4 Second Order Linear ODEs 1

 Try to finish Chapter 2!
▪ 2.1 Homogeneous Linear ODEs of Second Order

▪ 2.2 Homogeneous Linear ODEs with Constant
Coefficients
▪ 2.4 Modeling: Free Oscillations.
▪ Mass-Spring System
▪ 2.7 Nonhomogeneous ODEs
▪ 2.9 Modeling: Electric Circuits
 Do some practice problems
Introduction
 ODEs
▪ Linear ODEs – easy to solve
▪ Nonlinear ODEs – generally difficult
 Second-order linear ODEs
▪ More relevant to us as engineers
 Mechanical Engineering
 Damping
 Electrical Engineering
 Electrical vibrations
 Physics
 Wave motion
 Heat conduction
Second Order
 A second-order ODE is called linear if it can be
written in the form
▪ y’’ + p(x)y’ + q(x)y = r(x)
 And nonlinear if otherwise.
▪ y = h(x)
 is a solution on some open interval I if h is
defined and twice differentiable throughout
that interval.
 y’’ + p(x)y’ + q(x)y = r(x)
▪ It is linear in y and its derivatives
▪ p, q, and r may be any given functions of x
▪ p and q are called coefficients
 If r(x)  0, Homogeneous
 If r(x) ! 0, Nonhomogeneous
 Non-homogeneous linear ODE
 Homogeneous linear ODE
 Non-linear ODE
 For homogeneous linear ODE,
▪ any linear combination of two solutions on an
open interval I is again a solution of that ODE on I.
▪ In particular, for such an equation, sums and
constant multiples of solutions are again
solutions.
 Also called linearity principle
 Means that we can obtain further solutions
from given ones by adding them or by
multiplying them with any constant
 If y1 is a solution and y2 is a solution then the
following is also a solution
▪ y = c1y1 + c2y2
 Note: For Homogeneous linear ODES only!
 y’’ + y = 0
▪ y = cos x and y = sinx
 y’’ + y = 1
▪ y = 1 + cosx and y = 1 + sinx
 y’’y – xy’ = 0
▪ y = x2 and y = 1
 y = cosx and y = sinx
 are solutions of the homogeneous linear ODE
 y’’ + y = 0
 A second-order homogeneous linear ODE
initial value problem has two initial conditions
▪ y(x0) = K0
▪ y’(x0) = K1
 Which are used to determine two arbitrary
constants c1 and c2 in a general solution
 y = c1y1 + c2y2
 Determine the 2 solutions
 Get the general solution through substituting
the solutions in
▪ y = c1y1 + c2y2
 Get the derivative of y
 Obtain the constants c1 and c2 using the
initial values
 Verify by substituting the constants into
▪ y = c1y1 + c2y2
 Solve the initial value problem
▪ y’’ + y = 0
▪ y(0) = 3.0
▪ y’(0) = -0.5
 Some solutions are insufficient to satisfy the
initial conditions.
▪ This means that the solution is not general
enough.
▪ Try!
 TOOL 3 is a powerful tool as we’ll see later.
