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MA1506

Mathematics II
Chapter 2
More Applications of ODEs
1 Chew T S MA1506-14 Chapter 2
In Chapter two,
we are interested in properties of solutions
We have learnt how to solve those ODEs
in Chapter one, so we are not interested in
how to solve those ODE here
You dont have to memorize
those complicated solutions
But you need to know how to
derive the properties from the solutions
2 Chew T S MA1506-14 Chapter 2
My presentation is different from the L. N.. However
the content remains unchanged.
In this chapter , first we study an
importance system called Harmonic
Oscillator which is an application of 2
nd

order linear ODE
The ODE for harmonic oscillator is given
by
'' ' ( ) mx bx kx F t + + =
3 Chew T S MA1506-14 Chapter 2
Introduction
Notation
In this chapter

may be denoted by or


may be denoted by or
dx
dt
' x
2
2
d x
dt
x

'' x
4
x

Chew T S MA1506-14 Chapter 2


Introduction
We shall consider four types of HO
(1)Simple harmonic oscillator (pp 1-11)


where m (mass) and k (spring constant)
are positive numbers
Its motion is periodic, called simple
harmonic motion (SHM)
5 Chew T S MA1506-14 Chapter 2
0 mx kx + =

Introduction
(2)Damped harmonic oscillator (pp 11-16)





In real oscillator, friction (damping) slows
down the motion of the system. The
frictional force is given by

m >0 b >0 k > 0
spring
constant
Damping
constant
6
bx

Chew T S MA1506-14 Chapter 2
0 mx bx kx + + =

Introduction
(3) Forced harmonic oscillator without
damping (pp17-23)


The system is a simple harmonic oscillator
driven by EXTERNALLY applied force F(t)






( ) mx kx F t + =

7 Chew T S MA1506-14 Chapter 2


Introduction
(4) Forced harmonic oscillator with
damping (pp 24-27)


The system is a damped harmonic
oscillator driven by an EXTERNALLY
applied force F(t)







8
( ) mx bx kx F t + + =

Chew T S MA1506-14 Chapter 2
Introduction
m, k >0, k called spring constant
9
The equation of simple harmonic motion
is
Chew T S MA1506-14 Chapter 2
0 mx kx + =

2.1 The simple harmonic oscillator (motion)


I have changed the subtitle The harmonic oscillator
to The simple harmonic oscillator (motion),
since it is more precise.
I shall introduce the general theory before talking about
Pendulum.
Simple harmonic motion SHM can serve
as a mathematical model of a variety of
motions, such as a pendulum with small
amplitudes and a mass on a spring
See
http://en.wikipedia.org/wiki/Simple_harmo
nic_motion
10 Chew T S MA1506-14 Chapter 2
2.1 Simple harmonic oscillator (cont)
For SHM equation
It is typical to define the quantity


and write this equation
as








11 Chew T S MA1506-14 Chapter 2
0 mx kx + =

/ k m =
0 mx kx + =

2
0 x x + =

(cont) 2.1 Simple harmonic oscillator


The general soln of the equation is

which can be written as
the phase-amplitude form
(see Appendix 1)


( ) cos( ) x t A t =
amplitude
phase or
phase angle
12
( ) cos( ) sin( ) x t C t D t = +
Chew T S MA1506-14 Chapter 2
See Chapter 1
(cont) 2.1 Simple harmonic oscillator
cos( )
cos( )cos( ) sin( )sin( )
A t
A t A t

= +
Note that



Hence SHM is periodic with period


and amplitude A



cos( ) x A t =
cos( 2 ) A t = +
2
cos( ( ) ) A t

= +
2
2
m
k

=
13 Chew T S MA1506-14 Chapter 2
(cont) 2.1 Simple harmonic oscillator
Chew T S MA1506-14 Chapter 2 14

2
=
2
, =2
= 3cos(2 0.5
)

with initial condition given
Some Technical Terms
Period T=

The time for a single oscillation (cycle)
Chew T S MA1506-14 Chapter 2 15
2
2
m
k

=
Frequency f = the reciprocal of the
period T =

The number of cycles per unit time

1
2
k
m
2.1 Simple harmonic oscillator
(cont) Some technical terms
Angular frequency=

The number of cycles per unit time

Amplitude is the maximal
displacement from the equilibrium
position


Chew T S MA1506-14 Chapter 2 16
2
k
f
m
=
2
=
2.1 Simple harmonic oscillator
Why ?
17
cos( ) A t
sin( ) A t
cos( ) A t +
In fact it can also be written
as one of the following forms
Chew T S MA1506-14 Chapter 2
2.1 Simple harmonic oscillator
sin( ) A t +
Two constants A and
are determined by initial conditions
Suppose
Then
and

18
0
(0) x x =
0
'(0) x v =
0
cos( ) x A =
0
( )sin( ) v A =
So we can find A and , for example,

