Ordinary Differential Equations (Odes) : Part A P1

PART
A
Ordinary Differential
Equations (ODEs)
Part A p1 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
CHAPTER 2
Second-Order Linear ODEs
Chapter 2 p2 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

2.1
2.1 Homogeneous
Homogeneous Linear
Linear ODEs
ODEs
of
of Second
Second Order
Order
Section 2.1 p3 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

2.1 Homogeneous Linear ODEs of Second Order
AAsecond-order
second-orderODE
ODEisiscalled
calledlinear
linearififititcan
canbe
bewritten
written
(1)
(1) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==r(x)
r(x)
and
andnonlinear
nonlinearififititcannot
cannotbe
bewritten
writtenin
inthis
thisform.
form.

IfIfr(x)
r(x)≡≡00(that
(thatis,
is,r(x)
r(x)==00for
forall
allxxconsidered;
considered;read
read“r(x)
“r(x)isis
identically zero”), then (1) reduces to
identically zero”), then (1) reduces to
(2)
(2) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==00
and
andisiscalled
calledhomogeneous.
homogeneous.IfIfr(x)
r(x)≡≡0,0,then
then(1)
(1)isiscalled
called
nonhomogeneous.
nonhomogeneous.

An
Anexample
exampleof
ofaanonhomogeneous
nonhomogeneouslinear
linearODE
ODEisis
y”
y” + 25y = e−xcos
+ 25y = e−x
cosx,x,
and
andaahomogeneous
homogeneouslinear
linearODE
ODEisis
xy”
xy”++y’y’++xy
xy==0,0,
written
writtenin
instandard
standardform
form
1
y  y  y  0.

x

An
Anexample
exampleof
ofaanonlinear
nonlinearODE
ODEisis
y”y
y”y + y’2==0.0.
+ y’ 2
The
Thefunctions
functionsppand
andqqin
in(1)
(1)and
and(2)
(2)are
arecalled
calledthe
the
coefficients
coefficientsof
ofthe
theODEs.
ODEs.

Solutions
Solutionsare
aredefined
definedsimilarly
similarlyas
asfor
forfirst-order
first-orderODEs
ODEsin
in
Chap.
Chap.1.1.
AAfunction
function
yy==h(x)
h(x)
isiscalled
calledaasolution
solutionof
ofaa(linear
(linearor
ornonlinear)
nonlinear)second-order
second-order
ODE
ODEon onsome
someopen
openinterval
intervalIIififhhisisdefined
definedand
andtwice
twice
differentiable
differentiablethroughout
throughoutthat thatinterval
intervalandandisissuch
suchthat
thatthe
the
ODE
ODEbecomes
becomesan anidentity
identityififwe
wereplace
replacethetheunknown
unknownyyby byh,h,
the
thederivative
derivativey’y’by
byh’,
h’,and
andthe
thesecond
secondderivative
derivativey”
y”bybyh”.
h”.

Homogeneous Linear ODEs: Superposition Principle

Linear
LinearODEs
ODEshavehaveaarich
richsolution
solutionstructure.
structure.For
Forthe
the
homogeneous
homogeneousequation
equationthethebackbone
backboneof ofthis
thisstructure
structureisisthe
the
superposition
superpositionprinciple
principleororlinearity
linearityprinciple,
principle,which
whichsays
saysthat
that
we
wecan
canobtain
obtainfurther
furthersolutions
solutionsfrom
fromgiven
givenones
onesby
byadding
adding
them
themororby
bymultiplying
multiplyingthemthemwith
withany
anyconstants.
constants.
Of
Ofcourse,
course,this
thisisisaagreat
greatadvantage
advantageof ofhomogeneous
homogeneouslinear
linear
ODEs.
ODEs.

Theorem 1
Fundamental
FundamentalTheorem
Theorem
for
forthe
theHomogeneous
HomogeneousLinear
LinearODE
ODE(2)
(2)
For
Foraahomogeneous
homogeneouslinear
linearODE
ODE(2),
(2),any
anylinear
linearcombination
combinationofof
two
twosolutions
solutionson
onananopen
openinterval
intervalIIisisagain
againaasolution
solutionofof(2)
(2)on
onI.I.
In
Inparticular,
particular,for
forsuch
suchananequation,
equation,sums
sumsandandconstant
constantmultiples
multiples
ofofsolutions
solutionsare
areagain
againsolutions.
solutions.

Initial Value Problem. Basis. General Solution

For
Foraasecond-order
second-orderhomogeneous
homogeneouslinear
linearODE
ODE(2)(2)an
aninitial
initial
value
valueproblem
problemconsists
consistsof
of(2)
(2)and
andtwo
twoinitial
initialconditions
conditions
(4)
(4) y(x
y(x0)0)==KK0,0, y’(x
y’(x0)0)==KK1.1.
These
Theseconditions
conditionsprescribe
prescribegiven
givenvalues
valuesKK0 0and
andKK1 1of
ofthe
the
solution
solutionand
andits
itsfirst
firstderivative
derivative(the
(theslope
slopeof
ofits
itscurve)
curve)atatthe
the
same
samegiven
givenxx==xx0 in
inthe
theopen
openinterval
intervalconsidered.
considered.
0

The
Theconditions
conditions(4)(4)are
areused
usedto
todetermine
determinethe
thetwo
twoarbitrary
arbitrary
constants
constantscc1 and
andcc2 in
inaageneral
generalsolution
solution
1 2
(5)
(5) yy==cc1yy1 ++cc2yy2
1 1 2 2
of
ofthe
theODE;
ODE;
here,
here,yy1 1and
andyy2 2arearesuitable
suitablesolutions
solutionsof
ofthe
theODE.
ODE.
This
Thisresults
resultsin inaaunique
uniquesolution,
solution,passing
passingthrough
throughthethe
point
point(x(x0,0,KK0)0)with
withKK1 1as
asthe
thetangent
tangentdirection
direction(the
(theslope)
slope)atat
that
thatpoint.
point.
That
Thatsolution
solutionisiscalled
calledaaparticular
particularsolution
solutionof ofthe
theODE
ODE(2).
(2).

Definition
General
GeneralSolution,
Solution,Basis, Basis,Particular
ParticularSolution
Solution
AAgeneral
generalsolution
solutionof ofan
anODE
ODE(2) (2)on
onananopen
openinterval
intervalIIisisaa
solution
solution(5)(5)in inwhich
whichyy1 1and
andyy2 2are
aresolutions
solutionsofof(2)
(2)on
onIIthat
thatare
are
not
notproportional,
proportional,and andcc1 1and
andcc2 2are
arearbitrary
arbitraryconstants.
constants.
These
These yy1,1,yy2 2are
arecalled
calledaabasis
basis(or(oraafundamental
fundamentalsystem)
system)of of
solutions
solutionsof of(2)(2)on
onI.I.
AAparticular
particularsolution
solutionof of(2)
(2)on
onIIisisobtained
obtainedififwe
weassign
assign
specific
specificvalues
valuesto tocc1 and
andcc2 in
in(5).
(5).
1 2

Furthermore,
Furthermore,as
asusual,
usual,yy1 1and
andyy2 2are
arecalled
called
proportional
proportionalon
onIIififfor
forall
allxxon
onI,I,
(6)
(6) (a)
(a)yy1 1==ky
ky2 2 or
or (b)
(b)yy2 2==lyly1 1
where
wherekkand
andl lare
arenumbers,
numbers,zero
zeroor
ornot.
not.(Note
(Notethat
that(a)
(a)implies
implies(b)
(b)ifif
and
andonly
onlyififkk≠≠0).
0).

Two
Twofunctions
functionsyy1 1and
andyy2 2are
arecalled
calledlinearly
linearlyindependent
independenton
onan
an
interval
intervalIIwhere
wheretheytheyare
aredefined
definedifif
(7)
(7)kk1y1y1(x)
(x)++kk2yy2(x)
(x)==00everywhere
everywhereon
onIIimplies
implieskk1 ==00and
andkk2 ==0.0.
1 2 2 1 2
And
Andyy1 1and
andyy2 2are
arecalled
calledlinearly
linearlydependent
dependenton onIIifif(7)
(7)also
also
holds
holdsfor
forsome someconstants
constantskk1,1,kk2 2not
notboth
bothzero.
zero.
Then,
Then,ififkk1 1≠≠00or
orkk2 2≠≠0,0,we
wecan
candivide
divideand
andsee
seethat
thatyy1 1and
andyy2 2are
are
proportional, k2 k1
proportional,y1   y2 or y2   y1 .
k1 k2
In
Incontrast,
contrast,in
inthe
thecase
caseof
oflinear
linearindependence
independencethesethesefunctions
functions
are
arenot
notproportional
proportionalbecause
becausethen
thenwe wecannot
cannotdivide
dividein
in(7).
(7).This
This
gives
givesthe
thefollowing
followingdefinition.
definition.((See next slide.)
See next slide.)
Definition
Basis
Basis(Reformulated)
(Reformulated)
AAbasis
basisof
ofsolutions
solutionsof
of(2)
(2)on
onan
anopen
openinterval
intervalIIisisaapair
pairof
of
linearly
linearlyindependent
independentsolutions
solutionsofof(2)
(2)on
onI.I.

Find a Basis If One Solution Is Known.

Reduction of Order
It happens quite often that one solution can be found by
inspection or in some other way.
Then a second linearly independent solution can be obtained by
solving a first-order ODE.
This is called the method of reduction of order.
We first show how this method works in an example and then in
general.

EXAMPLE 7
Reduction of Order If a Solution Is Known. Basis
Find a basis of solutions of the ODE
(x2 − x)y” − xy’ + y = 0.
Solution. (See next slide.)

EXAMPLE 7 (continued)
Solution.
Inspection shows that y1 = x is a solution because y’1 = 1 and
y”1 = 0, so that the first term vanishes identically and the
second and third terms cancel. The idea of the method is to
substitute
y = uy1 = ux, y’ = u’x + u, y” = u”x + 2u’
into the ODE. This gives
(x2 − x)(u”x + 2u’) − x(u’x + u) + ux = 0.
ux and –xu cancel and we are left with the following ODE,
which we divide by x, order, and simplify,
(x2 − x)(u”x + 2u’) − x2u’ = 0, (x2 − x)u” + (x – 2)u’ = 0.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Section 2.1 p19 Copyright 2011 by John Wiley & Sons. All rights reserved.
Solution. (continued 1)
This ODE is of first order in v = u’,
namely, (x2 − x)v’ + (x – 2)v = 0.
Separation of variables and integration gives
dv x2  1 2
 2 dx     dx ,
v x x  x 1 x
x 1
ln v  ln x  1  2 ln x  ln 2 .
x
(continued)

Solution. (continued 2)
We need no constant of integration because we want to
obtain a particular solution; similarly in the next
integration. Taking exponents and integrating again, we
obtain
x 1 1 1 1
v  2   2 , u   v dx  ln x 
x x x x
hence y2  ux  x ln x  1.
Since y1 = x and y2 = x ln|x| + 1 are linearly independent

(their quotient is not constant), we have obtained a basis of
solutions, valid for all positive x.

2.2
2.2 Homogeneous
Homogeneous Linear
Linear ODEs
ODEs
with
with Constant
Constant Coefficients
Coefficients

2.2 Homogeneous Linear ODEs
with Constant Coefficients
We
Weshall
shallnow
nowconsider
considersecond-order
second-orderhomogeneous
homogeneouslinear
linear
ODEs
ODEswhose
whosecoefficients
coefficientsaaand
andbbare
areconstant,
constant,
(1)
(1) y”
y”++ay’
ay’++by
by==0.0.
These
Theseequations
equationshave
haveimportant
importantapplications
applicationsin
inmechanical
mechanical
and
andelectrical
electricalvibrations.
vibrations.

To
Tosolve
solve(1),
(1),we
werecall
recallfrom
fromSec.
Sec.1.5
1.5that
thatthe
thesolution
solutionof
ofthe
the
first-order
first-orderlinear
linearODE
ODEwith
withaaconstant
constantcoefficient
coefficientkk
y’y’++ky
ky==00
isisan
an exponential function y = ce−kx. .
exponential function y = ce −kx
This
Thisgives
givesus
usthe
theidea
ideato
totry
tryas
asaasolution
solutionof
of(1)
(1)the
thefunction
function
(2)
(2) yy==eeλxλx. .

Substituting
Substituting(2)
(2)and
andits
itsderivatives
derivatives
y’y’==λe λxand y’’ = λ e
λx 2 λx
λe and y’’ = λ2eλ x
into
intoour
ourequation
equation (1),
(1),we
we obtain
obtain
(λ 2
2+ aλ + b)e λx= 0.
λx
(λ + aλ + b)e = 0.
Hence
Henceififλλisisaasolution
solutionof ofthe
theimportant
importantcharacteristic
characteristic
equation
equation(or(orauxiliary
auxiliaryequation)
equation)
(3)
(3) λλ2 2++aλ
aλ++bb==00
then
thenthe
theexponential
exponentialfunction
function(2)
(2)isisaasolution
solutionof
ofthe
theODE
ODE
(1).
(1).
Now
Nowfrom
fromalgebra
algebrawe
werecall
recallthat
thatthe
theroots
rootsof
ofthis
this
quadratic
quadraticequation
equation(3)
(3)are
are
1 1
(4)
(4) 1  (  a  a  4b ), 2  ( a  a2  4b ).
2
2 2
(3)
(3)and
and(4)
(4)will
willbe
bebasic
basicbecause
becauseour
ourderivation
derivationshows
showsthat
that
the
thefunctions
functions
(5) y1  e 1x and y2  e 2 x
(5)
are
aresolutions
solutionsof
of(1).
(1).

From
Fromalgebra
algebrawewefurther
furtherknow
knowthat
thatthe
thequadratic
quadraticequation
equation
(3)
(3)may
mayhave
havethree
threekinds
kinds of
ofroots,
roots,depending
dependingon
on the
thesign
sign
of
ofthe
thediscriminant
discriminantaa2−−4b,
2
4b,namely,
namely,
(Case
(CaseI)I) Two
Two real roots if a2−−4b
real roots if a 2
4b>>0,0,
(Case
(CaseII)
II) AAreal
real double root if a2−−4b
double root if a 2
4b==0,0,
(Case
(CaseIII)
III) Complex
Complex conjugate roots if a2−−4b
conjugate roots if a 2
4b<<0.0.

