STUDY UNIT 4:

Method of undetermined coefficients

Compiled by EL Voges, Soshanguve South

CONTENTS
1. DYNAMICAL SYSTEMS

2. THE GOVERNING EQUATION FOR A SPRING-MASS SYSTEM

2.1 THE EXPERIMENT
2.2 ASSUMPTIONS
2.3 SETTING UP THE MATHEMATICAL MODEL

3. FREE MOTION
3.1 FREE UNDAMPED MOTION
3.2 FREE DAMPED MOTION
3.3.1 Overdamped motion
3.3.2 Critically damped motion
3.3.3 Underdamped motion

4. FORCED/DRIVEN MOTION

5. ELECTRIC CIRCUITS
ACTIVITY

Dynamical systems 8TUT 73

1. DYNAMICAL SYSTEMS
A dynamical system consists of time-dependent variables, called state variables, and a
rule that enables us to determine the state of the system based on some specified time.

EXAMPLE 1
Given the initial value problem:
d2y dy
a 2  b  cy  f (t ), y (t0 )  y0 , y '(t0 )  y1 . (1)
dt dt
 State variables: y, t
 Rule: the differential equation
 State prescribed: the conditions
 Specified time: t0
 State of the system: The solution – it may be in the past, the present or the future,
but we usually assume t > 0 if t represents time. 

The function f(t) is an external force acting on the system and is called the input or
forcing function. The output or response of the system is the solution of the differential
equation for the given input that satisfies the conditions, that is, the solution of the initial
value problem.

The transient state or transient term is the part of the solution that vanishes with time,
that is, ytransient  0 as t   or lim ytransient  0 .
t 

The steady-state term is the part of the solution that remains after some time. This term
is usually a constant or a periodic function.
TOC

2. THE GOVERNING EQUATION FOR A SPRING-MASS

SYSTEM
TOC

2.1 THE EXPERIMENT

Suspend a spring that obeys Hooke's law vertically from a fixed support as shown in
Figure 1.

Dynamical systems 8TUT 74

 Unstretched System in static
spring equillibrium System in motion

Equilibrium
position
s Up: negative
x=0
Down: Positive
x

Figure 1 The spring-mass system

Attach a body with mass m to the lower end of the spring. The body stretches the spring
by an amount s. This causes an upward force F0 in the spring as shown in Figure 2.
According to Hooke's law this force is direct proportional to the stretch, that is,
F0   ks
where k > 0 is called the spring constant.

F 0  ks

Equilibrium

W  mg
Figure 2 Acting forces: static equilibrium

 NB!
Note that the equilibrium position is at the centre of mass of the object.

The extension s is such that F0 balances the weight W  mg where g is the gravitational
acceleration. Thus, the resultant force acting on the body is zero and the system is again
at rest. Mathematically,
W  F0  0  mg  ks  0 . (2)
The system is now in static equilibrium or just equilibrium.

Let this position of the body be x(t )  0 . The displacement x(t ) of the body is thus
measured from the equilibrium position as origin. Set the mass-spring system in motion
by giving the body an initial displacement and/or velocity as shown in Figure 1.
TOC

Dynamical systems 8TUT 75

2.2 ASSUMPTIONS
 The mass m of the body is much greater that the mass of the spring. Thus,
disregard the mass of the spring in calculations.
 The motion of the mass-spring system takes place in a vertical line.
 The displacements x(t) of the mass are measured along this vertical line such that
x = 0 corresponds to the equilibrium position.
 All displacements measured below the equilibrium position are positive.
 All displacements measured above the equilibrium position are negative.
 The velocity of the mass is x  x '  dx / dt and the acceleration is

x  x ''  d 2 x / dt 2 .
 The gravitational acceleration is g.
 The resistance to motion is proportional to the instantaneous velocity of the body,
that is, F2  bx .
 NB!
Be sure to work with the correct units. For example, if the displacement x(t) is measured
in centimeters, the force cannot be measured in Newton. We shall use SI units only.
TOC

2.3 SETTING UP THE MATHEMATICAL MODEL

At time t the following forces, shown in Figure 3, acts on the body:
 Restoring force F1   k ( s  x) where the negative sign indicates that this force
acts opposite to the direction of motion (Hooke's law).
 Weight of the mass W  mg which always acts downwards – the positive
direction in this case.
 Retarding force F2  bx where b  0 is a damping constant. The negative sign
indicates that this force acts in a direction opposite to the motion.

