2nd ODE NON HOMO

Chapter 2: Second Order Differential Equations SSE1793
2.1 Basic Definition, Classification and Terminologies
Linear DE
The general form of a linear differential equation can be expressed in

the form
where
are called coefficients and
is a function of
Can you tell which one is the independent variable

and dependent variable in the given linear
differential equation?
Variable / Constant Coefficients
Variable coefficients
 Coefficients with variable such as , , in it.
 Normally will be written as , , or
Constant coefficients
 Coefficients with constants such as 2, 5, in it.
 Will be written as or
1
Homogenous / Non-Homogenous Equation
Homogenous Equation
 When
Non-Homogenous Equation
 When
Example 2.1.1:
1. y  7 y  10 y  0
Linear / Non-linear
Constant Coefficients / Variable Coefficients
Homogenous / Non-homogenous Equation
2. yy  3 y  5 y  5x
2 2
Linear / Non-linear
3. x y  xy  y  cos x

2
Linear / Non-linear
2
Linearly Dependent / Linearly Independent
Linearly independent

Linearly dependent
 At least one of
Example 2.1.2:
Determine whether or not the following functions are linearly

independent.
a) y1  sin x and y2  4sin x

b) y1  x and y2  x
2
Solution:
a) Given that y1  sin x and y2  4sin x . Equation
can be rewritten as
4C2 sin x
sin x   ,
C1
gives .
Since , this equation is linearly dependent
b) Given that y1  x and y2  x . Equation

2
has a solution only if .

Since , this equation is linearly independent
3
Linear Combination of Solutions

If and are linearly independent, and each of them are the
solutions for the DE
Then the general solution for the equation is
Linear Superposition Principle
If , , are linearly independent, and each of them are the

solutions for the DE
Then the general solution for the equation is
4
2.2 Solution of Homogenous Equation
How to find the solution of this equation:

d2y dy
a 2  b  cy  0. (i)
dx dx
mt
1) Assume the solution in the form of y  e . Thus, we have
dy d2y
y  emt ;  memt ;  m2emt
dt dt 2 (ii)
mt
2) The solution y  e must satisfy (i). Insert (ii) -> (i) gives the
characteristic (auxiliary) equation:
am 2  bm  c  0 (iii)
3) Find the roots

b  b 2  4ac
m1 , m2 
2a
For b  4ac  0  roots are real and distinct (m1  m2)
2
For b  4ac  0  roots are real and equal (m1 = m2)

2
For b  4ac  0  roots are complex conjugate numbers

2
4) The solution of (i) depends on the type of roots.
5
Case 1: Roots are real and distinct, m1  m2 ,

mx mx
General solution: y  Ae 1  Be 2 .
Example 2.2.1:
Solve y '' 5 y ' 6 y  0.
Solution:
1) Use the characteristic equation:
m 2  5m  6  0.
2) Find the roots : (m+3) (m+2) = 0  m1 = -3; m2 = -2.

3) The general solution is
y  Ae3 x  Be2 x
Example 2.2.2:
Solve y   y   11 y  0.
Solution:
m 2  m  11  0.
1 45
2) Find the roots : m 
2 2
1  45 1  45
 m1  , m2  .
2 2
y( x)  Aem1x  Bem2 x .
6
Case 2: Roots are real and equal, m1  m2

General solution: y  ( A  Bx)e m x 1
Example 2.2.3:
Solve y  6 y  9 y  0
Solution:
m  6m  9  0
2
2) Find the roots : ( m  3)  0 ⇒ m  3,3

2

y( x)  ( A  Bx)e3 x
Case 3: Roots are complex numbers; m    i

General solution: y ( x)  ex ( A cos x  B sin x)
Example 2.2.4:
Solve y  10 y  26 y  0.
Solution:
m 2  10m  26  0.
10  100  4( 26)
2) Find the roots : m 
2
10  4 10  4i 2
   5i
2 2
  5 ;  1
y( x)  e5 x ( A cos x  B sin x)
7
Initial Value Problem
Example 2.2.5:
Solve the initial value problem: y  6 y  16 y  0 ; y (0)  1, y(0)  0.
Solution: These are the