Case I. Two Distinct Real-Roots λ1 and λ2

In
Inthis
thiscase,
case,aabasis
basisof
ofsolutions
solutionsof
of(1)
(1)on
onany
anyinterval
intervalisis
y1  e 1x and y2  e 2 x
because
becauseyy1 1and
andyy2 2are
aredefined
defined(and
(andreal)
real)for
forall
allxxand
andtheir
their
quotient
quotientisisnot
notconstant.
constant.
The
Thecorresponding
correspondinggeneralgeneralsolution
solutionisis
(6) y  c1e 1x  c2 e 2 x .
(6)

EXAMPLE 2
Initial Value Problem in the Case of Distinct Real Roots
Solve
Solvethe
theinitial
initialvalue
valueproblem
problem
y”
y”++y’y’−−2y
2y==0,0, y(0)
y(0)==4,4, y’(0)
y’(0)==−5.
−5.
Solution.
Solution.Step
Step1.1.General
Generalsolution.
solution.
The
Thecharacteristic
characteristic equation
equation isis
λλ2 2++λλ−−22==00
Its
Itsroots
rootsare
are
1 1
1  ( 1  9)  1 and 2  ( 1  9)  2
2 2
so
sothat
thatwe
weobtain
obtainthe thegeneral
generalsolution
solution
y  c1e x  c2 e 2 x .

Solution.
Solution.(continued)
(continued)
Step
Step2.2.Particular
Particular solution.
solution.
Since
Since y’(x) = c1e − 2c2e , ,we
y’(x) = c 1 e x
x− 2c2e −2x
−2x
weobtain
obtainfrom
fromthe
thegeneral
generalsolution
solution
and
andthe
theinitial
initialconditions
conditions
y(0)
y(0) ==cc1 1++cc2 2 ==4,4,
y’(0)
y’(0)==cc1 1−−2c 2c2 2==−5.
−5.
Hence
Hence c = 1and c = 3. This gives the answer y = e + 3e . .
c 1 = 1and c 2 = 3. This gives the answer y = e x
x+ 3e −2x
−2x
1 2

Solution.
(continued)
Step
Step2.2.Particular
Particularsolution.
solution.(continued)
(continued)
Figure
Figure30 30shows
showsthat
thatthe
thecurve
curvebegins
beginsatatyy==44with
withaanegative
negative
slope
slope(−5,
(−5,but
butnote
notethat
thatthe
theaxes
axeshave
havedifferent
differentscales!),
scales!),inin
agreement
agreementwith withthe
the
initial
initialconditions.
conditions.
Fig. 30. Solution in Example 2

Case II. Real Double Root λ = −a/2

IfIfthe
the discriminant a2−−4b
discriminant a 2
4bisiszero,
zero,we wesee
seedirectly
directlyfrom from(4)(4)
that
thatweweget
getonly
onlyoneoneroot,
root,λλ==λλ1 1==λλ2 2==−a/2,
−a/2,hence
henceonly onlyone
one
solution,
solution,
yy1 ==ee−(a/2)x
−(a/2)x
1
ToToobtain
obtainaasecond
secondindependent
independentsolution solutionyy2 2(needed
(neededfor foraa
basis),
basis),weweuse
usethe
themethod
methodof ofreduction
reductionof oforder
orderdiscussed
discussed
ininthe
thelast
lastsection,
section,setting
settingyy2 2==uy uy1.1.
Substituting
Substitutingthisthisand
anditsitsderivatives
derivativesy’y’2 2==u’y u’y1 1++uy'
uy'1 1and
andy”
y”2 2
into
into(1),
(1),we
wefirst
firsthave
have
(u”y
(u”y1 1++2u’y’
2u’y’1 1++uy”
uy”1)1)++a(u’y
a(u’y1 1++uy’
uy’1)1)++buy
buy1 1==0.0.
Case II. Real Double Root λ = −a/2 (continued 1)

Collecting
Collectingterms termsin inu”,
u”,u’,
u’,and
andu,u,as asin inthethelast
lastsection,
section,we we
obtain
obtain
u”y
u”y1 1++u’(2y’
u’(2y’1 1++ay ay1)1)++u(y”
u(y”1 1++ay’ay’1 1++by by1)1)==0.0.
The
Theexpression
expressionin inthe thelast
lastparentheses
parenthesesisiszero, zero,since sinceyy1 1isisaa
solution
solutionof of(1).
(1).The
Theexpression
expressionin inthe
thefirstfirstparentheses
parenthesesisis
zero,
zero,too, too,since
since
2y’
2y’1 1 = −ae−ax/2==−ay
= −ae −ax/2
−ay1.1.
We
Weare arethusthusleft
leftwith
withu”y u”y1 1==0.0.Hence
Henceu” u”==0.0.By Bytwo two
integrations,
integrations,uu==cc1x1x++cc2.2.
To
Togetgetaasecond
secondindependent
independentsolution solutionyy2 2==uy uy1,1,wewecan can
simply
simplychoose choosecc1 1==1,1,cc2 2==00and andtaketakeuu==x.x.Then Thenyy2 2==xy xy1.1.
Since
Sincethesethesesolutions
solutionsare arenot notproportional,
proportional,they theyform formaa
basis.
Section 2.2 p33
basis. Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Case II. Real Double Root λ = −a/2 (continued 2)

Hence
Henceininthe
thecase
caseof ofaadouble
doubleroot
rootofof(3)
(3)aabasis
basisof
of
solutions
solutionsof
of(1)
(1) on
on any
any interval
intervalisis
ee−ax/2, ,xe
−ax/2
xe−ax/2. .
−ax/2
The
Thecorresponding
correspondinggeneral generalsolution
solutionisis
(7)
(7) yy==(c(c1 ++cc2x)e −ax/2
x)e ..
−ax/2
1 2
WARNING! If λ is a simple root of (4), then (c +

WARNING! If λ is a simple root of (4), then (c1 + c2x)eλx
1 c2 x)eλx
with
withcc2 ≠≠00isisnot
notaasolution
solutionofof(1)
(1)
2

1 1
Case III. Complex Roots  a  i and  a  i
2 2
This
This case occurs if the discriminant a2−−4b
case occurs if the discriminant a 2
4bof
ofthe
the
characteristic
characteristicequation
equation(3) (3)isisnegative.
negative.
In
Inthis
thiscase,
case,thetheroots
rootsofof(3)
(3)are
arethethecomplex
complexλλ==(−½)a (−½)a±±iωiω
that
thatgive
givethethecomplex
complexsolutions
solutionsof ofthetheODE
ODE(1).
(1).
However,
However,we wewill
willshow
showthat
thatwe wecan canobtain
obtainaabasis
basisofofreal
real
solutions
solutions −ax/2
(8)
(8) y = e
y1 = e
1 −ax/2cos ωx,
cos ωx, yy2 = e−ax/2sin
2 = e −ax/2
sinωx
ωx (ω
(ω>>0)0)
where ω 2
2= b − (¼)a .2
where ω = b − (¼)a .
2

1 1
Case III. Complex Root  a  i and  a  i
(continued)
2 2
ItItcan
canbebeverified
verifiedby
bysubstitution
substitutionthat
thatthese
theseare aresolutions
solutionsin
in
the
thepresent
presentcase.
case.
They
Theyform
formaabasis
basison
onany
anyinterval
intervalsince
sincetheir
theirquotient
quotient
cot
cotωx
ωxisisnot
notconstant.
constant.
Hence
Henceaareal
realgeneral
generalsolution
solutionin
inCase
CaseIII
IIIisis
(9)
(9) yy==ee−ax/2
−ax/2(A cos ωx + B sin ωx)
(A cos ωx + B sin ωx) (A,
(A,BBarbitrary)
arbitrary)

Summary of Cases I−III
Case Roots of (2) Basis of (1) General Solution of (1)

Distinct real
I λ1, λ2 e 1x , e 2 x y  c1e 1x  c2 e 2 x .
Real double
root
II e−ax/2, xe−ax/2 y = (c1 + c2x)e−ax/2.
λ = (−½)a
Complex
conjugate e−ax/2 cos ωx
III λ1 = (−½)a + iω e−ax/2 sin ωx y = e−ax/2 (A cos ωx + B sin ωx)
λ2 = (−½)a − iω
Derivation in Case III.

Complex Exponential Function
(11)
(11) eit==cos
eit
costt++i isin
sint,t,
called
calledthe
theEuler
Eulerformula.
formula.

2.3
2.3 Differential
Differential Operators.
Operators.
Optional
Optional

2.3 Differential Operators. Optional
Operational
Operationalcalculus
calculusmeans
meansthe thetechnique
techniqueandandapplication
application
of
ofoperators.
operators.
Here,
Here,an
anoperator
operatorisisaatransformation
transformationthatthattransforms
transformsaa
function
functioninto
intoanother
anotherfunction.
function.
Hence
Hencedifferential
differentialcalculus
calculusinvolves
involvesan anoperator,
operator,the
the
differential
differentialoperator
operatorD, D,which
whichtransforms
transformsaa(differentiable)
(differentiable)
function
functioninto
intoits
itsderivative.
derivative.
In
Inoperator
operatornotation
notationwe writeDD==d/dx
wewrite d/dx
and
and
(1)
(1) Dy
Dy==y’y’==dy/dx.
dy/dx.

For
Foraahomogeneous
homogeneouslinear
linearODE
ODEy”y”++ay’
ay’++by
by==00with
with
constant
constantcoefficients
coefficientswe
wecan
cannow
nowintroduce
introducethethesecond-
second-
order
orderdifferential
differentialoperator
operator
LL==P(D)
P(D) = D2++aD
= D 2
aD++bI,
bI,
where
whereIIisisthe
theidentity
identityoperator
operatordefined
definedby
byIy
Iy==y.y.
Then
Thenwe
wecan canwrite
writethat
thatODE
ODEas as
(2)
(2) Ly
Ly = P(D)y = (D2++aD
= P(D)y = (D 2
aD++bI)y
bI)y==0.0.

PPsuggests
suggests“polynomial.”
“polynomial.”LLisisaalinear
linearoperator.
operator.
By
Bydefinition
definitionthis
thismeans
meansthat
thatififLy andLw
Lyand Lwexist
exist(this
(thisisisthe
the
case
caseififyyand
andwware
aretwice
twicedifferentiable), thenL(cy
differentiable),then L(cy++kw)
kw)
exists
existsfor
forany
anyconstants
constantsccand
andk,k,and
and
L(cy
L(cy++kw)
kw)==cLy
cLy++kLw.
kLw.
The
Thepoint
pointofofthis
thisoperational
operationalcalculus
calculusisisthat
thatP(D)
P(D)can
canbe
betreated
treated
just
justlike
likean
analgebraic
algebraicquantity.
quantity.

2.4
2.4 Modeling
Modeling of
of Free
Free Oscillations
Oscillations
of
of aa Mass—Spring
Mass—Spring System
System

2.4 Modeling of Free Oscillations
of a Mass—Spring System
Linear
LinearODEs
ODEswithwithconstant
coefficientshave
haveimportant
important
applications
applicationsininmechanics,
mechanics,as aswe
weshow
showin inthis
thissection
sectionas
as
well
wellas
asininSec.
Sec.2.8,
2.8,and
andin
inelectrical
electricalcircuits
circuitsas
asweweshow
showin in
Sec.
Sec.2.9.
2.9.
In
Inthis
thissection
sectionwewemodel
modeland
andsolve
solveaabasic
basicmechanical
mechanical
system
systemconsisting
consistingofofaamass
massononananelastic
elasticspring
spring(a(aso-
so-
called
called“mass–spring
“mass–springsystem,”
system,”Fig.
Fig.33),
33),which
whichmoves
movesupup
and
anddown.
down.

Setting Up the Model

We
Wetake
takean anordinary
ordinarycoil
coilspring
springthat
thatresists
resistsextension
extensionas as
well
wellas
ascompression.
compression.
We
Wesuspend
suspendititvertically
verticallyfrom
fromaafixed
fixedsupport
supportandandattach
attachaa
body
bodyatatits
itslower
lowerend,
end,for
forinstance,
instance,an
aniron
ironball,
ball,as
asshown
shown
in
inFig.
Fig.33.
33.
We
Welet
letyy==00denote
denotethe
theposition
positionof
ofthe
theball
ballwhen
whenthethe
system
systemisisatatrest
rest(Fig.
(Fig.33b).
33b).
Furthermore,
Furthermore,we wechoose
choosethethedownward
downwarddirection
directionasas
positive,
positive,thus
thusregarding
regardingdownward
downwardforces
forcesas
aspositive
positiveand
and
upward
upwardforces
forcesas
asnegative.
negative.

Setting Up the Model (continued 1)
Fig. 33. Mechanical mass–spring system

Fig. 33. Mechanical mass–spring system

WeWenow nowletletthe
theballballmove,
move,as asfollows.
follows.We Wepullpullititdown
downbyby
ananamount
amountyy>>00(Fig. (Fig.33c).
33c).
This
Thiscauses
causesaaspring
springforceforce
(1)
(1) FF1 ==−ky
−ky (Hookes’s
(Hookes’s law)
law)
1
proportional
proportionalto tothethestretch
stretchy,y,with
withkk(> (>0)0)called
calledthe
thespring
spring
constant.
constant.
The
Theminus
minussignsignindicates
indicatesthatthatFF1 1points
pointsupward,
upward,against
against
the
thedisplacement.
displacement.
ItItisisaarestoring
restoringforce:
force:ItItwants
wantsto torestore
restorethethesystem,
system,that
thatis,
is,
totopull
pullititback
backto toyy==0.0.
Stiff
Stiffsprings
springshave
havelargelargek.k.

