Mathematical Methods for Mechanical Sciences

M. S. Howe

iv

Mathematical Methods for Mechanical Sciences

PREFACE A mathematical (as opposed to computational) model of a physical system can provide the engineer with the necessary insight and intuitive understanding generally required to make ecient system design changes or other system modications. A simple formula will often reveal connections between dierent control parameters that might otherwise take hours or weeks to deduce from a full scale computer simulation. This book is intended to supply the undergraduate engineer with the basic mathematical tools for developing and understanding such models. A rm grasp of the topics covered will also enable the working engineer (educated to Bachelor degree level) to understand, write and otherwise make sensible use of industrial technical reports. The book is written for students taking the Boston University senior level course in Engineering Mathematics for Mechanical and Aerospace Engineers. This course represents the nal exposure of these students to formal mathematical training prior to graduation. The intention is to consolidate earlier courses in ordinary dierential equations, vector calculus, Fourier series and transforms and linear algebra, and to introduce more advanced topics, including applications of complex variable theory, partial dierential equations and elementary generalised functions leading to Greens functions. It is not possible to cover in class all topics with which an educated engineer might reasonably be expected to be familiar; some additional material is included in the text, mainly for reference, on conformal transformations, special functions and variational methods. However, an overriding objective has been compactness of presentation, and to avoid the currently fashionable trend of attempting to achieve encyclopedic coverage with a text that typically runs to a thousand or more pages.

M. S. Howe

M. S. Howe

Preface

Mathematical Methods for Mechanical Sciences

GREEK ALPHABET alpha beta gamma delta epsilon zeta eta theta iota kappa lambda mu , A , B , , , E , Z , H , , I , K , , M nu xi omicron pi rho sigma tau upsilon phi chi psi omega , N , o, O , , P , , T , , , X , ,

MATHEMATICAL CONSTANTS Eulers exponential e = = = 0.5772 15665 2.7182 81828 3.1415 92654

M. S. Howe

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Mathematical Methods for Mechanical Sciences

1. LINEAR ORDINARY DIFFERENTIAL EQUATIONS 1.1 First order equations

General form:

dy + p(x)y = r(x), dx

or y + p(x)y = r(x),

where y =

dy . dx

Homogeneous form:

y + p(x)y = 0.

Solve by separating the variables: dy y .. .. = p(x)dx + C1 , p(x)dx + C1

p(x)dx

C1 = constant

ln y =

The general solution is y = Ce

C = eC1 = arbitrary constant

Example: Find the general solution of y + x2 y = 0. dy y .. .. If y = 2 when x = 0, then C = 2 and y = 2ex

3

= = =

x2 dx + C1 ,

ln y y
/3

1 x3 + C1 3 Cex
3 /3

Inhomogeneous form: y + p(x)y = r(x). This is solved by multiplying by the integrating factor f (x) e f y + f py .. y(x)e
p(x)dx p(x)dx

d y(x)e dx r(x)e

p(x)dx

= r(x)e

p(x)dx

p(x)dx

dx + C
p(x)dx

..

y = e

p(x)dx

r(x)e

dx + Ce

p(x)dx

= particular integral + solution of the homogeneous equation

M. S. Howe

1.1 First order equations

Mathematical Methods for Mechanical Sciences

Example: Find the general solution of y + x2 y = x2 . Integrating factor ..
3 d y(x)ex /3 dx

= = = =

x2 dx
3 /3

= ex

/3

x 2 ex

..

y(x)ex ..

3 /3

x2 ex

3 /3

dx + C

y .