1)Use the characteristic equation: initial conditions
m 2  6m  16  0.
6  36  4(16) 6  28
2) Find the roots : m 
2 2
2
28i
= 3  = 3  7i.
2
3)The general solution is

y (t )  e 3t A cos 7t  B sin 7t 
4) Using IC: i) y(0) = 1 ; A = 1;
ii) y(0)  0
  
y '  e 3t  A  7 sin 7t  7 B cos 7t  A cos 7t  B sin 7t ( 3e 3t ) 
3
0  7B  A 3 7 B  3 B .
7
5) The solution is
 3 
y(t )  e3t  cos 7t  sin 7t 
 7 
Exercise 2.2
1. 2 y  7 y  3 y  0 (Ans: y ( x)  c1e x /2  c2e3 x )
2. y  2 y  y  0, y (0)  5, y (0)  3 (Ans: y( x)  5e x  2 xe x )
3. y  4 y  5 y  0 (Ans: y( x)  e2 x ( A cos x  B sin x) )
8
2.3 Solution of Non-Homogeneous Equation

How to find the
solution of this
The solution of
equation
ay  by  cy  f ( x)
is given by
y ( x)  y ( x)  y ( x)
h p
where
y (x) is the solution of the homogeneous equation and y (x) is
h p
called a particular integral.
Two methods to find y p ( x) :
1) Method of Undetermined Coefficient

2) Method of Variation of Parameters
2.3.1 Method of Undetermined Coefficient
The form of y p depends on the form of f(x).

Case 1: Polynomial of degree n ;
Pn  An x n  An 1 x n 1  ...  A1 x  A0
Case 2: Form of Ce mx ; where C and m are constants
Case 3: Sine/cosine function
Case 4: Sums or products of the above functions (Case 1,2,3)
9
Case 1: Polynomial f ( x)  An x  A x  ....  A x  A

n n 1
n 1 1 0
with n as highest degree.

Try y ( x)  x  C x  C x  ....  C x  C
p
r
n
n
n 1
n 1
1 0 
Notes: Choose the smallest r, (r = 0,1,2). Chosen to ensure that no term in y p ( x ) is in the
corresponding yh ( x) .
Example 2.3.1:
Solve y  y  2 y  2 x  4 x 2
(i)
Solution:
Step 1 : Find yh (x) : m m20
2
(m  1)(m  2)  0  m  2,1
 y ( x)  Ae
h
2 x
 Be x
Step 2: Find y p ( x) : take r = 0; try

y p ( x)  C2 x 2  C1 x  C0 (ii)
Step 3: Compare y p and yh . Any similar term? YES/NO?
Step 4: If YES - do some modification on y p by taking different values

of r. Then repeat Step 3. If NO – Proceed to find yp & yp
yp ( x)  2C2 x  C1 

 (iii)
yp ( x)  2C2 

Step 5: Substitute (ii,iii) into (i) and equate coefficient power of x.

2C2  2C2 x  C1  2  C2 x 2  C1 x  C0   2 x 2  4 x
(2C2  C1  2C0 )  x(2C2  2C1 )  2C2 x 2  2 x 2  4 x
 2C2  C1  2C0  0; (2C2  2C1 )  4;  2C2  2
10
Therefore,
1
C  1
2
C 1
1
C 
0
2
1
 y p ( x)   x 2  x 
2
Final Answer:
1
 y ( x)  Ae 2 x
 Be  x  x 
x 2
2
What is the y p ( x )
Example 2.3.2: for this f (x)
Solve y "  2 y '  x
Solution:
Step 1 : yh  A  Be
2 x
Look! This term is already

appears in yh . We have to
Step 2 : Try
modify this y p . Choose
y C xC  new y p !!

p 1 0
y  C
p  1
y  0 
p 
Compare to yh again
Step 3 : Choose new y p with r  1; Try and now, this y p is
y ( x )  x C x  C
p 1 0  correct!!
1 1
 C1  ; C0  
4 4
1
 y p  ( x 2  x)
4
Final Answer:
1
 y ( x)  A  Be 2 x
 ( x  x)
2
4
11
Case 2: For f (x) is the form Ce mx . Notes: Choose the smallest r, (r = 0,1,2).
Chosen to ensure that no term in y p ( x )
Seek y p  x r  Demx  . is in the corresponding yh ( x) .
Example 2.3.3:
Solve y  y  2 y  5e .
3x
(i)
Solution: for this f (x)
Step 1: Find yh (x) .
m m2 0
2
(m  2)(m  1)  0  m  2,1 ,
 y ( x)  Ae
h
2 x
 Be x
(ii)
Step 2: Find y p ( x ) . Try r = 0;

y p  De3 x  Is there any term in y p
 appears in yh ?? NO!!
yp  3De3 x  (iii) Then, continue..