 A general solution of an ODE (2) on an open
interval I is a solution y = c1y1 + c2y2 in
which y1 and y2 are solutions of (2) on I that
are not proportional, and c1 and c2 are
arbitrary constants.
 These y1, y2 are called a basis of solutions of
(2) on I.
 A particular solution of (2) on I is obtained if
we assign specific values to c1 and c2 in (5).
 Linearly independent
▪ k1y1(x) + k2y2(x) = 0
Everywhere on I implies
k1 = 0 and k2 = 0
 Linearly dependent
▪ k1 and k2 not both zero
 A basis of solutions of (2) on an open interval I
is a pair of linearly independent solutions of
(2) on I.
 Note: if p and q are continuous on I, then (2)
has a solution
▪ It includes all solutions of (2) on I
▪ There are no singular solutions
 Determine the basis
▪ Confirm if they are linearly independent through
division
 Get the general solution through substituting
the solutions in
▪ y = c1y1 + c2y2
 Get the derivative of y
 Obtain the constants c1 and c2 using the initial
values
 Verify by substituting the constants into
▪ y = c1y1 + c2y2
 Verify by substitution that
▪ y1 = ex and y2 = e-x
 are solutions of the ODE
▪ y’’ – y = 0.
 Solve using the given the initial conditions
▪ y(0) = 6, y’(0) = -2
 Solutions can often be found through
inspection.
 The second linearly independent solution can
be obtained by solving a first-order ODE.
 Verify that your y1 is a solution through
substitution
 Use
▪ y2 = y1u = y1 U dx
▪ U = (1/y12)e-pdx
 To obtain the second solution y2
 Find a basis of solutions of the ODE
 (x2 – x)y’’ – xy’+ y = 0
Homogeneous Linear ODEs
 Second-order homogeneous linear ODE
▪ y’’ + ay’ + by = 0
 p and q are constants (a and b)
 Has a characteristic equation or auxiliary
equation with 3 different types of roots
▪ 2 + a + b = 0
Cases Type of roots
Case I Two real roots if a2 – 4b > 0
Case II A real double root if a2 – 4b = 0
Case III Complex conjugate roots if a2 – 4b < 0
 Identify
▪ a and b
 Obtain the characteristic equation
▪ 2 + a + b = 0
 Use the following formulas
Case Roots Basis General solution
I Distinct real 𝑒 𝜆1 𝑥 , 𝑒 𝜆2 𝑥 𝑦 = 𝑐1 𝑒 𝜆1 𝑥 + 𝑐2 𝑒 𝜆2 𝑥
𝜆1 and 𝜆2
II Real double root 𝑒 −𝑎𝑥/2 , 𝑦 = (𝑐1 + 𝑐2 𝑥)𝑒 −𝑎𝑥/2
𝜆 = −𝑎/2
𝑥𝑒 −𝑎𝑥/2
III Complex 𝑒 −𝑎𝑥/2 cos 𝜔𝑥, 𝑦
conjugate 𝑎𝑥
1
𝑒 −𝑎𝑥/2 sin 𝜔𝑥 = 𝑒 −2
(𝐴 cos 𝜔𝑥
− 𝑎 ± 𝑖𝜔
2 + 𝐵 sin 𝜔𝑥)
▪ y’’ + y’ – 2y = 0
▪ y(0) = 4
▪ y’(0) = -5
▪ y’’ + y’ + 0.25y = 0
▪ y(0) = 3.0
▪ y’(0) = -3.5
▪ y’’ + 0.4y’ + 9.04y = 0
▪ y(0) = 0
▪ y’(0) = 3
 A general solution of the ODE
𝑦 ′′ + 𝜔2 𝑦 = 0
 Is
𝑦 = 𝐴 cos 𝜔𝑥 + 𝐵 sin 𝜔𝑥
 With 𝜔 = 1, this is the same as Tool 3.

