1 Transverse Vibration of A Taut String: X+DX X
1 Transverse Vibration of A Taut String: X+DX X
1 Transverse Vibration of A Taut String: X+DX X
p(x,t)
x x+dx
(
Tsin
) -
x
sin ( T )
x+dx
V
x
Figure 1: Deformation of a taut string
where
sin =
dV
dx
2
+ dV
2
=
V
x
q
1 + (
V
x
)
2
.
We shall assume the displacement to be small everywhere so that the slope is also small:
V
x
1. The local value of sin can then be approximated by
V
x
+ O
V
x
!
3
,
where the expression O() stands for of the order of . For any smooth function f,
Taylor expansion gives
f (x + dx) f (x) =
f
x
!
dx + O(dx)
2
,
where the derivative is evaluated at x. Hence the net tension is
T
V
x
!
dx + O(dx)
2
.
The instantaneous length `(x, t) of the string from 0 to x is
` (x, t) =
Z
x
0
dx
_
_
1 +
V
x
!
2
_
_
1/2
= x
_
_
1 + O
V
x
!
2
_
_
.
It follows that
` x
x
= O
V
x
!
2
for all 0 < x < L,
which is of second-order smallness. The string length, hence the tension, is essentially
unchanged with an error of O(V /x)
2
, i.e., T can be taken as constant with a similarly
1.1. VIBRATION OF A TAUT STRING 3
small error. Thus the net tension in the string element is well represented by
T
2
V
x
2
dx.
If the mass per unit length of the string is , the inertia of the element is (
2
V/t
2
)dx.
Let the applied load per unit length be p(x, t). Momentum conservation requires that
dx
2
V
t
2
= T
2
V
x
2
dx + pdx + O(dx)
2
.
Eliminating dx and taking the limit of dx 0, we get
T
2
V
t
2
2
V
x
2
=
p
T
. (1.1)
This equation, called the wave equation, is a partial dierential equation of the second
order. It is linear in the unknown V and inhomogeneous because of the forcing term on
the right-hand side.
Is the longitudinal displacement U important in this problem? Conservation of
momentum in the x direction requires that
dx
2
U
t
2
= (T cos )
x+dx
(T cos )
x
.
Since
cos =
dx
q
(dx)
2
+ (dV )
2
=
1
r
1 +
V
x
2
= 1 + O
V
x
!
2
,
the acceleration is of second-order smallness
T
2
U
t
2
= O
_
_
x
V
x
!
2
_
_
= O
V
x
!
T
2
V
t
2
!
.
Hence U = O
V
x
#
=
ML/t
2
M/L
=
L
t
2
= [velocity]
2
.
Now introduce the notation c =
q
T/ , which is a characteristic velocity of the physical
problem. Equation (2.1) can then be written
1
c
2
2
V
t
2
2
V
x
2
=
p
T
, (1.5)
which is called the wave equation arising in numerous contexts.
2 Longitudinal vibration of an elastic rod
Consider an elastic rod with the cross-sectional area S(x) and Youngs modulus E, as
shown in Figure (2). Let the longitudinal displacement from equilibrium be U(x, t).
The strain at station x is
lim
x0
U
x
=
U
x
.
1.2. VIBRATION OF AN ELASTIC ROD 5
x x+dx
U U+dU
0
L
x
S
Figure 2: Longitudinal deformation of an elastic rod
By Hookes law, the tension at x is
ES
U
x
.
Now the net tension on a rod element from x to x + dx is
ES
U
x
!
x+dx
ES
U
x
!
x
= dx
x
ES
U
x
!
+ O(dx)
2
.
Let the externally applied longitudinal force be f(x, t) per unit length. Momentum
conservation requires that
S
2
U
t
2
dx =
x
ES
U
x
!
dx + fdx + O(dx)
2
.
In the limit of vanishing dx, we get the dierential equation:
S
2
U
t
2
=
x
ES
U
x
!
