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Differential Equations

19.4

Introduction

Sections 19.2 and 19.3 have introduced several techniques for solving commonly occurring rst-order

and second-order ordinary dierential equations. In this Section we solve a number of these equations

which model engineering systems.

'

equation

Prerequisites

Before starting this Section you should . . .

with dierential equations: order, dependent

variable and independent variable

be able to integrate

&

'

%

$

dierential equations, modelling simple

electrical circuits, projectile motion and

Newtons law of cooling

Learning Outcomes

On completion you should be able to . . .

&

HELM (2005):

Section 19.4: Applications of Dierential Equations

dierential equations with constant

coecients modelling free electrical and

mechanical oscillations

recognise and solve second-order ordinary

dierential equations with constant

coecients modelling forced electrical and

mechanical oscillations

51

Applying Newtons law of cooling

In Section 19.1 we introduced Newtons law of cooling. The model equation is

d

= k( s )

= 0 at t = 0.

(5)

dt

where = (t) is the temperature of the cooling object at time t, s the temperature of the

environment (assumed constant) and k is a thermal constant related to the object, 0 is the initial

temperature of the liquid.

Task

d

= k( s ),

dt

= 0

at t = 0

Your solution

Answer

d

=

s

k dt

Your solution

Answer

ln( s ) = kt + C where C is constant

Apply the initial condition and take exponentials to obtain a formula for :

Your solution

Answer

ln(0 s ) = C. Hence ln( s ) = kt+ln(0 s )

Thus, rearranging and inverting, we nd:

s

s

= ekt

= kt

ln

0 s

0 s

52

so that

ln( s )ln(0 0 ) = kt

giving = s + (0 s )ekt .

HELM (2005):

Workbook 19: Dierential Equations

s

t

Figure 4

We see that as time increases (t ), then the temperature of the object cools down to that of

the environment, that is: s .

We could have solved (5) by the integrating factor method, which you are now asked to do.

Task

d

+ k = ks ,

dt

= 0 at t = 0

(6)

Your solution

Answer

e k dt = ekt is the integrating factor.

Multiplying (6) by this factor we nd that

d kt

d

+ kekt = ks ekt

(e ) = ks ekt

or, rearranging,

dt

dt

Now integrate this equation and apply the initial condition:

ekt

Your solution

Answer

Integration produces ekt = s ekt + C, where C is an arbitrary constant. Then, applying the initial

condition: when t = 0, 0 = s + C so that C = 0 s gives the same result as before:

= s + (0 s )ekt ,

HELM (2005):

Section 19.4: Applications of Dierential Equations

53

Another application of rst-order dierential equations arises in the modelling of electrical circuits.

In Section 19.1 the dierential equation for the RL circuit in Figure 5 below was shown to be

di

+ Ri = E

dt

in which the initial condition is i = 0 at t = 0.

L

L

E

+

Figure 5

dy

First we write this equation in standard form { + P (x)y = Q(x)} and obtain the integrating

dx

factor.

Dividing the dierential equation through by L gives

E

di R

+

i=

dt L

L

Multiplying the equation in standard form by the integrating factor gives

di

R

E

+ eRt/L i = eRt/L

dt

L

L

or, rearranging,

eRt/L

E

d Rt/L

i) = eRt/L .

(e

dt

L

Now we integrate both sides and apply the initial condition to obtain the solution.

Integrating the dierential equation gives:

E Rt/L

e

+C

R

where C is a constant so

E

i = + CeRt/L

R

Applying the initial condition i = 0 when t = 0 gives

eRt/L i =

E

+C

R

E

so that C = .

R

E

Finally, i = (1 eRt/L ).

R

E

Note that as t , i

so as t increases the eect of the inductor diminishes to zero.

R

0=

54

HELM (2005):

Workbook 19: Dierential Equations

Task

A spherical pill with volume V and surface area S is swallowed and slowly dissolves

in the stomach, releasing an active component. In one model it is assumed that

the capsule dissolves in the stomach acids such that the rate of change in volume,

dV

, is directly proportional to the pills surface area.

dt

dV

= kV 2/3 where k is a positive real constant and solve this

(a) Show that

dt

given that V = V0 at t = 0.

(b) Experimental measurements indicate that for a 4 mm pill, half of the volume

has dissolved after 3 hours. Find the rate constant k (m s1 ).

(c) Estimate the time required for 95% of the pill to dissolve.

(a) First write down the formulae for volume of a sphere (V ) and surface area of a sphere (S) and

so express S in terms of V by eliminating r:

Your solution

Answer

4

V = r3

3

S = 4r2

3V

4

1/3

so

for constant k.

