Modeling: Mass-Spring System (1)
• Newton’s 2
ndLaw
• Spring-Mass System
my F
– Static equilibrium
--- F0 balances the weight W=mg
– Restoring force
• Undamped System --- assume no damping
Hooke’s law
1
F ky
0
0F ks
Modeling: Mass-Spring System (2)
0
0 0
F W ks mg
0 my ky
Datum
– General sol.
Or
where
– Period
Frequency (cycle/sec, Hz)
2 2
, tan
B
C A B
A
Modeling: Undamped System (1)
cos
0
y t C t
cos
0 sin
0, 0
y t A t B t k m
Harmonic oscillation
2
0 02
Modeling: Undamped System (2)
Modeling: Damped System (1)
– Damping force existing
– Governing eqn.
– Characteristic eqn.
F cy
Damping constant, >0
0 my cy ky
2
c k 0
m m
Modeling: Damped System (2)
– Roots of the characteristic eqn.
Or
– Three cases
I. Distinct real roots II. Real double root
III. Complex conjugate roots
2 1,2
1 4
2 2
c
c mk
m m
2
4
c mk
2
4
c mk
2
4
c mk
Overdamping Critical damping Underdamping
Damped System: I. Overdamping
– General sol.
--- The mass will be at rest y = 0 since the damping takes energy from the system.
1 2
t
ty t c e
c e
Damped System: II. Critical Damping
– General sol.
--- May or may not pass over static equilibrium y = 0.
– Border between non-oscillatory and oscillatory motion
1 2
ty t c c t e
Damped System: III. Underdamping (1)
– Pure imaginary
– Complex conjugate roots
– General sol.
where
2 2
2
, 1 4
2 4
k c
i mk c
m m m
1,2
i
t cos
sin
y t e
A t B t
cos
Ce
t t
2 2
, tan
B
C A B
A
Damped System: III. Underdamping (2)
– Damped oscillations – Frequency:
will increase as c becomes smaller – As c approaches zero,
2
0
k m
Euler-Cauchy Equation
– Try
– Substituting
– Auxiliary eqn.
– Three cases
2
0
x y axy by
my x
2 2 1
1
0
m
m
m
x m m x axmx bx
2
1 0
m a m b
Case I. Distinct Real Roots
– Two real roots m1, m2 – General sol.
– Example
– Auxiliary eqn.
– Roots of the auxiliary eqn.
– General sol.
2
2.5 2.0 0
x y xy y
1 2
1 2
m
my c x c x
2
3.5 2.0 0
m m
1
0.5,
2 4
m m
1 4
c
2y c x
x
Case II. Real Double Root (1)
– One double root m1
– First basis
– Second solution --- by the reduction of order Set
– Substituting into the DE
– Rearranging
1 2
1
ay x
2
1y uy
2
1
2
1 1 1 1 10
x u y u y uy ax u y uy buy
1
1 1
2
m a
2 2
1
2
1 1 1 1 10
u x y u x xy ay u x y axy by
0
Case II. Real Double Root (2)
– 2nd parenthesis
– Remaining
– Divide by y1 and separate
– General sol.
u x
2 u x y
1 0
1 , ln ln ,
1 , ln
u u x
u x
u u x
x
1 2 1 2 1 21 1 1
2 xy ay 1 a x
a ax
a x
a y
1 2ln
1 2
ay c c x x
Case III. Complex Conjugate Roots
– Two complex roots
– Using Euler formula and expressing
– Adding and subtracting
– General sol.
1
2
ln ln
cos ln sin ln cos ln sin ln
m i i x
m i i x
x x x x e x x i x
x x x x e x x i x
1
,
2
m i m i
cos ln , sin ln x
x x
x
cos ln sin ln
y x
A x B x
Existence and Uniqueness of Sol.
• Homogeneous Linear 2
ndOrder DE
– IC’s
– Existence and uniqueness of the general sol.
• Linear Independence of the sol.
– Linearly independent y1, y2 on I
– Linearly dependent
0
y p x y q x
1 1 2 2
y c y c y
0
0,
0
1y x K y x K
1 1
2 2 0
k y x k y x k
1 0, k
2 0
1
2,
2
1y ky y ly
Linear Dependence, Wronskian (1)
– Wronski determinant (Wronskian)
– y1, y2 are linearly dependent for any x0 – If y1, y2 are linearly dependent, then
– If , consider the linear system
1 2
1 2 1 2 2 11 2
,
y y
W y y y y y y
y y
1,
2 0 W y y
1 2
y ky
1 2
2 2 2 2 2 22 2
, ky y 0
W y y ky y y ky
ky y
1,
2 0 W y y
1 1 2 2
1 1 2 2
0 0 k y x k y x
k y x k y x
Unknowns k1, k2
Linear Dependence, Wronskian (2)
– Coefficient matrix of the linear system = Wronskian – Nontrivial sol. of k1, k2 must be obtained if W = 0
– Example – Wronskian
linearly independent if and only if
1 1 2 2
y k y x k y x
2
0
y y y
1 cos x y ,
2 sin x
2 2
cos sin
cos , sin
sin cos
cos sin
x x
W x x
x x
x x
0
Existence (1)
• Existence Theorem
--- If p(x) and q(x) continuous, general sol. exists.
– First sol. y1 – Second sol. y2 – Wronskian
linearly independent – General sol.
– Every sol. Y(x) can be expressed
1 0
1,
1 00
y x y x
2 0
0,
2 01
y x y x 1
W
1 1 2 2
y k y x k y x
1 1
2 2
Y x C y x C y x
Existence (2)
– Does not have singular sol.
