Waves in Arteries

1.1.
WAVES IN ARTERIES 1
I-campus project
School-wide Program on Fluid Mechanics
MODULE ON WAVES IN FLUIDS
T. R. Akylas & C. C. Mei
Chapter 1. SAMPLE WAVE PROBLEMS
To describe a problem in mathematical terms, one must make use of the basic laws
that govern the elements of the problem. In continuum mechanics, these are the conser-
vation laws for mass and momentum. In addition, empirical constitutive laws are often
needed to relate certain unknown variables such as the equations of state, and relations
between stress and strain rates, etc.
To derive the conservation law one may consider an inÞnitesimal element (a line
segment, area or volume element), yielding a differential equation directly. Alternately,
one may consider a control volume (or area, or line segment) of arbitrary size in the
medium of interest. The law is Þrst obtained in integral form; a differential equation is
then derived by using the arbitrariness of the control volume. The two approaches are
completely equivalent.
1 Wave propagation in arteries

Let us Þrst examine the pulsating ßow of blood in an artery whose wall is thin and
elastic. As a Þrst exercise let us assume that there is only pulsation but no net ßow.
Because of the pressure gradient in the blood, the artery wall must deform. The elastic
restoring force in the wall makes it possible for waves to propagate.
The artery radius a(x, t) varies from the constant mean ao in time and along the
artery (in x). Let the local cross sectional area be S = πa2 , and the averaged velocity
be u(x, t). Consider a Þxed geometrical volume between x and x + dx, through which
ßuid moves in and out. Conservation of mass requires
∂S ∂(uS)
+ = 0, (1.1)
∂t ∂x
Next the momentum balance. The time rate of momentum change in the volume must
be balanced by the net inßux of momentum through the two ends and the pressure force
1.1. WAVES IN ARTERIES 2
acting on all sides. The rate of mometum change is

∂(ρuS)
(1.2)
∂t
The net rate of momentum inßux is
∂(ρu2 S) ∂uS ∂u
− dx = −ρu − ρuS (1.3)
∂x ∂x ∂x
Ther net pressure force at the two ends is
∂(pS) ∂p ∂S
− = −S −p
∂x ∂x ∂x
while that on the sloping wall is
∂a ∂S
2πa p =p
∂x ∂x
The sum of all pressure forces is
∂p
−S (1.4)
∂x
Balancing the momentum by equating (1.2) to the sum of a(1.3) and (1.4) we get, after
making use of mass conservation (1.1),
Ã !
∂u ∂u ∂p
ρ +u =− (1.5)
∂t ∂x ∂x
Let the pressure outside the artery be constant, say zero. The change in the tube
radius must be caused by the change in blood pressure. Refering to Þgure 1, the elastic
strain due to the lengthening of the circumference is 2πda/2πa = da/a. Let h be the
artery wall thickness, assumed to be must smaller than a, and Young’s modulus E. The
change in elastic force is 2Ehda/a which must be balanced by the changing in pressure
force 2a dp , i.e.,
2Eh da
= 2a dp,
a
which implies √
dp Eh dp πEh
= 2 or = (1.6)
da a dS S 3/2
Pressure increases with the tube radius, but the rate of increase is smaller for larger
radius. Upon integration we get the equation of state
√ √
p − po = −E(h/a) = − πEh/ S (1.7)
Figure 1: Forces on the artery wall.
Eq (1.5) may now be rewritten as

Ã !
∂u ∂u S ∂p ∂S
S +u =− = −C 2 (1.8)
∂t ∂x ρ ∂x ∂x
where C is deÞned by s s
S dp Eh
C= = (1.9)
ρ dS 2ρa
and has the dimension of velocity. In view of (1.6), equations (1.1) and (1.8) are a pair
of nonlinear equations for the two unknowns u and S.
For inÞnitesimal amplitudes we can linearize these equations. Let a = ao + a0 with
a0 ¿ ao then the (1.1) becomes, to the leading order,
∂a0 ao ∂u
+ =0 (1.10)
∂t 2 ∂x
The linearized momentum equation is
∂u ∂p
ρo =− (1.11)
∂t ∂x
The linearized form of (1.6) is

2Eh 0
dp = da (1.12)
a2o
which can be used in (1.11) to get
∂u Eh ∂a0
ρ =− 2 (1.13)
∂t ao ∂x
Finally (1.2) and (1.8) can be combined to give the celbrated wave equation:
∂ 2 a0 2 0
2∂ a
= co (1.14)
∂t2 ∂x2
where s
Eh
co = (1.15)
2ρao
Alternately one can eliminate a to get the equation for u
∂2u 2
2∂ u
= co (1.16)
∂t2 ∂x2
Because of (1.12), the dynamic pressure is governed also by
∂ 2p 2
2∂ p
= co (1.17)
∂t2 ∂x2
All unknowns are governed by the same equation due to linearity and the fact that all
coefficients are constants.
To complete the formulation, initial and bounday conditions must be added. These
matters will be discussed later in chapter 2.
As the process of linearization is frequently appplied in these notes, some comments
are in order here. To Þnd out the accuracy of linearization, it is useful to estimate
Þrst the scales of motion. Let A, T, L, U and P denote the scales of a0 , t, x, u and p0
respectively. It is natural to take L = co T . From (1.1) (1.5) and (1.6) we get the
relations among the scales of dynamical quantities
ao A U a2o AL
= , hence U =
T L ao T
EhA
P =
a2o
U 1P 1 1 EhA
= =
T ρL ρ L/T a2o
1.2. SOUND IN FLUIDS 5
It follows that
AL 1 1 EhA
=
ao T ρ L/T a2o
hence,
L2 Eh
2
= = c2o
T ρao
With these scales the ratio of a typical nonlinear term to a linear term is
u ∂u
∂x U 2 /L U A
∂u ∼ = =
∂t
U/T L/T ao
Hence the condition for linearization is that
A
¿1
ao
i.e., the amplitude of transverse oscillation is much smaller than the typical radius.
2 Sound in ßuids
The basic equations governing an inviscid and compressible ßuid are as follows. Mass
conservation:
∂ρ
+ ∇ · (ρu) = 0 (2.1)
∂t
Momentum conservation: Ã !
∂u
ρ + u · ∇u = −∇p (2.2)
∂t
We must add an equation of state
p = p(ρ, S) (2.3)
where S denotes the entropy. When no temperature gradient is imposed externally and
the gradient of the ßow is not too large, one can ignore thermal diffusion. The ßuid
motion is then adiabatic; entropy is constant. As a result p = p(ρ, So ) depends only on
the density. Eq. (2.1 ) can be written as
Ã ! Ã !
∂u ∂p
ρ + u · ∇u = − ∇ρ (2.4)
∂t ∂ρ S
We shall denote vÃ !
u
u ∂p
C= t (2.5)
∂ρ S
1.2. SOUND IN FLUIDS 6
so that Ã !
∂u
ρ + u · ∇u = −C 2 ∇ρ (2.6)
∂t
It is easy to check that C has the dimension of velocity.
From thermodynamics we also have
Ã ! Ã !
∂p ∂p
=γ (2.7)
∂ρ S
∂ρ T
where T is the temperature and γ = cp /cv = ratio of speciÞc heats.

For a perfect gas the equation of state is
p = ρRT (2.8)
where R is the gas constant. Hence for a perfect gas

Ã !
∂p
= γRT (2.9)
∂ρ S
Liquids are much less compressible. One usually writes the equation of state as
Ã ! Ã !
∂ρ ∂ρ
dρ = dp + dT (2.10)
∂p T
∂T p
Denoting Ã !
1 ∂ρ
β=− (2.11)
ρ ∂T p
as the coefficient of thermal expansion and

Ã !
1 ∂ρ
κ= (2.12)
ρ ∂p T
as the coefficient of isothermal compressibility. Usually β is small and κ much smaller.

Under isothermal conditions it is κ that counts.
The simplest limit is the case where the background density ρo and pressure ∂o are
uniform, the ßuid is at rest and the dynamic perturbations are inÞnitesimally small. We
can write
p = po + p0 , ρ = ρo + ρ0 (2.13)
with ρ0 ¿ ρo and p0 ¿ po , and linearize the equations to

∂ρ0
+ ρo ∇ · u = 0 (2.14)
∂t
1.3. SHALLOW WATER WAVES 7
and
∂u 1
= − ∇p0 (2.15)
∂t ρo
Taking the curl of the second, we get
∂
∇×u=0 (2.16)
∂t
thus the velocity Þeld is irrotational if it is so initially. We can introduce a potential φ
by
u = ∇φ (2.17)
It follows from the momentum equation

∂φ
p0 = −ρo (2.18)
∂t
Using these we get the three-dimensional wave equation.
∂2φ
= c2o ∇2 φ (2.19)
∂t2
where
∂2 ∂2 ∂
nabla2 = 2
+ 2
+ 2
∂x ∂y ∂z
and Ã !1/2
∂po
co = (2.20)
∂ρo S
has the dimension of speed.
3 Shallow water waves and linearization
3.1 Nonlinear governing equations

If water in a lake or along the sea coast is disturbed, waves can be created on the surface,
due to the restoring force of gravity. Consider the basic laws governing the motion of long
waves in shallow water of constant density and negligible viscosity. Referring to Figure
2, let the z axis be directed vertically upward and the x, y plane lie in the initially calm
water surface, h(x, y) denote the depth below the still sea level, and ζ(x, y, t) the vertical
displacement of the free surface. Take the differential approach again and consider the
ßuid ßow through a vertical column with the base dxdy.
z
z=ζ ζ
O x
z=-h dy
dx
Figure 2: A column element of ßuid in a shallow sea
First, the law of mass conservation. The rate of volume increase in the column
∂ζ
dxdy
∂t
must be balanced by the net volume ßux into the column from all four vertical sides. In
shallow water, the horizontal length scale, characterized by the wavelength λ, is much
greater that the vertical length h. Water ßows mainly in the horizontal planes with
the velocity u(x, y, t), which is essentially constant in depth. Through the vertical sides
normal to the x axis, the difference between inßux through the left and outßux through
the right is
( )
∂
− [u (ζ + h) |x+dx − u (ζ + h) |x ] dy = − [u (ζ + h)] + O(dx) dxdy.
∂x
Similarly, through the vertical sides normal to the y axis, the difference between inßux
through the front and outßux through the back is
( )
∂
− [v (ζ + h) |y+dy − v (ζ + h) |y ] dx = − [v (ζ + h)] + O(dy) dydx.
∂y
Omitting terms of higher order in dx, dy, we invoke mass conservation to get
( )
∂ζ ∂ ∂
dxdy = − [u (ζ + h)] + [v (ζ + h)] + O(dx, dy) dxdy.
∂t ∂x ∂y
In the limit of vanishing dx, dy, we have, in vector form,
∂ζ
+ ∇ · [u(ζ + h)] = 0. (3.1)
∂t
This equation is nonlinear because of the quadratic product of the unknowns u and ζ.
Now the law of conservation of momentum. In shallow water the vertical momentum
balance is dominated by pressure gradient and gravity, which means that the distribution
of pressure is hydrostatic:
p = ρg (ζ − z) , (3.2)
where the atmospheric pressure on the free surface is ignored. Consider now momentum
balance in the x direction. The net pressure force on two vertical sides normal to the x
direction is
∂ Zζ ∂ Zζ
dxdy p dz = −dxdy ρg(ζ − z) dz
∂x −h ∂x −h
∂(ζ + h)
= −ρg(ζ + h) dxdy.
∂x
The hydrodynamic reaction from the sloping bottom to the ßuid is
∂h ∂h
−p dxdy = ρg(ζ + h) dxdy.
∂x ∂x
The change of ßuid momentum consists of two parts. One part is due to the time rate
of momentum change in the water column
( )
∂
[ρu(ζ + h)] dxdy,
∂t
and the other is due to the net ßux of momentum through four vertical sides:
∂ ∂
[ρu2 (ζ + h)]dxdy + [ρuv(ζ + h)]dydx.
∂x ∂y
Equating the total rate of momentum change to the net pressure force on the sides and
on the bottom, we get
∂ ∂ ∂
[ρu(ζ + h)] + [ρu2 (ζ + h)] + [ρuv(ζ + h)]
∂t ∂x ∂y
∂(ζ + h) ∂h
= −g(ζ + h) + g(ζ + h) .
∂x ∂x
The left-hand side can be simpliÞed to
Ã ! ( )
∂u ∂u ∂u ∂ζ ∂ ∂
+u +v (ζ + h) + u + [u(ζ + h)] + [v(ζ + h)]
∂t ∂x ∂y ∂t ∂x ∂y
∂ζ ∂u ∂u
= +u +v
∂t ∂x ∂y
by invoking continuity (1.6.1). Hence the x momentum equation reduces to
∂u ∂u ∂u ∂ζ
+u +v = −g . (3.3)
∂t ∂x ∂y ∂x
Similarly, momentum balance in the y direction requires
∂v ∂v ∂v ∂ζ
+u +v = −g . (3.4)
∂t ∂x ∂y ∂y
These two equations can be summarized in the vector form:
∂u
+ u · ∇u = −g∇ζ. (3.5)
∂t
where ∇ is the horizontal (two-dimensional) gradient operator,
Ã !
∂ ∂
∇= ,
∂x ∂y
Equations (3.1) and (3.5) are coupled nonlinear partial differential equations for three
scalar unknowns u and ζ.
Now the boundary and initial conditions. On a shoreline S, there can be no normal
ßux, therefore,
hu · n = 0 on S, (3.6)
where n denotes the unit normal vector pointing horizontally into the shore. This
condition is applicable not only along a cliff shore where h is Þnite, but also on a
shoreline where h = 0, as long as the waves are gentle enough not to break. In the latter
case the whereabout of the shoreline is unknown a priori and must be found as a part
of the solution.
At the initial instant, one may assume that the displacement ζ(x, y, 0) and the ver-
∂
tical velocity of the entire free surface ∂t
ζ(x, y, 0) is known. These conditions complete
the formulation of the nonlinear shallow water wave problem.
3.2 Linearization for small amplitude

For small amplitude waves
ζ A
∼ ¿ 1, (3.7)
h h
where A is the characteristic amplitude. Equation (1.6.1) may be simpliÞed by neglecting

the quadratic term
∂ζ
+ ∇ · hu = 0. (3.8)
∂t
Denoting the time scale by the wave period T and the horizontal length scale by the
wavelength λ, we equate the order of magnitudes of the remaining two terms above to
get
A uh A uT
∼ , implying ∼ ¿ 1.
T λ h λ
Now let us estimate the importance of the quadratic term u · ∇u in the momentum
equation by assessing the ratio
µ ¶
u · ∇u uT
∂u =O ¿ 1.
∂t
λ
Clearly the quadratic term representing convective inertia can also be ignored in the
Þrst approximation, and the momentum equation becomes
∂u
= −g∇ζ. (3.9)
∂t
Both the continuity (1.6.8) and momentum (1.6.9) equations are now linearized.
In view of (1.6.9) the boundary condition on the shoreline (1.6.6) can be expressed,
instead, as
∂ζ
= 0 on S.
h (3.10)
∂n
Consistent with the linearized approximation, the shoreline position can be prescribed
a priori.
Equations (3.8) and (3.9) can be combined by the process of cross differentiation.
First differentiate (3.8) with respect to t,
( )
∂ ∂ζ
+ ∇ · (uh) = 0,
∂t ∂t
then take the divergence of the product of (3.9) and h,
( )
∂u
∇· h = −∇(gh∇ζ).
∂t
The difference of these two equations gives
∂ 2ζ
= ∇ · (gh∇ζ). (3.11)
∂t2
1.4. CAPILLARY-GRAVITY WAVES ON THE SEA SURFACE 12
For a horizontal bottom h = constant,
1 ∂ 2ζ
= ∇2 ζ, (3.12)
c2 ∂t2
√
where c = gh = O(λ/T ) is the characteristic velocity of inÞnitesimal wave motion and
∂2 ∂2
∇2 = +
∂x2 ∂y 2
Equation (1.6.12) is the two-dimensional extension of the wave equation. If, furthermore,
all conditions are uniform in the y direction, ∂/∂y = 0, (3.12) reduces to the familiar
form
1 ∂ 2ζ ∂2ζ
= . (3.13)
c2 ∂t2 ∂x2
4 Capillary-gravity waves on the sea surface

If the sea depth is not very small compared to the typical length of water waves, vertical
variations in both vertical and horizontal directions can be equally important. The
hydrostatic approximation in the last section is no long adequate. For very short waves,
surface tension can be inßuential as a new restoring force. A better theory is needed.
Recall in §1 that when compressibility is included the velcotiy potential deÞned by
u = ∇Φ is governed by the wave equation:
1 ∂ 2Φ
∇2 Φ = (4.1)
c2 ∂t2
q
where c = dp/dρ is the speed of sound. Consider the ratio
1 ∂2Φ
c2 ∂t2 ω 2 /k 2
∼
∇2 Φ c2
√
As will be shown later, the phase speed of the fastest surface gravity wave is ω/k = gh
where g is the gravitational acceleration and h the sea depth. Now h is at most 4000 m
in the ocean, and the sound speed in water is c = 1400 m/sec2 , so that the ratio is at
most
40000 1
= ¿1
14002 49
As a good approximation we replace (4.1) by
∇2 Φ = 0 (4.2)
which amounts to ignoring compressibility.