yp  9 De3 x 
Step 3: Substitute (iii) into (i)

9 De  3De  2 De  5e
3x 3x 3x 3x
Equate coefficients:
(9 D  3D  2 D)e  5e 3x 3x
1
10 D  5  D 
2
1 3x
 yp  e
2
Final Answer:
1
 y( x)  y  y  Ae h p
2 x
 Be  e x 3x
12
Example 2.3.4:
Solve y  2 y  3e
2 x
. for this f (x)
2 x
Solution: Identify that f(x) in form Ce .
Step 1: Find yh : m 2  2m  0
m(m  2)  0
m  0,2
 yh ( x)  A  Be2 x Look! This term is
already appears in yh . We
Step 2: Find yp Try r = 0; have to modify this y p .
y  De
p
2 x
Choose new y p !!
Step 3: Change y p ; Try r = 1;
y = Dxe
p
2 x
yp  De 2 x  2 Dxe 2 x
Compare to yh again
and now, this y p is
yp  4 De 2 x  4 Dxe 2 correct!!
3
D = 
2
Final Answer:
3
 y ( x)  A  Be 2 x
 xe 2 x
13
Case 3: f(x) = A1 sin x or A1 cos  x Notes: Choose the smallest r, (r = 0,1,2).

Chosen to ensure that no term in y p ( x )
Try y p  x r  C sin  x  D cos  x  is in the corresponding yh ( x) .
Example 2.3.5:
Solve y  y  2 y  sin x. (i)
Solution:
for this f (x)
Identify that f(x) in form sin x .
Step 1: Find yh :
 yh ( x)  Ae2 x  Be x
Step 2: Find yp , try r = 0;

y p  C sin x  D cos x 

yp  C cos x  D sin x  (ii)

yp  C sin x  D cos x 
Step 3: Substitute (ii) into (i)
C sin x  D cos x  C cos x  D sin x  2(C sin x  D cos x)  sin x
Equate coefficients:
3 1
C  , D   cos x
10 10
3 1
 y p   sin x  cos x
10 10
Final Answer:
3 1
y ( x)  Ae 2 x  Be x  sin x  cos x
10 10
14
Case 4: Sums or products of the Case 1,2 and 3
1) Sums of the Case 1,2 and 3 : we have
f ( x)  f1 ( x)  f 2 ( x)  f3 ( x)  .....  f n ( x)
then
y p ( x)  y p1 ( x)  y p 2 ( x)  y p 3 ( x)  .....  y pn ( x) .
The solution become:

y ( x)  yh ( x)  y p1 ( x)  y p 2 ( x)  y p 3 ( x)  .....  y pn ( x)
2) : Products of the Case 1,2 and 3; y p ( x ) is given by the table
f ( x) y p ( x)
Pn ( x)e mx x  C x  C x  ....  C x  C  e
r
n
n
n 1
n 1
1 0
mx
cos  x x r  Cn x n  Cn1 x n1  ....  C1 x  C0  cos  x

Pn ( x) 
 sin  x x r  Cn x n  Cn1 x n1  ....  C1 x  C0  sin  x
cos  x
Ce mx x r emx  C sin  x  D cos  x 
 sin  x
cos  x
mx x r  Cn x n  Cn 1 x n1  ....  C1 x  C0  emx cos  x
Pn ( x)e 
 sin  x x r  Cn x n  Cn1 x n 1  ....  C1 x  C0  emx sin  x
Notes: Choose the smallest r, (r = 0,1,2). Chosen to ensure that no term in y p ( x ) is in the
corresponding yh ( x) .
15
Example 2.3.6: What is the y p ( x )

for this f (x)
d2y
 8 y  xe x
dy
2
Solve (i)
dt 2 dt
Solution:
Step 1: Find yh ( x)
m  2m  8  0
2
 m  2  m  4  0  m  2, 4
 yh ( x)  Ae2 x  Be4 x (ii)
Step 2: Find y p ( x )
x
Try: y p ( x )  e (C1 x  C0 ) (iii)
Step 3: Solve using undetermined coefficient method.

