F4005ModelacionFisicaMatematica T1 2

Topic 1.
Ordinary differential equations

B. M. Rodríguez-Lara
All images taken from the textbook
1.2 Second-order differential equations
• First-order differential equation:
• Only the first derivative of the unknown function appears.
• Second-order differential equation:

• Up to the second derivative but no higher derivative appear.
• Simplest nontrivial example are linear:
2

• Simplest nontrivial example are linear:
3

• Second-order linear differential equation:
4
• Example:
5
• Example:
6
• Example:
7
• Example:
• Initial condition:
8
• Example:
It is not enough to fully determine the solution!
9
• Example:
• Initial slope:
10
• Example:
• Initial slope:
We need two initial conditions! 11

• The second-order linear initial value problema has a unique
solution if and only if
12
• Second-order homogeneous linear differential equation
• Particular solutions
• Linear combination is also a solution:
13
• Linear Independence
Two functions are linearly independent on an open interval if neither
function is a constant multiple of the other for all values in the interval
• Linear dependence
If one function is a constant multiple of another in the whole interval, these
functions are linearly dependent.
14
• How can we test for linear Independence?
15
• How can we test for linear Independence?
The Wronskian test
Linear Independence:
16
Breathe…
• Second-order linear homogeneous equation with constant
coefficients
18
coefficients
• Suggest a solution of the exponential form
19
coefficients
• Substitution leads to
20
coefficients
• Substitution leads to an algebraic equation
21
coefficients
• The roots for the algebraic equation
22
coefficients
• Three cases
• Two real distinct roots
• Repeated roots
• Complex roots
23
coefficients
• Three cases
• Two real distinct roots
• Repeated roots
• Complex roots
24
• Example, solve the following differential equation
25
It involves the function and its derivatives, an anzats:
26
This transforms the differential equation into the algebraic equation:
27
We have real repeated roots!
28
We have real repeated roots!
29
Then, one particular solution looks like
30
Then, one particular solution looks like
But we have two repeated roots, so there’s another solution
31
We have two particular solutions
32
The Wroskian test
33
The Wroskian test
34
The Wroskian test
The solutions are linearly independent!

35
Breathe…
• What happens with the non-homogeneous case?
37
• We know how to craft the homogeneous solution
38
• We know how to craft the homogeneous solution
• We can propose a general solution from the homogenous solution and any
particular solution to the non-homogeneous case
39
• How to find the solution for the general non-homogeneous equation?
40
• We can use the method of variation of parameters
41
• This is hard, we introduce a restriction
42
• This is hard, we introduce a (seemingly arbitrary) restriction
43
44
• Substitute in the non-homogeneous equation!
45
• Substitute in the non-homogeneous equation
46
• Solutions to this system of equations
47
48
• With the particular solution
49
• The general non-homogeneous equation
• The particular solution
50
• What about the following non-homogeneous equation?
51
• What about the following non-homogeneous equation?
• The superposition principle applies
52
Breathe…
• How can we describe the motion of a spring-mass system?
54
• Spring-mass motion
• Stable equilibrium point
The position where the spring is neither
compressed nor stretched
• Restoring force
The force exerted by the spring on the
block always points towards the stable
equilibrium point
• Hooke’s law
The force exerted by the spring on the
block is proportional to the displacement
from the s.e.p.
𝐹 = −𝑘 𝑥
55
𝐹 = −𝑘 𝑥
56
𝐹 = −𝑘 𝑥
𝑚𝑎 = −𝑘 𝑥
57
𝐹 = −𝑘 𝑥
d2 𝑥
𝑚 2 = −𝑘 𝑥
d𝑡
58
𝐹 = −𝑘 𝑥
d2 𝑥
𝑚 2 = −𝑘 𝑥
d𝑡
d2 𝑥 𝑘
2
=− 𝑥
d𝑡 𝑚
59
𝐹 = −𝑘 𝑥
d2 𝑥
𝑚 2 = −𝑘 𝑥
d𝑡
d2 𝑥 𝑘
2
=− 𝑥
d𝑡 𝑚
d2 𝑥 2𝑥
𝑘
= −𝜔 𝜔=
d𝑡 2 𝑚
60
d2 𝑥 2𝑥 = 0
+ 𝜔
d𝑡 2
• Using what we already know:
61
d2 𝑥 2𝑥 = 0
+ 𝜔
d𝑡 2
62
Breathe…
• Spring-mass motion with losses
d2 𝑥 d𝑥 2𝑥 = 0
+ 𝛾 + 𝜔
d𝑡 2 d𝑡
We have three possible regimes! 64