The above result can of course also be derived from the basic conservation laws for
incompressible ßuids. The law of mass conservation then reads
∇·u=0 (4.3)
For small amplitude motion, the linearized momentum equation reads

∂u
ρ = −∇P − ρgez (4.4)
∂t
Now let the total pressure be split into static and dynamic parts
P = po + p (4.5)
where ∂o refers to the static pressure
po = −ρgz (4.6)
satisfying
0 = −∇po + −ρgez (4.7)
It follows that
∂u
ρ = −∇p (4.8)
∂t
Clearly the velocity Þeld is irrotational if it is so initially, hence u = ∇Φ and (4.2)
follows from (4.3). Note that
∂Φ
p = −ρ (4.9)
∂t
Refering to Figure ??. let the free surface be z = ζ(x, y, t). Then for a gently sloping
free surface the vertical velocity of the ßuid on the free surface must be equal to the
vertical velocity of the surface itseld. i.e.,
∂ζ ∂Φ
= , z = 0. (4.10)
∂t ∂z
Having to do with the velocity only, this is called the kinematic boundary condition.
Figure 3: DeÞnition sketch for surface wave problem
Let us assume that the air above the sea surface is essentially stagnant, because of
its relative small density we ignore its presence and assume the air pressure to be zero.
If surfrace tension is ignored continutiy of pressure requires that
p = po + p = 0, z = ζ.
to the leading order of aproximation, we have

∂Φ
ρgζ + ρ = 0, z = 0. (4.11)
∂t
Being a statement on forces, this is called the dynamic boundary condition.
The two conditions (4.10) and (4.11) can be combined to give
∂ 2Φ ∂Φ
2
+g = 0, z=0 (4.12)
∂t ∂z
If surface tension is also included then we adopt the model where there is a thin Þlm
covering the wter surface with tension T per unit length. Consider a unit square dxdy
on the free surface. the net vertical force from four sides is
Ã ¯ ¯ !  ¯ ¯  Ã !
∂ζ ¯¯ ∂ζ ¯¯ ∂ζ ¯¯ ∂ζ ¯¯  ∂2ζ ∂ 2ζ
T ¯¯ −T ¯ dy + T ¯ −T ¯ dx =T + dx dy
∂x x+dx
∂x ¯x
∂y ¯ y+dy
∂x ¯ y
∂x2 ∂y 2
Conitinuity of vertical force on an unit area of the surface requires

Ã !
∂ 2ζ ∂ 2ζ
po + p + T + = 0.
∂x2 ∂y 2
Hence Ã !
∂Φ ∂2ζ ∂ 2ζ
−ρgζ − ρ +T + = 0, z = 0. (4.13)
∂t ∂x2 ∂y 2
which can be combined with the kinematic condition (4.10) to give
∂2Φ ∂Φ T ∂ 3 Φ
+g − = 0, z=0 (4.14)
∂t2 ∂z ρ ∂x2 ∂z
When viscosity is neglected, the normal ßuid velocity vanishes on the rigid seabed,
n · ∇Φ = 0 (4.15)
Let the sea bed be z = −h(x, y) then the unit normal is
(hx , .hy , 1)
n= q (4.16)
1 + h2x + h2y
Hence
∂Φ ∂h ∂Φ ∂h ∂Φ
=− − , z = −h(x, y) (4.17)
∂z ∂x ∂x ∂y ∂y
Homework No.1
1. During an earthquake, water in a reservoir exerts hydrodynamic pressure on a dam
that may fail. Formulate the dam-reservoir interaction problem under the following
idealizations. The reservoir is inÞnitely long and has a uniform rectangular cross section.
Water is present only on one side of the dam (x > 0) and has the constant depth h.
Before t = 0, all is calm. After t = 0 the dam is forced to vibrate horizontally so that


 uo (y, z, t) = prescribed, 0 < t < T,
u(0, y, z, t) = (4.1)

 0, t > T.
The free surface is exposed to constant atmospheric pressure. The reservoir bottom is
rigid and does not vibrate vertically (!!!). Neglect gravity but consider compressibility
of water because of the high frequency (∼ O(100)Hz). Express all governing equa-
tions including the boundary conditons in terms of the velocity potential φ deÞned by
(u, v, w) = ∇φ.
2.1. GENERAL SOLUTION TO WAVE EQUATION 1
I-campus project
Modules on Waves in ßuids
CHAPTER TWO
ONE-DIMENSIONAL PROPAGATION
Since the equation

∂2Φ
= c2 ∇2 Φ
∂t2
governs so many physical phenomena in nature and technology, its properties are basic
to the understanding of wave propagation. This chapter is devoted to its analysis when
the extent of the medium is inÞnite and the motion is one dimensional. To be be
speciÞc, physical discussions are made for shallow-water waves in the sea. The results
are however readily tranferable or modiÞed for sound, waves in blood vessels and other
types of waves.
1 General solution to wave equation

Recall that for waves in an artery or over shallow water of constant depth, the governing
equation is of the classical form
∂ 2Φ 2
2∂ Φ
= c (1.1)
∂t2 ∂x2
It is easy to verify by direct substitution that the most general solution of the one
dimensional wave equation (1.1) is
Φ(x, t) = F(x − ct) + G(x + ct) (1.2)
where F and g are arbitrary functions of their arguments. In the x, t (space,time) plane
F(x − ct) is constant along the straight line x − ct = constant. Thus to the observer
(x, t) who moves at the steady speed c along the positivwe x-axis, the function F is
stationary. Thus to an observer moving from left to right at the speed c, the signal
described initially by F (x) at t = 0 remains unchanged in form as t increases, i.e., F is
a wave propagating to the right at the speed c. Similarly G propagates to the left at the
2.2 BRANCHING OF ARTERIES 2
speed c. The lines x − ct =constant and x + ct = contant are called the characteristic
curves (lines) along which signals propagate. Note that another way of writing (1.2) is
Φ(x, t) = F̂ (t − x/c) + Ĝ(t + x/c) (1.3)
Let us illustrates an application of this simple result.
2 Branching of arteries
References: Y C Fung : Biomechanics, Circulation. Springer1997
M.J. Lighthill : Waves in Fluids, Cambridge 1978.
Recall that (1.1) governs both the pressure and the velocity in the blood
∂ 2p 2
2∂ p
= c (2.1)
∂t2 ∂x2
∂2u 2
2∂ u
= c (2.2)
∂t2 ∂x2
The two unknowns are related by the momentum equation
∂u ∂p
ρ =− (2.3)
∂t ∂x
The general solutions are :
p = p+ (x − ct) + p− (x + ct) (2.4)
u = u+ (x − ct) + u− (x + ct) (2.5)
Since
∂p
= p0+ + p0− ,
∂x
and
∂u−
ρ = −ρcu0+ + ρcu0−
∂t
where primes indicated ordinary differentiation with repect to the argument. Equation
(2.3) can be satisÞed if
p+ = ρcu+ , p− = −ρcu− (2.6)
2.2 BRANCHING OF ARTERIES 3
Denote the discharge by Q = uA then
Q± = u± A = ±Zp± (2.7)
where
ρc
Z= (2.8)
A
is the property of the tube and is call the impedance.
Now we examine the effects of branching; Refering to Þgure 1, the parent tube,
characterized by wave speed c and impedance Z, branches into two characterized by c1
and c2 and Z1 and Z2 . An incident wave approaching the junction will cause reßection
p = pi (t − x/c) + pr (t + x/c), x>0 (2.9)
and transmitted waves in the branches are p1 (t − x/c1 ) and p2 (t − x/c2 ) in x > 0. At
the junction x = 0, continuity of pressure and ßuxes requires
pi (t) + pr (t) = p1 (t) = p2 (t) (2.10)
and
pi − pr p1 p2
= + (2.11)
Z Z1 Z2
DeÞne the reßection coefficient R to be the amplitude ratio of reßected wave to incident
wave, then ³ ´
1 1 1
pr (t) Z
− Z
+ Z2
R= = ³ 1 ´ (2.12)
pi (t) 1
+ 1
+ 1
Z Z1 Z2
Similarly the tranmission coefficients are

2
p1 (t) p2 (t)
T = = = ³ Z ´ (2.13)
pi (t) pi (t) 1
+ 1
+ 1
Z Z1 Z2
Note that both coefficients are constants depending only on the impedances. Hence the
transmitted waves propagate in the direction of increasing x and are similar in form
to the incident waves except smaller by the factor T . On the incidence side waves the
incident and reßected waves propagate in opposite directions.
2.3. WAVES DUE TO INITIAL DISTURBANCES 4
Figure 1: Branching of artieries
3 Shallow water waves in an inÞnite sea due to ini-

tial disturbances
Recall for one-dimensional long waves in a shallow sea of depth h(x), the linearlized
conservation laws of mass and momentum are
∂ζ ∂(uh)
+ =0 (3.1)
∂t ∂x
and
∂u ∂ζ
= −g (3.2)
∂t ∂x
where ζ(x, t) is the vertical displacement of the free surface and u(x, t) the horizontal
velocity. The atmospheric pressure over the entire free surface is uniform and constant.
By cross-differentiation, ζ is seen to be governed by
Ã !
∂2ζ ∂ ∂ζ
= g h (3.3)
∂t2 ∂x ∂x
In the limit of constant depth (h =constant), the above equation reduces to the classical
wave eqaution
∂ 2ζ 2 q
2∂ ζ
= c , where c = gh. (3.4)
∂t2 ∂x2
Consider now a sea of inÞnite extent, −∞ < x < ∞. Let the initial surface displace-
ment and velocity be prescribed along the entire surface
ζ(x, 0) = F(x) (3.5)

∂ζ
(x, t) = G(x), (3.6)
∂t
where F (x) and G(x) are non-zero only in the Þnite domain of x. At inÞnities x → ±∞,
ζ and ∂ζ/∂t are zero for any Þnite t. In (3.4 ) the highest time derivative is of the second
order and initial data are prescribed for ζ and ∂ζ/∂t. Initial conditions that specify all
derivatives of all orders less than the highest in the differential equation are called the
Cauchy initial conditions. These conditions are best displayed in the space-time diagram
as shown in Figure 2.
u tt =c 2u xx
x
u=f(x ) ut =g(x)
Figure 2: Summary of the initial-boundary-value problem
The present initial-boundary-value problem has a famous solution due to d’Alembert,

which can be derived from (1.3), i.e.,
ζ = φ(ξ) + ψ(η) = φ(x + ct) + ψ(x − ct), (3.7)
where φ and ψ are so far arbitrary functions of the characteristic variables ξ = x − ct

and η = x + ct respectively.
From the initial conditions we get
ζ(x, 0) = φ(x) + ψ(x) = f (x)

∂ζ
(x, 0) = cφ0 (x) − cψ 0 (x) = g(x). (3.8)
∂t
The last equation may be integrated with respect to x
1Z x
φ−ψ = g(x0 )dx0 + K, (3.9)
c x0
Range of (x,t)
1
influence 1
c c
1 1
c c
x0 x-ct x+ct x
Domain of
dependence
Figure 3: Domain of dependence and range of inßuence
where K is an arbitrary constant. Now φ and ψ can be solved from (3.8) and (3.8 as
functions of x,
1 1 Zx
φ(x) = [f (x) + K] − g(x0 )dx0
2 2c x0
1 1 Zx
ψ(x) = [f (x) − K] + g(x0 )dx0 ,
2 2c x0
where K and x0 are some constants. Replacing the arguments of φ by x + ct and of ψ
by x − ct and substituting the results in u, we get
1 1 Z x−ct
ζ(x, t) = f (x − ct) − g dx0
2 2c x0
1 1 Z x+ct
+ f (x + ct) + g dx0
2 2c x0
1 1 Z x+ct
= [f (x − ct) + f (x + ct)] + g(x0 ) dx0 , (3.10)
2 2c x−ct
which is d’Alembert’s solution to the homogeneous wave equation subject to general

Cauchy initial conditions.
To see the physical meaning, let us draw in the space-time diagram a triangle formed
by two characteristic lines passing through the observer at x, t, as shown in Figure 3.
The base of the triangle along the initial axis t = 0 begins at x − ct and ends at x + ct.
The solution (3.1.9) depends on the initial displacement at just the two corners x − ct
u, t
O x
Figure 4: Waves due to initial displacement
and x + ct, and on the initial velocity only along the segment from x − ct to x + ct.
Nothing outside the triangle matters. Therefore, to the observer at x, t, the domain
of dependence is the base of the characteristic triangle formed by two characteristics
passing through x, t. On the other hand, the data at any point x on the initial line t = 0
must inßuence all observers in the wedge formed by two characteristics drawn from x, 0
into the region of t > 0; this characteristic wedge is called the range of inßuence.
Let us illustrate the physical effects of initial displacement and velocity separately.
Case (i): Initial displacement only: f (x) 6= 0 and g(x) = 0. The solution is
1 1
ζ(x, t) = f (x − ct) + f (x + ct)
2 2
and is shown for a simple f (x) in Figure 4 at successive time steps. Clearly, the initial
disturbance is split into two equal waves propagating in opposite directions at the speed
c. The outgoing waves preserve the initial proÞle, although their amplitudes are reduced
by half.
Case (ii): Initial velocity only: f (x) = 0, and g(x) 6= 0. Consider the simple example
where
g(x) = g0 when |x| < b, and

= 0 when |x| > 0.
u, t
E F G H
A B C D x
O
Figure 5: Waves due to initial velocity
Referring to Figure 5, we divide the x ∼ t diagram into six regions by the characteristics
with B and C lying on the x axis at x = −b and +b, respectively. The solution in various
regions is:
ζ=0
in the wedge ABE;

1 Z x+ct go
ζ= g0 dx0 = (x + ct + b)
2c −b 2c
in the strip EBIF ;
1 Z x+ct
ζ= go dx0 = go t
2c x−ct
in the triangle BCI;
1 Zb go b
ζ= g0 dx0 =
2c −b c
in the wedge F IG;
1 Zb go
ζ= g0 dx0 = (b − x + ct)
2c x−ct 2c
in the strip GICH; and
ζ=0
in the wedge HCD. The spatial variation of u is plotted for several instants in Figure
5. Note that the wave fronts in both directions advance at the speed c. In contrast to
Case (i), disturbance persists for all time in the region between the two fronts.
2.4. REFLECTION FROM A CLIFF 9
4 Reßection of shallow water waves from a cliff

Let us use the d’Alembert solution to a problem in a half inÞnite domain x > 0. Let
the sea be on the positive side of a cliff along x = 0 and extend to inÞnity. How do
disturbances generated near the coast propagate as the result of initial displacement
and velocity?
At the left boundary x = 0 must now add the condition of zero horizontal velocity
which implies
∂ζ
= 0, x = 0, t > 0. (4.1)
∂x
In the space-time diagram let us draw two characteristics passing through x, t. For
an observer in the region x > ct, the characteristic triangle does not intersect the time
axis because t is still too small. The observer does not feel the presence of the Þxed end
at x = 0, hence the solution (3.10) for an inÞnite domain applies,
1 1 Z x+ct
ζ= [f(x + ct) + f (x − ct)] + g(τ )dτ, x > ct. (4.2)
2 2c x−ct
But for x < ct, this result is no longer valid. To ensure that the boundary condition
is satisÞed we employ the idea of mirror reßection. Consider a Þctitious extension of the
sea to −∞ < x ≤ 0. If on the side x < 0 the initial data are imposed such that f (x)
and g(x) are even in x, then ζ(0, t) = 0 is assured by symmetry. We now have initial
conditions stated over the entire x axis
ζ(x, 0) = F (x) and ζt (x, 0) = G(x) − ∞ < x < ∞,
where


 f(x) if x > 0
F (x) =

 f(−x) if x < 0


 g(x) if x > 0
G(x) =

 g(−x) if x < 0.
These conditions are summarized in Figure 6. Hence the solution for 0 < x < ct is
2.5. FORCED WAVES IN AN INFINITE DOMAIN 10
Figure 6: Initial-boundary-value problem and the mirror reßection

µZ Z x+ct ¶
1 1 0
ζ = [F (x + ct) + F (x − ct)] + + G(x0 )dx0
2 2c x−ct 0
µZ ct−x Z x+ct ¶
1 1
= [f (x + ct) + f (ct − x)] + + g(x0 )dx0
2 2c 0 0
µ Z ct−x Z ct+x ¶
1 1 0 0 0 0
= [f (x + ct) + f (ct − x)] + 2 g(x )dx + g(x )dx ‘. (4.3)
2 2c 0 ct−x
Note that the point (ct − x, 0) on the x axis is the mirror reßection (with respect to the
cliff x = 0) of left tip (x − ct, 0) of the characteristic triangle . The effect of the initial
velocity in the region (0, ct − x) is doubled.
5 Forced waves in an inÞnite domain

If there is a nonuniform distribution of atmopheric pressure P (x, t) on the free surface,
the ßuid pressure is p = P + g(ζ − z) and momentum conservation should read
∂u ∂ζ ∂P
= −g −g (5.1)
∂t ∂x ∂x
The wave equation is now inhomogeneous
∂ 2ζ 2
2∂ u
= c + q(x, t) t > 0, |x| < ∞, (5.2)
∂t2 ∂x2
with the forcing term equaling

∂P
q(x, t) = gh
∂x
x+ct=x 0+ct 0
t
x-ct=x0-ct 0
( x0,t 0 )
x
( x 0-ct 0 ,0) O ( ct0-x 0 ,0) ( x 0+ct0 ,0)
Figure 7: Reßection of long water waves from a cliff
Because of linearity, we can treat the effects of initial data separately. Let us therefore
focus attention only to the effects of persistent forcing and let the initial data be zero,
" #
∂ζ
ζ(x, 0) = 0, = 0, (5.3)
∂t t=0
The boundary conditions are

ζ → 0, |x| → ∞. (5.4)
The inhomogeneous initial-boundary-value problem can be solved by Fourier trans-

form. Let the transform of any function f(x) be deÞned by
Z ∞
f¯(α) = f (x) e−iαx dx (5.5)
−∞
and the inverse transform by

1 Z∞ ¯
f(x) = f (α) eiαx dα (5.6)
2π −∞
The transformed wave equation is now an ordinary differential equation for u(x, t), i.e.,
ζ̄(α, t),
d2 ζ̄
+ c2 α2 ζ̄ = q̄ t>0
dt2
where q̄(α, t) denotes the transform of the forcing function. The initial conditions for ζ̄
are:
dζ̄(α, 0)
ζ̄(α, 0) = f¯(α), = ḡ(α).
dt
Let us hide the parametric dependence on α for the time being. The general solution
to the the inhomogeneous second-order ordinary differential equation is
Z t
q̄(τ ) h i
ζ̄ = C1 ζ̄1 (t) + C2 ζ̄2 (t) + ζ̄1 (τ )ζ̄2 (t) − ζ̄2 (τ )ζ̄2 (t) dτ, (5.7)
0 W
where ū1 and ū2 are the homogeneous solutions
ζ̄1 = e−iαct ζ̄2 = eiαct
and W is the Wronakian
W = ζ̄1 ζ̄20 − ζ̄2 ζ̄10 = 2iαc = constant.
The two initial conditions require that C1 = C2 = 0, hence

Z t
q̄(α, τ ) h iαc(t−τ ) i
ζ̄ = e − e−iαc(t−τ ) dτ. (5.8)
0 2iαc
To get the inverse transform of the integral in (5.8), observe that
Z b
1 Zb Z∞
dξ q(ξ, τ ) = dξ dα q̄ eiαξ
a 2π a −∞
1 Z∞ eiαb − eiαa
= dα q̄(α, τ )
2π −∞ iα
after changing the order of integration. If we let b = x + c(t − τ ) and a = x − c(t − τ ),
the following
1 Zt Z x+c(t−τ )
dτ dξ h(ξ, τ )
2c 0 x−c(t−τ )
is easily seen to be the inverse transform of the double integral. The Þnal result if the
inverse transform is
1 Zt Z x+c(t−τ )
ζ(x, t) = dτ dξ h(ξ, τ ), (5.9)
2c 0 x−c(t−τ )
Thus the observer is affected only by the forcing inside the characteristic triangle
deÞned by the two characteristics passing through (x, t).
For non-zero initial data ζ(x, 0) = f (x) and ζt (x, 0) = g(x), we get by linear super-
position the full solution of D’Alambert
1 1 Z x+ct
ζ(x, t) = [f (x + ct) + f(x − ct)] + dξg(ξ)
2 2c x−ct
1 Zt Z x+c(t−τ )
+ dτ dξ q(ξ, τ ), (5.10)
2c 0 x−c(t−τ )
The domain of dependence is entirely within the characteristic triangle.
Homework
2.6. STRONG SCATTERING BY A STEP 13
6 Scattering of monochromatic waves by an obstacle

If the sea depth changes signiÞcantly, an incoming train of waves will be partly reßected
and partly transmitted. In wave physics the determination of the scattering properties
for a known scatterer is an important task. Various mathematical techniques are needed
for different cases: (i) Strong scatterer if it height is comparable to the sea depth and
the length to the wave length. (ii) Weak scatterers characterized by small amplitude
relative to the wavelength, or slow variation within a wavelength.
Consider an ocean bottom with a step-wise variation of depth.