Your solution

Answer

dV

= kV 2/3

dt

HELM (2005):

Section 19.4: Applications of Dierential Equations

55

Your solution

Answer

Solving by separation of variables gives

1/3

1

(C kt)

V =

3

and setting V = V0 when t = 0 means

3

1

1/3

V0 =

so C = 3V0

and the solution is

C

3

3

kt

1/3

V = V0

3

(b) Impose the condition that half the volume has dissolved after 3 hours to nd k:

Your solution

Answer

V =

1/3

V0

kt

and when t = 3, V =

56

V0

2

1/3

1/3

= V0

3

V0

so

2

k

and so

1/3

k = V0 (1 (0.5)1/3 )

HELM (2005):

Workbook 19: Dierential Equations

(c) First write down the solution to the dierential equation inserting the value of k obtained in (b)

and then use it to estimate the time to 95% dissolving:

Your solution

Answer

V =

1/3

V0

1/3

V0 (1

(0.5)

1/3

t

)

3

3

V = V0 1 (1 (0.5)

1/3

i.e.

3

1/3 t

0.05V0 = V0 1 (1 (0.5) )

so

3

so

1 (0.05)1/3

9.185 9 hr 11 min

t=3

1 (0.5)1/3

t

)

3

(0.05)1/3 = 1 (1 (0.5)1/3 )

3

t

3

Consider the following schematic diagram of a shock absorber:

Mass

Spring

Dashpot

Figure 6

The equation of motion can be described in terms of the vertical displacement x of the mass.

dx

Let m be the mass, k

the damping force resulting from the dashpot and nx the restoring force

dt

resulting from the spring. Here, k and n are constants.

Then the equation of motion is

HELM (2005):

Section 19.4: Applications of Dierential Equations

57

d2 x

dx

nx.

= k

2

dt

dt

Suppose that the mass is displaced a distance x0 initially and released from rest. Then at t = 0,

dx

= 0. Writing the dierential equation in standard form gives

x = x0 and

dt

dx

d2 x

+ nx = 0.

m 2 +k

dt

dt

We shall see that the nature of the oscillations described by this dierential equation depends crucially

upon the relative values of the mechanical constants m, k and n. This will be explored in subsequent

Tasks.

m

Task

m

dx

d2 x

+k

+ nx = 0.

2

dt

dt

Your solution

Answer

Putting x = et , the auxiliary equation is

k k 2 4m n

.

Hence =

2m

m 2 + k + n = 0.

The value of k controls the amount of damping in the system. We explore the solution for various

values of k.

Case 1: No damping

If k = 0 then there is no damping. We expect, in this case, that once motion has started it will

continue for ever. The motion that ensues is called simple harmonic motion. In this case we have

4m n

n

=

, that is, =

i

where i2 = 1.

2m

m

and the solution for the displacement x is:

n

n

t + B sin

t

where A, B are arbitrary constants.

x = A cos

m

m

58

HELM (2005):

Workbook 19: Dierential Equations

Task

dx

= 0 at t = 0 to nd the unique

Impose the initial conditions x = x0 and

dt

solution to the ODE:

Your solution

Answer

dx

n

n

n

n

=

A sin

t +

B cos

t

dt

m

m

m

m

n

dx

= 0 so that

B=0

so that

B = 0.

When t = 0,

dt

m

n

t .

Therefore x = A cos

m

Imposing the remaining initial condition: when t = 0, x = x0 so that x0 = A and nally:

n

x = x0 cos

t .

m

If k 2 4mn < 0, i.e. k 2 < 4mn then the roots of the auxiliary equation are complex:

k + i 4mn k 2

k i 4mn k 2

2 =

1 =

2m

2m

Then, after some rearrangement:

HELM (2005):

Section 19.4: Applications of Dierential Equations

59

Task

displacement x.

Your solution

Answer

1 + i 4 1

3

3

=

= 1/2 i 3/2. Hence x = et/2 A cos

t + B sin

t .

2

2

2

dx

Impose the initial conditions x = x0 ,

= 0 at t = 0 to nd the arbitrary constants and hence nd

dt

the solution to the ODE:

Your solution

Answer

Dierentiating, we obtain

3

3

3

3

3

3

1

dx

= et/2 A cos

t + B sin

t + et/2

A sin

t+

B cos

t

dt

2

2

2

2

2

2

2

At t = 0,

x = x0 = A

(i)

dx

3

1

=0= A+

B

dt

2

2

Solving (i) and (ii) we obtain

3

B=

x0 then

A = x0

3

(ii)

x = x0 et/2

3

3

3

t+

sin

t .

cos

2

3

2

The graph of x against t is shown in Figure 7. This is the case of light damping. As the damping in

the system decreases (i.e. k 0 ) the number of oscillations (in a given time interval) will increase.