+ f. (2.1)
In the special case of uniform cross section, S = constant, and zero external force,
then U satises the inhomogeneous wave equation
1
c
2
2
U
t
2
=
2
U
x
2
+
f
ES
, (2.2)
where c =
q
E/ has the dimension of velocity.
The simplest boundary conditions are for xed or free ends. If both ends are xed,
then,
U(0, t) = 0 and U(L, t) = 0. (2.3)
1.3. TRAFFIC FLOW ON A FREEWAY 6
If the left end is xed but the right end is free, then
U(0, t) = 0 and
U
x
(L, t) = 0, (2.4)
since the stress is proportional to the strain. Again, the most natural initial conditions
are
U(x, 0) = f(x), and
U
t
(x, 0) = g(x), (2.5)
where f and g are prescribed functions of x for 0 < x < L.
Let us change to the integral approach in the next example.
3 Trac ow on a freeway
One of the mathematical models of trac ow is the hydrodynamical theory of Lighthill
and Whitham (1958). It is a simple theory capable of describing many real-life features of
highway trac with remarkable faithfulness. Consider any section of a straight freeway
from x = a to x = b, Figure 3. Assume for simplicity that there are no exits or entrances,
and all vehicles are on the go. Let the density of cars (number of cars per unit length of
highway) at x and t be (x, t), and the ux of cars (number of cars crossing the point
x per unit time) be q(x, t). By requiring that the number of cars within an arbitrary
section from a to b be conserved, we have
t
Z
b
a
(x, t) dx = q (b, t) q (a, t) .
Rewriting the right-hand side
q (b, t) q (a, t) =
Z
b
a
q
x
dx,
we get
Z
b
a
t
+
q
x
!
dx = 0 . (3.1)
Since the control interval (a, b) is arbitrary, the integrand must vanish,
t
+
q
x
= 0. (3.2)
This result can be argued by contradiction, which is a typical reasoning needed to change
an integral law to a dierential law. Suppose that the integrand is positive somewhere
1.4. WAVES IN ARTERIES 7
within (a, b), say, in the range (a
0
, b
0
) (a, b), and zero elsewhere in (a, b), then the
integral in (1.3.1) must be positive. But this is a contradiction. The assumption that
the integrand is positive somewhere is therefore wrong. By a similar argument, the
integrand cannot be negative anywhere, and hence must be zero everywhere in (a, b).
(a) (b)
q
O
x
b a
Figure 3: (a). A section of the freeway. (b). The relation between trac ux rate and
trac density.
Equation (1.3.2) is the law of conservation of cars. Having two unknowns q and , a
constitutive relation between and q is needed and must be found by eld measurements.
Heuristically, q must be zero when there is no car on the road, and zero again when the
density attains a maximum (bumper-to-bumper trac), hence the relation between q
and must be nonlinear
q = q () (3.3)
as sketched in Figure 1.4.b. With this relation, (1.3.2) becomes
t
+
dq
d
!
x
= 0. (3.4)
This result is a rst-order nonlinear partial dierential equation and will be used to
deduce a variety of interesting phenomena of trac ow.
In all the examples studied so far the nal governing equation involves only one
unknown. Now we will examine a problem with several unknowns.
1.4. WAVES IN ARTERIES 8
4 Wave propagation in arteries
We shall examine the pulsating ow of blood in an artery whose wall is thin and elastic.