Note
Notethat
thatan anadditional
additionalforce force−F −F0 0isispresent
presentin inthe
thespring,
spring,
caused
causedby bystretching
stretchingititin infastening
fasteningthe theball,
ball,but
butFF0 0has
hasnono
effect
effecton
onthe themotion
motionbecause
becauseititisisin inequilibrium
equilibriumwith withthe the
weight
weightW Wof ofthe
theball,
ball,
−F
−F0 0==W W==mg,mg,
where g = 980 cm/sec 2
2= 9.8 m/sec 2= 32.17 ft/sec 2is
2
where g = 980 cm/sec = 9.8 m/sec = 32.17 ft/sec is
2
the
theconstant
constantof ofgravity
gravityatatthe theEarth’s
Earth’ssurface
surface(not
(notto tobe
be
confused
confused with
with the
the universal
universal gravitational
gravitational constant
constant
GG==gR
gR/M
2
2
/M==6.67
6.676· ·10
10−11nt
−11
ntm m/kg
2
2
/kg,2,which
2
which wewe shall
shall not
not need;
need;
here
hereRR==6.376.37· ·10
106m mand
andM M==5.98 5.98· ·101024kg
24
kg
are
arethe
theEarth’s
Earth’sradius
radiusand andmass,
mass,respectively).
respectively).

The
Themotion
motionofofour
ourmass–spring
mass–springsystem
systemisisdetermined
determinedby
by
Newton’s
Newton’ssecond
secondlaw
law
(2)
(2) Mass
Mass××Acceleration
Acceleration==my”
my”==Force
Force
where
where y” = d y/dt2and
y” = d2
y/dt
2
2
and“Force”
“Force”isisthe
theresultant
resultantof
ofall
allthe
the
forces
forcesacting
actingon onthe
theball.
ball.

ODE of the Undamped System

Every
Everysystem
systemhas
hasdamping.
damping.Otherwise
Otherwiseititwould
wouldkeep
keep
moving
movingforever.
forever.
But
Butififthe
thedamping
dampingisissmall
smalland
andthethemotion
motionof
ofthe
thesystem
system
isisconsidered
consideredoveroveraarelatively
relativelyshort
shorttime,
time,we
wemay
may
disregard
disregarddamping.
damping.
Then
ThenNewton’s
Newton’slaw lawwith
withFF==−F−F1 1gives
givesthe
themodel
model
my”
my”==−F −F1 ==−ky;
−ky;thus
thus
1
(3)
(3) my”
my”++ky
ky==0.0.

ODE of the Undamped System (continued 1)

This
Thisisisaahomogeneous
homogeneouslinear
linearODE
ODEwithwithconstant
constant
coefficients.
coefficients.AAgeneral
generalsolution
solutionisisobtained,
obtained,namely
namely
k
(4)
(4) y(t)
y(t)==AAcos
cosωω0t0t++BBsin
sinωω0t0t 0  .
m
This
Thismotion
motionisiscalled
calledaaharmonic
harmonicoscillation
oscillation(Fig.
(Fig.34,
34,see
see
next
nextslide).
slide).

Fig. 34. Typical harmonic oscillations (4) and (4*) with the same y(0) = A
Fig. 34. Typical harmonic oscillations (4) and (4*) with the same y(0) = A
and different initial velocities y′(0) = ω0B, positive 1 , zero 2 , negative 3
and different initial velocities y′(0) = ω0B, positive 1 , zero 2 , negative 3

Its
Itsfrequency
frequencyisisf f==ωω0/2π
/2πHertz
Hertz(=
(=cycles/sec)
cycles/sec)because
because cos
cos
0
and
andsinsinin
in(4)
(4)have
havethe theperiod
period2π/ω
2π/ω0.0.
The
Thefrequency
frequencyf fisiscalled
calledthe
thenatural
naturalfrequency
frequencyof
ofthe
the
system.
system.


An
Analternative
alternativerepresentation
representationof of(4),
(4),which
whichshows
showsthe
the
physical
physicalcharacteristics
characteristicsof
ofamplitude
amplitudeand andphase
phaseshift
shiftof
of
(4),
(4),isis
(4*)
(4*) y(t)
y(t)==CCcos
cos(ω
(ω0tt−−δ)
δ)
0
with C  A 2  B2
with
and
andphase
phaseangle
angleδ,δ,where
wheretan
tanδδ==B/A.
B/A.

ODE of the Damped System
To
Toour
ourmodel
modelmy”
my”==−ky−kywe
wenow
nowaddaddaadamping
dampingforce
force
FF2 ==−cy’,
−cy’,
2
obtaining
obtainingmy”
my”==−ky
−ky−−cy’;
cy’;
thus
thusthe
theODE
ODEofofthe
thedamped
dampedmass–spring
mass–springsystem
systemisis
(5)
(5) my”
my”++cy’
cy’++ky
ky==0.0. (Fig.
(Fig.36)
36)
Physically
Physicallythis
thiscan
canbebedone
doneby byconnecting
connectingthe
theball
ballto
toaa
dashpot;
dashpot;seeseeFig.
Fig.3636(next
(nextslide).
slide).
We
Weassume
assumethisthisdamping
dampingforceforcetotobe
beproportional
proportionalto
tothe
the
velocity
velocityy’y’==dy/dt.
dy/dt.This
Thisisisgenerally
generallyaagood
goodapproximation
approximation
for
forsmall
smallvelocities.
velocities.

ODE of the Damped System (continued 1)
Fig. 36. Damped system

Fig. 36. Damped system
The
Theconstant
constantccisiscalled
calledthe
thedamping
dampingconstant.
constant.Let
Letususshow
show
that
thatccisispositive.
positive.
Indeed,
Indeed,the thedamping
dampingforceforceFF2 2==−cy’
−cy’acts
actsagainst
againstthe
the
motion;
motion;hence
hencefor
foraadownward
downwardmotion motionwe wehave
havey’y’>>0,0,
which
whichfor forpositive
positiveccmakes
makesFFnegative
negative(an(anupward
upwardforce),
force),
as
asititshould
shouldbe.
be.
Similarly,
Similarly,forforan
anupward
upwardmotion
motionwe wehave
havey’y’<<0,0,which
whichforfor
cc>>00makes
makesFF2 positive
positive(a (adownward
downwardforce).
force).
2

The
TheODE
ODE(5)(5)isishomogeneous
homogeneouslinearlinearand
andhashasconstant
constant
coefficients.
coefficients.Hence
Hencewe wecan
cansolve
solveititby
bythe
themethod
methodinin
Sec.
Sec.2.2.
2.2.The
Thecharacteristic
equationisis(divide
(divide(5)
(5)by
bym)
m)
c k
 2     0.
m m
By
Bythe
theusual
usualformula
formulafor forthe
theroots
rootsofofaaquadratic
quadraticequation
equation
we
weobtain,
obtain,asasininSec.
Sec.2.2,
2.2,
(6)
(6) λλ1 1==−α
−α++β,β,λλ1 1==−α
−α−−ββ
c 1
where   and   c 2  4mk .
2m 2m

ItItisisnow
nowinteresting
interestingthat
thatdepending
dependingon onthe
theamount
amountof
of
damping
dampingpresent—whether
present—whetheraalot lotof
ofdamping,
damping,aamedium
medium
amount
amountof ofdamping,
damping,or orlittle
littledamping—three
damping—threetypes
typesof
of
motions
motionsoccur,
occur,respectively:
respectively:
Case
Case I. c2>>4mk.
I. c 2
4mk. Distinct
Distinctreal
realroots
rootsλλ1,1,λλ2.2. (Overdamping)
(Overdamping)
Case
Case II. c2==4mk.
II. c 2
4mk. AAreal
realdouble
doubleroot.
root. (Critical
(Criticaldamping)
damping)
Case
Case III. c2<<4mk.
III. c 2
4mk. Complex
Complexconjugate
conjugateroots.
roots. (Underdamping)
(Underdamping)

Discussion of the Three Cases
Case
CaseI.I. Overdamping
Overdamping
the damping constant c is so large that c2>>4mk,
IfIfthe damping constant c is so large that c 4mk,then
2
then
λλ1 andand λλ2 are
are distinct
distinct real
real roots.
roots.
1 2
InInthis
thiscase
casethe thecorresponding
corresponding general
general solution
solution of
of(5)
(5)isis
(7)
(7) y(t) = c
y(t) = c1 1ee−(α−β)t
−(α−β)t++ c2 2e−(α+β)t. .
c e −(α+β)t
WeWesee seethat
thatin inthis
thiscase,
case,damping
dampingtakes takesout
outenergy
energyso so
quickly
quicklythat thatthe thebody
bodydoes doesnot notoscillate.
oscillate.
For
Fortt>>00bothboth exponents
exponents inin (7)
(7) are
are negative
negative because
because αα>>0,0,
ββ>>0,0,and β 2
2= α 2− k/m < α .2
2
and β = α − k/m < α .
2
Hence both terms in (7) approach zero as t  .

Hence both terms in (7) approach zero as
Practically
Practicallyspeaking,
speaking,after afteraasufficiently
sufficientlylong longtime,
time,the
themass
mass
will
willbe beatatrest
restatatthe thestatic
staticequilibrium
equilibriumposition
position(y (y==0).
0).
Figure
Figure37 37shows
shows(7) (7)for
forsome
sometypical typicalinitial
initialconditions.
conditions.
Discussion of the Three Cases (continued 1)
Case
CaseI.I. Overdamping
Overdamping(continued)
(continued)
Fig. 37. Typical motions (7) in the overdamped case

Fig. 37. Typical motions (7) in the overdamped case
(a) Positive initial displacement
(a) Positive initial displacement
(b) Negative initial displacement
(b) Negative initial displacement
Case
CaseII.II. Critical
CriticalDamping
Damping
Critical
Criticaldamping
dampingisisthe theborder
bordercase casebetween
betweennonoscillatory
nonoscillatory
motions
motions(Case(CaseI)I)andandoscillations
oscillations(Case (CaseIII).
III).ItItoccurs
occurs2ififthethe
characteristic
equationhas hasaadouble
doubleroot, root,that
thatis, is,ififcc2==4mk,
4mk,
sosothat
thatββ==0,0,λλ1 1==λλ2 2==−α.
−α.
Then
Thenthethecorresponding
correspondinggeneral generalsolution
solutionof of(5)(5)isis
(8)
(8) y(t)
y(t) = (c1 + c2t)e−αt. .
= (c1 + c 2 t)e−αt
This
Thissolution
solutioncan canpass
passthrough
through the
the equilibrium
equilibrium position
position
yy==00atatmost
mostonce oncebecause
becauseee−αtisisnever
−αt
neverzero
zeroandandcc1 1++cc2t2t
can
canhave
haveatatmostmostone onepositive
positivezero. zero.
IfIfboth
bothcc1 1++cc2 2are
arepositive
positive(or (orboth
bothnegative),
negative),itithashasno no
positive
positivezero,
zero,so sothat
thatyydoes
doesnot notpasspassthrough
through00atatall. all.
Case
CaseII.
II. Critical
Criticaldamping
damping(continued)
(continued)
Figure
Figure3838shows
showstypical
typical
forms
formsofof(8).
(8).Note
Notethat
that
they
theylook
lookalmost
almostlike
like
those
thosein
inthe
theprevious
previous
figure
figure(Figure
(Figure37).
37).
Fig. 38. Critical damping [see (8)]

Fig. 38. Critical damping [see (8)]
Case
CaseIII.
III. Underdamping
Underdamping
This
Thisisisthe
themost
mostinteresting
interesting2case.
case.ItItoccurs
occursififthe
thedamping
damping
constant
constantccisisso
sosmall
smallthat
thatcc2<<4mk.
4mk.ThenThenββinin(6)
(6)isisno
nolonger
longer
real
realbut
butpure
pureimaginary,
imaginary,say,
say,
1 k c2
(9)
(9)
  i * where  * = 4mk  c 2   (  0).
2m m 4 m2
(We
(Wenow writeω*
nowwrite ω*to reserveωωfor
toreserve fordriving
drivingand
and
electromotive
electromotiveforces
forcesin
inSecs.
Secs.2.8
2.8and
and2.9.)
2.9.)

Case
CaseIII.
III. Underdamping
Underdamping(continued 1)
(continued 1)
The
Theroots
rootsofofthe
thecharacteristic
equationare arenow
nowcomplex
complex
conjugates,
conjugates,
λλ1 ==−α
−α ++iω*,
iω*,λλ2 ==−α
−α−−iω*
iω*
1 2
with
withαα==c/(2m),
c/(2m),as
asgiven
givenin in(6).
(6).Hence
Hencethe thecorresponding
corresponding
general
generalsolution
solutionisis
(10)
(10) y(t)
y(t) = e (A cos ω*t + B sin ω*t) = Ce−αtcos
= e−αt
−αt(A cos ω*t + B sin ω*t) = Ce−αt
cos(ω*t
(ω*t−−δ)δ)
2= A 2+ B 2and tan δ = B/A, as in (4*).
2 2
where C2
where C = A + B and tan δ = B/A, as in (4*).

Case
CaseIII.
III. Underdamping
(continued 2)
This
Thisrepresents
representsdamped
dampedoscillations.
oscillations. Their
Their curve
curve lies
liesbetween
between
the
thedashed
dashedcurves
curvesyy==Ce Ce−αtand
−αt
andyy==−Ce −Ce−αtininFig.
−αt
Fig.39,
39,touching
touching
them
themwhen
whenω*tω*t−−δδisisan
aninteger
integermultiple
multipleofofππbecause
becausethese
theseare
are
the
thepoints
pointsatatwhich
whichcos
cos(ω*t
(ω*t−−δδ))equals
equals11or or−1.
−1.
The
Thefrequency
frequencyisisω*/(2π)
ω*/(2π)Hz Hz(hertz,
(hertz,cycles/sec).
cycles/sec).FromFrom(9)(9)we
we
see
seethat
thatthe
thesmaller
smallercc(>0)
(>0)is,is,the
thelarger
largerisisω*ω*and
andthe
themore
morerapid
rapid
the
theoscillations
oscillationsbecome.
become.IfIfccapproaches
approaches0,0,then thenω*
ω*approaches
approaches
0  k / m ,
giving
givingthetheharmonic
harmonicoscillation
oscillation(4), (4),whose
whosefrequency
frequencyωω0/(2π)
0/(2π)
isisthe
thenatural
naturalfrequency
frequencyofofthe thesystem.
system.