y  ( x )  e  x C x  e  x C  C e  x
p 1 1 0
yp ( x )  e  xC1 x  e  xC1  e  xC1  C0 e  x
Substitute into (i):

e xC1 x  e xC1  e xC1  C0 e  x
2(e xC1 x  e xC1  C0 e  x )  8e  x (C1 x  C0 )  xe  x
1
 C   , C  0.
1 0
9
Final Answer :
y ( x )  Ae 2 x  Be 4 x  xe  x
1
9
16
Example 2.3.7:
for this f (x)
Solve y  y  2 y  e
x
x (i)
Solution:
Step1: Characteristic Equation:
y ( x)  Ae  Be
h
2x x
(ii)
Step 2: Write y p  y p1  y p 2
Step 3: Find y p1 Look!! This is same with yh .
Try y p 1  De
x
Try new yp
y  xDe
p1
x
y   De  xDe
p1
x x
y   2 De  xDe
p1
x x
Subst. this into (i) and solve it, gives

1
y p1  xe  x
3
Step 4: Find y p 2 , try
1 1
y p 2  C1 x  C0  C1   , C0 
2 4
Step 5: Final Answer
y  x   yh  x   y p1  x   y p 2  x 
1 1 1
 Ae 2 x  Be  x  xe  x  x 
3 2 4
17
Exercise 2.3.1:
1. Decide whether or not the method of undetermined coefficients

can be applied to find a particular solution of the given equation.
[Ans: NO]
a) y '' 2 y  y  x e
1 x
[Ans: Yes]
b) 5 y '' 3 y  2 y  x cos5 x
3
[Ans: N0]
c) y '' 4 y  3cos(e )
x
[Ans: Yes]
d) y '' 3 y  y  cos x
2
2. Find the form for y p to
y  2 y  3 y  f ( x)
where f(x) equals
[Ans: y p  C sin 3x  D cos3x]

a) 7cos3x
x [Ans: y p   C1 x  C0  e x cos x   B1 x  B0  e x sin x ]
b) 2 xe sin x
2 x [Ans: y p  x  C2 x 2  C1 x  C0  e x ]
c) x e
d) sin x  cos 2x [Ans: y p  A sin x  B cos x  C sin 2 x  D cos 2 x]
x [Ans: y  x  C x  C  e ] x
e) 3 xe p 1 0
18
3. Solve y  2 y  6. [Ans: y  A  Be2 x  3x]
4. Solve y  y  e3 x . [Ans: y  x   A cos x  B sin x  1 e ]

10
3x
[Hint : use trigonometry identity]

5. Solve y '' y ' 2 y  sin x.
2
6. Solve y '' 4 y  3cos 2 x. y p  x C sin 2 x  D cos 2 x  ,

[Hint:
yh  A sin 2 x  B cos 2 x]
19
2.3.2 Method of Variation of Parameters
Variation of parameters can be used to determine a particular

solution. This method applies even when the coefficients of the d.e.
are a function of x.
Obviously it can solve non-homogeneous second ode with constant
coefficients.
ay'' + by' + cy = f(x)
2 , ln x , sin( e x )
Solve all types of f(x) such as tan x , sec x , 1 x and etc.
Method of variation of parameters:
Step 1 : Identify a and f(x)
Step 2 : Consider homogeneous equation. Choose y1 and y2.
Step 3 : Find Wronskian, W for y1 and y2.
y1 y2
W   y1 y2  y2 y1
y1 y2
Step 4 : Find u and v, where
y2 f ( x ) y1 F ( x)
u ( x)    dx  C ; v( x)   dx  D
aW aW
Step 5 : The general solution for particular solution of

differential equation is given by
y  uy1  vy2
20
Example 2.3.8:
Find the solution for y   y  sec x (i)
Solution :
Step 1 : Identify a = 1, f(x) = sec x. Both are arbitrary
choices, where we
can let y1 ( x)  sin x
Step 2: Find root y   y  0 : and y2 ( x)  cos x
m 2  1  0  m 2  1  i 2  m   i . and we can let
arbitrary constants A
 yh  x   A cos x  B sin x (ii) and B equal to 1.
From eqn (ii), we choose y1 ( x) and y 2 ( x) .

