2 UndeterminedCoefficients S
2 UndeterminedCoefficients S
2 UndeterminedCoefficients S
Outcome
Solve an initial/boundary value problem governed by a linear, higher-order ordinary differential
equation with constant coefficients.
1. Motivation
You are now familiar with several techniques to solve some first-order ordinary differential equations
(ODE's). However, many mathematical models of real-life situations are governed by higher-order
ODE's. Here are a few examples.
Sketch Symbols
Electric circuits L: Inductance
d 2q dq q R: resistance
L 2
+ R + = E (t ) C: Capacitance
dt dt C q: Charge
t: Time
E: Voltage
i (t ) = dq
dt
Spring-mass systems m: Mass
mx + bx + kx = f (t ) b: Damping constant
k: Spring constant
f(t): External force applied to system
x: Vertical displacement
2
x=d x
dt 2
x = dx
dt
dt 2
How do we solve those second-order, linear ODE's with constant coefficients? There are several
methods available. In this study unit we'll use the method of undetermined coefficients to solve this
specific type of ODE. Then, in Study Unit 3, we'll use another technique called Laplace transforms to
solve such ODE's.
We'll first investigate the method of undetermined coefficients for homogeneous ODE's. Then we'll
look at non-homogeneous ODE's with reference to special cases. Lastly will solve a few mathematical
models governed by linear, second-order ODE's with constant coefficients.
d2y dy
A second-order ODE as example: a 2
+ b + cy = f ( x)
dx dx
General solution: y = yc + y p
dny d n −1 y dy
an + an −1 + + a1 + a0 = 0
dx n dx n −1 dx
where the ai 's are constants, we introduce a trial solution
y = Pe mx
To determine m, we substitute this trial solution in the ODE. Expressions for the derivatives of y are
as follows:
dx dx (
Pemx ) = Pmemx
d
• y = dy =
The equations used to solve m are called auxiliary equations or characteristic equations.
• The order of the auxiliary equation and the order of the ODE are the same.
• The constant coefficients in the auxiliary equation are the same as the those in the ODE.
• A first-order derivative in the ODE is replaced by m in the auxiliary equation, a second-
order derivative is replaced by m2, a third-order derivative by m3, etc.
d d2
• Let D = and D 2
= . Then ay + by + cy + dy = 0 may be written as
dx dx 2
( aD3 + bD 2 + cD + d ) y = 0 .
o This format is called the D-operator format.
Exercise 1
Write down the auxiliary equation for each of the following ODE's.
d2y dy d 2 y dy
1. 3 − 2 + 7y = 0 2. + − 3y = 0
dx 2
dx dt 2 dt
3. − y + 3y = 0 4. 0.5x − 3x + 5x = 0
In this course we'll concentrate on second-order linear ODE's with constant coefficients; the theory is
also valid for higher-order ODE's.
d2y dy
a 2 + b + cy = 0
dx dx
the auxiliary equation is a quadratic equation
am2 + bm + c = 0
and the two roots are determined by the quadratic formula
−b b 2 − 4ac
m= .
2a
We distinguish three cases, each with its own general solution, as shown in Table 2.
The constants A and B are arbitrary constants determined by the initial and/or boundary conditions.
You may use your clever Casio to solve the auxiliary equations! And to solve systems of
algebraic equations!
Example 1
d2y dy
Determine the general solution of 4 2
− 4 − 3y = 0 .
dx dx
4m2 − 4m − 3 = 0
with solution
m = 3 2 and m = − 1 2 .
The roots are real and different (distinct). The general solution is thus
y = Ae + Be− 2 . ✔
3x x
2
Exercise 2
Solve the following homogeneous ODE’s.
d2y dy
1. 6 2
− 13 + 6 y = 0 2. y ''−13 y '− 7 y = 0
dx dx
d 2x dx
3. 2y + 5y = 0 4. 2
− 3 + 2x = 0
dt dt
d3y d 2 y dy
5. + 2 2 − − 2y = 0 6. −2 x + 7 x − 3x = 0 ❒
dx3 dx dx
Example 2
Solve for y if 9 y − 30 y + 25 = 0 .
NB!!! Remember y =
d2y . The independent variable is therefore t.
dt 2
SOLUTION
The characteristic equation is
9m2 − 30m + 25 = 0
with roots
m=5 twice.