Case
CaseIII.
III. Underdamping
(continued 3)
Fig. 39. Damped oscillation in Case III [see (10)]

Fig. 39. Damped oscillation in Case III [see (10)]
2.5
2.5 Euler—Cauchy
Euler—Cauchy Equations
Equations

2.5 Euler—Cauchy Equations
Euler–Cauchy
Euler–Cauchy equations
equations are
are ODEs
ODEs of
ofthe
theform
form
(1)
(1) xxy”
2
2
y”++axy’
axy’++by
by==00
with
withgiven
givenconstants
constantsaaand andbbandandunknown
unknownfunction
functiony(x).
y(x).
We
Wesubstitute
substitute m
yy==xxm, , y’y’==mx m−1
mx ,m−1, y” = m(m − 1)x
y” = m(m − 1)xm−2
m−2
into
into(1).
(1).This
This gives
gives m−2
xxm(m
2
2 − 1)x m−2+ axmx m−1+ bx m= 0
m−1
m(m − 1)x +m axmx + bx = 0
m
and
andwewenow
nowsee seethat
thatyy==xxmwas
wasaarather
rathernatural
natural choice
choice
because
becausewe wehave
haveobtained
obtainedaacommon
commonfactor factorxxm. .Dropping
m
Droppingit, it,
we
wehave
have2 the
theauxiliary
auxiliaryequation
equationm(m m(m−−1)1)++am am++bb==00or or
(2)
(2) mm2++(a(a−−1)m 1)m++bb==0.0. (Note:
(Note:aa−−1,1,not
nota.)
a.)

Euler–Cauchy
Euler–Cauchyequations
equations (continued)
(continued)
Hence
Hence y = xmisisaasolution
y = x m
solutionof
of(1)
(1)ififand
andonly
onlyififmmisisaaroot
rootof
of
(2).
(2).The
Theroots
rootsof
of(2)
(2)are
are
1 1 1 1
(3) m 
(3) 1 2 (1  a )  (1  a 2
)  b, m2  (1  a)  (1  a2 )  b.
4 2 4

Case
CaseI.I.Real
Realdifferent
differentroots
rootsmm1 1and
andmm2 2give
givetwo
tworeal
real
solutions
solutions y ( x)  x m1 and y ( x)  x m2 .
1 2
These
Thesearearelinearly
linearlyindependent
independentsince sincetheir
theirquotient
quotientisisnot
not
constant.
constant.Hence
Hencethey theyconstitute
constituteaabasis
basisofofsolutions
solutionsofof(1)
(1)for
for
all
allxxfor
forwhich
whichtheytheyare
arereal.
real.The
Thecorresponding
correspondinggeneral
general
solution
solutionfor
forall
allthese
thesexxisis
(4) y1 ( x)  c1 x m1  c2 x m2 (c(c1, ,cc2 arbitrary).
(4) 1 2 arbitrary).

Case
CaseII.
II.AAreal
realdouble
doubleroot
root
1 1
m1  (1  a) occurs if and only if b  ( a  1) 2 because then
2 4
1
(2) becomes [ m  ( a  1)]2 , as can be readily verified. Then
2
aasolution
solution is y1 = x(1−a)/2, ,and
is y1 = x(1−a)/2
and(1)
(1)isisof
ofthe
theform
form
1 a (1  a)2
(5) x y  axy  (1  a) y  0 or y  y 
2 2
y  0.
(5) 4 x 4x 2

Case
CaseII.
II.(continued)
(continued)
Thus,
Thus,yy2 2==uy
uy1 1==yy1lnlnx,x,and
andyy1 and
and yy2 are
arelinearly
linearlyindependent
independent
1 1 2
since
sincetheir
theirquotient
quotientisisnot notconstant.
constant.The Thegeneral
generalsolution
solution
corresponding
correspondingto tothis
thisbasis
basisisis
1
(6) yy==(c(c1 ++cc2 ln x)x)xx , ,
m m  (1  a).
(6) 1 2 ln m
2

Case
CaseIII.
III.Complex
Complexconjugate
conjugateroots
rootsare
areofofminor
minorpractical
practical
importance,
importance,and
andwe
wediscuss
discussthe
thederivation
derivationofofreal
real
solutions
solutionsfrom
fromcomplex
complexones
onesjust
justin
interms
termsof
ofaatypical
typical
example.
example.

EXAMPLE 3
Real
RealGeneral
GeneralSolution
Solutionin inthe
theCase Caseof ofComplex
ComplexRoots Roots
The
The Euler–Cauchy equation xy”
Euler–Cauchy equation x 2
2
y”++0.6xy’
0.6xy’++16.04y
16.04y==00
has
has the auxiliary equation m2−−0.4m
the auxiliary equation m 2
0.4m++16.04
16.04==0.0.
The
Theroots
rootsare
arecomplex
complexconjugate
conjugate
mm1 ==0.2 + 4i and m = 0.2 − 4i, where i  1.
0.2 + 4i and m = 0.2 − 4i, where
1
2
2
The
Thecorresponding
correspondingreal
realgeneral
generalsolution
solutionfor
forall
allpositive
positivexxisis
(8)
(8) yy==xx0.20.2[A
[Acos
cos(4(4ln sin(4
lnx)x)++BBsin (4lnlnx)].
x)].

Figure
Figure4848shows
showstypical
typicalsolution
solutioncurves
curvesin
inthe
thethree
threecases
cases
discussed,
discussed,ininparticular
particularthe
thereal
realbasis
basisfunctions
functionsin
inExamples
Examples
11and
and3.3.
Fig. 48. Euler–Cauchy equations

Fig. 48. Euler–Cauchy equations

2.6
2.6 Existence
Existence and
and Uniqueness
Uniqueness
of
of Solutions.
Solutions. Wronskian
Wronskian

2.6 Existence and Uniqueness of Solutions. Wronskian
In
Inthis
thissection
sectionwe
weshall
shalldiscuss
discussthe
thegeneral
generaltheory
theoryof
of
homogeneous
homogeneouslinear
linearODEs
ODEs
(1)
(1) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==00
with
withcontinuous,
continuous,butbutotherwise
otherwisearbitrary,
arbitrary,variable
variable
coefficients
coefficientsppand
andq.q.
This
Thiswill
willconcern
concernthetheexistence
existenceand
andform
formofofaageneral
general
solution
solutionofof(1)
(1)as
aswell
wellasasthe
theuniqueness
uniquenessof ofthe
thesolution
solutionof
of
initial
initialvalue
valueproblems
problemsconsisting
consistingofofsuch
suchananODE
ODEandandtwo
two
initial
initialconditions
conditions
(2)
(2) y(x
y(x0)0)==KK0,0, y’(x
y’(x0)0)==KK1 1
with
withgiven
givenxx0, ,KK0, ,and
andKK1. .
0 0 1

The
Thetwo
twomain
mainresults
resultswill
willbebeTheorem
Theorem1,1,stating
statingthat
thatsuch
such
an
aninitial
initialvalue
valueproblem
problemalways
alwayshas
hasaasolution
solutionwhich
whichisis
unique,
unique,andandTheorem
Theorem4,4,stating
statingthat
thataageneral
generalsolution
solution
(3)
(3) yy==cc1yy1 ++cc2yy2 (c(c1, ,cc2 arbitrary)
1 1 2 2 1 2 arbitrary)
includes
includesall
allsolutions.
solutions.HenceHencelinear
linearODEs
ODEswithwithcontinuous
continuous
coefficients
coefficientshave
haveno no“singular
“singularsolutions”
solutions”(solutions
(solutionsnot not
obtainable
obtainablefrom
fromaageneral
generalsolution).
solution).

Theorem 1
Existence
Existenceand andUniqueness
UniquenessTheorem
Theorem
for
forInitial
InitialValue
ValueProblems
Problems
IfIfp(x)
p(x)and
andq(x)
q(x)are
arecontinuous
continuousfunctions
functionsononsome
someopen
openinterval
intervalII
(see
(seeSec.
Sec.1.1)
1.1)and
andxx0 0isison
onI,I,then
thenthe
theinitial
initialvalue
valueproblem
problem
consisting
consistingofof(1)
(1)and
and(2) (2)has
hasaaunique
uniquesolution
solutiony(x)
y(x)on
onthe
theinterval
intervalI.I.

Linear Independence of Solutions

AAgeneral
generalsolution
solutionon onan anopen
openinterval
intervalIIisismademadeup upfrom
fromaa
basis
basisyy1,1,yy2 2on
onI,I,that
thatis,
is,from
fromaapair pairof oflinearly
linearlyindependent
independent
solutions
solutionson onI.I.Here
Herewe wecall
callyy1,1,yy2 2linearly
linearlyindependent
independenton onIIifif
the
theequation
equation
(4)
(4) kk1yy1(x)
(x)++kk2yy2(x)
(x)==00 on on II implies
implies kk1 ==0,0,kk2 ==0.0.
1 1 2 2 1 2
We
Wecall
callyy1,1,yy2 2linearly
linearlydependent
dependenton onIIififthis
thisequation
equationalso also
holds
holdsfor
forconstants
constantskk1,1,kk2 2notnotboth
both0.0.In Inthis
thiscase,
case,and andonly
onlyin in
this
thiscase,
case,yy1 1andandyy2 2are
areproportional
proportionalon onI,I,that
thatisis(see
(seeSec.
Sec.2.1),
2.1),
(5)
(5) (a)
(a) yy1 ==ky ky2 or or (b) (b) yy2 ==lyly1 for
forall
allononI.I.
1 2 2 1

Theorem 2
Linear
LinearDependence
Dependenceand
andIndependence
Independenceof
ofSolutions
Solutions
Let
Letthe
theODE
ODE(1) (1)have
havecontinuous
continuouscoefficients
coefficientsp(x)
p(x)andandq(x)
q(x)on
onanan
open
openinterval
intervalI.I.Then
Thentwo
twosolutions
solutionsyy1 1and
andyy2 2ofof(1)
(1)on
onIIare
arelinearly
linearly
dependent
dependenton onIIififand
andonly
onlyififtheir
their“Wronskian”
“Wronskian”
(6)
(6) W(y
W(y1,1,yy2)2)==yy1y1y2’2’−−yy2y2y1’1’
isis00atatsome
somexx0 0ininI.I.Furthermore,
Furthermore,ififW W==00atatan
anxx==xx0 0ininI,I,then
then
W W==00 on onI;I;hence,
hence,ififthere
thereisisan
anxx1 1ininIIatatwhich
whichWWisisnotnot0,0,
then
thenyy1, ,yy2 are
arelinearly
linearlyindependent
independenton onI.I.
1 2

Remark.
Determinants.
Determinants.Students
Studentsfamiliar
familiarwith
withsecond-order
second-order
determinants
determinantsmay
mayhave
havenoticed
noticedthat
that
y1 y2
W ( y1 , y2 )   y1 y2  y2 y1 .
y1 y2
This
Thisdeterminant
determinantisiscalled
calledthe
theWronski
Wronskideterminant
determinantor, or,
briefly,
briefly,the
theWronskian,
Wronskian,ofoftwo
twosolutions
solutionsyy1 1and
andyy2 2of
of(1),
(1),as
as
has
hasalready
alreadybeen
beenmentioned
mentionedin in(6).
(6).Note
Notethat
thatitsitsfour
fourentries
entries
occupy
occupythethesame
samepositions
positionsasasin
inthe
thelinear
linearsystem
system(7).(7).

A General Solution of (1) Includes All

Solutions
Theorem 3
Existence
Existenceof
ofaaGeneral
GeneralSolution
Solution
IfIfp(x)
p(x)and
andq(x)
q(x)are
arecontinuous
continuouson
onan
anopen
openinterval
intervalI,I,then
then(1)
(1)has
hasaa
general
generalsolution
solutionon
onI.I.

Theorem 4
AAGeneral
GeneralSolution
SolutionIncludes
IncludesAll
AllSolutions
Solutions
IfIfthe
theODE
ODE(1)
(1)hashascontinuous
continuouscoefficients
coefficientsp(x)
p(x)and
andq(x)
q(x)on onsome
some
open
openinterval
intervalI,I,then
thenevery
everysolution
solutionyy==Y(x)
Y(x)ofof(1)
(1)on
onIIisisofofthe
theform
form
(8)
(8) Y(x)
Y(x)==CC1y1y1(x)
(x)++CC2yy2(x)
1 2 2(x)
where
whereyy1,1,yy2 2isisany
anybasis
basisofofsolutions
solutionsofof(1)
(1)on
onIIand
andCC1,1,CC2 2are
are
suitable
suitableconstants.
constants.
Hence
Hence(1) (1)does
doesnotnothave
havesingular
singularsolutions
solutions(that(thatis,
is,solutions
solutions
not
notobtainable
obtainablefrom fromaageneral
generalsolution).
solution).

2.7
2.7 Nonhomogeneous
Nonhomogeneous ODEs
ODEs

2.7 Nonhomogeneous ODEs
We
Wenow
nowadvance
advancefrom
fromhomogeneous
homogeneousto
tononhomogeneous
nonhomogeneous
linear
linearODEs.
ODEs.
Consider
Considerthe
thesecond-order
second-ordernonhomogeneous
nonhomogeneouslinear linearODE
ODE
(1)
(1) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==r(x)
r(x)
where
wherer(x)
r(x)≠≠0.We
0.Weshall
shallsee
seethat
thataa“general
“generalsolution”
solution”of
of(1)
(1)
isisthe
thesum
sumof ofaageneral
generalsolution
solutionofofthe
thecorresponding
corresponding
homogeneous
homogeneousODE ODE
(2)
(2) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==00
and
andaa“particular
“particularsolution”
solution”ofof(1).
(1).These
Thesetwo
twonewnewterms
terms
“general
“generalsolution
solutionof
of(1)”
(1)”and
and“particular
“particularsolution
solutionof
of(1)”
(1)”are
are
defined
definedas
asfollows.
follows.

