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where f is some given function. This equation is said to be linear if f is linear in y and y': y = g (t ) p (t ) y q(t ) y Otherwise the equation is said to be nonlinear. A second order linear equation often appears as
P (t ) y + Q(t ) y + R (t ) y = G (t )
If G(t) = 0 for all t, then the equation is called homogeneous. Otherwise the equation is nonhomogeneous.
Thus solution passes through (t0, y0), and slope of solution at (t0, y0) is equal to y0'.
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Consider the second order linear differential equation y y = 0 Two solutions of this equation are y1 (t ) = e t , y2 (t ) = e t Other solutions include
y3 (t ) = 3et , y4 (t ) = 5e t , y5 (t ) = 3et + 5e t
Based on these observations, we see that there are infinitely many solutions of the form y (t ) = c1e t + c2 e t It will be shown in Section 3.2 that all solutions of the differential equation above can be expressed in this form.
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Now consider the following initial value problem for our equation: We have found a general solution of the form y (t ) = c1e t + c2 e t Using the initial equations, y (0) = c1 + c2 = 3 c1 = 2, c2 = 1 y(0) = c1 c2 = 1 Thus
y (t ) = 2et + e t
(3 of 3)
Graphs of this solution are given below. The graph on the right suggests that both initial conditions are satisfied.
Characteristic Equation
To solve the 2nd order equation with constant coefficients, ay + by + cy = 0, we begin by assuming a solution of the form y = ert. Substituting this into the differential equation, we obtain
ar 2 e rt + bre rt + ce rt = 0 Simplifying,
e rt (ar 2 + br + c) = 0
and hence
ar 2 + br + c = 0
This last equation is called the characteristic equation of the differential equation. We then solve for r by factoring or using quadratic formula.
General Solution
Using the quadratic formula on the characteristic equation ar 2 + br + c = 0, we obtain two solutions, r1 and r2. There are three possible results:
The roots r1, r2 are real and r1 r2. The roots r1, r2 are real and r1 = r2. The roots r1, r2 are complex.
b b 2 4ac r= 2a
In this section, we will assume r1, r2 are real and r1 r2. In this case, the general solution has the form
y (t ) = c1e r1 t + c2 e r2 t
Initial Conditions
For the initial value problem , ay + by + cy = 0, y (t0 ) = y0 , y(t0 ) = y0 we use the general solution y (t ) = c1e r1 t + c2 e r2 t together with the initial conditions to find c1 and c2. That is, c1e r t + c2 e r t = y0 y0 r2 r t r t y0 y0 r1 y0 e , c2 = e c1 = rt r t r1 r2 r1 r2 c1r1e + c2 r2 e = y0
1 0 2 0 1 0 1 0 2 0
2 0
Since we are assuming r1 r2, it follows that a solution of the form y = ert to the above initial value problem will always exist, for any set of initial conditions.
Example 2
Consider the initial value problem y + y 12 y = 0, y (0) = 0, y(0) = 1 Assuming exponential soln leads to characteristic equation: y (t ) = e rt r 2 + r 12 = 0 (r + 4)(r 3) = 0 Factoring yields two solutions, r1 = -4 and r2 = 3 The general solution has the form y (t ) = c1e 4 t + c2 e3t Using the initial conditions:
c1 + c2 = 0 1 1 c c = = , 1 2 4c1 + 3c2 = 1 7 7 1 4 t 1 3t Thus y (t ) = e + e 7 7
Example 3
Consider the initial value problem 2 y + 3 y = 0, y (0 ) = 1, y(0 ) = 3 Then y (t ) = e rt 2r 2 + 3r = 0 r (2r + 3) = 0 Factoring yields two solutions, r1 = 0 and r2 = -3/2 The general solution has the form
y (t ) = c1e 0 t + c2 e 3t / 2 = c1 + c2 e 3t / 2
c1 + c2 = 1 c1 = 3, c2 = 2 3c2 = 3 2
Thus
y (t ) = 3 2e 3t / 2
(1 of 2)
(r + 2)(r + 3) = 0
Factoring yields two solutions, r1 = -2 and r2 = -3 The general solution has the form y (t ) = c1e 2 t + c2 e 3t Using initial conditions:
c1 + c2 = 2 c1 = 9, c2 = 7 2c1 3c2 = 3
Thus
y (t ) = 9e 2 t 7e 3t
(2 of 2)
+ 21e
=0
L[ y ] = y + p y + q y
Note that L[y] is a function on I, with output value
p (t ) = t 2 , q (t ) = e 2t , y (t ) = sin(t ), I = (0, 2 )
y (t0 ) = y0 , y(t0 ) = y1
We would like to know if there are solutions to this initial value problem, and if so, are they unique. Also, we would like to know what can be said about the form and structure of solutions that might be helpful in finding solutions to particular problems. These questions are addressed in the theorems of this section.
Theorem 3.2.1
Consider the initial value problem
y + p (t ) y + q (t ) y = g (t ) y (t0 ) = y0 , y(t0 ) = y0
where p, q, and g are continuous on an open interval I that contains t0. Then there exists a unique solution y = (t) on I. Note: While this theorem says that a solution to the initial value problem above exists, it is often not possible to write down a useful expression for the solution. This is a major difference between first and second order linear equations.