F1 F2

Equilibrium

W  mg
Figure 3 Internal forces acting at time t

Dynamical systems 8TUT 76

Let an external, time-dependent force F3  f (t ) act on the system. From Newton's
second law of motion we know that the resultant force acting on a moving body of mass
m with acceleration a is given by  Fk  ma . Thus,
k

F1  W  F2  f (t )  mx ,
that is,
mx   k ( s  x)  mg  bx  f (t ) . (3)

But, from Equation (2) we know that mg  ks  0 . Equation (3) may thus be written as
mx  bx  kx  f (t ) . (4)
The initial conditions are: the initial displacement is x(0)  x0 and the initial velocity is
x (0)  x1 .

 NB!
For example, if x0  0 and x1  0 , the mass start from a point below the equilibrium
position with an imparted upward velocity.

Equation (4) governs the motion of the body attached to a vertical spring. What if the
spring is fixed horizontally and the body moves in a horizontal line as shown in Figure 4?

Equilibrium
position
x=0

x
Figure 4 A horizontal spring-mass system

The displacement x(t) at time t to the right is taken as positive. Motion to the left is
considered negative. The weight W of the body does not influence the motion since it acts
perpendicular to the plane of motion. The horizontal forces acting on the body are:
 Restoring force F1   kx according to Hooke's law (Hooke's law); and
 Retarding force F2  bx due to damping.

Thus, if we exert an external force f (t ) on the system,

F1  F2  f (t )  mx
or
mx  bx  kx  f (t ) . (5)

Dynamical systems 8TUT 77

The governing equation for the vertical system, Equation (4), and for the horizontal
system, Equation (5), are the same.

Using the method of undetermined coefficients we know that the solution of this
differential equation has the form
x(t )  xc (t )  x p (t )
where x p (t ) is the particular integral depending on, inter alia, f (t ) , and xc (t ) is the
solution of the associated homogeneous equation
mx  bx  kx  0 .
The characteristic equation is
mp 2  bp  k  0
with roots
b  b 2  4km
p .
2m
The nature of the roots are determined by (b 2  4km) .

 NB!
We use p in the characteristic equation because m represents the mass of the body.

In the general discussion of the motion of the system we shall consider undamped and
damped free motion separately.
TOC

3. FREE MOTION
If f (t )  0 , then Equation (4) is homogeneous and the motion of the mass is said to be
free. We shall first consider the case where damping is absent. Then we'll investigate
cases with damping. The various cases will be investigated with the aid of examples. If
you wish to know more about the theoretical derivations and discussions consult any of
the books listed at the end of this document.

 NB!
Solutions are not discussed in detail. You should be able to determine the solution by
hand using either the method of undetermined coefficients or Laplace transforms. You
should also be able to solve the problem using Matlab.
TOC

3.1 FREE UNDAMPED MOTION

If b  0 , the model describes free undamped motion. Equation (4) simplifies to
mx  kx  0 .

Dynamical systems 8TUT 78

EXAMPLE 2
Consider the following initial value problem governing the motion of a vertical spring-
mass system: 
x  9 x  0, x(0)  1, x (0)  1 . Solve the problem and interpret the result.
SOLUTION
Solving the problem
The characteristic equation is
p2  9  0
with roots
p  3 j .
The general solution is
x  A cos 3t  B sin 3t
and, using the initial conditions, the particular solution is
x(t )  cos 3t  13 sin 3t .

The solution may also be written as x(t )  1.054 cos(3t  0.322) .

 NB!
Practice this!

Mathematical results
 Period T  2 / 3 s
 Frequency f  3 / 2 Hz
Amplitude is R  1   13   1.054
2

 Phase angle   0.322 rad
 Angular frequency   3 rad/s

 NB!
In this example m = 1 and  2  9  91 . In general,  2  mk .