1 + Cex

3 /3

If y = 2 when x = 0, then C = 1 and y = 1 + ex Problems 1A Find the general solution of: 1. y 4y = 2x 4x2 2. xy + 2y = 4ex
2

/3

[y = x2 + Ce4x ] [y = (C + 2ex )/x2 ] [y = sin x cos x + (C x) cos2 x] [y =

2 3
2

3. y + 2y tan x = sin2 x 4. y + y cot x = sin 2x

sin2 x + Ccosecx]

5. sin xy y cos x = sin 2x 6. x ln xy + y = 2 ln x 7. y +

2y x

[y = 2 sin x ln(sin x) + C sin x]

[y = ln x + C/ ln x]

= ex

[y = C/x2 + (1 2/x + 2/x2 )ex ] [(x 1)3 y = C + x5 /5 x4 /2 + x3 /3] [e2x y = C(x + 1)3 1 ] 3
x 2

8. (x 1)y + 3y = x2

9. (x + 1)y + (2x 1)y = e2x 10. y +

y x

1 2

sin

x 2

[y = cos

2 x

sin x + 2

C ] x
1

11. (1 x2 )y + x(y a) = 0 12. y (1 + cot x)y = 0

[y = a + C(1 x2 ) 2 ]

[y = Cex sin x] [y = 1 + x2 + C(1 + x2 ) 2 ]

1

13. (1 + x2 )y + xy = 3x + 3x3 14. sin x cos xy + y = cot x Solve: 15. y + 2xy = 4x, y(0) = 3

[y = (C + ln tan x)/ tan x]

[y = 2 + ex ] [y = 1 cosh 2x]

16. y coth 2x = 2y 2, y(0) = 0 17. y + ky = ekx , y(0) = 1 18. y = a(y g), y(0) = b 19. yy = 2a, y(0) = 0

[y = (1 + x)ekx ] [y = g + (b g)eax ]

[y2 = 4ax]

M. S. Howe

1.1 First order equations

Mathematical Methods for Mechanical Sciences

[x2 + y2 = a2 ] [ x2 + a
2

20. yy + x = 0, y(0) = a 21. yy +

b2 x a2

= 0, y(0) = b

y2 b2

= 1]

22. (x + 1)y = y 3, y(0) = 8 23. 2xy + y = 0, y(1) = 1 24. (1 + x2 )y = 25.

di dt

[y = 5x + 8]

[xy2 = 1] [y = 1 (tan1 x)2 ] 4 [i = {sin(2t ) + e3t sin }/ 13, where tan = 2 ] 3 2gh ft/sec, where g = 32

y, y(0) = 0

+ 3i = sin 2t, i = 0 when t = 0

26. Water runs out through a hole in the base of a circular cylindrical tank at speed

ft/sec2 and h is the water depth. If the tank is 2 ft in height, 1 ft in diameter and is full at time t = 0, calculate the time at which half the water has run out when the eective area of the hole is 0.25 in2 . [47 secs] 27. The current i in a circuit satises Ldi/dt + Ri = E, where L, R, E are constants. Show that when t is large the current is approximately equal to E/R. If, instead, E = Eo cos t, where Eo , are constants, show that when t is large Eo cos(t ) i , R2 + 2 L2 where tan = L . R

M. S. Howe

1.1 First order equations

Mathematical Methods for Mechanical Sciences 1.2 Second order equations with constant coecients

Homogeneous form:

y + ay + by = 0,

a, b = real constants.

Inhomogeneous form: General solution:

y + ay + by = r(x).

y = Ay1 (x) + By2 (x) + yp (x),

A, B = constant

where y1 , y2 are any two linearly independent solutions of the homogeneous equation, called basis functions or complementary functions, and yp is a particular integral that yields r(x) when substituted into the equation.

Solution of the homogeneous equation Because d(ex)/dx = ex, y = ex will be a solution of the homogeneous equation if is a solution of the characteristic equation + a + b = 0, Case 1: 1 = 2 y1 = e1 x and y2 = e2 x are linearly independent and the general solution is therefore y = Ae1 x + Be2 x . The values of the constants A, B are xed by the boundary conditions.
Example: Solve y + 2y 8y = 0, y(0) = 1, y (0) = 0. = = = = = = = 0 4, 2 Ae4x + Be2x . 0 1, 0. e4x + 2e2x . 3
2

i.e. for =

a2 4b = 1, 2. 2

(1.2.1)

(1.2.2)

Characteristic equation : 2 + 2 8 .. .. y(x)

At x = 0 : y = 1, and y .. and A+B

4A + 2B .. y

M. S. Howe

1.2 Second order equations

Mathematical Methods for Mechanical Sciences Case 2: 1 = 2 . The two solutions in (1.2.2) are not independent. The dierential equation can now be written in the factored form y + ay + b d dx d y = 0. dx

If

z=

dy y, dx

then ..

z z = 0,

i.e. z = Bex ,

B = constant,

y y = Bex . ex = B,

An integrating factor is : . . i.e. the general solution is y = (A + Bx)ex , d y(x)ex dx

A, B = arbitrary constants.

