Mathematical Methods for Mechanical Sciences

M. S. Howe

iv

The intention is to consolidate earlier courses in ordinary differential equations. Howe M. S. 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. This book is intended to supply the undergraduate engineer with the basic mathematical tools for developing and understanding such models. an overriding objective has been compactness of presentation. and to introduce more advanced topics. It is not possible to cover in class all topics with which an ‘educated’ engineer might reasonably be expected to be familiar. partial differential equations and elementary generalised functions leading to Green’s functions. This course represents the final exposure of these students to formal mathematical training prior to graduation. mainly for reference.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 efficient system design changes or other system modifications. vector calculus. However. write and otherwise make sensible use of industrial technical reports. including applications of complex variable theory. Fourier series and transforms and linear algebra. S. A simple formula will often reveal connections between different control parameters that might otherwise take hours or weeks to deduce from a full scale computer simulation. some additional material is included in the text. A firm grasp of the topics covered will also enable the working engineer (educated to Bachelor degree level) to understand. on conformal transformations. M. Howe v Preface . The book is written for students taking the Boston University senior level course in Engineering Mathematics for Mechanical and Aerospace Engineers. special functions and variational methods.

Howe vi . Λ µ. I κ. E ζ. P σ. O π. N ξ. X ψ.Mathematical Methods for Mechanical Sciences GREEK ALPHABET alpha beta gamma delta epsilon zeta eta theta iota kappa lambda mu α. Υ φ. Γ δ.5772 15665 2. Φ χ. K λ. Π ρ. Θ ι. H θ.1415 92654 M. Z η. ∆ . T υ. B γ. Ψ ω. Σ τ. Ξ o. S.7182 81828 3. M nu xi omicron pi rho sigma tau upsilon phi chi psi omega ν. A β. Ω MATHEMATICAL CONSTANTS Euler’s exponential γ e π = = = 0.

˙. y = e− p(x)dx r(x)e dx + Ce− p(x)dx = particular integral + solution of the homogeneous equation M. This is solved by multiplying by the integrating factor f (x) ≡ e f y + f py ≡ .Mathematical Methods for Mechanical Sciences 1.˙.1 First order equations . 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 . then C = 2 and y = 2e−x 3 = = = − x2 dx + C1 .˙. . . dy y . S. Inhomogeneous form: y + p(x)y = r(x). ln y y /3 1 − x3 + C1 3 Ce−x 3 /3 . dx Homogeneous form: y + p(x)y = 0.1 First order equations General form: dy + p(x)y = r(x).˙. C = eC1 = arbitrary constant Example: Find the general solution of y + x2 y = 0.˙. . Howe 1 §1. p(x)dx + C1 p(x)dx C1 = constant ln y = − The general solution is y = Ce− . LINEAR ORDINARY DIFFERENTIAL EQUATIONS 1. = − p(x)dx + C1 . If y = 2 when x = 0.˙. Solve by separating the variables: dy y . dx or y + p(x)y = r(x). where y = dy .

Howe 2 §1. y coth 2x = 2y − 2. y(0) = 0 17. y(0) = b 19. x ln xy + y = 2 ln x 7.˙.˙. sin x cos xy + y = cot x Solve: 15. y(0) = 0 [y = (1 + x)e−kx ] [y = g + (b − g)eax ] [y2 = 4ax] M. then C = 1 and y = 1 + e−x Problems 1A Find the general solution of: 1. sin xy − y cos x = sin 2x 6. y = a(y − g). 3 /3 x2 ex 3 /3 dx + C y . y + ky = e−kx . yy = 2a. y(x)ex . 3 d y(x)ex /3 dx = = = = e x2 dx 3 /3 = ex 3 /3 x 2 ex . y(0) = 3 [y = (C + ln tan x)/ tan x] [y = 2 + e−x ] [y = 1 − cosh 2x] 2 16.Mathematical Methods for Mechanical Sciences Example: Find the general solution of y + x2 y = x2 . y + y cot x = sin 2x sin2 x + Ccosecx] 5.1 First order equations .˙. y(0) = 1 18. S. y + y x = 1 2 sin x 2 [y = − cos + 2 x sin x + 2 C ] x 1 11. (x − 1)y + 3y = x2 9. xy + 2y = 4ex 2 3 /3 [y = x2 + Ce4x ] [y = (C + 2ex )/x2 ] [y = sin x cos x + (C − x) cos2 x] [y = 2 3 2 3. 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 + (2x − 1)y = e−2x 10. 1 + Ce−x 3 /3 If y = 2 when x = 0. (1 + x2 )y + xy = 3x + 3x3 14. Integrating factor . y + 2xy = 4x. 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. y + 2y tan x = sin2 x 4. (1 − x2 )y + x(y − a) = 0 12. y − 4y = 2x − 4x2 2.

