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Second Order Differential Equations Review

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constant coefficients

• We shall

h ll now consider

d second d order

d homogeneous

h l

linear ODEs whose

h

coefficients a and b are constant.

y + ay + byy = 0

y + ky = 0

• By separating variables and integrating, we obtain:

dy

= −kdx ln y = − kdx + c *

Homogeneous linear ODEs with

•Homogeneous y

• Taking exponents on both sides:

constant coefficients y ( x) = ce

− kdx

= ce − kx

• Let’s tryy the above solution in the first equation.

q Usingg a constant

N h

•Nonhomogeneous ODE

ODEs coefficient k: x

y=e

x

Substituti ngg its derivatives : y = e x

and y = 2

e

( 2

+ a + b )e x = 0

Introduction

constant coefficients

• Th

The dynamic

d i behaviour

b h i off mechanical

h i l systems

t i described

is d ib d by

b what

h t • Hence iff λ is a solution

l off the

h important characteristic

h equation (or

(

we call second order Ordinary Differential Equations. auxiliary equation)

2

+a +b = 0

• The input to the mechanical structure appears on the right hand • Then the exponential solution y = e x is a solution of the

side of the equation and is the Force and the solution of the

equation gives the output which is usually the displacement. y + ay + byy = 0

• In order to be able solve these equations, it is imperative to have a • Now from elementary algebra we recall that the roots of this quadratic

solid background

g on the solution of homogeneous

g and equation are: 1

= ( −a + a 2 − 4b)

nonhomogeneous Ordinary Differential Equations. 1

2

1

2 = ( −a − a 2 − 4b)

2

• Homogeneous Ordinary Differential Equations represent the ‘Free

Free

Vibrations’ and the non homogeneous Ordinary Differential • The functions below are solutions to y + ay + by = 0

Equations represent ‘Forced Vibrations’. y1 = e 1x

and y2 = e 2x

Homogeneous linear ODEs with Homogeneous linear ODEs with

constant coefficients constant coefficients

• From algebra

l b we know

k that

h the

h quadratic

d equation below

b l may have

h three

h CASE II: Reall double

d bl root = a/2 /

kinds of roots: • We have : (u y1 + 2u y1 + uy1 ) + a(u y1 + uy1 ) + buy1 = 0

2

+a +b = 0

• Collecting terms u y + u (2 y + ay ) + u ( y + ay + by ) = 0

1 1 1 1 1 1

• This expression in the last paranthesis is zero, since y1 is a solution of

• Case II: A real double root if a 2 − 4b = 0 y + ay + by = 0

• Case III: Complex conjugate roots if a 2 − 4b < 0 • The expression in the second paranthesis is zero too since

2y 1 = − ae − ax / 2 = −ay1

case a basis of solutions of y + ay + by = 0

• CASE I: In this case, u y1 = 0

x

in any interval is: y1 = e and y2 = e

x 1 2 Hence

u =0

because y1 and y2 are defined and real for all x and their q

quotient is not

By two integrations

constant. The corresponding general solution is:

1x 2x

u = c1 x + c2

y = c1e + c2 e

constant coefficients constant coefficients

CASE II: Reall double

d bl root = a/2 / CASE II: Reall double

d bl root = a/2 /

• If the discriminant a 2 − 4b is zero, we see from To get a second independent solution y2=uy1, we can simply choose c1=1

1 and c2=0 and take u=x. Then y2=xyy1. Since these solutions are not

= ( −a + a 2 − 4b)

1

2 proportional, they form a basis. Hence in the case of a double root of

1

2 = ( −a − a 2 − 4b)

2

+a +b = 0

2

a basis

b i off solutions

l i off y + ay + by

b =0

that we get only one root: = 1 = 2 = − a / 2,

hence only one solution : on any interval is: e − ax / 2 , xe − ax / 2

y1 = e − ( a / 2 ) x

TTo obtain

b i a secondd independent

i d d solution

l i y2 needed

d d for

f a basis,

b i we use the

h

method of order of reduction. Setting • The corresponding general solution is: y = (c1 + c2 x )e − ax / 2

y2 = uy1 , Substituti ng this and its derivatives y 2 ' = u ' y1 + uy1 ' and y2 ' ' into

y + ay + by = 0

Homogeneous linear ODEs with Homogeneous linear ODEs with constant coefficients:

