The Wave Equation: 2

Solution Using the Finite Difference Method

Basic Problem
We wish to solve the following problem: Wave Equation:
2 2u u 2 =c 2 t x 2

Boundary Conditions:
u(0,t) = 0

and u(L, t) = 0

for all t

Initial Conditions

u(x,0) = f(x) u = g(x ) t t =0

CM3900 Lecture 4 2

Discretisation Method
We consider a mesh in one space and one time dimension xi xN = L x1 x2 x3 x4 x0
t0 t1 t2 t3

x
x i = x 0 + i x

t (xi, tj)

where N x = L and t j = t 0 + j t

tj

We write u(xi ,t j ) = ui,j t

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Discretisation of the Equation

The power series expansion for a function f(x) at the point x + h is given by 2

h f(x + h) = f(x) + h f (x) + f (x) + K 2!

and about x - h is

h2 f(x h) = f(x) h f (x) + f (x) + K 2!

Adding these two equations and keeping terms to second order in h, we obtain

f(x + h) + f(x h) = 2f(x) + h2 f (x)

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CM3900 Lecture 4

Discretisation of the Equation

Hence, we see that an approximation to the second derivative is given by

f(x + h) 2f(x) + f(x h) f (x) = h2

CM3900 Lecture 4

Discretisation of the Equation

We can therefore discretise the second derivatives in the wave equation using this formula
u(xi ,t j + t) 2u(xi ,t j ) + u(xi ,t j t) 2u (xi ,t j ) = 2 t ( t)2

i.e.

ui,j+1 2ui,j + ui,j1 2u (xi ,t j ) = 2 t ( t)2

CM3900 Lecture 4

Discretisation of the Equation

Similarly
u(xi + x,t j ) 2u(xi ,t j ) + u(xi x,t j ) 2u (xi , t j ) = 2 ( x)2 x

ui+1,j 2ui,j + ui1,j 2u (xi , t j ) = 2 x ( x)2

CM3900 Lecture 4

Discretisation of the Equation

2 2 u u , becomes 2 So the wave equation =c 2 t x 2

u i, j+1 2u i, j + u i, j1 ( t )
2

=c

u i+1, j 2u i, j + u i1, j ( x ) 2

or

c(t) ui,j+1 = ui+1,j 2ui,j + ui1,j + 2ui,j ui,j1 (x)

i.e.

ui,j+1 = ui+1,j + (2 2)ui,j + ui1,j ui,j1

where

ct = x
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Discretisation of the Equation

In terms of the mesh points ui,j-1 -1 ui-1,j ui,j 22 ui,j+1 ui+1,j t = tj+1 t = tj t = tj-1

we can construct a diagram to show the relative contribution of the preceding points to ui,j+1
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Discretisation of the Equation

To advance the solution from the tj to the tj+1 time-slice, we use the boundary conditions together with the main equation

ui,j+1 = ui+1,j + (2 2)ui,j + ui1,j ui,j1

for i = 1, 2, N 1

There is however a problem with the initial step from t0 to t1. Because the wave equation is a p.d.e. which is second order in the time variable, the discretised version approximates the function at on the next time-slice by using information from the preceding, as well as the current time.
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CM3900 Lecture 4

Discretisation of the Equation

At j = 0, the information for this time-slice is provided by the initial condition u( x,0 ) = f ( x ) which is discretised to u i,0 = f ( x i ) Unfortunately there is no previous data corresponding to j = -1. However, we do have initial conditions which give the initial

u derivative function t

= g( x )
t =0

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Discretisation of the Equation

Discretising this derivative using

u( x i , t j + t ) u( x i , t j t ) u (x i , t j ) = 2t t =
setting j = 0, we get:

u i, j+1 u i, j1 2t

ui,1 ui,1 u = t i,0 2t

and so

u ui,1 = ui,1 2( t) = ui,1 2t g(xi ) t i,j=0

CM3900 Lecture 4 12

Discretisation of the Equation

To get started therefore, we have
u i,1 = (u i+1,0 + u i1,0 ) + (2 2)u i,0 u i,1 = (u i+1,0 + u i1,0 ) + (2 2)u i,0 [u i,1 2t g( x i )]

Hence

u i,1 = (u i+1,0 + u i1,0 ) + (2 2)u i,0 u i,1 1 = { (u i+1,0 + u i1,0 ) + (2 2)u i,0 + 2t g( x i )} 2 = [u i+1,0 + u i1,0 ] + (1 )u i,0 + t g( x i ) 2
CM3900 Lecture 4 13

Discretisation of the Equation

The diagram for the initial step is therefore

/2

1-

/2
t g(xi)

t = t0

t = t1

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14

Summary
For the initial step we use:

j = 0: j = 1:

ui,0 = f(xi ) ui,1 = + (1 )ui,0 + t g(xi ) ui+1,0 + ui1,0 2

and for subsequent steps

j = 2,3,K : ui,j+1 = ui+1,j + (2 2)ui,j + ui1,j ui,j1

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15

Example
2 2 u u 2 Numerically solve the 1-D wave equation = c 2 2 t x with c = 1, subject to

i) ii)

u(0, t) = u(1, t) = 0

for all t

x 0 x < 0.5 u(x,0) = 1 x 0.5 x 1 u =0 0 x 1 t t =0

using x = 0.1 and t = 0.05 i.e. find u(x, t) for x = 0.0 to 1.0 in steps of 0.1 and t = 0.00 to 2.00 in steps of 0.05.
CM3900 Lecture 4 16

Solution
We first calculate = Initial step:
1/8 3/4 1/8 t = t0

1 ct = 4 x

and note that g(x) = 0.

t = t1

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Solution
Subsequently
-1

1/4

3/2

1/4

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Solution
The calculation can be set out as a table
x 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 t 0.05 0.000 0.100 0.200 0.300 0.400 0.500 0.400 0.300 0.200 0.100 0.000 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 etc
CM3900 Lecture 4 19

0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

0.100 0.100 0.100 0.100 0.100 0.099 0.096 0.085 0.063

0.200 0.200 0.200 0.200 0.197 0.187 0.164 0.123 0.065

0.300 0.300 0.298 0.290 0.266 0.222 0.160 0.094 0.035

0.400 0.394 0.369 0.319 0.253 0.188 0.136 0.097 0.060

0.475 0.412 0.341 0.283 0.243 0.208 0.164 0.105 0.042

0.400 0.394 0.369 0.319 0.253 0.188 0.136 0.097 0.060

0.300 0.300 0.298 0.290 0.266 0.222 0.160 0.094 0.035

0.200 0.200 0.200 0.200 0.197 0.187 0.164 0.123 0.065

0.100 0.100 0.100 0.100 0.100 0.099 0.096 0.085 0.063

0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

Solution
The solution can be graphed for various values of t
0.5 u0,i u2,i u5,i 0 u8,i u10,i 0.2 0.4 0.6 0.8 1 0.5

0.5 0.5 0 xi 1

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