1 ft in diameter and is full at time t = 0. If the tank is 2 ft in height. where L. E are constants. where g = 32 √ y. R. Water runs out through a hole in the base of a circular cylindrical tank at speed ft/sec2 and h is the water depth. (x + 1)y = y − 3. Howe 3 §1.Mathematical Methods for Mechanical Sciences [x2 + y2 = a2 ] [ x2 + a 2 20. i = 0 when t = 0 26. y(0) = a 21. [47 secs] 27. show that when t is large Eo cos(ωt − ) i≈ √ . instead. E = Eo cos ωt. where tan α = 2 ] 3 √ 2gh ft/sec. S. y(0) = 8 23. (1 + x2 )y = 25. R2 + ω2 L2 where tan = ωL . The current i in a circuit satisfies Ldi/dt + Ri = E. 2xy + y = 0. di dt [y = 5x + 8] [xy2 = 1] [y = 1 (tan−1 x)2 ] 4 √ [i = {sin(2t − α) + e−3t sin α}/ 13.1 First order equations . Show that when t is large the current is approximately equal to E/R.25 in2 . y(0) = b y2 b2 = 1] 22. y(0) = 0 + 3i = sin 2t. If. R M. where Eo . yy + b2 x a2 = 0. y(1) = 1 24. ω are constants. calculate the time at which half the water has run out when the effective area of the hole is 0. yy + x = 0.

˙.Mathematical Methods for Mechanical Sciences 1.2. y(0) = 1. y = eλx will be a solution of the homogeneous equation if λ is a solution of the characteristic equation λ + aλ + b = 0. y = Ay1 (x) + By2 (x) + yp (x). y2 are any two linearly independent solutions of the homogeneous equation.2 Second order equations with constant coefficients Homogeneous form: y + ay + by = 0. S. A. e−4x + 2e2x . Inhomogeneous form: General solution: y + ay + by = r(x). λ y(x) At x = 0 : y = 1. and A+B − 4A + 2B .1) (1. B are fixed by the boundary conditions. The values of the constants A.˙. λ2.˙. b = real constants.2 Second order equations . a.2. 0. for λ = −a ± √ a2 − 4b = λ1. 0 1.˙. y (0) = 0. y M. .2) Characteristic equation : λ2 + 2λ − 8 . 2 (1. and y . Solution of the homogeneous equation Because d(eλx)/dx = λeλx. 2 Ae−4x + Be2x . Case 1: λ1 = λ2 y1 = eλ1 x and y2 = eλ2 x are linearly independent and the general solution is therefore y = Aeλ1 x + Beλ2 x . Example: Solve y + 2y − 8y = 0. called basis functions or complementary functions.e. B = constant where y1 . Howe 4 §1. = = = = = = = 0 −4. 3 2 i. and yp is a particular integral that yields r(x) when substituted into the equation.