P f

Proof

constant coefficients Complex number representation of harmonic motion

a/2+i and –a/2

a/2 i

• This case occurs if the discriminant of the characteristic equation

2

+a +b = 0

X = OP

is negative. In this case, the roots of the above equation and thus the solutions of the ODE

come at first out complex. However, we show that from them we can obtain a basis of real solutions:

y + ay + by = 0 X = a + ib

X

where y 1 = e − ax / 2 cos x, y 2 = e − ax / 2 sin

i x

1

2

= b − a2

4

• This is proved in the next slides. It can be verified by substitution that these are solutions in the present

case. They form a basis on any interval since their quotient cotωx is not constant. Hence, a real general

solution

l ti ini Case

C III is:

i

y = e − ax / 2 ( A cos x + B sin x) ( A , B arbitrary )

constant coefficients: Proof constant coefficients: Proof

• Complex

l number

b representation off harmonic

h motion: Since • As

A apparentt we have

h t complex

two l roots.

t These

Th are:

X = OP 1 =

1

2

a +i and 1 =

1

2

a −i

this vector can be represented as a complex number:

• We know from basic mathematics that a complex exponential function can

X = a + ib be expressed as: r + it r it r

where i = − 1 and a and b denote x and y components of X . Components e = e e = e (cos t + i sin t )

a and b are also called the real and the imaginary parts of the vector X. If A

• Thus the roots of the second order Ordinary Differential Equation can be

denotes the modulus or the absolute value of the vector X, and θ denotes expressed as: e x = e − ( a / 2) x + i x = e − ( a / 2) x (cos x + i sin x)

1

the argument

g of the angle

g between the vector and the x axis,, then X can e 2x

= e −(a / 2) x−i x

= e − ( a / 2 ) x (cos x − i sin x )

also be expressed as:

• We now add these two lines and multiply the result by ½. This gives:

y1 = e − ax / 2 cos x

• Then we subtract the second line from the first and multiply the result by

1/2i. This gives: − ax / 2

y2 = e sin x

Homogeneous linear ODEs with

constant coefficients Nonhomogeneous ODEs

Choice rules for the method of undetermined coefficients

Case Roots Basis General solution

a) Basic rule: If r(x) is one of the functions in the first column in the Table,

I Distinct real

e 1x , e 2x

y = c1e 1x

+ c2 e 2x choose yp in the same line and determine its undetermined coefficients

λ1, λ2

by substituting yp and its derivatives into

y + p ( x) y + q ( x ) y = r ( x )

II Real double root

e − ax / 2 , xe − ax / 2 y = (c1 + c2 x )e − ax / 2 b) Modification rule: If a term in your choice for yp happens to be a solution

λ= a/2 of the homogeneous ODE corresponding to the above equation, multiply

III Complex yyour choice of yp byy x ((or x^2 if this solution corresponds

p to a double root

conjugate of the characteristic equation of the homogeneous ODE)

1 c) Sum rule: If r(x) is a sum of functions in the first column of the table,

1 = − a+i y1 = e − ax / 2 cos x

2 y = e − ax / 2 ( A cos x + B sin x) choose for yp the sum of the functions in the corresponding lines of the

1

a −i y2 = e − ax / 2 sin x second column.

2 = −

2

Nonhomogeneous ODEs

• In this

h section, we proceed

d from

f h

homogeneous to nonhomogeneous

h

ODEs.

y + p ( x ) y + q ( x) y = r ( x )

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

where yh = c1 y1 + c2 y2 is a general solution of the homogeneous ODE.

ODE

x

ke Ce x

kx n (n = 0,1,2,...) K n x n + K n −1 x n −1 + .... + K1 x + K 0

k cos x K cos x + M sin x

k sin x

ke x cos x e x ( K cos x + M sin x)

x

ke sin x

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