2
2
0
0
v
A x

| |
= +
|
\ .
Chew T S MA1506-14 Chapter 2
(cont) 2.1 Simple harmonic oscillator
For SHM, amplitude
Hence when , are close to 0,
amplitude is close to zero
Consequently its solution is also close to
Zero solution
Now we shall talk about this zero solution

19
2.1 .1 Stability of SHM
2
2
0
0
v
A x

| |
= +
|
\ .
0
x
0
v
Chew T S MA1506-14 Chapter 2
An equilibrium soln (point) is said to be
stable if any soln with an initial point close
to the equilibrium soln stays close to the
equilibrium soln (point)
20 Chew T S MA1506-14 Chapter 2
(cont)
2.1 Simple harmonic oscillator
A solution x(t) of ODE is said to be an
equilibrium solution (equilibrium point)
if x(t) is a constant function (never move)

Chew T S MA1506-14 Chapter 2 21
(cont) 2.1 Simple harmonic oscillator
2
0 x x + =

Hence zero solution of SMH


is an equilibrium solution (equilibrium point)
This zero solution is stable
Chew T S MA1506-14 Chapter 2 22
2
x x =

We remark that in the above discussion of SHM


Minus is crucial
What happens if
2
x x =

(NOT SHM)
(cont) 2.1 Simple harmonic oscillator
Zero function is a solution, but it is NOT stable
Why
Chew T S MA1506-14 Chapter 2 23
t t
x Ce De

= +
(cont)
The general soln of
is
Instead of 0 = 0, 0 = 0
(which give zero solution), we assume
initial condition
(0) , (0) 0 x x = =
2.1 Simple harmonic oscillator
2
x x =

where is small. Hence this new initial


condition is close to zero solution
Chew T S MA1506-14 Chapter 2 24
(cont)
1
( )
2
t t
x e e


= +
2.1 Simple harmonic oscillator
The solution of
2
x x =

is
(0) , (0) 0 x x = =
Exponential function grows very quickly,
so this solution does not stay close to zero soln
Hence zero solution is NOT stable
can be written as
= cosh(
)
2


2.1.2 Pendulum with small amplitude
(small angle) (pp1-11)

rigid
25 Chew T S MA1506-14 Chapter 2
0 >
0 <


SHM example
=0
2.1.2 Pendulum with small amplitude
26 Chew T S MA1506-14 Chapter 2
Non linear 2
nd
Order ODE.
Equation of motion of pendulum is
where
arc length
L
2
2
( )
sin
d L
m mg
dt

=
Hence

d
dt

2
2
d
dt

sin mL mg =

2.1.2 (cont)
By Maclaurin series(Taylor series at 0) of
27 Chew T S MA1506-14 Chapter 2
We shall approximate the above nonlinear
ODE by linear ODE
sin
3
1
sin ...
3!
= +
When is small , we have

sin
sin mL mg =

2.1.2 (cont)
28 Chew T S MA1506-14 Chapter 2
2
g
L
=

minus is
crucial
where
sin mL mg =

2
g
L
=
mL mg

29 Chew T S MA1506-14 Chapter 2


So the given nonlinear ODE
General
solution is
can be approximated by
sin mL mg =

2
=

cos( ) A t =
(cont) 2.1 Simple harmonic oscillator
Equilibrium solution of
is
Stable
by section 2.1.1
30 Chew T S MA1506-14 Chapter 2
2
=

0 =
0 =
Recall: equilibrium soln
means constant soln
2.1 Simple harmonic oscillator
2.1.3 Unstable case (not SHM)
Intuitively,
unstable, similar
to
31 Chew T S MA1506-14 Chapter 2
When
We also can see it
from solution soon

0 =
(cont)
=0

mg
32 Chew T S MA1506-14 Chapter 2
cos mg
sin mg =

sin mL mg =

2.1.3 Unstable case (not SHM)


We measure the angle
clockwise
nonlinear
(cont) Unstable Case
33 Chew T S MA1506-14 Chapter 2
2.1.3 Unstable case
sin mL mg =

2
g
L
= =

From last part of section 2.1.1,


we know that the equilibrium soln (pt)
=0 is not stable and
the general soln is
( / ) ( / ) g L t g L t
Ce De

= +
The above nonlinear ODE can be approximated by

Chew T S MA1506-14 Chapter 2 34
Next, we shall show , by
looking at the solution of an
example (pp 5-7) , that
this equilibrium soln (pt) =0
is not stable
=0
(cont)
2.1.3 Unstable case
Chew T S MA1506-14 Chapter 2 35
(0) , (0) 0

= =
, 0 C D C D + = =
Hence
Thus
2
C D

= =
( / ) ( / )
2
g L t g L t
e e


(
= +

Hence equilibrium soln 0 is not stable
(cont)
2.1.3 Unstable case
Suppose initial cond. are given by
Chew T S MA1506-14 Chapter 2 36
( )
cosh / g L t
(
=

