4.

Second Order Equations

In this chapter we examine second order ordinary differential equations. These types of equations
govern vibration and many other periodic phenomena. The mathematics involved is essential to
modeling and understanding many mechanical, electrical, and other types of physical phenomena.

4.1 Vibration and the Harmonic Oscillator

4.1.1 The 2010 Chilean Earthquake
On February 27, 2010 at 3:34 am, an earthquake of magnitude 8.8 struck Chile, one the strongest
quakes ever recorded. The shaking lasted for more than two minutes and when it was over at least
500 people had been killed, with damage estimated in excess of $30,000,000,000. Although it was
little consolation to the loved ones of those who died, this death toll was considered to be relatively
low, given the size of the quake and the population of the country. This stands in contrast to a much
less powerful magnitude 7.0 earthquake that struck Haiti the previous month, on January 10, 2010,
yet is estimated to have killed between 100, 000 and 250, 000 people.
One of the primary factors for the lower death toll in the Chilean earthquake is the strict building
code that exists in that country, and its stringent enforcement: see [91]. These building codes
were enacted after a massive quake of magnitude 9.5 there in 1960, the strongest earthquake ever
recorded. Builders in Chile are held liable for any damages sustained from not adhering to the
building codes, for ten years after the building’s construction. The high death toll in Haiti, however,
has been attributed in large part to the poor construction of many buildings and lack of an enforced
code that mandates structures be resistant to earthquakes. To see the difference modern engineering
can make during an earthquake, see the informative video at [11].
At the heart of engineering structures that can endure this kind of abuse is a detailed understand-
ing of how mechanical objects vibrate. This allows engineers to design buildings that can respond
to earthquakes without collapsing or endangering occupants. Much of the relevant mathematics
falls into the realm of second-order differential equations. This mathematics governs not only
mechanical vibration, but many electromagnetic and other physical phenomena.
 140 Chapter 4. Second Order Equations

mass
u=0
u(t)
spring
mass m
f (t)
dashpot
dashpot

Figure 4.1: Simplified one-story building (left) and mass-spring-damper abstraction (right).

4.1.2 The Harmonic Oscillator

Springs, Dashpots, and Masses
Consider the left panel in Figure 4.1 (adapted from [73]) in which a highly simplified two-
dimensional model of a building is presented. It consists of a single story, with the roof depicted as a
point mass m supported by vertical walls. When the mass is displaced from its equilibrium position
(e.g., swaying to the right in the left panel of Figure 4.1) the walls exert a force that opposes this
displacement, with the magnitude of the force proportional to the magnitude of the displacement.
The situation is shown in abstraction in the right panel of Figure 4.1, in which the roof mass is the
cart on wheels and the walls’ restoring force is embodied by the spring.
Motion of the roof is also opposed by frictional forces with magnitude in proportion to the
speed of the mass; this is embodied in the right panel by the dashpot (or damper). The dashpot
here need not be an actual device, but rather it is a hypothetical entity that represents the frictional
forces present. An earthquake might be modeled as an additional externally applied force f (t) on
the mass. Our interest here is the lateral back-and-forth motion of the mass m as a function of time.
Let u(t) denote the horizontal displacement at time t of the mass in the right panel from its
equilibrium position; this is the position at which the spring (attached to the vertical wall) exerts no
force on the cart, so the spring is at its natural length. Take u > 0 to indicate displacement to the
right. We will assume the spring and dashpot have negligible mass.
The assumption that the spring exerts a force in proportion to and opposed to the displacement
u is known as Hooke’s law. Hooke first published his law in 1676 as a Latin anagram, and later
explicitly as ut tensio, sic vis (“as the extension, the force”). Hooke’s law is quantified as
Fspring = −ku (4.1)
for some constant k ≥ 0, known as the spring constant. The minus sign indicates the force is
opposed to the displacement (recall Modeling Tip 1). Larger values for k embody stiffer springs.
The constant k has the physical dimension of force per length ([k] = MT −2 ), with units of newtons
per meter in SI units. Hooke’s law is accurate for modest elongations of the spring, so-called elastic
deformations. If the spring is stretched too far it undergoes plastic deformation, which alters the
spring’s mechanical properties and damages the spring. Hooke’s law is not valid in this case.
The dashpot acts as a frictional or damping force of the form
Fdamping = −cu0 (4.2)
for some constant c ≥ 0, so the damping force is always opposed to the direction of motion. The
linear relation between force and velocity in (4.2) is known as viscous damping. The constant c
has dimensions of force per velocity ([c] = MT −1 ), or units of newtons per meter per second in
SI units. It may also be the case that an additional external time-dependent force f (t) acts on the
mass, as indicated in the right panel of Figure 4.1.
 4.6 Modeling Projects 213

