Chapter 1 Slide

Mathematics 2: 1106104 Chapter 1: Second-Order Dierential Equations and Applications
Theeradech Mookum
School of Science Mae Fah Luang University t.mookum@sci.mfu.ac.th Oce: E1 424 Tel: 6792
Theeradech Mookum (SoS)
Mathematics 2: 1106104
Mae Fah Luang University
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Chapter 1: Second-Order Dierential Equations and Applications
Second-Order Linear Equations Constant-Coecient Homogeneous Equations Initial-Value Problems Nonhomogeneous Linear Equations Applications
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Second-Order Linear Equations A second-order linear dierential equation is the equation of the form P (x )y + Q (x )y + R (x )y = G (x ) If G (x ) = 0 for all x , the equation is said to be homogeneous: P (x )y + Q (x )y + R (x )y = 0 If G (x ) = 0 for all x , the equation is said to be nonhomogeneous
Theeradech Mookum (SoS) Mathematics 2: 1106104 Mae Fah Luang University 4 / 40
(1)
(2)
Second-Order Linear Equations
Theorem 1.1.1
If y1 (x ) and y2 (x ) are both solutions of the linear homogeneous equation (2) and c1 and c2 are any constants, then the function y (x ) = c1 y1 (x ) + c2 y2 (x ) is also a solution of Equation (2). (3)
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Constant-Coecient Homogeneous Equations The general form of a homogeneous equation is: ay + by + cy = 0 (4)
where a, b, and c are constants. The auxiliary equation of the dierential equation (4) is ar 2 + br + c = 0 (5) The auxiliary equation is a quadratic equation with roots b + b2 4ac b b2 4ac r1 = and r2 = 2a 2a (6)
Distinct Real Roots: b2 4ac > 0
Theorem 1.2.1
If m1 and m2 are two real and unequal roots of the auxiliary equation (5), then the general solution of (4) is y = c1 e r1 x + c2 e r2 x . (7)
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Example 1.2.1
Find the general solution of the dierential equation y y 6y = 0.
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Equal Real Roots: b2 4ac = 0
Theorem 1.2.2
If r1 and r2 are equal real roots of the auxiliary equation (5), say r1 = r2 = r , then the general solution of (4) is y = c1 e rx + c2 xe rx . (8)
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Example 1.2.2
Find the general solution of the dierential equation y + 4y + 4y = 0.
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Complex Roots: b2 4ac < 0
Theorem 1.2.3
If r1 = + i and r2 = i are two complex roots of the auxiliary equation (5), then the general solution of (4) is y = e x (c1 cos x + c2 sin x ). (9)
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Example 1.2.3
Find the general solution of the dierential equation y 4y + 5y = 0.
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Initial-Value Problems
An initial-value problem for the second-order dierential equation consists of nding a solution of the dierential equation that also satises initial conditions of the form y (x0 ) = y0 , y (x0 ) = y1
where y0 and y1 are given constants.
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Example 1.3.1
Solve the initial-value problem y + 11y + 24y = 0, y (0) = 0, y (0) = 7.
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Example 1.3.2
Solve the initial-value problem y 2y + y = 0, y (0) = 1, y (0) = 1.
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Example 1.3.3
Solve the initial-value problem y + y = 0, y (0) = 2, y (0) = 3.
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Nonhomogeneous Linear Equations The nonhomogeneous equation is in the form ay + by + cy = G (x ). where a, b, and c are constants and G (x ) is a continuous function. One solution of the equation (10) is related to the homogeneous equation ay + by + cy = 0. called the complementary equation.
(10)
(11)
Nonhomogeneous Linear Equations

Theorem 1.4.1
The general solution of the nonhomogeneous dierential equation (10) can be written as y (x ) = yc (x ) + yp (x ) (12)
where the complementary solution yc is the general solution to the associated homogeneous equation (11) and yp is any particular solution to the nonhomogeneous equation (10).
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The Method of Variation of Parameters Solution of the homogeneous equation y (x ) = c1 y1 (x ) + c2 y2 (x ) A particular solution of the nonhomogeneous equation yp (x ) = u1 (x )y1 (x ) + u2 (x )y2 (x ) The functions u1 (x ) and u2 (x ) are solutions to the system u1 y1 + u2 y2 = 0 G (x ) u1 y1 + u2 y2 = a
Example 1.4.1
Solve the nonhomogeneous equation y 2y 3y = 1 x 2 .
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Example 1.4.2
Solve the nonhomogeneous equation y 6 y + 9 y = e 3x .
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Example 1.4.3
Solve the nonhomogeneous equation y + y = tan x .
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Example 1.4.4
Solve the nonhomogeneous equation y + y 2y = xe x .
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Example 1.4.5
Solve the initial-value problem y + 4y = 3 cos 2x , y (0) = 0, y (0) = 1.
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Free Vibrations
(a) Vertical spring