(cont)
2.1.3 Unstable case
( / ) ( / )
2
g L t g L t
e e


(
= +

can be written as
Now we shall show that the pendulum runs
away very fast
First
(see Appendix 2, why use cosh)
Chew T S MA1506-14 Chapter 2 37
Suppose now
1
/ cosh (2) t L g

=
(cont)
2.1.3 Unstable case
( ) 2 t =
( )
( ) 2 cosh / t g L t
(
= =

Hence
Find time t such that
2
/ 100/ sec g L =
9.8 L =
centimeters
Hence
1
1
cosh (2) 0.132sec
100
t

=
Chew T S MA1506-14 Chapter 2 38
In approximation, we keep using Taylor series,
and only take the first two terms. In fact we may
get the approximation by using derivative
(small change)
Hence, near the point 0, the value of f(x)
can be approximated by
Remark:
( ) (0) '(0)( 0) f x f f x
( ) ( ) '( )( ) f x f a f a x a
2.1 Simple harmonic oscillator
Chew T S MA1506-14 Chapter 2 39
( ) (0) '(0) f x f f x
So
Now consider an example. Let
( ) sin f =
We want to get the approximate value of
sin
near the point 0
( ) (0) '(0) f f f
sin
(cont)
2.1 Simple harmonic oscillator
m>0, k > 0 , b > 0
40 Chew T S MA1506-14 Chapter 2
2.2 Damped, Unforced Oscillators pp 11-16
0 mx bx kx + + =

Damping constant spring constant
kx
restoring force
damping force , e.g., friction,
air resistance
bx

Again I have changed the subtitle, forced


replaced by unforced
Case 1: two real roots
m>0, k > 0 , b > 0
Over damping
41 Chew T S MA1506-14 Chapter 2
2.2 Damped, Unforced Oscillators
Case 2: one root
Case 3: complex roots
Critical damping
Under damping
0 mx bx kx + + =

2
0 m b k + + =
2
4
2
b b mk
m


=
http://www.aw-
bc.com/ide/idefiles/media/J avaTools/vibedam
p.html
Auxiliary equation
2.2.1 Damped, Unforced Oscillators
(2 real roots)always negative real roots
Overdamping
No oscillation
42 Chew T S MA1506-14 Chapter 2
General
soln
3 2 0 x x x + + =

2
1 2
( )
t t
x t c e c e

= +
Goes to zero rapidly
Overdamping
2
4
2
b b mk
m


=
2
, , all positive
so bigger than
4
b m k
b
b mk
2
4 0 b b mk + <
negative

2.2.2 Damped, Unforced Oscillators
(one root)
Critical damping

Also goes to zero rapidly
Critical damping
43 Chew T S MA1506-14 Chapter 2
http://www.aw-bc.com/ide/idefiles/media/J avaTools/vibedamp.html
General
soln
6 9 0 x x x + + =

3 3
1 1
( )
t t
x t c e c te

= +
No oscillation
2
4
2 2
b b mk b
m m


= =
2
4 0 b mk =
Chew T S MA1506-14 Chapter 2 44
(cont)
Critical damping
Chew T S MA1506-14 Chapter 2 45
(cont)
Overdamping
Damping is
useful
Old western swing doors
46 Chew T S MA1506-14 Chapter 2
A door-closer has two main
parts: a spring to close the
door, and a damper to
prevent the door from
slamming shut
" Don't let the door hit
you on the way out."
Damping is useful
Chew T S MA1506-14 Chapter 2 47
Damper
pedal
Suspension

2.2.3 Damped, Unforced Oscillators
(complex roots)
Underdamped

underdamped
48 Chew T S MA1506-14 Chapter 2
General soln
can be written as
2 26 0 x x x + + =

| |
1 2
( ) cos(5) sin(5)
t
x t e c t c t

= +
( ) cos(5 )
t
x t Ae t

=
49 Chew T S MA1506-14 Chapter 2
underdamped
(cont)
Damped, Unforced Oscillators (complex roots)
underdamped General case
50 Chew T S MA1506-14 Chapter 2
0 mx bx kx + + =

2
0 m b k + + =
Auxiliary
equation
2
4
2
b b mk
m


=
2
1
4
2 2
b
i mk b
m m

=
Damped, Unforced Oscillators (complex roots)
underdamped General case
51 Chew T S MA1506-14 Chapter 2
General soln
(See Chapter1)
2
1
4
2
mk b
m
=
where
can be written as
| |
2
1 2
( ) cos sin
b
t
m
x t e c t c t