DEFINITION
General
GeneralSolution,
Solution,Particular
ParticularSolution
Solution
AAgeneral
generalsolution
solutionof ofthe
thenonhomogeneous
nonhomogeneousODE
ODE(1)
(1)on
onan
an
open
openinterval
intervalIIisisaasolution
solutionof
ofthe
theform
form
(3)
(3) y(x)
y(x)==yyh(x)(x)++yyp(x);
h p(x);
here,yyh h==cc1y1y1 1++cc2y2y2 2isisaageneral

here, generalsolution
solutionof ofthe
thehomogeneous
homogeneous
ODE
ODE(2) (2)ononIIand andyyp pisisany anysolution
solutionof of(1)
(1)on
onIIcontaining
containingno
no
arbitrary
arbitraryconstants.
constants.
AAparticular
particularsolution
solutionof of(1)
(1)on
onIIisisaasolution
solutionobtained
obtained
from
from(3)(3)bybyassigning
assigningspecific specificvalues
valuesto tothe
thearbitrary
arbitraryconstants
constants
cc1 and
andcc2 in
inyyh. .
1 2 h

THEOREM 1
Relations
Relationsof ofSolutions
Solutionsof of(1)
(1)to
toThose
Thoseof of(2)
(2)
(a)
(a)The
Thesum
sumofofaasolution
solutionyyofof(1)
(1)on
onsome
someopen
openinterval
intervalIIand
andaa
solution
solutionỹỹofof(2)
(2)on
onIIisisaasolution
solutionofof(1)
(1)on
onI.I.In
Inparticular,
particular,(3)
(3)isisaa
solution
solutionofof(1)
(1)on
onI.I.
(b)
(b)The
Thedifference
differenceofoftwo
twosolutions
solutionsofof(1)
(1)on
onIIisisaasolution
solutionofof(2)
(2)on
onI.I.

THEOREM 2
AAGeneral
GeneralSolution
Solutionof
ofaaNonhomogeneous
NonhomogeneousODE
ODE
Includes
IncludesAll
AllSolutions
Solutions
IfIfthe
thecoefficients
coefficientsp(x),
p(x),q(x),
q(x),and
andthe
thefunction
functionr(x)
r(x)in
in(1)
(1)are
are
continuous
continuouson onsome
someopen
openinterval
intervalI,I,then
thenevery
everysolution
solutionofof(1)
(1)on
onIIisis
obtained
obtainedby byassigning
assigningsuitable
suitablevalues
valuestotothe
thearbitrary
arbitraryconstants
constants
cc1 and
andcc2 ininaageneral
generalsolution
solution(3)
(3)ofof(1)
(1)on
onI.I.
1 2

Method of Undetermined Coefficients

To
Tosolve
solvethe
thenonhomogeneous
nonhomogeneousODE ODE(1) (1)ororan
aninitial
initialvalue
value
problem
problemforfor(1),
(1),we
wehave
havetotosolve
solvethe
thehomogeneous
homogeneousODE ODE(2)(2)and
and
find
findany
anysolution
solutionyyp pofof(1),
(1),so
sothat
thatweweobtain
obtainaageneral
generalsolution
solution
(3)
(3)of
of(1).
(1).
How
Howcan canwewefind
findaasolution
solutionyyp pof
of(1)?
(1)?
One
Onemethod
methodisisthe theso-called
so-calledmethod
methodof ofundetermined
undetermined
coefficients.
coefficients.ItItisismuch
muchsimpler
simplerthan
thananother,
another,more
moregeneral,
general,
method
method(given
(givenin inSec.
Sec.2.10).
2.10).Since
Sinceititapplies
appliestotomodels
modelsof of
vibrational
vibrationalsystems
systemsand andelectric
electriccircuits
circuitstotobe
beshown
shownin inthe
the
next
nexttwo
twosections,
sections,ititisisfrequently
frequentlyused usedin inengineering.
engineering.

Method of Undetermined Coefficients (continued)

More
Moreprecisely,
precisely,the themethod
undeterminedcoefficients
coefficientsisis
suitable
suitableforforlinear
linearODEs
ODEswith withconstant
coefficientsaaand andbb
(4)
(4) y”
y”++ay’ay’++byby==r(x)
r(x)
when
whenr(x)r(x)isisananexponential
exponentialfunction,
function,aapower
powerof ofx,x,aacosine
cosine
or
orsine,
sine,or
orsums
sumsor orproducts
productsof ofsuch
suchfunctions.
functions.These
These
functions
functionshavehavederivatives
derivativessimilar
similarto tor(x)
r(x)itself.
itself.This
Thisgives
gives
the
theidea.
idea.
We
Wechoose
chooseaaform formforforyyp psimilar
similartotor(x),
r(x),but
butwith
withunknown
unknown
coefficients
coefficientsto tobe
bedetermined
determinedby bysubstituting
substitutingthatthatyyp pand
andits
its
derivatives
derivativesinto intothe
theODE.
ODE.TableTable2.12.1on
onp.p.82
82shows
showsthe the
choice
choiceof ofyyp pfor
forpractically
practicallyimportant
importantformsformsof ofr(x).
r(x).
Corresponding
Correspondingrules rulesare
areas asfollows.
follows.
Choice
ChoiceRules
Rulesfor
forthe
theMethod
Methodof ofUndetermined
UndeterminedCoefficients
Coefficients
(a)
(a)Basic
BasicRule.
Rule.IfIfr(x)
r(x)in
in(4)
(4)isisone
oneofofthe
thefunctions
functionsin inthe
thefirst
first
column
columnin inTable
Table2.1,
2.1,choose
chooseyyp pin
inthe
thesame
sameline
lineand
anddetermine
determineits its
undetermined
coefficientsbybysubstituting
substitutingyyp pand
andits
itsderivatives
derivativesinto
into
(4).
(4).
(b)
(b)Modification
ModificationRule. Rule.IfIfaaterm
termin inyour
yourchoice
choicefor
foryyp phappens
happenstoto
be
beaasolution
solutionofofthe
thehomogeneous
homogeneous ODE
ODE corresponding
corresponding toto(4),
(4),
multiply
multiplythis
thisterm
termbybyxx(or
(orbybyxx2ififthis
2
thissolution
solutioncorresponds
correspondstotoaa
double
doubleroot
rootofofthe
thecharacteristic
equationofofthe
thehomogeneous
homogeneousODE). ODE).
(c)
(c)Sum
SumRule.
Rule.IfIfr(x)
r(x)isisaasum
sumofoffunctions
functionsininthe
thefirst
firstcolumn
columnofof
Table
Table2.1,
2.1,choose
choosefor
foryyp pthe
thesum
sumofofthe
thefunctions
functionsininthe
the
corresponding
correspondinglines
linesofofthethesecond
secondcolumn.
column.
The
TheBasic
BasicRule
Ruleapplies
applieswhenwhenr(x)r(x)isisaasingle
singleterm.
term.
The
TheModification
ModificationRule Rulehelps
helpsininthe
theindicated
indicatedcase,
case,and
andto to
recognize
recognizesuchsuchaacase,
case,we wehave
haveto tosolve
solvethe
thehomogeneous
homogeneous
ODE
ODEfirst.
first.
The
TheSum
SumRule
Rulefollows
followsby bynoting
notingthatthatthe
thesum
sumof oftwo
twosolutions
solutions
of
of(1)
(1)with
withrr==rr1 1and
andrr==rr2 2(and
(andthethesame
sameleft
leftside!)
side!)isisaasolution
solution
of
of(1)
(1)with
withrr==rr1 1++rr2.2.(Verify!)
(Verify!)
The
Themethod
methodisisself-correcting.
self-correcting.AAfalse falsechoice
choicefor
foryyp por
orone
one
with
withtoo
toofew
fewterms
termswill willlead
leadtotoaacontradiction.
contradiction.AAchoice
choicewithwith
too
toomany
manytermstermswill
willgivegiveaacorrect
correctresult,
result,with
withsuperfluous
superfluous
coefficients
coefficientscoming
comingout outzero.
zero.

Table 2.1 Method of Undetermined Coefficients
Term in r(x) Choice for yp(x)

keγx Ceγx
kxn (n = 0, 1,… ) Knxn + Kn−1xn−1 + … + K1x + K0

k cos ωx
k sin ωx
}Kcos ωx + Msin ωx
keαx cos ωx
ke sin ωx
αx }e αx
(Kcos ωx + Msin ωx)

EXAMPLE 2 Application of the Modification Rule (b)

Solve
Solvethe
theinitial
initialvalue
valueproblem
problem
(6)
(6) y”
y” + 3y’ + 2.25y = −10e−1.5x, ,y(0)
+ 3y’ + 2.25y = −10e −1.5x
y(0)==1,1,y’(0)
y’(0)==0.0.
Solution.
Solution.StepStep1.1.General
Generalsolution
solutionof ofthe
thehomogeneous
homogeneousODE.
ODE.
The
The characteristic
characteristic equation
equation of
ofthe
thehomogeneous
homogeneous ODE
ODE isis
λλ2 2++3λ
3λ + 2.25 = (λ + 1.5)2==0.0.Hence
+ 2.25 = (λ + 1.5) 2
Hencethethehomogeneous
homogeneousODE
ODE
has
hasthethegeneral
generalsolution
solution
yyh ==(c(c1 ++cc2x)e
x)e
−1.5x
−1.5x..
h 1 2

EXAMPLE 2 (continued) Application of the Modification Rule (b)
Solution.
(continued)
Step
Step2.2.Solution
Solutionyyppof ofthethenonhomogeneous
nonhomogeneousODE. ODE.
The function
The function e −1.5xon the right would normally require the
−1.5x
e on the right would normally require the
choice
choiceCeCe−1.5x. .But
−1.5x
Butwe weseeseefrom
fromyyh hthatthatthis
thisfunction
functionisisaa
solution
solutionof ofthethehomogeneous
homogeneousODE, ODE,which
whichcorresponds
correspondsto toaa
double
doubleroot
rootof ofthethecharacteristic
characteristicequation.
equation.Hence,
Hence,according
accordingto to
the
theModification
Modification Rule
Rule we
we have
have to
to multiply
multiply our
ourchoice
choice
function
functionby byxx.2.That
2
That is,
is, we
we choose
choose
yp
yp==Cx Cx2ee−1.5x
2 −1.5x
..
Then
Then yp ’ = C(2x − 1.5x ) e , yp ” = C(2 − 3x − 3x + 2.25x ) e−1.5x. .
y ’ = C(2x − 1.5x 2
)2 e−1.5x
−1.5x, y ” = C(2 − 3x − 3x + 2.25x 2
)
2 e−1.5x
p p

Solution.
(continued)
Step
Step2.2.(continued)
(continued)
We
Wesubstitute
substitute these
these expressions
expressions into
into the
the given
given ODE
ODE and
and omit
omit
the
thefactor
factoree-1.5x. .This
-1.5x
Thisyields
yields
C(2 − 6x + 2.25x 2
)
2 + 3C(2x − 1.5x )
C(2 − 6x + 2.25x ) + 3C(2x
2
2 + 2.25Cx 2= 10.
2
−01.5x ) + 2.25Cx = 10.
Comparing
Comparingthe thecoefficients
coefficientsof ofxx,2,x,x,xx0gives
2
gives
00==0,0,00==0,0,2C2C==−10,−10,hence
hence CC==−5. −5.
solution yyp p==−5x −5xe2e−1.5x. .
2 −1.5x
This
Thisgives
givesthe thesolution
Hence
Hencethe thegiven
givenODE ODEhashasthe thegeneral
general solution
solution
yy==yyh ++yyp ==(c(c1 ++cc2x)e
x)e−1.5x−−5x
−1.5x
5xe2e−1.5x. .
2 −1.5x
h p 1 2

Solution.
(continued)
Step
Step3.3.Solution
Solutionof ofthe
theinitial
initialvalue
valueproblem.
problem.
Setting
Settingxx==00in inyyand andusing
usingthe thefirst
firstinitial
initialcondition,
condition,
we
weobtain
obtainy(0)
y(0)==cc1 1==1.1.Differentiation
Differentiationof ofyygives
gives
y’y’==(c(c2 −−1.5c
1.5c − 1.5c
1 − 1.5c x)e
2 x)e
−1.5x
−1.5x−−10x
10x ee
−1.5x
−1.5x ++7.5x
7.5x e2e−1.5x. .
2 −1.5x
2 1 2
From
Fromthisthisand
andthe thesecond
secondinitialinitialcondition
conditionwe wehave have
y’y’(0)
(0)==cc2 2−−1.5c
1.5c1 1==0.0.Hence
Hencecc2 2==1.5c
1.5c1 1==1.5.
1.5.
This
Thisgives
givesthetheanswer
answer(Fig.(Fig. 51)
51)2 −1.5x
yy==(1 + 1.5x)
(1 + 1.5x) e e −1.5x− 5x 2e −1.5x= (1 + 1.5x − 5x )2 e −1.5x
−1.5x
− 5x e = (1 + 1.5x − 5x ) e . .
2 −1.5x
The
Thecurve
curvebegins
beginswith withaahorizontal
horizontal tangent,
tangent, crosses
crosses the
the x-axis
x-axis
atatxx==0.6217
0.6217(where
(where11++1.5x 1.5x−−5x 5x2==0)
2
0)and
andapproaches
approachesthe the
axis
axisfrom
frombelow
belowas asxxincreases.
increases.
Solution.
(continued)
Step
Step3.3.(continued)
(continued)


2.8
2.8 Modeling:
Modeling: Forced
Forced
Oscillations.
Oscillations. Resonance
Resonance

2.8 Modeling: Forced Oscillations. Resonance
In
InSec.
Sec.2.4
2.4we
weconsidered
consideredvertical
verticalmotions
motionsof ofaamass–spring
mass–spring
system
system(vibration
(vibrationof
ofaamass
massmmon onan
anelastic
elasticspring,
spring,as
asin
inFigs.
Figs.
33
33and
and53)
53)and
andmodeled
modeledititby
bythe
thehomogeneous
homogeneouslinear
linearODE
ODE
(1)
(1) my”
my”++cy’cy’++ky
ky==0.0.
Here
Herey(t)
y(t)as
asaafunction
functionof oftime
timettisisthe
the
displacement
displacementof ofthe
thebody
bodyof ofmass
massmm
from
fromrest.
rest.
Fig. 53. Mass on a spring

Fig. 53. Mass on a spring
The
Themass–spring
mass–springsystem
systemof ofSec.
Sec.2.4
2.4exhibited
exhibitedonly
onlyfree
freemotion.
motion.
This
Thismeans
meansnonoexternal
externalforces
forces(outside
(outsideforces)
forces)but
butonly
only
internal
internalforces
forcescontrolled
controlledthe
themotion.
motion.
The
Theinternal
internalforces
forcesare
areforces
forceswithin
withinthethesystem.
system.TheyTheyarearethe
the
force
forceof
ofinertia
inertiamy”,
my”,the
thedamping
dampingforceforcecy’
cy’(if
(ifcc>>0),
0),and
andthe
the
spring
springforce
forceky,
ky,aarestoring
restoringforce.
force.