– Assume x0 which gives
– Matrix form
– Coefficient matrix = Wronskian unique sol.
– Everywhere on I
0
0,
0
0y x Y x y x Y x
0
1 1
2 2
y
x C y x C y x
1 1 0 2 2 0 0
1 1 0 2 2 0 0
c y x c y x Y x c y x c y x Y x
Unknowns c1, c2
1 1
,
2 2c C c C
0
0,
0
0y
x Y x y
x Y x
Non-homogeneous DE (1)
– Relation between sol. of corresponding homogeneous DE (1) Difference of two sol. of non-homogeneous DE:
sol. of homogeneous DE
(2) Sum of sol. To non-homogeneous DE and that to homogeneous DE: another sol. of non-homogeneous DE
,
L y r x L y r x
0
L y y L y L y r x r x
0
L y y
L y L y
r x r x
y p x y q x y r x
Non-homogeneous DE (2)
• General sol. to non-homogeneous DE
– yh: general sol. of the corresponding homogeneous DE
– yp: any sol. of the non-homogeneous DE with no arbitrary constants – Particular sol. can be obtained by assigning values to c1 and c2
• Uniqueness and Existence of the General sol.
h
p
y x y x y x
1 1
2 2
y
hx c y x c y x
0
0,
0
1y x K y x K
0 0 p
0,
0 0 p
0y x K y x y x K y x
Non-homogeneous DE (3)
– Every sol. can be obtained by assigning values to c1 and c2 in yh : any sol. of the non-homogeneous DE
: any general sol. of the same DE : sol. of the homogeneous DE
– Sol. of the non-homogeneous DE
--- find the sol. to corresponding homogeneous DE, yh and yp
y y y
py
Unique sol. to non-homogeneous DE
h
p
y x y x y x
p
Y x y x y x
p
y x Y x y x
Example of Non-homogeneous DE
• Initial Value Problem
– General sol. to the corresponding homogeneous DE – General sol. to the non-homogeneous DE
Try
– Substituting
– General sol. of the non-homogeneous DE
– From IC
2 101 10.4 ,
x0 1.1, 0 0.9 y y y e y y
cos10 sin10
x
y
h e
A x B x
x
y
p Ce
1 2 101 Ce
x 10.4 e
xC 0.1
cos10 sin10 0.1
x x
h p
y y y e
A x B x e cos10 0.1
x x
y e
x e
Example of Non-homogeneous DE
0.1
e
x e
xx
0.1
xe e
Sol. by Undetermined Coefficients
• Finding y
pin the non-homogeneous DE
• Method of Undetermined Coefficients
(A) Basic rule
(B) Modification rule --- If your choice for yp happens to be a sol. of the corresponding DE, then multiply by x or x2 (if it is a double root).
(C) Sum rule --- If r(x) is a sum of several functions in Table, then choose for yp the sum of the corresponding trial functions.
y ay by r x
Term in r(x) Choice for yp
0,1,
cos sin
cos sin
x n
x x
ke
kx n
k x
k x
ke x
ke x
1
1 1 0
cos sin
cos sin
cos sin
cos sin
x
n n
n n
x x
Ce
K x K x K x K
K x M x
K x M x
e K x M x
e K x M x
Basic Rule
Example of Undetermined Coefficients (1)
4 8
2
y y x
2
2 1 0
, 2
2
p p
y K x K x K y K
2
22 2 1 0
2 K 4 K x K x K 8 x
2
21
y
px
cos 2 sin 2 2
21
h
p
y y y A x B x x
– Choice of yp
– Substituting
– Equating coefficients of x2, x, and x0
– General sol.
Example of Undetermined Coefficients (2)
– Sol. of the corresponding homogeneous DE yh
– Choice of yp
– Substituting
– General sol.
2
1 2
x
xy
hc e c e
, , 2
x
x
x
x
xp p p
y Cxe y C e xe y C e xe
2
1 2
h
p
x
x
xy y y c e c e xe
3 2
xy y y e
2
x 3 1
x 2
x
x, 1
C x e x e Ce e C
Same as yh
Example of Undetermined Coefficients (3)
– Sol. of the corresponding homogeneous DE yh
– Choice of yp
– Substituting
– General sol.
1 2
xy
hc c x e
2 2 2
, 2 , 2 4
x
x
xp p p
y Cx e y C x x e y C x x e
1 2
21 2
h
p
x
xy y y c c x e x e
2
2 1
, 0 1, 0 1
x
y y y D y e y y
2 4
2 2 2
2
2, 1
2
x
x
x
x
C x x e C x x e Cx e e C
Same as yh, , double root
Example of Undetermined Coefficients (4)
– From IC
1
22 1
y x e
xExample of Undetermined Coefficients (5)
– Sol. of the corresponding homogeneous DE yh
– Choice of yp
cos 2 sin 2
x
y
he A x B x
0.5 0.5
0.5
cos 4 sin 4 ,
0.5 4 sin 4 4 cos 4 , 0.25 16 cos 4 16 sin 4
x p
x p
x p
y Ce K x M x
y Ce K x M x
y Ce K x M x
2 5 1.25
0.540 cos 4 55sin 4 , 0 0.2, 0 60.1
y y y e
xx x
y y
Example of Undetermined Coefficients (6)
– Substituting and equating
– General sol.
– Particular sol.
cos 2 sin 2 0.2
0.55sin 4
x
x
y e A x B x e x
0.2, 0, 5
C K M
20
sin 2 0.2
0.55sin 4
x
x
y e x e x
Example of Undetermined Coefficients (7)