Discussion of the motion

The solution depicts a body "bouncing" up and down through the position of
equilibrium, that is harmonic motion. The body passes through the equilibrium
position every 2 / 3 seconds. It reaches a position of approximately 1.054 units
below and above the equilibrium position. 

 NB!
Figure 5 describes the motion of the body. Note that the graph depicts our theoretical
discussion.

Dynamical systems 8TUT 79

 x

0.5

0 t
0 1.25 2.5 3.75 5

-0.5

-1 T = 2 /3

Figure 5 Free, undamped motion

 NB!
Compare the three graphs in Figure 6. All three curves start from the same point; this
point represents the initial displacement x(0)  1 . However, the slope of the curves, and
thus the initial velocities, differ. Curve  represents the solution of the case where
x (0)  1 (positive slope), curve  represents the case where x (0)  0 (horizontal slope)
and for curve  x (0)  1 (negative slope).
x

1
0.5

12

0 t
0 0.5 1 1.5 2

3
-0.5

-1

Figure 6 Harmonic motion with three different initial velocities

TOC

3.2 FREE DAMPED MOTION

Now, b  0 , that is, there is some resisting force. For example, it might be air resistance
or, if the body is suspended in a fluid, viscosity.

Dynamical systems 8TUT 80

The governing equation in the case of free damped motion is
mx  bx  kx  0

As mentioned before, the characteristic equation is

mp 2  bp  k  0
with roots
b  b 2  4km
p .
2m

Based on the nature of the radical b 2  4km we distinguish three cases:

1. b 2  4km  0  two real, distinct roots;
2. b 2  4km  0  two real, equal roots; and
3. b 2  4km  0  two complex roots.
TOC

3.2.1 Overdamped motion

If b 2  4km  0 the characteristic equation has two distinct, real roots and the general
solution has the form
x(t )  Ae  p1t  Be p2t .

The damping constant b is usually much larger than the spring constant k and we have
smooth, nonoscillatory motion. Motion such as this is called overdamped motion and
lim x(t )  0 .
t 

EXAMPLE 3
Consider the following initial value problem modeling a vertical spring-mass system:

x  10 x  9 x  0, x(0)  1, x (0)  1 .
a) Solve the problem.
b) Does the body pass through the equilibrium position? Motivate.
c) Classify the type of motion – motivate!
d) Calculate the maximum displacement of the body.

 NB!
Since the differential equation is homogeneous and there is a term in x we expect
damping.

SOLUTION
a) The characteristic equation is
p 2  10 p  9  0
with roots p1  1 and p2  9 . The general solution is thus
x(t )  Ae  t  Be9t

Dynamical systems 8TUT 81

 and the exact solution is
x(t )  54 e  t  14 e 9 t . (6)
b) The body does not pass through the equilibrium position since
x(t )  0  54 e  t  14 e 9 t  e8t  52  t  0.2
which is physically irrelevant.

c) Since the characteristic equation has two distinct, real roots we have
overdamped motion.

d) To determine the maximum displacement,

x   54 e  t  94 e 9t  0  t  0.07
and
x(0.07)  1.2 .
The body therefore initially moves downward and reaches a maximum
displacement of 1.2 units below the equilibrium position. 

 NB!
Figure 7 depicts the solution graphically. The graph, again, confirms the theoretical
discussion
x

0.75

0.5

0.25

t
0
0 1.25 2.5 3.75 5 6.25

Figure 7 Overdamped motion

 NB!
Compare the three graphs in Figure 8. In all three cases x (0)  1 . For curve  x(0)  1 ,
for curve  x(0)  0 and for curve  x(0)  1 .

Dynamical systems 8TUT 82

 x

1
0.5

12
0 t
0 1.25 2.5 3.75 5

3
-0.5

-1

Figure 8 Overdamped motion with different initial

displacements

TOC

3.2.2 Critically damped motion

If b 2  4km  0 , then p1  p2   2bm . The general solution is
 b
x(t )  (c1  tc2 )e 2 m .
t

The system is critically damped because any slight decrease in the damping force would
result in oscillatory motion.

The motion is similar to that of the overdamped case: The graph returns smoothly to the
equilibrium position as t   . The mass either does not pass through the equilibrium
position or does so one time at most.

