Math 337 - Elementary Differential Equations
Math 337 - Elementary Differential Equations
Joseph M. Mahaffy,
[email protected]
Spring 2019
Outline
1 Introduction
Second Order Differential Equation
Dynamical system formulation
Classic Examples
Introduction
Introduction
Second Order DE
y 00 = f (t, y, y 0 ),
ay 00 + by 0 + cy = g(t),
y 00 = f (t, y, y 0 )
ẋ1 = x2
ẋ2 = f (t, x1 , x2 )
Classic Examples
Spring Problem with mass m position y(t), k spring constant,
γ viscous damping, and external force F (t)
Unforced, undamped oscillator, my 00 + ky = 0
Unforced, damped oscillator, my 00 + γy 0 + ky = 0
Forced, undamped oscillator, my 00 + ky = F (t)
Forced, undamped oscillator, my 00 + γy 0 + ky = F (t)
c
Pendulum Problem- mass m, drag c, length L, γ = mL ,
ω 2 = Lg , angle θ(t)
Nonlinear, θ 00 + γθ 0 + ω 2 sin(θ) = 0
Linearized, θ 00 + γθ 0 + ω 2 θ = 0
RLC Circuit
Let R be the resistance (ohms), C be capacitance (farads),
L be inductance (henries), e(t) be impressed voltage
Kirchhoff’s Law for q(t), charge on the capacitor
q
Lq 00 + Rq 0 + = e(t),
C
Lecture Notes – Second Order Linear Equations
Joseph M. Mahaffy, [email protected] — (7/32)
Introduction Existence and Uniqueness
Theory for 2nd Order DEs Linear Operators and Superposition
Linear Constant Coefficient DEs Wronskian and Fundamental Set of Solutions
Linear Operator
Theorem (Linear Differential Operator)
Let L satisfy L[y] = y 00 + py 0 + qy, where p and q are continuous
functions on an interval I. If y1 and y2 are twice continuously
differentiable functions on I and c1 and c2 are constants, then
y = c1 y1 + c2 y2
Wronskian
Theorem
Let y1 and y2 be two solutions of
y 00 + p(t)y 0 + q(t)y = 0,
Homogeneous Equations 1
Homogeneous Equation: The general 2nd order constant
coefficient homogeneous differential equation is written:
ay 00 + by 0 + cy = 0
Homogeneous Equations 2
Characteristic Equation: Obtain characteristic equation by
solving
−λ 1 1
aλ2 + bλ + c = 0
det |A − λI| = =
−c/a −b/a − λ a
Homogeneous Equations 3
Theorem
Let λ1 and λ2 be the roots of the characteristic equation
aλ2 + bλ + c = 0.
ay 00 + by 0 + cy = 0,
satisfies
y(t) = c1 eλ1 t + c2 eλ2 t if λ1 6= λ2 are real,
y(t) = c1 eλ1 t + c2 teλ1 t if λ1 = λ2 ,
y(t) = c1 eµt cos(νt) + c2 eµt sin(νt) if λ1,2 = µ ± iν are complex.
Nonhomogeneous Equations 1
Theorem
Let y1 and y2 form a fundamental set of solutions to the
homogeneous equation, L[y] = 0. Also, assume that Yp is a
particular solution to L[Yp ] = g(t). Then the general solution to
L[Y ] = g(t) is given by:
Nonhomogeneous Equations 2
The previous theorem provides the basic solution strategy for 2nd
order nonhomogeneous differential equations
Find the general solution c1 y1 (t) + c2 y2 (t) of the homogeneous
equation
This is sometimes called the complementary solution
and often denoted yc (t) or yh (t)
Find any solution of the nonhomogeneous DE
This is usually called the particular solution and often
denoted yp (t)
Add these solutions together for the general solution
Two common methods for obtaining the particular solution
For common specific functions and constant coefficients for
the DE, use the method of undetermined coefficients
More general method uses method of variation of
parameters
Lecture Notes – Second Order Linear Equations
Joseph M. Mahaffy, [email protected] — (17/32)
Introduction Homogeneous Equations
Theory for 2nd Order DEs Method of Undetermined Coefficients
Linear Constant Coefficient DEs Forced Vibrations
g(t) yp (t)
Pn (t) = an tn + ... + a1 t + a0 ts (An tn + ... + A1 t + A0 )
Forced Vibrations
my 00 + γy 0 + ky = F (t)
Example 1
Assume a 2 kg mass and that a 4 N force is required to maintain
the spring stretched 0.2 m
Suppose that there is a damping coefficient of γ = 4 kg/sec
Assume that an external force, F (t) = 0.5 sin(4t) is applied to
this spring-mass system
The mass begins at rest, so y(0) = y 0 (0) = 0
Set up and solve this system
Example 1 1
k(0.2) = 4 or k = 20
or equivalently
Example 1 2
Example 1 3
Solution: Want yp00 + 2yp0 + 10yp = 0.25 sin(4t), so with
yp (t) = A cos(4t) + B sin(4t)
−6A + 8B = 0,
−8A − 6B = 0.25,
1 3
which gives A = − 50 and B = − 200
The solution is
1 3
y(t) = e−t (c1 cos(3t) + c2 sin(3t)) − cos(4t) − sin(4t)
50 200
Lecture Notes – Second Order Linear Equations
Joseph M. Mahaffy, [email protected] — (28/32)
Introduction Homogeneous Equations
Theory for 2nd Order DEs Method of Undetermined Coefficients
Linear Constant Coefficient DEs Forced Vibrations
Example 1 4
Solution: With the solution
1 3
y(t) = e−t (c1 cos(3t) + c2 sin(3t)) − cos(4t) − sin(4t),
50 200
we apply the initial conditions.
1 1
y(0) = 0 = c1 − or c1 =
50 50
3 2
y 0 (0) = 3c2 − c1 − =0 or c2 =
50 75
The solution to this spring-mass problem is
−t 1 2 1 3
y(t) = e cos(3t) + sin(3t) − cos(4t) − sin(4t)
50 75 50 200
Frequency Response 1
Frequency Response: Rewrite the damped spring-mass system:
Frequency Response 2
(ω02 − ω 2 )A + 2δωB = K,
−2δωA + (ω02 − ω )B2
= 0.
Frequency Response 3