Linear Algebra and Differential Equations

Lecture 18
Linear DEs with Constant Coefficients

July 19, 2016

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2016 Coefficients
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Mechanical Vibrations
We will examine the mass attached to a spring again. Newtons second lw
gives
mx 00 = Fspring = kx
mx 00 + kx = 0
The auxiliary equation is
k
=0
r +
m
2

r = i

k
= i
m

and the general solution is

x(t) = c1 cos(t) + c2 sin(t)
or
x(t) = A cos(t )
q
whwere A = c12 + c22 is the amplitude and = tan1 (c2 /c1 ) is called
the phase.

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Adding friction
A more realistic model is that there is also a frictional force, proportional
to the velocity, opposing the motion
mx 00 = Fspring + Ffriction = kx cx 0

mx 00 + cx 0 + kx = 0

Physically the constants must satisfy c > 0, k > 0 since



1 02 1 2 0
02
0
00
mx + kx
cx = x (mx + kx) =
2
2
The term in parentheses on the right hand side is the total energy and
physically this must decrease c > 0.
The governing equation is a constant coefficient DE and we can solve it
using the method of the auxiliary equation.

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Overdamped motion
If c 2 4mk > 0 the auxiliary equation is
mr 2 + cr + k = 0

r1,2 =


p
1 
c c 2 4mk
2m

The solution is
x = C 1e r1 t + c2 e r2 t
Some typical trajectories are shown below

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Critically damped motion

If c 2 4mk = 0 the auxiliary equation is
mr 2 + cr + k = 0

r =

c
2m

The solution is
x = (c1 + c2 t)e rt
Some typical trajectories are shown below

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Underdamped motion
If c 2 4mk < 0 the auxiliary equation is
mr 2 + cr + k = 0
The solution is

r1,2 =


p
1 
c
i
c c 2 4mk =
2m
2m

ct

x = e 2m (c1 cos(t) + c2 sin(t))

Some typical trajectories are shown below

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Constant
2016 Coefficients
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Forced vibrations
Suppose an external force is added to the spring mass system then the DE
is inhomogeneous
mx 00 + kx = F (f )
If F (t) = F0 cos(t) try a particular integral of the form
xp = A cos(t)
Substituting into the DE gives
m(2 A cos(t)) + kA cos(t) = F0 cos(t)
This satisfies the DE if
A=

F0
1
2 2 m

Linear Algebra and Differential EquationsLecture 18 Linear DEsJuly

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Constant
2016 Coefficients
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Resonance
A problem arises if the system is forced at the natural frequency = .
The preceding analysis gives an infinite amplitude. Clearly we need to redo
the analysis.
F0
x 00 + 2 x =
m
Try xp = At sin(t). Substituting gives
2A cos(t) =

F0
cos(t)
m

So the particular solution is

xp =

F0
t sin(t)
2m

It is sinusoidal with an amplitude that grows linearly with time.

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Constant
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Electrical circuits
Electrical circuits also give rise to 2nd order constant coefficient DEs.
Consider the circuit below

If a sinusoidal voltage V = V0 cos(t) is applied to the circuit, Kirchhoffs

laws lead to the DE
dI
q
L + RI + = V0 cos(t)
dt
C
R
where L, R, C are constants and q = I dt

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Constant
2016 Coefficients
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An elegant way to solve equations like this is to use complex numbers. If

z = x + iy then the real part of z, <(z) = x, and the imaginary part of z,
=(z) = y . since cos(t) = <(e it ) write the DE as
L

q
dI
+ RI + = V0 e it
dt
C

The physical current will be <(I ). Try a particular integral of the form
I = I0 e it then
iLI0 e it + RIo e it +
then
I0 =

1
I0 e it = V0 e it
iC

V

 0
1
R + i L
C

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Coefficients
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V
 0
 e it
1
R + i L
C



1
V0
R

i
L

(cos(t) + i sin(t))


C
1 2
2
R + L
C



V0
1
sin(t)

 R cos(t) + L
C
1 2
2
R + L
C



1
+ i(R sin(t) L
cos(t))
C

= Io e it =

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So the physical current is





1
<(I ) =
sin(t)

 R cos(t) + L
C
1 2
2
R + L
C
V0

And the magnitude of the current is

V0


1 2
2
R + L
C

which has a maximum at = 1/ LC

|I | = |I0 | = s

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2016
Coefficients
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