In many mechanical systems these oscillations are usually unwanted and the designer would choose a

value of k to either reduce them or to eliminate them altogether. For the choice k 2 = 4mn, known

60

HELM (2005):

Workbook 19: Dierential Equations

x

x0

x0 et/2

x = x0 et/2

3

3

3

t+

sin

t

cos

2

3

2

Figure 7

If k 2 4mn > 0, i.e. k 2 > 4mn, then there are two real roots of the auxiliary equation, 1 and 2 :

k + k 2 4mn

k k 2 4mn

2 =

1 =

2m

2m

Then

x = Ae1 t + Be2 t .

Task

displacement x.

Your solution

Answer

2.5

6.25 4

= 1.25 0.75

2

Hence 1 , 2 = 0.5, 2 and so x = Ae0.5t + Be2t

=

HELM (2005):

Section 19.4: Applications of Dierential Equations

61

dx

= 0 at t = 0 to nd the arbitrary constants and hence nd

Impose the initial conditions x = x0 ,

dt

the solution to the ODE.

Your solution

Answer

Dierentiating, we obtain

dx

= 0.5Ae0.5t 2Be2t

dt

At t = 0,

x = x0 = A + B

(i)

dx

= 0 = 0.5A 2B

dt

(ii)

1

1

4

B = x0 then x = x0 (4e0.5t e2t ).

A = x0

3

3

3

The graph of x against t is shown below. This is the case of heavy damping.

Solving (i) and (ii) we obtain

x

x0

Other cases are dealt with in the Exercises at the end of the Section.

62

HELM (2005):

Workbook 19: Dierential Equations

Suppose now that the mass is subject to a force f (t) after the initial disturbance. Then the equation

of motion is

dx

d2 x

+ nx = f (t)

m 2 +k

dt

dt

Consider the case f (t) = F cos t, that is, an oscillatory force of magnitude F and angular frequency

. Choosing specic values for the constants in the model: m = n = 1, k = 0, and = 2 we nd

d2 x

+ x = F cos 2t

dt2

Task

d2 x

+ x = F cos 2t

dt2

Your solution

Answer

The homogeneous equation is

d2 x

+x=0

dt2

with auxiliary equation 2 + 1 = 0. Hence the complementary function is

xcf = A cos t + B sin t.

Now nd a particular integral for the dierential equation:

Your solution

HELM (2005):

Section 19.4: Applications of Dierential Equations

63

Answer

d2 xp

Try xp = C cos 2t+D sin 2t so that 2 = 4C cos 2t4D sin 2t. Substituting into the dierential

dt

equation gives

(4C + C) cos 2t + (4D + D sin 2t) F cos 2t.

Comparing coecients gives 3C = F and 3D = 0 so that D = 0,

1

xp = F cos 2t. The general solution of the dierential equation is therefore

3

1

x = xp + xcf = F cos 2t + A cos t + B sin t.

3

1

C = F and

3

Finally, apply the initial conditions to nd the solution for the displacement x:

Your solution

Answer

We need to determine the derivative and apply the initial conditions:

dx

2

= F sin 2t A sin t + B cos t.

dt

3

1

At t = 0

x = x0 = F + A and

3

Hence

Then

dx

=0=B

dt

1

A = x0 + F.

3

1

1

x = F cos 2t + x0 + F cos t.

3

3

B=0

and

x

x0

t

If the angular frequency of the applied force is nearly equal to that of the free oscillation the

phenomenon of beats occurs. If the angular frequencies are equal we get the phenomenon of

resonance. Note that we can eliminate resonance by introducing damping into the system.

64

HELM (2005):

Workbook 19: Dierential Equations

Engineering Example 3

Shear force and bending moment of a beam

Introduction

The beam is a fundamental part of most structures we see around us. It may be used in many ways

depending as how its ends are xed. One end may be rigidly xed and the other free (called cantilevered) or both ends may be resting on supports (called simply supported). Other combinations

are possible. There are three basic quantities of interest in the deformation of beams, the deection,

the shear force and the bending moment.

For a beam which is supporting a load of w (measured in N m1 and which may represent the

self-weight of the beam or may be an external load), the shear force is denoted by S and measured

in N m1 and the bending moment is denoted by M and measured in N m1 .

The quantities M , S and w are related by

dM

=S

dz

(1)

and

dS

= w

(2)

dz

where z measures the position along the beam. If one of the quantities is known, the others can be

calculated from the Equations (1) and (2). In words, the shear force is the negative of the derivative

(with respect to position) of the bending moment and the load is the derivative of the shear force.

