2
a
2
p/41;
3
(11) where e. tan (pI/e.) =-e2 tan (p1/e2), cf=F/pl' d=F/P2'
Chapter 3
(1) (2,2) and (4,1): in general (2m, n) and (2n, m);
(2) T= A 2 sin
2
net [J {1
m
(nr)fr dr,
net1
4
[n
2
{1:"(nr)}2+ m2{lm(nr)}2/r2]rdr,
which becomes, after integration by parts,
V = 2 cos
2
net 1
4
{lm(nr)}2r dr;
(3) 391 per sec.;
(4) z =A sin (31T}'/a-cos
(5) z = A sin a) sin b) cos p2p = m
2
TtI a 2 +n
2
T
2
/ b
2
.
Chapter 4
(1) 2 km per sec.;
(4) R ={J(A
1
Pl)-J(A2P2)}2.
J(A.Pl)+J(A
2
P2) ,
(5)
l:-A . }.
'!l - , sm I cos I +, ,
(7) 1690 sec., 0252 sec.;
(8) Period = where k
2
- 3k cot nl +cot
2
nl = 1, k = Mln/m.
Chapter 5
1 2 2 ) 1 2' 2 )
(1) 4gpla, cos -1-+" 4gpla, sm -1-+';
(2) radial velocity -(gAle) cos m81:"(nr) sin (net +), transverse velocity
(gAm/ner)sin m81
m
(nr) sin (net+), amplitude
(3) (=A r
2
=p2+q2 and kinetic
energy = igpA2a sin
2
a), potential energy = 19pA2a2 cos
2
a);
224 Answers
x P p1TX q1Ty
(4) -=-tan-cot-;
Y q a a
(8) X: Y:Z= nrl:n(nr):-mlm(nr) tan m(J: nrlm(nr)
(9) Same as in equations (39) to (41) except that 1- m = 5k/2, where k =
0, 1,2, ....
Chapter 6
(2) Reflection coefficient R ={l
transmission coefficient T= {l +
(5) Period = 21T/pC, where (abp2 +1) sin pCb - a) = pCb - a) cos pCb - a);
(7) 166 per sec.
Chapter 7
(2) H" = Hz = 0, Hy = -A sin nx sin nct;
(4) 9 28', 9 36';
(7) 12/13 of the incident energy is transmitted;
(8) 100 20';
Chapter 8
(1) 332 km per sec., 249 per sec.;
(3) a +c/2, b/2, c/4;
{
2 }
(5) v: ,
where V = wave velocity;
(6) U=!C+21TT/Apc.
Chapter 9
(1) One possibility would be to set u = ay/at+ay/ax and v = ay/at-ay/ax,
there are many others;
(2) au+A
t
au+A
2
aU+A
3
au=0
at ax ay az
Answers 225
with
(3) au+Aau =0
at ax
p 0 0'"
u 0 0 I
~ ~ ~ J
o 0 Pl
; ~ ~ I
o 0 wJ
aU aF
(4) -at +ax =0
with U defined as above and
au aF
(5) -+-=0
at ax
with
o
1/EoXe
o
o
-l/EoXel
o .
o I'
o J
(7) Characteristic curves: x = ~ +t sin ~ through point U. 0) of initial line.
Implicit solution: u = sin (x - ut)
Envelope in parametric form: x =~ +t sin ~ t =-1/cos ~ .
Index
Absorption coefficient, 135
Adiabatic, 104
Advanced
potentials, 161
times, 161
Ampere's Rule, 119
Amplitude, 2
modulation, 152
Amplitudes, partial, 46
Anharmonic lattice waves, 74-7
Anomalous dispersion, 154
Antinodes,6
Bars and springs
longitudinal waves in, 67-74
variable cross-section of, 77
Basins, tides in, 84, 88, 91-4
Beats, 152
frequency of, 152
Bell, vibrations of, 64
Bernoulli's equation, 80, 90, 99, 110
Bore, 184, 221
Boundary conditions, 1, 19, 40, 44, 51,
68,87,90,99,107,111
fixed,29
free, 29
Boundary value problem, 25
mixed, 25, 34
Brewster's angle, 132
Capillary waves,,98-100
Cauchy data, 19
Cavitation speed, 205
Characteristic curves, 21, 182, 188, 195
envelope of, 184, 203
Chladni's figures, 64
Circularly polarised light, 126
Combination tones, 152
Compatibility conditions across charac-
teristics, 193
Compressible fluid, 104
Compression wave, 201, 215
Condensation, 105
Conductivity, 118
Conical pipe, sound waves in, 112
Conservation laws, 180
matrix form, 181
Constant of separation, 9
Constitutive relations, 119
Contact discontinuities, 213
