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Having read the introduction you may feel that you are already familiar with the material covered by this module and that
you do not need to study it. If so, try the Fast track questions given in Subsection 1.2. If not, proceed directly to Ready to
study? in Subsection 1.3.
Question F1
The functions F1 (x, y) and F2 (x, y) are defined by
∂φ ( x, y) ∂φ ( x, y)
F1 ( x, y) = − and F2 ( x, y) = −
∂x ∂y
q
where φ ( x, y ) = . ☞
4 πε 0 x 2 + y2
Question F3
The one-dimensional time-dependent Schrödinger equation for a particle of mass m with a potential energy
function U(x, t) is
˙2 ∂ 2 Ψ ( x, t ) ∂Ψ ( x, t )
− + U ( x, t ) Ψ ( x, t ) = i˙
2m ∂x 2 ∂t
Show that Ψ ( x, t ) = exp ( − mωx 2 (2 ˙) ) exp ( −iEt ˙) ☞
mω 2 x 2
is a solution of this equation with U ( x, t ) = where ω is a constant (so that U is a function of the single
2
variable x), and find an expression for E in terms of ω.
Alternatively, you may still be sufficiently comfortable with the material covered by the module to proceed directly to the
Closing items.
( a + ∆x )2 − a 2
(a) Evaluate the limit lim . What does this limit represent?
∆x →0 ∆x
dy
(b) If y = f0(x) then the derivative is sometimes written alternatively as f ′ ( x ).
dx
f ′ ( x + ∆x ) − f ′ ( x )
What does the limit lim represent?
∆x →0 ∆x
Although oscillations are often taken to be sinusoidal ☞ (see Figure 1), this is not necessarily the case and other
forms (which arise, for example, in the context of electric circuits) are shown in Figure 2 and Figure 3.
y y y
t t t
(ω1 t + φ) is called the phase and determines the stage that the oscillation has reached in its cycle at time t;
ω= k / m is called the angular frequency and is 2π times the number of oscillations completed per second;
φ is called the phase constant (or the initial phase) since it determines the value of the phase at t = 0, and hence
the displacement from equilibrium at that time (y(0) = Csinφ).
The sort of oscillatory motion described by Equation 5, and characterized by the parameters C, ω and φ , is
known as simple harmonic motion.
1 1
Show that y(t) = C sin (ω0t +φ) is a solution of the differential equation
d 2 y(t )
dt 2
= −ω 2 y(t )
Other examples of physical systems which display oscillatory behaviour include the simple pendulum and some
a.c. circuits, but the basic idea remains the same; some physical quantity, for example position, voltage or
current, cycles repeatedly about an equilibrium value.
1 1
Perhaps the first thing that comes to mind when you see the word ‘wave’ is the wave that you see at the beach.
The undulations of the surface of the sea occur in a regular fashion, and appear to move towards the shore —
a phenomenon that surfers are able to exploit to the full. We say that the surface ‘appears to move’ because the
actual motion of the water is a good deal more complicated than you would at first think. Clearly something
moves towards the shore, but it is certainly not a coherent body of water, for otherwise the entire ocean would
end up on the beach. As further evidence of this you need only note that a swimmer tends to bob up and down as
a wave passes, and this would certainly not happen if the velocity of the water at each point in the wave was
directed towards the shore.
3
Figure 5 Snapshots at two different times of the heights of all the hammers
in a piano show how vertical movements can produce a wave that travels
horizontally. Notice particularly that the vertical displacement y at any position
x (measured from the left-hand end of the keyboard) is dependent on two x
factors: the particular hammer and the time, i.e. the value of x and the value of (b)
t. The time t2 in (b) is later than t1 in (a).
3
1 11
Figure 6 (a) The ‘shape’ of a sinusoidal travelling wave at a particular t
1 1
instant of time — the wave profile. (b) The oscillation caused by a
sinusoidal travelling wave at a particular point — the wave form.
(b)
T
ymax
3
1 11
Figure 6 (a) The ‘shape’ of a sinusoidal travelling wave at a particular
t
1 1
instant of time — the wave profile. (b) The oscillation caused by a sinusoidal
travelling wave at a particular point — the wave form.
(b)
3
1 11
Figure 6 (a) The ‘shape’ of a sinusoidal travelling wave at a particular t
1 1
instant of time — the wave profile. (b) The oscillation caused by a sinusoidal
travelling wave at a particular point — the wave form.
(b)
v = fλ1 (7)
2π
ω = 2π f = (8)
T
1
σ = (9)
λ
2π
and k = (10) ☞
λ
✦ Use the definitions that have been presented to show that v = ω0/k.