The two solutions in (1. dt2 where t denotes time.4) are related by Euler’s formula eix = = ≡ 1 + ix + (ix)2 (ix)3 (ix)4 (ix)5 (ix)6 (ix)7 + + + + + + . When a2 − 4b < 0 the roots (1.2. √ 4b − a2 . 2! 3! 4! 5! 6! 7! x2 x3 x4 x6 x5 x7 1− + − + .2. ˙. B = constants. z = Beλx . The roots of the characteristic equation are λ = ±iω.3) Case 3: Complex roots λ of the characteristic equation. i. the general solution is y = (A + Bx)eλx . B = constant. i. Example Simple harmonic motion is described by the equation d2 y + ω2 y = 0.. M. (1. dx then .2.2.e. An integrating factor is : .4) = e−ax/2 (A cos(Ωx) + B sin(Ωx)) . S.. say. (1. B = constants.2 Second order equations . A . where i = −1.. 2! 4! 6! 3! 5! 7! (1.Mathematical Methods for Mechanical Sciences Case 2: λ1 = λ2 ≡ λ.. with the general solution y = A cos(ωt) + B sin(ωt) ≡ A eiωt + B e−iωt . dx If z= dy − λy. z − λz = 0. Howe 5 §1. The differential equation can now be written in the factored form y + ay + b ≡ d −λ dx d − λ y = 0. Ω= 2 A. y − λy = Beλx .. e−λx = B.2.˙.2) are not independent. and the general solution assumes either of the forms y = e −ax/2 Ae iΩx +B e −iΩx . + i x − + − + . d y(x)e−λx dx A.1) of the characteristic equation are complex conjugates √ √ λ = −a/2 ± i 4b − a2 /2 ≡ −a/2 ± iΩ.e.5) cos x + i sin x. B = arbitrary constants..2. Example The two forms of the solution (1.

4(y − y ) + y = 0. y + 10y + 25y = 0 2. y (π) = 3. and hence find the general solution. y − 16y = 0. y + 4y + 9y = 0 3.2 Second order equations . Howe 6 §1. [y = −3ex cos x]. y − 4y = 0 6. y − 6y + 25y = 0 5.Mathematical Methods for Mechanical Sciences Problems 1B Find the general solution of: 1. y + 6y + 9y = 0. y + 3y = 0 + B sin √ 1 3 x)e 2 x ] 2 [y = A + Be−3x ] 9. y(0) = −3. y(2) = 2 11. 15. y(0) = −4. y(0) = 0. y − 2y + 2y = 0. y − 6y + 8y = 0 4. [y = 2 cos 3x − sin 3x]. y − 16y = 0. [y = 5e4x ]. y(0) = 1. y (0) = 20 [y = xe 2 x−1 ] 1 [y = −x2 + A cos x + B sin x] [y = 3e4x − 2e−4x ] [y = (2x − 4)e−3x ] 12. y(0) = 5. y (0) = 14 13. S. y(π) = −2. y(π/2) = 0. Solve: 10. y − y + y = 0 8. y + 4y = 0 [y = (A + Bx)e−5x ] [y = (A cos √ √ 5x + B sin 5x)e−2x ] [y = Ae4x + Be2x ] [y = (A cos 4x + B sin 4x)e3x ] [y = Ae2x + Be−2x ] [y = A cos 2x + B sin 2x] [y = (A cos √ 3 x 2 7. y + 9y = 0. y( 1 ) = 5e 4 14. M. Transform the equation y + x2 + y + 2 = 0 by making the substitution y(x) = z(x) − x2 .

Mathematical Methods for Mechanical Sciences 1.2xy + 6. is equivalent to x d dy d + by = r(x). with characteristic equation (A + B ln x) . x y + (a − 1)x dx dx dx a.3. x2 y − 3xy + 4y = 0 7. Example Find the general solution of x2 y + 9xy + 16y = 0.˙.2 using the characteristic equation λ2 + (a − 1)λ + b = 0. dz 2 dz The homogeneous form of this equation is solved by the method of §1. x4 λ2 + 8λ + 16 = 0 → λ = −4. −4. x2 y + 6. (1.3 Euler’s homogeneous equation . Howe 7 §1. dx dz (A + Bz)e−4z = [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. x2 y + xy − 4y = 0 8. Thus. b = constant.6 ] y = = 0. x2 y + xy − 9y = 0 4.76y = 0 2.3 Euler’s homogeneous equation The equation x2 y + axy + by = r(x). Problems 1C Find the general solution of: 1. x2 y − 2xy − 4y = 0 [y = x2 (A + B ln x)] [y = Ax2 + B/x2 ] [y = Ax4 + B/x] M.1) which is reduced to a constant coefficient equation by the substitution x = ez . which implies that x d d = . x2 y + xy + y = 0 3. x2 y − 2xy + 2y = 0 [y = (A + B ln x)/x2. dy d2 y + (a − 1) + by = r(ez ). S. (x + 1)2 y − 2(x + 1)y − 10y = 0 6. The substitution x = ez reduces the equation to d2 y dy + 16y +8 dz 2 dz .