3
The general solution is thus
y = ( A + Bt )e 3 . ✔
5t
d2y dy
1. 2
− 10 + 25 y = 0 2. 4 y ''− 4 y '+ y = 0
dx dx
d 2x dx
3. 9 y + 12 y + 4 y = 0 4. 25 2 + 10 + x = 0
dt dt
d 3 y d 2 y dy d3y dy
5. − − +y=0 6. − 6 + 32 y = 0 ❒
dx3 dx 2 dx dt 3
dt
Example 3
Determine the particular solution of y + 9 y = 0 if y(0) = 0.2 and y '(0) = −1.5 .
SOLUTION
NB!!!! What is the independent variable in this question? Since it is not given explicitly, let's
assume it is x.
The auxiliary equation is
Complex roots: 𝑚 = 𝛼 ± 𝑗𝛽
m = 3 j .
⇒ 𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥)
y = A cos3x + B sin 3x .
We'll use the given conditions to calculate the values of A and B. For the second condition we
first need y ' . Thus,
y = 0.2cos3x − 0.5sin 3x . ✔
d2y dy
1. 2
− 6 + 13 y = 0 2. y ''+ 10 y '+ 26 y = 0
dx dx
d 2x
3. y − 6 y + 11y = 0 4. + 25 x = 0
dt 2
d 3x dx d3y d2y dy
5. 3
+4 =0 6. 4 3
− 4 2
+ 9 −9y = 0 ❒
dt dt dt dt dt
Exercise 5
1. Determine the general solutions of each of the following linear ODE's with constant
coefficients.
d2y dy d2y dy
1.1 2
+ 2 − 3y = 0 1.2 4 2 +4 + y =0
dx dx dt dt
d2y dy d 2 d
1.3 2
− 6 + 13 y = 0 1.4 4 2
+4 + = 0
dx dx dt dt
d 2 d
1.5 − y − 3y + 8y = 0 1.6 9 2
− 24 + 16 = 0
dt dt
d 2x d 2 d
1.7 + 81x = 0 1.8 +2 + 5 = 0
dt 2 dt 2
dt
d2y dy
2.1 2
+ 6 + 13 y = 0, y (0) = 3, y '(0) = 2
dt dt
d2y dy
2.2 9 2
+ 30 + 25 y = 0, y (0) = 2, y '(0) = 2
dx dx
d2y
2.3 + 25 y = 0, y (0) = 1, y '(0) = 1
dt 2
d2y dy
2.4 2
+ 6 + 13 y = 0, y (0) = 4, y '(0) = 1 ❒
dx dx
What if the ODE is non-homogeneous? This is typically the case when an external force acts on the
system.
dny d n −1 y dy
an + an −1 + + a1 + a0 = f ( x)
dx n dx n −1 dx
where f ( x) is a force external to the system. This external force is sometimes called a forcing
function.
y ( x ) = yc + y p
where
❣ Special case multiply trial solution by the independent variable, e.g. x in this general case
❣ Forgot to check for special cases? Don't worry, you'll get some "nonsense" such as 0 = 3 or
0 = 0 when you try to calculate a, b, c, …
❣ Calculate the A, B, … using the given initial/boundary conditions only when you
already have the full solution y ( x) = yc + y p
NB! Do not substitute the given conditions in the expression for yc ! Substitute in the general
solution.
Example 4
Determine the general solution of y ''+ y '− 2 y = 6 .
SOLUTION
The solution has the form
y = yc + y p
where y c , the complementary function, is the solution of the associated homogeneous equation
and y p is determined by the right-hand side of the ODE.
Auxiliary equation:
m2 + m − 2 = 0
m = 1, m = −2
Complementary function:
yc = Ae x + Be−2 x
f ( x) = 6
is a constant. Thus, let the trial solution be
Y =a
Then
Y'=0
Y '' = 0
0 + 0 − 2Y = 6
Y = −3
y p = −3
y = Ae x + Be−2 x − 3 . ✔
Example 5
d2y dy
Solve for y if 2 2 − 11 + 12 y = 3t − 2 .
dt dt
NB!!!! Note there is no x in the question!