Let y1 ( x)  cos x , y2 ( x)  sin x (iii)
Step 3: Find Wronskian, W

y1 y2
cos x sin x
W 
 sin x cos x
y1 y2
 cos x cos x  sin x( sin x)  cos2 x  sin2 x  1 (iv)
Step 4: Find ux and v (x ) .

y2 F ( x ) sin x sec x
u ( x)    dx  u    dx    tan xdx
aW 1
sin x
 u  x    dx  ln cos x  C.
cos x
y F ( x)
v( x)   1 dx  v   cos x.sec xdx   1dx  x  D.
aW
Step 5 : The general solution

y ( x)  uy1  vy2  A cos x  B sin x  ln cos x cos x  x sin x
Notes: Constant a is the coefficients for y” in actual equations. We can let the actual
equations in easier form so that a = 1. For example, if we are given this function
1 sec x
3 y  y  sec x , we can write the equation in this form y   y  .
3 3
21
Example 2.3.9:
Find the solution for y   4 y   4 y  x  1e
2x
by using variation
of parameters.
Solution:
Step 1 : a = 1 and f(x) = (x+1)e2x
Step 2 : Identify y1 x  and y 2 x  .

Characteristic eqn: m 2  4m  4  0  m  2,2
 y h x    A  Bx e 2 x .
Set y1 x   e and y 2 x   xe
2x 2x
Step 3 : Find the Wronskian, W(x):

 
W (x )  y1 y 2  y 2 y1
 e . e  2 xe
2x 2x 2x
  xe 2x
.2e  e
2x 4x
Step 4 : Find ux and vx :
y f  x xe 2x
 x  1 e 2x
u  x    2
dx    4x
dx    x  x  1dx     x  x dx
2
W e
3 2
x x
 u  x  
 C
3 2
y f  x e  x  1 e 2x 2x
v x   1
dx   dx   ( x  1)dx
4x
W e
x2
 v  x   x  D Check your answer by
2 using the method of
undetermined coefficients.
Step 5 : General solution:
 x3 x 2 
y  uy1  vy2  e     Ce 2 x  Dxe 2 x
2x
 6 2
22
Exercise 2.3.2
Solve the following differential equations
1. y  4 y  tan 2 x
2. y  2 y  3 y  6
3. y '' 4 y  2sin x
4. y '' 2 y ' 2 y  e x cos x
5. 2 x '' 2 x ' 4 x  2e3t
6. x '' 4 x ' 4 x  te 2t
7. y '' 3 y ' 2 y  sin(e x )
23
2.4 Second ODE : Applications
2.4.1 MECHANICAL SYSTEM
b
y
The governing equation is

Do you know what
type of equations
my  by  ky  f (t ) are these?
where
m = inertia
b = damping
k=stiffness
f (t ) = force vibration.
Undamped; b  0 Damped; b  0
Free vibration; my   ky  0 my   by   ky  0
f (t )  0
->Homogeneous
Force vibration; my  ky  f (t ) my  by  ky  f (t )

f (t )  0
->Non-
Homogeneous
24
Case 1: UNDAMPED FREE VIBRATIONS (When b = 0 ; f(t) = 0)
The equation is given by:

d2y
m  ky  0 (i)
dt 2
Divide by m;  is an angular
2
d y k frequency and
 y0 period = 2 / 
dt 2 m
d2 y
Rewrite, 2
 2 y  0 where  
k
. (ii)
dt m
Step 1: Using characteristic equation:

r2  2  0  r  i
Step 2: General solution to (ii) is
y(t )  k1 cost  k 2 sin t
We also can express y(t) in the more convenient form

k k
2 2
is
y(t )  k  k sin( t   )
1 2
2 2
1 2 an amplitude
y
The motion of a
mass in case 1 is
called simple
harmonic motion
25
Notes:
Given k1 cos  t  k 2 sin  t , we can write this as
 
k1  k 2
2 2  k1
cos  t 
k2
sin  t 
 
 
2 2 2 2
k
 1 k 2 k 1 k 2 
i.e
 k1 k2 
k1 cos  t  k2 sin  t  k1  k2  2
cos  t 
2
sin  t 
 k2 k 2 k1  k2
2 2 
 1 2 
where
k1 k2
sin   , cos  
k12  k2 2 k12  k2 2
k1
sin  k12  k2 2
tan       arctan
k1
cos  k2
k2
k12  k2 2
 k1 cos  t  k 2 sin  t
 k1  k 2 sin  cos  t  cos  sin  t 
2 2
 k1  k 2 sin  t   
2 2
Notes: Alternative representation:

k1 k2
cos   , sin  
k1  k 2 k1  k 2
2 2 2 2
 k1 cos  t  k 2 sin  t
 k1  k 2 cos  cos  t  sin  sin  t 
2 2
 k1  k 2 cos    t 
2 2
26
Case 2: DAMPED FREE VIBRATIONS (When b ≠ 0 ; f(t) = 0)

