Advanced Engineering Mathematic S

Advanced Engineering Mathematic
s
(III)
0924~0930
1
Linear Second-Order Equations
A second-order differential equation is one

containing a second derivative but no higher
derivative.
The theory of second-order differential equa
tions is vast, and we will only focus on lin
ear second-order equations.
2

Generally, the equation is
by restricting the equation to intervals (per

haps the entire real line) on which .
We can divide the differential equation by

and confine our attention to the important c
ase
We will refer to this as the second-order lin

ear differential equation.
3

We assume that and are continuous. And the
function is called a forcing function for th
e differential equation.
4

Consider a simple example
Since , we can integrate once to obtain
And then once again to get
with and as arbitrary constants.
5

For any choices of and , we can graph the corresponding solution,
obtaining integral curves.
6
If we specify , we can substitute to obtain
Then the general solution becomes
7
If we specify further , we can substitute again to obtain
Then the general solution becomes
This is also called a solution passing

through (0,4) with slope 3 !!!
8
The previous slides lead us to define the initial value problem for the
linear second-order differential equation as the problem
in which , , and are given. We will state, without proof, an existence

theorem for this initial value problem.
Theorem 2-1 Existence of Solutions
Let , , and be continuous on an open interval . The initial value problem
has a unique solution on .
9
The Structure of Solutions
The second-order linear homogeneous equation has the form
If and are solutions and and are numbers, we call a linear combination
of and . It is an important property of the homogeneous linear equation
that a linear combination of solutions is again a solution.
10
Theorem 2-2
Every linear combination of solutions of the homogeneous linear equation
is also a solution.
Let and be solutions and and be numbers. Substitute into the equation:
11
However if , the linear combination becomes
This leads to a definition as follows.
Linear Dependence
• Two functions are linearly independent on an interval (which can be

the entire real line) if neither function is a constant multiple of the other
function for all in the interval.
• If one function is a constant multiple of the other on the entire interval,

then these functions are called linearly dependent.
12
Theorem 2-3 Properties of the Wronskian
Define the Wronskian of two solutions and to be the determinant
and are linearly independent on if and only if on .
For example,
and are solutions of for all . Run the Wronskian test to know the linear
independence.
13
Theorem 2-4
Let and be linearly independent solutions of on an open interval . Then
every solution on is a linear combination of and .
We call two linearly independent solutions and a fundamental set of

solutions on . And we call the general solution of the differential equation
on .
14
For example,
and are solutions of . Therefore, every solution has the form
This is the general solution.
If we want to satisfy the initial conditions , choose the constants and so
that
Then and , so the unique solution of the initial value problem is
15
Nonhomogeneous cases
Assume that
and are solutions of and is a solution of .
can also be represented by
So that,
16
Nonhomogeneous cases
Theorem 2-5
Let be any solution of the nonhomogeneous equation .
Let and be linearly independent solutions of .
Then the expression, , contains every solution of .
For example,
and
17
Reduction of Order

Given , we want two independent solutions. R
eduction of order is a technique for finding
a second solution, if we can somehow produce
a first solution.
18
Reduction of Order
Suppose we know a solution , which is not identically zero. We will look
for a second solution of the form .
Compare
, and
If is also a solution of , then
Which can be re-written as
19
Reduction of Order

Can be re-arranged as
Since is a solution, so
And because on any interval,
20
Reduction of Order
Denote
As
where and are known.

Then
Let to get
Linear first-order differential equation for

21
Reduction of Order
Solve the differential equation, , to obtain a general solution.
Since ,
If we can perform these integration and obtain , then is a second solution
of .
Run the Wronskian test:
Since is an exponential function, . And the preceding derivation was

carried out on an interval in which . Thus and and form a fundamental set
of solutions on this interval.
22
Reduction of Order
Suppose
is one solution of

Let
Then
Substitute and into ,

And then
23
Reduction of Order
Rewrite
as
or
After two integrations,
Since we only needs one second solution , we only need one .