We
Wenow
nowextend
extendour
ourmodel
modelby byincluding
includingan
anadditional
additionalforce,
force,
that
thatis,
is,the
theexternal
externalforce
forcer(t),
r(t),on
onthe
theright.
right.Then
Thenwe
wehave
have
(2*)
(2*) my”
my”++cy’
cy’++ky
ky==r(t).
r(t).
Mechanically
Mechanicallythis thismeans
meansthatthatatateach
eachinstant
instantttthetheresultant
resultantof
of
the
theinternal
internalforces
forcesisisin
inequilibrium
equilibriumwithwithr(t).
r(t).
The
Theresulting
resultingmotion
motionisiscalled
calledaaforced
forcedmotion
motionwith withforcing
forcing
function
functionr(t),
r(t),which
whichisisalso
alsoknown
knownas asinput
inputor ordriving
drivingforce,
force,
and
andthethesolution
solutiony(t)
y(t)to
tobe
beobtained
obtainedisiscalled
calledthetheoutput
outputororthe
the
response
responseofofthe
thesystem
systemtotothe
thedriving
drivingforce.
force.

Of
Ofspecial
specialinterest
interestare
areperiodic
periodicexternal
externalforces,
forces,and
andwe
weshall
shall
consider
consideraadriving
drivingforce
forceof
ofthe
theform
form
r(t)
r(t)==FF0 0cos
cosωt
ωt (F
(F0 0>>0,0,ωω>>0).
0).
Then
Thenwe
wehave
havethethenonhomogeneous
nonhomogeneousODE
ODE
(2)
(2) my”
my”++cy’
cy’++ky
ky==FF0 0cos
cosωt.
ωt.
Its
Itssolution
solutionwill
willreveal
revealfacts
factsthat
thatare
arefundamental
fundamentalin in
engineering
engineeringmathematics
mathematicsandandallow
allowus usto
tomodel
modelresonance.
resonance.

Solving the Nonhomogeneous ODE (2)

From
FromSec.
Sec.2.7
2.7we
weknow
knowthat thataageneral
generalsolution
solutionofof(2)
(2)isisthe
the
sum
sumofofaageneral solutionyyh hof
generalsolution ofthe
thehomogeneous
homogeneousODE ODE(1) (1)
plus
plusany
anysolution
solutionyyp pof
of(2).
(2).To
Tofind
findyyp,p,we
weuse
usethe
themethod
method
of
ofundetermined
coefficients(Sec.
(Sec.2.7),
2.7),starting
startingfrom
from
(3)
(3) yyp(t)
(t)==aacos
cosωt
ωt ++bbsin
sin ωt.
ωt.
p
k  m 2 c
a  F0 , b  F .
( k  m )   c
2 2 2 0
( k  m )   c
2 2 2

Solving the Nonhomogeneous ODE (2) (continued)

If we set k / m  0 (  0) as in Sec. 2.4, then k  m0 2 and
we obtain
m(0 2   2 ) c
(5) a  F0 2 2 , b  F0 2 2 .
(5) m (0   )   c
2 2 2
m (0   )   c
2 2 2
We
Wethus
thusobtain
obtainthe
thegeneral
generalsolution
solutionofofthe
the
nonhomogeneous
nonhomogeneousODE ODE(2)
(2)in
inthe
theform
form
(6)
(6) y(t)
y(t)==yyh(t)
(t)++yyp(t).
h p(t).
Here
Hereyyh hisisaageneral
generalsolution
solutionof ofthe
thehomogeneous
homogeneousODE
ODE(1)
(1)
and
andyyp isisgiven
givenby
by(3)
(3)with
withcoefficients
coefficients(5).
(5).
p

Case 1. Undamped Forced Oscillations.

Resonance
IfIfthe
thedamping
dampingof ofthe
thephysical
physicalsystem
systemisisso sosmall
smallthat
thatits
its
effect
effectcan
canbebeneglected
neglectedover
overthe
thetime
timeinterval
intervalconsidered,
considered,
wewe can set c = 0. Then (5) reduces to a = F0/[m(ω0 − ω2)]and
can set c = 0. Then (5) reduces to a = F 0/[m(ω 0
2
2− ω )]
2
and
bb==00Hence
Hence(3)(3)becomes
becomes(use
(useωω0 2==k/m)
2
k/m)
0
F0 F0
(7) y p (tt)  cos   cos t.
(7) m(0   )
2 2
k[1  ( / 0 ) ]
2
Here we must assume that ω 2

2≠ ω0 ;2 physically, the
2
Here we must assume that ω ≠ ω0 ; physically, the
frequency
frequencyω/(2π)
ω/(2π)[cycles/sec]
[cycles/sec]of ofthe
thedriving
drivingforce
forceisis
different
differentfrom
fromthethenatural
naturalfrequency
frequencyωω0/(2π)/(2π)of
ofthe
thesystem,
system,
0
which
whichisisthe
thefrequency
frequencyof ofthe
thefree
freeundamped
undampedmotion motion
[see
[see(4)
(4)in
inSec.
Sec.2.4].
2.4].

Resonance (continued 1)
From
From(7)
(7)and
andfrom
from(4*)
(4*)in
inSec.
Sec.2.4
2.4we
wehave
havethe
thegeneral
general
solution
solutionof
ofthe
the“undamped
“undampedsystem”
system”
F0
(8) y(t )  C cos (0tt  )  cos  .
(8) m(0   )
2 2
We
Wesee
seethat
thatthis
thisoutput
outputisisaasuperposition
superpositionof
oftwo
twoharmonic
harmonic
oscillations
oscillationsofofthe
thefrequencies
frequenciesjust
justmentioned.
mentioned.

Resonance.
Resonance.We Wediscuss
discuss(7).
(7).WeWeseeseethatthatthe
themaximum
maximum
amplitude
amplitudeof ofyyp pisis(put
(putcos
cosωt ωt==1)1)
F0 1
(9) a0   where   .
(9) k 1  ( / 0 ) 2
aa0 depends
depends on
on ωωand andωω0. .IfIfωω→→ ωω0 , ,then
then ρρ and
and aa0 tend
tendto
to
0 0 0 0
infinity.
infinity.This
Thisexcitation
excitationof oflarge
largeoscillations
oscillationsby bymatching
matching
input
inputand
andnatural
naturalfrequencies
frequencies(ω (ω==ωω0)0)isiscalled resonance.ρρ
calledresonance.
isiscalled
calledthe
theresonance
resonancefactor factor(Fig.
(Fig.54),54),and
andfromfrom(9) (9)we
wesee
see
thatρρ/k/k==aa0/F
that
0/F 0 is
0 isthe
theratio
ratio of
ofthe
the amplitudes
amplitudes ofofthe
the
particular
particularsolution
solutionyyp pand andof ofthe
theinput
inputFF0 0coscosωt. ωt.WeWeshall
shall
see
seelater
laterininthis
thissection
sectionthat
thatresonance
resonanceisisof ofbasic
basic
importance
importancein inthethestudy
studyof ofvibrating
vibratingsystems.
systems.
Resonance.
Resonance.(continued)
(continued)
Fig. 54. Resonance factor ρ(ω)

Fig. 54. Resonance factor ρ(ω)

In
Inthe
thecase
caseof ofresonance
resonancethe thenonhomogeneous
nonhomogeneousODE ODE(2)
(2)
becomes
becomes
F0
(10) y  0 y  cos 0 t.
2
(10) m
Then
Then(7)(7)isisno
nolonger
longervalid,
valid,and
andfrom
fromthetheModification
ModificationRuleRule
in
inSec.
Sec.2.7,
2.7,weweconclude
concludethatthataaparticular
particularsolution
solutionofof(10)
(10)isis
of
ofthe
theform
form
yyp(t)
(t)==t(a
t(acos
cosωω0tt++bbsin
sinωω0t).
t).
p 0 0


By
Bysubstituting
substitutingthis thisinto
into(10)
(10)wewefind
findaa==00and
and
bb==FF0/(2mω
/(2mω 0).).Hence
Hence (Fig.
(Fig. 55)
55)
0 0
F0
(11) y p (tt)  sin 0 t.
(11) 2 m0


Fig. 55. Particular solution

Fig. 55. Particular solution
in the case of resonance
in the case of resonance
We
Wesee
seethat,
that,because
becauseof ofthe
thefactor
factort,t,the
theamplitude
amplitudeofofthe
the
vibration
vibrationbecomes
becomeslarger
largerandandlarger.
larger.Practically
Practicallyspeaking,
speaking,
systems
systemswith
withvery
verylittle
littledamping
dampingmay mayundergo
undergolarge
large
vibrations
vibrationsthat
thatcan
candestroy
destroythethesystem.
system.
Beats.
Beats.Another
Anotherinteresting
interestingandandhighly
highlyimportant
importanttypetypeof
of
oscillation
oscillationisisobtained
obtainedififωωisisclose
closeto
toωω0.0.Take,
Take,for
forexample,
example,
the
theparticular
particularsolution
solution[see
[see(8)]
(8)]
F0
(12) y(tt)  (cos   cos 0 t ) (  0 ).
(12) m(0   )
2 2
Using
Using(12)
(12)ininApp.
App.3.1,
3.1,we
wemay
maywrite
writethis
thisas
as
2 F0 0   0  
y(tt)  sin( )sin( t ).
m(0   )
2 2
2 2

Beats.
Beats.(continued)
(continued)
Since
Sinceisisωωclose
closetotoωω0,0,the
thedifference
differenceωω0 0−−ωωisissmall.
small.Hence
Hence
the
theperiod
periodof ofthe
thelast
lastsine
sinefunction
functionisislarge,
large,and
andweweobtain
obtain
an
anoscillation
oscillationof ofthe
thetype
typeshown
shownin inFig.
Fig.56,
56,the
thedashed
dashedcurve
curve
resulting
resultingfrom
fromthethefirst
firstsine
sinefactor.
factor.This
Thisisiswhat
whatmusicians
musicians
are
arelistening
listeningto towhen
whenthey theytune
tunetheir
theirinstruments.
instruments.

Beats.
Beats.(continued)
(continued)
Fig. 56. Forced undamped oscillation when the difference of the input
Fig. 56. Forced undamped oscillation when the difference of the input
and natural frequencies is small (“beats”)
and natural frequencies is small (“beats”)
Case 2. Damped Forced Oscillations

IfIfthe
thedamping
dampingof ofthe
themass–spring
mass–springsystemsystemisisnotnotnegligibly
negligibly
small,
small,we wehave
havecc>>00and
andaadamping
dampingterm termcy’cy’inin(1)
(1)and
and(2).
(2).
Then
Thenthe thegeneral
generalsolution
solutionyyh hof
ofthe
thehomogeneous
homogeneousODE ODE(1) (1)
approaches
approacheszero zeroasasttgoes
goestotoinfinity,
infinity,as
asweweknow
knowfrom from
Sec.
Sec.2.4.
2.4.
Practically,
Practically,ititisiszero
zeroafter
afteraasufficiently
sufficientlylong
longtime.
time.
Hence
Hencethe the“transient
“transientsolution”
solution”(6) (6)of
of(2),
(2),given
givenby by
yy==yyh ++yyp, ,approaches
approaches the
the“steady-state
“steady-state solution”
solution” yyp. .
h p p
This
Thisproves
provesthe thefollowing
followingtheorem.
theorem.

THEOREM 1
Steady-State
Steady-StateSolution
Solution
After
Afteraasufficiently
sufficientlylong
longtime
timethe
theoutput
outputofofaadamped
dampedvibrating
vibrating
system
systemunder
underaapurely
purelysinusoidal
sinusoidaldriving
drivingforce
force[see
[see(2)]
(2)]will
will
practically
practicallybe
beaaharmonic
harmonicoscillation
oscillationwhose
whosefrequency
frequencyisisthat
thatofofthe
the
input.
input.

Amplitude
Amplitudeofofthe
theSteady-State
Steady-StateSolution.
Solution.
Practical
PracticalResonance
Resonance
Whereas
Whereasin inthe
theundamped
undampedcase casethe
theamplitude
amplitudeofofyyp p
approaches
approachesinfinity
infinityas
asωωapproaches
approachesωω0,0,this
thiswill
willnot
nothappen
happen
in
inthe
thedamped
dampedcase.case.In
Inthis
thiscase
casethe
theamplitude
amplitudewill
willalways
alwaysbe
be
finite.
finite.But
Butititmay
mayhave
haveaamaximum
maximumfor forsome
someωωdepending
dependingon on
the
thedamping
dampingconstant
constantc.c.
This
Thismay maybebecalled
calledpractical
practicalresonance.
resonance.
ItItisisof
ofgreat
greatimportance
importancebecause
becauseififccisisnot
nottoo
toolarge,
large,then
then
some
someinput inputmay
mayexcite
exciteoscillations
oscillationslarge
largeenough
enoughto todamage
damageor
or
even
evendestroy
destroythe
thesystem.
system.