(1.2.3)

Case 3: Complex roots of the characteristic equation. When a2 4b < 0 the roots (1.2.1) of the characteristic equation are complex conjugates = a/2 i 4b a2 /2 a/2 i, say, where i = 1, and the general solution assumes either of the forms y = e
ax/2

Ae

ix

+B e

ix

4b a2 , A , B = constants, = 2 A, B = constants, (1.2.4)

= eax/2 (A cos(x) + B sin(x)) ,

Example The two forms of the solution (1.2.4) are related by Eulers formula eix = = 1 + ix + (ix)2 (ix)3 (ix)4 (ix)5 (ix)6 (ix)7 + + + + + + ... 2! 3! 4! 5! 6! 7! x2 x3 x4 x6 x5 x7 1 + + ... + i x + + ... 2! 4! 6! 3! 5! 7! (1.2.5)

cos x + i sin x.

Example Simple harmonic motion is described by the equation d2 y + 2 y = 0, dt2 where t denotes time.

The roots of the characteristic equation are = i, with the general solution y = A cos(t) + B sin(t) A eit + B eit .

M. S. Howe

1.2 Second order equations

Mathematical Methods for Mechanical Sciences

Problems 1B Find the general solution of: 1. y + 10y + 25y = 0 2. y + 4y + 9y = 0 3. y 6y + 8y = 0 4. y 6y + 25y = 0 5. y 4y = 0 6. y + 4y = 0 [y = (A + Bx)e5x ] [y = (A cos 5x + B sin 5x)e2x ]

[y = Ae4x + Be2x ] [y = (A cos 4x + B sin 4x)e3x ]

[y = Ae2x + Be2x ] [y = A cos 2x + B sin 2x] [y = (A cos

3 x 2

7. y y + y = 0 8. y + 3y = 0

+ B sin

1 3 x)e 2 x ] 2

[y = A + Be3x ]

9. Transform the equation y + x2 + y + 2 = 0 by making the substitution y(x) = z(x) x2 , and hence nd the general solution. Solve: 10. 4(y y ) + y = 0, y(0) = 0, y(2) = 2 11. y 16y = 0, y(0) = 1, y (0) = 20 [y = xe 2 x1 ]
1

[y = x2 + A cos x + B sin x]

[y = 3e4x 2e4x ] [y = (2x 4)e3x ]

12. y + 6y + 9y = 0, y(0) = 4, y (0) = 14 13. y 16y = 0, y(0) = 5, y( 1 ) = 5e 4 14. y + 9y = 0, y() = 2, y () = 3,

[y = 5e4x ]. [y = 2 cos 3x sin 3x]. [y = 3ex cos x].

15. y 2y + 2y = 0, y(0) = 3, y(/2) = 0,

M. S. Howe

1.2 Second order equations

Mathematical Methods for Mechanical Sciences 1.3 Eulers homogeneous equation The equation x2 y + axy + by = r(x), is equivalent to x d dy d + by = r(x), x y + (a 1)x dx dx dx a, b = constant, (1.3.1)

which is reduced to a constant coecient equation by the substitution x = ez , Thus, dy d2 y + (a 1) + by = r(ez ). dz 2 dz The homogeneous form of this equation is solved by the method of 1.2 using the characteristic equation 2 + (a 1) + b = 0.
Example Find the general solution of x2 y + 9xy + 16y = 0. The substitution x = ez reduces the equation to d2 y dy + 16y +8 dz 2 dz .. Problems 1C Find the general solution of: 1. x2 y + 6.2xy + 6.76y = 0 2. x2 y + xy + y = 0 3. x2 y + xy 9y = 0 4. x2 y 2xy + 2y = 0 [y = (A + B ln x)/x2.6 ] y = = 0, with characteristic equation (A + B ln x) . x4 2 + 8 + 16 = 0 = 4, 4.