= +
2
( ) cos( )
b
t
m
x t Ae t

=
Chew T S MA1506-14 Chapter 2 52
http://www.aw-bc.com/ide/idefiles/media/J avaTools/vibedamp.html
Underdamped Oscillator
2.3 Damped, Unforced Oscillators
2
( ) cos( )
b
t
m
x t Ae t

=
(cont)
2.2.4 Damped, Unforced Oscillators
Example 1
M>0, k > 0 , b > 0
http://www.aw-bc.com/ide/idefiles/media/J avaTools/massprng.html
Damped
Mass Spring
Oscillator
Textbook
p196
53 Chew T S MA1506-14 Chapter 2
0 mx bx kx + + =

2.2.4 Damped pendulum Example 2
with air
resistance
54 Chew T S MA1506-14 Chapter 2
0
g
m m
L
+ =

0
g
m S m
L
+ + =

S

2.3 Forced Oscillators ( pp17-27)


General solution of
is (See appendix 3)
55 Chew T S MA1506-14 Chapter 2
where
m
0
cos mx kx F t + =

0
2 2
/
( ) cos( ) cos( )
F m
x t A t t

= +

k
m
=
0
cos F t
( ) ( ) ( )
h p
x t x t x t = +
spring
external motor
Assume
Forced without damping Oscillators ( pp17-23)
2.3 Forced Oscillators
get
56 Chew T S MA1506-14 Chapter 2
Assume initial condition
(See appendix 4)
0
2 2
/
( ) cos( ) cos( )
F m
x t A t t

= +

(0) 0, (0) 0 x x = =

| |
0
2 2
/
( ) cos( ) cos( )
F m
x t t t

=

Forced without damping Oscillators ( pp17-23)


Small angular frequency
when close to
57 Chew T S MA1506-14 Chapter 2
| |
0
2 2
/
( ) cos( ) cos( )
F m
x t t t

=

0
2 2
2 /
( ) sin sin
2 2
F m
x t t t


+
| | | |
=
| |

\ . \ .
( ) A t
We shall use the above form to discuss
properties of forced oscillator


2.3 Forced Oscillators
Forced without damping Oscillators ( pp17-23)
where
58 Chew T S MA1506-14 Chapter 2
Red curve
Blue curve
Red curve
( ) ( )sin
2
x t A t t
+
| |
=
|
\ .
0
2 2
2 /
( ) sin
2
F m
A t t



| |
=
|

\ .
2.3 Forced Oscillators
Forced without damping Oscillators ( pp17-23)
Beating
if our ear is exposed to two sounds
Chew T S MA1506-14 Chapter 2 59
we only hear the above term A(t)
1
st
sound 2
nd
sound
2.3 Forced Oscillators
( )sin[ ]
2
A t t
+
| |
=
|
\ .
where
| |
0
2 2
/
( ) cos( ) cos( )
F m
x t t t

=

0
2 2
2 /
( ) sin
2
F m
A t t



| |
=
|

\ .
(cont) Beating
Chew T S MA1506-14 Chapter 2 60
A fast signal


is modulated by a slower one



This behavior is called beating in
physics
sin[( ) ]
2
t
+
http://www.school-for-champions.com/science/sound_beat.htm
2.3 Forced Oscillators
0
2 2
2 /
( ) sin
2
F m
A t t



| |
=
|

\ .
61 Chew T S MA1506-14 Chapter 2
L Hospital
Rule
0
sin
2 /
2
lim ( ) lim
t
F m
A t



| |
|
\ .
=
+
0
2
F t
m
=
or
sin
2 2
t t

| |

|
\ .
2.3 Forced Oscillators
Forced without damping Oscillators ( pp17-23)
62 Chew T S MA1506-14 Chapter 2
When external frequency is close
to natural frequency , A(t) tends
to a st. line

0
2
F t
m
2.3 Forced Oscillators
Forced without damping Oscillators ( pp17-23)
63 Chew T S MA1506-14 Chapter 2
lim

0
sin( )
2
F t
x t
m

=
( ) ( )sin
2
x t A t t
+
| |
=
|
\ .
2.3 Forced Oscillators
Forced without damping Oscillators ( pp17-23)
We can understand the above result more
by looking at the following case: when
0
cos mx kx F t + =

=
The particular solution of
is of the from
(sin +cos
)

The solution of
0
cos mx kx F t + =

(0) 0, (0) 0 x x = =

with
is
0
sin( )
2
F t
x t
m

=
Oscillations go out of control when
close to . It is called resonance
64 Chew T S MA1506-14 Chapter 2
blue curve in slide 57
tends to green st. line
when tends to

Red curve
Green curve
2.3 Forced Oscillators
Forced without damping Oscillators ( pp17-23)

2
sin()

2

Resonance
If the external force has a frequency
close to the natural frequency of the system,
the resulting amplitudes can be very large even
for small external amplitudes.
It may cause violent motions and even disasters
in bridges and buildings