Alternatively, the shear force is the negative of the integral (with respect to position) of the load and

the bending moment is the integral of the shear force. The negative sign in Equation (2) reects the

fact that the load is normally measured positively in the downward direction while a positive shear

force refers to an upward force.

Problem posed in words

A beam is xed rigidly at one end and free to move at the other end (like a diving board). It only

has to support its own weight. Find the shear force and the bending moment along its length.

Mathematical statement of problem

A uniform beam of length L, supports its own weight wo (a constant). At one end (z = 0), the

beam is xed rigidly while the other end (z = L) is free to move. Find the shear force S and the

bending moment M as functions of z.

Mathematical analysis

As w is a constant, Equation (2) gives

S = wdz = wo dz = wo z + C.

HELM (2005):

Section 19.4: Applications of Dierential Equations

65

S = wo (L z)

This expression can be substituted into Equation (1) to give

wo 2

z + K.

M = Sdz = wo (L z) dz = (wo L wo z) dz = wo Lz

2

wo

Once again, M = 0 at the free end z = L so K is given by K = L2 . Thus

2

wo 2 wo 2

z

L

M = wo Lz

2

2

The diagrams in Figure 8 show the load w (Figure 8a), the shear force S (Figure 8b) and the bending

moment M (Figure 8c) as functions of position z.

Load (w)

w = w0

(a)

Position (z)

L

Shear Force (S)

S = w0 L

(b)

Position (z)

L

Bending Moment (M )

(c)

Position (z)

M = w0 L2

Figure 8: The loading (a), shear force (b) and bending moment (c) as functions of position z

Interpretation

The beam deforms (as we might have expected) with the shear force and bending moments having

maximum values at the xed end and minimum (zero) values at the free end. You can easily

experience this for yourselves: simply hold a wooden plank (not too heavy) at one end with both

hands so that it is horizontal. As you try this with planks of increasing length (and hence weight)

you will nd it increasingly dicult to support the weight of the plank (this is the shear force) and

increasingly dicult to keep the plank horizontal (this is the bending moment).

This mathematical model is an excellent description of real beams.

66

HELM (2005):

Workbook 19: Dierential Equations

Engineering Example 4

Deflection of a uniformly loaded beam

Introduction

A uniformly loaded beam of length L is supported at both ends as shown in Figure 9. The deection

y(x) is a function of horizontal position x and obeys the ordinary dierential equation (ODE)

1

d4 y

(x) =

q(x)

(1)

4

dx

EI

where E is Youngs modulus, I is the moment of inertia and q(x) is the load per unit length at

point x. We assume in this problem that q(x) = q a constant. The boundary conditions are (i) no

deection at x = 0 and x = L (ii) no curvature of the beam at x = 0 and x = L.

Load q

Beam

x

y(x)

x

Ground

Problem in words

Find the deection of a beam, supported so that that there is no deection and no curvature of the

beam at its ends, subject to a uniformly distributed load, as a function of position along the beam.

Mathematical statement of problem

Find the equation of the curve y(x) assumed by the bending beam that satises the ODE (1). Use

the coordinate system shown in Figure 9 where the origin is at the left extremity of the beam. In

this coordinate system, the boundary conditions, which require that there is no deection at x = 0

and x = L, and that there is no curvature of the beam at x = 0 and x = L, are

(a) y(0) = 0

(b) y(L) = 0

d2 y

(c)

=0

dx2 x=0

d2 y

=0

(d)

dx2 x=L

d2 y

(e)

=0

dx2 x=L

d2 y(x)

dy(x)

are respectively the slope and the radius of curvature of the curve at

and

dx

dx2

point (x, y).

Note that

HELM (2005):

Section 19.4: Applications of Dierential Equations

67

Mathematical analysis

Integrating Equation (1) leads to:

d3 y

(x) = qx + A

dx3

Integrating a second time:

(2)

EI

d2 y

(x) = qx2 /2 + Ax + B

2

dx

Integrating a third time:

(3)

EI

dy

(x) = qx3 /6 + Ax2 /2 + Bx + C

dx

Integrating a fourth time:

EI

(4)

(5)

The boundary conditions (a) and (b) enable determination of the constants of integration A, B, C, D.

Indeed, the boundary condition (a), y(0) = 0, and Equation (5) give

EIy(0) = q (0)4 /24 + A (0)3 /6 + B (0)2 /2 + C (0) + D = 0

which yields D = 0.