d2y dy
m  b  ky  0 (i)
dt 2 dt
Step 1: Characteristic equation for (i) is

mr 2  br  k  0
Its roots are
b  b 2  4mk b 1
r   b 2  4mk
2m 2m 2m
Step 2: There are 3 cases related to these roots: Complex roots
1) b  4mk
2
Underdamped or Oscillatory Motion
The roots are   i , where

b 1
 :   : 4mk  b 2
2m 2m
The general solution to (i) is
y(t )  et (k1 cos t  k 2 sin t )
k12  k 22 e ( b / 2 m )t is
damping factor
can express in
y (t )  k12  k 22 et sin( t   )
2) b  4mk
2
Overdamped Motion Two distinct roots
The roots are

b b 1
r 
1
r   2
b  4mk 2
2m , 2m 2m
y (t )  k e  k e
1
r1t
2
r2t
27
3) b  4mk
2
Critical damped Motion Two repeated roots
The roots are

b
rr r 
1 2
2m
y (t )  (k  k t )e
1 2
rt
28
Case 3: UNDAMPED FORCED VIBRATIONS (When b = 0 ; f(t) ≠ 0)
Example 2.4.1
Solve the initial boundary problem for undamped mechanical
system.
d2y
m 2  ky  F cos t (i)
dt
y0  y 0  0 where    
k
m
Solution:
Find homogeneous solution of (i).
Rewrite (i) as
d2y k F
2
 y  cos t (ii)
dt m m
Set  2
k
m
,  k
m
Step 1: Using characteristic Equation:

m2   2  0  m    i
y h t   A cos  t  B sin  t (iii)
Step 2: Find particular solution of (ii)

Try y p t   C cos  t  D sin  t (iv) a
y p   C  sin  t  D  2 cos  t (iv) b
y    C  2 cos  t  D 2 sin  t
p (iv) c
Note: Since   , system not at resonance.
29
To find const and D and C, substitute (iv) a,b,c into (ii). Equate
coefficients of cos  t and sin  t
m( C  2 cos  t  D 2 sin  t )  k ( C cos  t  D sin  t )  F0 cos  t
( Cm  2  Ck )cos  t  ( Dk  Dm 2 )sin  t  F0 cos  t
F
D0 , C 
m  2   2 
F
 y  x   A cos  t  B sin  t  cos  t
m   
2 2
 (v)
Find A & B using initial condition.

 y0  0
F
0  A
m 2   2  
F
 A  y0  0 , Find B?
m 2   2  
B=0.
Final Answer:
F F
 y t    cos  t  cos  t
m    2 2
 m   
2 2

30
Case 4: DAMPED FORCED VIBRATIONS (When b≠0, f(t)≠0)

2
d y dy
m  b  ky  F cos  t
2
dt dt
The general solution is
 4mk  b 2  F
y  t   Ae  ( b /2 m ) t
sin  t    sin( t   )
 2 m  (k  m )  b 
2 2 2
 
______________________________________________________________________________
Exercise 2.4.1:
1. A 4 pound weight is attached to a spring whose spring constant is

16 lb/ft. what is the period of simple harmonic motion?
[ans : period = 2    k
 period 
2 ]

 m 8
2. A 24-pound weight, is attached to the end of a spring, stretches it

4 inches. Find the equation of motion if the weight is released
from rest from a point 3 inches above the equilibrium position.
1
[ans : y (t )   cos 4 6t ]
4
3. A 10 - pound weight attached to a spring stretches it 2 feet. The

weight is attached to a dashpot damping device that offers a
resistance numerically equal to  (   0) times the instantaneous
velocity. Determine the values of the damping constant  so that
the subsequent motion is a) overdamped; b)critically damped; c)
underdamped.
5 5 5
[ans : a)   ; b)   ; c)0    ]
2 2 2
31
4. A 16 - pound weight stretches a spring 8/3 feet. Initially the

weight starts from rest 2 feet below the equilibrium position and
the subsequent motion takes place in a medium that offers a
damping force numerically equal to ½ the instantaneous velocity.
Find the equation of motion if the weight is driven by an external
force equal to f (t )  10cos3t .
 47  10
[ans : y (t )  e  2   4 cos 47
t
64
t    cos3t  sin 3t  ]
t
sin
 3 2 3 47 2  3
5. The motion of a mass-spring system with damping governed by:

