ME 673: Mathematical Methods in Engineering

Dr. Abhilash J. Chandy

Module 2: Second Order Linear ODEs

Class 5
Jan 29, 2021

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Homogeneous Linear ODEs with const coeffs.

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Homogeneous Linear ODEs with const coeffs.

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 y ! (c1 # c2x)e .

We need its derivative

y r ! c2e!0.5x " 0.5(c1 # c2x)e!0.5x.

From this and the initial conditions we obtain

y(0) ! c1 ! 3.0, y r (0) ! c2 " 0.5c1 ! 3.5; hence c2 ! "2

Homogeneous Linear ODEs with const coeffs.

The particular solution of the initial value problem is y ! (3 " 2x)e!0.5x. See Fig. 31.

y
3
2
1
0
2 4 6 8 10 12 14 x
–1

Fig. 31. Solution in Example 4

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Homogeneous Linear ODEs with const coeffs.

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 y ! e!0.2x (A cos 3x # B sin 3x).

Step 2. Particular solution. The first initial condition gives y(0) ! A ! 0. The remainin
y ! Be!0.2x sin 3x. We need the derivative (chain rule!)

y r ! B("0.2e!0.2x sin 3x # 3e!0.2x cos 3x).

From this and the second initial condition we obtain y r (0) ! 3B ! 3. Hence B ! 1. Our soluti

y ! e!0.2x sin 3x.

Homogeneous Linear ODEs with const coeffs.

Figure 32 shows y and the curves of e!0.2x and "e!0.2x (dashed), between which the curve
Such “damped vibrations” (with x ! t being time) have important mechanical and electrical app
shall soon see (in Sec. 2.4).
y
1.0

0.5

0 5 10 15 20 25 30 x

–0.5

–1.0

Fig. 32. Solution in Example 5

EXAMPLE 6 Complex Roots
A general solution of the ODE
y s # v2y ! 0 (v con
is
y ! A cos vx # B sin vx.
With v ! 1 this confirms Example 4 in Sec. 2.1.

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 elastic spring (a so-called “mass–spring system,” Fig. 33), which moves up

Setting Up the Model

We take an ordinary coil spring that resists extension as well as compressio
it vertically from a fixed support and attach a body at its lower end, for in
ball, as shown in Fig. 33. We let y ! 0 denote the position of the ball w
Modeling of free oscillations of a mass-spring
is at rest (Fig. 33b). Furthermore, we choose the downward direction as
regarding downward forces as positive and upward forces as negative.

system
Unstretched
s0
spring
(y = 0)
y
System at
rest
System in
motion
(a) (b) (c)

Fig. 33. Mechanical mass–spring system

We now let the ball move, as follows. We pull it down by an amount y $

This causes a spring force

(1) F1 ! "ky (

proportional to the stretch y, with k ($ 0) called the spring constant. T

indicates that F1 points upward, against the displacement. It is a restoring
to restore the system, that is, to pull it back to y ! 0. Stiff springs have la
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2
ROBERT HOOKE (1635–1703), English physicist, a forerunner of Newton with resp
gravitation.
 This is a homogeneous linear ODE with constant coefficients. A general solu
obtained as in Sec. 2.2, namely (see Example 6 in Sec. 2.2)

(4) y(t) ! A cos v0t " B sin v0t v0 !

Modeling of free oscillations of a mass-spring

This motion is called a harmonic oscillation (Fig. 34). Its frequency is f ! v0>2p
(! cycles>sec) because cos and sin in (4) have the period 2p>v0. The frequency f i
the natural frequency of the system. (We write v0 to reserve v for Sec. 2.8.)
system (contd.) y 2
1

1 Positive
2 Zero Initial velocity
3 Negative

Fig. 34. Typical harmonic oscillations (4) and (4*) with the same y(0) ! A and
different initial velocities y r (0) ! v0 B, positive 1 , zero 2 , negative 3

3
HEINRICH HERTZ (1857–1894), German physicist, who discovered electromagnetic waves, as
of wireless communication developed by GUGLIELMO MARCONI (1874–1937), Italian physicist (No
in 1909).