is of the form  δ
m mgk2
tc =
k1 k12
for some choice of γ (note the quantity in parentheses is dimensionless).
(c) Show that any characteristic velocity that can be formed from m, g, k1 , and k2 is of the
form
mg mgk2 δ
 
vc =
k1 k12
for some choice of δ .
mg
(d) Nondimensionalize (4.107) using tc = km1 (δ = 0 in (b)) and vc = k1 (δ = 0 in (c)). Show
that this leads to an ODE for v̄ of the form
d v̄
= 1 − v̄ − ε v̄2 (4.108)
dτ
where ε = mgk2 /k12 (dimensionless).
Find the analytical solution to (4.108) with initial data v̄(0) = 0 in the case that ε = 0
(which corresponds to k2 = 0). Call this solution v̄0 (τ). Then compute (numerically or
symbolically) the solution to (4.108) with v̄(0) = 0 for each of ε = 0.01, 0.1, 1.0 and
plot each along with v̄0 (τ) for 0 ≤ τ ≤ 5. Experiment. How small must ε be before the
solution to (4.108) agrees well with v̄0 on this nondimensional time interval?
Based on this, what is a reasonable quantitative criterion (involving m, g, k1 , and k2 ) for
dropping the quadratic term in F(v) and using the simpler linear ODE?
(e) Show that the choice δ = −1/2 for tc and δ = −1/2 for vc leads to a rescaled ODE of
the form
d v̄
= 1 − ε v̄ − v̄2 . (4.109)
dτ
What is ε here? Mimic the computations in part (d) above to find a reasonable quantitative
criterion (involving m, g, k1 , and k2 ) for dropping the linear term in F(v) and using the
ODE in which F(v) is purely quadratic.


4.6 Modeling Projects

In this section we offer six modeling projects that incorporate a variety of ideas seen in this chapter.
The last two concern two different approaches to modeling a swinging pendulum, one based on
conservation of energy, the second based on Newton’s second law of motion. The second approach
also incorporates friction into the model.

4.6.1 Project: Earthquake Modeling

Let us consider a more realistic model of a single-story building in an earthquake. Unlike previous
models, the driver for the motion of the building will be ground motion, instead of a force directly
applied to the building roof mass.
See Figure 4.29 in which a single-story building is modeled as in Section 4.1, as a point mass
m suspended by walls that act as springs. In this case, however, the building’s foundation (the
light gray rectangle) can move with respect to the horizontal (x) axis; this horizontal axis is a fixed
inertial frame of reference. Suppose the foundation moves according to x = r(t) for some function
r(t). Let u(t) denote the displacement of the roof mass m with respect to the foundation (not the x
axis). This means that the position of m with respect to the x axis isu(t) + r(t). The goal is to derive
214 Chapter 4. Second Order Equations

u(t)

dashpot

Foundation r(t)
x

Figure 4.29: Simplified one-story building.

the ODE that u(t) obeys and then explore this model. The model will be based on Newton’s second
law of motion F = ma.
Modeling Exercise 1 Assume that the walls exert a force Fwalls on the mass m according to the
relative deflection of the walls with respect to the foundation, so this force is proportional to u(t).
Write down a reasonable expression for Fwalls that depends on u(t), using k for the constant of
proportionality. Keep in mind Modeling Tip 1.
Modeling Exercise 2 Assume that the frictional force Ff riction on the roof mass is proportional to
the relative velocity between the roof and the foundation (viscous damping), and hence this force
is proportional to u0 (t). Why is this reasonable? Write down a reasonable expression for Ff riction ,
using c for any constant of proportionality. Again, keep in mind Modeling Tip 1.
Modeling Exercise 3 The position of the roof mass m with respect to the inertial frame of
reference, the x axis, is u(t) + r(t). Use this along with Newton’s second law of motion and the
forces from Modeling Exercises 1 and 2 to justify the ODE

mu00 (t) + cu0 (t) + ku(t) = −mr00 (t). (4.110)

