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BMAT102L – Differential Equations and Transforms Dr. T.

Phaneendra
Module 1: Linear Differential Equation of Second Order Professor of Mathematics

Linear Differential Equation of Second Order:


General form: ( ) … (1)
where are either all constants or functions of t.
1. When are all constants, (1) is called a linear differential equation with constant
coefficients.
2. If are functions of t, (1) is a linear differential equation with variable coefficients.
3. If ( ) the linear equation (1) is called homogeneous, otherwise nonhomogeneous.

Primes notation of (1): ( )


Operator notation of (1): ( ) ( ), … (2)
where ( )

General Solution: The general solution (GS) of (1) has two parts:
 Complementary Function ( ): An expression in the variable t, in which the number of
arbitrary constants equals the order 2 of (1) and which satisfies the homogeneous part
( ) of (1).
 Particular Integral ( ): A function of t, which contains no arbitrary constants, and which
satisfies (1).
The G. S. of (1) is given

Method of Solving Homogeneous Second Order Linear Differential Equation with Constant Coefficients
Consider the homogeneous second order linear differential equation with constant coefficients of the
form:
( ) … (3)
Step 1. Replace D with indeterminate m in the polynomial ( ) and then equate it to zero, to get
the auxiliary equation (AE): ( )
Step 2. Solve the AE to get 2 roots.
Step 3. Depending on the nature of the roots, write the :

Nature of roots of AE CF
and are simple roots
is a double root (root of order 2) ( )
Pair of complex conjugates: ( )

Step 4. The general solution (GS) of (3) is


Note: For the homogeneous linear differential equation ( ) , there is no particular integral.
Hence its general solution is

Self-check Exercises:
Exercise 1. Solve the following differential equations:
(a)

(b)

(c)

1
BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Linear Differential Equation of Second Order Professor of Mathematics

(d)

(e)

Method of Solving Nonhomogeneous Second Order Linear Differential Equation with Constant Coefficients
Consider the nonhomogeneous second order linear differential equation with constant coefficients of
the form:
( ) … (4)
Step 1. Find the complementary function CF of (4).
Step 2. Determine the particular integral
Step 3. The general solution (GS) of (1) is

The Particular Integral by the Method of Undetermined Coefficients


Let xc be the complementary function of (4). In the method of undetermined Coefficients, we take
an initial guess of the particular integral xp based on the type of the RHS Q(t) of (4).

Case (a) – No part of Q(t) appears in xc

Q(t) Initial Guess for xp


Nonzero constant k constant A

or +
( ) ( )
( ) ( )
or ( + )
( ) ( )

Example 1. Solve or ( ) ,
Solution. The complementary function is ( ) . Since does not appear in
we write so that and . Substituting these in the given
equation, we get ( ) Since , we see that ( ) or
( ) . Thus ( )

Therefore, the general solution is or ( ) ( )


Example 2. Solve
Solution. The auxiliary equation is , with roots Hence the CF is
Since does not appear in we write
so that and ( ). Substituting these in the
given equation, we get
( )— ( ) ( )
or ( ) ( )
Comparing the coefficients of and on both sides,
or , .

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BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Linear Differential Equation of Second Order Professor of Mathematics

Solving for A and B, we get or . Thus .


Therefore, the general solution is .

Example 3. Solve
Solution. The complementary function is ( √ √ )
Suppose that so that , and . With these, the given
equation is written as
( ) ( )
or ( ) ( )
Comparing the coefficients of and the constant terms on both sides, we see that

Solving for A, B and C, we get and . Thus


Therefore, the general solution is ( √ √ )

Self-check Exercises
Exercise 1. Solve the following using the method of undetermined coefficients:
(a)
(b) ( )
(c)
(d)
(e)
Answers.
(a) ( )

(b) ( √ √
)
(c)
(d) ( √ √
)
(e)

Case (b) – Some Part of Q(t) appears once in xc

Q(t) contained once in xc Initial Guess for xp

or ( )

Self-check Exercises
Exercise 2. Solve the following using the method of undetermined coefficients:
(a)
(b)
Answers.
(a)
(b)

3
BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Linear Differential Equation of Second Order Professor of Mathematics

Method of Variation of Parameters


Consider the nonhomogeneous second order linear equation with constant coefficients of the form:
( ) … (1)
Step 1. Let be the complementary function CF of (1), where and are
linearly independent solutions of the homogeneous part Then their
Wronskian is
( ) … (2)
Step 2. In the method of variation of parameters, the particular integral is obtained by replacing
the arbitrary constants and respectively with functions of t, say ( ) and ( ),
which are given by
( ) ( )
( ) ∫( ) ( ) ∫( ) ( )

Thus ( ) ( )
Step 3. The general solution (GS) of (1) is

Example 1. Solve by the method of variation of parameters.