Chew T S MA1506-14 Chapter 2 65

2.3 Forced Oscillators


Chew T S MA1506-14 Chapter 2 66
Collapse of the Tacoma Narrow Bridge.
http://www.youtube.com/watch?v=3mclp
9QmCGs
Resonance
Avoiding resonance disasters is a major concern
in every building and bridge construction project.
As a countermeasure, a tuned mass damper can
be installed to avoid disaster.
The Taipei 101 building relies
on a 730-ton pendulum
a tuned mass damper to avoid resonance.
Chew T S MA1506-14 Chapter 2 67
2.3 Forced Oscillators
(cont)
Chew T S MA1506-14 Chapter 2 68
Taipei 101 Tuned Mass Damper
A tuned mass damper is a device mounted in
structures to prevent damage caused by
vibration
Chew T S MA1506-14 Chapter 2 69
http://en.wikipedia.org/wiki/File:Tuned_mass_damper.gif
Liquid tuned mass damper
Chew T S MA1506-14 Chapter 2 70
has two important phenomena

beating , resonance
71 Chew T S MA1506-14 Chapter 2
2.3 Forced Oscillators
Forced , NO damped, Oscillator
0
cos mx kx F t + =

We have learnt
Forced without damping Oscillators ( pp17-23)
Forced Damped Oscillators (pp 24-27)
72 Chew T S MA1506-14 Chapter 2
Hence a particular solution is of the form
0
cos( ) mx bx kx F t + + =

(see Appendix 5)
sin cos
p
x B t C t = +
2
0 0
2 2 2 2
( )cos( ) sin( )
( )
( )
p
F k m t F b t
x t
k m b


+
=
+
2.3 Forced Oscillators
sint or cost never appear in

see Section 2.2


We can find A and B, so
+ Gen Sol of
73 Chew T S MA1506-14 Chapter 2
General soln is
The 2
nd
part (damped oscillation)
tends to zero rapidly, see Section 2.2
Hence 2
nd
part called transient soln
2
0 0
2 2 2 2
( )cos( ) sin( )
( )
( )
F k m t F b t
x t
k m b


+
=
+
0 mx bx kx + + =

2.3 Forced Oscillators Forced Damped Oscillators (pp 24-27)
http://www.aw-bc.com/ide/idefiles/media/J avaTools/vibefdmp.html
74 Chew T S MA1506-14 Chapter 2
So when t big enough, the general soln
becomes
called steady-state soln (response)
2
0 0
2 2 2 2
( )cos( ) sin( )
( )
( )
F k m t F b t
x t
k m b


+
=
+
2.3 Forced Oscillators Forced Damped Oscillators (pp 24-27)
Oscillation at
angular
frequency
http://www.aw-bc.com/ide/idefiles/media/J avaTools/vibefdmp.html
75 Chew T S MA1506-14 Chapter 2
X(t) can be written as
0
2
2 2 2 2
2
( / )cos( )
( )
( )
F m t
x t
b
m

=
+
/ k m =
where
2.3 Forced Oscillators
when t big enough
Forced Damped Oscillators (pp 24-27)
Although the steady-state oscillation has
the same frequency as the external force
but it is NOT in phase with the external
Force. (compare with )
The amplitudes of the steady-state
soln and the external force are also
different

Chew T S MA1506-14 Chapter 2 76
cos t cos( ) t
2.3 Forced Oscillators Forced Damped Oscillators (pp 24-27)
77 Chew T S MA1506-14 Chapter 2
0
2
2 2 2 2
2
( / )cos( )
( )
( )
F m t
x t
b
m

=
+
( )cos( ) A t =
0
2
2 2 2 2
2
( / )
( )
( )
F m
A
b
m


=
+
where
=amplitude
2.3 Forced Oscillators Forced Damped Oscillators (pp 24-27)
Amplitude of steady-state response
curve
78 Chew T S MA1506-14 Chapter 2

( ) A
0
( ) A
maximum
If
0

is chosen,
the system will suddenly
respond strongly
0

2.3 Forced Oscillators Forced Damped Oscillators (pp 24-27)


0
2
2 2 2 2
2
( / )
( )
( )
F m
A
b
m


=
+
2.4 Conservation pp28-29
79 Chew T S MA1506-14 Chapter 2
We shall prove it in next slide
2
1
( )
2
d
x x
dx
| |
=
|
\ .

We need the following formula in this section
dx
x
dt
=

Recall
Chain rule
80 Chew T S MA1506-14 Chapter 2
2
1
2
d dx
dt dt
| |
| |
=
|
|
\ .
\ .
2
2
1
2
2
dx d x dt
dt dt dx
(
=
(

2
2
d x
x
dt
= =

2
2
1 1
( )
2 2
d d dx
x
dx dx dt
| |
| | | |
=
|
| |
\ . \ .
\ .