Modeling
 Undamped system
 Damped system
▪ CASE I: Overdamping
▪ CASE II: Critical Damping
▪ CASE III: Underdamping
 Model
▪ my’’ + ky = 0
 General solution
▪ y(t) = A cos0t + B sin0t
▪ 0 = √(k/m)
or
▪ y(t) = C cos(0t - )
▪ C = 𝐴2 + 𝐵 2
▪  = arctan(B/A)
▪ A = y(0), B = y’(0)/0
 If an iron ball of weight W = 98 nt stretches a
spring 1.09m, how many cycles per minute
will this mass-spring system execute? What
will its motion be if we pull down the weight
an additional 16cm and let it start with zero
initial velocity?
 Damping force
▪ F2 = -cy’
 Model with damping force
▪ my’’ + cy’ + ky = 0
▪ c is the damping constant
 Characteristic equation
▪ 2 + (c/m) + k/m = 0
Cases Condition Roots Damping
Case I c2 > 4mk Distinct real roots 1, 2 Overdamping
Case II c2 = 4mk A real double root Critical damping
Case III c2 < 4mk Complex conjugate roots Underdamping
Cases Damping Solution

Case I Overdamping
y(t) = c1e-(-)t + c2e-(+)t
Case II Critical damping
y(t) = (c1 + c2t)e-t
Case III Underdamping
y(t) = e-t(A cos*t + B sin*t)
= Ce-tcos(*t - )
 How does the motion in EXAMPLE 21 change
if we change the damping constant c to one
of the following three values, with y(0) =
0.16 and y’(0) = 0 as before?
▪ (I) c = 100 kg/sec
▪ (II) c = 60 kg/sec
▪ (III) c = 10 kg/sec
Second Order
 Model
 y’’ + p(x)y’ + q(x)y = r(x)
 r(x) ! 0
 General solution
 y(x) = yh(x) + yp(x)
 y(x) = yh(x) + yp(x)
 yh(x) -> General solution of homogeneous ODE
 yh(x) = c1y1 + c2y2
+
 yp(x) -> Particular solution of nonhomogeneous
 Any solution of
 y’’ + p(x)y’ + q(x)y = r(x)
 On I containing no arbitrary constants
 To solve the nonhomogeneous ODE
▪ y’’ + p(x)y’ + q(x)y = r(x)
solve the homogeneous ODE
▪ y’’ + p(x)y’ + q(x)y = 0
And find any solution yp of
▪ y’’ + p(x)y’ + q(x)y = r(x)
To find general solution
▪ y(x) = yh(x) + yp(x)
 Suitable for linear ODEs with
constant coefficients a and b
▪ y’’ + ay’ + by = r(x)
 Specific method
 Applies to models of vibrational systems and
electric circuits
 Basic Rule. If r(x) in (4) is one of the functions in the first
column in the TABLE, choose yp in the same line and
determine its undetermined coefficients by substituting yp
and its derivatives into (4).
 Modification Rule. If a term in your choice for yp happens to
be a solution of the homogeneous ODE corresponding to (4),
multiply your choice of yp by x
▪ or by x2 if this solution corresponds to a double root of
choice of yp the characteristic equation of the
homogeneous ODE
 Sum Rule. If r(x) is a sum of functions in the first column of
the TABLE, choose for yp the sum of the functions in the
corresponding lines of the second column.
Term in r(x) Choice for yp(x)
kex Cex
kxn (n = 0, 1, …) Knxn + Kn-1xn-1 + … + K1x + K0
k cos x
K cos x + M sin x
k sin x
kex cos x
ex(K cos x + M sin x)
kex sin x
 Get the yh of the homogeneous ODE
 Apply the choice rules
 Compare coefficients
 Obtain yp by substituting the coefficients
 Plug in your yh and yp for the complete
model
▪ y’’ + y = 0.001x2
▪ y(0) = 0
▪ y’(0) = 1.5
▪ y’’ + 3y’ + 2.25y = -10e-1.5x
▪ y(0) = 1
▪ y’(0) = 0
▪ y’’ + 2y’ + 5y = e0.5x + 40 cos10x
– 190 sin10x
▪ y(0) = 0.16
▪ y’(0) = 40.08
Modeling
 Building blocks
▪ Resistors (R) - ohms
▪ Inductors (L) - henrys
▪ Capacitors (C) - farads
▪ Supply / Electromotive Force (E) – volts
▪ We want to find the Current (I) - amperes

Name Symbol Notation Voltage drop
Ohm’s resistor R (Ohms) RI
Inductor L (Henrys) LdI/dt
Capacitor C (Farad) Q/C
*NOTE:
I(t) = dQ/dt
Q(t) = I(t) dt
LI’ + RI + (1/C) Idt = E(t) = E0 sin t
▪ LI’ + RI + (1/C) Idt = E0 sin t
 Getting rid of the integral

▪ LI’’ + RI’ + (1/C)I = E0 cos t
 In terms of Q
▪ LQ’’ + RQ’ + (1/C)Q = E0 sin t
 Substitute R, L, C and the derivative E’ into
▪ LI’’ + RI’ + (1/C)I = E0 cos t
 Solve for solution Ih
 Solve for reactance
▪ S = L – 1/C
 Solve for coefficients
 Plug into
▪ Ip = a cos t + b sin t
 Find the current I(t) in an RLC-circuit with
R=11 (ohms), L=0.1H (henry), C=10-2F
(farad), which is connected to a source of
voltage E(t)=100 sin400t. Assume that
current and charge are zero when t=0.

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 Try to finish Chapter 2!

▪ 2.1 Homogeneous Linear ODEs of Second Order

 Homogeneous linear ODE

 With 𝜔 = 1, this is the same as Tool 3.

Case II c2 = 4mk A real double root Critical damping

Case III c2 < 4mk Complex conjugate roots Underdamping

Cases Damping Solution

▪ We want to find the Current (I) - amperes

 Getting rid of the integral

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