SOLUTION
Auxiliary equation:
2m2 −11m + 12 = 0
Roots:
m = 4, m = 3
2
Complementary function:
yc = Ae4t + Be
3t
2
Y = a + bt
with derivatives
Y'=b
Y '' = 0
0 −11b + 12(a + bt ) = 3t − 2
which simplifies to
12b = 3
b = 14 1
−11 ( ) + 12𝑎 = −2
4
1 1
yp = t+
16 4
and the general solution is
t 1
y = Ae4t + Be 2 + + . ✔
3t
4 16
Exercise 6
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) if
dx dx
1.1 f ( x) = 2 1.2 f ( x) = 2 x + 1
d2y dy
2. Determine the general solution if 2
− 6 + 9 y = f (t ) when
dt dt
2.1 f (t ) = 3 2.2 f (t ) = t + 3 ❒
SOLUTION
Complementary function:
m2 − m − 2 = 0
m = 2, m = −1
yc = Ae2 x + Be− x
Particular integral:
Y = a cos x + b sin x
Y ' = −a sin x + b cos x
Y '' = −a cos x − b sin x
Substitute Y and its derivatives in the given ODE:
(−a cos x − b sin x) − (−a sin x + b cos x) − 2(a cos x + b sin x) = cos x
Simplify:
cos x : − a − b − 2a = 1
−3a − b = 1
sin x : − b + a − 2b = 0
a − 3b = 0
Use your clever Casio (or your head!) to solve for the two equations:
a = − 310
b = − 110
Thus,
3 1
yp = − cos x − sin x
10 10
and
3 1
y = Ae 2 x + Be − x − cos x − sin x . ✔
10 10
d2y dy
2. If 2
− 6 + 9 y = f (t ) , solve for y = y(t ) if
dt dt
2.1 f (t ) = 2sin 3t 2.2 f (t ) = cos t − sin t ❒
Example 7
Determine the particular solution of 5 y ''+ 9 y '− 2 y = 3e 2t if y (0) = 1 and y '(0) = 0 .
4
SOLUTION
Complementary function:
5m 2 + 9m − 2 = 0
m = −2, m = 1 5
yc = Ae −2t + Be
t
5
Particular integral:
Y = ae 2t
Y ' = 2ae 2t
y '' = 2ae 2t
5 ( 4ae 2t ) + 9 ( 2ae 2t ) − 2 ( ae 2t ) = 3e 2t
Simplification:
36ae2t = 3e2t
Thus,
36a = 3
a = 112
1 2t
yp = e .
12
General solution:
y = Ae −2t + Be 5 + 121 e 2t
t
and
y ' = −2 Ae −2t + 15 Be 5 + 16 e 2t
t
y (0) = 14 : 1
4 = A + B + 121
A + B = 16
y '(0) = 0 : 0 = −2 A + 15 B + 16
2 A − 15 B = 1
6
A = 111
B = 5 66
Exercise 8
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) where
dx dx
f ( x) = e f ( x) = 2e4 x
x
1.1 3
1.2
d2y dy
2. If 2
− 6 + 9 y = f (t ) , solve for y = y(t ) if
dt dt
Example 8
Calculate the general solution of 2 y ''− y '− 3 y = e− x .
SOLUTION
Complementary function: There is an 𝑒 −𝑥 in the complementary
function and on the right-hand side of ODE.
2m 2 − m − 3 = 0
This is therefore a "special" case and we
m = −1, m = 3 2 must include an x in the trial solution.
yc = Ae − x + Be
3x
2
Y = axe − x
Y ' = ae− x − axe− x
Product rule
= (1 − x ) ae− x
y '' = (−1)ae− x + (1 − x ) ( −ae− x )
Product rule
= ( −2 + x ) ae− x
2 ( x − 2 ) ae − x − (1 − x)ae − x − 3axe − x = e − x
5 ∴ 2𝑎 + 𝑎 − 3𝑎 = 1
∴0=1
which is NEVER true
Example 9 0=1
Solve x − 3x = 9 if x(0) = x(0) = 0 .
Which is NEVER true!
NB!!!!!! Note there is no y in the question!!
m2 − 3m = 0 𝑥𝑐 = 𝐴𝑒 0𝑡 + 𝐵𝑒 3𝑡
m = 0, m = 3
But 𝑒 0𝑡 = 1
xc = A + Be 3t
Particular integral:
There is a constant in the complementary
X = at function and on the right-hand side of ODE.
This is therefore a "special" case and we must
X '= a
include an t in the trial solution.