2.4 Conservation
(cont)
dt
dx
81 Chew T S MA1506-14 Chapter 2
2
1
2
mx

2
1
2
kx
Consider SHM
We shall show that E is constant
Kinetic energy
+ potential energy
mx kx =

Let E=
2.4 Conservation
In this section, we shall look at
conservative systems
Chew T S MA1506-14 Chapter 2 82
simple harmonic motion
0 mx kx + =

2
2
1
( )
2
1
( )
2
d
mx m x
dx
d
m x
dx
| |
=
|
\ .
| |
=
|
\ .

First
2
1 1
(2 )
2 2
d
kx k x kx
dx
| |
= =
|
\ .
(cont)
2.4 Conservation
from slide 80
Next
83 Chew T S MA1506-14 Chapter 2
2 2
1 1
0
2 2
d
mx kx
dx
| |
+ =
|
\ .

0 mx kx + =

From
get
(cont)
2.4 Conservation
and previous slide
Chew T S MA1506-14 Chapter 2 84
2 2
1 1
( )
2 2
m x kx E + =

Hence
Hence the kinetic energy + potential energy
of the system remains constant
This system is called conservative system
(cont)
2.4 Conservation
kinetic energy
potential energy
where E
is a
constant
2.5 EULERs equation (Cantilevered Beams) pp30-37
Chew T S MA1506-14 Chapter 2 85
Beamlong, thin object
Cantilevered Beam (supported at only one end)
beam must bend
x
y
3.7 Cantilevered Beams
Chew T S MA1506-14 Chapter 2 86
In this section, we will discuss bending of
a cantilevered beam
Why bending?
It is due to the weight of the beam and
other forces acting on the beam, called
load W(x)=force per unit length at point x
OUR Convention is that W(x) is positive in
UPWARD direction
Chew T S MA1506-14 Chapter 2 87
3.7 Cantilevered Beams
y
x
W(x)
Chew T S MA1506-14 Chapter 2 88
Load=weight of
springboard Load=weight of bamboo
stick+clothes
Load=weight of
springboard +
swimmers
3.7 Cantilevered Beams
Bending depends on W(x), stiffness, and
shape of the cross-section.

The stiffness is measured by a constant E
called Youngs modulus.

The cross-section is measured by a
constant called the second moment of
area.


Chew T S MA1506-14 Chapter 2 89
3.7 Cantilevered Beams
I
Chew T S MA1506-14 Chapter 2 90
2 2
2 2
( )
d d y
EI W x
dx dx
(
=
(

Recall the direction
of load W(x)

3.7 Cantilevered Beams
The equation of the beam is given by 4
th

order ODE, Eulers equation, (proof omitted)
y
x
W(x)
4
4
( ) d y W x
EI dx
=
Chew T S MA1506-14 Chapter 2 91
3.7 Cantilevered Beams
y
x
4
4
( ) d y W x
EI
dx
=
( ) W x
Find max deflection
Chew T S MA1506-14 Chapter 2 92
L

Assume: uniform mass
( ) W x =

3.7 Cantilevered Beams
4
4
( ) d y W x
EI
dx
=
Then
( ) y L =
y
x

Recall W(x)=force per unit length at point x
for all x
Chew T S MA1506-14 Chapter 2 93
To find

i.e. to find
( ) y L
we need to solve
4
4
( ) d y W x
EI
dx
=
This is 4
th
order ODE,
we need FOUR conditions
(0) 0 y =
0
0
x
dy
dx
=
=
3
3
0
x L
d y
dx
=
=
2
2
0
x L
d y
dx
=
=
Here are the conditions
EI

=
3.7 Cantilevered Beams
L
Chew T S MA1506-14 Chapter 2 94
3.7 Cantilevered Beams
y
x
(0) 0 y =
0
0
x
dy
dx
=
=
No moment at L
No shear force at L
2
2
0
x L
d y
dx
=
=
3
3
0
x L
d y
dx
=
=
Proof omitted
Proof omitted
Chew T S MA1506-14 Chapter 2 95
3.7 Cantilevered Beams
integrate
both sides get
4
4
d y
EI
dx

=
3
3
d y x
A
EI
dx

= +
L
A
EI

=
3
3
0
x L
d y
dx
=
=
By
get
Now solve this 4
th
order ODE with four conditions
Chew T S MA1506-14 Chapter 2 96
3.7 Cantilevered Beams
3
3
d y x L
EI EI
dx

= +
2 2
2
2
d y x Lx
B
EI EI
dx

= + +
2 2 2
2 2
L L L
B
EI EI EI

= =
2
2
0
x L
d y
dx
=
=
By
get
integrate
both sides get
Chew T S MA1506-14 Chapter 2 97
3.7 Cantilevered Beams
0
0
x
dy
dx
=
=
By
get
2 2 2
2
2 2
d y x Lx L
EI EI EI
dx

