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Engineering Analysis 2016

Mokin Lee School of Mechanical Engineering University of Ulsan

May 11, 2016

Contents

0 Preliminaries

1

0.1 The Number System

 

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1

0.2 Equation vs. Identity

 

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4

0.2.1 Identity

 

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4

0.2.2 Equations

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5

0.3 Functions

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6

0.3.1 Notation .

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6

0.3.2 Explicit and Implicit Functions

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6

0.3.3 Real-valued Functions

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7

1 Linear Ordinary Differential Equations

 

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1.1 Definitions .

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8

1.2 The Procedures of Solving Linear Ordinary Differential Equations

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1.3 Linear Ordinary Differential Equations of First Order

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1.4 Linear Independence and the Wronskian

 

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1.5 Linear Homogeneous Differential Equation with Constant Coefficients

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1.6 Particular Solutions by Method of Undetermined Coefficients

 

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1.7 Particular Solution by the Method of Variations of Parameters

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1.8 Abel’s Formula for the Wronskian .

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25

1.9 Initial Value Problems and Boundary Value Problems .

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25

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2

Series Solutions of Ordinary Differential Equations

27

2.1 Introduction

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27

2.2 Power Series Solutions

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28

2.3 Classification of Singularities .

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33

2.4 Frobenius Solution

 

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35

3 Special Functions

51

3.1 Bessel Functions

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51

3.2 Bessel Function of Order Zero

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54

3.3 Bessel Function of an Integer Order n

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55

3.4 Recurrence Relations for Bessel Functions

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57

3.5 Bessel Functions of Half Orders

 

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60

3.6 Hankel Functions

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61

3.7 Modified Bessel Functions

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62

3.8 Generalized Equations Leading to Solutions in Terms of Bessel Functions 64

3.9 Zeroes(Roots) of Bessel Functions

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3.10 Graphs of Bessel Functions .

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4 Boundary Value Problems and Eigenvalue Problems

 

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4.1 Introduction .

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74

4.1.1 Initial Value Problems

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4.1.2 Boundary Value Problems

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76

4.1.3 Eigenvalue Problems

 

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4.2 Examples of Eigenvalue Problems

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78

4.2.1 Vibration, Wave Propagation and Whirling of Stretched String

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4.2.2 Longitudinal Vibration and Wave Propagation in Elastic Bars

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4.2.3 Vibration and Wave Propagation of Beams

 

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80

ii

4.3 Adjoint Systems

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81

4.3.1

Self-Adjoint Systems

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82

4.4 Boundary Value Problems

 

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84

4.5 Eigenvalue Problems

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86

4.6 Properties of Eigenfunctions of Self-Adjoint Systems .

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89

4.7 Sturm-Liouville System

 

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94

4.8 Sturm-Liouville System for Fourth Order Equations

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101

4.9 Solution of Non-Homogeneous Eigenvalue Problems

 

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104

iii

Chapter 0

Preliminaries

0.1 The Number System

Complex numbers

Real numbers

Rational numbers

Integers

Natural numbers

0

-Negative integers

Fractional number :

2 , 2

1

7 , ···

Irrational numbers : π, e, 2, ···

Imaginary numbers : i = 1

The Natural Numbers

In mathematics, the natural numbers are those used for counting and ordering. Car- dinal numbers are used for counting and ordinal numbers are used for ordering.

The natural numbers are closed under addition and multiplication operations.

The Integers

The integer numbers are the combination of the natural numbers, 0, and the negative integers. Sometimes, the integers are called the whole numbers.

The integer numbers are closed under addition, subtraction, and multiplication oper- ations.

1

The Fractional Numbers

The fractional number numbers can be expressed as the quotient of two integers or

in a fractional form p

q of two integers, p and q, with denominator q

= 0.

The fractional numbers are closed under addition, subtraction, multiplication, and division operations with a nonzero denominator.

The Rational Numbers

A rational number is any number that can be expressed as the quotient of two integers

or in a fractional form p

q of two integers, p and q, with denominator q

= 0.