X '' = 0
Substitute in the ODE:
0 − 3(a) = 9
a = −3
x p = −3t
General solution:
x = A + Be3t − 3t
x = 3B33t − 3
Solve A and B:
x(0) = 0 : 0 = 3B − 3
B =1
x(0) = 0 : 0 = A + B
A = − B = −1
x = −1 + e3t − 3t ✔
Exercise 9
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) where
dx dx
1.1 f ( x) = e x 1.2 f ( x) = e3 x
d2y dy
2. If 2
− 6 + 9 y = e3t , solve for y = y(t ) . ❒
dt dt
d 2x dx d 2 y dy
1.1 2 2
− 11 + 12 x = 3t − 2 1.2 2 − − 3 y = 5e3 x / 2
dt dt dx 2 dx
d2y dy d2y
1.3 9 2 − 6 + y = 12et / 3 1.4 + y = 4 cos x
dt dt dx 2
d 2x dx
1.5 2
− 2 + 2 x = et sin t 1.6 y ''+ 3 y ' = 28cosh 4 x
dt dt
d 2 y dy
1.7 + − 6 y = 12t − 50sin t 1.8 y ''− y = 2et + 6e2t
dt 2 dt
d 2q dq q
2.1 2 + 200 + = 250, q(0) = 0, q '(0) = 0
dt 2
dt 200 10−6
d2y dy
a 2
+ b + cy = f (t ), y (t0 ) = y0 , y '(t0 ) = y1 . (1)
dt dt
Here is a list of basic concepts.
• State variables: y, t
• Rule: the differential equation
• State prescribed: the conditions
• Specified time: t0
• State of the system: The solution; it may be in the past, the present or the future, but we
usually assume t > 0 when t represents time.
The function f(t) is an external force acting on the system and is called the input or forcing function.
The output or response of the system is the solution of the differential equation for the given input
that satisfies the conditions, that is, the solution of the initial value problem.
The transient state or transient term is the part of the solution that vanishes with time, that is,
ytransient → 0 as t → or lim ytransient = 0 .
t →
The steady-state term is the part of the solution that remains after some time. This term is usually a
constant or a periodic function.
Equilibrium
position
s Up: negative
x=0
Down: Positive x
x
Figure 2 Spring-mass system:
horizontal motion
Figure 1 Spring-mass system: vertical motion
The initial conditions are: the initial displacement is x (0) = x0 and the initial velocity is x(0) = x1 .
The motion of the block is governed by the second-order, linear ODE with constant coefficients
mx + bx + kx = f (t ) . (2)
Using the method of undetermined coefficients, we know that the solution of this differential equation
has the form
x(t ) = xc (t ) + x p (t )
where x p (t ) is the particular integral depending on, inter alia, f (t ) . The xc (t ) is the solution of the
associated homogeneous equation
mx + bx + kx = 0 .
The characteristic equation is
mp2 + bp + k = 0
with roots
−b b 2 − 4km
p= .
2m
☞ We use p in the characteristic equation because m represents the mass of the body.
The nature of the external forcing function 𝑓(𝑡), the mass m of the block, the damping constant b, and
the spring constant k all play a role on the motion of the block. In the general discussion of the motion
of the system we shall consider undamped and damped free motion separately, summarized in the
diagram below.
mx + kx = 0 .
Example 10
Consider the following initial value problem governing the motion of a vertical spring-mass system:
x + 9 x = 0, x(0) = 1, x(0) = 1 . Solve the problem and interpret the result.
SOLUTION
Solving the problem
The characteristic equation is
p2 + 9 = 0
with roots
p = 3 j .
The general solution is
x = A cos3t + B sin 3t
and, using the initial conditions, the particular solution is
Mathematical analysis
✓ Period T = 2 / 3 s
✓ Frequency f = 3/ 2 Hz
Amplitude is R = 1 + ( 13 ) 1.054
2
✓
✓ Phase angle = 0.322 rad
✓ Angular frequency = 3 rad/s
Figure 3 describes the free, undamped motion of the body. Note the graph corresponds to our
theoretical discussion.
𝐴 ≈ 1.054
𝑇 = 2𝜋ൗ3
Compare the three graphs in Error! Reference source not found.. All three curves start from the
same point; this point represents the initial displacement x(0) = 1 . However, the slope of the curves,
and thus the initial velocities, differ. Curve ➀ represents the solution of the case where x(0) = +1
(positive slope), curve ➁ represents the case where x(0) = 0 (horizontal slope) and for curve ➂
x(0) = −1 (negative slope).