which implies that x

d d = . dx dz

(A + Bz)e4z =

[y = A cos(ln x) + B sin(ln x)] [y = Ax3 + B/x3 ] [y = Ax + Bx2 ] [y = A(x + 1)5 + B(x + 1)2 ]

5. (x + 1)2 y 2(x + 1)y 10y = 0 6. x2 y 3xy + 4y = 0 7. x2 y + xy 4y = 0 8. x2 y 2xy 4y = 0

[y = x2 (A + B ln x)] [y = Ax2 + B/x2 ] [y = Ax4 + B/x]

M. S. Howe

1.3 Eulers homogeneous equation

Mathematical Methods for Mechanical Sciences

9. x2 y 20y = 0 [y = Ax5 + B/x4 ] [y = x{A cos(ln x) + B sin(ln x)}]

10. x2 y xy + 2y = 0
2 11. y + x y = 0

[y = A + B/x] [y = A(ln x)2 + B ln x + C] [y = {A cos(3 ln x) + B sin(3 ln x)}/x4 ] [y = (1 + 2x)2 {A ln(1 + 2x) + B}]

12. x2 y

+ 3xy + y = 0

13. x2 y + 9xy + 25y = 0

14. (1 + 2x)2 y 6(1 + 2x)y + 16y = 0 15. (1 + x)2 y + (1 + x)y + y = 0 Solve:

[y = A cos{ln(1 + x) + }]

1 16. 4x2 y + 4xy y = 0, y(4) = 2, y (4) = 4

[y = 4/ x]. [y = x cos(ln x)].

17. x2 y xy + 2y = 0, y(1) = 1, y (1) = 1

M. S. Howe

1.3 Eulers homogeneous equation

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Problems 2A 1. Find the value of x given that a = 3i 2j and b = 4i + xj are perpendicular. [6]. 2. Find the lengths of a = 2i j + 2k, b = 5i + 3j k. What is the angle between the directions of a and b? [3, 35, cos1 (5/3 35]. 3. Solve for x the vector equation x + a(b x) = c, where a, b, c are constant vectors. What happens when a b = 1? [x = c a(b c)/(1 + a b)]. 4. Solve Ax + a x = b, where A = 0 is a constant. [x = {A2 b + a(a b) + Ab a}/A(A2 + a2 )]. 5. Solve the simultaneous equations x + y p = a, y + x p = b. [x = {(p a)p + a b p}/(1 + p2 ), y = {(p b)p + b a p}/(1 + p2 ) ]. 6. Calculate r and , where the dot denotes dierentiation with respect to the time t, when r r r = (t + sin t)i + (t sin t)j + 2(1 cos t)k. Show that r and are perpendicular and have constant magnitudes. r r r [r = (1 + cos t)i + (1 cos t)j + 2 sin tk; = sin ti + sin tj + 2 cos tk; r = 0; |r| = 2; || = 2]. 7. Show that (a b) (a c) d = (a d)(a b c). 8. If r = (x, y, z), show that the equation of the straight line through the point ro in the direction of the unit vector t is r = ro + t, < < . 9. If r = (x, y, z) lies on the straight line through ro in the direction of the unit vector t, show that (r ro ) t = 0. 10. Show that the equation of the plane whose unit normal is n (so that |n| = 1) and which passes through the point ro is (r ro ) n = 0. Show that the perpendicular from the point r1 intersects the plane at r = r1 n[(r1 ro ) n]. 11. Show that the equation to the perpendicular line from the point b to the straight line r = a + t is r = b + t {(a b) t}, < < .

