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Differential Equations: Classical Methods
Differential Equations: Classical Methods
d y
dy
2 2 5 3 y sin 4t
dt
dt
2
dy
y
y 10
dt
2
dy
5 y 20
dt
3
y
y
a 2 b
2
x
t
2
Boundary Conditions or
Initial Conditions
The solution of an Nth order DE usually
involves N arbitrary constants. These
constants are determined from the
boundary conditions. When these
conditions are specified as the initial value
of the function and the first N-1
derivatives, they are called initial
conditions.
6
d y
dy
2 t
t
2
t
5
y
e
2
dt
dt
2
m 1
d y
d y
dy
bm m bm 1 m 1 .... b1 b0 y f (t )
dt
dt
dt
d y
d y
d y
dy
2
3 4 5 3 7 2 8 4 y cos 5t t
dt
dt
dt
dt
This DE is a CCLODE type.
It is a 4th order DE.
d y
bk k f (t )
dt
In theory, this equation may be solved by
integrating both sides k times. It may be
convenient to introduce new variables so
that only first derivative forms need be
integrated at each step.
10
dv
g
dt
dv gdt
v gt C1
C1 0
v gt
11
dy
gt
dt
dy gtdt
1 2
y gt C2
2
C2 0
1 2
y gt
2
12
13
v y (0) v0 sin
dv y
dt
v y gt C1
C1 v0 sin
v y gt v0 sin
14
y (0) 0
dy
v y gt v0 sin
dt
1 2
y gt (v0 sin )t C2
2
C2 0
1 2
y gt (v0 sin )t
2
15
vx (0) v0 cos
dvx
0
dt
vx C3
C3 v0 cos
vx v0 cos
16
x(0) 0
dx
vx v0 cos
dt
x (v0 cos )t C4
C4 0
x (v0 cos )t
17
m 1
d y
d y
dy
bm m bm 1 m 1 .... b1 b0 y f (t )
dt
dt
dt
y yh y p
The general solution consists of a
homogeneous solution plus a particular
solution. The homogeneous solution is
also called the complementary solution.
18
Homogeneous Equation
m 1
d y
d y
dy
bm m bm 1 m 1 .... b1 b0 y 0
dt
dt
dt
19
Homogeneous Solution
y Ce
pt
dy
pt
pCe
dt
2
d y
2
pt
p
Ce
dt 2
dmy
m
pt
p
Ce
dt m
20
Characteristic Equation
Substitute the form on the previous slide
in the DE and cancel the common
exponential factor. The result is the
characteristic equation shown below.
bm p bm 1 p
m
m 1
... b1 p b0 0
21
yh C1e
p1t
C2 e
p2t
... Cm e
pm t
22
Particular Solution
The particular solution depends on the
form of f(t). Assuming non-repeated roots,
the table below shows the forms involved.
Form of f (t )
K
Kt
A
A1t A0
Kt 2
K1 cos t and/or K 2 sin t
A2t 2 A1t A0
A1 sin t A2 cos t
Ke t
Ae t
23
dy
2y 0
dt
p20
y Ce
2t
y (0) 10
p 2
0
10 Ce C
y 10e
2 t
25
dy
2 y 12 y (0) 10
dt
0 2 A 12
yp A
yp 6
yh Ce
A6
y yh y p Ce
y 4e
2 t
C4
10 Ce 6 C 6
2 t
2t
6
26
dy
2 y 12sin 4t
dt
2t
yh Ce
y (0) 10
y p A1 sin 4t A2 cos 4t
dy p
dt
4 A1 cos 4t 4 A2 sin 4t
27
2 A1 4 A2 12
A1 1.2
A2 2.4
28
2 t
C 12.4
y 12.4e
2 t
d y
dy
3 2y 0
2
dt
dt
y (0) 10 and y '(0) 0
p 3p 2 0
2
p1 1 and p2 2
2 t
y C1e C2 e
dy
t
2 t
C1e 2C2 e
dt
30
10 C1 C2
0 C1 2C2
C1 20
C2 10
t
y 20e 10e
2 t
31
d y
dy
3 2 y 24
2
dt
dt
t
yh C1e C2e
yp A
2 t
A 12
0 0 2 A 24
t
y C1e C2 e
2 t
12
dy
t
2 t
C1e 2C2 e
dt
32
10 C1 C2 12
0 C1 2C2
C1 4
C2 2
t
y 4e 2e
2 t
12
33
34
Stability
A system is said to be stable if its natural
response approaches zero as the time
increases without limit. If this condition is
met, the system will be stable for any
finite forcing response. For a stable
system, the terms below are often used.
36
d y
dy
2 2 10 16 y 80
dt
dt
2
2 p 10 p 16 0 p1 1 and p2 4
t
yh C1e C2 e
t
yp A 5
4 t
y C1e C2e
4 t
5
37
Second-Order Systems
2
d y
dy
b2 2 b1 b0 y f (t )
dt
dt
b2 p b1 p b0 0
2
yh C1e
1t
C2 e
yh (C0 C1t )e
yh C1e
2 t
sin t C2e
cos t
40
Relative Damping
1. If the roots are real and unequal, the
system is said to be overdamped.
2. If the roots are real and equal, the
system is said to be critically damped.
3. If the roots are complex, the system is
said to be underdamped.
4. A special case of an underdamped system
is when there is no damping. the system
is then said to be undamped.
41
d y
dy
2 5y 0
2
dt
dt
p1 , p2 1 2i
t
dy
t
t
2C1e cos 2t C1e sin 2t
dt
t
t
2C2 e sin 2t C2 e cos 2t
0 0 C2
10 2C1 0 0 C2
C2 0 and C1 5
t
y 5e sin 2t
43
dt
dt
5 y 20
dy
t
t
2C1e cos 2t C1e sin 2t
dt
t
t
2C2 e sin 2t C2e cos 2t
0 0 C2 4
C2 4
t
10 2C1 0 0 C2
C1 3
t
y 3e sin 2t 4e cos 2t 4
45