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D'Alembert's formula

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Through Mathematics, Ordinary differential equation and Homogeneous differential equation

utt−c2uxx=0,u(x,0)=g(x),ut(x,0)=h(x),

for −∞<x<∞,t>0

It is named after the mathematician Jean le Rond d'Alembert, who derived it in 1747 as a solution to the problem of a vibrating string.

Details

The characteristics of the PDE are x±ct=const (where ± sign states the two solutions to quadratic equation), so we can use the change of variables μ=x+ct (for the positive solution) and η=x−ct (for the negative solution) to transform the PDE to uμη=0. The general solution of this PDE is u(μ,η)=F(μ)+G(η) where F and G are C1 functions. Back in x,t coordinates,

u(x,t)=F(x+ct)+G(x−ct)
u is C2 if F and G are C2.

This solution u can be interpreted as two waves with constant velocity c moving in opposite directions along the x-axis.

Now consider this solution with the Cauchy data u(x,0)=g(x),ut(x,0)=h(x).

Using u(x,0)=g(x) we get F(x)+G(x)=g(x).

Using ut(x,0)=h(x) we get cF′(x)−cG′(x)=h(x).

We can integrate the last equation to get cF(x)−cG(x)=∫−∞xh(ξ)dξ+c1.

Now we can solve this system of equations to get F(x)=−12c(−cg(x)−(∫−∞xh(ξ)dξ+c1)) G(x)=−12c(−cg(x)+(∫−∞xh(ξ)dξ+c1)).

Now, using u(x,t)=F(x+ct)+G(x−ct)

d'Alembert's formula becomes: u(x,t)=12[g(x−ct)+g(x+ct)]+12c∫x−ctx+cth(ξ)dξ.

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