As a rst exercise let us assume that there is only pulsation but no net ux. 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 a
o
in time and along the
artery (in x). Let the local cross sectional area be S = a
2
, and the averaged velocity
be u(x, t). Consider a xed geometrical volume between x and x + dx, through which
uid moves in and out. Conservation of mass requires
S
t
+
(uS)
x
= 0, (4.1)
Next the momentum balance. The time rate of momentum change in the volume must
be balanced by the net inux of momentum through the two ends and the pressure force
acting on all sides. The rate of mometum change is
(uS)
t
(4.2)
The net rate of momentum inux is
(u
2
S)
x
dx = u
uS
x
uS
u
x
(4.3)
Ther net pressure force at the two ends is
(pS)
x
= S
p
x
p
S
x
while that on the sloping wall is
2a p
a
x
= p
S
x
The sum of all pressure forces is
S
p
x
(4.4)
Balancing the momentum by equating (5.2) to the sum of a(5.3) and (5.4) we get, after
making use of mass conservation (5.1),
u
t
+ u
u
x
!
=
p
x
(4.5)
1.4. WAVES IN ARTERIES 9
Figure 4: Forces on the artery wall.
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 gure ??, the elastic
strain due to the lengthening of the circumference is 2da/2a = da/a. Let h be the
artery wall thickness, assumed to be must smaller than a, and Youngs modulus E. The
change in elastic force is 2Ehda/a which must be balanced by the changing in pressure
force 2a dp , i.e.,
2Ehda
a
= 2a dp,
which implies
dp
da
=
Eh
a
2
or
dp
dS
=
Eh
S
3/2
(4.6)
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 p
o
= E(h/a) =
Eh/
S (4.7)
Eq (5.5) may now be rewritten as
S
u
t
+ u
u
x
!
=
S
p
x
= C
2
S
x
(4.8)
1.4. WAVES IN ARTERIES 10
where C is dened by
C =
s
S
dp
dS
=
s
Eh
2a
(4.9)
and has the dimension of velocity. In view of (5.6), equations (5.1) and (5.8) are a pair
of nonlinear equations for the two unknowns u and S.
For innitesimal amplitudes we can linearize these equations. Let a = a
o
+ a
0
with
a
0
a
o
then the (5.1) becomes, to the leading order,
a
0
t
+
a
o
2
u
x
= 0 (4.10)
The linearized momentum equation is
o
u
t
=
p
x
(4.11)
The linearized form of (5.6) is
dp =
2Eh
a
2
o
da
0
(4.12)
which can be used in (5.11) to get
u
t
=
Eh
a
2
o
a
0
x
(4.13)
Finally (5.2) and (5.8) can be combined to give the wave equation:
2
a
0
t
2
= c
2
o
2
a
0
x
2
(4.14)
where
c
o
=
s
Eh
2a
o
(4.15)
Alternately one can eliminate a to get an equation for u
2
u
t
2
= c
2
o
2
u
x
2
(4.16)
Because of (5.12), the dynamic pressure is governed also by
2
p
t
2
= c
2
o
2
p
x
2
(4.17)
All unknowns are governed by the same equation due to linearity and the fact that all
coecients are constants.
Comments on linearization:
1.6. SHALLOW WATER WAVES 11
To nd out the accuracy of linearization, it is useful to estimate rst the scales of
motion. Let A, T, L, U and P denote the scales of a
0
, t, x, u and p
0
respectively. It is
natural to take L = c
o
T. From (5.1) (5.5) and (5.6) we get the relations among the
scales of dynamical quantities
a
o
A
T
=
Ua
2
o
L
, hence U =
A
a
o
L
T
P =
EhA
a
2
o
U
T
=
1
P
L
=
1
1
L/T
EhA
a
2
o
It follows that
A
a
o
L
T
=
1
1
L/T
EhA
a
2
o
hence,
L
2
T
2
=
Eh
a
o
= c
2
o
With these scales the ratio of a typical nonlinear term to a linear term is
u
u
x
u
t
U
2
/L
U/T
=
U
L/T
=
A
a
o
Hence the condition for linearization is that
A
a
o
1
5 Shallow water waves and linearization
5.1 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
5, 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 (x, y, t) the vertical
displacement of the free surface. Take the dierential approach again and consider the
uid ow through a vertical column with the base dxdy.