EXAMPLE 4
Consider the following initial value problem: x  6 x  9 x  0, x(0)  1, x (0)  1 .
a) Solve the problem analytically.
b) Will the body pass through the equilibrium position? Motivate!
c) Classify the type of motion – motivate!
SOLUTION
a) The roots of the characteristic equation
p2  6 p  9  0
are p1  p2  3 . The analytical solution is
x(t )  e 3t 1  4t  . (7)

b) The body will pass through the equilibrium position if x(t )  0 in

Equation (7). Thus, since e3t  0 ,
1  4t  0  t  4 .

Dynamical systems 8TUT 83

 Negative values of t have no physical meaning and hence the body will
not pass through the equilibrium position.

c) Since the characteristic equation has two equal roots p1  p2  3 we

have critically damped motion. 

 NB!
Figure 9 shows the graph of the solution.
x

0.75

0.5

0.25

TOC

0
0 1.25 2.5 3.75 5

Figure 9 Critically damped motion

3.2.3 Underdamped motion

If b 2  4km  0  , the roots are complex. The body will oscillate, but the amplitude of
the motion will decrease. This type of motion is called underdamped motion and the
amplitude of the oscillation, called the damped amplitude, will decay to zero after some
time.

 NB!
The motion is not periodic!

EXAMPLE 5
Consider the following initial value problem: 
x  2 x  9 x  0, x(0)  1, x (0)  1 .
a) Solve the problem analytically.
b) Discuss the motion of the body.
SOLUTION
a) The characteristic equation
p2  2 p  9  0

Dynamical systems 8TUT 84

 has complex roots p  1  2 2 j . The analytical solution is thus

 
x(t )  e t cos 2 2t   2
2

sin 2 2t  .
 
b) We observe underdamped motion, that is, the body passes through the
2 2 2
equilibrium position at  cycles per second. The damped
2 
amplitude is R  e t 1  12  1.22e t . Thus, x(t )  0 as t   .

 NB!
Figure 10 shows the graph of the underdamped motion. The fainter lines depicts the
curves x  1.22e  t .

0.5

t
0
0 1.25 2.5 3.75 5 6.25

-0.5

TOC
-1
Figure 10 Underdamped motion

4. FORCED/DRIVEN MOTION
Now f (t )  0 in Equation (5), that is
mx  bx  kx  f (t ) . (8)

If f (t ) is periodic, the general solution of Equation (8) is x(t )  xc  x p where xc is

usually nonperiodic and x p is periodic. For large values of t, lim xc  0 . Thus, for large
t 
time, the displacement of the mass are closely approximated by the particular solution

Dynamical systems 8TUT 85

x p . The complementary function xc is called the transient term or transient solution.
The particular integral x p is called the steady-state term or steady-state solution

 NB!
The effect of the initial conditions on a driven spring-mass system is transient.

EXAMPLE 6
Describe the motion of the block in a spring-mass system governed by

x  10 x  9 x  cos t

if x(0)  1 and x(0)  1 .
SOLUTION
The analytical solution is
19 155 9t 2 5
x(t )  e t  e  cos t  sin t .
16 656 42 82
The solution consists of two parts:
19 155 9t
 The transient part xc (t )  e  t  e  0 as t   ; and
16 656
2 5
 The steady state x p (t )  cos t  sin t which describes harmonic
42 82
 422    825   0.08 and frequency f  1/ 2 Hz. 
2 2
motion with amplitude R 

 NB!
See Figure 11 for a graphical representation of the solution.
x

0.75

0.5

0.25

0 t
0 2.5 5 7.5 10 12.5 15

Figure 11 Forced vibrations

TOC

Dynamical systems 8TUT 86

5. ELECTRIC CIRCUITS
The differential equations governing LCR circuits are based on Kirchhoff's second law
(Singh, p. 616): The sum of all voltages in a series circuit equals the impressed
voltage, E(t), on the circuit.

Let i(t) represent the current in the circuit at time t, while q(t) represents the charge.
Recall that
dq
i (t )  and q   idt .
dt

You are already familiar with the following.