Example 1
y + p (t ) y + q (t ) y = g (t ) y (t0 ) = y0 , y(t0 ) = y1
Consider the second order linear initial value problem y y = 0, y (0 ) = 3, y(0 ) = 1 In Section 3.1, we showed that this initial value problem had the following solution:
y (t ) = 2et + e t
Note that p(t) = 0, q(t) = -1, g(t) = 0 are each continuous on (-, ), and the solution y is defined and twice differentiable on (-, ).
Example 2
Consider the second order linear initial value problem
y + p (t ) y + q (t ) y = 0, y (0 ) = 0, y(0 ) = 0 where p, q are continuous on an open interval I containing t0. In light of the initial conditions, note that y = 0 is a solution to this homogeneous initial value problem. Since the hypotheses of Theorem 3.2.1 are satisfied, it follows that y = 0 is the only solution of this problem.
Example 3
Determine the longest interval on which the given initial value problem is certain to have a unique twice differentiable solution. Do not attempt to find the solution.
cos t 3 1 y y + y= , y (0 ) = 1, y(0 ) = 0 t +1 t +1 t +1
The longest interval containing the point t = 0 on which the coefficient functions are continuous is (-1, ). It follows from Theorem 3.2.1 that the longest interval on which this initial value problem is certain to have a twice differentiable solution is also (-1, ).
L[ y ] = y + p (t ) y + q (t ) y = 0
then the linear combination c1y1 + y2c2 is also a solution, for all constants c1 and c2. To prove this theorem, substitute c1y1 + y2c2 in for y in the equation above, and use the fact that y1 and y2 are solutions. Thus for any two solutions y1 and y2, we can construct an infinite family of solutions, each of the form y = c1y1 + c2 y2. Can all solutions can be written this way, or do some solutions have a different form altogether? To answer this question, we use the Wronskian determinant.
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Suppose y1 and y2 are solutions to the equation From Theorem 3.2.2, we know that y = c1y1 + c2 y2 is a solution to this equation. Next, find coefficients such that y = c1y1 + c2 y2 satisfies the initial conditions y (t0 ) = y0 , y(t0 ) = y0 To do so, we need to solve the following equations: c1 y1 (t0 ) + c2 y2 (t0 ) = y0 (t0 ) + c2 y2 (t0 ) = y0 c1 y1
(2 of 3)
In terms of determinants:
y0 y2 (t0 ) y1 (t0 ) y0 y2 (t0 ) (t0 ) y0 y0 y1 c1 = , c2 = y1 (t0 ) y2 (t0 ) y1 (t0 ) y2 (t0 ) (t0 ) y2 (t0 ) (t0 ) y2 (t0 ) y1 y1
(3 of 3)
In order for these formulas to be valid, the determinant W in the denominator cannot be zero:
c1 = y0 y0 y2 (t0 ) (t0 ) y2 , c2 = W y1 (t0 ) y0 (t0 ) y0 y1 W
y1 (t0 ) W= (t0 ) y1
W is called the Wronskian determinant, or more simply, the Wronskian of the solutions y1and y2. We will sometimes use the notation W ( y1 , y2 )(t0 )
Theorem 3.2.3
Suppose y1 and y2 are solutions to the equation
L[ y ] = y + p (t ) y + q (t ) y = 0
(1)
and that the Wronskian y1 y2 W = y1 y2 is not zero at the point t0 where the initial conditions y (t0 ) = y0 , y(t0 ) = y0 ( 2) are assigned. Then there is a choice of constants c1, c2 for which y = c1y1 + c2 y2 is a solution to the differential equation (1) and initial conditions (2).
Example 4
Recall the following initial value problem and its solution: y y = 0, y (0 ) = 3, y(0 ) = 1 y (t ) = 2e t + e t Note that the two functions below are solutions to the differential equation: y1 = et , y2 = e t The Wronskian of y1 and y2 is y1 y2 y1 y2 = et e t et e t = 2e 0 = 2 W= = y1 y2 y2 y1 Since W 0 for all t, linear combinations of y1 and y2 can be used to construct solutions of the IVP for any initial value t0. y = c1 y1 + c2 y2
Example 5
Recall the equation below, with the two solutions indicated: y y = 0, y1 = e t , y2 = e t The Wronskian of y1 and y2 is
y1 W= y1
y2 = et e t et e t = 2e 0 = 2 0 for all t. y2
Thus y1 and y2 form a fundamental set of solutions to the differential equation above, and can be used to construct all of its solutions. The general solution is y = c1e t + c2 e t
Example 6
Consider the general second order linear equation below, with the two solutions indicated:
y + p (t ) y + q (t ) y = 0 Suppose the functions below are solutions to this equation:
y1 = e r1t , y2 = e r2t , r1 r2
The Wronskian of y1and y2 is y1 y2 e r1t e r2t ( r1 + r2 )t ( ) = rt = r r e 0 for all t. W= 2 1 r2t 1 y2 r1e y1 r2 e Thus y1and y2 form a fundamental set of solutions to the equation, and can be used to construct all of its solutions. The general solution is
Example 7: Solutions
(1 of 2)
Consider the following differential equation: 2t 2 y + 3t y y = 0, t > 0 Show that the functions below are fundamental solutions: y1 = t 1/ 2 , y2 = t 1 To show this, first substitute y1 into the equation:
t 3 / 2 t 1/ 2 1/ 2 1 3 1/ 2 2t 4 + 3t 2 t = 2 + 2 1t = 0
2
( )
(2 of 2)
Recall that y1 = t 1/ 2 , y2 = t 1 To show that y1 and y2 form a fundamental set of solutions, we evaluate the Wronskian of y1 and y2:
y1 W= y1 t 1/ 2 y2 = 1 1/ 2 t y2 2 t 1 t 2 1 3 3 = t 3 / 2 t 3 / 2 = t 3 / 2 = 2 2 2 t3
Since W 0 for t > 0, y1, y2 form a fundamental set of solutions for the differential equation 2t 2 y + 3t y y = 0, t > 0
L[ y ] = y + p (t ) y + q (t ) y = 0
Let t0 be a point in I, and y1 and y2 solutions of the equation with y1 satisfying initial conditions (t0 ) = 0 y1 (t0 ) = 1, y1 and y2 satisfying initial conditions (t0 ) = 1 y2 (t0 ) = 0, y2 Then y1, y2 form a fundamental set of solutions to the given differential equation.