T
ymax
3
1 11
Figure 6 (a) The ‘shape’ of a sinusoidal travelling wave at a particular
t
1 1
instant of time — the wave profile. (b) The oscillation caused by a sinusoidal
travelling wave at a particular point — the wave form.
(b)
1 1
y(x, t) = A sin (at − bx) (11) ☞
where A = 2.371m, a = 161s −1, 1
and b = 3.23 m−1. Note that the units of a and b are such that when we substitute
values for t and x (in seconds and metres respectively) the argument of the sine function will be dimensionless,
as it should be.
✦ 1 1
Evaluate y(1.9 m, 12.0 s) from the definition of y(x, t) given in Equation 11. ☞
3
Figure 7 The height h(x, y) above
the (x, y) plane.
3
Figure 8 The function φ(x, y) of
Equation 12.
I V
R
R
(a) (b)
Figure 9 3The current I as a function of V and R.
FLAP M6.4 Waves and partial differential equations
COPYRIGHT © 1998 THE OPEN UNIVERSITY S570 V1.1
It is sometimes convenient to display the arguments of the same function in different ways.
q
For example, if φ ( x, y ) = , as in Equation 12,
4 πε 0 x 2 + y 2
then, although φ is a function of the two variables x and y, it can also be considered as a function of the single
variable u = x2 + y2, and we can write
q
φ (u) = (14)
4 πε 0 u
where u = x2 + y2. In such a case we may avoid having to introduce the extra variable u by writing the function φ
in the form
φ ( x 2 + y2 ) =
q
(15) ☞
4 πε 0 x 2 + y 2
You will see shortly that the above discussion is relevant to the study of waves.
y ( x, t ) = A sin[ k ( x − vt ) + φ ] (17) ☞
where the constants A, k and φ, respectively, represent the amplitude of the wave, its angular wavenumber and
its phase constant.
Unless we are comparing two waves, the phase constant is of little interest and we may assume that it is zero; in
which case Equation 17 may be written in any one of the following equivalent forms (using Equations 6 to 10,
which are repeated for your convenience):
Each of these forms has its uses, but Equation 19 is probably the most practical, and you can use Equations 6
to 10 to generate the others when you need them. Figure 12 (on the next page) illustrates the function given in
Equation 19. Notice that each fixed value of t corresponds to a sinusoidal curve drawn on the surface. Such a
curve represents the wave profile at that particular value of t (i.e. a plot of y against x at a fixed value of t).
If we were to take a slightly larger fixed value of t then the wave profile would move to the right. A fixed value
of x also produces a sinusoidal curve on the surface, but this time it corresponds to the wave form.
−A
0
λ
Figure 124 T
A three-dimensional graph
of the function 2λ
y( x , t ) = A sin [ k x − ω t ] .
3λ
x 0 t
df
where the final term on the right means that must be evaluated for u = x2 + 3x.
du
The notation on the right of Equation 23 is rather cumbersome, and it is often preferable to use the notation
df
f ′ (u) in place of , in which case Equation 23 becomes
du
dy du df
= = ( 2 x + 3) f ′ ( x 2 + 3 x ) (24)
dx dx du
✦ Using the chain rule, write down the derivative with respect to x of each of the following functions:
1
(a) y = sin (3x + 5),
(a) Given that f0(x) = (x2 + 5x + 2)3 write down an expression for f0′ (x).
1
(b) Given that φ(t) = cos (at + b) where a and b are constants, write down an expression for φ0′(t).
dy
(a) Given that y = f(kx − ω0t) where k, ω and t are constants, write in terms of f0′.
dx
dy
(b) Given that y = f(kx − ω0t) where k, ω and x are constants, write in terms of f0′.
dt
∂F ∂F ∂F
which may be abbreviated to
∂t x
☞ or more briefly .
∂t at constant x ∂t
0 A
−0.5
−1 5
4
3 4
3
2
Figure 134The graphical xA 2
tA the gradient of this
interpretation of the partial
1 line is the value of
derivatives with respect to 1 ∂y
x and t of a function at x = xA, t = tA
y = F(x, t) at a given point. ∂t
x 0 0 t
Question T2
∂y ∂y
Given that y( x, t ) = A sin [ k x − ω t ] find and .
∂x ∂t
∂y ∂y
What is the physical significance of and if y(x, t) represents the wave of hammers moving inside the
∂x ∂t
piano in the Tom and Jerry cartoon?4❏
∂f ∂ ( x 2 − y2 ) ∂ ( x 2 ) ∂ ( y2 ) d ( x2 )
Solution = = − = = 2x
∂x y ∂x ∂x ∂x dx
∂f ∂ ( x 2 − y2 ) ∂ ( x 2 ) ∂ ( y2 ) d ( y2 )
and = = − = − = −2 y4❏
∂y x ∂y ∂y ∂y dy
There are two points to note in this example.