• Spring-mass motion with losses • Two real, different roots
d2 𝑥 d𝑥 2𝑥 = 0
+ 𝛾 + 𝜔
d𝑡 2 d𝑡
• Two real, equal roots
• Two imaginary, cc roots
65
• Spring-mass motion with losses • Two real, different roots
d2 𝑥 d𝑥 2𝑥 = 0
+ 𝛾 + 𝜔
d𝑡 2 d𝑡
66
• Two real, different roots
• Overdamping!
67
• Critical damping!
68
• Underdamped!
69
Breathe…
• Spring-mass motion with losses
and driving
d2 𝑥 d𝑥 2 𝑥 = 𝑓(𝑥)
+ 𝛾 + 𝜔
d𝑡 2 d𝑡
71
• Spring-mass motion with losses • Overdamped
and driving
d2 𝑥 d𝑥 2 𝑥 = 𝑓(𝑥)
+ 𝛾 + 𝜔
d𝑡 2 d𝑡 • Critical damped
• The homogeneous equation:

• Underdamped
72
• Spring-mass motion with losses and driving
d2 𝑥 d𝑥 2 𝑥 = 𝑓(𝑥)
+ 𝛾 + 𝜔
d𝑡 2 d𝑡
• The particular solution:
73
• Spring-mass motion with losses and periodic driving
d2 𝑥 d𝑥
+𝛾 + 𝜔2 𝑥 = Ω cos𝜔𝑑 t
d𝑡 2 d𝑡
• The particular solution (undetermined coefficients):
74
• What happens if there is driving but no losses?
d2 𝑥
+ 𝜔2 𝑥 = Ω cos𝜔𝑑 t
d𝑡 2
75
• Spring-mass motion with periodic driving
d2 𝑥
d𝑡 2
• The homogeneous solution
76
d2 𝑥
d𝑡 2
77
d2 𝑥
d𝑡 2
78
d2 𝑥
d𝑡 2
• The general solution

The book has a typo
79
• Spring-mass motion with
periodic driving
d2 𝑥
d𝑡 2
80
• What happens when the driving is on-resonance?
d2 𝑥
+ 𝜔2 𝑥 = Ω cos 𝜔𝑡
d𝑡 2
81
• Spring-mass motion with resonant driving
d2 𝑥 2 𝑥 = Ω cos𝜔𝑡
+ 𝜔
d𝑡 2
82
d2 𝑥
d𝑡 2
83
• Spring-mass motion with
periodic driving
d2 𝑥
d𝑡 2
84
Breathe…
• The simple pendulum
• Choose a coordinate system with

one axis parallel to the string and
the other perpendicular to the
string
86
• Choose a coordinate system with

one axis parallel to the string and
the other perpendicular to the
string
෍ 𝐹∥ = 0
෍ 𝐹⊥ = 𝑚𝑎
87
෍ 𝐹∥ = 0 𝑇 = 𝑚𝑔cosθ
෍ 𝐹⊥ = 𝑚𝑎 𝐹𝑡 = −𝑚𝑔 sin θ
88
𝐹𝑡 = −𝑚𝑔 sin θ
89
𝑚𝑎 = −𝑚𝑔 sin θ
90
𝑎 = −𝑔 sin θ
• This looks familiar but not so much
91
𝑎 = −𝑔 sin θ
• Let us think about small angles
sin𝜃 ≈ 𝜃
92
• The simple pendulum for small
angles
𝑎 = −𝑔 θ
• We have displacements in one