So we can choose and . And then
24
Reduction of Order
Since
Then
Run the Wronskian test
Therefore the general solution of is
25
Reduction of Order
Suppose we want to obtain the general solution of
If we can find one solution,
We can assume,
Compute the following two equations
And then substitute into the original equation to get
26
Reduction of Order
Rewrite the equation
into

Since
Assume , then
can be written as
Take integration to obtain
27
Reduction of Order

We choose , then

So
We choose because we only need one suitable . So
Run the Wronskian test,
The general solution is
28
The Constant Coefficient Case
Consider the constant –coefficient linear homogeneous equation
In which and are constants (numbers).
This equation suggests an exponential function, , because derivatives of

are constant multiples of .
We therefore try to find so that is a solution.
Substitute into , then
Or
29

Since ,
This equation is also called “Characteristic Equation”.
Notice that the characteristic equation can be read directly from the
coefficients of the differential equation, and we need not substitute each
time.
The characteristic equation has roots
leading to the following three cases.
30
Case 1 Real, distinct roots
This occurs when . The distinct roots are
and are linearly independent solutions, and in this case, the general
solution of equation is
31
Find the general solution of
We can immediately read the characteristic equation
Then we can find the real, distinct roots, and .

32
Case 2 Repeated roots
This occurs when and the root of the characteristic equation is . One
solution of the equation is
We can then assume
and
Compute the following equations
33
Substitute the following two equations
into
Then
Rewrite as
34
Because
and
Therefore
We can obtain
We should choose
Then

35
Then we can find the repeated root,

36
Case 3 Complex roots
The characteristic equation has complex roots when . The complex roots
are
in which
Then the general solution can be
Or
37
Case 3 Complex roots
Because
The general solution
Due to linearly independent roots, the solution becomes
38
Then we can find the real, distinct roots,

39
Summary
The constant coefficient homogeneous equation
Let and be the roots of the characteristic equation
and are real and distinct
Complex roots
40
The Non-homogeneous Equation
The
 key to solve a nonhomogeneous equation is to
(1) find two linearly independent solutions of
the associated homogeneous equation.
(2) a particular solution, , for the nonhomogen
eous equation.
We can apply the constant coefficient method to a

chieve (1);
to achieve (2), we consider two methods in this s
ection.
41
Variation of Parameters
We assume that the particular solution has the following form:
To see how to choose and , substitute into the original differential
equation. Then we first calculate the following derivatives.
By assuming
So that
42
Take the second derivative of
Substitute , , into
So that
Rearrange the equation as
43
Since and are the linearly independent solutions of , we can obtain
Rearrange the equation as
Now solve the following two equations,
We can obtain:
44
Take the integration on both sides:
where
Once we have and , we have a particular solution , and the general solution
of is
45
for
(1) The homogeneous equation is
(2) The characteristic equation of the homogeneous equation is
The complex roots are
(3) The linearly independent solutions and of are
46
(4) To calculate a particular solution, , we first calculate the Wronskian
function,
(5) Then we can calculate and for
47
(5) Then we can calculate and for
(6) The particular solution is
(7) The general solution is
48
Undetermined Coefficients
This method only applies for those differential equations with constant
coefficients .
The idea of the method of undetermined coefficients is that sometimes we

can guess a general form for from the appearance of .
49
(1) The homogeneous equation is ; its general solution is
(2) Because is a polynomial and derivatives of polynomials are also

polynomials, it is reasonable to think that there might be a polynomial
solution.
(3) Try
Then
(4) Substitute , , and into
50
(5) We can obtain
Then rewrite as
(6) The equation, must be zero to let a solution. So that the coefficients are
all zeros.
(7) We can get , , . And
(8) The general solution is
51
The problem here is that is also a solution of the homogeneous equation,

so the previous guess way is not suitable.
Whenever a term of a proposed is a solution of the associated

homogeneous equation, multiply this proposed solution by .
52
Summary of the method of undetermined coefficients
(1) Make sure the differential equation type is
where , are constants.
(2) Find the general solution of
by using the constant coefficient method.
(3) Guess a general form of a particular solution
Using Table 2.1
53
(4) If any term of the attempt of is a solution of the associated
homogeneous equation, multiply by .
Solve by substituting into
(5) Write the general solution
If the differential equation is
then we can consider to solve
The general solution will be
54
55
Spring Motion

Spring motion
Assuming the mass is constant and Newton’s 2 n

d law,
Re-arrange:
as a 2nd ordinary differential equation .
56
Spring Motion – Unforced Mot
ion
 (Homogeneous Equation Condition)
Rewrite the equation as
The characteristic function is
The roots of the characteristic function are
57
ion
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