First, when we differentiate a function of y alone with respect to x we get zero, because y is treated as a constant.
∂ ( y2 ) ∂ ( x2 )
In this particular case we have = 0 , and similarly = 0.
∂x ∂y
Second, when differentiating a function of x alone with respect to x, the partial derivative and the ordinary
∂ ( x2 ) d ( x2 )
derivative are identical, and for this reason we can replace ∂ by d, so that, for example, = = 2x.
∂x dx
d ( e2 x )
Solution
∂f
∂x
=
dx
1 1
cos ( 3 y ) = 2e2x cos (3y)
d ( cos ( 3 y ) )
and111
∂f
∂y
= e2 x
dy
1 1
= −3e2x sin (3y)4❏
Question T4
1 1 1
Given that f0(x, y) = x 2 1sin y + y2 cos x, find
∂f
∂x
and
∂f
∂y
.4❏
1
Given that f0(x) = sin (3x2 ), find
df ( x )
dx
.
1 1
Given that φ (y) = sin (c2y4) where c is constant, find
dφ (y)
dy
.
Now let us apply the same approach to a function of two variables. Naturally, we shall have to modify the chain
rule somewhat to apply it in this case.
and
∂f
∂y
=
d (sin(u)) ∂ u
du ∂y
1 123
1
= cos (u) × 4x2 y3 = 4x 2 y 3 cos(x{
2 4
y )4❏
14 4244 3 ∂u ∂y u
Using the chain rule
In the above example, note that we use d when differentiating a function of one variable with respect to that
variable, and we use ∂ when differentiating a function of several variables. Apart from that the chain rule is
essentially unchanged.
1
Given that f0(x, t) = cosh (Ax2 t3), ☞ where A is constant, find
∂f
∂x
and
∂f
∂t
.4❏
Question T6
x ∂f ∂f
Given that f ( x, y ) = log e find x +y .4❏
y ∂x ∂y
∂f f ( x, y + ∆y ) − f ( x, y )
= ∆y→0
lim
∂y x ∆y
These definitions are mainly of interest to mathematicians, but you should be able to recognize them since they
can easily arise in a physical context.
so that
∂
∂x
∂f
=
∂x
∂
∂x
( 2 e 2 x cos(3 y) ) = 4e2x cos(3y)1
∂ ∂f ∂
while =
∂y ∂y ∂y
( −3e 2 x sin(3 y) ) = −9e2x1cos(3y)
∂ ∂f ∂2 f
= (26)
∂x ∂x ∂x 2
∂ ∂f ∂2 f
and = (27)
∂y ∂y ∂y2
These results are straightforward extensions of what happens with a function of one variable; here we simply
differentiate with respect to x (or y) while keeping y (or x) constant. However, there are two extra possibilities
which cannot occur with a function of a single variable.
we could then differentiate the result with respect to y while keeping x constant. Doing this we obtain
∂ ∂f ∂
=
∂y ∂x ∂y
[ 2 e 2 x cos(3 y) ] = −6e 2 x sin(3 y) (28)
Notice that first we keep y constant and differentiate with respect to x and then we keep x constant and
differentiate with respect to y. (Notice also that we don’t use x and y subscripts to indicate which variable is
being held constant since doing so would make the notation unnecessarily complicated.) We normally abbreviate
these second derivatives as follows:
∂ ∂f ∂2 f
= (29)
∂y ∂x ∂ y∂ x
and in fact, for all the functions that you are likely to meet, it is generally true that
∂2 f ∂2 f
= (31)
∂ x∂ y ∂ y∂ x
1
If V(x, y) is defined by V(x, y) = arctan (y/x) ☞ find
∂ 2V
∂x 2
and
∂ 2V
∂y2
.
∂ 2V ∂ 2V
Hence verify that V(x, y) satisfies + = 0 (32)
∂x 2 ∂y2
(An equation (such as Equation 32) which involves partial derivatives is known as a partial differential
equation. Equation 32 is known as Laplace’s equation (in two dimensions) and is crucial to the study of many
areas of theoretical physics, including electrostatics and hydrodynamics.
× − 2 = − 2
1 y y
33111110 = (33)
2 x x + y2
1+
y
x
Question T8
1 1
If V(r, θ) = (α0rn + β0r0−n) cos (nθ ) where α, β and n are constants, find
∂V ∂ 2V
,
∂r ∂r 2
and
∂ 2V
∂θ 2
.