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 (4*) y(t) ! C cosE(v t # d)
X A0M P L E 1 Harmonic Oscillation of an Undamped Mass–Spring System
If a mass–spring system with an iron ball of weight W ! 98 nt (about 22 lb) can be regarded
the spring is such that the ball stretches it 1.09 m (about 43 in.), how many cycles per minu
execute? What will its motion be if we pull the ball down from rest by 16 cm (about 6 in.) a
with C ! 2A2 " B 2 and phase angle d, where tan d ! B> A. This follows from the zero initial velocity?

addition formula (6) in App. 3.1. Solution. Hooke’s law (1) with W as the force and 1.09 meter as the stretch gives

Modeling of free oscillations of a mass-spring 2

k ! W>1.09 ! 98>1.09 ! 90 [kg >sec ] ! 90 [nt >meter]. The mass is m ! W> g ! 98>9.8
gives the frequency v0>(2p) ! 2k> m>(2p) ! 3>(2p) ! 0.48 [Hz] ! 29 [cycles>min].
From (4) and the initial conditions, y(0) ! A ! 0.16 [meter] and y r (0) ! v0B ! 0. Hence

1 system
Harmonic (contd.)
Oscillation of an Undamped Mass–Spring System y(t) ! 0.16 cos 3t [meter] or 0.52 cos 3t [ft]

If a mass–spring system with an iron ball of weight W ! 98 nt (about 22If lb) can be regarded as undamped, and
you have a chance of experimenting with a mass–spring system, don’t miss it. You will b
the spring is such that the ball stretches it 1.09 m (about 43 in.), how many
the goodcycles per
agreement minute
between theorywill the system
and experiment, usually within a fraction of one percen
carefully.
execute? What will its motion be if we pull the ball down from rest by 16 cm (about 6 in.) and let it start with
zero initial velocity?
y

Solution. Hooke’s law (1) with W as the force and 1.09 meter as the stretch gives 0.1
W ! 1.09k; thus 0.2

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k ! W>1.09 ! 98>1.09 ! 90 [kg >sec ] ! 90 [nt >meter]. The mass is m ! W> g ! 98>9.8 0 ! 10 [kg] . This
2 4 6 8 10 t
gives the frequency v0>(2p) ! 2k> m>(2p) ! 3>(2p) ! 0.48 [Hz] ! 29 [cycles>min]. –0.1 –0.2
From (4) and the initial conditions, y(0) ! A ! 0.16 [meter] and y r (0) ! v0B ! 0. Hence the motion is
Fig. 35. Harmonic oscillation in Example 1

y(t) ! 0.16 cos 3t [meter] or 0.52 ODE of

cos 3t [ft] the Damped System
(Fig. 35).
To our model my s ! #ky we now add a damping force

If you have a chance of experimenting with a mass–spring system, don’t miss it. You will be surprisedF about
2 ! #cy r ,
the good agreement between theory and experiment, usually within a fraction of one percent if you measure
carefully. k Spring obtaining my s ! #ky # cy r ; thus the ODE!of the damped mass–spring sy

(5) my s " cy r " ky ! 0. 9

y m Ball
0.2
c Dashpot
0.1 Physically this can be done by connecting the ball to a dashpot; see Fig. 3
Fig. 36. this damping force to be proportional to the velocity y r ! dy> dt. This is ge
0 approximation
2 4 Damped
6 system8 10 tfor small velocities.
 SEC. 2.4 Modeling of Free Oscillations of a Mass–Spring System 6

The constant c is called the damping constant. Let us show that c is positive. Indee
the damping force F2 " %cy r acts against the motion; hence for a downward motion w
OD
Modeling of free oscillations of a mass-spring
have y r # 0 which for positive c makes F negative (an upward force), as it should b
Similarly, for an upward motion we have y r ! 0 which, for c # 0 makes F2 positive (
downward force). To o

system (contd.) The ODE (5) is homogeneous linear and has constant coefficients. Hence we can solv
it by the method in Sec. 2.2. The characteristic equation is (divide (5) by m)

c k k Spring obta
l2 & m l & m " 0.