Continuous dependence of solution, 22
Coordinates, normal, 50, 62, 69
Cutoff frequency, 116, 142
D'Alembert, 7
D' Alembert's formula, 20, 219
Damping, 15,52
Decay, modulus of, 15.
Degenerative vibrations, 62
Derivative
material, 80
total, 80
Dielectric displacement, 118
Diffraction
of light, 167
at a pin-hole, 164, 167
Fraunhofer theory, 167
Dispersion, 18, 153
anomalous, 154
relation, 18
Displacement current, Maxwell's, 120,
134,136
Disturbed region, 189
Disturbed state, 191
Domain
of dependence, 20
of determinacy, 20
Doppler effect, 150
Drude,133
Eigenfunction, 44, 49
Electric
and magnetic field strengths, 118
waves, 118-45
Elliptically polarised light, 126
End correction, 107
Energy integral method, 54
Energy
113
loss of, 138
potential, 38, 47, 62,69,95, 113
rate transmitted, 96, 126, 154
Entropy inequality, 215
Equation of
telegraphy, 15, 17,42, 134
wave motion, 1-30, 189
complex solutions, 16-17
Expansion wave, 201, 202, 215
Exponential horn, 115
Field strengths, electric and magnetic, 118
Fraunhofer diffraction theory, 167
Free surface, 81, 98
Frequency, 3
modulation, 152
Fresnel's principle, 16.4
Fundamental, 48, 64, 73, 108
Gauss'theorem, 119
Gaussian wave packet, 155
General considerations for waves, 149-74
Ground note, 48
Group velocity, 97, 152, 155, 157
Half-width, 156
Harmonic wave, 2, 16-18
Helmholtz equation, 142, 147
Horn, 112, 115
Huygens' Principle, 161, 164
Hyperbolic, totally, 188, 194
Inclination factor, 154
Incompressible liquid, 79
Index refractive, 121, 133
Induction, magnetic, 118
Inhomogeneous wave equation, 23-5, 32
Initial conditions, 19
Intensity, 167
Internal or total reflection, 132
Isothermal, 104
Joule heat, 138
Kinetic energy
in bars, 69
in liquids, 95
in membranes, 63
of sound, 113
in strings, 37, 47
Kirchhoff, 161
Korteweg-de Vries equation, 76
Index 227
Lenz's law of induction, 120
Light, velocity of, 121
Liquids, waves in, 79-101
Long waves in shallowwater, 81, 217, 221
Longitudinal waves, 35
in bars and springs, 67-77, 104
Lowest frequency, 48
Mach number, 218
Magnetic and electric field strengths, 118
Maxwell's displacement current, 120,
134, 136
Maxwell's equations, 118
Maxwell's relation, 121
Membranes, waves in, 59-65
Mersenne's law, 48
Mode, normal, 44,47,48,50,52,61,63,
70, 108, 112
Modulation
amplitude, 152
frequency, 152
phase, 152
Modulus of decay, 15
Nodal planes, 6
Nodes, 6
Non-conducting media, 120
Normal coordinates, 49, 62, 69
Normal modes
in bars, 70
in circular membranes, 63
in rectangular membranes, 64
in sound waves in pipes, 107, 112
in strings, 43-5, 48, 50, 52
Observer, moving, 150
Organ pipe, 108
Overtones, 48, 64
Packet, wave, 155
Partial amplitudes, 46
Paths of particles, 88, 94
Period,2
equation, 52, 94, 112
Phase, 3, 16, 152
Pin-hole, 164, 167
Pipes, sound waves in, 107-12
Piston problem, 202
Pitch,48
Plane
nodal,6
of polarisation, 126
polarised light, 126
wave, 4
Polarisation, plane of, 126
Polarising angle, 132
228 Index
Potential
advanced, 161
electric, 122, 123
energy in bars, 69
energy in liquids, 95
energy in membranes, 63
energy in sound, 113
energy in strings, 37, 47