= +
3 2 2
6 2 2
dy x Lx L x
C
dx EI EI EI

= + +
0 C =
integrate
both sides get
Chew T S MA1506-14 Chapter 2 98
3.7 Cantilevered Beams
3 2 2
6 2 2
dy x Lx L x
dx EI EI EI

= +
By (0) 0 y =
get
4 3 2 2
24 6 4
x Lx L x
y D
EI EI EI

= + +
0 D =
Integrate both sides get
Chew T S MA1506-14 Chapter 2 99
3.7 Cantilevered Beams
Beam equation
y
x
4 3 2
4
1 1 1
2 12 3 2
L x x x
y
EI L L L

| |
| | | | | |
= +
|
| | |
\ . \ . \ .
\ .
Cantilever deflection
formula
Chew T S MA1506-14 Chapter 2 100
3.7 Cantilevered Beams
4 3 2
4
1 1 1
2 12 3 2
L x x x
y
EI L L L

| |
| | | | | |
= +
|
| | |
\ . \ . \ .
\ .
4
1 1 1
( )
2 12 3 2
L
y L
EI

| |
= = +
|
\ .
4
8
L
EI

=
Chew T S MA1506-14 Chapter 2 101
Remark:
In the above example, we assume that
( ) W x =
for all x
In tutorial and past year exam questions,
we will consider the following cases:
( ) 2 1
x
W x
L

| |
=
|
\ .
( ) 2
x
W x
L
=
( ) cos
2
x
W x
L

| |
=
|
\ .

2.6 Plug flow reactor (PFR) model pp38-48

The plug flow reactor (PFR) model is used to
describe chemical reactions in continuous,
flowing systems.
PFR is like a long tube into which you push
some mixture of chemicals which move through
the tube while they react with each other.
Chew T S MA1506-14 Chapter 2 102
3.6 PFR model
Assume
Velocity u of flow is constant
Cross-sectional area A is constant
Temp constant
No mixing upstream or downstream----
everything that happens in a small
region of the PER is controlled by
chemical reactions IN that region
, and by mixture of chemicals following
in and out ( see next two slides)
Chew T S MA1506-14 Chapter 2 103
Now we shall use the following example
to illustrate the idea of PFR model
Chew T S MA1506-14 Chapter 2 104
x
H
2
O
O
2

H
2

Assumption: A lot of Oxygen pumped in at velocity u
Hydrogen pumped in at velocity u
Keep pumping
H
2

O
2

H
2
O
H
2

O
2

H
2
O
H
2

O
2

3.6 PFR model
Let C(x) be concentration of at point x.

Chew T S MA1506-14 Chapter 2 105
2
H
i.e., C(x)= #of molecules /cubic meter at x
2
H
3.6 PFR model
Q: At point x, how many molecules of
2
H
are passing by second?
Then in a time
t
Let N be the number of
2
H
that pass by
Since
( )

volume
volume
number of
number of
molecules
molecules
per
| |
| |
|
=
|
|
\ .
|
\ .
we have
( ) ( ( )) N C x A u t =
So
( )
dN
C x Au
dt
=
Chew T S MA1506-14 Chapter 2 106
2
H
2
H
3.6 PFR model
Now consider a small piece of tube, called plug,
Let the length of plug is
x
x
flowing in at x,
at a rate
( )
dN
C x Au
dt
=
flowing out at x+x,
at a rate
( )
dN
C x x Au
dt
= +
2
H
molecules are being destroyed inside the plug
at a rate
( 2)( )( ) r A x
Chew T S MA1506-14 Chapter 2 107
( 2)( )( ) r A x
Why What is r ?
r is rate per volume at which the chemical reaction
2H
2
+ O
2
= 2H
2
O
happens in each unit of volume
Why minus 2 ? Because we are losing
2
H
and the 2 because each reaction costs 2 molecules
Hence
( )( ) r A x is the #of reactions happens
in the plug per second
being destroyed inside the plug is
2
H So in each second, the #of
( 2)( )( ) r A x
molecules
x
A
Volume of
plug is
A x
Chew T S MA1506-14 Chapter 2 108
( ) C x Au
( ) C x x Au +
( 2)( )( ) r A x
flowing in
at a rate
flowing out
at a rate
2
H
2
H
2
H
destroyed
at rate
Hence ( ) 2 ( ) C x Au rA x C x x Au = +
So
( ) ( )
2
C x x Au C x Au
rA
x

+
=
Hence
( ) ( )
2
C x x u C x u
r
x

+
=
( )
2
dC x
u r
dx
=
It is known that the rate of chemical reaction
r depends on concentration C(x) of and
temperature
Chew T S MA1506-14 Chapter 2 109
2
H
3.6 PFR model
We assume temperature is constant
Hence r=k C(x) where k is a constant
( )
implies 2 ( )
dC x
u kC x
dx
=
( )
2
dC x
u r
dx
=
So
Chew T S MA1506-14 Chapter 2 110
Solve the above ODE, get
How to find B? Let x=0, we get
3.6 PFR model
2
( )
k
x
u
C x Be