(1 of 3)
Find the fundamental set specified by Theorem 3.2.5 for the differential equation and initial point y y = 0, t0 = 0 We showed previously that
y1 = et , y2 = e t
were fundamental solutions, since W(y1, y2)(t0) = -2 0. But these two solutions dont satisfy the initial conditions stated in Theorem 3.2.5, and thus they do not form the fundamental set of solutions mentioned in that theorem. Let y3 and y4 be the fundamental solutions of Thm 3.2.5.
(0) = 0; y4 (0) = 0, y4 ( 0) = 1 y3 (0) = 1, y3
(2 of 3)
Thus y3, y4 forms the fundamental set of solutions indicated in Theorem 3.2.5, with general solution in this case y (t ) = k1 cosh(t ) + k 2 sinh(t )
(3 of 3)
both form fundamental solution sets to the differential equation and initial point y y = 0, t0 = 0 In general, a differential equation will have infinitely many different fundamental solution sets. Typically, we pick the one that is most convenient or useful.
Summary
To find a general solution of the differential equation
y + p (t ) y + q (t ) y = 0, < t <
we first find two solutions y1 and y2. Then make sure there is a point t0 in the interval such that W(y1, y2)(t0) 0. It follows that y1 and y2 form a fundamental set of solutions to the equation, with general solution y = c1y1 + c2 y2. If initial conditions are prescribed at a point t0 in the interval where W 0, then c1 and c2 can be chosen to satisfy those conditions.
c1 sin 2 x + c2 sin x cos x = 0 This equation is satisfied if we choose c1 = 1, c2 = -2, and hence f and g are linearly dependent.
Note that if a = b = 0, then the only solution to this system of equations is c1 = c2 = 0, provided D 0.
(1 of 2)
Show that the following two functions are linearly independent on any interval:
f (t ) = e t , g (t ) = e t
Let c1 and c2 be scalars, and suppose
c1 f (t ) + c2 g (t ) = 0 for all t in an arbitrary interval (, ).
We want to show c1 = c2 = 0. Since the equation holds for all t in (, ), choose t0 and t1 in (, ), where t0 t1. Then
c1et0 + c2 e t0 = 0 c1et1 + c2 e t1 = 0
(2 of 2)
Then 1 t 0 t1 t1 t 0 t 0 t1 D=0 e =e e = t0 t1 e t0 t1 e e t0 t1 = 1 t0 = t1
=1
Since t0 t1, it follows that D 0, and therefore f and g are linearly independent.
Theorem 3.3.1
If f and g are differentiable functions on an open interval I and if W(f, g)(t0) 0 for some point t0 in I, then f and g are linearly independent on I. Moreover, if f and g are linearly dependent on I, then W(f, g)(t) = 0 for all t in I. Proof (outline): Let c1 and c2 be scalars, and suppose
c1 f (t ) + c2 g (t ) = 0
Since W(f, g)(t0) 0, it follows that c1 = c2 = 0, and hence f and g are linearly independent.
L[ y ] = y + p (t ) y + q (t ) y = 0
where p and q are continuous on some open interval I. Then W(y1,y2)(t) is given by p ( t ) dt W ( y , y )(t ) = ce
1 2
where c is a constant that depends on y1 and y2 but not on t. Note that W(y1,y2)(t) is either zero for all t in I (if c = 0) or else is never zero in I (if c 0).
y1 y2 W= = et e t et e t = 2e 0 = 2 0 for all t. y2 y1 Thus y1 and y2 are linearly independent on any interval I, by Theorem 3.3.1. Now compare W with Abels Theorem:
W ( y1 , y2 )(t ) = ce
p ( t ) dt
= ce
0 dt
=c
Theorem 3.3.3
Suppose y1 and y2 are solutions to equation below, whose coefficients p and q are continuous on some open interval I: L[ y ] = y + p (t ) y + q (t ) y = 0 Then y1 and y2 are linearly dependent on I iff W(y1, y2)(t) = 0 for all t in I. Also, y1 and y2 are linearly independent on I iff W(y1, y2)(t) 0 for all t in I.
Summary
Let y1 and y2 be solutions of y + p (t ) y + q (t ) y = 0 where p and q are continuous on an open interval I. Then the following statements are equivalent:
The functions y1 and y2 form a fundamental set of solutions on I. The functions y1 and y2 are linearly independent on I. W(y1,y2)(t0) 0 for some t0 in I. W(y1,y2)(t) 0 for all t in I.