 h1 , x < −a;



h= h2 , −a < x < a; (6.1)



 h3 = h1 , x>a
If a sinuuoidal wave train of frequency ω arrives from x ∼ −∞, how does the step
change the propagation ?
In each zone of contant depth (i = 1, 2, 3), the shallow water equations read:
∂ζi ∂ui
+ hi =0 (6.2)
∂t ∂x
∂ui ∂ζi
+g =0 (6.3)
∂t ∂x
A monochromatic wave of frequency ω can be written in the form
ζi = ηi e−iωt , ui = Ui e−iωt (6.4)
therefore,
∂Ui
−iωηi + hi =0 (6.5)
∂x
∂ηi
−iωUi + g =0 (6.6)
∂x
which can be combined to
d2 ηi ω
+ ki2 ηi = 0, where k= √ (6.7)
dx2 ghi
The most general solution is a linear combination of terms proportional to
eikx and e−ikx ,

Together with the time factor e−iωt , the Þrst term is a wave train propagating from
left to right, while the second from right to left. The free-surface displacement of the
incident wave therefore can be written as
ζI = eik1 x−iωt (6.8)
where the amplitude is taken to be unity for brevity. At a junction, the pressure and
the ßux must be equal, hence we impose the following boundary consitions,
dη1 dη2
η1 = η2 , and h1 = h2 ,, x = −a; (6.9)
dx dx
dη2 dη3
η2 = η3 , and h2 = h1 ,, x = a. (6.10)
dx dx
Far from the step, sinusoidal disturbances caused by the presence of the step must be
outgoing waves. Physically, this so-called radiation condition implies that, to the left
of the step, there must be a reßected wavetrain travelling from right to left. To the
right of the step, there must be a transmitted wavetrain travelling from left to right.
Accordingly, the wave heights in each zone of constant depth are:
η1 = eik1 (x+a) + Re−ik1 (x+a) , x < −a; (6.11)
η2 = Aeik2 x + Be−ik2 x , −a<x<a (6.12)
η3 = T eik1 (x−a) , x>a (6.13)
The reßection and transmission coefficients R and T as well as A and B are yet unknown.
Applying the matching conditions at the left junction, we get two relations
1 + R = Aeik2 a + Beik2 a (6.14)
k1 h1 (1 − R) = k2 h2 (Ae−ik2 a − Beik2 a ). (6.15)
Similarly the matching conditions at x = a gives
Ae−ik2 a + Be−ik2 a = T (6.16)
k2 h2 (Ae−ik2 a − Beik2 a ) = k1 h1 T. (6.17)

These four equations can be solved to give

4s
T = (6.18)
(1 + s)2 e2ik2 a − (1 − s)2 e−2ik2 a
−(1 − s)2 (e−2ik2 a − e2ik2 a

R= (6.19)
(1 + s)2 e2ik2 a − (1 − s)2 e−2ik2 a
T
A = e−ik2 a (1 + s) (6.20)
2
T
B = eik2 a (1 − s) (6.21)
2
where s
k1 h 1 h1 c1
s= = = (6.22)
k2 h 2 h1 c2
The energy densities associated with the tranmsitted and reßected waves are :
4s2
|T |2 = (6.23)
4s2 + (1 − s2 )2 sin2 2k2 a
(1 − s2 ) sin2 2k2 a
|R|2 = (6.24)
4s2 + (1 − s2 )2 sin2 2k2 a
It is evident that |R|2 + |T |2 = 1, meaning that the total energy of the scattered waves
is equal to that of the incident wave.
Over the shelf the free surface is given by
h i
2s (1 + s)eik2 (x−a) + (1 − s)e−ik2 (x−a)
η2 = (6.25)
(1 + s)2 e−ik2 a − (1 − s)2 eik2 a
Recalling the time factor e−iωt , we see that the free surface over the shelf consists of two
wave trains advancing in oppopsite directions. Therefore along the shelf the two waves
can interfere each other constructively, with the crests of one coinciding with the crests
of the other at the same moment. At other places the interference is destructive, with
the crests of one wave train coinciding with the troughs of the other. The envelope of
energy on the shelf is given by
h i
4s2 cos2 k2 (x − a) + s2 sin2 k2 (x − a)
|η|2 = (6.26)
4s2 + (1 − s)2 sin2 2k2 a
At the downwave edge of the shelf, x = a, the envelope is
4s2
|η|2 = (6.27)
4s2 + (1 − s)2 sin2 2k2 a
2.7. REFRACTION 16
Note that the reßection and transmission coefficients are oscillatory in k2 a. In par-
ticular for 2k2 a = nπ, n = 1, 2, 3..., that is, 4a/λ = n, |R| = 0 and |T | = 1 ; the shelf
is transparent to the incident waves. It is the largest when 2k2 a = nπ, corresponidng
to the most constructive interference and the strongest transmission Mininum transmis-
sion and maximum reßection occur when 2k2 a = (n − 1/2)π, or 4a/λ = n − 1/2, when
the interference is the most destructive. The corresponding transimssion and reßection
coefficients are
4s2 (1 − s2 )2
min|T |2 = , max|R|2 = . (6.28)
(1 + s2 )2 (1 + s2 )2
See Þgure 8.
The features of interference can be explained physically. When a crest Þrst strikes
the left edge at x = a, part of the it is transmitted onto the shelf and part is reßected
towards x ∼ −∞. After reaching the right edge at x = a, the tranmitted crest has a
part reßected to the left and re-reßected by the edge x = −a to the right. When the
remaining crest arrives at the right edge the second time, its total travel distance is an
integral multple of the wave length λ2 , hence is in phase with all the crests entering
the shelf either before or after. Thus all the crests reinforce one another at the right
edge. This is constructive interference, leading to the strongest tranmission to the right
x ∼ ∞. On the other hand if 2k2 a = (n − 1/2)π or 4a/λ = n − 1/2, some crests will be
in opposite phase to some other crests, leading to the most destructive interference at
the right edge, and smallest transmission.
7 Refraction by a slowly varying seabed

For time-harmonic waves over a seabed of variable depth, the governing equation can
be derived from (3.3), Ã !
d dη ω2
h + η=0 (7.1)
dx dx g
Consider a sea depth which varies slowly within a wavelength, i.e.,
1 dh
= O(µ) ¿ 1 (7.2)
kh dx
Earlier analysis suggests that reßection is negligibly small. Thus the solution is expected
to be a locally progressive wave with both the wavenunmber and amplitude varying much
2.7. REFRACTION 17
Figure 8: Scattering coefficients for a step
more slowly than the wave phase in x . Hence we try the solution
η = A(x)eiθ(x) (7.3)
where θ(x) − ωt is the phase function and
dθ
k(x) = (7.4)
dx
is the local wave number. Let us calculate the Þrst derivative:

Ã !
dη dA iθ
= ikA + e
dx dx
and assume
dA
dx
= O(kL)−1 ¿ 1
kA
In fact we shall assume each derivative of h, A or k is µ times smaller than kh, kA or
k 2 . Futhurmore,
Ã ! " Ã ! Ã ! #
d dη ω2 dA d dA d(khA) ω 2 A iθ
h + η = ik ikh + h + h +i + e =0
dx dx g dx dx dx dx g
Now let us expand

A = A0 + A1 + A2 + · · · (7.5)
2.7. REFRACTION 18
with A1 /A0 = O(µ), A2 /A0 = O(µ2 ), · · ·. From O(µ0 ) the dispersion relation follows:
ω
ω 2 = ghk 2 , or k = √ (7.6)
gh
Thus the local wave number and the local depth are related to frequency according
to the well known dispersion relation for constant depth. As the depth decreases, the
wavenumber increases. Hence the local phase velocity
ω q
c= = gh (7.7)
k
also decreases.
From O(µ) we get,
dA0 d(khA0 )
ikh +i =0
dx dx
or
d
(khA20 ) = 0 (7.8)
dx
which means
khA20 = C 2 = constant
or,
q q
ghA20 = constant = gh∞ A2∞ (7.9)
Since in shallow water the group velocity equals the phase velocity, the above result
means that the rate of energy ßux is the same for all x and is consistent with the
original assumption of unidirectional propagation. Furthermore, the local amplitude
increases with depth as
Ã !1/4
A0 (x) h∞
= (7.10)
A∞ h
This result is called Green’s law.
In summary, the leading order solution is
Ã !1/4 Ã !1/4 µ Z x ¶
h∞ iθ−iωt h∞ 0 0
ζ = A∞ e = A∞ exp i k(x )dx − iω (7.11)
h h
3.2 PROGRESSIVE WAVES OVER CONSTANT DEPTH 1
I-campus project
CHAPTER THREE
DISPERSION OF SURFACE WATER WAVES
Except in very shallow water, one of the most outstanding physical properties of
sea surface waves is dispersion in that waves of different wavelengths propagate at
different speeds. If the waves are sufficiently steep, nonlinearity is also important. The
interplay of dispersion and nonlinearity gives rise to a host of new phenomena unfamiliar
in classical physics and makes surface water waves a perenial subject of fascination and
challenge. In this module, only dispersion of inÞnitesimal waves will be discussed.
1 Progressive waves on a sea of constant depth
1.1 The velocity potential

We shall based our study on the govering equations of §1.4, and consider the simplest
case of constant depth and sinusoidal waves with inÞnitely long crests parallel to the y
axis. The motion is in the vertical plane (x, z). Let us seek a solution representing a
wavetrain advancing along the x direction with frequency ω and wave number k,
Φ = f (z)eikx−iωt (1.1)
In order to satisfy (??), (2.4) and (??) we need
f 00 + k 2 f = 0, −h < z < 0 (1.2)

T 2 0
−ω 2 f + gf 0 + k f = 0, z = 0, (1.3)
ρ
f 0 = 0, z = −h (1.4)
Clearly solution to (1.2) and (1.4) is
f (z) = B cosh k(z + h)

implying
Φ = B cosh k(z + h)eikx−iωt (1.5)
In order to satisfy (1.3) we require

Ã !
T
ω = gk + k 3 tanh kh
2
(1.6)
ρ
This eigenvalue condition relates ω and k. From (??) we get

¯
∂ζ ∂Φ ¯¯
= ¯ = (Bk sinh kh)eikx−iωt (1.7)
∂t ∂z ¯z=0
Upon integration,
Bk sinh kh ikx−iωt
ζ = Aeikx−iωt = e (1.8)
−iω
where A denotes the surface wave amkplitude, it follows that
−iωA
B=
k sinh kh
and
−iωA
Φ = cosh k(z + h)eikx−iωt
k sinh Ã
kh !
−igA T k 2 cosh k(z + h) ikx−iωt
= 1+ e (1.9)
ω gρ cosh kh
1.2 The dispersion relation

Let us Þrst examine the relation (1.6) between frequency and wavenumber. Here three
lengths are present : the depth h, the wavelength λ = 2π/k, and the length λm = 2π/km
with r s
gρ 2π T
km = , λm = = 2π (1.10)
T km gρ
For reference we note that on the air-water interface, T /ρ = 74 cm3 /s2 , g = 980 cm/s2 ,
so that λm = 1.73cm. The depth of oceanographic interest ranges from a tens of
centimeters to thousand of meters. The wavelength ranges from a few centimeters to
hundreds or thousands of meters.
Let us introduce r
2 gρ
ωm = 2gkm = 2g (1.11)
T
then (1.6) is normalized to

Ã !
ω2 1 k k2
2
= 1 + 2
tanh kh (1.12)
ωm 2 km km
Consider Þrst waves of length of the order of λm . For depths of oceanographic
interest, h À λ, or kh À 1, tanh kh ≈ 1. Hence
Ã !
ω2 1 k k2
2
= 1 + 2
(1.13)
ωm 2 km km
or, in dimensional form,
T k3
ω 2 = gk + (1.14)
ρ
The phase velocity is v
u Ã !
ω ug T k2
c= =t 1+ (1.15)
k k gρ
DeÞning
ωm
cm = (1.16)
km
the preceding equation takes the normalzed form
v Ã !
u
c u 1 km k
= t + (1.17)
cm 2 k km
Clearly s
Tk
c≈ , if k/km À 1, or λ/λm ¿ 1 (1.18)
ρ
Thus for wavelengths much shorter than 1.7 cm, capillarity alone is important, These
are called the capillary waves. On the other hand
r
g
c≈ , if k/km ¿ 1, or λ/λm ¿ 1 (1.19)
k
Thus for wavelength much longer than 1.73 cm, gravity alone is important; these are
called the gravity waves. Since in both limits, c beocmes large, there must be a minimum
for some intermediate k. From
dc2 g T
=− 2 + =0
dk k ρ
the minmum c occurs when
r
gρ
k= = km , or λ = λm (1.20)
T
c*=c/ c m
2
1.75
1.5
1.25
1
0.75
0.5
0.25 λ*= λ/ λ m
0
1 2 3 4 5
Figure 1: Phase speed of capillary-gravity waves in inÞnitely deep water
The smallest value of c is cm . For the intermediate range where both capillarity and
gravity are of comparble importance; the dispersion relation is plotted in Þgure (1).
Next we consider longer gravity waves where the depth effects are essential.
q
ω= gk tanh kh (1.21)
For gravity waves on deep water, kh À 1, tanh kh → 1. Hence

q r
g
ω≈ gk, c≈ (1.22)
k
These are also called short gravity waves. In this category the longer waves travel
faster. Any initial disturbance may be regarded as the superposition of waves of a
broad spectrum of lengths. The above relation then says that waves of different lengths
will eventually separate, i.e., disperse. This phenomenon is called dispersion, hence
(1.14) or (1.15) is known as the dispersion relation.
If however the waves are very long in comparison to the depth so that kh ¿ 1, then
tanh kh ∼ kh and
q q
ω ≈ k gh, c≈ gh (1.23)
For intermediate values of kh, the phase speed decreases monotonically with increasing
kh. All long waves with kh ¿ 1 travel at the same maximum speed limited by the

c/√ gh
1
0.75
0.5
0.25
0 kh
2 4 6 8 10
Figure 2: Phase speed of capillary-gravity waves in water of Þnite depth
√
depth, gh, hence they are non-dispersive. The dispersion relation is plotted in Þgure
(2) for a wide range of wavelengths.
1.3 The ßow Þeld

For arbitrary k/km and kh, the velocities and dynamic pressure are easily found from
the potential (1.9) as follows
Ã !
∂Φ gkA T k 2 cosh k(z + h) ikx−iωt
u = = 1+ e (1.24)
∂x ω gρ cosh kh
Ã !
∂Φ −igkA T k 2 sinh k(z + h) ikx−iωt
w = = 1+ e (1.25)
∂z ω gρ cosh kh
Ã !
∂Φ T k 2 cosh k(z + h) ikx−iωt
p = −ρ = ρgA 1 + e (1.26)
∂t gρ cosh kh
Note that all these quantities decay monotonically in depth.

In deep water, kh À 1,
Ã !
gkA T k 2 kz ikx−iωt
u = 1+ e e (1.27)
ω gρ
Ã !
∂Φ −igkA T k 2 kz ikx−iωt
w = = 1+ e e (1.28)
∂z ω gρ
Ã !
∂Φ T k 2 kz ikx−iωt
p = −ρ = ρgA 1 + e e (1.29)
∂t gρ
All dynamical quantities diminish exponentially to zero as kz → −∞. Thus the ßuid
motion is limited to the surface layer of depth O(λ). Gravity and capillary-gravity waves
are therefore surface waves.
For pure gravity waves in shallow water, T = 0 and kh ¿ 1, we get
gkA ikx−iωt
u = e (1.30)
ω
w = 0, (1.31)
∂Φ
p = −ρ = ρgAeikx−iωt = ρgζ (1.32)
∂t
Note that the horizontal velocity is uniform in depth while the vertical velocity is neg-
ligible. Thus the ßuid motion is essentially horizontal. The total pressure
P = po + p = ρg(ζ − z) (1.33)
is hydrostatic and increases linearly with depth from the free surface.
1.4 The particle orbit

In ßuid mechanics there are two ways of describing ßuid motion. In the Lagrangian
scheme, one follows the trajectory x, z of all ßuid particles as functions of time. Each
ßuid particle is identiÞed by its static or intital position xo , zo . Therefore the instan-
taneous position at time t depends parametrically on xo , zo . In the Eulerian scheme,
the ßuid motion at any instant t is described by the velocity Þeld at all Þxed positions
x, z. As the ßuid moves, the point x, z is occupied by different ßuid particles at different
times. At a particular time t, a ßuid particle originally at (xo , zo ) arrives at x, z, hence
its particle velocity must coincide with the ßuid velocity there,
dx dz
= u(x, z, t), = w(x, z, t) (1.34)
dt dt
Once u, w are known for all x, z, t, we can in principle integrate the above equations to
get the particle trajectory. This Euler-Lagrange problem is in general very difficult.
In small amplitude waves, the ßuid particle oscillates about its mean or initial posi-
tion by a small distance. Integration of (1.34) is relatively easy. Let
x(xo , zo , t) = xo + x0 (xo , zo , t), andz(xo , zo , t) = zo + x0 (xo , zo , t) (1.35)

then x0 ¿ x, z 0 ¿ z in general. Equation (1.34) can be approximated by

dx0 dz 0
= u(xo , zo , t), = w(xo , zo , t) (1.36)
dt dt
From (1.24) and (1.25), we get by integration,
Ã !
0 gkA T k 2 cosh k(zo + h) ikxo −iωt
x = 1 + e
−iω 2 gρ cosh kh
Ã !
gkA T k 2 cosh k(zo + h)
= − 2 1+ sin(kxo − ωt) (1.37)
ω gρ cosh kh
(1.38)
Ã !
2
gkA T k sinh k(zo + h) ikxo −iωt
z0 = 1+ e
ω2 gρ cosh kh
Ã !
gkA T k 2 sinh k(zo + h)
= 1+ cos(kxo − ωt) (1.39)
ω2 gρ cosh kh
(1.40)
Letting    
Ã !
 a  gkA T k 2  cosh k(zo + h) 
 = 2 1+   (1.41)
b ω cosh kh gρ sinh k(zo + h)
we get
x02 z 02
+ 2 =1 (1.42)
a2 b
The particle trajectory at any depth is an ellipse. Both horizontal (major) and vertical
(minor) axes of the ellipse decrease monotonically in depth. The minor axis diminshes
to zero at the seaebed, hence the ellipse collapses to a horizontal line segment. In deep
water, the major and minor axes are equal
Ã !
gkA T k 2 kzo
a=b= 2 1+ e , (1.43)
ω gρ
therefore the orbits are circles with the radius diminishing exponentially with depth.
Also we can rewrite the trajectory as
Ã !
0 gkA T k 2 cosh k(zo + h)
x = 1+ sin(ωt − kxo ) (1.44)
ω2 gρ cosh kh
Ã !
gkA T k 2 sinh k(zo + h) π
z0 = 1+ sin(ωt − kxo − ) (1.45)
ω2 gρ cosh kh 2
When ωt − kxo = 0, x0 = 0 and z 0 = b. A quarter period later, ωt − ko = π/2, x0 = a
and z 0 = 0. Hence as time passes, the particle traces the ellptical orbit in the clockwise
direction.
1.5 Energy and Energy transport

Beneath a unit length of the free surface, the time-averaged kinetic energy density is
ρZ 0 ³ 2 ´
Ēk = dz u + w 2 (1.46)
2 −h
whereas the instantaneous potential energydensity is

µq ¶
1 (ds − dx) 1 1
Ep = ρgζ 2 + T = ρgζ 2 + T 1 + ζx2 − 1 = ρgζ 2 + T ζx2 (1.47)
2 dx 2 2
Hence the time-average is
1 T
Ēp = ρgζ 2 + ζx2 (1.48)
2 2
Let us rewrite (1.24) and (1.25) in (1.48):
( Ã ! )
gkA T k 2 cosh k(z + h) ikx −iωt
u = < 1+ e e (1.49)
ω gρ cosh kh
( Ã ! )
−igkA T k 2 sinh k(z + h) ikx −iωt
w = < 1+ e e (1.50)
ω gρ cosh kh
Then
Ã !2 Ã !2 Z 0
ρ gkA T k2 1 h i
Ēk = 1+ 2 dz cosh2 k(z + h) + sinh2 k(z + h)
4 ω gρ cosh kh −h
Ã !2 Ã !2 Ã !2 Ã !2
ρ gkA T k2 sinh 2kh ρ gkA T k2 sinh kh
= 1+ 2 = 1+
4 ω gρ 2k cosh kh 4 ω gρ k cosh kh
Ã !2 Ã !
ρgA2 T k2 gk tanh kh ρgA2 T k2
= 1+ = 1 + (1.51)
4 gρ ω2 4 gρ
after using the dispersion relation. On the other hand,

Ã !
ρgA2 T k2
Ēp = 1+ (1.52)
4 ρg
Hence the total enegy density is

Ã ! Ã ! Ã !
ρgA2 T k2 ρgA2 k2 ρgA2 λ2m
Ē = Ēk + Ēp = 1+ = 1+ 2 = 1+ 2 (1.53)
2 ρg 2 km 2 λ
Note that the total energy is equally divided between kinetic and potential energies; this
is called the equipartition of energy.
3.3. DISPERSION OF TRANSIENT DISTURBANCE 9
We leave it as an exercise to show that the power ßux (rate of energy ßux) across a
station x is
dĒ Z 0 Z 0
= pu dz − T ζx ζt = −ρ Φt Φx dz − T ζx ζt = Ēcg (1.54)
dt −h −h
where cg is the speed of energy transport , or the group velocity

 2
  2 
λ
dω c  kkm2 + 3 2kh  c  λ2m + 3 2kh 
cg = =  k2 + = 2 + (1.55)
dk 2 m
k2
+ 1 sinh 2kh  2  λλ2m + 1 sinh 2kh 
For pure gravity waves, k/km ¿ 1 so that

Ã !
c 2kh
cg = 1+ (1.56)
2 sinh 2kh
where the phase velocity is r

g
c= tanh kh (1.57)
k
In very deep water kh À 1, we have
r
c 1 g
cg = = (1.58)
2 2 k
The shorter the waves the smaller the phase and group velocities. In shallow water
kh ¿ 1,
q
cg = c = gh (1.59)
Long waves are the fastest and no longer dispersive.

