ProofComplete

The Wave Equation - Key Proof

We present a detailed derivation of D'Alembert's formula, the fundamental solution to the one-dimensional wave equation. This proof illustrates the method of characteristics and the role of initial conditions.

ProofDerivation of D'Alembert's Formula

Consider the Cauchy problem: utt=c2uxx,u(x,0)=f(x),ut(x,0)=g(x)u_{tt} = c^2 u_{xx}, \quad u(x,0) = f(x), \quad u_t(x,0) = g(x)

Step 1: Change of Variables

Introduce characteristic coordinates: ΞΎ=xβˆ’ct,Ξ·=x+ct\xi = x - ct, \quad \eta = x + ct

By the chain rule: βˆ‚βˆ‚x=βˆ‚βˆ‚ΞΎ+βˆ‚βˆ‚Ξ·,βˆ‚βˆ‚t=βˆ’cβˆ‚βˆ‚ΞΎ+cβˆ‚βˆ‚Ξ·\frac{\partial}{\partial x} = \frac{\partial}{\partial \xi} + \frac{\partial}{\partial \eta}, \quad \frac{\partial}{\partial t} = -c\frac{\partial}{\partial \xi} + c\frac{\partial}{\partial \eta}

Step 2: Transform the PDE

Computing second derivatives: utt=c2(βˆ‚2uβˆ‚ΞΎ2βˆ’2βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·+βˆ‚2uβˆ‚Ξ·2)u_{tt} = c^2\left(\frac{\partial^2 u}{\partial \xi^2} - 2\frac{\partial^2 u}{\partial \xi \partial \eta} + \frac{\partial^2 u}{\partial \eta^2}\right) uxx=βˆ‚2uβˆ‚ΞΎ2+2βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·+βˆ‚2uβˆ‚Ξ·2u_{xx} = \frac{\partial^2 u}{\partial \xi^2} + 2\frac{\partial^2 u}{\partial \xi \partial \eta} + \frac{\partial^2 u}{\partial \eta^2}

Substituting into utt=c2uxxu_{tt} = c^2 u_{xx}: c2(βˆ‚2uβˆ‚ΞΎ2βˆ’2βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·+βˆ‚2uβˆ‚Ξ·2)=c2(βˆ‚2uβˆ‚ΞΎ2+2βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·+βˆ‚2uβˆ‚Ξ·2)c^2\left(\frac{\partial^2 u}{\partial \xi^2} - 2\frac{\partial^2 u}{\partial \xi \partial \eta} + \frac{\partial^2 u}{\partial \eta^2}\right) = c^2\left(\frac{\partial^2 u}{\partial \xi^2} + 2\frac{\partial^2 u}{\partial \xi \partial \eta} + \frac{\partial^2 u}{\partial \eta^2}\right)

Simplifying: βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·=0\frac{\partial^2 u}{\partial \xi \partial \eta} = 0

Step 3: General Solution

Since βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·=0\frac{\partial^2 u}{\partial \xi \partial \eta} = 0, we have βˆ‚uβˆ‚ΞΎ=h(ΞΎ)\frac{\partial u}{\partial \xi} = h(\xi) for some function hh.

Integrating: u(ΞΎ,Ξ·)=∫h(ΞΎ) dΞΎ+k(Ξ·)=F(ΞΎ)+G(Ξ·)u(\xi, \eta) = \int h(\xi)\,d\xi + k(\eta) = F(\xi) + G(\eta)

In original coordinates: u(x,t)=F(xβˆ’ct)+G(x+ct)u(x,t) = F(x - ct) + G(x + ct)

Step 4: Apply Initial Conditions

From u(x,0)=f(x)u(x,0) = f(x): F(x)+G(x)=f(x)...(1)F(x) + G(x) = f(x) \quad \text{...(1)}

From ut(x,0)=g(x)u_t(x,0) = g(x): βˆ’cFβ€²(x)+cGβ€²(x)=g(x)-cF'(x) + cG'(x) = g(x)

Integrating: βˆ’F(x)+G(x)=1c∫0xg(s) ds+C...(2)-F(x) + G(x) = \frac{1}{c}\int_0^x g(s)\,ds + C \quad \text{...(2)}

Step 5: Solve for F and G

Adding equations (1) and (2): 2G(x)=f(x)+1c∫0xg(s) ds+C2G(x) = f(x) + \frac{1}{c}\int_0^x g(s)\,ds + C

Subtracting equation (2) from (1): 2F(x)=f(x)βˆ’1c∫0xg(s) dsβˆ’C2F(x) = f(x) - \frac{1}{c}\int_0^x g(s)\,ds - C

Step 6: Final Formula

Substituting F(xβˆ’ct)F(x-ct) and G(x+ct)G(x+ct) (the constant CC cancels): u(x,t)=12[f(xβˆ’ct)+f(x+ct)]+12c∫xβˆ’ctx+ctg(s) dsu(x,t) = \frac{1}{2}[f(x-ct) + f(x+ct)] + \frac{1}{2c}\int_{x-ct}^{x+ct} g(s)\,ds

This is D'Alembert's formula.

β– 
Remark

The transformation to characteristic coordinates (ΞΎ,Ξ·)(\xi, \eta) is the key insight. The wave equation, which couples space and time derivatives in (x,t)(x,t) coordinates, becomes trivially integrable in characteristic coordinates. This method extends to general first-order systems of hyperbolic equations, forming the foundation of the theory of characteristics.