V = {y : y + p(t ) y + q (t ) y = 0, t ( , ) }
Then V is a vector space of dimension two, whose bases are given by any fundamental set of solutions y1 and y2. For example, the solution space V to the differential equation
y y = 0
has bases with
V = Span S1 = Span S 2
S1 = e t , e t , S 2 = { cosh t , sinh t}
Then
e ( +i )t = e t eit = e t [cos t + i sin t ] = e t cos t + ie t sin t
We would prefer to have real-valued solutions, since our differential equation has real coefficients. To achieve this, recall that linear combinations of solutions are themselves solutions: y1 (t ) + y2 (t ) = 2e t cos t
y1 (t ) y2 (t ) = 2ie t sin t Ignoring constants, we obtain the two solutions
y3 (t ) = e t cos t , y4 (t ) = e t sin t
Example 1
Consider the equation y + y + y = 0 Then
y (t ) = e rt r 2 + r + 1 = 0 r = 1 1 4 1 3 i 1 3 = = i 2 2 2 2
Example 2
Consider the equation y + 4 y = 0 Then y (t ) = e rt r 2 + 4 = 0 r = 2 i Therefore = 0, = 2 and thus the general solution is
y (t ) = c1 cos(2t ) + c2 sin (2t )
Example 3
Consider the equation 3 y 2 y + y = 0 Then
y (t ) = e rt 3 r 2 2r + 1 = 0 r =
2 4 12 1 2 = i 6 3 3
(1 of 2)
For the initial value problem below, find (a) the solution u(t) and (b) the smallest time T for which |u(t)| 0.1 y + y + y = 0, y (0) = 1, y(0) = 1 We know from Example 1 that the general solution is
u (t ) = c1e t / 2 cos 3t / 2 + c2 e t / 2 sin 3t / 2
Thus
u (t ) = e t / 2 cos 3t / 2 + 3 e t / 2 sin 3t / 2
(2 of 2)
Find the smallest time T for which |u(t)| 0.1 Our solution is
u (t ) = e t / 2 cos 3t / 2 + 3 e t / 2 sin 3t / 2
With the help of graphing calculator or computer algebra system, we find that T 2.79. See graph below.
ay + by + cy = 0
b 2 2b 2 4ac b 2 4ac av(t ) + 4a 4a + 4a v(t ) = 0 av(t ) + 4a + 4a v(t ) = 0 b 2 4ac av(t ) 4a v(t ) = 0 v(t ) = 0 v(t ) = k3t + k 4
General Solution
To find our general solution, we have:
= k1e bt / 2 a + (k3t + k 4 )e bt / 2 a
y (t ) = c1e bt / 2 a + c2te bt / 2 a
Wronskian
The general solution is
y (t ) = c1e bt / 2 a + c2te bt / 2 a
te bt / 2 a bt bt / 2 a 1 e 2a
bt bt / a bt =e 1 + e 2a 2a = e bt / a 0 for all t
Example 1
Consider the initial value problem y + 2 y + y = 0, y (0 ) = 1, y (0 ) = 1 Assuming exponential soln leads to characteristic equation:
y (t ) = e rt r 2 + 2r + 1 = 0 (r + 1) 2 = 0 r = 1
Thus
y (t ) = e t + 2te t
Example 2
Consider the initial value problem y y + 0.25 y = 0, y (0 ) = 2, y (0 ) = 1 / 2 Assuming exponential soln leads to characteristic equation:
y (t ) = e rt r 2 r + 0.25 = 0 (r 1 / 2) 2 = 0 r = 1 / 2
Thus
1 y (t ) = 2et / 2 te t / 2 2
Example 3
Consider the initial value problem y y + 0.25 y = 0, y (0 ) = 2, y(0 ) = 3 / 2 Assuming exponential soln leads to characteristic equation:
y (t ) = e rt r 2 r + 0.25 = 0 (r 1 / 2) 2 = 0 r = 1 / 2
Thus
1 y (t ) = 2et / 2 + te t / 2 2
Reduction of Order
The method used so far in this section also works for equations with nonconstant coefficients: y + p (t ) y + q (t ) y = 0 That is, given that y1 is solution, try y2 = v(t)y1: y2 (t ) = v(t ) y1 (t ) (t ) = v(t ) y1 (t ) + v(t ) y1 (t ) y2 (t ) = v(t ) y1 (t ) + 2v(t ) y1 (t ) + v(t ) y1 (t ) y2 Substituting these into ODE and collecting terms,
+ py1 )v + ( y1 + py1 + qy1 )v = 0 y1v + (2 y1
Since y1 is a solution to the differential equation, this last equation reduces to a first order equation in v :
+ py1 ) v = 0 y1v + (2 y1
(1 of 3)
Given the variable coefficient equation and solution y1, t 2 y + 3ty + y = 0, t > 0; y1 (t ) = t 1 , use reduction of order method to find a second solution:
y2 (t ) = v(t ) t 1 (t ) = v(t ) t 1 v(t ) t 2 y2 (t ) = v(t ) t 1 2v(t ) t 2 + 2v(t ) t 3 y2
) (
(2 of 3)
du 1 u = t dt ln u = ln t + C u = ct 1 , since t > 0.
v(t ) = c ln t + k
(3 of 3)
y1 (t ) = t 1
and hence we can neglect the second term of y2 to obtain y2 (t ) = t 1 ln t. Hence the general solution to the differential equation is y (t ) = c1t 1 + c2t 1 ln t
Theorem 3.6.1
If Y1, Y2 are solutions of nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) then Y1 - Y2 is a solution of the homogeneous equation
y + p (t ) y + q (t ) y = 0 If y1, y2 form a fundamental solution set of homogeneous equation, then there exists constants c1, c2 such that
Y1 (t ) Y2 (t ) = c1 y1 (t ) + c2 y2 (t )
where y1, y2 form a fundamental solution set of homogeneous equation, c1, c2 are arbitrary constants and Y is a specific solution to the nonhomogeneous equation.