For capillary-gravity waves with kh À 1, we have
   
2 λ 2 r
c  kkm2 + 3  c  λ2m + 3  2π ρg
cg = 2 = 2 , km = (1.60)
2  km + 1  2  λλ2m + 1  λm T
k2
where s
g T k3
c= + (1.61)
k ρ
Note that cg = c when k = km , and
> >
cg < c, if k < km (1.62)
In the limit of pure capillary waves of k À km , cg = 3c/2. For pure gravity waves
cg = c/2 as in (1.58).
2 Dispersion of transient disturbance

The solution for monochromatic waves already suggests that waves of different wave-
lengths disperse by travelling at different velocities. Let us examine in more detail
the consequence of an initial disturbance which is represented by the sum of inÞnitely
many sinusoids with a wide spectrum. To this end we shall employ the tool of Fourier
transform.
Let us consider two dimensional capillary-gravity waves in very deep water. Recall
from §1.4 for convenience that the velocity potential satisÞes the Laplace equation
Φxx + Φzz = 0, − ∞ < z < 0. (2.1)
On the free surface the dynamical boundary condition requires
∂Φ ∂ 2ζ
−ρgζ − ρ + T 2 = 0, z = 0. (2.2)
∂t ∂x
The kinematic condition requires
ζt = Φz , z = 0. (2.3)
Combination of the two yields
∂2Φ ∂Φ T ∂ 3 Φ
+ g − = 0, z=0 (2.4)
∂t2 ∂z ρ ∂x2 ∂z
At great depth, the velocity vanishes
Φx , Φz → 0, z → −∞. (2.5)
Since conditions (2.3) and (2.2) involve Þrst-order time derivatives, we must prescribe
the initial data for Φ(x, 0, 0) and ζ(x, 0) on the free surface. Physically Φ(x, 0, 0) is
equivalent to an impulsive pressure applied on the free surface. Here we shall only
illustrate the effects of a prescribed initial displacement of the free surface,
Φ(x, 0, 0) = 0, ζ(x, 0) = ζo (x) = given. (2.6)

2.1 Solution by Fourier transform

Let us deÞne the Fourier transform of f (x) and its inverse f(k) by
Z ∞
1 Z ∞ −ikx ¯
f¯(k) = e −ikx
f (x) dx, f (x) = e f (k) dk (2.7)
−∞ 2π −∞
Then it is possible to show that the solution for the surface displacement is
1 Z∞
ζ(x, t) = dk ζ o (k) cos ωt (2.8)
2π −∞
where ζ̄(k, t) is the Fourier transform of ζ(x, 0), and the potential is
Ã !
1 Z∞ T k 2 sin ωt |k|z
Φ(k, z, t) = − dk ζ o (k) g + e (2.9)
2π −∞ ρ ω
with " Ã !#1/2
T k2
ω = |k| g + (2.10)
ρ
Detailed derivation is as follows.
The transform of Laplace equation is
Φzz − k 2 Φ = 0, z<0 (2.11)
From the combined free surface condition, we get

Ã !
T k2
Φtt + g + Φz = 0 (2.12)
ρ
From the dynamical condition on the free surface
Ã !
T k2
Φt = − g + ζ (2.13)
ρ
At great depth
Φ, Φz → 0, z → −∞ (2.14)
The initial conditions on the free surface are
ζ(k, 0) = ζ o (k) (2.15)
Φ(k, 0, 0) = 0 (2.16)
The solution of (2.11) is

Φ(k, z, t) = A(k, t)e|k|z
From (2.12), A must satisfy

Ã !
T k2
Att + |k| g + A = 0, t>0
ρ
From (2.16) and (2.15), the initial conditions for A are
A(k, 0) = 0,
Ã ! Ã !
T k2 T k2
At (k, 0) = −ζ(k, 0) g + = −ζ o (k) g +
ρ ρ
Hence Ã !
T k2 sin ωt
A = −ζ o (k) g +
ρ ω
The solution for the tranformed potential is
Ã !
T k2 sin ωt |k|z
Φ(k, z, t) = −ζ o (k) g + e (2.17)
ρ ω
The transform of the surface displacement is
Φt (k, 0, t)
ζ(x, t) = − 2 = ζ o (k) cos ωt (2.18)
g + Tρk
By Fourier inversion the solutions are given by (2.8) and (2.9).
To be concrete we shall take
Sb
ζo (x) =
π(x3 + b2
which is a hump of area S; the Fourier transform is
ζ o (k) = Se−|k|b
which is even in k. It follows that

SZ∞
ζ(x, t) = dke−kb cos kx cos ωt
π 0
which can be manipulated to
S Z∞ ³ ´
ζ(x, t) = < dke−kb eikx−iωt + eikx+iωt dk (2.19)
2π 0
The Þrst term in the integrand represents the right-going wave while the second, left-
going. Each part correponds to a superposition of sinusoidal wave trains over the entire
range of wave numbers, within the small range (k, k + dk) the spectral amplitude is
Se−kb . In general explicit evaluation of the Fourier integrals is not feasible. We shall
therefore only seek approximate information.
2.2 Method of stationary phase

The method of stationary phase is particularly useful for asymptotic approximation of
Fourier integrals,
Z b
I(t) = F (k)eitf (k) dk (2.20)
a
for real f and very large t. Let us Þrst give a quick derivation of the mathematical
result.
If t is large, then as k increases along the path of integration both the real and
imaginary parts of the exponential function
cos(tf(k)) + i sin(tf (k))
oscillates rapidly between -1 to +1, resulting in cancellations unless there is a point of

stationary phase ko within (a,b) so that
df (ko )
= f 0 (ko ) = 0, a < ko < b. (2.21)
dk
Then
1
f (k) = f (ko ) + (k − ko )2 f 00 (ko ) + · · ·
2
and
eitf (k) ≈ eitf (ko ) exp [it(f (k) − f (ko ))]

≈ eitf (ko ) {cos [t(f (k) − f(ko ))] + i sin [t(f (k) − f (ko ))]}
As sketched in Figure 3, contribution to the Fourier integral is dominated by the cosine

part in the neighborhood of ko . The integral can be approximated by
Z b µ ¶
itf (ko ) it
I(t) ≈ F (ko )e exp (k − ko )2 f 00 (ko ) dk
a 2
With an error of O(1/t), we also replace the limits of the last integral by ±∞; the
justiÞcation is omitted here. Now it is known that
Z ∞ r
2 π ±iπ/4
e±itk dk = e
−∞ t
Figure 3: Neighborhood of the point of stationary phase
It follows that
Z b " #1/2 µ ¶
itf (k) itf (ko )±iπ/4 2π 1
I(t) = F (k)e dk ≈ F (ko )e 00
+O , if ko ∈ (a, b),
a t|f (ko )| t
(2.22)
where the sign is + (or −) if f 00 (ko ) is positive (or negative). It can be shown that if
ther is no stationary point in the range(a,b), then the integral I(t) is small
µ ¶
1
I(t) = O , if ko ∈
/ (a, b). (2.23)
t
2.3 Wave dispersion at large x and t.

Let us apply this result to the right-going wave
1 Z∞
ζ+ (x, t) = < dk ζ̄(k, 0)eit(kx/t−iω) dk (2.24)
2π 0
where " Ã !#1/2
T k2
ω = |k| g + (2.25)
ρ
For an observer travelling at a given speed, x/t =constant. We have
f (k) = kx/t − ω(k), (2.26)
There is a stationary point ko at the root of

3T k2
g+ ρ
x/t = ω 0 (k) = cg = ³ ´1/2 (2.27)
T k3
2 gk + ρ
Figure 4: Group velocity as function of k of capillary-gravity waves in deep water
which is plotted in Figure 4. Note that cg (k) is large for both small and large k :
r
1 g
cg ∼ , for small k,
2 k
and s
1 Tk
cg ∼ , for large k,
2 ρ
Hence there is a minimum cg occuring at ko where ω 00 (ko ) = 0.
For any speed x/t > min cg , eq. (2.27) has two roots (stationary points). At the
smaller root k1 < ko , ω 00 (ko ) < 0; at the larger one k2 > ko , ω 00 (ko ) > 0 . Adding the
contributions from both we get the Þnal result for the right-going wave
s
1 −k1 b 2π
ζ+ (x, t) ∼ e 00
cos (k1 x − ω(k1 )t − π/4)
2π t|ω (k1 )|
s
1 −k2 b 2π
+ e 00
cos (k2 x − ω(k2 )t + π/4) (2.28)
2π t|ω (k2 )|
Physically an observer travelling at the speed x/t sees two trains of simple harmonic
waves with wavenumbers k1 and k2 , corresponding respectively to gravity (longer) and
capillary (shorter) waves. The local wavelengths are such that their group velocities
match the speed of the observer. The faster the observer, the shorter the capillary
waves and the longer the gravity waves. If a snapshot is taken for all x > 0, then the
longer gravity waves are at the very front, followed by shorter and shorter gravity waves.
However the shortest capillary waves lead the longer ones, see Þgure 5. Because e−kb
Figure 5: Large-time dispersion of capillary-gravity waves in deep water
is is the greatest at k = 0, the longest waves are the biggest. The entire disturbance
attenuates in time as t−1/2 .
Note also that for x/t ≈ min cg , the second derivative f 00 (ko ) = −ω 00 (ko ) = 0. Hence
the asymptotic formula breaks down. A better approximation is needed, and is left as
an exercise.
Homework Show by expanding
1
ω(k) = ω(ko ) + (k − ko )ω 0 (ko ) + (k − ko )3 ω 000 (ko ) + · · · (2.29)
6
that for large x and t,
Ã !1/3
2
ζ+ (x, t) ≈ 00
e−ko b Ai (Z) cos(ω(ko ) − ko x) (2.30)
tω (ko )
where Ai(Z) is the Airy function with the argument
Ã !1/3
2
Z= 000
(cg (ko )t − x))
ω (ko )t
It can be deÞned by the integral
Ã !
1Z∞ α3
Ai(−Z) = cos −Zα + dα (2.31)
π 0 3
and is related to Bessel function of order ±1/3,
 Ã √ !  q 
Z 1/2
2 Z 3/2 2 (Z) 3/2
Ai(−Z) = J 1 Z + J− 1  Z  (2.32)
3 3 3 3 3
Discuss the physical picture.

2.4 Energy propagation

Finally we examine the propagation of wave energy in this transient problem. It sufficies
to examine the gravity wave part. Using (2.28) the local energy density of the gravity
wave is:
1 ρω 2 ζ̄(k1 )2
E = ρω 2 |A|2 =
2 8πt (ω 00 (k1 ))2
At any given t, the waves between two observers moving at slightly different speeds,
cg (k10 ) and cg (k100 ), i.e., between two rays x/t = cg (k10 ) and x/t = cg (k100 ) are essentially
simple harmonic so that the total energy is
Z x2 Z x2
ρω 2 (ζ̄(ko ))2
dxE = dx
x1 x1 8πt ω 00 (k1 )
Since x = ω 0 (k)t for Þxed t, we have
dx
= ω 00 (k1 )dk1
t
Now for x2 > x1 , k100 > k10 , it follows that

Z x2 Z k!!
1 ρω 2
dxE = dk1 (ζ̄(k1 ))2 = constant
x1 k1! 8π
Therefore the total energy between two observers moving at the local group velocity
remains the same for all time. In other words, waves are transported by the local group
velocity even in transient dispersion.
3 Narrow-banded dispersive waves in general

In this section let us discuss the superposition of progressive sinusoidal waves with the
amplitudes spread over a narrow spectrum of wave numbers
Z ∞ Z ∞
ζ(x, t) = |A(k)| cos(kx − ωt − θA )dk = < A(k)eikx−iωt dk (3.1)
0 0
whereA(k) is complex denotes the dimensionless amplitude spectrum of dimension

(length)2 . The component waves are dispersive with a general nonlinear relation ω(k).
Let A(k) be different from zero only within a narrow band of wave numbers centered at
ko . Thus the integrand is of signiÞcance only in a small neighborhood of ko . We then
approximate the integral by expanding for small ∆k = k − ko and denote ωo = ω(ko ),

ωo0 = ω 0 (ko ), and ωo00 = ω 00 (ko ),
½ Z ∞ ¾
iko x−iωo t i∆kx−i(ω−ωo )t
ζ = < e A(k) e dk
0
½ Z ∞ ∙ µ ¶ ¸¾
iko x−iωo t 1
= < e dk A(k) exp i∆kx − i ωo0 ∆k + ωo00 (∆k)2 t + · · ·
n 0
o
2
iko x−iωo t
= < A(x, t)e (3.2)
where ∙ µ ¶ ¸
Z ∞
1
A(x, t) = dk A(k) exp i∆kx − i ωo0 ∆k
+ ωo00 (∆k)2 t + · · · (3.3)
0 2
Although the integration is formally extends from 0 to ∞, the effective range is only
from ko − (∆k)m to ko + (∆k)m , i,.e., the total range is O((∆k)m ), where (∆k)m is the
bandwidth. Thus the total wave is almost a sinusoidal wavetrain with frequency ωo and
wave number ko , and amplitude A(x, t) whose local value is slowly varying in space and
time. A(x, t) is also called the envelope. How slow is its variation?
If we ignore terms of (∆k)2 in the integrand, (3.3) reduces to
Z ∞
A(x, t) = dk A(k) exp [i∆k(x − ωo0 t)] (3.4)
0
Clearly A = A(x − ωo0 t). Thus the envelope itself is a wave traveling at the speed ωo0 .
This speed is called the group velocity,
¯
dω ¯¯
cg (ko ) = ¯ (3.5)
dk ¯ko
Note that the characteristic length and time scales are (∆km )−1 and (ωo0 ∆km )−1 respec-
tively, therefore much longer than those of the component waves : ko−1 and ωo−1 . In other
words, (3.3) is adequate for the slow variation of Ae in the spatial range of ∆km x = O(1)
and the time range of ωo0 ∆km t = O(1).
As a speciÞc example we let the amplitude spectrum be a real constant within the
narrow band of ko − κ, ko + κ,
Z ko +κ
ζ=A eikx−iω(k)t dk, κ ¿ ko (3.6)
ko −κ
then
Z κ
ζ = ko Aeiko x−iωo t dξeiko ξ(x−cg t) + · · ·
−κ
2A sin κ(x − cg t) iko x−iωo t
= e = Aeiko x−iωo t (3.7)
x − cg t
Figure 6: Envelope of waves with a rectangular band of wavenumbers
where ξ = k − ko /ko and

2A sin κ(x − cg t)
A= (3.8)
(x − cg t)
as plotted in Þgure (6).
By differentiation, it can be veriÞed that
∂A ∂A
+ cg = 0, (3.9)
∂t ∂x
Multiplying (3.9) by A∗ ,
∂A ∂A
A∗ + cg A∗ = 0,
∂t ∂x
and adding the result to its complex conjugate,
∂A∗ ∂A∗
A + cg A = 0,
∂t ∂x
we get
∂|A|2 ∂|A|2
+ cg =0 (3.10)
∂t ∂x
We have seen that for a monochromatic wave train the energy density is proportional
to |A|2 . Thus the time rate of change of the local energy density is balanced by the net
ßux of energy by the group velocity.
Now let us examine the more accurate approximation (3.3). By straightforward
differentiation, we Þnd
Z ∞" #
∂A 0 iω 00 (ko )
= −iω (ko )∆k − (∆k) A(k)eiS dk
2
∂t 0 2
Z ∞
∂A
= (i∆k)A(k)eiS dk
∂x 0
Z ∞³ ´
∂ 2A 2
= −(∆k) A(k)eiS dk
∂x2 0
where
1
S = ∆k x − ωo0 ∆k t − ωo00 (∆k)2 t (3.11)
2
is the phase function. It can be easily veriÞed that
∂A ∂A iω 00 ∂ 2 A
+ ωo0 = o (3.12)
∂t ∂x 2 ∂x2
By keeping the quadratic term in the expansion, (3.12) is now valid for a larger spatial
range of (∆k)2 x = O(1). In the coordinate system moving at the group velocity, ξ =
x − cg t, τ = t, we easily Þnd
∂A(ξ, τ ) ∂A ∂A ∂A(ξ, τ ) ∂A
= − cg , =
∂t ∂τ ∂ξ ∂x ∂x
so that (3.12) simpliÞes to the Schrödinger equation:
∂A iωo00 ∂ 2 A
= (3.13)
∂τ 2 ∂ξ 2
By manipulations similar to those leading to (3.10), we get
Ã !
∂|A|2 iω 00 ∂ ∂A ∂A∗
= o A∗ −A (3.14)
∂τ 2 ∂ξ ∂ξ ∂ξ
Thus the local energy density is not conserved over a long distance of propagation.
Higher order effects of dispersion redistribute energy to other parts of the envelope.
For either a wave packet whose envelope has a Þnite length ( A(±∞) = 0), or for a
periodically modulated envelope (A(x) = A(x + L)), we can integrate (3.14) to give
∂ Z
|A|2 dξ = 0 (3.15)
∂τ
where the integration extends over the entire wave packet or the group period. Thus
the total energy in the entire wave packet or in a group period is conserved.
WAVE RESISTANCE OF A TWO-DIMENSIONAL OBSTACLE 1
I-campus project
CHAPTER FOUR
WAVES DUE TO MOVING DISTURBANCES
2 D SHIP WAVES
RADIATION DUE TO OSCILLATING PRESSURE
SHIP WAVES
[Ref]: Lecture notes on Surface Wave Hydrodynamics by Theodore T.Y. WU, Calif.
Inst.Tech.
Lighhill, Waves in Fluids
1 Wave resistance of a two-dimensional obstacle