1.6. SHALLOW WATER WAVES 12
O
z=
z
x
z=-h
dx
dy
t
dxdy
must be balanced by the net volume ux into the column from all four vertical sides. In
shallow water, the horizontal length scale, characterized by the wavelength , is much
greater that the vertical length h. Water ows 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 dierence between inux through the left and outux through
the right is
[u( + h) |
x+dx
u( + h) |
x
] dy =
(
x
[u( + h)] + O(dx)
)
dxdy.
Similarly, through the vertical sides normal to the y axis, the dierence between inux
through the front and outux through the back is
[v ( + h) |
y+dy
v ( + h) |
y
] dx =
(
y
[v ( + h)] + O(dy)
)
dydx.
1.6. SHALLOW WATER WAVES 13
Omitting terms of higher order in dx, dy, we invoke mass conservation to get
t
dxdy =
(
x
[u( + h)] +
y
[v ( + h)] + O(dx, dy)
)
dxdy.
In the limit of vanishing dx, dy, we have, in vector form,
t
+ [u( + h)] = 0. (5.1)
This equation is nonlinear because of the quadratic product of the unknowns u and .
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 = g ( z) , (5.2)
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
dxdy
x
Z
h
p dz = dxdy
x
Z
h
g( z) dz
= g( + h)
( + h)
x
dxdy.
The hydrodynamic reaction from the sloping bottom to the uid is
p
h
x
dxdy = g( + h)
h
x
dxdy.
The change of uid momentum consists of two parts. One part is due to the time rate
of momentum change in the water column
(
t
[u( + h)]
)
dxdy,
and the other is due to the net ux of momentum through four vertical sides:
x
[u
2
( + h)]dxdy +
y
[uv( + h)]dydx.
Equating the total rate of momentum change to the net pressure force on the sides and
on the bottom, we get
t
[u( + h)] +
x
[u
2
( + h)] +
y
[uv( + h)]
= g( + h)
( + h)
x
+ g( + h)
h
x
.
1.6. SHALLOW WATER WAVES 14
The left-hand side can be simplied to
u
t
+ u
u
x
+ v
u
y
!
( + h) + u
(
t
+
x
[u( + h)] +
y
[v( + h)]
)
=
t
+ u
u
x
+ v
u
y
by invoking continuity (1.6.1). Hence the x momentum equation reduces to
u
t
+ u
u
x
+ v
u
y
= g
x
. (5.3)
Similarly, momentum balance in the y direction requires
v
t
+ u
v
x
+ v
v
y
= g
y
. (5.4)
These two equations can be summarized in the vector form:
u
t
+u u = g. (5.5)
Equations (6.1) and (6.5) are coupled nonlinear partial dierential equations for three
scalar unknowns u and .
Now the boundary and initial conditions. On a shoreline S, there can be no normal
ux, therefore,
hu n = 0 on S, (5.6)
where n denotes the unit normal vector pointing horizontally into the shore. This
condition is applicable not only along a cli shore where h is nite, 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 (x, y, 0) and the ver-
tical velocity of the entire free surface
t
(x, y, 0) is known. These conditions complete
the formulation of the nonlinear shallow water wave problem.
5.2 Linearization for small amplitude
For small amplitude waves
h
A
h
1, (5.7)
1.6. SHALLOW WATER WAVES 15
where Ais the characteristic amplitude. Equation (1.6.1) may be simplied by neglecting
the quadratic term
t
+ hu = 0. (5.8)
Denoting the time scale by the wave period T and the horizontal length scale by the
wavelength , we equate the order of magnitudes of the remaining two terms above to
get
A
T
uh
, implying
A
h
uT
1.
Now let us estimate the importance of the quadratic term u u in the momentum
equation by assessing the ratio
u u
u
t
= O
uT
1.
Clearly the quadratic term representing convective inertia can also be ignored in the
rst approximation, and the momentum equation becomes
u
t
= g. (5.9)
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
h
n
= 0 on S. (5.10)
Consistent with the linearized approximation, the shoreline position can be prescribed
a priori.