In this section we use the method of undetermined coefficients to find a particular solution Y to the nonhomogeneous equation, assuming we can find solutions y1, y2 for the homogeneous case. The method of undetermined coefficients is usually limited to when p and q are constant, and g(t) is a polynomial, exponential, sine or cosine function.
(1 of 2)
Consider the nonhomogeneous equation y 3 y 4 y = 2 sin t We seek Y satisfying this equation. Since sines replicate through differentiation, a good start for Y is:
Y (t ) = A sin t Y (t ) = A cos t , Y (t ) = A sin t
Substituting these derivatives into differential equation, A sin t 3 A cos t 4 A sin t = 2 sin t (2 + 5 A)sin t + 3 A cos t = 0 c1 sin t + c2 cos t = 0 Since sin(x) and cos(x) are linearly independent (they are not multiples of each other), we must have c1= c2 = 0, and hence 2 + 5A = 3A = 0, which is impossible.
y 3 y 4 y = 2 sin t
(2 of 2)
( A sin t B cos t ) 3( A cos t B sin t ) 4( A sin t + B cos t ) = 2 sin t ( 5 A + 3B )sin t + ( 3 A 5B ) cos t = 2 sin t
5 A + 3B = 2, 3 A 5 B = 0 A = 5 / 17, B = 3 / 17
y + p (t ) y + q (t ) y = g1 (t ) y + p (t ) y + q (t ) y = g 2 (t )
respectively, then Y1 + Y2 is a solution of the nonhomogeneous equation above.
(1 of 3)
(2 of 3)
To help understand why, recall that we found the corresponding homogeneous solution in Section 3.4 notes: y + 4 y = 0 y (t ) = c1 cos 2t + c2 sin 2t Thus our assumed particular solution solves homogeneous equation y + 4 y = 0 instead of the nonhomogeneous equation.
y + 4 y = 3 cos 2t
y + 4 y = 3 cos 2t
(3 of 3)
Y (t ) = At sin 2t + Bt cos 2t Y (t ) = A sin 2t + 2 At cos 2t + B cos 2t 2 Bt sin 2t Y (t ) = 2 A cos 2t + 2 A cos 2t 4 At sin 2t 2 B sin 2t 2 B sin 2t 4 Bt cos 2t = 4 A cos 2t 4 B sin 2t 4 At sin 2t 4 Bt cos 2t
(1 of 6)
We seek a particular solution to the equation below. y + 4 y = 3 csc t We cannot use method of undetermined coefficients since g(t) is a quotient of sin t or cos t, instead of a sum or product. Recall that the solution to the homogeneous equation is yC (t ) = c1 cos 2t + c2 sin 2t To find a particular solution to the nonhomogeneous equation, we begin with the form y (t ) = u1 (t ) cos 2t + u 2 (t ) sin 2t Then (t ) cos 2t 2u1 (t ) sin 2t + u 2 (t ) sin 2t + 2u 2 (t ) cos 2t y(t ) = u1 or (t ) cos 2t + u 2 (t ) sin 2t y(t ) = 2u1 (t ) sin 2t + 2u 2 (t ) cos 2t + u1
(2 of 6)
From the previous slide, (t ) cos 2t + u 2 (t ) sin 2t y(t ) = 2u1 (t ) sin 2t + 2u 2 (t ) cos 2t + u1 Note that we need two equations to solve for u1 and u2. The first equation is the differential equation. To get a second equation, we will require
(t ) cos 2t + u 2 (t ) sin 2t = 0 u1
(3 of 6)
Recall that our differential equation is y + 4 y = 3 csc t Substituting y'' and y into this equation, we obtain (t ) sin 2t 4u1 (t ) cos 2t + 2u 2 (t ) cos 2t 4u 2 (t ) sin 2t 2u1 + 4(u1 (t ) cos 2t + u 2 (t ) sin 2t ) = 3 csc t This equation simplifies to
(t ) sin 2t + 2u 2 (t ) cos 2t = 3 csc t 2u1
Thus, to solve for u1 and u2, we have the two equations: (t ) sin 2t + 2u 2 (t ) cos 2t = 3 csc t 2u1 (t ) cos 2t + u 2 (t ) sin 2t = 0 u1
(4 of 6)
(5 of 6)
Then
1 2 sin 2 t 1 2 sin 2 t cos 2t (t ) = 3 cos t = 3 cos t u2 = 3 2 sin t cos t 2 sin t sin 2t 1 2 sin 2 t 3 = 3 = csc t 3 sin t 2 sin t 2 sin t 2
Thus
(t ) dt = 3 cos tdt = 3 sin t + c1 u1 (t ) = u1 3 3 (t )dt = csc t 3 sin t dt = ln csc t cot t + 3 cos t + c2 u 2 (t ) = u 2 2 2
(6 of 6)
Recall our equation and homogeneous solution yC: y + 4 y = 3 csc t , yC (t ) = c1 cos 2t + c2 sin 2t Using the expressions for u1 and u2 on the previous slide, the general solution to the differential equation is
y (t ) = u1 (t ) cos 2t + u 2 (t ) sin 2t + yC (t ) 3 = 3 sin t cos 2t + ln csc t cot t sin 2t + 3 cos t sin 2t + yC (t ) 2 3 = 3 [cos t sin 2t sin t cos 2t ] + ln csc t cot t sin 2t + yC (t ) 2 3 = 3 2 sin t cos 2 t sin t 2 cos 2 t 1 + ln csc t cot t sin 2t + yC (t ) 2 3 = 3 sin t + ln csc t cot t sin 2t + c1 cos 2t + c2 sin 2t 2