The rational numbers x Q are not complete. The rational numbers has gaps on the corresponding number line.

The Irrational Numbers

Any number that is not rational is called irrational. The irrational numbers include

2, π, e, and so on. The irrational numbers x J are not complete. The irrational numbers has gaps on the corresponding number line.

The Real Numbers

The set of real numbers is complete. The completeness implies that there are not any gaps or missing points in the real number line. In contrasts, the rational numbers has gaps on the corresponding number line.

The four basic operations, (+, , ×, ÷) are possible in the set of the real numbers.

The Imaginary Numbers

Imaginary number i is defined as i = 1 where i 2 = 1, i 3 = i, i 4 = 1, · · · on. Any imaginary number is defined

x = xi

where

x R.

2

and so

The Complex Numbers

A complex number z is defined

Notations

z = a + b i

where

1. Natural Numbers: x N

2. Integers: x Z

3. Rational Numbers: x Q

4. Irrational Numbers: x J

5. Real Numbers: x R

6. Imaginary Numbers: x I

7. Complex Numbers: x C

3

a, b R.

0.2

Equation vs. Identity

Among numerous mathematical expressions, the mathematical expressions containing the equality sign are the most common expression of the form;

L.H.S = R.H.S

where L.H.S is short for left-handed side and R.H.S is short for right-handed side.

The mathematical equality expression states that the quantity in the left-handed side is equivalent to the quantity in the right-handed side or vice versa. For example,

2 + 3 = 5

An equality expression can contain one or more unknowns.

 

2 + 3

=

x + 1

(x

+ 1) 2

=

x 2 + 2x + 1

(x

+ 1) 2

=

x 2 + x + 1

3x 2 + y 3

=

1

Depending on how special the unknown’s values are, an equality expression can be classified into identities and equations

0.2.1

Identity

An identity is a mathematical equality statement that always holds true. Examples are

2 + 3 = 5

(x + 1) 2 = x 2 + 2x + 1

cos 2 θ + sin 2 θ = 1

e iθ = cos θ + i sin θ

4

: always true for all x

: always true for all θ

: Euler’s identity

0.2.2

Equations

In mathematics, an equation is an equality containing one or more variables. In an equation, the equality is true for some special values of the variable(s).

For example,

L.H.S = R.H.S

2 + x = 5

true when the unknown variable is x = 3.

x 2 + 3x + 2 = 0

true when x = 2 and x = 1.

When an equation is given, we want to know when the equation is true, that is, which special value(s) of the unknown variable make the equation true?

Hence, our goal is to find the value of an unknown variable that satisfies the given equation.

There are many types of equations, and they are found in many areas of mathematics. The techniques used to examine them differ according to their type.

Equation

 

Algebraic equations

Differential equations

Integral equations

 

Differo-Integral equations

An equation differs from an identity in that an equation is not necessarily true for all possible values of the variable.[

Examples

ax + b = 0 (algebraic equation)

ax 2 + bx + c = 0 (algebraic equation in explicit form)

x 2 + y 2 = a 2 (algebraic equation in implicit form)

m d 2 x + c dx + kx(t) = F (t) (differential equation in explicit form)

dt 2

dt

y + xy + yy = 0 (differential equation in implicit form)

5

0.3

Functions

In mathematics, a function is a relation between a set X and a set Y with the property

that each element of the domain is related to exactly one element of the range set.

domain is related to exactly one element of the range set. Set X is called the

Set X is called the domain and set Y is called the range or codomain.

0.3.1 Notation

A function f with domain X and range Y is commonly denoted by

f : X −→ Y

For each element x in the domain, the corresponding unique y in the range is called

It can be

the function value at x or the image of x under f .

said that f associates y with x or maps x to y. This is abbreviated by

It is written as f (x).

y = f(x)

where x is called ”independent variable” and y is called ”dependent variable”.

0.3.2 Explicit and Implicit Functions

A function can be defined by any mathematical condition relating each element in

the domain to the corresponding value in the range. There are many other function notations.