=
2
0
(0)
k
u
C Be B

= =
( ) 2
( )
dC x k
C x
dx u

=
Therefore


Chew T S MA1506-14 Chapter 2 111
2
( ) (0)
k
x
u
C x C e

=
3.6 PFR model
END
( ) 2 ( ) C x Au rA x C x x Au = +
Remark: In the above, we assume
area A of cross section is constant
and we have
If A is not constant, then we will have
( ) ( ) 2 ( ) ( ) ( ) C x A x u rA x x C x x A x x u = + +
In this case, following the same idea as above, we will have
( ) ( )
2 ( )
dC x A x
u rA x
dx
=
( ) ( )
implies 2 ( ) ( )
dC x A x
u kC x A x
dx
=
Appendix 1
Chew T S MA1506-14 Chapter 2 112
Hence
cos( )
cos( )cos( ) sin( )sin( )
A t
A t A t

= +
By the above formula, get
cos( )
sin( )
C A
D A

=
=
where
cos( ) A t
cos( ) cos cos sin sin + = +
cos( ) sin( ) C t D t = +
Appendix 2 (Defintions of cosh and sinh)
Chew T S MA1506-14 Chapter 2 113
Formulae
cosh
2
x x
e e
x

+
=
sinh
2
x x
e e
x

=
2 2
(cosh ) (sinh ) 1 x x =
sinh
cosh
d x
x
dx
=
cosh
sinh
d x
x
dx
=
Appendix 2 (cont) Graphs of sinhx, coshx, tanhx
Chew T S MA1506-14 Chapter 2 114
sinhx
coshx
tanhx
http://www.graphmatica.com

sinhx
tanhx
Chew T S MA1506-14 Chapter 2 115
Suppose now
1
/ cosh (2) t L g

=
In slide 36, we compute t using cosh function as follows:
( ) 2 t =
( )
( ) 2 cosh / t g L t
(
= =

Hence
Find time t such that
2
/ 100/ sec g L =
9.8 L =
centimeters
Hence
1
1
cosh (2) 0.132sec
100
t

=
Appendix 2 (cont)
Chew T S MA1506-14 Chapter 2 116
Suppose we use the following exp. function instead of cosh
( / ) ( / )
2
g L t g L t
e e


(
= +

Then
Let
We get
4 = +
1


Solve the above eq , get the value x,
and then get the value t (choose positive t).
Hence using cosh is easier.
Appendix 2 (cont)
2 3 x =
( ) ( )
/ /
2
2
g L t g L t
e e


(
= +
(

( )
/ g L t
x e =
Appendix 3 solve
Gen Solution
117 Chew T S MA1506-14 Chapter 2
0
cos mx kx F t + =

h p
x x x = +
cos( )
h
x A t =
We know
/ k m = where
Now we shall find
p
x
Assume
Chew T S MA1506-14 Chapter 2 118
We guess
Then subst.
into
0
cos mx kx F t + =

get
sin cos
p
x B t C t = +
0
2
0,
F
B C
k m
= =

0
2 2
/ F m

=

0
2 2
/
cos( ) cos
F m
x A t t

= +

,
p p
x x

(cont)
Assume
Appendix 4
Assume initial condition
119 Chew T S MA1506-14 Chapter 2
0
cos mx kx F t + =

0
2 2
/
cos( ) cos
F m
x A t t

= +

0
2 2
/
sin( ) sin
F m
x A t t

=

(0) (0) 0 x x = =

Appendix 4 (cont)
By the initial conditions in previous slide,
get
120 Chew T S MA1506-14 Chapter 2
0
2 2
/ F m
A

=

0 =
0
cos mx kx F t + =

So
0
2 2
/
[cos cos ]
F m
x t t

=

Appendix 5
121 Chew T S MA1506-14 Chapter 2
0
cos( ) mx bx kx F t + + =

p
x
We shall find a particular soln
sin cos
p
x B t C t = +
We guess
Then subst.
into
0
cos( ) mx bx kx F t + + =

, ,
p p p
x x x

Appendix 5 (cont.)
122 Chew T S MA1506-14 Chapter 2
0
2 2 2 2
( )
Fb
B
k m b


=
+
2
0
2 2 2 2
( )
( )
F k m
C
k m b

=
+
get
Appendix 5 (cont)
123 Chew T S MA1506-14 Chapter 2
so
2
0 0
2 2 2 2 2 2 2 2
( )
sin cos
( ) ( )
p
Fb F k m
x t t
k m b k m b


= +
+ +
END
Chapter 2

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