1
Given that f0(x, t) = sin (x + vt), find
∂f
∂x
, then put u = x + vt and calculate
df
du
.
∂f df
Hence show that = in this case.
∂x du
∂f df
Given that f0(x, t) = sin(x + vt), find , then put u = x + vt and calculate v .
∂t du
∂f df
Hence show that =v in this case.
∂t du
df
We can now use a similar process to find the second-order partial derivatives. Since can also be regarded as
du
a function of x and t, we can differentiate once again with respect to x to obtain
∂2 f ∂ ∂f ∂ df d df d2 f
2 = =
∂ x ∂ x du
=
= (39)
∂x ∂4
1 x2 43 123 142du
du 43 du 2
This is just From This comes from
the definition Eqn 37 Eqn 37 with df du
of the second in place of f
derivative
∂2 f 1 ∂2 f
− 2 = 0 (41)
∂x 2 v ∂t 2
Partial differential equations are very common throughout physics and there is a large literature devoted to
techniques which in some circumstances lead to explicit solutions. ☞ No matter what method is used to find a
solution, it can always be verified by substituting back into the differential equation. We shall be concerned with
showing that we really do have a solution to the wave equation, rather than with general techniques for finding
solutions.
We start by considering
a segment AB of the FT
string which is of
length ∆l, as shown in
B θ + ∆θ
Figure 14. The string is ∆l B
assumed to be stretched y A
tightly along the
∆l
horizontal x-direction, l
and then set in motion
in the y -direction x x
perpendicular to its x +∆x θ
A
length. (We ignore the x + ∆1 x
effects of gravity in the (a)
following discussion.)
FT
Figure 144
F T sin θ
1 1
(a) A vibrating string, and 0
(b) an enlargement of the (b)
segment AB.
0
FT
Figure 144
(a) A vibrating string, and F T sin θ
1 1
0
(b) an enlargement of the
(b)
segment AB.
0
However for small angles we have sin( θ ) ≈ tan( θ ) so that Equation 42 can also be written
∂ 2y
µ ∆x 2 ≈ FT tan ( θ + ∆θ ) − FT tan ( θ ) (43)
∂t
It turns out that any pair of physical quantities, f(x, t) and g(x, t), which satisfy the pair of differential equations
∂f
∂t
=α
∂g
∂x
3 3
and
∂g
∂t
=β
∂f
∂x
where α and β are constants, lead to wave equations for f and g.
✦ Would it be more sensible to write ‘speed’ rather than ‘the transverse component of velocity’?
∂y df ∂ u df ∂y df ∂ u df
= = −v and = =
∂t du ∂ t du ∂x du ∂ x du
Figure 15 Standing waves for a string fixed at its ends. This is the wave profile,
and the horizontal axis is distance. (c)
Figure 15 Standing waves for a string fixed at its ends. This is the wave profile,
and the horizontal axis is distance.
1 1 α −β
sin α − sin β = 2 sin
2
α +β
cos
2
(55)
1 1 1 1
to give y(x, t) = −2C cos (ω0t + φ) sin (kx) (56)
1 1
y(x, t) = A cos (ω0t + φ) sin 1
nπx
L
4where n = 1, 2, 3,… (60)
1 1
y(x, t) = A cos (ω0t + φ) sin 1
nπx
L
4where n = 1, 2, 3,… (Eqn 60)
we have replaced −2C by A for convenience and we have dropped the non-positive values of n. The negative
values of n do not lead to expressions for y(x, t) which are independent of the positive values since
sin −
nπx
= − sin
nπx
☞
L L
and all these waves can be reproduced by selecting an appropriate value for the phase constant φ .
Also note that the ‘wave’ corresponding to n = 0 in Equation 60 is the trivial case of the string at rest and is
therefore of little interest.
1 1
y(x, t) = A cos (ω0t + φ) sin 1 1
nπx
L
(a)
(c)
Figure 15 Standing waves for a string fixed at its ends. This is the wave profile,
and the horizontal axis is distance.
✦ Are the frequencies of the standing waves that we have found for the stretched string arbitrary?
y ( x, t ) = A cos
nπvt
L
+ φ sin
nπx
L
where n = 1, 2, 3… 3(Eqn 61)
y ( x, t ) = A cos
nπvt
L
+ φ sin
nπx
L
where n = 1, 2, 3… 3 (Eqn 61)
show that the rate of energy flow past a fixed point x on the string is given by
2
P = FT v
nπA
sin + 2 φ sin
2 nπvt 2 nπx
2L L L
Also find the values of P at x = 0 and x = L and explain your results.