Case 1 (Over-damping)
Case 2 (Critical Damping)
Case 3 (Under-damping)
58
ion
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚


where
 Since and are positive, ,
so and
Therefore
59
ion
(Homogeneous
 Equation Condition)
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

Example 2.20 ,,
The general solution:
Given the initial condition: , and
The particular solution:
60
ion
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

Case 2 (Critical damping)
When ,
where
61
ion
(Homogeneous
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

Case 2 (Critical damping)
Example 2.21 ,
62
ion
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

where
63
ion
(Homogeneous
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

Example 2.22 ,
64
ion
Example 2.22 ,
The behavior of the above solution can be easily shown by phase angle
form
We can extend the above equation as
Comparing the left side and the right side, we can find:
Take tangent:
65
ion
Example 2.22 ,
Take the square of both terms
The solution can be written as
66
Spring Motion – Forced Motio
n
 (Non-homogeneous Equation Condition)
The particular solution for the forcing function is:
67
Spring Motion – Forced Motio
n
 (Non-homogeneous Equation Condition)
𝑐 1
𝜆=− ± √ 𝑐 2 − 4 𝑘𝑚
2𝑚 2𝑚

Case 1 (Over-damped Forced Motion)
Case 2 (Critically damped Forced Motion)
Case 3 (Under-damped Forced Motion)
68
Spring Motion – Resonance
 Resonance
can occur in the absence of damping.
where (natural frequency)
Resonance occurs if
69
 Resonance

Solve
The general solution for the homogeneous part:
is
The try of the particular solution of the non-homogeneous equation is usually
However, it is repeated as . So that
70
 Resonance

Solve
We can substitute into the above equation. Then
Comparing the left-hand side and the right-hand side of the equation
Then we can have the particular solution of non-homogeneous part:
71
 Resonance

Solve
The final solution is
For example, if and , then
72
Spring Motion – Beats
 Beats
can also occur in the absence of damping.
The condition to Beats is:
The final solution is
Or
73
Spring Motion – Beats
 Beats
can also occur in the absence of damping.
2𝐴 1 1
𝑦 ( 𝑡 )= 2 2
𝑚 (𝜔0 − 𝜔 )
𝑠𝑖𝑛 ( 2
( ) (
𝜔0 +𝜔 ) 𝑡 𝑠𝑖𝑛
2
(𝜔0 − 𝜔 )𝑡 )
Giving , and
Then
74

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Advanced Engineering Mathematic

A second-order differential equation is one

by restricting the equation to intervals (per

We can divide the differential equation by

We will refer to this as the second-order lin

Since , we can integrate once to obtain

And then once again to get

with and as arbitrary constants.

Then the general solution becomes

Then the general solution becomes

This is also called a solution passing

in which , , and are given. We will state, without proof, an existence

Theorem 2-1 Existence of Solutions

Let , , and be continuous on an open interval . The initial value problem

has a unique solution on .

The second-order linear homogeneous equation has the form

This leads to a definition as follows.

• Two functions are linearly independent on an interval (which can be

• If one function is a constant multiple of the other on the entire interval,

Define the Wronskian of two solutions and to be the determinant

and are linearly independent on if and only if on .

We call two linearly independent solutions and a fundamental set of

This is the general solution.

Then and , so the unique solution of the initial value problem is

can also be represented by

Let and be linearly independent solutions of .

Then the expression, , contains every solution of .

If is also a solution of , then

Which can be re-written as

And because on any interval,

where and are known.

Linear first-order differential equation for

Since is an exponential function, . And the preceding derivation was

Substitute and into ,

After two integrations,

Since we only needs one second solution , we only need one .

Run the Wronskian test

Therefore the general solution of is

If we can find one solution,

Compute the following two equations

And then substitute into the original equation to get

Take integration to obtain

We choose because we only need one suitable . So

Run the Wronskian test,

The general solution is

In which and are constants (numbers).

This equation suggests an exponential function, , because derivatives of

We therefore try to find so that is a solution.

Substitute into , then

This equation is also called “Characteristic Equation”.

leading to the following three cases.

We can immediately read the characteristic equation

Then we can find the real, distinct roots, and .

We can then assume

Compute the following equations

We can obtain

We should choose

The general solution is

We can immediately read the characteristic equation

Then we can find the repeated root,

Then the general solution can be

The general solution