 Voltage drop across an inductor with inductance L henries:
di d 2q
L L 2
dt dt
 Voltage drop across a resistor with resistance R ohms:
dq
Ri  R
dt
 Voltage drop across a capacitor with capacitance C farads:
1 1
q   idt
C C

Thus, the governing equation for an LCR circuit is

d 2q dq 1
L 2  R  q  E (t ) . (9)
dt dt C
Now compare Equation (9) to the general equation for a spring-mass system:
mx  bx  kx  f (t ) . (10)

Spring-mass system Basic electric circuit

Type of ODE
Dependent variable
Coefficient of second
derivative
Coefficient of first
derivative
Coefficient of variable
Forcing function
Linear second order with
constant coefficients
Displacement x(t)
Mass m > 0
Damping constant b > 0
Spring constant k > 0
External force f (t)
Linear second order with
constant coefficients
Charge q(t)
Inductance L > 0
Resistance R > 0
Capacitance C > 0
Impressed voltage E(t)

This table shows the analogy between the mechanical and electrical systems: Both
systems are governed by linear, second order ordinary differential equations and the
coefficients in both systems are positive constants. Thus, when analyzing solutions, we
expect to see various types of damping – just remember it is charge and current in the
circuit and displacement in the spring-mass system.

Dynamical systems 8TUT 87

 NB!
You should also be able to discuss electric circuits by identifying the various types of
damping.
TOC

ACTIVITY 

Answers are available on the CD.

1. Assume the following initial-value problems represent a body at the bottom of a

vertical spring attached to a fixed support. For each problem, solve the problem
and interpret the solution. Assume downward motion is positive.

 NB!
You may find it useful to sketch the graphs in Matlab. Sketches will be given in the
exam.

1 d2x 2 4
1.1 2
 4 x  0, x(0)  , x '(0)  
16 dt 3 3
2
d x dx
1.2 2
 5  4 x  0, x(0)  1, x '(0)  1
dt dt
2
1 d x dx
1.3   5 x  0, x(0)  2, x '(0)  0
2 dt 2 dt
1 d 2x dx 1
1.4 2
 1.2  2 x  5cos 4t , x(0)  , x '(0)  0
5 dt dt 2
2
d x dx
1.5 2
 2  2 x  4 cos t  2sin t , x(0)  0, x '(0)  x1 for x1  0 , x1  3 and x1  7 .
dt dt
 NB!
Compare the graphs in Question 1.5 above – be sure you know the physical meaning of
the different initial conditions.

2. The following models a body at the end of a horizontal spring attached to a fixed
support. Discuss the motion of the body.
1 d2x dx
2
 2  4 x  0, x(0)  0, x '(0)  3
4 dt dt

3. A 20-kg mass is attached to a spring.

3.1 If the frequency of simple harmonic motion is 2 /  vibrations per second, what is
the spring constant k?
3.2 What is the frequency of simple harmonic motion if the original mass is replaced
with a 80-kg mass?

Dynamical systems 8TUT 88

4. A 1-kg mass is attached to a spring whose constant is 16 N/m. The entire system
is then submerged in a liquid that imparts a damping force numerically equal to
10 times the instantaneous velocity.
4.1 Determine the equation of motion if
4.1.1 the mass is released from rest 1 m below the equilibrium position and
4.1.2 the mass is released 1 m below the equilibrium position with an upward velocity
of 12 m/s.
4.2 Determine whether the mass passes through the equilibrium position.
4.3 Calculate the time at which the mass attains its extreme displacement from the
equilibrium position.

5. In the following problems, the given figure represents the graph of the equation of
motion for a mass on a spring suspended vertically from a fixed support with a
ball attached to its lower end. The system is damped; assume downward is
positive. Discuss, with motivation, the motion under the following headings:
a) Is the initial displacement above or below the equilibrium position?
b) Is the mass initially released from rest, heading downward, or heading
upward?

TOC

5.1 x

0.75

0.5

0.25

0
0 1.25 2.5 3.75 5

x 0.1
5.2
t
0 1 2 3 4
0

-0.1

-0.2

-0.3

Dynamical systems 8TUT 89

 x 1
5.3
0.5

0
0 1.25 2.5 3.75 5

t
-0.5

-1

-1.5

-2

Dynamical systems 8TUT 90