1 1 1 1 1 3
Hints: The previous section gives an expression for P in terms of partial derivatives, and you may need to use
the identity sin (2θ ) = 2 sin (θ) cos (θ ). ❏
1 1
introduce the Schrödinger equation as another example of a partial differential equation with wave-like solutions, and to
examine some of its mathematical properties — it is not designed to teach you quantum mechanics. A very brief survey of
quantum mechanics is contained in Subsection 3.1, to enable you see something of the physical context in which the
Schrödinger equation arises, but for a comprehensive introduction to this very important part of physics you should consult
the appropriate blocks in the physics strand of FLAP.
˙2 ∂ 2 Ψ ( x, t ) ∂Ψ ( x, t )
− + U ( x, t ) Ψ ( x, t ) = i˙ (62)
2m ∂x 2 ∂t
For instance, the probability ☞ that at some particular time t = T, the electron will be found in some small
1 1 1 1
region of fixed length ∆X centred on a given point x = X at time t = T, is | Ψ0(X, T) |02 ∆X, where | Ψ0(X, T) |
represents the modulus of the complex quantity Ψ0(X, T). Of course, there is nothing special about the particular
1
11
values X, T and ∆X that we have chosen, so we can say that in general the probability of finding the electron in a
1
small range ∆x, centred on x at time t is | Ψ0(x, t) |2 ∆x.
It can be shown that because the potential is independent of t in this case, Equation 63 may have separable
solutions, that is solutions Ψ(x, t) that can be written as a product of a function of x and a function of t. ☞
When dealing with a separable wave function Ψ(x, t), the following notation is used to indicate its separability
by ordinary derivatives.
Dividing both sides of Equation 65 by ψ0(x)φ0(t) we get the following
φ ( t ) ˙2 d 2 ψ ( x ) i˙ψ ( x ) dφ ( t )
− + U ( x )ψ ( x ) =
ψ ( x ) φ ( t ) 2 m dx 2 ψ ( x ) φ ( t ) dt
This is a clever step because, as indicated, it produces an ordinary differential equation in which the only
variable appearing on the left-hand side is x, while the only variable on the right-hand side is t. Think about that
for a moment. How is it possible for a function of x (on the left of Equation 66) to be equal to a function of t
(on the right of Equation 66) when x and t are independent variables? There is only one way that this can
happen; and that is for each side of Equation 66 to be constant. A constant introduced in this way is called a
separation constant; in this case we shall denote it by C. We can then write Equation 66 as two ordinary
differential equations
Ψ(x, t) = ψ(x)φ(t)
where 1
φ(t) = K exp(−iEt/˙) (70)
˙2 d 2 ψ ( x )
and − + U ( x ) ψ ( x ) = Eψ ( x ) (71)
2 m dx 2
1 ˙2 d 2 ψ ( x )
− + U ( x )ψ ( x ) = C (Eqn 67)
ψ ( x ) 2 m dx 2
by replacing the separation constant C by the energy E.
Clearly, if we want to find the explicit form of the solution Ψ(x, t), we must now solve Equation 71 to find ψ(x),
just as we solved Equation 68
i˙ dφ ( t )
= C (Eqn 68)
φ ( t ) dt
to find φ (t).
1 1
quantized. However, it should be noted that quantum mechanics does not automatically demand the
discrete quantization of energy in all systems — it is perfectly possible for the time-independent
Schrödinger equation to have solutions that correspond to a continuous range of values for E, if U(x) has the
appropriate form.
If so these may be conveniently labelled Ψ1(x, t), Ψ2 (x, t), Ψ3 (x, t), Ψ4 (x, t), …, where
Ψ1 (x, t) = exp( −iE1t ˙) ψ1 (x), 3Ψ (x, t) = exp( −iE t ˙) ψ (x),
2 2 2
Question E1
∂f
Express in terms of a limit, then evaluate this limit to verify your previous answer.
∂y
(A1 and A3) 3Use the standard derivatives of functions of one variable to find ∂∂xf and ∂∂yf for
(a) f(x, y) = xy + 4xy − 2x,3(b) g ( x, y ) = e cos ( y )
2 x2 3
, 34(d) w ( x, y ) = log
x x +y 2 2
(c) h ( x, y ) = . e
x +y3 3 x 3
Question E3
3
(A12and11A3) If2 V ( x, y ) =
x2
x
+y 2
∂ 2V ∂ 2V
2show that2 2 +
∂x ∂y2
= 0.
Study comment This is the final Exit test question. When you have completed the Exit test go back to Subsection 1.2 and
try the Fast track questions if you have not already done so.
If you have completed both the Fast track questions and the Exit test, then you have finished the module and may leave it
here.