As an application of the information gathered so far, let us examine the wave resistance
on a two dimensional body steadily advancing parallel to the free surface. Let the body
speed be U from right to left and the sea depth be constant.
Due to two-dimensionality, waves generated must have crests parallel to the axis of
the body (y axis). After the steady state is reached, waves that keep up with the ship
must have the phase velocity equal to the body speed. In the coordinate system Þxed
on the body, the waves are stationary. Consider Þrst capillary -gravity waves in deep
water λ∗ = λ/λm = O(1) and kh À 1. Equating U = c we get from the normalized
dispersion relation µ ¶
1 1
U∗2 = c2∗ = λ∗ + (1.1)
2 λ∗
where U∗ ≡ U/cm . Hence
λ2∗ − 2c2∗ λ∗ + 1 = 0 = (λ∗ − λ∗1 )(λ∗ − λ∗2 )
which can be solved to give

 
λ∗1  ³ ´1/2
 2 4
  = c∗ ± c∗ − 1 (1.2)
λ∗2
WAVE RESISTANCE OF A TWO-DIMENSIONAL OBSTACLE 2
and
1
λ∗1 = (1.3)
λ∗2
Thus, as long as c∗ = U∗ > 1 two wave trains are present: the longer gravity wave
with length λ∗1 , and the shorter capillary wave with length λ∗2 . Since cg 1 < c = U and
cg 2 > c = U , and energy must be sent from the body, the longer gravity waves must
follow, while the shorter capillary waves stay ahead of, the body.
Balancing the power supply by the body and the power ßux in both wave trains, we
get
Rc = (c − cg 1 )Ē1 + (cg 2 − c)Ē2 (1.4)
Recalling that
cg 1 λ2∗ + 3
=
c 2 λ2∗ + 1
we Þnd, Ã !
cg 1 2 1 1/λ∗ 1 1/λ∗
1− =1− 1+ 2 = − = −
c 2 λ∗ + 1 2 λ∗ + 1/λ∗ 2 2c2
For the longer wave we replace cg by cg ∗1 cm and λ∗1 in the preceding equation, and use
(1.2), yielding
cg ∗ 1 ³ ´1/2
1− = 1 − c4∗ (1.5)
c∗
Similarly we can show that
cg ∗2 ³ ´1/2 cg
− 1 = 1 − c4∗ = 1 − ∗1 (1.6)
c∗ c∗
Since Ã ! Ã !
ρgA21 1 ρgA21 1 1
Ē1 = 1+ 2 = λ∗1 + = ρgA21 λ∗2 c2∗ , (1.7)
2 λ∗ 1 2 λ∗1 λ∗1
we get Þnally
1 ³ ´ 1 ³ ´
R = ρg λ∗2 A21 + λ∗1 A22 (c2∗ − 1)1/2 = ρg λ∗2 A21 + λ∗1 A22 (U∗2 − 1)1/2 (1.8)
2 2
Note that when U∗ = 1, the two waves become the same; no power input from the body
is needed to maintain the single inÞnite train of waves; the wave resistance vanishes.
When U∗ < 1, no waves are generated; thedisturbance is purely local and there is also
no wave resistance. To get the magnitude of R one must solve the boundary value
problem for the wave amplitudes A1 , A2 which are affected by the size (relative to the
wavelengths), shape and depth of submergence.
RADIATION OF SURFACE WAVES BY AN OSCILLATING PRESSURE 3
Figure 1: Dependence of wave resistance on speed for pure gravity waves
When the speed is sufficiently high, pure gravity waves are generated behind the
body. Power balance then requires that
µ ¶ Ã !
cg ρgA2 1 2kh
R= 1− Ē = − (1.9)
U 2 2 sinh 2kh
The wavelength generated by the moving body is given implicitly by
Ã !1/2
U tanh kh
√ = (1.10)
gh kh
√ √
When U ≈ gh the waves generatesd are very long, kh ¿ 1, cg → c = gh, and the
√
wave resistance drops to zero. When U ¿ gh, the waves are very short, kh À 1,
ρgA2
R≈ (1.11)
4
For intermediate sppeds the dependence of wave resistance on speed is plotted in Þgure
(1).
2 Radiation of surface waves forced by an oscillating

pressure
We demonstrate the reasoning which is typical in many similar radiation problems.
The governing equations are
∇2 φ = φxx + φyy = 0, − ∞ < z < 0. (2.1)
with the kinematic boundary condition
φz = ζt , z = 0 (2.2)
and the dynamic boundary condiition
pa
+ φt + gζ = 0 (2.3)
ρ
where pa is the prescribed air pressure. Eliminating the free surface displacement we
get
(pa )t
φtt + gφz = − , z = 0. (2.4)
ρ
Let us consider only sinusoidal time dependence:
pa = P (x)e−iωt (2.5)
and assume
φ(x, z, t) = Φ(x, z)e−iωt , ζ(x, t) = η(x)e−iωt (2.6)
then the governing equations become
∇2 Φ = Φxx + Φyy = 0, − ∞ < z < 0. (2.7)
Φz = −iωη, z = 0 (2.8)
and
ω2 iω
Φz − Φ = P (x), z = 0. (2.9)
g ρg
DeÞne the Fourier tranoform and its inverse by
Z ∞
1 Z∞
f¯(α) = dx f (x), f (x) = dα f¯(α), (2.10)
−∞ 2π −∞
We then get the transforms of (2.1) and (2.4)
Φ̄zz − α2 Φ̄ = 0, z<0 (2.11)

subject to
ω2 iω
Φ̄z − Φ̄ = P̄ , z = 0. (2.12)
g ρg
The solution Þnite at z ∼ −∞ for all α is
Φ̄ = Ae|α|z
To satisfy the free surface condition
ω2 iω P̄
|α|A − A=
g ρg
hence
iω P̄
ρg
A=
|α| − ω 2 /g
or
1 Z∞
iωP̄
ρg
Φ= dαeiαx e|α|z
2π −∞ |α| − ω 2 /g
Z ∞ Z ∞
iω 1 iαx |α|z ! 1
= dαe e dx0 e−iαx P (x0 ) ,
ρg 2π −∞ −∞ |α| − ω 2 /g
iω Z ∞ 0 0 1
Z ∞
! 1
= dx P (x ) dα eiα(x−x ) e|α|z (2.13)
ρg −∞ 2π −∞ |α| − ω 2 /g
Let
ω2
k= (2.14)
g
we can rewrite (2.13) as
iω Z ∞ 0 1Z∞ cos(α(x − x0 ))
Φ= dx P (x0 ) dα eαz (2.15)
ρg −∞ π 0 α−k
The Þnal formal solution is
iω −iωt Z ∞ 0 1Z∞ cos(α(x − x0 ))

φ= e dx P (x0 ) dα eαz (2.16)
ρg −∞ π 0 α−k
If we chose
P (x0 ) = Po δ(x0 ) (2.17)
then
iωPo 1 Z ∞ cos(αx)
Φ → G(x, z) = dα eαz (2.18)
ρg π 0 α−k
is clearly the response to a concentrated surface pressure and the response to a pressure
distribution (2.16) can be written as a superposition of concentrated loads over the free
surface,
Z ∞
φ= dx0 P (x0 )G(x − x0 , z). (2.19)
−∞
where
iωPo −iωt 1 Z ∞ cos(αx)
G(x, z, t) = e dα eαz (2.20)
ρg π 0 α−k
In these results, e.g., (2.20), the Fourier integral is so far undeÞned since the integrand
has a real pole at α = k which is on the path of integration. To make it mathematically
deÞned we can chose the principal value, deform the contour from below or from above
the pole as shown in Þgure (2). This indeÞniteness is due to the assumption of quasi
Figure 2: Possible paths of integration
steady state where the inßuence of the initial condition is no longer traceable. We must
now impose the radiation condition that waves must be outgoing as x → ∞. This
condition can only be satisÞed if we deform the contour from below. Denoting this
contour by Γ, we now manipulate the integral to exhibit the behavior at inÞnity, and to
verify the choice of path. For simplicity we focus attention on G. Due to symmetry, it
suffices to consider x > 0. Rewriting,
iωPo −iωt 1
G(x, z, t) = e (I1 + I2 )
ρg 2π
" #
iωPo −iωt 1 Z αz eiαx e−iαx
= e dα e + (2.21)
ρg 2π Γ α−k α−k
Consider the Þrst integral in (2.21). In order that the Þrst integral converges for
large |α|, we close the contour by a largfe circular arc in the upper half plane, as shown
in Þgure (3), where =α > 0 along the arc. The term
eiαx = ei<αx e−=αx
is exponentially small for positive x. Similarly, for the second integral we must chose
the contour by a large circular arc in the lower half plane as shown in Þgure (4).
Figure 3: Closed contour in the upper half plane
Figure 4: Closed contour in the lower half plane
Back to the Þrst integral in (2.21)

Z
eiαx eαz
I1 = dα (2.22)
Γ α−k
The contour integral is
I Z
eiαx eαz eiαx eαz Z eiαx eαz Z 0 eiαx eαz
dα = dα + dα + dα
α−k Γ α−k C α−k i∞ α−k
Z 0 iαx αz
e e
= I1 + 0 + dα
i∞ α−k
The contribution by the circular arc C vanishes by Jordan’s lemma. The left hand side
is
LHS = 2πieikx ekz (2.23)
by Cauchy’s residue theorem. By the change of variable α = iβ, the right hand side
becomes
Z 0
e−βx eiβz
RHS = I1 + i dβ
∞ iβ − k
KELVIN’S SHIP WAVE 8
Hence
Z ∞
e−βx eiβz
I1 = 2πieikx ekz + i dβ (2.24)
0 iβ − k
Now consider I2
Z
e−iαx eαz
I2 = dα (2.25)
Γ α−k
and the contour integral along the contour closed in the lower half plane,
I Z ∞
e−iαx eαz e−iαx eαz
− dα = I2 + 0 + dα
α−k 0 α−k
Again no contribution comes from the circular arc C. Now the pole is outside the
contour hence LHS = 0. Let α = −iβ in the last integral we get
Z ∞
e−βx e−iβy
I2 = −i dβ (2.26)
0 −iβ − k
Adding the results (2.24) and (2.26).,
Z ∞ Ã !
ikx kz ie−βxeiβz ie−βxe−iβz
I1 + I2 = 2πie e + dβ −
0 iβ − k −iβ − k
Z ∞ −βx
e
= 2πieikx ekz + 2 dβ 2 (β cos βy + k sin βy) (2.27)
0 β + k2
Finally, the total potential is

µ ¶
ω −iωt 1
G(x, z, t) = −
e (I1 + I2 ) e−iωt
ρg 2πi
( )
ω −iωt ikx kz 1 Z ∞ e−βx
=− e e e + dβ 2 (β cos βy + k sin βy) (2.28)
ρg π 0 β + k2
The Þrst term gives an outgoging waves. For a concentrated load with amplitude
Po , the displacement amplitude is Po /ρg. The integral above represent local effects
important only near the applied pressure. If the concentrated load is at x = x0 , one
simply replaces x by x − x0 everywhere.
3 The Kelvin pattern of ship waves

Anyone ßying over a moving ship must be intrigued by the beautiful pattern in the
ship’s wake. The theory behind it was Þrst completed by Lord Kelvin, who invented
the method of stationary phase for the task. Here we shall give a physical/geometrical
derivation of the key results (lecture notes by T. Y. Wu, Caltech).
Consider Þrst two coordinate systems. The Þrst r = (x, y, z) moves with ship at the
uniform horizontal velocity U. The second r0 = (x0 , y 0 , z) is Þxed on earth so that water
is stationary while the ship passes by at the velocity U. The two systems are related by
the Galilean transformation,
r0 = r + Ut (3.1)
A train of simple harmonic progressive wave
ζ = < {A exp[i(k · r0 − ωt)]} (3.2)
in the moving coordinates should be expressed as
ζ = < {A exp[ik · (r − Ut) − iωt]} = < {A exp[ik · r − i(ω − k.U)t]}

= < {A exp[ik · r − iσt]} (3.3)
in the stationary coordinates. Therefore the apparent frequency in the moving coordi-
nates is
σ =ω−k·U (3.4)
The last result is essentially the famous Doppler’s effect. To a stationary observer, the
whistle from an approaching train has an increasingly high pitch, while that from a
leaving train has a decreasing pitch.
If a ship moves in very deep water at the constant speed −U in stationary water,
then relative to the ship, water appears to be washed downstream at the velocity U.
A stationary wave pattern is formed in the wake. Once disturbed by the passing ship,
a ßuid parcel on the ship’s path radiates waves in all directions and at all frequencies.
Wave of frequency ω spreads out radially at the phase speed of c = g/ω according to
the dispersion relation. Only those parts of the waves that are stationary relative to the
ship will form the ship wake, and they must satisfy the condition
σ = 0, (3.5)
i.e.,
ω k
ω = k · U, or c = = ·U (3.6)
k k
Figure 5: Waves radiated from disturbed ßuid parcel
Referring to Þgure 5, let O, (x = 0) represents the point ship in the ship-bound

coordinates. The current is in the positive x direction. Any point x1 is occupied by
a ßuid parcel Q1 which was disturbed directly by the passing ship at time t1 = x1 /U
earlier. This disurbed parcel radiates waves of all frequencies radially. The phase of
wave at the frequency ω reaches the circle of radius ct1 where c=g/ω by the deep water
dispersion relation. Along the entire circle however only the point that satisÞes (3.6)
can contribute to the stationary wave pattern, as marked by P . Since OQ1 = x1 = U t1 ,
Q1 P = ct1 and OP = Ut1 · k/k, where k is in thedirectin of Q~1 P . It follows that
4OP Q1 is a right triangle, and P lies on a semi circle with diameter OQ1 . Accounting
for the radiated waves of all frequencies, hence all c, every point on the semi circle
can be a part of the stationary wave phase formed by signals emitted from Q1 . Now
this argument must be rectiÞed because wave energy only travels at the group velocity
which is just half of the phase velocity in deep water. Therefore stationary crests due
to signals from Q1 can only lie on the semi-circle with the diameter O1 Q1 = OQ1 /2.
Thus P1 instead of P is one of the points forming a stationary crest in the ship’s wake,
as shown in Þgure 5.
Any other ßuid parcel Q2 at x2 must have been disturbed by the passing ship at time
t2 = x2 /U earlier. Its radiated signals contribute to the stationary wave pattern only
along the semi circle with diameter O2 Q2 = OQ2 /2. Combining the effects of all ßuid
parcels along the +x axis, stationary wave pattern must be conÞned inside the wedge
which envelopes all these semi circles. The half apex angle βo of the wedge, which deÞnes
the wake, is given by
U t/4
sin βo = = 1/3, (3.7)
3Ut/4
Figure 6: Wedge angle of the ship wake
Figure 7: Geometrical relation to Þnd Points of dependence
hence βo = sin−1 1/3 = 19.5◦ , see Þgure 6.

Now any point P inside the wedge is on two semicircles tangent to the boundary
of the wedge, i.e., there are two segments of the wave crests intersecting at P : one
perpendicular to P Q1 and one to P Q2 , as shown in Þgure 6.
Another way of picturing this is to examine an interior ray from the ship. Draw a
semi circle with the diameter O0 Q = OQ/2, then at the two intersections P1 and P2
with the ray are the two segments of the stationary wave crests. In other words, signals
originated from Q contribute to the stationary wave pattern only at the two points P1
and P2 , as shown in Þgure 7. Point Q can be called the point of dependence for points
P1 and P2 on the crests.
For any interior point P there is a graphical way of Þnding the two points of depen-
dence Q1 and Q2 . Referring to Þgure 7, 4O0 QP1 and 4O0 QP2 are both right triangles.
Draw O1 M1 k QP1 and O2 M2 k QP2 where M1 and M2 lie on the ray inclined at the an-
gle β. it is clear that OM1 = OP1 /2 and OM2 = OP2 /2, and 4M1 O0 P1 and 4M2 O0 P2
are both right triangles. Hence O0 lies on two semi circles with diameters M1 P1 and
Figure 8: Points of dependence
M2 P2 .
We now reverse the process, as shown in Þgure 8. For any point P on an interior
ray, let us mark the mid point M of OP and draw a semi circle with diameter MP .
The semi circle intersects the x axis at two points S1 and S2 . We then draw from P two
lines parallel to M S1 and M S2 , the two points of intersection Q1 an Q2 on the x axis
are just the two points of dependence.
Let 6 P Q1 O = 6 M S1 O = θ1 and 6 P Q2 O = 6 M S2 O = θ2 . then
P Si P Si
tan(θi + β) = = = 2 tan θi i = 1, 2.
M Si P Qi /2
hence
tan θi + tan β
2 tan θi =
1 − tan θi tan β
which is a quadratic equation for θi , with two solutions:
  q

 tan θ1 
 1± 1 − 8 tan2 β
= (3.8)

 tan θ2 
 4 tan β
They are real and distinct if

1 − 8 tan2 β > 0 (3.9)
These two angles deÞne the local stationary wave crests crossing P , and they must
be perpendicular to P Q1 and P Q2 . There are no solutions if 1 − 8 tan2 β < 0, which
corresponds to sin β > 1/3 or β > 19.5◦ , i.e., outside the wake. At the boundary of the
q
wake, β = 19, 5◦ and tan β = 1/8, the two angles are equal
√
−1 2
θ1 = θ2 = tan = 55◦ . (3.10)
2
Figure 9: Diverging and transverse waves in a ship wake
By connecting these segments at all points in the wedge, one Þnds two systems of wave
crests, the diverging waves and the transverse waves, as shown in Þgure div-trans.
Knowing that waves are conÞned in a wedge, we can estimate the behavior of the
wave amplitude by balancing in order of magnitude work done by the wave drag R and
the steady rate of energy ßux
RU = (Ēcg )r ∼ (|A|2 cg )r (3.11)
hence
A ∼ r1/2 (3.12)
This estimate is valid throughout the wedge except near the outer boundaries, where
A ∼ r−1/3 (3.13)
by a more reÞned analysis (Stoker, 1957, or Wehausen & Laitone, 1960).

A beautiful photograph is shown in Þgure 10
Figure 10: Ships in a straight course. From Stoker, 1957.p. 280.