6

Explicit Functions

Assuming x is the independent variable and y is the dependent variable, an explicit function has the form:

y = f(x)

For example,

y = x 3 ,

Implicit Functions

y = sin x,

y = e x + x 2

Assuming x is the independent variable and y is the dependent variable, an implicit function has the form:

f (x, y) = 0

or

f (x, y) = constant

An implicit form shows a relation between the domain and the range.

For example,

x 2 + y 2 = 4,

sin xy = C,

log(x + y) = C

0.3.3 Real-valued Functions

A real-valued function f is one whose range is the set of real numbers or a subset thereof. If, in addition, the domain is also a subset of the reals, f is a real valued function of a real variable.

f : X R −→ Y R

or

 

y

= f(x)

where x, y R.

7

Chapter 1

Linear Ordinary Differential Equations

1.1

Definitions

A linear ordinary differential equation(LODE) is defined as one that has the following form:

Ly = a 0 (x)

where

d n y

dx

n

+a 1 (x)

d n1 y

dx

n1

+···+a n2 (x)

d 2 y

dx

2

+a n1 (x) dx dy +a n (x)y = f (x) (1.1)

x

=

the independent variable

y

=

the dependent variable

f (x)

=

a known forcing(input) function

a 0 (x), a 1 (x), ··· , a n (x)

=

given(known) coefficients

Note that the coefficient a 0 (x) does not vanish in a x b and a 0 (x), a 1 (x), ··· , a n (x) are continuous and bounded in a x b.

Define L to be a linear differential operator such as

L

d

n

d

n1

d

2

d

= a 0 (x) dx n + a 1 (x) dx n1 + ··· + a n2 (x) dx 2 + a n1 (x) dx + a n (x)

(1.2)

Then, Equation (1.1) can be simply written as

Ly = f (x)

8

a x b

(1.3)

The Order of a Differential Equation

The order of a differential equation is defined as the order of the highest derivative

in the differential equation. Equation (1.1) is an n th order differential equation.

Homogeneous Equation and Homogenous Solution

Equation (1.1) is a homogeneous equation when f (x) = 0. A solution of a homogenous equation is called the homogeneous solution and is denoted by y h . Then,

Ly h = 0

(1.4)

If a set of n basis functions y 1 (x), y 2 (x), ··· , y n (x) which are continuous and differen-

tial n times, satisfies (), the homogeneous solution to () is obtained by superposition as

y h (x) = C 1 y 1 (x) + C 2 y 2 (x) + ··· C n y n (x)

where C 1 , C 2 , ··· , C n are arbitrary constants.

Non-Homogeneous Equation and Particular Solution

Equation (1.1) is a non-homogeneous equation when f (x)

homogenous equation is called the particular solution and is denoted by y p . Then,

= 0. A solution of a non-

Ly p = f (x)

(1.5)

A particular solution y p (x) is any solution that satisfies (1.5) and does not contain

any arbitrary constants.

Complete Solution

The complete solution to a differential equation, Ly = f (x) is the sum of the homo- geneous solution y h (x) and the particular solution y p (x), that is,

y(x)

=

y h (x) +

y p (x)

=

C 1 y 1 (x) + C 2 y 2 (x) + ··· C n y n (x) +

y p (x)

where C 1 , C 2 , ··· , C n are arbitrary constants.

9

1.2

The Procedures of Solving Linear Ordinary

Differential Equations

The procedures of solving linear differential equations are summarized as follows:

1. Find the homogeneous solution, by solving the homogeneous differential equa- tion, Ly h = 0.

2. Find the particular solution, by solving the non-homogeneous differential equa-

tion, Ly p = f (x).

3. Obtain the complete solution by summing the homogeneous solution and par- ticular solution.

Example:

Solve the following linear ordinary differential equation:

Solution:

d 2 y

dx 2

+ 4y = 2x 2 + 1

1. The homogeneous solution - y h = C 1 sin 2x + C 2 cos 2x.

2. The particular solution - y p = x 2 /2.

3. The complete solution - y(x) = y h + y p = C 1 sin 2x + C 2 cos 2x + x 2 /2.

We will study how to find a homogeneous solution, a particular solution and finally the complete solution.