(5)
By the usual formula for the roots of a quadratic equation
mwe obtain,
Ball as in Sec. 2.2,

c Dashpot
c 1 Phys
(6) l1 " %a & b, l2 " %a % b, where a " and b" 2c2 % 4mk.
2m Fig. 36.2m this
Damped system appr
It is now interesting that depending on the amount of damping present—whether a lot o
damping, a medium amount of damping or little damping—three types of motions occu
respectively:

Case I. c2 # 4mk. Distinct real roots l1, l2. (Overdamping)

Case II. c2 " 4mk. A real double root. (Critical damping)

Case III. c2 ! 4mk . Complex conjugate roots. (Underdamping)

They correspond to the three Cases I, II, III in Sec. 2.2.

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Discussion of the Three Cases

Case I. Overdamping
If the damping constant c is so large that c2 # 4mk, then l1 and l2 are distinct real root
In this case the corresponding general solution of (5) is
 c 02 . qxd 10/27/10 6:06 PM Page 66

Modeling of free oscillations of a mass-spring

system (contd.) 66 CHAP. 2 Second-Order Linear ODEs

y
1
t
2 1

3
3

(a) (b)
1 Positive
2 Zero Initial velocity
3 Negative

Fig. 37. Typical motions (7) in the overdamped case

(a) Positive initial displacement
(b) Negative initial displacement

Case II. Critical Damping

Critical damping is the border case between nonoscillatory motions (Case I) and oscillations
(Case III). It occurs if the characteristic equation has a double root, that is, if c2 " 4mk,
so that b " 0, l1 " l2 " #a. Then the corresponding general solution of (5) is

(8) y(t) " (c1 ! c2t)e!at.

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This solution can pass through the equilibrium position y " 0 at most once because e!at
is never zero and c1 ! c2t can have at most one positive zero. If both c1 and c2 are positive
(or both negative), it has no positive zero, so that y does not pass through 0 at all. Figure 38
shows typical forms of (8). Note that they look almost like those in the previous figure.
 so that b " 0, l1 " l2 " #a. Then the corresponding general solution o

(8) y(t) " (c1 ! c2t)e!at.

This solution can pass through the equilibrium position y " 0 at most on

Modeling of free oscillations of a mass-spring

is never zero and c1 ! c2t can have at most one positive zero. If both c1 an
(or both negative), it has no positive zero, so that y does not pass through 0
shows typical forms of (8). Note that they look almost like those in the

system (contd.) y 1

1 Positive
2 Zero Initial velocity
3 Negative

Fig. 38. Critical damping [see (8)]

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 This represents damped oscillations. Their curve lies between
y ! Ce!at and y ! #Ce!at in Fig. 39, touching them when v*t # d is
of p because these are the points at which cos (v*t # d) equals 1 or
The frequency is v*>(2p) Hz (hertz, cycles/sec). From (9) we s
c ("0) is, the larger is v* and the more rapid the oscillations become
then v* approaches v0 ! 2k> m, giving the harmonic oscillation (4

Modeling of free oscillations of a mass-spring

v0>(2p) is the natural frequency of the system.

system (contd.) y

Ce
– t

– t
–Ce

Fig. 39. Damped oscillation in Case III [see (10)]

EXAMPLE 2 The Three Cases of Damped Motion

How does the motion in Example 1 change if we change the damping constant c fro
following three values, with y(0) ! 0.16 and y r (0) ! 0 as before?

(I) c ! 100 kg>sec, (II) c ! 60 kg>sec, (III) c ! 10 kg>s

Solution. It is interesting to see how the behavior of the system changes due to th
which takes energy from the system, so that the oscillations decrease in amplitude (Ca
(Cases II and I).
(I) With m ! 10 and k ! 90, as in Example 1, the model is the initial value problem
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10y s $ 100y r $ 90y ! 0, y(0) ! 0.16 [meter], y r (0) !