INTRODUCTION TO TWO DIMENSIONAL SCATERING 1
I-campus project
CHAPTER FIVE
REFLECTION, TRANSMISSION, AND DIFFRACTION
Scope:
Reßection of sound at an interface. ( Reference : Brekhovskikh and Godin §.2.2.)
Diffraction by a circular cylinder, theory and simulation.
Diffraction by a wedge
- Parabolic approximation
- Exact theory and Numerical simulation.
1 Introduction to two dimensional scattering

When waves are intercepted by a physical boundary, reßection and scattering occur.
Since in principle any transient signal can be represented as a Fourier integral of simple
harmonic waves within a wide specrum of frequencies, it is a basic problem to study
scattering of monochromatic waves.
For sound in a homogeneous ßuid, the veloctiy potential deÞned by u = ∇φ satisÞes
1 ∂ 2φ
= ∇2 φ (1.1)
c2 ∂t2
where c denotes the sound speed. Recall that the ßuid pressure p = −ρo ∂φ/∂t also
satisÞes the same equation.
We Þrst generalize the plane sinusoidal wave in three dimensional space
φ(x, t) = φo ei(k·x−ωt) = φo ei(kn·x−ωt) (1.2)
where n is the unit vector in the direction of k. Here the phase function is
θ(x, t) = k · x − ωt (1.3)
The equation of constant phase θ(x, t) = θo describes a moving surface. The wave
number vector k = kn is deÞned to be
k = kn = ∇θ (1.4)
hence is orthogonal to the surface of constant phase, and represens the direction of wave
propagation. The frequency is deÞned to be
∂θ
ω=− (1.5)
∂t
Is (1.2) a solution? Let us check (2.1).

Ã !
∂ ∂ ∂
∇φ = , , φ = ikφ
∂x ∂y ∂z
∇2 φ = ∇ · ∇φ = ik · ikφ = −k 2 φ
∂2φ
= −ω 2 φ
∂t2
Hence (1.1) is satisÞed if
ω = kc (1.6)
Scattering by an object has been the focus of research in physics, electrical, acousti-
cal and oceanographical engineering for a long time. Depending on the geometry, the
mathematics can be quite involved. Mountains of literatures on analytical and numerical
methods can be found. In this chapter we shall limit our study to two space dimensions.
For a plane sound wave of single frequency scattered by a cylinder whose axis is parallel
to the incident crests, the two-dimensional, time-dependent potential can be written as
h i
Φ(x, y, t) = < φ(x, y)e−iωt (1.7)
where the potential amplitude φ is governed by the Helmholtz equation
∂ 2 φ ∂ 2 φ2 ω
∇2 φ + k 2 φ = + + k 2 φ = 0, k= (1.8)
∂x2 ∂y 2 c
On the rigid and perfectly reglective boundary B the normal velocity vanishes,
∂φ
=0 (1.9)
∂n
Let the total wave be the sum of the incident and scattered waves
φ = φI + φS (1.10)
then the scattered waves must further satisfy the radiation condition at inÞnity, i.e., it
can only radiate energy outward from the scatterer.
Th preceding boundary value problem goeverns wave scattering in a variety of physi-
cal contexts. Elastic shear waves scattered by a cylinderical cavity waves is one example.
The scattering of surface water waves in a sea of constant depth is in principle thee di-
mensional, yet it can be reduced to the same two-dimensional boundary value problem
above, if the scatterer (a breakwater, a storage tank , etc.,) has vertical side walls
extending the entire water depth. Let us explain why.
Conder a vertical cylindrical structure of of arbitrary plan form in a sea of constant
depth h. A train of monochromatic waves is incident from inÞnity at the angle α with
respect the x axis. The still water surface is in the x, y plane.
In the water region deÞned by 0 ≥ z ≥ −h, the velocity potential Φ(r, θ, z, t) must
satisfy the Laplace equation,
∂ 2 Φ 1 ∂Φ 1 ∂2Φ ∂2Φ
+ + + 2 =0 (1.11)
∂r2 r ∂r r2 ∂θ 2 ∂z
and subject to the linearized free surface boundary conditions
∂Φ
= −gζ (1.12)
∂t
∂ζ ∂Φ
= (1.13)
∂t ∂z
which can be combined to give
∂2Φ ∂Φ
2
+g = 0, z = 0. (1.14)
∂t ∂z
Along the impermeable bottom and coasts, the no ßux boundary conditions are
∂Φ
=0 on z = −h (1.15)
∂z
∂Φ
=0 at θ = 0 and νπ (1.16)
∂θ
REFELCTION AND TRANSMISSION ACROSS AN INTERFACE 4
The incident wave train is given by

−igA0 cosh k(z + h)
Φi = φ(r, θ)e−ikr cos(θ−α)−iωt (1.17)
ω cosh kh
where k is the real wavenumber satisfying the dispersion relation
ω 2 = gk tanh kh, (1.18)
and π + α is the angle of incidence measured from the x axis. A0 is the incident wave
amplitude.
Because of the vertical side-walls, we assume
cosh k(z + h) −iωt
Φ(r, θ, z, t) = A0 φ(x, y, t) e (1.19)
cosh kh
where φ(x, y, t) is the horizontal pattern of the potential normlized for an incident wave
of unit amplitude, and is related to the amplitude of the free surface displacement η(x, y)
by
igη(x, y)
φ(x, y) = − (1.20)
ω
Substituting (1.19) into the Laplace equation and using both the kinematic and
dynamic boundary conditions on the free surface, the Laplace equation in (x, y, z) is
then reduced to the two dimensional Helmholtz equation in (x, y),
∂2φ ∂2φ
+ + k 2 φ = 0, (x, y) in the ßuid. (1.21)
∂x2 ∂y 2
The no normal ßux boundary condition on the rigid vertical wall B becomes
∂φ
n · ∇η = = 0, (x, y) ∈ B (1.22)
∂n
since the normal to the cylinder wall is horizontal. Therefore the three-dimensional
water-wave problem is mathematically equivalent to the two-dimension sound problem,
2 Sound reßection and transmission across an inter-

face
Consider two semi-inÞnite ßuids separated by the plane interface along z = 0. The sound
speeds in the upper and lower ßuids are c and c1 respectively. Let a plane incident wave
arive from z > 0 at the incident angle of θ with respect to the z axis,
pi = exp[ik(x sin θ − z cos θ)] (2.1)
implying that
ki = (kxi , kzi ) = k(sin θ, − cos θ) (2.2)
The motion is conÞned in the x, z plane.

On the same (incidence) side of the interface we have the reßected wave
pr = R exp[ik(x sin θ + z cos θ)] (2.3)
where R denotes the reßection coefficient. The wavenumber vector is
kr = (kxr , kzr ) = k(sin θ, cos θ) (2.4)
In the lower medium z < 0 the transmitted wave has the pressure
pt = T exp[ik1 (x sin θ1 − z cos θ1 )] (2.5)
where T is the transmission coefficient. Along the interface z = 0 we require the

continutiy of pressure and normal velocity, i.e.,
[p] = 0, z=0 (2.6)
and
[w] = 0 z = 0, (2.7)
where the square brackets signify the jump across the interface:
[f ] ≡ f(z = 0+) − f(z = 0−) (2.8)
We deÞne the impedance of a simple harmonic waves by
p
Z =− (2.9)
w
where w is the vertical component of the ßuid velocity. Because
∂w ∂p
ρ = −iωρw = − , (2.10)
∂t ∂z
p −iωρp
= − ∂p (2.11)
w ∂z
It follows from the two continuity requirements that the impedance must be continuous
[Z] = 0 z = 0 (2.12)
Note Þrst that to satisfy the conditions of continuity for all x it is necessary that the y
factors match, so that
k sin θ = k1 sin θ1 (2.13)
or
sin θ sin θ1
= (2.14)
c c1
Eq. (2.13) or (2.14) is the famous Snell’s law of refraction. If c1 < c, waves are incident
from the faster medium, the direction of the refracted (or transmitted) wave is closer to
the normal to the interface. Now (2.6) requires that
1+R=T (2.15)
The impedance of the incident wave, the reßected wave, and the transmitted waves
are respectively
ρc ρc ρ1 c1
Zi = , Zr = − , Z1 = (2.16)
cos θ cos θ cos θ1
which are all constants, and the total impedance on the incidence/reßection side is
ρc exp(−2ikz cos θ) + R
Z= (2.17)
cos θ exp(−2ikz cos θ) − R
which is in general a complex function of z. Next we impose (2.6) and get
ρc 1 + R
Z1 = (2.18)
cos θ 1 − R
hence
Z1 cos θ − ρc
R= (2.19)
Z1 cos θ + ρc
This formula is written in a general form where the impedance of the lower medium can
be anything . For the present example it is given by (2.16) and
ρ1 c1 cos θ − ρc cos θ1
R= (2.20)
ρ1 c1 cos θ + ρc cos θ1
Let
ρ1 c
m= , n= (2.21)
ρ c1
where the ratio of sound speeds n is called the index of refraction. We get after using
Snell’s law that
q
sin2 θ
m cos θ − n cos θ1 m cos θ − n 1 − n2
R= = q (2.22)
m cos θ + n cos θ1 m cos θ + n 1 − sin2 θ
n2
The transmission coefficient follows readily from (2.15),
2m cos θ
T =1+R= q (2.23)
sin2 θ
m cos θ + n 1 − n2
We now examine the physics.

If n = c/c1 > 1, the incidence is from a faster to a slower medium, then R is always
real. If however n < 1 then θ1 > θ. There is a critical incidence angle θc , deÞned by
sin θc = n (2.24)
beyond which (θ > θc ) the square roots above become imaginary. We must then take
s s
sin2 θ sin2 θ
cos θ1 = 1− =i −1 (2.25)
n2 n2
This means that the reßection coefficient is now complex

q
sin2 θ
m cos θ − in n2
−1
R= q (2.26)
sin2 θ
m cos θ + in n2
−1
with |R| = 1, implying complete reßection. As a check the transmitted wave is now
given by ∙ µ ¶¸
q
2
pt = T exp k1 ix sin θ1 + z sin θ/n2 −1 (2.27)
so the amplitude attenuates exponentially in z as z → −∞. Thus the wave train cannot
penetrate much below the interface.
The dependence of R on various parameters is best displayed in the complex plane
R = <R + i=R.
Case 1: n > 1. Here R is always real.
For normal incidence θ = 0,

m−n
R= (2.28)
m+n
R > 0 if n < m and R < 0 if n > m. In either case |R| < 1 For glancing incidence
θ = π/2, R = −1. For any intermediate incidence angles, R falls in the segment of the
real axis as shown in Þgure 1.a. and 1.b.
Case 2. n < 1 then R is real only if θ < θc , otherwise R becomes complex and has
the unit amplitude. It is clear from (2.26 ) that =R < 0 so that R falls on the half circle
in the lower half of the complex plane as shown in Þgure 1.c and 1.d.
SCATTERING BY A CIRULAR CYLINDER 9
iIm(R) iIm(R)
q=p/2 q=0 q=p/2 q=0

Re(R) Re(R)
(1.a) (1.b)
iIm(R) iIm(R)
q=p/2 q=0 q=qc q=p/2 q=0 q=qc

Re(R) Re(R)
Figure 1: Complex reßection coefficient
3 Scattering by a circular cylnder
3.1 Solution in polar coordinates

We study a cylindrical scatter of circular cross section with radius a. The boundary
condition on the cylinder surface is
∂φ
= 0, r=a (3.1)
∂r
It is convenient to employ polar coordinates r, θ where
x = r cos θ, y = r sin θ. (3.2)
The governing equation then reads

Ã !
1 ∂ ∂φ 1 ∂ 2φ
r + 2 2 + k2 φ = 0 (3.3)
r ∂r ∂r r ∂θ
Since φI satisÞes the preceding equation, so does φS .

Let the incident wave φI be a plane wave inclined at the angle of incidence θo with
respect to the positive x axis. In polar coordinates we write
k = k(cos θo , sin θo ), x = r(cos θ, sin θ) (3.4)
φI = A exp [ikr(cos θo cos θ + sin θo sin θ)] = Aeikr cos(θ−θo ) (3.5)
It can be shown (see Appendix A) that the plane wave can be expanded in Fourier-Bessel
series :
∞
X
ikr cos(θ−θo )
e = ²n in Jn (kr) cos n(θ − θo ) (3.6)
n=0
where ²n is the Jacobi symbol:
²0 = 0, ²n = 2, n = 1, 2, 3, . . . (3.7)
Each term in the series (3.6) is called a partial wave.

By the method of separation of variables,
φS (r, θ) = R(r)Θ(θ)
we Þnd
r2 R00 + rR0 + (k 2 r2 − n2 )R = 0, and Θ00 + n2 Θ = 0
where n = 0, 1, 2, . . . are eigenvalues in order that Θ is periodic in θ with period 2π. For
each eigenvalue n the possible solutions are
Θn = (sin nθ, cos nθ),

³ ´
Rn = Hn(1) (kr), Hn(2) (kr) ,
where Hn(1) (kr), Hn(2) (kr) are Hankel functions of the Þrst and second kind, related to
the Bessel and Weber functions by
Hn(1) (kr) = Jn (kr) + iYn (kr), Hn(2) (kr) = Jn (kr) − iYn (kr) (3.8)
The most general solution to the Helmholtz equation is

∞
X h i
φS = A (An sin nθ + Bn cos nθ) Cn Hn(1) (kr) + Dn Hn(2) (kr) , (3.9)
n=0
For large radius the asymptotic form of the Hankel functions behave as
s s
2 i(kr− π − nπ ) 2 −i(kr− π − nπ )
Hn(1) ∼ e 4 2 , Hn(2) ∼ e 4 2 (3.10)
πkr πkr
In conjunction with the time factor exp(−iωt), Hn(1) gives outgoing wavew while Hn(2)
give incoming waves. To satisfy the radiation condition, we must discard all terms
involving Hn(2) . From here on we shall abbreviate Hn(1) simply by Hn . The scattered
wave is now
∞
X
φS = A (An sin nθ + Bn cos nθ) Hn (kr) (3.11)
n=0
The expansion coefficients (An , Bn ) must be chosen to satisfy the boundary condition
on the cylinder surface. Without loss of generality we can take θo = 0. On the surface
of the cylindrical cavity r = a, we impose
∂φI ∂φS
+ = 0, r = a
∂r ∂r
It follows that An = 0 and
²n in AJn0 (ka) + Bn kHn0 (ka) = 0, n = 0, 1, 2, 3, . . . n
where prinmes denote differentiation with respect to the argument. Hence

Jn0 (ka)
Bn = −A²n in
Hn0 (ka)
The sum of incident and scattered waves is
∞
" #
X J 0 (ka)
φ=A n
en i Jn (kr) − n0 Hn (kr) cos nθ (3.12)
n=0 Hn (ka)
and " #
∞
X J 0 (ka)
Φ = Ae −iωt
en i n
Jn (kr) − n0 Hn (kr) cos nθ (3.13)
n=0 Hn (ka)
The numerical simulations can be seen for a wide range of ka on the web (give web
link).
Of practical interest is the angular variation of pressure on the surface of the cylinder
r = a. Figure 2 shows that for small ka the pressure is relatively uniform in all directions.
For increasingly large ka, waves become stronger on the reßection side (reaching 2 at
the back θ = π). On the shadow side the wave intensity is weak.
(a) ka= 0.5

90
1.5
120 60
150 30
0.5
180 0
210 330
240 300
270
(b) ka= 1
90
2
120 60
1.5
150 1 30
0.5
180 0
210 330
240 300
270
(c) ka= 2.5

90
2
120 60
1.5
150 1 30
0.5
180 0
210 330
240 300
270
(d) ka= 5
90
2
120 60
1.5
150 1 30
0.5
180 0
210 330
240 300
270
(e) ka= 10
90
2
120 60
1.5
150 1 30
0.5
180 0
210 330
240 300
270
(f) ka= 15
90
2
120 60
1.5
150 1 30
0.5
180 0
210 330
240 300
270
Figure 2: Polar distribution of run-up on a circular cylinder

It is also interesting to examine certain limits. For very long long waves ka ¿ 1 the
expansions for Bessel functions for small argument may be used,
xn 2 2n (n − 1)!
Jn (x) ∼ , Yn (x) ∼ log x, Yn (x) ∼ (3.14)
2n n! π πxn
Then the scattered wave has the potential
φS J”0 )(ka) J”1 )(ka)

∼ −H0 (kr) 0 − 2iH1 (kr) 0 cos θ + O(ka)3
A H0 )(ka) H1 )(ka)
µ ¶
π i
= (ka)2 − H0 (kr) − H1 (kr) cos θ + O(ka)3 (3.15)
2 2
The term H0 (kr) coresponds to an oscillating source which sends istropic waves in all
directions. The second term is a dipole sending scattered waves mostly in forward and
backward directions.
For large kr, the angular variation can be obtained by using the asymptotic formulas
to get s
∞
X 2 ikr−iπ/4
φS ∼ A (An sin nθ + Bn cos nθ) e−inπ/2 e (3.16)
n=0 πkr
Let us deÞne the dimensionless directivity factor
∞
X
A(θ) = (An sin nθ + Bn cos nθ) e−inπ/2 (3.17)
n=0
which indicates the angular variation of the far-Þeld amplitude, then

s
2 ikr−iπ/4
φS ∼ AA(θ) e (3.18)
πkr
This expression exhibits clearly the asymptotic behaviour of φS as an outgoing wave.

By differentiation, we readily see that
Ã !
√ ∂φS
lim r − φS =0 (3.19)
kr→∞ ∂r
which is one way of stating the radiation condition for two dimensional scattered waves.
The far Þeld pattern of |A(θ)|2 for various ka can be numerically computed as shown in
Þg (3.1).
(a) ka= 0.5

90
0.3
120 60
0.2
150 30
0.1
180 0
210 330
240 300
270
(b) ka= 1
90
1
120 60
0.8
0.6
150 30
0.4
0.2
180 0
210 330
240 300
270
(c) ka= 2
90
2.5
120 60
2
1.5
150 30
1
0.5
180 0
210 330
240 300
270
(d) ka= 3
90
6
120 60
150 30
180 0
210 330
240 300
270
(e) ka= 5
90
20
120 60
15
150 10 30
180 0
210 330
240 300
270
(f) ka= 10
90
100
120 60
80
60
150 30
40
20
180 0
210 330
240 300
270
Figure 3: Far-Þeld energy intensity as a function of direction

ENERGY CONSERVATION AND A GENERAL THEOREM 19
4 Energy conservation and a general theorem

At any radius r the sound pressure and radial ßuid velocity are respectively,
∂φ ∂φ
p = −ρo , and = (4.1)
∂t ∂r
The total rate of energy outßux by the scattered wave is
Z 2π Z 2π " #
∂uz ∂φ
r dθτrz =r dθ< −k 2 e−iωt < [iωk 2 φe−iωt ]
0 ∂t 0 ∂r
Z " # Z 2π " #
µωk 4 r 2π ∂φ µωk 4
r ∂φ
=− dθ< iφ∗ =− = dθ φ∗ (4.2)
2 0 ∂r 2 0 ∂r
where overline indicates time averaging over a wave period 2π/ω.