12. Show that the straight lines r = a + u and r = b + v will intersect if v b u = v a u, and that the point of intersection can be written in either of the forms a+ abv abu u= b+ v. vau vbu

13. If the straight lines r = a + u and r = b + v do not intersect show that the length of the common perpendicular joining them is |(b a)n|, where n = u v/|u v|. 14. Show that the equation of the plane through the points r1 , r2 , r3 can be written r r2 r3 + r r3 r1 + r r1 r2 = r1 r2 r3 . 15. Show that the equation of the sphere of radius a and center ro is (r ro ) (r ro ) = a2 . 16. The foci of an ellipse of major axis 2a are at the points b. Show that the point r lies on the ellipse if a4 a2 (r2 + b2 ) + (b r)2 = 0.

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2.1 Vectors

Mathematical Methods for Mechanical Sciences

Example A vector eld whose divergence vanishes is called a solenoidal vector. The velocity v(x, t) of an incompressible uid is solenoidal, since the volume occupied by a moving uid element is invariant, i.e., its rate of volumetric expansion is zero, although the mean uid density may vary with position in the uid. In an ideal uid in irrotational motion the velocity v = is incompressible div( ) = 0. Now div( ) = div grad =
2

, where (x, t) is a velocity potential. When the motion

2 2 2 + 2 + 2. 2 x y z

(2.3.4)

Hence, for incompressible ow satises Laplaces equation

2

2 2 2 + + = 0. 2 2 x y z 2

(2.3.5)

Problems 2C Find the divergence of 1. F = yi + zj + xk 2. F = x [3]. [1 + 2y + 3z 2 ]. [8x + 8y 2z]. [0].

3. F = (x, y2 , z 3 )

4. F = 4x2 i + 4y2 j z 2 k 5. F = xyz(i + j + k)

[yz + xz + xy]. [0]. [4r a].

6. F = r/r3 , r = xi + yj + zk

7. F = r(r a), r = xi + yj + zk, a = constant. Prove that 8. 9.

2

(1/r) = 0, r > 0, r = xi + yj + zk. (rn ) = n(n + 1)rn2 , r = xi + yj + zk. a.

10. For scalar and vector elds (x) and a(x), div(a) = div a + 11. div(f g) div(g f ) = f 12.
S 2

gg

f.
2

n
1 6 S

dS =

( )2 dV, provided

= 0.

13. V = 14.
S

n (r2 )dS, where r = xi + yj + zk and V is the volume enclosed by S.

12 R5 , 5

(x3 i + y3 j + z 3 k)dS =
S

where S is a sphere of radius R with center at the origin.

Evaluate

n FdS when [ 1 ]. 6

15. F = (x, x2 y, x2 z) and S is the surface of the tetrahedron with vertices (0, 0, 0), (1, 0, 0), (0, 1, 0) (0, 0, 1) 16. F = 1 (x3 , y3 , z 3 ) and S is the surface of the sphere |x| = 2 3 [128/5].
4 [ 3 (a + b + c)].

17. F = axi + byj + czk where a, b, c are constants, and S is the unit sphere |x| = 1

M. S. Howe

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2.3 The divergence

Mathematical Methods for Mechanical Sciences

Problems 2G Establish the following formulae: 1.

2

2 xi xi

2 . x2 i

2. (curl F)i = (

F)i eijk Fk . xj a1 a2 b2 c2 a3 b3 c3 .

3. a b c = eijk ai bj ck =

b1 c1

4. ii = 3. 5. ij eijk = 0. 6. eijk eipq = jp kq jq kp 7. eijk eljk = 2il 8. eijk eijk = 6 9. a (b c)

i

eijk aj ekpq bp cq = bi aj cj ci aj bj bi a c ci a b.

10. If n is the unit outward normal to the surface S of a sphere of unit radius, show that ni nj dS =
S

4 ij , 3

ni nj nk nl dS =
S

4 ij kl + ik jl + il jk . 15

e e e e e 11. Let 1 = (1, 0, 0), 2 = (0, 1, 0), 3 = (0, 0, 1). Show that i j k = eijk . e e e Deduce that if a = (a1 , a2 , a3 ) aj j and b = (b1 , b2 , b3 ) bk k , then (a b)i = aj bk i j k = eijk aj bk e e e

M. S. Howe

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2.8 Sux notation