LECTURE 24

HOMOGENEOUS SECOND ORDER ODEs

To solve the homogeneous second order constant coecient ODE
ay

+ by

+ cy = 0
rst form the auxiliary (also called characteristic) equation
a
2
+ b + c = 0.
The auxiliary equation is not an ODE, it is just a quadratic with two roots
1
and
2
. Re-
markably the solution to the ODE is completely determined by the nature of
1
and
2
!

1
,
2
R,
1
=
2
y = Ae

1
x
+ Be

2
x

1
,
2
R,
1
=
2
y = (Ax + B)e

1
x

1
,
2
C,
1
,
2
= r is y = e
rx
(Asin(sx) + B cos(sx)) = Re
rx
cos(sx )
We turn now to the theory of second order dierential equations. These are ODEs
where the second derivative also makes an appearance. These are in general more dicult
to solve than their rst order comrades. The theory is so tangled that we restrict our
attention to only the very special case of linear ODEs with constant coecients. These
ODEs take the form ay

+ by

+ cy = RHS where a, b, c R. In this lecture we will deal

with the homogeneous case (RHS=0). In the next lecture we will broaden our scope a
little and allow some simple functions to appear on the RHS.
Keep in mind that all second order ODEs must have two independent arbitrary con-
stants in the general solution and hence require a pair of i.c.s to specify the constants.
The method of solution for second order problems is totally dierent from rst order
techniques. As a relief you will nd that in most cases no integration is involved.
1
Example 1 Solve each of the following second order ODEs:
a) y

5y

+ 6y = 0
b) y

6y

+ 9y = 0
c)
d
2
y
dx
2
6
dy
dx
+ 58y = 0
a) y = Ae
2x
+ Be
3x
b) y = (Ax + B)e
3x
c) y = e
3x
(Asin 7x + B cos 7x)
2
0
V = y
R = -ky
Fric = -cy
M
y
FREE OSCILLATIONS
Consider an object M of mass m attached to a spring oscillating up and down the y
axis. At time t its velocity is v = y

=
dy
dt
and its acceleration a = y

=
d
2
y
dt
2
. The total
force F = ma = my

acting upon the mass is the sum of two forces; R = ky the resistive
force due to the spring and Fric= cy

the frictional force. Note that Fric is proportional

to v and always points in a direction opposite to the velocity and R is proportional to y
and always points opposite to the position.
Thus we have F = R+Fric implying that my

= cy

ky. This leads to the D.E.

my

+ cy

+ ky = 0
where m, c and k are all non negative. Such a system is unforced since the term on the
right is 0.
Seeking solutions y = Ae
t
gives the characteristic equation
m
2
+ c + k = 0,
which has the solutions

1
=
1
2m

c +

c
2
4mk

2
=
1
2m

c
2
4mk

.
Observe that

c
2
4mk

c
2
= c implying that when
1
and
2
are real they will
always be less than or equal to zero. The situation is governed by the relative magnitude
of the frictional coecient c. Three cases arise:
1. c
2
> 4mk. This is called overdamping since the damping or frictional coecient
c is large compared with 2

mk. In this case

1
and
2
are both real and negative.
The solution is y = Ae

1
t
+ Be

2
t
which decays to zero as t .
2. c
2
= 4mk. This is critical damping and
1
=
2
so the solution is
y = (A + Bt)e
ct/2m
.
The solution also decays to 0 as t . For critical and overdamping the friction
is so large that the object does not get the opportunity to oscillate. If however the
frictional coecient c is small enough we have underdamping:
3. c
2
< 4mk. This is called underdamping as c is smaller than 2

mk. Then

1
= + i,
2
= i
3
0
-0.4
-0.8
t
3 2.5 2 1.5 1 0.5
0.2
-0.2
-0.6
-1
0
Figure 1: Overdamping
3
4
1
2
0
t
3 2.5 2 1 0.5 0 1.5
Figure 2: Critical damping
4
2
20
10
-10
1.5 1 0
5
0
t
3
15
2.5 0.5
-5
Figure 3: Underdamping
where =
c
2m
, =

k
m

c
2
4m
2
Thus
y = (Acos t + B sin t)e
t
= Re
t
cos(t )
where R =

A
2
+ B
2
and tan = B/A. This represents decaying oscillations. In
the idealised case c = 0 (no friction), y = Rcos(
0
t ) where
0
=

k/m. This
has period
2

0
. In reality, c > 0 and these oscillations are killed o by friction.
Example 2 Consider the dierential equation
y

+ cy

+ y = 0 .
What value of the damping constant c produces a) Overdamping b) Critical Damping c)
Underdamping d) No damping . Find and identify the solutions for c = 1 and c = 3.
5
Overdamping c > 2, Critical Damping c = 2, Underdamping 0 < c < 2
c = 1 Underdamping and y = e

1
2
t
(Acos(

3
2
t) + B sin(

3
2
t))
c = 3 Overdamping and y Ae
0.382t
+ Be
2.618t

24
You can now do Q 84
6