The energy scattering rate is therefore
Z ∞ Ã ! Ã !
ωρo r Z ∂φ ωρo r Z ∂φ
r dθpur = < dθ −iφ∗ =− = dθ φ∗ (4.3)
0 2 C ∂r 2 C ∂r
We now derive a general theorm for this quantity.
For the same scatterer and the same frequency ω, different angles of incidence θj
deÞne different scattering problems φj . In particular at inÞnty, we have
 s 
 2 ikr−iπ/4 
φj ∼ Aj eikr cos(θ−θj ) + Aj (θ) e 
(4.4)
πkr
Let us apply Green’s formula to φ1 and φ2 over a closed area bounded by a closed
contour C,
ZZ ³ ´ Z Ã ! Z Ã !
2 2 ∂φ1 ∂φ2 ∂φ1 ∂φ1
φ2 ∇ φ1 − φ1 ∇ φ2 dA = φ2 − φ1 ds + ds φ2 − φ1 ds
S B ∂n ∂n C ∂n ∂n
where n refers to the unit normal vector pointing out of S. The surface integral vanishes
on account of the Helmholtz equation, while the line integral along the cavity surface
vanishes by virture of the boundary condition, hence
Z Ã !
∂φ1 ∂φ2
ds φ2 − φ1 ds = 0 (4.5)
C ∂n ∂n
By similar reasioning, we get

Z Ã !
∂φ∗ ∂φ2
ds φ2 1 − φ∗1 ds = 0 (4.6)
C ∂n ∂n
ENERGY CONSERVATION AND A GENERAL THEOREM 20
where φ∗1 denotes the complex conjugate of φ1 .

Let us choose φ1 = φ2 = φo in (4.6), and get
Z Ã ! ÃZ !
∂φ∗ ∂φ ∂φ ∗
ds φ − φ∗ ds = 2= ds φ =0 (4.7)
C ∂n ∂n C ∂n
This mathematical result implies the conservation of energy. Physically, across any circle
the net rate of energy ßux vanishes, i.e., the scattered power must be balanced by the
incident power.
Making use of (4.4) we get
 s 
Z 2π
2
0== rdθ eikr cos(θ−θo ) + Ao (θ)eikr−iπ/4 
0 πkr
 s 
2 ∗
· −ik cos(θ − θo )eikr cos(θ−θo ) − ik A (θ)eikr−iπ/4 
πkr o
Z 2π ½
2
== rdθ −ik cos(θ − θo ) + (−ik)|Ao |2
0
s
πkr
ikr[cos θ−θo )−1]+iπ/4 2 ∗
+e (−ik) A
πkr o 
s
2 
+ e−ikr[cos θ−θo )−1]−iπ/4 (−ik) cos(θ − θo ) Ao
πkr 
The Þrst term in the integrand gives no contribution to the integral above because of
periodicity. Since =(if ) = =(if ∗ ), we get
2 Z 2π
0=− |Ao (θ)|2 dθ
π 0  s 
Z 2π  
2
+= rdθ Ao (−ik) [1 + cos(θ − θo )]eiπ/4 eikr(1−cos(θ−θo ))
0  πkr 
2 Z 2π
=− |Ao (θ)|2 dθ
π
 0  s 

−iπ/4  2 Z 2π 
−< e Ao (k)r dθ[1 + cos(θ − θo )]eikr(1−cos(θ−θo )) 
 πkr 0 
For large kr the remaining integral can be found approximately by the method of sta-
tionary phase (see Appendix B), with the result
s
Z 2π
2π iπ/4
dθ[1 + cos(θ − θo )]eikr(1−cos(θ−θo )) ∼ e (4.8)
0 kr
THIN BARRIER AND PARABOLIC APPROXIMATION 21
We get Þnally
Z 2π
|A|2 dθ = −2<A(θo ) (4.9)
0
Thus the total scattered energy in all directions is related to the amplitude of the
scattered wave in the forward direction. In atomic physics, where this theorem was
originated (by Niels Bohr), measurement of the scattering amplitude in all directions is
not easy. This theorem suggests an econmical alternative.
Homework For the same scatterer, consider two scattering problems φ1 and φ2 .
Show that
A1 (θ2 ) = A2 (θ1 ) (4.10)
For general elastic waves, see Mei (1978) : Extensions of some identities in elastody-
namics with rigid inclusions. J . Acoust. Soc. Am. 64(5), 1514-1522.
5 Diffraction by a thin barrier- parabolic approxi-

mation
References
Morse & Ingard, Theoretical Acoustics Series expansions.
Born & Wolf, Principle of Optics Fourier Transform and the method of steepest descent.
B. Noble. The Wiener-Hopf Technique.
If the obstacle is large, there is always a shadow behind where the incident wave
cannot penetrate deeply. The phenomenon of scattering by large obstacles is usually
referred to as diffraction.
Diffraction of plane incident waves by a thin barrier is not only of interest to sound,
but also to water waves scattered by a breakwater, and to elastic shear waves by a crack,
ete. The exact solution by Sommerfeld is ammilestone in mathematicl physics. Here
we shall give an approximate solution which reveals much of the physics. The method
of approximation, due to V. Fock is of the boundary layer type called the parabolic
approximation, and has been extended for modern applications in recent decades.
Referring to Þgure (5) let us make a crude division of the entire Þeld. The illuminated
zone I is dominated by the incident wave alone, the reßection zone II by the sum of the
Figure 4: Wave zones near a thin barrier
incident and the reßected wave, and the shadow zone III. The boundaries of these zones
are the rays touching the barrier tip. According to this crude picture of geometrical
optics the solution is


 Ao exp(ik cos θx + ik sin θy), I;



φ= Ao [exp(ik cos θx + ik sin θy) + exp(ik cos θx − ik sin θy)], II (5.1)




 0, III
Clearly (5.1) is inadquate because the potential cannot be discontinuous across the
boundaries. A remedy to ensure smooth transition is needed.
Consider the shadow boundary Ox0 . Let us introduce a new cartesian coordinate
system so that x0 axis is along, while the y 0 axis is normal to, the shadow boundary.
The relations between (x, y) and (x0 , y 0 ) are
x0 = x cos θ + y sin θ, y 0 = y cos θ − x sin θ (5.2)
Thus the incident wave is simply

!
φI = Ao eikx (5.3)
Following the chain rule of differentiation,

∂φ ∂φ ∂x0 ∂φ ∂y 0 ∂φ ∂φ
= 0 + 0 = cos θ 0 − sin θ 0
∂x ∂x ∂x ∂y ∂x ∂x ∂y
∂φ ∂φ ∂x0 ∂φ ∂y 0 ∂φ ∂φ
= 0 + 0 = sin θ 0 + cos θ 0
∂y ∂x ∂y ∂y ∂y ∂x ∂y
we can show straightforwardly that

∂2φ ∂2φ ∂ 2φ ∂ 2φ
+ = +
∂x2 ∂y 2 ∂x02 ∂y 02
so that the Helmholtz equation is unchanged in form in the x0 , y 0 system.
We try to Þt a boundary layer along the x’ axis and expect the potential to be almost
like a plane wave
!
φ(x,0 , y 0 ) = A(x0 , y 0 )eikx (5.4)
, but the amplitude is slowly modulated in both x0 and y 0 directions. Substituting (5.4
into the Helmholtz equation, we get
( )
ikx! ∂ 2A ∂A 2 ∂2A
e 02
+ 2ik 0
− k A + 02
+ k2 A = 0 (5.5)
∂x ∂x ∂y
Expecting that the characteristic scale Lx of A along x0 is much longer than a wavelength,
kLx À 1, we have
∂A ∂2A
À 2ik
∂x0 ∂x02
Hence we get as the Þrst approximation the Schródinger equation
∂A ∂ 2 A
2ik + ≈0 (5.6)
∂x0 ∂y 02
In this transition zone where the remaining terms are of comparable importance, hence
the length scales must be related by
k 1 √
0
∼ 02 , implying ky 0 ∼ kx0
x y
Thus the transition zone is the interior of a parabola.
Equation (5.6) is of the parabolic type. The boundary conditions are
A(x, ∞) = 0 (5.7)
A(x, −∞) = Ao (5.8)
The initial condition is

A(0, y 0 ) = 0, ∀y 0 (5.9)
Now the initial-boundary value for A has no intrinsic length scales except x0 , y 0 them-
selves. Therefore the condition kLx À 1 means kx0 À 1 i.e., far away from the tip. This
problem is somwhat analogous to the problem of one-dimensional heat diffusion across

a boundary. A convenient way of solution is the method of similarity.
Assume the solution
A = Ao f (γ) (5.10)
where
−ky 0
γ=√ (5.11)
πkx0
is the similarity variable. We Þnd upon subsitution that f satisÞes the ordinary differ-
ential equation
f 00 − iπγf 0 = 0 (5.12)
subject to the boundary conditions that
f → 0, γ → −∞; f → 1, γ → ∞. (5.13)
Rewriting (5.12) as
f 00
= iπγ
f0
we get
log f 0 = iπγ/2 + constant.
One more integration gives

Z γ Ã !
iπu2
f =C exp du
−∞ 2
Since Ã !
Z ∞
iπu2 eiπ/4
exp du = √
0 2 2
we get
e−iπ/4
C= √
2
and
Ã ! ( Ã ! )
A e−iπ/4 Z γ iπu2 e−iπ/4 eiπ/4 Z γ iπu2
f= = √ exp du = √ √ + exp du (5.14)
Ao 2 −∞ 2 2 2 0 2
DeÞning the cosine and sine Fresnel integrals by

Z γ Ã ! Z γ Ã !
πv 2 πv 2
C(γ) = cos dv, S(γ) = sin dv (5.15)
0 2 0 2
Figure 5: Ciornu’s spiral as a function of γ.
we can then write ½∙ ¸ ∙ ¸¾

e−iπ/4 1 1
√ + C(γ) + i + S(γ) (5.16)
2 2 2
In the complex plane the plot of C(γ) + iS(γ) vs. γ is the famous Cornu’s spiral, shown
in Þgure (5).
The wave intensity is given by
(∙ ¸2 ∙ ¸2 )
|A|2 1 1 1
= + C(γ) + + S(γ) (5.17)
A2o 2 2 2
Since C, S → 0 as γ → −∞, the wave intensity diminshes to zero gradually into the
shadow. However, C, S → 1/2 as γ → ∞ in an oscillatory manner. Hence the wave
intensity oscillates while approaching to unity asymptotically, as shown in Þgure 5. In
optics these oscillations show up as alternately light and dark diffraction bands.
In more complex propagation problems, the parabolic approximation can simplify the
numerical task in that an elliptic boundary value problem involving an inÞnite domain
EXACT THEORY OF WEDGE DIFFRACITON 26
1.4
1.2
0.8
|φ|
0.6
0.4
0.2
0
−10 −8 −6 −4 −2 0 2 4 6 8 10
Distance in wavelengths (λ)
Figure 6: Wave intensity variation near the shadow boundary
is reduced to an initial boundary value problem. One can use Crank-Nicholson scheme
to march in ”time”, i.e., x0 .
Homework Find by the parabolic approximation the transition solution along the
edge of the reßection zone.
6 Diffraction by a Wedge — An Exact Theory

Refs. Stoker:
In the preceding section we gave an approximate theory by parabolic approximation.

Extending the theory of Sommerfeld, Peters and Stoker (1954) have given an exact
theory for the general case of a wedge, see Stoker (1957). In the original work a series
solution was Þrst obtained by Þnite Fourier transform. The resulting series was then
summed in terms of integrals from which approximate informtation was then extracted
by some intricate asymptotic analysis. With the power of the modern computer, it is
Figure 7: Waves scattering by a wedge
more straightforward to get quantitative results from direct numerical calculation of the
series, as exempliÞed by Chen (1982). To facilitate the understanding of the physics,
these results are presented in animated form in ”link-simulations”. The exact theory
will then be compared with the parabolic approximation.
Refering to Figure 6 the entire ßuid region can be divided into three zones according
to the crude picture of geometrical optics. I: the zone of incident and reßected waves,
II : the zone of incident waves and III ; the shadow. To ensure smooth transition in
all zones there is also the diffracted (or scattered) waves. The total potential can be
expressed in a compact form by
φ = φo (r, θ) + φs (r, θ), for all 0 < θ < νπ (6.18)
where φo is deÞned by


 φi + φr π − α > θ > 0, in I;



φo (r, θ) =  φi π + α > θ > π − α, in II; (6.19)



 0 θ0 > θ > π + α, in III.
and φs is the scattered (or diffracted) waves. Both the incident wave
φi = e−ikr cos(θ−α) (6.20)
and the reßected wave

φr = e−ikr cos(θ+α) (6.21)
are known, where α denotes the angle of incidence. The unknown scattered wave φs
must satisfy the radiation condition and behaves as an outgoing wave at inÞnity, i.e.,
√ ∂φs
lim r( − ikφs ) = 0 (6.22)
r→0 ∂r
or
A(θ)eikr
φs ∼ √ at r → ∞ (6.23)
kr
6.1 Solution by Þnite Fourier Transform

Let us introduce the Þnite cosine transform of φ deÞned by
Z νπ
nθ
φ̄(kr, n) = φ(kr, θ) cos dθ (6.24)
0 ν
where n=0, 1, 2, ... are integers. the inverse transform is

∞
1 2 X nθ
φ(r, θ) = φ̄(r, 0) + φ̄(r, n) cos (6.25)
νπ νπ n=1 ν
It is easily recognized that the transform is equivalent to expansion in cosine series.

Applying the Þnite cosine transform and using the boundary conditions on the walls,
Z νπ
∂2φ ∂ 2φ nθ
= cos dθ
∂θ2 0 ∂θ 2 ν
" #θ=νπ
∂φ nθ n Z νπ ∂φ nθ
= cos + sin dθ
∂θ ν θ=0 ν 0 ∂θ ν
" #θ=νπ
n nθ n2 Z νπ nθ
= φ sin − 2 φ cos dθ
ν ν θ=0 ν 0 ν
2 Z νπ
n nθ
=− 2 φ cos dθ (6.26)
ν 0 ν
Eq. (1.21) becomes "
2 µ ¶2 #
2∂ φ̄ ∂ φ̄ 2 n
r + r + (kr) − φ̄ = 0 (6.27)
∂r2 ∂r ν
The general solution Þnite at the origin is
φ̄(kr, n) = an Jn/ν (kr) (6.28)
where the coefficient’s an , n = 0, 1, 2, 3, ... are to be determined.

The Þnite cosine transform of (6.18) reads

Z νπ Z νπ
nθ nθ
an Jn/ν (kr) = φs cos dθ + φo cos dθ (6.29)
0 ν 0 ν
or
φ̄s = an Jn/ν (kr) − φ̄0 (6.30)
√
Applying the operator limr→∞ r(∂/∂r − ik) to both sides of (6.29), and using the
Sommerfeld radiation condition (6.22), we have
Ã !" Z νπ #
√ ∂ nθ
lim r − ik an Jn/ν (kr) − φ0 cos dθ = 0 (6.31)
r→∞ ∂r 0 ν
We now perform some asymptotic analysis to evaluate an .
First, for large kr we have
s µ ¶
2 nπ π
Jn/ν (kr) ∼ cos kr − − (6.32)
πkr 2ν 4
It follows that Ã ! s
√ ∂ 2k −i(kr− nπ + π4 )
lim r − ik Jn/ν (kr) = e 2ν (6.33)
r→∞ ∂r π
Second, we substitute φo from (6.20) and (6.21) to rewrite the integral of φo as
1 2
z }| { z }| {
Z νπ Z π−α Z π−α
nθ nθ nθ
φ0 cos dθ = e−ikr cos(θ−α) cos dθ + e−ikr cos(θ+α) cos dθ
0 ν 0 ν 0 ν
3
z }| {
Z π+α
nθ
+ e−ikr cos(θ−α) cos dθ (6.34)
π−α ν
Each of the integrals above scan be evaluated for large kr by the method of stationary
phase. The details are given in the appendix C; only the results are cited below.
The Þrst integral is approximately
µ ¶ ∙ ¸1 µ ¶
nα −ikr+ iπ 2π 2 1
I1 (θ) = cos e 4 +O (6.35)
ν kr kr
from which
Ã !Z
√ ∂ π−α nθ
lim r − ik e−ikr cos(θ−α) cos dθ
r→∞ ∂r 0 ν
Ã ! µ ¶ ∙

¸1 
√ ∂  nα −ikr+ iπ 2π 2
= lim r − ik cos e 4
r→∞ ∂r  ν kr 
√ µ ¶
nα −ikr− iπ
= 2 2πk cos e 4 (6.36)
ν
where we have used i = eiπ/2 . By similar analysis the second integral is found to be
Ã ! ∙ ¸1
1 n(π − α) ikr− iπ 2π 2
I2 (θ) ≈ cos e 4 (6.37)
2 ν kr
It follows that
Ã !Z
√ ∂ π−α nθ
lim r − ik e−ikr cos(θ+α) cos dθ
r→∞ ∂r 0 ν
Ã ! ∙

¸1 
√ ∂ 1 n(π − α) 2π 2
ikr− iπ
= lim r − ik cos( )e 4
r→∞ ∂r  2 ν kr 
=0 (6.38)
Finally the third integral is approximately

∙ ¸1
1 n(π + α) ikr− iπ 2π 2
I3 (θ) ≈ cos( )e 4 (6.39)
2 ν kr
hence
Ã !Z
√ ∂ π+α nθ
lim r − ik e−ikr cos(θ+α) cos dθ
r→∞ ∂r 0 ν
Ã ! ∙

¸1 
√ ∂ 1 n(π + α) ikr− iπ 2π 2
= lim r − ik  cos( )e 4
r→∞ ∂r 2 ν kr 
=0 (6.40)
In summary, only the Þrst integral associated with the incident wave furnishes a
nonvanishing contribution to the expansion coefficients, i.e.,
Ã !Z
√ ∂ νπ nθ √ nα −i(kr+ π4 )
lim r − ik φ0 cos dθ ∼ 2 2πk cos e (6.41)
r→∞ ∂r 0 ν ν
With this result we get by substituting (6.33) and (6.41) into (6.31), the coefficients an
are found
nα −i nπ
an = 2π cos e 2ν (6.42)
ν
By inverse transform, (6.25), we get the exact solution,
" ∞
#
2 X nπ nα nθ
φ(r, θ) = J0 (kr) + 2 e−i 2ν Jn/ν (kr) cos cos (6.43)
ν n=1 ν ν
6.2 Two limiting cases

(1) A thin barrier. Let the wedge angle be 0 by setting ν = 2. Equation (6.43) then
becomes
∞
X nπ nα nθ
φ(r, θ) = J0 (kr) + 2 e−i 4 Jn/2 (kr) cos cos (6.44)
n=1 2 2
(see Stoker (1957)).
(2) An inÞnite wall extending from x = −∞ to ∞. Water occupying only the half
plane of y ≥ 0 and the wedge angle is 180 degrees. The diffracted wave is absent from
the solution, and the total wave is only the sum of the incident and reßected waves :
φ(r, θ) = e−ikr cos(θ−α) + e−ikr cos(θ+α) (6.45)
By employing the partial-wave expansion theorm, (Abramowitz and Stegun 1964), the
preceding equaion becomes
" ∞
#
X
φ(r, θ) = 2 J0 (kr) + 2 (−i)n Jn (kr) cos nα cos nθ (6.46)
n=1
which agree with (6.43) for ν = 1.