2
d y
 by  16 y  0; y (0)  1,
2
y(0)  0.
dt
Find the equation of motion and sketch its graph for b = 0, 6, 8 and
10.
6. Determine the equation of motion for an undamped system at

resonance governed by:
2
d y
 y  5cos t ;
2
y (0)  1, y(0)  0.
dt
Sketch the solution.
7. The response of an overdamped system to constant force is

governed by:
2
d y dy
 8  6 y  18;
2
y (0)  0, y(0)  0.
dt dt
Compute and sketch the displacement y(t). What is the limiting
value of y(t) at t   ?
32
2.4.2 RLC – Circuit
Series RLC Circuit notations:
V - the voltage of the power source (measured in volts V)

I - the current in the circuit (measured in amperes A)
R - the resistance of the resistor (measured in ohms = V/A);
L - the inductance of the inductor (measured in henrys = H = V·s/A)
C - the capacitance of the capacitor (measured in farads = F = C/V =
A·s/V)
q - the charge across the capacitor (measured in coulombs C)
The equation for RLC circuit is given by:

dI q
L  RI   E  t  ;
dt c
with the initial conditions : q0  q , I 0  I 
dq
where I  .
dt
Example 2.4.3:
The series RLC circuit has a voltage source given by E  t   100 V ,
a resistor R  20 , an inductor L  10H , and a capacitor
c   6260  . If the initial current and the initial charge on the
1
capacitor are both zero, determine the current in the circuit for t>0.
Solution:
The equation :
dI q
L  RI   E  t  (i)
dt c
The initial conditions: q  0   0 , I  0   0
The information:
L  10 , R  20 , E t   100 , c  6260 
1
33
Method 1: Change the equation into homogeneous equation
Step 1: Differentiate eqn (i) with t, we have
d 2I
L 2 R
dI 1 dq
 
d
E t 
dt dt c dt dt
d 2I
L 2 R
dI 1
 I
d
E t  (ii)
dt dt c dt
In our case L  10 , R  20 , E t   100 , c  6260 
1
Eqn. (ii) becomes

d 2I dI
10 2  20  6260 I  0
dt dt This is a homogenous
equation. Can you remember
Or how to solve this?? Use
characteristic equation!!!
d 2I dI
2
2  626 I  0 (iii)
dt dt
Step 2: Find I(t),
m 2  2m  626  0 This is the general solution of
 m  1 25 i I(t). Use the initial conditions
given to find A and B.
 I  t   e  t  A cos 25t  B sin 25t  (iv)
Step 3: Need to find A & B . Substitute the Initial condition given into
(iv):
I  0  0  0  A
 I t   Be t sin 25t (v)
34
What is B? How to find B?

dI
From I.C. q  0   0, we have to find  ? at t  0.
dt
From (i), at t = 0,
q 0 
New initial
 RI 0  
dI condition t = 0,
L  100 I = 0.
dt t o c
dI dI 100
 L  100    10
dt t o dt t o L
From (iv),
dI
dt

 B e  t sin 25t  e  t 25 cos 25t 
 100  B 25   B 
10 2

25 5
Final answer:
2 t
I t   e sin 25t
5
Method 2 : Solve the non-homogeneous equation
Step 1:
dq dI d 2 q
We know I    , substitute to equation (i):
dt dt dt 2
d 2q dq q
L 2 R   E t  (vi)
dt dt c
In our case L  10 , R  20 , E  t   100 , c   6260  ,
1
equation (vi) become
35
d 2q dq
10 2  20  6260q  100
dt dt
Or
This is a nonhomogenous
d 2q dq
2
 10  626q  10 equation. Can you remember
how to solve this?? You have
dt dt to find qh and q p !!!
Step 2:
Then find qh and q p
q h  e t  A cos 25t  B sin 25t  , q p 