The boundary condition (b), y(L) = 0, and Equation (5) give

EIy(L) = qL4 /24 + AL3 /6 + BL2 /2 + CL + D.

Using the newly found value for D one writes

qL4 /24 + AL3 /6 + BL2 /2 + CL = 0

(6)

The boundary condition (c) obtained from the denition of the radius of curvature,

Equation (3) give

I

d2 y

(0) = 0, and

dx2

d2 y

(0) = q (0)2 /2 + A (0) + B

dx2

d2 y

(L) = 0, and Equation (3) give

dx2

d2 y

(L) = qL2 /2 + AL = 0

dx2

which yields A = qL/2 . The expressions for A, B, D are introduced in Equation (6) to nd the last

unknown constant C. This leads to qL4 /24 qL4 /12 + CL = 0 or C = qL3 /24. Finally, Equation

(5) and the values of constants lead to the solution

EI

(7)

Interpretation

The predicted deection is zero at both ends as required, and you may check that it is symmetrical

about the centre of the beam by switching to the coordinate system (X, Y ) with L/2 x = X

and y = Y and verifying that the deection Y (X) is symmetrical about the vertical axis, i.e.

Y (X) = Y (X).

68

HELM (2005):

Workbook 19: Dierential Equations

Exercises

1. In an RC circuit (a resistor and a capacitor in series) the applied emf is a constant E. Given

dq

= i where q is the charge in the capacitor, i the current in the circuit, R the resistance

that

dt

and C the capacitance the equation for the circuit is

Ri +

q

= E.

C

2. If the voltage in the RC circuit is E = E0 cos t nd the charge and the current at time t.

3. An object is projected from the Earths surface. What is the least velocity (the escape velocity)

of projection in order to escape the gravitational eld, ignoring air resistance.

The equation of motion is

mv

R2

dv

= m g 2

dx

x

where the mass of the object is m, its distance from the centre of the Earth is x and the radius

of the Earth is R.

4. The radial stress p at distance r from the axis of a thick cylinder subjected to internal pressure

dp

= A p where A is a constant. If p = p0 at the inner wall (r = r1 ) and

is given by p + r

dr

is negligible (p = 0) at the outer wall (r = r2 ) nd an expression for p.

5. The equation for an LCR circuit with applied voltage E is

L

1

di

+ Ri + q = E.

dt

C

By dierentiating this equation nd the solution for q(t) and i(t) if L = 1, R = 100, C = 104

and E = 1000 given that q = 0 and i = 0 at t = 0.

6. Consider the free vibration problem in Section 19.4 subsection 2 (page 57) when m = 1, n = 1

and k = 2 (critical damping).

Find the solution for x(t).

7. Repeat Exercise 6 for the case m = 1, n = 1 and k = 1.5 (light damping)

8. Consider the forced vibration problem in Section 19.4 subsection 2 with m = 1, n = 25, k =

8, E = sin 3t, x0 = 0 with an initial velocity of 3.

9. This refers to the Task on page 55 concerning modelling the dissolving of a pill in the stomach.

An alternative model supposes that the pill is very rapidly permeated by stomach acids and the

small granules contained in the capsule dissolve individually. In this case, the rate of change

of volume is assumed to be directly proportional to the volume. Using the experimental data

given in the Task, estimate the time for 95% of the pill to dissolve, based on this alternative

model, and compare results.

HELM (2005):

Section 19.4: Applications of Dierential Equations

69

Answers

1. Use the equation in the form R

q

dq

1

E

dq

+ = E or

+

q= .

dt C

dt RC

R

q = EC(1 et/RC )

and as

t q EC.

E0 C

cos t et/RC + RC sin t

2

2

2

1+ R C

dq

1 t/RC

E0 C

2

i=

+ RC cos t .

sin t +

=

e

dt

1 + 2 R2 C 2

RC

r22

p0 r12

1 2

4. p = 2

r1 r22

r

2. q =

5. q = 0.1

1 50t

e

(sin 50 3t + 3 cos 50 3t)

10 3

20

i = e50t sin 50 3t.

3

6. x = x0 (1 + t)et

3

7

7

(cos

t + sin

t)

4

4

7

0.75t

7. x = x0 e

8. x =

1 4t

e (3 cos 3t + 106 sin 3t) 3 cos 3t + 2 sin 3t)

104

dV

1

= kV and V = V0 ekt where k = ln 2. The time taken is about 4 hr

9. This leads to

dt

3

19 min. This is much less than the other model, as should be expected.

70

HELM (2005):

Workbook 19: Dierential Equations

- Structural Beam Deflection and Stress FormulaUploaded byEngEdge
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