)]
y + p (t ) y + q (t ) y = g (t )
Summary
y (t ) = u1 (t ) y1 (t ) + u 2 (t ) y2 (t )
Suppose y1, y2 are fundamental solutions to the homogeneous equation associated with the nonhomogeneous equation above, where we note that the coefficient on y'' is 1. To find u1 and u2, we need to solve the equations (t ) y1 (t ) + u 2 (t ) y2 (t ) = 0 u1 (t ) y1 (t ) + u 2 (t ) y2 (t ) = g (t ) u1 Doing so, and using the Wronskian, we obtain
(t ) = u1 y2 (t ) g (t ) y (t ) g (t ) (t ) = 1 , u2 W ( y1 , y2 )(t ) W ( y1 , y2 )(t )
y (t ) g (t ) y2 (t ) g (t ) dt + c1 , u2 (t ) = 1 dt + c2 W ( y1 , y2 )(t ) W ( y1 , y2 )(t )
Thus
u1 (t ) =
Theorem 3.7.1
Consider the equations y + p (t ) y + q (t ) y = g (t ) y + p (t ) y + q (t ) y = 0
(1) ( 2)
If the functions p, q and g are continuous on an open interval I, and if y1 and y2 are fundamental solutions to Eq. (2), then a particular solution of Eq. (1) is
y2 (t ) g (t ) y1 (t ) g (t ) Y (t ) = y1 (t ) dt + y2 (t ) dt W ( y1 , y2 )(t ) W ( y1 , y2 )(t )
Spring Model
We will study motion of mass when it is acted on by an external force (forcing function) or is initially displaced. Let u(t) denote the displacement of the mass from its equilibrium position at time t, measured downward. Let f be the net force acting on mass. Newtons 2nd Law: mu (t ) = f (t ) In determining f, there are four separate forces to consider:
Weight: w = mg (downward force) Spring force: Fs = - k(L+ u) (up or down force, see next slide) Damping force: Fd(t) = - u (t) (up or down, see following slide) External force: F (t) (up or down force, see text)
In either case,
Fd (t ) = u (t ), > 0
Recalling that mg = kL, this equation reduces to mu (t ) + u (t ) + ku (t ) = F (t ) where the constants m, , and k are positive. We can prescribe initial conditions also: u (0) = u0 , u (0) = v0 It follows from Theorem 3.2.1 that there is a unique solution to this initial value problem. Physically, if mass is set in motion with a given initial displacement and velocity, then its position is uniquely determined at all future times.
(1 of 2)
A 4 lb mass stretches a spring 2". The mass is displaced an additional 6" and then released; and is in a medium that exerts a viscous resistance of 6 lb when velocity of mass is 3 ft/sec. Formulate the IVP that governs motion of this mass: mu(t ) + u (t ) + ku (t ) = F (t ), u (0) = u0 , u (0) = v0 Find m: Find :
u = 6 lb =
w 4 lb 1 lb sec 2 w = mg m = m = m= 2 g 32ft / sec 8 ft
6 lb lb sec =2 3ft / sec ft
lb 4 lb 4 lb k= k = 24 ft 2 in 1 / 6 ft
Find k:
Fs = k L k =
(2 of 2)
This problem can be solved using methods of Chapter 3.4. Given on right is the graph of solution.
(1 of 4)
Recall our differential equation for spring motion: mu (t ) + u (t ) + ku (t ) = F (t ) Suppose there is no external driving force and no damping. Then F(t) = 0 and = 0, and our equation becomes
mu (t ) + ku (t ) = 0
The general solution to this equation is u (t ) = A cos 0t + B sin 0t ,
where
02 = k / m
(2 of 4)
Using trigonometric identities, the solution 2 u (t ) = A cos 0t + B sin 0t , 0 = k /m can be rewritten as follows: u (t ) = A cos 0t + B sin 0t u (t ) = R cos(0t )
u (t ) = R cos cos 0t + R sin sin 0t ,
where
Note that in finding , we must be careful to choose correct quadrant. This is done using the signs of cos and sin .
(3 of 4)
where
0 = k / m
The solution is a shifted cosine (or sine) curve, that describes simple harmonic motion, with period m 2 T= = 2 k 0 The circular frequency 0 (radians/time) is natural frequency of the vibration, R is the amplitude of max displacement of mass from equilibrium, and is the phase (dimensionless).
(4 of 4)
Initial conditions determine A & B, hence also the amplitude R. The system always vibrates with same frequency 0 , regardless of initial conditions. The period T increases as m increases, so larger masses vibrate more slowly. However, T decreases as k increases, so stiffer springs cause system to vibrate more rapidly.