Solution. The complementary function is


Suppose that so that
( ) ( )
Therefore,

( ) ∫( ) ∫

∫( ) ( )
( )
( ) ∫( ) ∫

[ ( )] ( )

The general solution is that is


( )

Example 2. Solve by the method of variation of parameters.

Solution. The complementary function is


( )
Therefore,

( ) ∫( ) ∫ ( )

( ) ∫( ) ∫ ( )

* ( ) + * ( ) + = or ( )

The general solution is that is


( )

4
BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Linear Differential Equation of Second Order Professor of Mathematics

Self-check Exercises

Exercise 1. Solve the following using the method of variation of parameters:


(a)
(b)
(c)
(d)
(e)

Answers.
(a) ( )
(b)
(c) ( )
(d) ( ) ( )
(e) ( ) ( )

Cauchy-Euler s Linear Equation of Second Order

General form: ( ) … (1)

Substitution: so that ; and ( ) , … (2)

Then the Cauchy-Euler s linear equation (1) reduces to a linear differential equation with constant
coefficients, which can be solved either by the method of undetermined coefficients or by the method
of variation of parameters.

Example 1. Solve

Solution. With the substitutions (2), the transformed equation will be


… (3)
The auxiliary equation of (3) is with roots √ – and √
√ √ ,
The general solution is √ √

Self-check Exercises

Exercise 1. Solve the following using the method of undetermined coefficients:


(a) ( )

(b)

(c)

(d)

(e)

5
BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Oscillations in Mechanical & Electrical Circuits Professor of Mathematics

Free Oscillations in Mechanical Circuits without Damping


Consider a mass m attached to the end of a spring with spring constant k. Suppose that the mass is
released from the initial position ( ) with a downward velocity ( ) . Its vertical
motion is modeled by the differential equation: Note that the resulting motion is a
simple harmonic motion(SHM).

Example 1. A mass weighing 4 pounds, attached to a spring whose spring constant is 16 lb/ft, is in the mean
position. If the mass is released with a downward velocity 8 ft/s, what is the subsequent vertical
displacement? What is the period of simple harmonic motion?
Solution. Note that slug and lb/ft. The vertical displacement of the
spring is described by the differential equation or Its general
solution is given by ( ) √ √ Using the initial condition ( ) , we
see that . Thus ( ) √ Differentiating with respect to t and then applying the

initial velocity condition ( ) , we find that √ or Therefore, the


subsequent vertical displacement is ( ) ( √ ) The period of the motion is

√ seconds.

Self-check Exercises
Exercise 1. A 20-kilogram mass is attached to a spring. Describe the undamped simple harmonic
motion of the spring. If the frequency of the motion is 2/ cps, what is the spring constant k?
Ans. The frequency is and hence k = 320 Newtons per meter.
Exercise 2. A mass weighing 24 pounds, attached to the end of a spring, stretches it 4 inches.
Initially, the mass is released from rest from a point 3 inches above the equilibrium position. Find
the equation of motion.
Ans. The mass is slug and lb/ft. The initial conditions are
( ) , ( ) The displacement is ( ) √
Exercise 3. A force of 400 newtons stretches a spring 2 meters. A mass of 50 kilograms is attached to
the end of the spring and is initially released from the equilibrium position with an upward velocity
of 10 m/s. Find the equation of motion.
Ans. The mass is kilograms and newtons per meter. The initial conditions
are ( ) , ( )

Free Oscillations in Mechanical Circuits with Damping


Consider a mass m attached to the end of a spring with spring constant k. Suppose that the medium
offers a damping force (by immersing the mass in a liquid), which is numerically equal to the
instantaneous velocity. If it is released from the initial position ( ) with a downward
velocity ( ) . Its motion is modeled by the differential equation:
where is the damping constant.

Example 1. A mass weighing 4 pounds is attached to a spring whose constant is 2 lb/ft. The medium offers a
damping force that is numerically equal to the instantaneous velocity. The mass is initially
released from a point 1 foot above the equilibrium position with a downward velocity of 8 ft/s.
Determine the equation of motion.