10

1.3 Linear Ordinary Differential Equations of First Order

Referring to (1.1), a linear ordinary differential equation has the following form:

a 0 (x) dx dy + a 1 (x)y = f (x)

where a 0 (x)

= 0 and a 1 (x) are continuous and bounded.

(1.6)

Since a 0 (x)

= 0, the following form is obtained by dividing the both sides of

(1.6) by a 0 (x) as

dx dy + p(x)y = q(x)

(1.7)

where

p(x) = a 1 (x)

(x)

a

0

and

q(x) = a f(x) 0 (x)

We will try to solve (1.7).

1. Homogeneous Solution

The homogenous equation is obtained by assuming q(x) = 0 as

dx dy + p(x)y = 0

The homogenous solution can be obtained by direct integration as

or

dy

dx = p(x)y

dy

y

= p(x)dx

Integrating the resulting equation gives the homogenous solution:

or

dy

y

= p(x)dx + C

ln y = p(x)dx + C

Then, the homogenous solution y h (x) is obtained as

y h (x) = e p(x)dx+C = C 1 e p(x)dx

where C 1 is an arbitrary constant.

11

(1.8)

2. Particular Solution

To obtain the particular solution, one uses an integrating factor µ(x), such that

µ(x) dx dy + p(x)y =

d

dx

dy

[µ(x)y] = dµ y + µ dx

dx

(1.9)

Thus, µ(x) can be obtained by equating the two sides of (1.9) as follows:

µ

= p(x)dx

resulting in a closed form for the integrating factor:

µ(x) = e p(x)dx

Using the integrating factor, (1.7) can be rewritten in the form:

or

y p (x) =

d

dx

[µ(x)y p (x)] = q(x)µ(x)

µ(x) q(x)µ(x)dx = e p(x)dx q(x)µ(x)dx

1

Complete Solution

(1.10)

The complete solution to (1.1) is obtained by summing (1.8) and (1.10) as

y

= y h (x) + y p (x)

= C 1 e p(x)dx + e p(x)dx

q(x)µ(x)dx

= e p(x)dx C 1 + q(x)µ(x)dx

Any linear ordinary differential equation of first-order has a closed-form solution!!!.

12

1.4

Linear Independence and the Wronskian

Linear Independence and Linear Dependence

Consider a set of functions [y i (x)], i = 1, 2,

, n. A set of of functions are said to be

linear independent on [a, b] if there is no nonvanishing set of constants C 1 , C 2 , which satisfies the following equation identically:

, C n

C 1 y 1 (x) + C 2 y 2 (x) +

··· + C n y n (x) = 0

(1.11)

For example, let y 1 (x) = x and y 2 (x) = 2x and construct the linear combination as

C 1 x + C 2 x = 0

Then, if C 1 = 2

= 0 and C 2 = 1

= 0 then the linear combination becomes zero.

Hence, the two functions y 1 (x) = x and y 2 (x) = 2x are linearly dependent.

Another example: let y 1 (x) = x and y 2 (x) = x 2 and construct the linear combination as

C 1 x + C 2 x 2 = 0

Then, then the linear combination becomes zero only if if C 1 = 0 and C 2 = 0 for all x. Hence, the two functions y 1 (x) = x and y 2 (x) = 2x 2 are linearly independent.

Wronskian

If y 1 (x), y 2 (x), ··· , y n (x) satisfy (1.11) and if there exists a set of constants, then derivatives of (1.11) are also satisfied

C 1 y 1 (x) +

+

C 2 y 2 (x) + ···

C 2 y

(x) + ···

2

C n y n (x)

C n y

···

···

···

···

···

···

···

···

+

+

n

=

(x) =

=

=

(x) =

C 1 y

1

(x)

···

···

···

···

···

···

···

···

···

···

(n1)

2

(x) + ···

C 1 y

(n1)

1

(x)

+ C 2 y

··· + C n y

n

(n1)

13

0

0

0

0

0

In matrix form,

y

y

y

1

1

y

1

···

···

(n1)