Figure: Springs
(b) Horizontal spring
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Free Vibrations
According to Hookes Law, which says that if the spring is stretched (or compressed) x units from its natural length, then it exerts a force, F , that is proportional to x : F = kx where k is a positive constant (called the spring constant).
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Free Vibrations
By Newtons Second Law (force equals mass times acceleration), 2x F = mg = m d , we have dt 2 m d 2x = kx dt 2 or m d 2x + kx = 0. dt 2 (13)
This is a second-order linear dierential equation. Its auxiliary equation is mr 2 + kr = 0 with roots r = i , where = k /m. Thus, the general solution is x (t ) = c1 cos t + c2 sin t
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Example 1.5.1
A spring with a mass of 2 kg has natural length 0.5 m. A force of 25.6 N is required to maintain it stretched to a length of 0.7 m. If the spring is stretched to a length of 0.7 m and then released with initial velocity 0, nd the position of the mass at any time t .
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Free Vibrations
If we pull the mass, m, at the position x0 at the beginning and release it without any initial velocity. In mathematics point of view, it means the initial conditions were set as x (0) = x0 and dx dt (14)
= 0.
t =0
(15)
Therefore, the particular solution in this situation is x = x0 cos t . (16)
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Free Vibrations
Figure: Graph of the displacement
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Damped Vibration
Suppose the object undergoes an additional damping or frictional force, Fc , that is proportional to its velocity. A case in point would be the damping force resulting from friction and movement through a uid. Considering this damping force, Fc = c dx dt , the dierential equation for the oscillation is m dx d 2x +c + kx = 0, 2 dt dt (17)
which its auxiliary equation is mr 2 + cr + k = 0 with roots r 1 ,2 = c 2m c 2m

2
2.
(18)
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Over damping
This case the (c /2m)2 2 > 0 or c /2m > , which means the square root give real value that lesser than c /2m. Therefore, the value of r1 and r2 are distinct negative real roots. The general solution to Equation (17) is given by x = c1 e r1 t + c2 e r2 t . (19) If we apply the same initial conditions to determine c1 and c2 , the general solution equation to Equation (17) becomes x= x0 (r1 e r2 t r2 e r1 t ). r1 r2 (20)
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Critical damping
This case the frictional force due to the viscosity is the same as the stiness of the spring, (c /2m)2 2 = 0 or c /2m = , and r1 = r2 = r = c /2m. The solution with initial conditions to Equation (17) is given by x = (x0 + rt )e rt . (21)
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Under damping
This is the only damping case that has oscillating behavior. Since in this case (c /2m)2 2 < 0 or c /2m < . Therefore, the value of r1 and r2 are distinct complex root c /2m i , where = 2 (c /2m)2 and the general solution of this case are x = e c /2m (c1 cos + c2 sin t ). (22)
Again, if we apply the initial condition in equations (14) and (15) we will get the particular solution as x = x0 e c /2m cos t (23)
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Damped Vibration
Figure: Graph of the displacement in all cases of damping

Example 1.5.2
Suppose that the spring of Example 1.5.1 is immersed in a uid with damping constant c = 40. Find the position of the mass at any time if it starts from the equilibrium position and is given a push to start it with an initial velocity of 0.6 m/s .
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Mathematics 2: 1106104 Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

Second-Order Linear Equations

Theeradech Mookum (SoS)

Mae Fah Luang University

Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

Distinct Real Roots: b2 4ac > 0

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Equal Real Roots: b2 4ac = 0

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Complex Roots: b2 4ac < 0

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

where y0 and y1 are given constants.

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

Nonhomogeneous Linear Equations

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Theeradech Mookum (SoS)

Mae Fah Luang University

Chapter 1: Second-Order Dierential Equations and Applications

Theeradech Mookum (SoS)

Mae Fah Luang University

(a) Vertical spring

(b) Horizontal spring

Theeradech Mookum (SoS)