1
BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Oscillations in Mechanical & Electrical Circuits Professor of Mathematics

Solution. Note that slug and The damping constant is   1 and the spring
constant k = 2 lb/dt. The equation of motion is or
Its general solution is ( ) ( ) Applying the initial conditions ( ) ( ) ,
we get and . Thus ( ) ( )

Self-check Exercises

Exercise 1. A mass m is attached to both a spring (with given spring constant k) and a dashpot (with
given damping constant c). The mass is set in motion with initial position and initial velocity .
Find the position function ( ) and determine whether the motion is overdamped, critically
damped, or underdamped:
(a)
(b)
(c)

Free Oscillations in LC- Circuits (Electrical Circuits without Damping - without an external emf)
The differential equation which describes the charge q(t) on the capacitor at any time t seconds in
an LC-series circuit is . The initial conditions are ( ) , ( ) . Note that L
is the inductance in henry and C is the capacitance in farad.

Self-check Exercises
Exercise 1. Find the charge on the capacitor in an LC-series circuit when henry, C = 0.01
farad, q(0) = 1 coulomb, and i(0) = 0 ampere. What is the charge on the capacitor after a long time?
Exercise 2. Find the charge on the capacitor in an LC-series circuit when henry, C = 0.05
farad, q(0) = 1.5 coulomb, and i(0) = 0 ampere.

Free Oscillations in LRC- Circuits (Electrical Circuits with Damping - without an external emf)

The differential equation which describes the charge q(t) on the capacitor at any time t seconds in
an LRC-series circuit is . The initial conditions are ( ) , ( ) .
Note that L is the inductance in henry, R is the resistance in ohm and C is the capacitance in farad.

Self-check Exercises

Exercise 1. Find the charge on the capacitor in an LRC-series circuit at t = 0.01 seconds, when L =
1/4 henry, R = 20 ohm, C = 1/300 farad, E(t) = 0 volt, q(0) = 4 coulomb, and i(0) = 0 ampere. Determine
the charge on the capacitor at any time t > 0. Is the charge on the capacitor ever equal to zero?
Exercise 2. Find the charge on the capacitor in an LRC-series circuit at t = 0.01 second when L = 0.05
henry, R = 2 ohm, C = 0.0l farad, E(t) = 0 volt, q(0) = 5 coulomb, and i(0) = 0 ampere. Determine the
charge on the capacitor at time t > 0.

Forced Oscillations in Mechanical Circuits without Damping

Mathematical model: ( )
Initial conditions: ( ) ( ) .

Exercise 1. Suppose that , , ( ) . Find the vertical displacement ( ), if


( ) ( ) .

2
BMAT102L – Differential Equations and Transforms Dr. T. Phaneendra
Module 1: Oscillations in Mechanical & Electrical Circuits Professor of Mathematics

Exercise 2. Suppose that , , ( ) . Find the vertical displacement


( ), if ( ) ( ) .
Exercise 3. Solve the following initial value problems related to mass-spring system:
(a) ( ) ( )

(b) ( ) ( )

Forced Oscillations in Mechanical Circuits with Damping


Mathematical model: ( )
Initial conditions: ( ) ( ) .

Exercise 1. Solve the following initial value problems related to damped mass-spring system:
(a) ( ) ( )

(b) ( ) ( ) .

Forced Oscillations in LC- Circuits (Electrical Circuits without Damping – under an external emf)
Mathematical model: ( )
Initial conditions: ( ) ( ) .

Exercise 1. Solve the following initial value problems related to LC-circuits:


(a) ( ) ( )

(b) ( ) ( ) .

Forced Oscillations in LRC- Circuits (Electrical Circuits with Damping – under an external emf)
Mathematical model: ( ) … (1)
Initial conditions: ( ) ( ) . … (2)

Exercise 1. Find the charge q on the capacitor and the current I in the given LRC-series circuit with
L = 5/3 henry, R = 10 ohm, C = 1/30 farad, E(t) = 300 volt, q(0) = 0 coulomb, and I(0) = 0 ampere. Find
the maximum charge on the capacitor.
Exercise 2. Find the charge q on the capacitor and the current I in the given LRC-series circuit with
L = 5/3 henry, R = 10 ohm, C = 1/30 farad, E(t) = 300 volt, q(0) = 0 coulomb, and I(0) = 0 ampere. Find
the maximum charge on the capacitor. Find the steady-state charge and the steady-state current in
an LRC-series circuit when L = 1 henry, R = 2 ohm, C = 0.25 farad, and E(t) = 50 cos t volt.
Exercise 3. Solve the following initial value problem (1)-(2) with each of the following sets of
values:
(a) ( ) ; ( ) ( )
(b) ( ) ; ( ) ( ) .

Note: In problems related tofoced oscillations, you may use either the method of undetermined
coefficients or the method of variation of parameters.

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