10
626
10
 q  t   e  t  A cos 25t  B sin 25t   (vii)
626
This is the general
solution of q(t). Use
Step 3: the initial conditions
i)Given initial charge is 0 given to find A and B.
 q  0 at t  0
10 10
 0  A  A
626 626
ii)Initial current is 0
dq
 I  0 at t  0
dt
Differentiate (vii)
 e  t  25 A cos 25t  25 B sin 25t 

dq
dt
  A cos 25t  B sin 25t   e  t
 e  25 A  B sin 25t   25 A  B sin 25t  (iii)

dq  t
dt
36
dq
From I.C: dt
 0 at t  0
 0  25 B  A
A 10 2 1
 B   
25 625  25 3130 1505
The final answer :
 I t  
2 t
e sin 25t
5
Exercise 2.4.2
1. An RLC series circuit has a voltage source given by E(t)=20 V , a

resistor of 100 Ω, an inductor of 4 H and a capacitor of 0.01 F. If
the initial current is zero and the initial charge on the capacitor
is 4 C, determine the current in the circuit for t>0.
2. An RLC series circuit has a voltage source given by of

E(t)=10cos 20t V , a resistor of 120 Ω, an inductor of 4 H and a
capacitor of (2200)-1 F. Find the steady state current (solution)
for this circuit.
3. An RLC series circuit has a voltage source given by of

E(t)=30sin 50t V , no resistor, an inductor of 2 H and a
capacitor of 0.02 F. What is the current in this circuit for t>0 if
at t =0, I(0)=q(0)=0?
37

2nd ODE NON HOMO

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2nd ODE NON HOMO

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Chapter 2: Second Order Differential Equations SSE1793

2.1 Basic Definition, Classification and Terminologies

The general form of a linear differential equation can be expressed in

Can you tell which one is the independent variable

Variable / Constant Coefficients

Homogenous / Non-Homogenous Equation

3. x y  xy  y  cos x

Linearly Dependent / Linearly Independent

Determine whether or not the following functions are linearly

a) y1  sin x and y2  4sin x

b) Given that y1  x and y2  x . Equation

has a solution only if .

Linear Combination of Solutions

Then the general solution for the equation is

Linear Superposition Principle

If , , are linearly independent, and each of them are the

Then the general solution for the equation is

2.2 Solution of Homogenous Equation

How to find the solution of this equation:

3) Find the roots

For b  4ac  0  roots are real and equal (m1 = m2)

For b  4ac  0  roots are complex conjugate numbers

4) The solution of (i) depends on the type of roots.

Case 1: Roots are real and distinct, m1  m2 ,

2) Find the roots : (m+3) (m+2) = 0  m1 = -3; m2 = -2.

Case 2: Roots are real and equal, m1  m2

2) Find the roots : ( m  3)  0 ⇒ m  3,3

3) The general solution is

Case 3: Roots are complex numbers; m    i

Initial Value Problem

Solution: These are the

1. 2 y  7 y  3 y  0 (Ans: y ( x)  c1e x /2  c2e3 x )

2. y  2 y  y  0, y (0)  5, y (0)  3 (Ans: y( x)  5e x  2 xe x )

3. y  4 y  5 y  0 (Ans: y( x)  e2 x ( A cos x  B sin x) )

2.3 Solution of Non-Homogeneous Equation

called a particular integral.

Two methods to find y p ( x) :

1) Method of Undetermined Coefficient

2.3.1 Method of Undetermined Coefficient

The form of y p depends on the form of f(x).

Case 1: Polynomial f ( x)  An x  A x  ....  A x  A

with n as highest degree.

Step 2: Find y p ( x) : take r = 0; try

Step 3: Compare y p and yh . Any similar term? YES/NO?

Step 4: If YES - do some modification on y p by taking different values

Step 5: Substitute (ii,iii) into (i) and equate coefficient power of x.

Look! This term is already

Step 2: Find y p ( x ) . Try r = 0;

Step 3: Substitute (iii) into (i)

Step 3: Change y p ; Try r = 1;

Case 3: f(x) = A1 sin x or A1 cos  x Notes: Choose the smallest r, (r = 0,1,2).

Step 2: Find yp , try r = 0;

Step 3: Substitute (ii) into (i)

C sin x  D cos x  C cos x  D sin x  2(C sin x  D cos x)  sin x

Case 4: Sums or products of the Case 1,2 and 3

1) Sums of the Case 1,2 and 3 : we have

The solution become:

2) : Products of the Case 1,2 and 3; y p ( x ) is given by the table

cos  x x r  Cn x n  Cn1 x n1  ....  C1 x  C0  cos  x

Example 2.3.6: What is the y p ( x )

 yh ( x)  Ae2 x  Be4 x (ii)

Step 3: Solve using undetermined coefficient method.

yp ( x )  e  xC1 x  e  xC1  e  xC1  C0 e  x

Substitute into (i):