side and angles in the other
93
angles
d2 𝑠
2
= −𝑔 θ
d𝑡

94
angles
d2 𝑠
2
= −𝑔 θ
d𝑡

𝑠=𝜃𝐿
95
angles
d2 𝑠
2
= −𝑔 θ
d𝑡

𝑠=𝜃𝐿
d2 𝑠 d2 𝜃
2
=𝐿 2
d𝑡 d𝑡
96
angles
d2 𝜃
𝐿 2 = −𝑔 θ
d𝑡
97
angles
d2 𝜃 𝑔
2
=− θ
d𝑡 𝐿
• We now have the correct units in

each side and this looks exactly
like the spring-mass equation
d2 𝑥 2𝑥
𝑘
= −𝜔 𝜔=
d𝑡 2 𝑚
98
angles
d2 𝜃 𝑔
= −𝜔 2θ 𝜔=
d𝑡 2 𝐿
• We now have the correct units in

each side and this looks exactly
like the spring-mass equation
d2 𝑥 2𝑥
𝑘
= −𝜔 𝜔=
d𝑡 2 𝑚
Same equations, same solutions! 99

• We already know how to deal with
this type of systems: Torque!
෍ 𝜏 = 𝐼𝛼
d2 𝜃
−𝑚𝑔dsin𝜃 = 𝐼 2
d𝑡
100
• The equation of motion
d2 𝜃 𝑚𝑔𝑑
2
=− sin𝜃
d𝑡 𝐼
101
• The equation of motion for small
angles
2
=− 𝜃
d𝑡 𝐼
102
• The equation of motion for small
angles
2
= −𝜔𝜃 𝜔=
d𝑡 𝐼
103
Breathe…
• Euler’s differential equation
• Accepts a transformation
• Such that
• The equation becomes an equation of constant coefficients
We already know how to solve this! 105

End of Topic 1
106

F4005ModelacionFisicaMatematica T1 2

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Topic 1.

Ordinary differential equations

• Second-order differential equation:

• Simplest nontrivial example are linear:

• Second-order differential equation:

• Simplest nontrivial example are linear:

• Second-order differential equation:

• Second-order linear differential equation:

It is not enough to fully determine the solution!

We need two initial conditions! 11

• Linear combination is also a solution:

• Suggest a solution of the exponential form

• Suggest a solution of the exponential form

• Suggest a solution of the exponential form

• Substitution leads to an algebraic equation

• Suggest a solution of the exponential form

• The roots for the algebraic equation

It involves the function and its derivatives, an anzats:

This transforms the differential equation into the algebraic equation:

This transforms the differential equation into the algebraic equation:

We have real repeated roots!

This transforms the differential equation into the algebraic equation:

We have real repeated roots!

Then, one particular solution looks like

Then, one particular solution looks like

But we have two repeated roots, so there’s another solution

We have two particular solutions

We have two particular solutions

The Wroskian test

We have two particular solutions

The Wroskian test

We have two particular solutions

The Wroskian test

The solutions are linearly independent!

• We know how to craft the homogeneous solution

• We know how to craft the homogeneous solution

• We can use the method of variation of parameters

• We can use the method of variation of parameters

• This is hard, we introduce a restriction

• We can use the method of variation of parameters

• This is hard, we introduce a (seemingly arbitrary) restriction

• We can use the method of variation of parameters

• We can use the method of variation of parameters

• Substitute in the non-homogeneous equation!

• Substitute in the non-homogeneous equation

• Substitute in the non-homogeneous equation

• Solutions to this system of equations

• Substitute in the non-homogeneous equation

• Solutions to this system of equations

• Solutions to this system of equations

• With the particular solution

• The particular solution

• The superposition principle applies

• Using what we already know:

• Using what we already know:

• Using what we already know:

We have three possible regimes! 64

• Two imaginary, cc roots

• Two imaginary, cc roots

• The homogeneous equation:

• The particular solution:

• The particular solution (undetermined coefficients):