Moving on to higher-order ODE's

Figures from the

Wolfram Demonstrations Project
• S. Timoshenko, D. Young, and W. Weaver Jr. Free vibrations of a spring
mass system
• Jon Neades. Quarter-car suspension model with double spring
• S. M. Blinder. Series RLC circuits
• S. M. Blinder. Phenomenological Approximation to Newton's Cradle
• Erik Mahieu. Varying Period of a Damped Pendulum
• Erik Mahieu. Pendulum with Varying Length or How to Improve Your
Next Swing Ride
 The question
Consider the block with mass 𝑚 attached to a spring with spring constant 𝑘
oscillating in the vertical plane. The whole system is subject to damping
represented by the damping coefficient 𝑏. The block is released from rest
from a position of 𝑎 below the equilibrium. Describe the motion of the block
where 𝑥 = 𝑥(𝑡) is the displacement of the block relative to equilibrium at
time 𝑡.

The model: mx + bx + kx = 0; x(0) = a, x(0) = 0

Second order Linear
Constant coefficients Homogeneous
So what? mx + bx + kx = 0; x(0) = a, x(0) = b

Car suspension LCR circuit

q
Lq + Rq + = E; q (0) = a, q (0) = b
C
Another application
Newton's cradle Swinging pendulum

 +  = 0
 The governing differential equation

mx + bx + kx = f ( x) • Second order
q
Lq + Rq + = E (t )
• Linear
C
• Constant coefficients
 +  = 0

Higher-order linear differential equation with constant coefficients

Study units 2, 3 and 4

The question: 𝑎≠0
𝑎, 𝑏, 𝑐, 𝑒 ∈ ℝ

Solve a linear, higher-order ODE with constant coefficients

3 2
𝑑 𝑦 𝑑 𝑦 𝑑𝑦 𝑓 𝑥 =𝐷
𝑎 3+𝑏 2+𝑐 + 𝑒𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑓 𝑥 = 𝑀 + 𝑁𝑥. …

3rd order 𝑓 𝑥 = 𝐷𝑒 𝑘𝑥

𝑓 𝑥 = 𝐷 sin 𝑘𝑥
Method of undetermined coefficients 𝑓 𝑥 = 𝐷 cos 𝑘𝑥

(D operators) sum/product
 d3y d2y dy
a 3 + b 2 + c + ey = f ( x)
dx dx dx

Complimentary
𝑦𝑐 : 𝑓 𝑥 = 0
function
The solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 Standard cases
𝑦𝑝 : 𝑓(𝑥) ≠ 0 Particular integral
Special cases

Applications
 d3y d2y dy
a 3 + b 2 + c + ey = f ( x)
dx dx dx

Applications

Set up, solve, Solve,

interpret interpret

Spring-mass Series RCL

Model given
systems circuits
2. Method of undetermined coefficients

Learning outcome
Use the method of undetermined coefficients to solve
a linear higher-order ODE with constant coefficients
A linear, homogeneous, first-order
ODE with constant coefficients
 𝑑𝑦
Solve for 𝑦 if 3 + 6𝑦 = 0
𝑑𝑥

dy
+ 2y = 0 In general: Pe mx ( am + b ) = 0
dx
dy
a + by = 0 But Pe mx  0
R=e  2 dx
= e2 x dx
Assume y = Pe mx  am + b = 0
e y =  0dx = c
2x
 m = −b a
dy
 = Pme mx
−2 x dx
 y = ce  y = Pe
− ba x

aPme mx + bPe mx = 0
A linear, homogeneous, second-order
ODE with constant coefficients
 𝑑2 𝑦 𝑑𝑦
Solve for 𝑦 if 𝑎 2 + 𝑏 + 𝑐𝑦 = 0
𝑑𝑥 𝑑𝑥

Assume y = Pe Pe mx ( am 2 + bm + c ) = 0
mx

dy
= Pme mx
dx am + bm + c = 0
2

d2y
2
= Pm e
2 mx
Auxiliary equation
dx
Characteristic equation
aPm e + bPme + cPe
2 mx mx mx
=0
Practice …
Example 1
Write down the characteristic equation for each of the following.

𝑑2 𝑥 𝑑𝑥 𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
a) − 2 𝑑𝑡 + 5𝑥 = 0 c) 3 𝑑𝑥 3 − 𝑑𝑥 2 + 2 𝑑𝑥 − 𝑥 = 0
𝑑𝑡 2

m 2 − 2m + 5 = 0 3m3 − m 2 + 2m − 1 = 0

𝑑2 𝜃 𝑑𝜃 𝑑2 𝑦
b) 4 𝑑𝑡 2 + 5 𝑑𝑡 =0 d) 𝑑𝑥 2
+ 9𝑦 = 0

4m + 5m = 0
2 m +9 = 0
2
 𝑑2 𝑦 𝑑𝑦
Solve for 𝑦 if 𝑎 2 + 𝑏 + 𝑐𝑦 = 0
𝑑𝑥 𝑑𝑥
Characteristic/auxiliary equation Roots Nature of the roots

am + bm + c = 0
2
• Factorize 1. Real, distinct
𝑑 −𝑏± 𝑏2 −4𝑎𝑐 2. Real, repeating
Let 𝐷 = 𝑑𝑥 • 𝑚= 2𝑎
𝐷 operator
𝑑2 3. Complex
2
𝐷 = • Casio
𝑑𝑥 2

PTO

( aD 2
+ bD + c ) y = 0
 2
Roots of 𝑎𝑚 + 𝑏𝑚 + 𝑐 = 0

1. Real, distinct roots 2. Real, repeating 3. Complex

m1 =  ; m2 =  m1 = m2 =  twice m =   j
Note the 𝑥
General solution: General solution: General solution: The typo has
been fixed.

x
y = Ae + Be x
y = ( Ax + B ) e x y = e x ( A cos  x + B sin  x )

𝐴 and 𝐵: Constants ⇔ use IC's/BC's to get particular solution

 d2y dy
a 2 + b + cy = 0
2
d y dy
a 2
+ b + cy = f ( x) dx dx
dx dx

Solution: y = yc + y p Complementary
function 𝑦𝑐

Characteristic equation
𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

Distinct. real Repeating roots Complex roots

roots 𝑚1 ; 𝑚2 𝑚 twice 𝑚 =𝛼±𝛽𝑗

𝑦𝑐 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥 𝑦𝑐 = 𝐴 + 𝐵𝑥 𝑒 𝑚𝑥 𝑦𝑐 = 𝑒 𝛼𝑥 cos 𝛽𝑥 + sin 𝛽𝑥
Homework

1. Practice using the Casio to solve

equations

2. Know the general solutions

associated with the roots of the
characteristic equation
Next …

… homogeneous higher-order ODE's with

linear coefficients