➂ ➁
mx + bx + kx = 0
As mentioned before, the characteristic equation is
mp2 + bp + k = 0
with roots
−b b 2 − 4km
p= .
2m
The mass will eventually return to the equilibrium position. It may or may not pass the equilibrium
position, depending on the values of m, b and k.
will not "overshoot", that is, it will not move past the equilibrium position.
Example 11
Consider the following initial value problem modelling a vertical spring-mass system:
x + 10 x + 9 x = 0, x(0) = 1, x(0) = 1.
a) Solve the problem.
b) Does the body pass through the equilibrium position? Motivate.
c) Classify the type of motion – motivate!
d) Calculate the maximum displacement of the body.
Since the differential equation is homogeneous and there is a term in x we expect damping.
SOLUTION
a) The characteristic equation is
p 2 + 10 p + 9 = 0
b) The body does not pass through the equilibrium position since
x = − 54 e − t + 94 e −9t = 0 t 0.07
and
Error! Reference source not found. depicts the solution graphically. The graph, again, confirms the
theoretical discussion; the curve doesn't intercept the t-axis.
Compare the three graphs in Error! Reference source not found.. In all three cases x(0) = 1 . For
curve ➀ x(0) = 1 , for curve ➁ x(0) = 0 and for curve ➂ x(0) = −1 .
➀
➁
➂
− 2bm t
x(t ) = (c1 + tc2 )e .
The system is critically damped because any slight decrease in the damping force would result in
oscillatory motion.
Example 12
Consider the following initial value problem: x + 6 x + 9 x = 0, x(0) = 1, x(0) = 1 .
p2 + 6 p + 9 = 0
b) The body will pass through the equilibrium position if x(t ) = 0 in Equation (3).
Thus, since e−3t 0 ,
1 + 4t = 0 t = −4 .
Negative values of t have no physical meaning and hence the body will not pass
through the equilibrium position.
Error! Reference source not found. depicts the graph of the solution.
Example 13
Consider the following initial value problem: x + 2 x + 9 x = 0, x(0) = 1, x(0) = 1 .
p2 + 2 p + 9 = 0
(
x(t ) = e−t cos 2 2t +) 2
2
( )
sin 2 2t .
b) We observe underdamped motion, that is, the body passes through the equilibrium
2 2 2
position at = cycles per second. The damped amplitude is
2
R = e − t 1 + 12 1.22e − t . Thus, x(t ) → 0 as t → .
Error! Reference source not found. shows the graph of the underdamped motion. The dashed lines
depict the curves x = 1.22e−t . Why the 1.22?
mx + bx + kx = f (t ) . (4)
of time, the displacement of the mass is closely approximated by the particular solution x p . The
complementary function xc is called the transient term or transient solution. The particular integral
x p is called the steady-state term or steady-state solution
Example 14
Describe the motion of the block in a spring-mass system governed by
x + 10x + 9x = cos t
if x(0) = 1 and x(0) = 1 .
SOLUTION
The analytical solution is
19 −t 155 −9t 2 5
x(t ) = e − e + cos t + sin t .
16 656 42 82
The solution consists of two parts:
19 −t 155 −9t
• The transient part xc (t ) = e − e → 0 as t → ; and
16 656
2 5
• The steady state x p (t ) = cos t + sin t which describes harmonic motion with
42 82
( 422 ) + ( 825 ) 0.08 and frequency f = 1/ 2 Hz.
2 2
amplitude R =
NB!
See Error! Reference source not found. for a graphical representation of the solution. Observe the
representation of the initial condition (the intercept with the x-axis) and the initial velocity (slope of
the curve at 𝑡 = 0. Also note how the influence of the initial conditions "disappears" quickly.
dq
i (t ) = and q = idt .
dt
You are already familiar with the following.
d 2q dq 1
L 2
+ R + q = E (t ) . (5)
dt dt C
Now compare Equation (5) to the general equation for a spring-mass system:
mx + bx + kx = f (t ) . (6)
Type of ODE Linear second order with Linear second order with
constant coefficients constant coefficients
Table 4 shows the analogy between the mechanical and electrical systems: Both systems are governed
by linear, second order ordinary differential equations and the coefficients in both systems are positive
constants. Thus, when analysing solutions, we expect to see various types of damping – just
remember it is charge and current in the circuit and displacement in the spring-mass system.
You should also be able to discuss electric circuits by identifying the various types of damping.