(1 + x)2 y + (1 + x)y + y = 0 Solve: [y = A cos{ln(1 + x) + α}] 1 16. y(4) = 2. x2 y + 9xy + 25y = 0 14. [y = −x cos(ln x)]. x2 y − xy + 2y = 0. y(1) = −1. (1 + 2x)2 y − 6(1 + 2x)y + 16y = 0 15.Mathematical Methods for Mechanical Sciences 9.3 Euler’s homogeneous equation . S. Howe 8 §1. x2 y − 20y = 0 [y = Ax5 + B/x4 ] [y = x{A cos(ln x) + B sin(ln x)}] 10. 4x2 y + 4xy − y = 0. y (1) = −1 M. 17. x2 y − xy + 2y = 0 2 11. y (4) = − 4 √ [y = 4/ x]. 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.

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show that the equation of the straight line through the point ro in the direction of the unit vector t is r = ro + λt. where the dot denotes differentiation with respect to the time t. If r = (x. when r √ ˙ r r = (t + sin t)i + (t − sin t)j + 2(1 − cos t)k. √ √ √ ˙r ˙ ˙ r r [r = (1 + cos t)i + (1 − cos t)j + 2 sin tk. show that (r − ro ) × t = 0. 10. 8. Show that (a × b) · (a × c) × d = (a · d)(a · b × c). [6]. and that the point of intersection can be written in either of the forms a+ a·b×v a·b×u u= b+ v. cos−1 (5/3 35]. 12. 7. |r| = 2. b. −∞ < µ < ∞. ˙ 6. S. Show that the equation of the plane through the points r1 . r·¨ = 0. |¨| = 2]. Solve for x the vector equation x + a(b · x) = c. Solve Ax + a × x = b. [x = {(p · a)p + a − b × p}/(1 + p2 ). What happens when a · b = −1? [x = c − a(b · c)/(1 + a · b)]. 16. Solve the simultaneous equations x + y × p = a. 4. r2 . If the straight lines r = a + λu and r = b + µv do not intersect show that the length of the common perpendicular joining them is |(b − a)·n|. −∞ < λ < ∞. What is the angle between the directions of a and b? √ √ [3. where A = 0 is a constant. Find the value of x given that a = 3i − 2j and b = 4i + xj are perpendicular. z) lies on the straight line through ro in the direction of the unit vector t. Show that the equation of the sphere of radius a and center ro is (r − ro ) · (r − ro ) = a2 . 9. v·a×u v·b×u 13. Calculate r and ¨. r3 can be written r · r2 × r3 + r · r3 × r1 + r · r1 × r2 = r1 · r2 × r3 . 35. y. Find the lengths of a = 2i − j + 2k. c are constant vectors. [x = {A2 b + a(a · b) + Ab × a}/A(A2 + a2 )]. 11. b = 5i + 3j − k. z). 3. Show that r and ¨ are perpendicular and have constant magnitudes. Show that the straight lines r = a + λu and r = b + µv will intersect if v · b × u = v · a × u. Show that the perpendicular from the point r1 intersects the plane at r = r1 − n[(r1 − ro ) · n].1 Vectors . 2. If r = (x. 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. y + x × p = b.Mathematical Methods for Mechanical Sciences Problems 2A 1. Howe 51 §2. 14. y. 5. Show that the point r lies on the ellipse if a4 − a2 (r2 + b2 ) + (b · r)2 = 0. Show that the equation to the perpendicular line from the point b to the straight line r = a + λt is r = b + µt × {(a − b) × t}. The foci of an ellipse of major axis 2a are at the points ±b. where n = u × v/|u × v|. where a. M. y = {(p · b)p + b − a × p}/(1 + p2 ) ]. 15. ¨ = − sin ti + sin tj + 2 cos tk.