Modeling Exercise 4 As a quick sanity check, suppose r(t) = 1 (the foundation is at constant
position 1 meter to the right of its zero position) and u(0) = 0 with u0 (0) = 0. That is, the roof mass
is at zero deflection with respect to the foundation. Why should u(t) = 0 for all t here? Does this
choice satisfy (4.110)? Repeat this thought experiment if r(t) = vt + b (the foundation is moving a
constant speed).
Modeling Exercise 5 Suppose that m = 5000 kg, k = 5 × 105 newtons per meter, and c = 5 × 104
newtons per meter per second. Also suppose that r(t) = 0.02 cos(πt), so the foundation moves
back and forth with amplitude 0.02 meter and period 2 seconds. If u(0) = u0 (0) = 0, solve (4.110)
for u(t). Plot the solution on the time interval 0 ≤ t ≤ 10. How much do the building walls deflect
from equilibrium? Does this seem reasonable?
Modeling Exercise 6 Show that this structure is underdamped. What is its natural frequency?
Then repeat Modeling Exercise 5 with r(t) = 0.02 cos(10t), which is close to the building’s natural
frequency. What displacement from equilibrium do the walls undergo? How does the amplitude of
this displacement compare to that of Modeling Exercise 5?
Modeling Exercise 7 Compute the roof’s periodic displacement response u p (t) to foundation
motion r(t) = 0.02 cos(ωt) with ω unspecified, then compute the amplitude of u p (t) as a function
of ω. Plot this amplitude on the range 0 ≤ ω ≤ 10π (0 to 5 hertz). What the maximum displacement
in this range?
 4.6 Modeling Projects 215

Modeling Exercise 8 Suppose the building should not experience a displacement of more than
0.05 meters when being driven at any frequency in the range 0 to 5 hertz. What is the smallest
damping coefficient (with m and k as already given) that will suffice?
Modeling Exercise 9 The displacement u(t) of the building roof may not be the only issue;
the acceleration experienced by the building (and occupants) might be a concern. Recall that
the position of the roof mass isu(t) + r(t). If r(t) = 0.02 cos(ωt), compute the amplitude of the
periodic acceleration response u00p (t) + r00 (t) using m = 5000, k = 5 × 105 , and c = 104 as a function
of ω. What is the maximum amplitude acceleration experienced in this frequency range?
Modeling Exercise 10 Suppose that in the setting of Modeling Exercise 9 the acceleration expe-
rienced by the building and occupants should not exceed 5 meters per second squared. With the
same values of m and k, find the smallest value of c that accomplishes this.

4.6.2 Project: Stay Tuned—RLC Circuits and Radio Tuning

A radio antenna may receive signals from many different stations, all operating at different frequen-
cies. For example, in the United States the traditional commercial AM (amplitude modulation)
radio frequency band spans 530 kilohertz to 1700 kilohertz. The radio waves from the various
nearby transmitters induce tiny voltage differences across the span of the antenna, each at the
frequency of the transmitting station. These signals are then processed and amplified to produce an
audio signal. But if signals from all nearby stations impinge on the antenna, why don’t we hear
all the stations at once? How does a radio receiver’s circuitry select which station or frequency to
amplify and play for the user?
A classic method for tuning to one received frequency is the use of an RLC circuit, similar to
that of Figure 4.4. Think of V (t) in that diagram as the entirety of the signal received from the
antenna, all frequencies and stations mixed together, although this circuit is not precisely how the
components would be arranged in an actual radio. However, the goal here is not to provide a circuit
schematic, but merely to illustrate how an RLC circuit can be used to sort one frequency out of the
cacophony of the airwaves as a whole.
Let’s say the voltage source V (t) in the circuit of Figure 4.4 inputs a signal to the system that
may contain a superposition of many frequencies in the range of 530 kilohertz to 1700 kilohertz.
We wish to tune in to 910 AM, that is, to a signal being carried at 9.1 × 105 hertz (corresponding to
radial frequency ωres = (2π)(9.1 × 105 ) ≈ 5.718 × 106 . This can be accomplished by adjusting the
values of the capacitor, resistor, and inductor so that the circuit resonates at this frequency. The
output of the circuit will be the voltage across the resistor R, which will be routed to other circuitry
in the radio for further processing, e.g. amplification.
Modeling Exercise 1 Suppose the inductor has an inductance of L = 3.5 × 10−4 henries (350 µH)
and the resistor has a value of R = 10 ohms. Find a capacitor so that the resonant frequency of
the circuit is 910 kilohertz (5.713 × 106 radians per second). The result of Exercise 4.4.3 may be
helpful.
√
Modeling Exercise 2 In many applications practitioners use 1/ LC for the resonant frequency
of an RLC circuit (ignoring R). Would that make much difference here? To find out, take
L = 3.5 × 10−4 henries and C = 1.0 × 10−10 farad, with each of R = 1, 10, and 100 ohms, and
compare the √resonant frequency of the system as given by the formula in Exercise 4.4.3 to the
quantity 1/ LC. √
4L/C−2R2
Perform a quadratic Taylor expansion on 2L (the resonant frequency of an RLC circuit
as given in Exercise 4.4.3) with respect to R at R = 0 to show that
p √
4L/C − 2R2 1 C
≈ √ − 3/2 R2 .
2L LC 4L