To
Tostudy
studythetheamplitude
amplitudeof ofyyp pas
asaafunction
functionof ofω,ω,we
wewrite
write(3)
(3)in
in
the
theform
form
(13)
(13) yyp(t)
(t)==C*C* cos
cos (ωt
(ωt −−η).
η).
p
C*
C*isiscalled
calledthe
theamplitude
amplitudeof ofyyp pand
andηηthe thephase
phaseangle
angleor
or
phase
phaselaglagbecause
becauseititmeasures
measuresthe thelaglagof ofthe
theoutput
outputbehind
behindthethe
input.
input.According
Accordingto to(5),
(5),these
thesequantities
quantitiesare are
F0
C * ( )  a  b 
2 2
m 2 (0 2   2 )2   2 c 2
(14)
(14) b c
tan ( )   .
a m(0   ) 2 2

2 mF0
(16) C * (max ) 
(16) c 4 m20 2  c 2
We
Wesee
seethat
thatC*(ω
C*(ωmax ))isisalways
always finite
finite when
when cc>>0.0.
max
Furthermore,
Furthermore,since sincethe
theexpression
expression
cc24m
2
4m ω0 − c = c (4mk − c)2)
2
ω
2 0 2− c 4= c (4mk
2 4 2
2 − c 2
in the denominator of (16) decreases monotone

in the denominator of (16) decreases monotone to zero as c2 to zero as c2
(<2mk)
(<2mk)goes
goesto tozero,
zero,the
themaximum
maximumamplitude amplitude(16) (16)increases
increases
monotone
monotoneto toinfinity,
infinity,in inagreement
agreementwith withourourresult
resultininCase
Case1.1.
Figure
Figure57 57shows
showsthetheamplification
amplificationC*/F C*/F0 0(ratio
(ratioof ofthe
the
amplitudes
amplitudesof ofoutput
outputand andinput)
input)as asaafunction
functionof ofωωfor
for
mm==1,1,kk==1,1,hence
henceωω0 0==1,1,and
andvarious
variousvalues
valuesof ofthe
thedamping
damping
constant
constantc.c.
Figure
Figure5858shows
showsthethephase
phaseangle
angle(the
(thelag
lagof
ofthe
theoutput
outputbehind
behind
the
theinput),
input),which
whichisisless
lessthan
thanπ/2
π/2when
whenωω<<ωω0,0,and
andgreater
greater
than
thanπ/2
π/2for
forωω>>ωω0. . 0
Fig. 57. Amplification C*/F0 as a function Fig. 58. Phase lag η as a function of
Fig. 57. Amplification C*/F0 as a function Fig. 58. Phase lag η as a function of
of ω for m = 1, k = 1 and various ω for m = 1, k = 1 thus ω0 = 1, and
of ω for m = 1, k = 1 and various ω for m = 1, k = 1 thus ω0 = 1, and
values of the damping constant c various values of the damping
values of the damping constant c various values of the damping
constant c
Section 2.8 p123 constant
Advanced Engineering c
Mathematics, 10/e by Edwin Kreyszig
2.9
2.9 Modeling:
Modeling: Electric
Electric Circuits
Circuits

2.9 Modeling: Electric Circuits
Figure
Figure6161shows
showsananRLC-circuit,
RLC-circuit,as asititoccurs
occursas asaabasic
basic
building
buildingblock
blockof
oflarge
largeelectric
electricnetworks
networksin incomputers
computersand and
elsewhere.
elsewhere.
An
AnRLC-circuit
RLC-circuitisisobtained
obtainedfrom
froman anRL-circuit
RL-circuitby byadding
addingaa
capacitor.
capacitor.Recall
RecallExample
Example22on onthe
theRL-circuit
RL-circuitin inSec.
Sec.1.5:
1.5:The
The
model
modelof ofthe
theRL-circuit
RL-circuitisisLI’
LI’++RI
RI==E(t).
E(t).ItItwas
wasobtained
obtainedbyby
KVL
KVL(Kirchhoff’s
(Kirchhoff’sVoltage
VoltageLaw)*
Law)*by byequating
equatingthe thevoltage
voltage
drops
dropsacross
acrossthe
theresistor
resistorand
andthe
theinductor
inductorto tothe
theEMF
EMF
(electromotive
(electromotiveforce).
force).
*Kirchhoff’s
*Kirchhoff’sCurrent
CurrentLaw Law(KCL):
(KCL):
At
Atanyanypoint
pointofofaacircuit,
circuit,the
thesum
sumofofthe
theinflowing
inflowingcurrents
currentsisisequal
equal
totothe
thesum
sumofofthe
theoutflowing
outflowingcurrents.
currents.

Hence
Hencewe weobtain
obtainthe
themodel
modelofofthe
theRLC-circuit
RLC-circuitsimply
simplybyby
adding
addingthethevoltage
voltagedrop
dropQ/C
Q/Cacross
acrossthe
thecapacitor.
capacitor.
Here,
Here,CCF(farads)
F(farads)isisthe
thecapacitance
capacitanceofofthe
thecapacitor.
capacitor.
QQcoulombs
coulombsisisthe thecharge
chargeononthe
thecapacitor,
capacitor,related
relatedto
tothe
the
current
currentby by
dQ
I (t )  , equivalently Q(t)   I (t)dt.
dt

See
Seealso
alsoFig.
Fig.62.
62.Assuming
Assumingaasinusoidal
sinusoidal
EMF
EMFasasin
inFig.
Fig.61,
61,we
wethus
thushave
havethe
the
model
modelofofthe
theRLC-circuit
RLC-circuit
Fig. 61. RLC-circuit

Fig. 61. RLC-circuit
Fig. 62. Elements in an RLC-circuit

Fig. 62. Elements in an RLC-circuit

(1’) 1
(1’) LI   RI 
C  I dt  E(t )  E0 sin t.
This
Thisisisan
an“integro-differential
“integro-differentialequation.”
equation.”To Togetgetrid
ridofofthe
the
integral,
integral,wewedifferentiate
differentiate(1’) (1’)with
withrespect
respecttotot,t,obtaining
obtaining
1
(1) LI  RI  I  E(t )  E0 cos t.
 
(1) C
This
Thisshows
showsthat
thatthethecurrent
currentin inan
anRLC-circuit
RLC-circuitisisobtained
obtainedas as
the
thesolution
solutionof ofthis
thisnonhomogeneous
nonhomogeneoussecond-order
second-orderODE ODE(1)(1)
with
withconstant
constantcoefficients.
coefficients.In Inconnection
connectionwith
withinitial
initialvalue
value
problems,
problems,we weshall
shalloccasionally
occasionallyuse use
1
(1”) LQ   RQ   Q  E(t ).
(1”) C
obtained
obtainedfrom
from(1’)(1’)and
and II==Q’.Q’.

Solving the ODE (1) for the Current

in an RLC-Circuit
AAgeneral
generalsolution
solutionof of(1)
(1)isisthe
thesum
sumII==IhIh++IpIp, ,where
whereIIh hisisaa
general
generalsolution
solutionof
ofthethehomogeneous
homogeneousODE ODEcorresponding
corresponding
to
to(1)
(1)and
andisisaaparticular
particularsolution
solutionof of(1).
(1).
We
Wefirst
firstdetermine
determineIIp pby bythe
themethod
undetermined
coefficients,
coefficients,proceeding
proceedingas asin inthe
theprevious
previoussection.
section.WeWe
substitute
substitute
(2)
(2) IpI ==aacos cos ωt
ωt ++bbsin
sin ωt
ωt
p
IpI’ ’ ==ω(−a
ω(−a sin
sinωt
ωt ++bbcos
cosωt)
ωt)
p
IpI”” ==ωω(−a
2
2
(−a cos
cosωt
ωt −−bbsin
sinωt)
ωt)
p
into
into(1).
(1).


in an RLC-Circuit (continued 1)
Then
Thenwe wecollect
collectthethecosine
cosineterms
termsandandequate
equatethem
themto to
EE0ωωcos
cosωt
ωt on
on the
theright,
right, and
and we
we equate
equate the
thesine
sine terms
terms to
to
0
zero
zerobecause
because there
there isisno
no sine
sine term
term on
on the
theright,
right,
Lω
Lω(−a)
2
2
(−a)++Rωb
Rωb++a/C a/C==EE0ω ω (Cosine
(Cosine terms)
terms)
0
Lω
Lω(−b)
2
2
(−b)++Rω(−a)
Rω(−a)++b/C b/C==00 (Sine
(Sineterms).
terms).
Before
Beforesolving
solvingthis thissystem
systemfor foraaand
andb,b,we
wefirst
firstintroduce
introduceaa
combination
combinationof ofLLand
andC, C,called
calledthe
thereactance
reactance
1
S  L  .
(3)
(3) C


We
Wecan
cansolve
solvefor
foraaand
andb,b,
 E0S E0S
(4) a 2 , b 2 .
(4) R S 2
R S 2
Equation
Equation(2)
(2)with
withcoefficients
coefficientsaaandandbbgiven
givenby
by(4)
(4)isisthe
the
desired
desiredparticular
particularsolution
solutionIpIpof
ofthe
thenonhomogeneous
nonhomogeneous
ODE
ODE(1)
(1)governing
governingthethecurrent
currentIIin inananRLC-circuit
RLC-circuitwith
with
sinusoidal
sinusoidalelectromotive
electromotiveforce.
force.

Using
Using(4),
(4),we
wecan
canwrite
writeIIp pin interms
termsof of“physically
“physicallyvisible”
visible”
quantities,
quantities,namely,
namely,amplitude
amplitudeII0 0and andphase
phaselag
lagθθof
ofthe
the
current
currentbehind
behindthetheEMF,
EMF,that thatis,
is,
(5)
(5) IpI(t)
(t)==II0 sin
sin (ωt
(ωt −−θ)
θ)
p 0
where
where[see
[see(14)
(14)in
inApp.
App.EA3.1] A3.1] a S
I0  a  b 
2 2 0
, tan    = .
R S
2 2 b R
R2  S2
The
Thequantity
quantity isiscalled
calledthe theimpedance.
impedance.Our Our
formula
formulashows showsthatthatthe
theimpedance
impedanceequals equalsthe theratio ratioEE0/I /I0. .
0 0
This
Thisisissomewhat
somewhatanalogous
analogousto toE/I
E/I==RR(Ohm’s(Ohm’slaw), law),and and
because
becauseof ofthis
thisanalogy,
analogy,the
theimpedance
impedanceisisalso alsoknown known
as the
theapparent
asSection apparent
2.9 p132
resistance.
resistance.Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
AAgeneral
generalsolution
solutionofofthe
thehomogeneous
homogeneousequation
equation
corresponding
correspondingtoto(1)
(1)isis
I h  c1e 1tt  c2 e 2
where
whereλλ1 1and
andλλ2 2are
arethe
theroots
rootsof
ofthe
thecharacteristic
equation
R 1
2     0.
L LC

We
Wecancanwrite
writethese
theseroots
rootsin
inthe
theform
formλλ1 1==−α
−α++ββand
and
λλ2 ==−α
−α−−β,β,where
where
2 R R2 1 1 4L
 ,  2
  R 2
 .
2L 4 L LC 2 L C
Now
Nowin inananactual
actualcircuit,
circuit,RRisisnever
neverzerozero(hence
(henceRR>>0). 0).
From
Fromthis
thisititfollows
followsthat
thatIIh happroaches
approacheszero,zero,theoretically
theoretically
tt→
→∞, ∞, as
asbut
butpractically
practicallyafter
afteraarelatively
relativelyshort
shorttime.
time.
Hence
Hencethethetransient
transientcurrent
currentII==IIh h++IpIptends
tendstotothe
thesteady-
steady-
state
statecurrent
currentIIp,p,and
andafter
aftersome
sometimetimethetheoutput
outputwill
will
practically
practicallybe beaaharmonic
harmonicoscillation,
oscillation,which
whichisisgiven
givenby by(5)
(5)
and
andwhose
whosefrequency
frequencyisisthat
thatof ofthe
theinput
input(of(ofthe
the
electromotive
electromotiveforce).
force).
Analogy of Electrical
and Mechanical Quantities
Entirely
Entirelydifferent
differentphysical
physicalor orother
othersystems
systemsmay mayhave
havethe
the
same
samemathematical
mathematicalmodel. model.ForForinstance,
instance,we wehave
haveseen
seenthis
this
from
fromthe
thevarious
variousapplications
applicationsof ofthe
theODE
ODEy’y’==ky kyin
inChap.
Chap.1.1.
Another
Anotherimpressive
impressivedemonstration
demonstrationof ofthis
thisunifying
unifyingpower
power
of
ofmathematics
mathematicsisisgivengivenby bythe
theODE
ODE(1) (1)for
foran
anelectric
electricRLC-
RLC-
circuit
circuitand
andthe
theODE
ODE(2) (2)in
inthe
thelast
lastsection
sectionforforaamass–spring
mass–spring
system.
system.Both
Bothequations
equations
1
LI   RI   I  E(t )  E0 cos t
C
and
and my”
my”++cy’ cy’++ky
ky==FF0 cos
cosωtωt
0
are
areof
ofthe
thesame
sameform.
form.
and Mechanical Quantities (continued 1)
Table
Table2.2
2.2shows
showsthe theanalogy
analogybetween
betweenthethevarious
variousquantities
quantities
involved.
involved.TheTheinductance
inductanceLLcorresponds
correspondsto tothe
themass
massmmand,and,
indeed,
indeed,ananinductor
inductoropposes
opposesaachange
changein incurrent,
current,having
havingan an
“inertia
“inertiaeffect”
effect”similar
similarto
tothat
thatof
ofaamass.
mass.The
Theresistance
resistanceRR
corresponds
correspondsto tothe
thedamping
dampingconstant
constantc,c,and
andaaresistor
resistor
causes
causesloss
lossofofenergy,
energy,just
justas
asaadamping
dampingdashpot
dashpotdoes.
does.And
And
so
soon.
on.
This
Thisanalogy
analogyisisstrictly
strictlyquantitative
quantitativein inthe
thesense
sensethat
that
to
toaagiven
givenmechanical
mechanicalsystem
systemwe wecan
canconstruct
constructan anelectric
electric
circuit
circuitwhose
whosecurrent
currentwill
willgive
givethe
theexact
exactvalues
valuesofofthe
the
displacement
displacementin inthe
themechanical
mechanicalsystem
systemwhen
whensuitable
suitablescale
scale
factors
factorsare
areintroduced.
introduced.
The
Thepractical
practicalimportance
importanceof ofthis
thisanalogy
analogyisisalmost
almost
obvious.
obvious.The
Theanalogy
analogymay
maybebeused
usedforforconstructing
constructinganan
“electrical
“electricalmodel”
model”ofofaagiven
givenmechanical
mechanicalmodel,
model,resulting
resulting
in
insubstantial
substantialsavings
savingsofoftime
timeand
andmoney
moneybecause
becauseelectric
electric
circuits
circuitsare
areeasy
easyto
toassemble,
assemble,and
andelectric
electricquantities
quantitiescan
canbebe
measured
measuredmuchmuchmore
morequickly
quicklyand
andaccurately
accuratelythan
than
mechanical
mechanicalones.
ones.