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(rn ) = n(n + 1)rn−2 . [0]. ϕ · a. 0. [0]. 2 2 ∂x ∂y ∂z 2 (2. F = 1 (x3 .3. F = x [3]. [8x + 8y − 2z]. Evaluate n · FdS when [ 1 ]. Now div( ) = div grad = · ≡ 2 ϕ. and S is the unit sphere |x| = 1 M. 0) (0. 2 10. −x2 z) and S is the surface of the tetrahedron with vertices (0. The velocity v(x. 1. F = r(r · a). S n· (r2 )dS. 17. 12 πR5 . [4r · a]. b. 9. S. its rate of volumetric expansion is zero. z 3 ) 4. where ϕ(x. F = yi + zj + xk 2. 0).3 The divergence . div(ϕa) = ϕdiv a + 11. F = axi + byj + czk where a. 4 [ 3 π(a + b + c)]. (0. 6. r > 0. 2 (1/r) = 0. F = (x. F = 4x2 i + 4y2 j − z 2 k 5. [1 + 2y + 3z 2 ]. z 3 ) and S is the surface of the sphere |x| = 2 3 [128π/5]. r = xi + yj + zk. although the mean fluid density may vary with position in the fluid. Prove that 8. y3 . 1) 16. F = (x.e. 6 15. t) is a velocity potential. V = 14. In an ideal fluid in irrotational motion the velocity v = is incompressible div( ϕ) = 0.3. 0).4) Hence. r = xi + yj + zk. 13.Mathematical Methods for Mechanical Sciences Example A vector field whose divergence vanishes is called a solenoidal vector. 3. div(f g) − div(g f ) = f 12. 0. r = xi + yj + zk 7. 5 (x3 i + y3 j + z 3 k)·dS = S where S is a sphere of radius R with center at the origin. i. 2 ϕn · 1 6 S ϕdS = V ( ϕ)2 dV. t) of an incompressible fluid is solenoidal. a = constant.5) Problems 2C Find the divergence of 1. x2 y. c are constants. r = xi + yj + zk. 2 ∂x ∂y ∂z (2. F = r/r3 . 0. y2 . (1.. S 2 g−g 2 f. since the volume occupied by a moving fluid element is invariant. provided ϕ = 0. For scalar and vector fields ϕ(x) and a(x). When the motion = ∂2 ∂2 ∂2 + 2 + 2. for incompressible flow ϕ satisfies Laplace’s equation 2 ϕ≡ ∂2 ϕ ∂2 ϕ ∂2ϕ + + = 0. F = xyz(i + j + k) [yz + xz + xy]. Howe 58 §2. where r = xi + yj + zk and V is the volume enclosed by S.

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2 ϕ = ∂2ϕ ∂xi ∂xi = ∂2 ϕ . 6. δii = 3. 3. a · b × c = eijk ai bj ck = b1 c1 4. δij eijk = 0. 1). eijk eljk = 2δil 8. show that ni nj dS = S 4π δij .Mathematical Methods for Mechanical Sciences Problems 2G Establish the following formulae: 1. 15 e e e e e 11. ∂xj a1 a2 b2 c2 a3 b3 c3 . e e e Deduce that if a = (a1 . S. a × (b × c) i ≡ eijk aj ekpq bp cq = bi aj cj − ci aj bj ≡ bi a · c − ci a · b. a3 ) ≡ aj ˆj and b = (b1 . (curl F)i = ( × F)i ≡ eijk ∂Fk . If n is the unit outward normal to the surface S of a sphere of unit radius. ∂x2 i 2. 0. 1. a2 . 0). 0. Howe 77 §2. b3 ) ≡ bk ˆk . ˆ3 = (0. ˆ2 = (0. Let ˆ1 = (1. eijk eipq = δjp δkq − δjq δkp 7. 3 ni nj nk nl dS = S 4π δij δkl + δik δjl + δil δjk . 5. 10. b2 . 0).8 Suffix notation . Show that ˆi · ˆj × ˆk = eijk . eijk eijk = 6 9. then (a × b)i = aj bk ˆi · ˆj × ˆk = eijk aj bk e e e M.

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