Equations (6.8) and (6.9) can be combined by the process of cross dierentiation.
First dierentiate (6.8) with respect to t,
t
(
t
+ (uh)
)
= 0,
then take the divergence of the product of (6.9) and h,
(
h
u
t
)
= (gh).
The dierence of these two equations gives
t
2
= (gh). (5.11)
1.6. SHALLOW WATER WAVES 16
For a horizontal bottom h = constant,
1
c
2
t
2
=
2
, (5.12)
where c =
gh = O(/T) is the characteristic velocity of innitesimal wave motion.
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, (6.12) reduces to the familiar
form
1
c
2
t
2
=
2
x
2
. (5.13)
6 Sound in uids
The basic equations governing an inviscid and compressible uid are as follows. Mass
conservation:
t
+ (u) = 0 (6.14)
Momentum conservation:
u
t
+u u
!
= p (6.15)
We must add an equation of state
p = p(, S) (6.16)
where S denotes the entropy. When no temperature gradient is imposed externally and
the gradient of the ow is not too large, one can ignore thermal diusion. The uid
motion is then adiabatic; entropy is constant. As a result p = p(, S
o
) depends only on
the density. Eq. (7.14 ) can be written as
u
t
+u u
!
=
!
S
(6.17)
We shall denote
C =
v
u
u
t
!
S
(6.18)
so that
u
t
+u u
!
= C
2
(6.19)
1.6. SHALLOW WATER WAVES 17
It is easy to check that C has the dimension of velocity.
From thermodynamics we also have
!
S
=
!
T
(6.20)
where T is the temperature and = c
p
/c
v
= ratio of specic heats.
For a perfect gas the equation of state is
p = RT (6.21)
where R is the gas constant. Hence for a perfect gas
!
S
= RT (6.22)
Liquids are much less compressible. One usually writes the equation of state as
d =
p
!
T
dp +
T
!
p
dT (6.23)
Denoting
=
1
T
!
p
(6.24)
as the coecient of thermal expansion and
=
1
p
!
T
(6.25)
as the coecient of isothermal compressibility. Usually is small and much smaller.
Under isothermal conditions it is that counts.
The simplest limit is the case where the background density
o
and pressure
o
are
uniform, the uid is at rest and the dynamic perturbations are innitesimally small. We
can write
p = p
o
+ p
0
, =
o
+
0
(6.26)
with
0
o
and p
0
p
o
, and linearize the equations to
0
t
+
o
u = 0 (6.27)
and
u
t
=
1
o
p
0
(6.28)
1.9. FLEXURAL WAVES IN A BEAM 18
Taking the curl of the second, we get
t
u = 0 (6.29)
thus the velocity eld is irrotational if it is so initially. We can introduce a potential
by
u = (6.30)
It follows from the momentum equation
p
0
=
o
t
(6.31)
Using these we get the wave equation.
t
2
= c
2
o
2
(6.32)
where
c
2
o
=
p
o
o
!
S
(6.33)
7 Flexural waves in a beam on an elastic foundation
Referring to Figure (8), we rst describe the momentum conservation of a thin beam.
Assume the beam to have a horizontal axis when it is not loaded and to have uniform
z
V
x
z
U
U
Figure 6: Deection of a beam
material properties. Let V (x) denote the upward deection of the beam axis. If the
thickness is small compared to the length and the deection small compared to the
1.9. FLEXURAL WAVES IN A BEAM 19
S
p dx
k V dy
S+ M+ dx
S M
dx
x x M
x
=
U
x
= z
2
V
x
2
and the longitudinal stress is
x
= E
U
x
= Ez
2
V
x
2
, (9.1)
where E is Youngs modulus. The total moment about the mid-section z = 0 due to
the stress distribution across the section is
M =
Z
h/2
h/2
x
zdz = E
2
V
x
2
Z
h/2
h/2
z
2
dz = EI
2
V
x
2
, (9.2)
where
I =
Z
h/2
h/2
z
2
dz
is the moment of inertia of the cross section with respect to its mid-section z = 0.