(1 of 3)
A 10 lb mass stretches a spring 2". The mass is displaced an additional 2" and then set in motion with initial upward velocity of 1 ft/sec. Determine position of mass at any later time. Also find period, amplitude, and phase of the motion. mu(t ) + ku (t ) = 0, u (0) = u0 , u (0) = v0 Find m:
10 lb 5 lb sec 2 w m= w = mg m = m = 2 32ft / sec 16 ft g
Find k:
Fs = k L k =
10 lb 10 lb lb k= k = 60 2 in 1 / 6 ft ft
(2 of 3)
or
1 1 u (t ) = cos 8 3t sin 8 3t 6 8 3
1 1 u (t ) = cos 8 3t sin 8 3t 6 8 3
(3 of 3)
R = A2 + B 2 0.18162 ft
(1 of 8)
Suppose there is damping but no external driving force F(t): mu (t ) + u (t ) + ku (t ) = 0 What is effect of damping coefficient on system? The characteristic equation is
2 4mk 4mk r1 , r2 = 1 1 = 2m 2m 2
2 4 mk 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), = > 0. 2m Note : In all three cases, lim u (t ) = 0, as expected from damping term. t
(2 of 8)
Of the cases for solution form, the last is most important, which occurs when the damping is small:
2 4mk = 0 : u (t ) = ( A + Bt )e t / 2 m , / 2m > 0 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), > 0 2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2
(3 of 8)
Although the motion is not periodic, the parameter determines mass oscillation frequency. Thus is called the quasi frequency. Recall
4mk 2 = 2m
(4 of 8)
Thus, small damping reduces oscillation frequency slightly. Similarly, quasi period is defined as Td = 2/. Then
Td 2 / 0 = = = 1 T 2 / 0 4km
2 1 / 2
2 1 8km 1 + 8km
2
(5 of 8)
Consider again the comparisons between damped and undamped frequency and period: 1/ 2 1 / 2 2 2 Td 1 , 1 = = 0 4km T 4km Thus it turns out that a small is not as telling as a small ratio 2/4km. For small 2/4km, we can neglect effect of damping when calculating quasi frequency and quasi period of motion. But if we want a detailed description of motion of mass, then we cannot neglect damping force, no matter how small.
Thus
2 km
The importance of the relationship between 2 and 4km is supported by our previous equations:
2 4mk = 0 : u (t ) = ( A + Bt )e t / 2 m , / 2m > 0 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), > 0 2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2
we see that the mass creeps back to its equilibrium position for solutions (1) and (2), but does not oscillate about it, as for small in solution (3). Soln (1) is overdamped and soln (2) is critically damped.
(8 of 8)
Mass creeps back to equilibrium position for solns (1) & (2), but does not oscillate about it, as for small in solution (3).
2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2
(1) ( 2) (3)
(1 of 4)
Suppose that the motion of a spring-mass system is governed by the initial value problem u + 0.125u + u = 0, u (0) = 2, u (0) = 0 Find the following:
(a) quasi frequency and quasi period; (b) time at which mass passes through equilibrium position; (c) time such that |u(t)| < 0.1 for all t > .
where
tan = 1 0.06254 (recall A = R cos , B = R sin ) 255
(2 of 4)
The graph of this solution, along with solution to the corresponding undamped problem, is given below. The quasi frequency is
= 255 / 16 0.998
(3 of 4)
The damping coefficient is = 0.125 = 1/8, and this is 1/16 of the critical value 2 km = 2 Thus damping is small relative to mass and spring stiffness. Nevertheless the oscillation amplitude diminishes quickly. Using a solver, we find that |u(t)| < 0.1 for t > 47.515 sec
(4 of 4)
To find the time at which the mass first passes through the equilibrium position, we must solve
255 32 t /16 u (t ) = e t =0 cos 255 16
Electric Circuits
The flow of current in certain basic electrical circuits is modeled by second order linear ODEs with constant coefficients:
L I (t ) + R I (t ) + 1 I (t ) = E (t ) C I (0) = I 0 , I (0) = I 0
It is interesting that the flow of current in this circuit is mathematically equivalent to motion of spring-mass system. For more details, see text.
U (t ) = A cos( t ) + B sin ( t )
Homogeneous Solution
The homogeneous solutions u1 and u2 depend on the roots r1 and r2 of the characteristic equation: Since m, , and k are are all positive constants, it follows that r1 and r2 are either real and negative, or complex conjugates with negative real part. In the first case,
lim uC (t ) = lim c1e r1t + c2 e r2t = 0,
t t
2 4mk 2 mr + r + kr = 0 r = 2m
(
(
mu (t ) + u (t ) + ku (t ) = F0 cos t
Thus uC(t) is called the transient solution. Note however that U (t ) = A cos( t ) + B sin ( t ) is a steady oscillation with same frequency as forcing function. For this reason, U(t) is called the steady-state solution, or forced response.
mu (t ) + u (t ) + ku (t ) = F0 cos t
the transient solution uC(t) enables us to satisfy whatever initial conditions might be imposed. With increasing time, the energy put into system by initial displacement and velocity is dissipated through damping force. The motion then becomes the response U(t) of the system to the external force F0cost. Without damping, the effect of the initial conditions would persist for all time.