Exercise 11
1. Assume the following initial-value problems represent a body at the bottom of a vertical spring
attached to a fixed support. For each problem, solve the problem and interpret the solution.
Assume downward motion is positive.
1 d 2x 2 4
1.1 2
+ 4 x = 0, x(0) = , x '(0) = −
16 dt 3 3
2
d x dx
1.2 2
+ 5 + 4 x = 0, x(0) = 1, x '(0) = 1
dt dt
2
1 d x dx
1.3 + + 5 x = 0, x(0) = −2, x '(0) = 0
2 dt 2 dt
1 d 2x dx 1
1.4 2
+ 1.2 + 2 x = 5cos 4t , x(0) = , x '(0) = 0
5 dt dt 2
2
d x dx
1.5 2
+ 2 + 2 x = 4 cos t + 2sin t , x(0) = 0, x '(0) = x1 where
dt dt
1.5.1 x1 = 0 ,
1.5.2 x1 = 3 and
1.5.3 x1 = 7 .
2. The following models a body at the end of a horizontal spring attached to a fixed support.
Discuss the motion of the body.
1 d 2x dx
2
+ 2 + 4 x = 0, x(0) = 0, x '(0) = −3
4 dt dt
4. A 1-kg mass is attached to a spring whose constant is 16 N/m. The entire system is then
submerged in a liquid that imparts a damping force numerically equal to 10 times the
instantaneous velocity.
4.1 Determine the equation of motion if
4.1.1 the mass is released from rest 1 m below the equilibrium position and
4.1.2 the mass is released 1 m below the equilibrium position with an upward velocity of
12 m/s.
4.2 Determine whether the mass passes through the equilibrium position.
4.3 Calculate the time at which the mass attains its extreme displacement from the
equilibrium position.
5. In the following problems, the given figure represents the graph of the equation of motion for a
mass on a spring suspended vertically from a fixed support with a ball attached to its lower end.
The system is damped; assume downward is positive. Discuss, with motivation, the motion
under the following headings:
a) Is the initial displacement above or below the equilibrium position?
b) Is the mass initially released from rest, heading downward, or heading upward?
5.1 5.2
x 0.1
x
1 t
0 1 2 3 4
0
0.75
0.5 -0.1
0.25
-0.2
0
0 1.25 2.5 3.75 5
-0.3
5.3
x 1
0.5
0
0 1.25 2.5 3.75 5
t
-0.5
-1
-1.5
-2
Example 15
d 2x
Analyse the IVP: + 64 x = 0, x(0) = 23 , x '(0) = − 43
dt 2
SOLUTION
From the IVP:
• Initial displacement 2/3 m below equilibrium
• Initial velocity -4/3 m/s, thus 4/3 m/s upward
• Solution: x(t ) = 23 cos8t − 16 sin8t
• Error! Reference source not found. shows
the graph of the solution
Discussion of the solution:
• Solution may be written as
17
x(t ) = sin(8t + 1.816)
6 Figure 10 The solution of Example 15
• Simple harmonic motion with
( 23 ) + ( − 16 )
2 2
o amplitude A = 0.69 m,
o period T = 2 / 8 = / 4 seconds and
o frequency f = 4 / Hz.
• Thus, the mass will move up and down through the equilibrium position "for
ever".
o This is an example of free undamped motion since
• no external forces act on the system and
Note the positive x-intercept: x(0) is positive. Also, note the negative slope there: x '(0) is
negative.
Example 16
d 2x dx
Discuss the solution of 2
+ 5 + 4 x = 0, x(0) = 1, x '(0) = 1 .
dt dt
SOLUTION
−t −4 t
Solution: x(t ) = 53 e − 23 e
• Figure 11 shows the graph of the solution
Discussion:
• Smooth, non-oscillatory motion
• Mass doesn't pass the equilibrium position
since x(t ) = 0 e = 52 t −0.305
3t
Example 17
d 2x dx
Interpret the solution of 2
+ 8 + 16 x = 0, x(0) = 0, x '(0) = −3 .
dt dt
SOLUTION
Solution: x(t ) = −3te−4t
• The figure shows the graph of the solution
Discussion:
• Mass doesn't pass the equilibrium position –
why?