Consider a length element of the beam from x to x + dx, as sketched in Fig. (7). The
balance of angular momentum about the center of the element requires that
M +
M
x
dx M +
S +
S
x
dx
!
dx
2
+ S
dx
2
= Jdx
3
V
xt
2
,
1.9. FLEXURAL WAVES IN A BEAM 20
where is the mass and J is the rotatory moment of inertia per unit length of the
beam. For a beam with rectangular cross section, J = h
2
/12, where h is the height of
the beam. Thus,
S =
M
x
+ J
3
V
xt
2
= EI
3
V
x
3
+ J
3
V
xt
2
. (9.3)
On the other hand, balance of vertical forces requires that
S +
S
x
dx S = p dx + kV dx +
2
V
t
2
,
where k is the elastic constant of the lateral support, and p(x, t) is the distributed load.
Making use of (6.5.3), we get
1 J
2
x
2
!
2
V
t
2
+ EI
4
V
x
4
+ kV = p(x, t), (9.4)
which is a fourth-order partial dierential equation, derived rst by Lord Rayleigh. If the
wavelength L is much greater than the beam height h/ L 1, then the term representing
rotatory inertia is negligible and (6.5.4) may be simplied to
2
V
t
2
+ EI
4
V
x
4
+ kV = p(x, t). (9.5)
Now the boundary conditions. For a beam of nite length, each end can be free, clamped,
or supported on a hinge. At a free end, there is neither torque nor shear
2
V
x
2
= 0,
3
V
x
3
= 0. (9.6)
At a clamped end, the deection and slope must vanish
V = 0,
V
x
= 0. (9.7)
At a hinged end both the deection and the torque are zero
V = 0,
2
V
x
2
= 0. (9.8)
For an innitely long beam, the boundary conditions at innity depend on the loading.
For a transient loading with nite duration, V should vanish at innities. For time-
harmonic loadings, the disturbance should at most be outgoing waves.
1.9. FLEXURAL WAVES IN A BEAM 21
10 Homework No.1
1. A membrane is kept taut over an area S. The membrane has a constant density per
unit area and is under uniform tension in all directions. Derive the governing equation
for the lateral displacment u(x, y, t) of the membrane vibrating under distributed loading
of p(x, t) per unit area.
2. Consider the longitudinal vibration of a cylindrical rod with one end at x = 0
xed and the other end at x = L attached to a mass M. Before t = 0 the rod is
compressed by the length L with 1. At t = 0 the compression is released. State
the goverining equation and all boundary and initial conditions.
3. Condsider the torsional vibration of a cylindrical rod of circular cross section of
radius a. Let (x, t) = angular displacement of the cross section at x, d = area element
in the cross section and located a the distance r from the axis, see gure 8. Let be
the shear stress, G the shear modulus of elasticity , and the angular displacment of a
line orginally parallel to the axis. Show that
= r
x
(10.1)
Invoke Hookes law = G and show that the total torqure aplied to the cross section
at x is
M = G
x
ZZ
S
r
2
d = GJ
x
(10.2)
where
J =
ZZ
S
r
2
d (10.3)
is the polar moment of inertia of the cross section. Let I be the moment of inertia per
unit length of the rod. Show that
t
2
=
GJ
I
2
x
2
(10.4)
4. 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 innitely long and has a uniform rectangular cross section.
1.9. FLEXURAL WAVES IN A BEAM 22
O
A
A
A
A
d
r
z
a
x y
d
Figure 8: Torsion of a circular cylinder
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
u(0, y, z, t) =
_
_
u
o
(y, z, t) = prescribed, 0 < t < T,
0, t > T.
(10.5)
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 dened by
(u, v, w) = .