, , sin =
cos =
2 m 2 (0 2 ) 2 + 2 2
m ( ) +
2
where
02 = k / m
where we recall (0)2 = k /m. Note that F0 /k is the static displacement of the spring produced by force F0. For high frequency excitation,
lim R = lim
F0 m ( ) +
2 2 0 2 2 2 2
=0
lim R = F0 k , lim R = 0
At an intermediate value of , the amplitude R may have a maximum value. To find this frequency , differentiate R and set the result equal to zero. Solving for max, we obtain
2 max
2 = = 1 2 2m 2mk
2 0 2 0
where (0)2 = k /m. Note max < 0, and max is close to 0 for small . The maximum value of R is
Rmax = F0
0 1 ( 2 4mk )
2 max
and
Rmax =
2 = 1 2mk
2 0
F0
0 1 ( 2
F0 2 1+ 4mk ) 0 8mk
where the last expression is an approximation for small . If 2 /(mk) > 2, then max is imaginary. In this case, Rmax= F0 /k, which occurs at = 0, and R is a monotone decreasing function of . Recall from Section 3.8 that critical damping occurs when 2 /(mk) = 4.
Resonance
From the expression
Rmax = F0 F0 2 1+ 4mk ) 0 8mk
0 1 ( 2
we see that Rmax F0 /( 0) for small . Thus for lightly damped systems, the amplitude R of the forced response is large for near 0, since max 0 for small . This is true even for relatively small external forces, and the smaller the the greater the effect. This phenomena is known as resonance. Resonance can be either good or bad, depending on circumstances; for example, when building bridges or designing seismographs.
, sin =
2 m 2 (0 2 ) 2 + 2 2
If 0, then cos 1, sin 0, and hence 0. Thus the response is nearly in phase with the excitation. If = 0, then cos = 0, sin = 1, and hence /2. Thus response lags behind excitation by nearly /2 radians. If large, then cos -1, sin = 0, and hence . Thus response lags behind excitation by nearly radians, and hence they are nearly out of phase with each other.
(1 of 4)
Consider the initial value problem u (t ) + 0.125 u (t ) + u (t ) = 3 cos 2 t , u (0) = 2, u (0) = 0 Then 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The unforced motion of this system was discussed in Ch 3.8, with the graph of the solution given below, along with the graph of the ratios R/(F0/k) vs. /0 for different values of .
(2 of 4)
Recall that 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The solution for the low frequency case = 0.3 is graphed below, along with the forcing function. After the transient response is substantially damped out, the steady-state response is essentially in phase with excitation, and response amplitude is larger than static displacement. Specifically, R 3.2939 > F0/k = 3, and 0.041185.
(3 of 4)
Recall that 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The solution for the resonant case = 1 is graphed below, along with the forcing function. The steady-state response amplitude is eight times the static displacement, and the response lags excitation by /2 radians, as predicted. Specifically, R = 24 > F0/k = 3, and = /2.
(4 of 4)
Recall that 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The solution for the relatively high frequency case = 2 is graphed below, along with the forcing function. The steady-state response is out of phase with excitation, and response amplitude is about one third the static displacement. Specifically, R 0.99655 F0/k = 3, and 3.0585 .
(1 of 3)
If the mass is initially at rest, then the corresponding initial value problem is mu (t ) + ku (t ) = F0 cos t , u (0) = 0, u (0) = 0 Recall that the general solution to the differential equation is
F0 u (t ) = c1 cos 0t + c2 sin 0t + cos t 2 2 m(0 )
Hence
u (t ) = F0 (cos t cos 0t ) 2 2 m(0 )
(2 of 3)
To simplify the solution even further, let A = (0 + )/2 and B = (0 - )/2. Then A + B = 0t and A - B = t. Using the trigonometric identity cos( A B) = cos A cos B m sin A sin B, it follows that cos t = cos A cos B + sin A sin B cos 0t = cos A cos B sin A sin B and hence cos t cos 0t = 2 sin A sin B
(3 of 3)
When |0 - | 0, 0 + is much larger than 0 - , and sin[(0 + )t/2] oscillates more rapidly than sin[(0 - )t/2]. Thus motion is a rapid oscillation with frequency (0 + )/2, but with slowly varying sinusoidal amplitude given by
(0 )t 2 F0 sin 2 2 m 0 2
This phenomena is called a beat. Beats occur with two tuning forks of nearly equal frequency.
(1 of 2)
Then 0 = 1, = 0.8, and F0 = 0.5, and hence the solution is u (t ) = 2.77778(sin 0.1t )(sin 0.9 t ) The displacement of the springmass system oscillates with a frequency of 0.9, slightly less than natural frequency 0 = 1. The amplitude variation has a slow frequency of 0.1 and period of 20. A half-period of 10 corresponds to a single cycle of increasing and then decreasing amplitude.
(2 of 2)
Recall our initial value problem u (t ) + u (t ) = 0.5 cos 0.8 t , u (0) = 0, u (0) = 0 If driving frequency is increased to = 0.9, then the slow frequency is halved to 0.05 with half-period doubled to 20. The multiplier 2.77778 is increased to 5.2632, and the fast frequency only marginally increased, to 0.095.
(1 of 2)
Recall our equation for the undamped case: mu (t ) + ku (t ) = F0 cos t If forcing frequency equals natural frequency of system, i.e., = 0 , then nonhomogeneous term F0cost is a solution of homogeneous equation. It can then be shown that Thus solution u becomes unbounded as t . Note: Model invalid when u gets large, since we assume small oscillations u.
F0 u (t ) = c1 cos 0t + c2 sin 0t + t sin 0t 2 m 0
(2 of 2)
If forcing frequency equals natural frequency of system, i.e., = 0 , then our solution is
F0 u (t ) = c1 cos 0t + c2 sin 0t + t sin 0t 2 m 0
Motion u remains bounded if damping present. However, response u to input F0cost may be large if damping is small and |0 - | 0, in which case we have resonance.