• x(t ) → 0 as t →
• Steady-state solution: xS = 0
• x ' = 0 t = 14 xmax −0.276
• Thus, the mass attains an extreme displacement Figure 12 The solution for Example 17
of 0.275 m above the equilibrium position
This is an example of critically damped motion
because
Example 18
d 2x dx
Analyse the solution of 2
+ 2 + 10 x = 0, x(0) = −2, x '(0) = 0 .
dt dt
SOLUTION
−t
Solution: x(t ) = e ( −2 cos 3t − 23 sin 3t )
• Figure 13 shows the graph of the solution
Discussion:
• The solution is not periodic
• Solution may also be written as
2 10 −t
x(t ) = e sin(3t + 4.391)
3
• Mass oscillates with damped amplitude
2 10 −t
e , that is, the "amplitude" of the Figure 13 The solution of Example 18
3
vibrations decreases and
• x(t ) → 0 as t →
• Steady-state solution: xS = 0
• The mass attains an extreme displacement of -2 m above the equilibrium position
This is an example of underdamped motion because
• the term in dx dt indicate damping and
• for m2 + 2m + 10 = 0 , b2 − 4ac 0
Example 19
1 d 2 x 6 dx 1
2
+ + 2 x = 5cos 4t , x(0) = , x '(0) = 0
5 dt 5 dt 2
SOLUTION
38 86 25 50
Solution: x(t ) = e −3t cos t − sin t − cos 4t + sin 4t
51 51 102 51
• Figure 14 shows the graph of the solution – some negative t values were included to
illustrate the presence of the transient state.
Discussion:
• The solution consists of two parts:
38 86
o The transient state xT (t ) = xc = e −3t cos t − sin t , the complementary
51 51
function, is nonperiodic and lim xc = 0
t →
25 50
o The steady state xS (t ) = X = − cos 4t + sin 4t , the particular integral, is
102 51
periodic
• Thus, after some time the displacement of the mass is closely approximated by the
particular solution.
o The effects of the initial conditions are reflected in the complementary function
and thus transient in a driven system
o The system is said to be forced or driven because of the presence of
f (t ) = 5cos 4t
Example 20
Consider the graph of x(t ) = t sin 5t shown in Figure 15. Discuss the properties of the function.
SOLUTION
• Natural frequency: Frequency in the absence of damping
• When the frequency of the external oscillating force is near the natural frequency of a
system resonance may occur, that is, the amplitude of the vibration/oscillation grows
without bounds as is seen in Figure 15.
• The dashed lines, representing 𝑥 = ±𝑡, forms a so-called "envelope" for the curve.
1. 3m2 − 2m + 7 − 0 2. m2 + m − 3 = 0
5. 2m − 3 = 0 6. 3m2 + m + 7 = 0
Exercise 2
Exercise 3
1. y = ( A + Bx)e5 x 2. y = ( A + Bx)e x /2
3. y = ( A + Bt )e−2t /3 4. x = ( A + Bt )e − t /5
Exercise 5
Exercise 7
Exercise 8
Exercise 9
2. y = ( A + Bt )e3t + 12 t 2 e3t
Exercise 10
1 1 2
1.1 x = Ae4t + Be3t /2 + t + 1.2 y = Ae− x + Be3 x /2 + x − e3 x /2
4 16 5
2
1.3 y = Aet /3 + Btet /3 + t 2et /3 1.4 y = A cos x + B sin x + cos x + 2x sin x
3
1 1
1.5 x = et sin t − t cos t + A cos t + B sin t
4 2
4x (
3e8 x − 2 Be 4 x + 21)
1
1.6 y = Ae −3 x +
6e
1
1.7 y = Ae2t + Be−3t + cos t − 2t + 7 sin t −
3
1
1.8 y = Ae−t + Bet − et + tet + 2e 2t
2
1 5 −50t 1 −50t 1
2.1 q= − te − e 2.2 x = 2t + 3e − t + t 3 + 5
20 2 20 3
For fun, try IA tools such as ChatGPT … but don't believe everything the bot tells you 😊
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Problems. 8th ed. John Wiley & Sons: Hoboken, NJ.
• Kreyszig, E. 1999. Advanced Engineering Mathematics. 8th ed. John Wiley & Sons: New
York, USA.
• O'Neil, P.V. 1995. Advanced Engineering Mathematics. 4th ed. PWS Publishing Company:
Boston.
• Zill, D.G. & Cullen, M.R. 2000. Advanced Engineering Mathematics. 2nd ed. Jones and
Bartlett Publishers: Boston.