2.10
2.10 Solution
Solution by
by Variation
Variation
of
of Parameters
Parameters

2.10 Solution by Variation of Parameters
We
Wecontinue
continueour
ourdiscussion
discussionof
ofnonhomogeneous
nonhomogeneouslinear
linearODEs,
ODEs,
that
thatisis
(1)
(1) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==r(x).
r(x).
To
Toobtain whenr(x)
obtainyyp pwhen r(x)isisnot
nottootoocomplicated,
complicated,we wecan
canoften
oftenuseuse
the
themethod
methodofofundetermined
undeterminedcoefficients.
coefficients.
However,
However,since sincethis
thismethod
methodisisrestricted
restrictedto tofunctions
functionsr(x)
r(x)
whose
whosederivatives
derivativesareareof ofaaform
formsimilar
similarto tor(x)
r(x)itself
itself(powers,
(powers,
exponential
exponentialfunctions,
functions,etc.),
etc.),ititisisdesirable
desirableto tohave
haveaamethod
method
valid
validfor formore
moregeneral
generalODEsODEs(1), (1),which
whichwe weshall
shallnow
nowdevelop.
develop.
ItItisiscalled
calledthe
themethod
methodof ofvariation
variationof ofparameters
parametersand andisis
credited
creditedto toLagrange
Lagrange(Sec.
(Sec.2.1).
2.1).Here Herep,p,q,q,rrin
in(1)
(1)may
maybe be
variable
variable(given
(givenfunctions
functionsof ofx),x),butbutwe
weassume
assumethat thatthey
theyare
are
continuous
continuouson onsome
someopen
openinterval
intervalI.I.
Lagrange’s
Lagrange’smethod
methodgivesgivesaaparticular
particularsolution
solutionyyp pof
of(1)
(1)on
onII
in
inthe
theform
form
y2 r y1r
(2) y p ( x)   y1  dx  y2  dx
(2) W W
where
whereyy1,1,yy2 2form
formaabasis
basisof
ofsolutions
solutionsof
ofthe
thecorresponding
corresponding
homogeneous
homogeneousODE ODE
(3)
(3) y”
y”++p(x)y’
p(x)y’++q(x)yq(x)y==00
on
onI,I,and
andW
Wisisthe
theWronskian
Wronskianof ofyy1, ,yy2. . 1 2
(4)
(4) W
W==yy1y1y2’2’−−yy2y2y1’1’ (see
(seeSec.
Sec.2.6).
2.6).

EXAMPLE 1
Method
Methodof ofVariation
Variationof ofParameters
Parameters
Solve
Solvethe
thenonhomogeneous
nonhomogeneousODE ODE
1

y  y  sec x  .
cos x
Solution.
Solution.AAbasis
basisof ofsolutions
solutionsof ofthe
thehomogeneous
homogeneousODE ODEonon
any
anyinterval
intervalisisyy1 1==cos
cosx,x,yy2 2==sin
sinx.x.This
Thisgives
givesthethe
Wronskian
Wronskian
W(
W(yy1,1,yy2)2)==cos
cosxxcos cosxx−−sinsinxx(−sin
(−sinx)x)==1.1.
From
From(2),
(2),choosing
choosingzero zeroconstants
constantsof ofintegration,
integration,we weget
getthe
the
particular
particularsolution
solutionof ofthe
thegiven
givenODE ODE
y p   cos x  sin x sec x dx  sin x  cos x sec x dx
 cos x ln cos x  x sin x
Section 2.10 p142 (Fig.

(Fig.70)
70) Copyright 2011 by John Wiley & Sons. All rights reserved.
Solution.
Solution.(continued 1)
(continued 1)
Figure
Figure70 70shows
showsyyp pandandits itsfirst
firstterm,
term,which
whichisissmall, small,so sothat
that
xxsinsinxxessentially
essentiallydetermines
determinesthe theshape
shapeofofthe thecurvecurve
of
ofyyp.p.From
Fromyyp pand
andthethegeneral
generalsolution
solutionyyh h==cc1y1y1 1++cc2y2y2 2of
ofthe
the
homogeneous
homogeneousODE ODEwe weobtain
obtainthe theanswer
answer
yy==yyh ++yyp ==(c(c1 ++ln|cos
ln|cos x|)
x|) cos
cosxx++(c(c2 ++x)x)sin sin x.x.
h p 1 2
Had
Hadwe weincluded
includedintegration
integrationconstants
constants−c −c1,1,cc2 2inin(2),
(2),
then
then(2) (2)would
wouldhavehavegivengiventhe theadditional
additional
cc1cos
cos xx++cc2sin
sinxx==cc1yy1 ++cc2yy2, ,that
thatis,
is,aageneral
general solution
solution of
of the
the
1 2 1 1 2 2
given
givenODE ODEdirectly
directlyfrom
from(2). (2).This
Thiswill
willalways
alwaysbe bethe
thecase.
case.

Solution.
Solution.(continued 2)
(continued 2)
Fig. 70. Particular solution yp

Fig. 70. Particular solution yp
and its first term in Example 1
and its first term in Example 1

SUMMARY
SUMMARYOF CHAPTER 2
OF CHAPTER 2
Second-Order
Second-Order ODEs
ODEs
Section 2.Summary p145 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

SUMMARY OF CHAPTER 2
Second-Order ODEs
Second-order
Second-orderlinear linearODEs
ODEsare areparticularly
particularlyimportant
importantin in
applications,
applications,for forinstance,
instance,in inmechanics
mechanics(Secs.(Secs.2.4,
2.4,2.8)
2.8)and
and
electrical
electricalengineering
engineering(Sec. (Sec.2.9).
2.9).AAsecond-order
second-orderODE ODEisis
called
calledlinear
linearififititcan
canbebewritten
written
(1)
(1) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==r(x)
r(x) (Sec.
(Sec.2.1).
2.1).
(If
(Ifthe
thefirst
firstterm
termis, is,say,
say,f(x)y”,
f(x)y”,divide
divideby byf(x)
f(x)to
toget
getthe
the
“standard
“standardform” form”(1) (1)with
withy”y”asasthe
thefirst
firstterm.)
term.)Equation
Equation(1) (1)
isiscalled
calledhomogeneous
homogeneousififr(x) r(x)isiszero
zerofor
forall
allxxconsidered,
considered,
usually
usuallyin insome
someopen openinterval;
interval;this
thisisiswritten
writtenrr≡≡0.0.Then
Then
(2)
(2) y”
y”++p(x)y’
p(x)y’++q(x)y
q(x)y==00
Equation
Equation(1) (1)isiscalled
callednonhomogeneous
nonhomogeneousififr(x) r(x)≡≡00 (meaning
(meaning
r(x)
r(x)isisnot
notzero
zerofor forsome
somexxconsidered).
considered).

(continued 1) Second-Order ODEs
For
Forthe thehomogeneous
homogeneousODE ODE(2) (2)we
wehave
havethe theimportant
important
superposition
superpositionprinciple principle(Sec.(Sec.2.1) 2.1)that
thataalinear
linearcombination
combination
yy==ky ky1 1++lyly2 2of
oftwo
twosolutions
solutionsyy1,1,yy2 2isisagain
againaasolution.
solution.
Two
Twolinearly
linearlyindependent
independentsolutions
solutionsyy1,1,yy2 2of
of(2)
(2)on
onan anopen
open
interval
intervalIIform formaabasisbasis(or (orfundamental
fundamentalsystem) system)of ofsolutions
solutions
on
onI,I,andandyy==cc1y1y1 1++cc2y2y2 2with
witharbitrary
arbitraryconstants
constantscc1,1,cc2 2aa
general
generalsolutionsolutionof of(2)
(2)on onI.I.From
Fromititwe weobtain
obtainaaparticular
particular
solution
solutionififwe wespecify
specifynumeric
numericvalues values(numbers)
(numbers)for forcc1 1and
and
cc2, ,usually
usually byby prescribing
prescribing two
two initial
initialconditions
conditions
2
(3)
(3) y(x y(x0)0)==KK0,0, y’(x
y’(x0)0)==KK1 1
(x
(x0,0,KK0,0,KK1 1given
givennumbers;
numbers;Sec. Sec.2.1).
2.1).
(2)
(2)andand(3) (3)together
togetherform
forman aninitial
initialvalue
valueproblem.
problem.Similarly
Similarly
for
for(1) (1)andand(3). (3).
For
Foraanonhomogeneous
nonhomogeneousODE ODE(1) (1)aageneral
generalsolution solutionisisof of
the
theform
form
(4)
(4) yy==yyh ++yyp (Sec.
(Sec. 2.7).
2.7).
h p
Here
Hereyyh hisisaageneral
generalsolution
solutionof of(2)
(2)and
andyyp pisisaaparticular
particular
solution
solutionof of(1).
(1).Such
Suchaayyp pcan
canbe bedetermined
determinedby byaageneral
general
method
method(variation
(variationof ofparameters,
parameters,Sec. Sec.2.10)
2.10)or orin inmany
many
practical
practicalcases casesby bythe
themethod
undeterminedcoefficients. coefficients.
The
Thelatter
latterapplies
applieswhen when(1) (1)has
hasconstant
coefficientsppand andq,q,
and
andr(x) r(x)isisaapower
powerof ofx,x,sine,
sine,cosine,
cosine,etc. etc.(Sec.
(Sec.2.7).
2.7).Then
Thenwe we
write
write(1) (1)asas
(5)
(5) y”
y”++ay’
ay’++by by==r(x)
r(x) (Sec.
(Sec.2.7).
2.7).
The
Thecorresponding
corresponding homogeneous
homogeneous ODE
ODE y’y’++ay’
ay’ ++byby ==00has has
solutions
solutionsyy==eeλx
λx
where
where λλisisaaroot
root ofof
(6)
(6) λλ2++aλ
2
Section 2.Summary p148 aλ++bb==0.Advanced
0. Engineering Mathematics, 10/e by Edwin Kreyszig
Hence
Hencethere
thereare
arethree
threecases
cases(Sec.
(Sec.2.2):
2.2):
Here
Hereω*ω*isisused
usedsince
sinceωωisisneeded
neededin indriving
drivingforces.
forces.
Important
Importantapplications
applicationsof of(5)
(5)in
inmechanical
mechanicaland
andelectrical
electrical
engineering
engineeringin inconnection
connectionwithwithvibrations
vibrationsand
andresonance
resonance
are
arediscussed
discussedin inSecs.
Secs.2.4,
2.4,2.7,
2.7,and
and2.8.
2.8.

Another
Anotherlarge
largeclass
classofofODEs
ODEssolvable
solvable“algebraically”
“algebraically”
consists
consistsofofthe
theEuler–Cauchy
Euler–Cauchy equations
equations
(7)
(7) xxy”
2
2
y”++axy’
axy’++by
by==00 (Sec.
(Sec.2.5).
2.5).
These
Thesehave
havesolutions
solutionsof ofthe
theform
formyy==xxm, ,where
m
wheremmisisaa
solution
solutionofofthe
theauxiliary
auxiliary equation
equation
(8)
(8) mm2++(a(a−−1)m
2
1)m++bb==0.0.
Existence
Existenceandanduniqueness
uniquenessof ofsolutions
solutionsofof(1)
(1)and
and(2)
(2)isis
discussed
discussedin inSecs.
Secs.2.6
2.6and
and2.7,
2.7,and
andreduction
reductionof oforder
order
in
inSec.
Sec.2.1.
2.1.


Ordinary Differential Equations (Odes) : Part A P1

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Ordinary Differential Equations (Odes) : Part A P1

Uploaded by

Copyright:

Available Formats

PART

Part A p1 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Chapter 2 p2 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p3 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p4 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p5 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p6 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p7 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p8 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Homogeneous Linear ODEs: Superposition Principle

Section 2.1 p9 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p10 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Initial Value Problem. Basis. General Solution

Section 2.1 p11 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p12 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p13 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p14 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.1 p16 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Find a Basis If One Solution Is Known.

Section 2.1 p17 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Solution. (See next slide.)

Section 2.1 p18 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Since y1 = x and y2 = x ln|x| + 1 are linearly independent

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p22 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p23 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p24 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p26 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p27 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Case I. Two Distinct Real-Roots λ1 and λ2

Section 2.2 p28 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p29 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p30 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Fig. 30. Solution in Example 2

Case II. Real Double Root λ = −a/2

Case II. Real Double Root λ = −a/2 (continued 1)

Case II. Real Double Root λ = −a/2 (continued 2)

WARNING! If λ is a simple root of (4), then (c +

Section 2.2 p34 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p35 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.2 p36 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Summary of Cases I−III

Case Roots of (2) Basis of (1) General Solution of (1)

Derivation in Case III.

Section 2.2 p38 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.3 p39 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.4 p43 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.4 p44 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Setting Up the Model

Section 2.4 p45 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Setting Up the Model (continued 1)

Fig. 33. Mechanical mass–spring system

Setting Up the Model (continued 2)

Section 2.4 p47 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.4 p48 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 2.4 p49 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

ODE of the Undamped System

Section 2.4 p50 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

ODE of the Undamped System (continued 1)