For sample results, click website.
6.3 Comparison with Parabolic Approximation

to be written
A Partial wave expansion

A useful result in wave theory is the expansion of the plane wave in a Fourier series
of the polar angle θ. In polar coordinates the spatial factor of a plane wave of unit
amplitude is
eikx = eikr cos θ .
Consider the following product of exponential functions

"∞ µ ¶n # " X
∞ µ ¶n #
X
1 zt 1 −z
zt/2 −z/2t
e e =
n=0 n! 2 n=0 n! 2t
∞
" #
X
n (z/2)n (z/2)n+2 (z/2)n+4 (z/2)n+2r
t − + + · · · + (−1)r + ··· .
−∞ n! 1!(n + 1)! 2!(n + 2)! r!(n + r)!
The coefficient of tn is nothing but Jn (z), hence

∙ µ ¶¸ ∞
X
z 1
exp t− = tn Jn (z).
2 t −∞
Now we set
t = ieiθ z = kr.
The plane wave then becomes

∞
X
eikx = ein(θ+π/2 Jn (z).
N=−∞
Using the fact that J−n = (−1)n Jn, we Þnally get

∞
X
eikx = eikr cos θ = ²nin Jn (kr) cos nθ, (A.1)
n=0
where ²n is the Jacobi symbol. The above result may be viewed as the Fourier expan-
sion of the plane wave with Bessel functions being the expansion coefficients. In wave
propagation theories, each term in the series represents a distinct angular variation and
is called a partial wave.
Using the orthogonality of cos nθ, we may evaluate the Fourier coefficient
2 Z π ikr cos θ
Jn(kr) = e cos nθdθ, (A.2)
²n in π 0
which is one of a host of integral representations of Bessel functions.
B Approximation of an integral
Consider the integral
Z 2π
dθ[1 + cos(θ − θo )]eikr(1−cos(θ−θo ))
0
For large kr the stationary phase points are found from

∂
[1 − cos(θ − θo )] = sin(θ − θo ) = 0
∂θ
or θ = θo , θo + π within the range [0, 2π]. Near the Þrst stationary point the integrand
is dominated by
2 /2
2A(θo )eikt(θ−θo ) .
When the limits are approximated by (−∞, ∞), the inegral can be evaluated to give
s
Z ∞
ikrθ2 /2 2π iπ/4
A(θo ) e dθ = e A(θo )
−∞ kr
Near the second stationary point the integral vanishes since 1+cos(θ −θo ) == 1−1 = 0.
Hence the result (4.8) follows.
C Asymptotic evaluation of integrals

For the Þrst integral I1 , we take the phase to be f1 (θ) = k cos(θ − α). The points of
stationary phase must be found from
f10 (θ) = −k sin(θ − α) = 0, (C.1)
hence θ = α, α ± π. Only the Þrst at θ1 = α lies in the range of integration (0, π − α)

and is the stationary point. Since
f100 (θ1 ) = −k cos(θ1 − α) = −k < 0 (C.2)
the integral is approximately

∙ ¸1 ∙ ¸1
nθ1 −ikr cos(θ1 −α)+ iπ 2π 2 nα iπ 2π 2
I1 (θ) ≈ cos( )e 4 = cos( )e−ikr+ 4 (C.3)
ν kr ν kr
For the second integral I2 , we take the phase to be f2 (θ) = k cos(θ + α). The
stationary phase point must be the root of
f20 (θ) = −k sin(θ + α) = 0 (C.4)
or θ = −α, −α ± õ. The stationary point is at θ2 = π − α which is the the upper limit

of integration. Since
f200 (θ2 ) = −k cos(θ2 + α) = k > 0 (C.5)
I2 is approximately
∙ ¸1 ∙ ¸1
1 nθ2 −ikr cos(θ2 +α)− iπ 2π 2 1 n(π − α) ikr− iπ 2π 2
I2 (θ) ≈ cos( )e 4 = cos( )e 4 (C.6)
2 ν kr 2 ν kr
Lastly for the third integral I3 , the phase is f3 (θ) = k cos(θ − α). The point of
stationary phase is found from
f30 (θ) = −k sin(θ − α) = 0 (C.7)
or θ = π, ±π + α. Only the point θ3 = π + α is acceptable and coincides with the upper

limit of integration. Since
f300 (θ3 ) = −k cos(θ3 − α) = k > 0, (C.8)
I3 is approximately
∙ ¸1
1 n(π + α) ikr− iπ 2π 2
I3 (θ) ≈ cos( )e 4 (C.9)
2 ν kr
I-campus project
CHAPTER SIX
INTERNAL WAVES IN A STRATIFIED FLUID
[References]:
C.S. Yih, 1965, Dynamics of Inhomogeneous Fluids, MacMillan.
O. M. Phillips, 1977, Dynamics of the Upper Ocean, Cambridge U. Press.
P. G. Baines, 1995, Topographical Effects in StratiÞed Flows Cambridge U. Press.
M. J. Lighthill 1978, Waves in Fluids , Cambridge University Press.
1 Two-dimensional Internal waves in inviscid strat-

iÞed ßuid
Due to seaonal changes of temperature, the density of water or atmosphere can have
signiÞcant variations in the vertical direction. Variation of salt content can also lead to
density stratiÞcation. Freshwater from rivers can rest on top of the sea water. Due to
the small diffusivity, the density contrast remains for a long time.
Consider a calm and stratiÞed ßuid with a static density distribution ρo (z) which
decreases with height (z). If a ßuid parcel is moved from the level z upward to z + ζ, it
is surrounded by lighter ßuid of density ρ(z + dz). The upward buoyancy force per unit
volume is
dρ
g(ρ(z + ζ) − ρ(z)) ≈ g ζ
dz
and is negative. Applying Newton’s law to the ßuid parcel of unit volume
d2 ζ dρ
ρ 2
=g ζ
dt dz
or
d2 ζ
+ N 2ζ = 0 (1.1)
dt2
1
where Ã !1/2
g dρ
N= − (1.2)
ρ dz
is called the Brunt-Väisälä frequency. Ths elementary consideration shows that once
a ßuid is displaced from its equilibrium position, gravity and density gradient provides
restoring force to enable oscillations. In general ther must be horizontal nonunifomities,
hence waves are possible.
We start from the exact equations for an inviscid and incompressible ßuid with
variable density.
For an imincompuresibel ßuid the density remains constant as the ßuid moves,
ρt + q · ∇ρ = 0 (1.3)
where q = (u, w) is the velocity vector in the vertical plane of (x, z). Conservation of
mass requires that
∇·q=0 (1.4)
The law of momentum conservation reads
ρ(qt + q · ∇q) = ∇p − ρgez (1.5)
and ez is the unit vector in the upward vertical direction.
1.1 Linearized equations

Consider small disturbances
p = p + p0 , ρ = ρ(z) + ρ0 , ~q = (u0 , w 0 ) (1.6)
with
ρ À ρ0 , p À p0 (1.7)
and u0 , v 0 , w0 are small. Linearizing by omitting quadratically small terms associated

with the ßuid motion, we get
dρ
ρ0t + w0 = 0. (1.8)
dz
u0x + wz0 = 0 (1.9)
2
ρu0t = −p0x (1.10)
ρwt0 = −pz − p0z − gρ − gρ0 (1.11)
In the last equation the static part must be in balance
0 = −pz − gρ, (1.12)
hence
Z z
p(z) = ρ̄(z)dz. (1.13)
0
The remaining dynamically part must satisfy
ρwt0 = −p0z − gρ0 (1.14)
Upon elminating p0 from the two momentum equations we get

dρ 0
u + ρ(u0z − wx0 )t = gρ0x (1.15)
dz t
Eliminating ρ0 from (1.8) and (1.15) we get
dρ 0 dρ
utt + ρ(u0z − wx0 )tt = gρ0xt = −g wx0 (1.16)
dz dz
Let us introduce the disturbance stream function ψ:
u0 = ψz , w 0 = −ψx (1.17)
It follows from (1.16) that

dρ
ρ (ψxx + ψzz )tt = (gψxx − ψztt ) (1.18)
dz
by virture of Eqns. (1.8) and (1.17). Note that
s
g dρ
N= − (1.19)
ρ dz
is the Brunt-Väisälä frequency. In the ocean, density gradient is usally very small (
N ∼ 5 × 10−3 rad/sec). Hence ρ can be approximated by a constant reference value,
say, ρ0 = ρ(0) in (1.10) and (1.14) without much error in the inertia terms. However
density variation must be kept in the buoyancy term associated with gravity, which is
the only restoring force responsible for wave motion. This is called the Boussinesq
3
approximation and amounts to taking ρ to be contant in (Eq:17.1) only. With it
(1.18) reduces to
(ψxx + ψzz )tt + N 2 (z) ψxx = 0. (1.20)
Note that because of linearity, u0 and w 0 satisfy Eqn. (1.20) also, i.e.,
0 0
(wxx + wzz 0
)tt + N 2 wxx =0 (1.21)
etc.
1.2 Linearized Boundary conditions on the sea surface

Dynamic boundary condition : Total pressure is equal to the atmospheric pressure
(p + p0 )z=ζ = 0. (1.22)
On the free surface z = ζ, we have

Z ζ
p ≈ −g ρ(0)dz = −gρ(0)ζ
0
Therefore,
−ρgζ + p0 = 0, z = 0, (1.23)
implying
−ρgζxxt + p0xxt = 0, z = 0. (1.24)
Kinematic condition :
ζt = w, z = 0. (1.25)
The left-hand-side of (1.24) can be written as
0
−ρgζxxt = −ρg wxx
Using 1.10, the right-hand-side of 1.24 may be written,
−pxxt = ρ u0xtt = −ρwztt

0
hence
0 0
wztt − gwxx = 0, on z = 0. (1.26)
4
Since w0 = −ψx , ψ also satisÞes the same boundary conditon
(1.27)
ψztt − gψxx = 0, on z = 0.
On the seabed, z = −h(x) the normal velocity vanishes. For a horizontal bottom we
have
ψ(x, −h, t) = 0. (1.28)
1.3 Simple harmonic waves for Þnite N

Consider a horizontally propagating wave beneath the sea surface. Let
ψ = F (z) e±ikx e−iωt . (1.29)
From Eqn. (1.21), Ã !

d2 F ³ ´
−ω 2 − k2F + N 2 −k 2 F = 0
dz 2
or,
d2 F N 2 − ω2 2
+ k F = 0 z < 0. (1.30)
dz 2 ω2
On the (horizontal) sea bottom
F =0 z = −h. (1.31)
From Eqn. (1.27),

dF k2
−g 2 F =0 z = 0. (1.32)
dz ω
Equations (1.30), (1.31) and (1.32) consititute an eigenvalue condition.
If ω 2 < N 2 , then F is oscillatory in z within the thermocline. Away from the
thermocline, ω 2 > N 2 , W must decay exponentially. Therefore, the thermocline is a
waveguide within which waves are trapped. Waves that have the greatest amplitude
beneath the free surface is called internal waves.
Since for internal waves, ω < N while N is very small in oceans, oceanic internal
waves have very low natural frequencies. For most wavelengths of practical interests
ω 2 ¿ gk so that
F ∼
= 0 on z = 0. (1.33)
5
Figure 1: From Phillips, 1977
This is called the rigid lid approximation, which will be adopted in the following for
simplicity.
With the rigid-lid approximation, the solution for F is
Ã √ !
N 2 − ω2
F = A sin k(z + h) (1.34)
ω
where √
N 2 − ω2
kh = nπ, n = 1, 2, 3... (1.35)
ω
This is an eigen-value condition. For a Þxed wave number k, it gives the eigen-frequencies,
N
ωn = r ³ ´2 (1.36)
nπ
1+ kh
For a given wavenumber k, this dispersion relation gives the eigen-frequency ωn . For a
given frequency ω, it gives the eigen-wavenumbers kn ,
nπ ω
kn = √ (1.37)
h N − ω2
2
For a simple lake with vertical banks and length L, 0 < x < L, we must impose the
conditions :
u0 = 0, hence ψ = 0, x = 0, L (1.38)
The solution is
 q 
N 2 − ωnm
2
ψ = A sin km x exp(−iωnm t) sin km (z + h) . (1.39)
ωnm
6
with
km L = mπ, m = 1, 2, 3, ... (1.40)
The eigen-frequencies are:

N
ωnm = r ³ ´2 (1.41)
nL
1+ mh
1.4 Internal waves in a vertically unbounded ßuid

Consider N = constant, and denote by (α, β) the (x, z) components of the wave num-
berector ~k Let the solution be a plane wave in the vertical plane
ψ = ψ0 ei(αx+βz−ωt)
Then
α2
ω2 = N 2
α2 + β 2
or
α
ω = ±N (1.42)
k
k = α + β2
2 2
(1.43)
For a given frequency, there are two possible signs for α. Since the above relation is
also even in β, there are four possible inclinations for the wave crests and troughs with
respect to the vertical; the angle of inclination is
ω
|θ| = cos−1 (1.44)
N
For ω < N, |θ| < π/2. There is no vertically propagating internal wave. This unique
property of anisotropy has been veriÞed in dramatic experiments by Mowbray and
Stevenson. By oscillating a long cylinder at various frrequencies vertically in a stratiÞed
ßuid, equal phase lines are only found along four beams forming ”St Andrew’s Cross”,
see Þgure (??) for ω/N = 0.7, 0.9. It can be veriÞed that angles are |θ| = 45◦ for
ω/N = 0.7, and |θ| = 26◦ for ω/N = 0.9, in close accordance with the condition 1.44).
Comparison between measured and predicted angles is plotted in Figure (3) for a wide
range of ω/N To under the physics better we note Þrst that the phase velocity is
~ = ± ω (α, β)
C (1.45)
k2
7
Figure 2: St Andrew’s Cross in a stratiÞed ßuid
8
Figure 3: Comparison of measured and predicted angles of internal waves
while the group velocity components are

µ ¶
∂ω 1 α α
Cgx = = ±N − 2
∂α Ã k! k k
N α2 N
= ± 1 − 2 = ± 3 β2
k k k
∂ω αβ
Cgz = =∓ 3. (1.46)
∂β k
Thus Ã !
β β −α
C~g = ±N 2 , . (1.47)
k k k
Therefore, the group velocity is perpendicular to the phase velocity,
~g · C
C ~ = 0. (1.48)
Since
³ ´
~ +C
C ~ g = ± N α2 + β 2 , 0 = ± N (k, 0) (1.49)
k3 k2
~ and C
the sum of C ~ g is a horizontal vector, as shown by any of the sketches in Figure
3. Note that when tkhe phase velocity as an upward component, the group velocity has
9
a downward component, and vice versa. Now let us consider energy transport. from
Figure 4: Phase and group velocities
(1.10) we get
−p0x = ρψzt = ρωβψo ei(αx+βz−ωt)
hence the dynamic pressure is
β
p0 = iωρ ψo ei(αx+βz−ωt) (1.50)
k
The ßiud velocity is easily calculated
q~0 = (u0 , v 0 ) = (ψz , −ψx ) = iρ(β, −α)ψo ei(αx+βz−ωt) (1.51)
The averaged rate of energy transport is therefore
~ = 1 ρ2 |ψ|2 β (β, α)
E (1.52)
2 α
which is in the same direction of the group velocity.

Now returnning to the St. Andrews cross in Þgure (2). Energy must radiate outward
from the oscillating source, hence the group velocity vectors must all be outward. The
crests in the beam in the Þrst quadrant must be in the south-easterly direction. Simlarly
the crests in all four beams must be outward and toward the horizontal axis. Movie
10
records indeed conÞrm this prediction. Within each of the four beams which have widths
comparable to the cylinder diameter, only one or two wave lengths can be seen.
For another interesting feature, consider the reßection of an internal wave from a
slope.
ω
Recall that θ = ± cos−1 N
, i.e., for a Þxed frequency there are only two allowable
directions with respect to the horizon. Relative to the sloping bottom inclined at θo the
inclinations of the incident and reßected waves must be different, and are respectively
θ + θo and θ − θo , see Þgure.
Let ξ be along, and η be normal to the slope. Since the slope must be a streamline,
ψi + ψr must vanish along η = 0 and be proportional to ei(αξ−ωt) ; the total stream
function must be of the form
(i) (r)
ψi ei(kt ξ−ωt)
+ ψr ei(kt ξ−ωt)
∝ sin βηei(αξ−ωt) .
In particular the wavenumber component along the slope must be equal,
(i) (r)
kt = kt = α
Therefore
k (i) cos(θ + θo ) = k (r) cos(θ − θo ),
which implies that

k (i) 6= k (r) . (1.53)
as sketched in Figure 5. The incident wave and the reßected wave have different wave-
lengths! If θ < θo , there is no reßection; refraction takes place instead.
11
Figure 5: Internal wave reßected by in inclined surface
12

Waves in Arteries

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Waves in Arteries

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1.1.

Chapter 1. SAMPLE WAVE PROBLEMS

1 Wave propagation in arteries

acting on all sides. The rate of mometum change is

Figure 1: Forces on the artery wall.

Eq (1.5) may now be rewritten as

The linearized momentum equation is

The linearized form of (1.6) is

where T is the temperature and γ = cp /cv = ratio of speciÞc heats.

where R is the gas constant. Hence for a perfect gas

as the coeﬃcient of thermal expansion and

as the coeﬃcient of isothermal compressibility. Usually β is small and κ much smaller.

with ρ0 ¿ ρo and p0 ¿ po , and linearize the equations to

It follows from the momentum equation

3 Shallow water waves and linearization

3.1 Nonlinear governing equations

Figure 2: A column element of ßuid in a shallow sea

In the limit of vanishing dx, dy, we have, in vector form,

by invoking continuity (1.6.1). Hence the x momentum equation reduces to

Similarly, momentum balance in the y direction requires

These two equations can be summarized in the vector form:

3.2 Linearization for small amplitude

where A is the characteristic amplitude. Equation (1.6.1) may be simpliÞed by neglecting

For a horizontal bottom h = constant,

4 Capillary-gravity waves on the sea surface

As a good approximation we replace (4.1) by

which amounts to ignoring compressibility.

For small amplitude motion, the linearized momentum equation reads

where ∂o refers to the static pressure

Figure 3: DeÞnition sketch for surface wave problem

to the leading order of aproximation, we have

Conitinuity of vertical force on an unit area of the surface requires

which can be combined with the kinematic condition (4.10) to give

Let the sea bed be z = −h(x, y) then the unit normal is

Since the equation

1 General solution to wave equation

Φ(x, t) = F(x − ct) + G(x + ct) (1.2)

Φ(x, t) = F̂ (t − x/c) + Ĝ(t + x/c) (1.3)

Let us illustrates an application of this simple result.

The general solutions are :

p = p+ (x − ct) + p− (x + ct) (2.4)

u = u+ (x − ct) + u− (x + ct) (2.5)

Denote the discharge by Q = uA then

p = pi (t − x/c) + pr (t + x/c), x>0 (2.9)

pi (t) + pr (t) = p1 (t) = p2 (t) (2.10)

Similarly the tranmission coeﬃcients are

Figure 1: Branching of artieries

3 Shallow water waves in an inÞnite sea due to ini-

ζ(x, 0) = F(x) (3.5)

Figure 2: Summary of the initial-boundary-value problem

The present initial-boundary-value problem has a famous solution due to d’Alembert,

ζ = φ(ξ) + ψ(η) = φ(x + ct) + ψ(x − ct), (3.7)

where φ and ψ are so far arbitrary functions of the characteristic variables ξ = x − ct

ζ(x, 0) = φ(x) + ψ(x) = f (x)

Figure 3: Domain of dependence and range of inßuence

which is d’Alembert’s solution to the homogeneous wave equation subject to general

Figure 4: Waves due to initial displacement

g(x) = g0 when |x| < b, and

Figure 5: Waves due to initial velocity

in the wedge ABE;

4 Reßection of shallow water waves from a cliﬀ

ζ(x, 0) = F (x) and ζt (x, 0) = G(x) − ∞ < x < ∞,