magnetic or vector, 122, 123
retarded, 161, 171
velocity, 79,90, 104, 109
Poynting vector, 120, 126, 138
Pressure, radiation, 138
Principle of superposition, 6, 150, 155,
157
Profile wave, 1
Progressive waves, 6, 13, 37, 40, 41., 43,
53, 84, 88, 91, 94, 99, 112, :114,
124-38
Quasilinear equation, 76, 179
Range of influence, 21
Rankine-Hugoniot relation, 211, 214
Reduction to a steady wave, 53, 88
Reflection
coefficient, 41, 131, 137
of light waves, 127
total or internal, 132 .
Refraction of light waves, 127
Refractive index, 121, 132
complex, 134
Relaxation, time of, 124
Resistance, specific, 118
Retarded
potential, 161, 171
time, 161
Riemann invariants, 196
Ripples, 100
Screen, 164, 165
Separation
constant, 9
of variables, 9
Shock wave, 210
back,213
front, 213
Simple waves, 200, 203
Skin effect, 138
Snell's law, 129
Solution by reflection, 27-9, 34
Sound
velocity of, 106
waves, 104-16
Source, moving, 149
Springs and bars
longitudinal waves in, 61-77
vibration of, 71
Stationary waves, 6, 45,51,61,63,68,92,
111
Strings
normal modes, 44
waves on, 35-56
St Venant's Principle, 164
Superposition, principle of, 6, 150, 155,
157
Surface
free, 81, 98
tension, 81, 98
waves in liquids, 81, 90-7
Telegraphy, equation of, 15, 17, 32, 42,
134
Tidal waves, 81-9
Time of relaxation, 124
Tone, 48
combination, 152
Total or internal reflection, 132
Transmission coefficient, 41, 131, 136
Transverse waves, 35, 59, 124
electric TE, 141
Electromagnetic TEM, 141
magnetic TM, 141
Undisturbed region, 189
Uniqueness, 54, 65
Vector, Poynting, 120, 126, 138
Velocity
groups, 97, 152, 155, 157
of light, 121
Velocity
of sound, 106
potential, 79, 90, 104, 109
wave, 153
Vibrations, degenerate, 62
Wave
capillary, 98-100
electric, 118-45
equation, 5, 23
harmonic, 2, 16-18
in bars and springs, 67-77
in inhomogeneous medium, 171, 177
in liquids, 79-101
in membranes, 59-65
lattice, 74
Wave (contd.)
long, in shallow water, 81
longitudinal, 35,67-77, 104
motion, equation of, 1-30,5
number, 3
on strings, 35-56
packet, 155
plane, 4
profile, 1
progressive, 6, 13, 37, 40, 41, 43, 53,
84,88,91,94,99,112,114,124-38
reduction to a steady, 53; 88
relatively undistorted, 18
shock, 207, 210,215
simple, 200, 203
sound, 104-16
stationary, 6, 45, 51, 61, 63, 68, 92,111
Index 229
Wave (contd.)
steepening, 184
surface, 81, 90-7
tidal,81-9
transverse, 35, 59, 124
velocity, 153
Wavefront, 4, 189
bounding constant state, 191
physical, 189
solution surface, 189
trace, 189
Waveguide, 139
Wavelength, 2
cutoff, 144
freespace, 144
guide, 144
WKBJ method, 171, 177

A Mathematical Approach

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Longman Mathematical Texts

The left-hand side is independent of t, being only a function of x, and

Eliminating (J between this equation and (26), we have

102 Waves in liquids

It thus appears then that satisfies the familiar equation of wave

According to our discussion of this equation in Chapter 1 this shows

Consequently, neglecting this second derivative together with h2(X)

Then the matrix A in (59) is

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