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KNF1023
                                   Engineering
                                Mathematics II

                                   Second Order ODEs
               Prepared By
              Annie ak Joseph




Prepared By
Annie ak Joseph                           Session 200782009
Learning Objectives




        Explain about variation of parameters
        method in the inhomogeneous ODEs




       Explain about Spring Mass System and
       Electric Circuits
Method of Variation of Parameters

 There is a more systematic approach for
 finding a particular solution of the 2nd order linear
 inhomogeneous ODE.

          y "+ f ( x) y '+ g ( x) y = r ( x)

  The approach known as the method of variation
  of parameters makes use of two linearly
  independent solutions of the corresponding
  homogeneous ODE.
Method of Variation of Parameters

The solution of the second order inhomogeneous
ODEs is

    y=         y p ( x)           +              Y ( x)
                                                 {
               {
         a particular solution        general solution of the
         of in hom ogeneous ODE       corresponding hom ogeneous ODE




       y p = u ( x)Y1 ( x) + v( x)Y2 ( x)
Method of Variation of Parameters

Thus, the variation parameters will involved
two equations which is

                            r (x )y 2 (x )
              u(x ) = −∫        '      '
                                             dx
                         ( y1 y 2 − y1 y 2 )

and

                                 r ( x ) y1 ( x )
               v( x ) = ∫                         dx
                            (        '        '
                                y1 y 2 − y1 y 2)
Example 1


Consider the inhomogeneous ODE
y − y = 3 exp(x )
  ''



Notice that y '' − y = 0 has two linearly
independent solutions given by

              y1 = exp(− x ) and y 2 = exp( x )

Hence

y1 y2 − y1' y2 = exp ( − x ) exp ( x ) − ( − exp ( − x ) ) exp ( x ) = 2
    '
Continue…

If we look for a particular solution of the
inhomogeneous ODE in the form      y p = u ( x )e − x + v ( x )e x
then u and v are given by

                        3exp( x) exp( x)       3
           u ( x) = − ∫                  dx = − exp(2 x)
                               2               4
and
                     3 exp( x ) exp( − x )     3
           v( x) = ∫                       dx = x
                               2               2
Continue…

Notice that we can ignore the constants of
integration, since we are only interested in getting
a particular solution.

So, a particular solution of the inhomogeneous
ODE y "− y = 3exp( x) is

           y p = u ( x) exp(− x) + v( x) exp( x)
                 3                   3
              = − exp(2 x) exp(− x) + x exp( x)
                 4                   2
                 3          3
              = − exp( x) + x exp( x)
                 4          2
Continue…

The required general solution of the
inhomogeneous ODE is
              3         3
         y = − exp( x) + x exp( x) + C exp(− x) + D exp( x)
              4         2

Where C and D are arbitrary constants.
This can again be rewritten as
              3                             3
           y = x exp( x) + C exp(− x) +  D −  exp( x)
              2                             4
              3
            = x exp( x) + A exp(− x) + B exp( x) (as before)
              2
                         3
Where , A = C and B = D − ,are arbitrary constants
                         4
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


Simple harmonic motion may be defined as
Motion in a straight line for which the acceleration
Is proportional to the displacement and in the
opposite direction. Example of this type of motion
are a weight on a spring.

Damped System
If we considered a mass-spring system and
modeled it by the homogeneous linear ODE,

               my"+cy '+ ky = 0
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


Here y(t) as a function of time t is the
displacement of the body of mass m from rest.
Forces within this system are inertia my”, the
damping force cy’ (if c>0) and the spring force ky
acting as a restoring forces.

The corresponding characteristics equation is
                         2 c  k
                        λ + λ+ =0
                           m  m
The roots are
                            c   1
                λ1, 2   =−    ±   c 2 − 4mk
                           2m 2m
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


Using the abbreviated notations
        c                1
    α=         and   β=    c 2 − 4mk
       2m               2m

We can write

                λ1 = −α + β
                λ2 = −α − β
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


The form of the solution will depend on the
damping, and,


Case I. c2> 4mk.    Distinct real roots   λ1, λ2
(Overdamping)

Case II. c2< 4mk.   Complex conjugate
(Underdamping)

Case III. c2 = 4mk. A real double root
(Critical damping)
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


Case 1. Overdamping.
When the damping constant c is so large that c2 >
4mk, then λ1,λ2 are distinct real roots, the general
solution is

                       − (α − β ) t           − (α + β ) t
        y (t ) = c1e                  + c2e
Case II.Underdamping.
If the damping constant c
is so small that c2< 4mk then β is pure imaginary.
The roots of the characteristics equation are
complex conjugate,
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


                   λ1 = −α + jω
                   λ2 = −α − jω
The general solution is


          y (t ) = e   −α t
                              ( A cos ωt + B sin ωt )
APPLICATIONS OF SECOND-ORDER EQUATIONS -
Spring –Mass System


Case III. Critical damping.
If c2 = 4mk, then β=0, λ1 = λ2 = − α , and the
general solution is

                y (t ) = (c1t + c2 )e −αt
Undamped System
If the damping of the system is so small and can be
disregarded, then
                   my"+ky = 0
The general solution is

             y (t ) = A cos ω0t + B sin ω0t
Example 2

In testing the characteristics of a particular
type of spring, it is found that a weight of 4.90 N
stretches the spring 0.49 m when the weight and
spring are placed in a fluid which resists the motion
with a force equal to twice the velocity. If the
weight is brought to rest and then given a velocity
of 12 m/s, find the equation of motion.
Continue…

Using Newton’s second law, we have
                my"+cy '+ ky = 0
               my"+2.00 y '+ ky = 0
               my" = −2.00 y '− ky
The weight is 4.90 N and the acceleration due to
gravity is 9.80 m/s2. Thus, the mass, m is
m=4.90/9.80 = 0.500 kg

The constant k is found from the fact that the
spring stretches 0.49 m for a force of 4.9 N, Thus,
using Hooke’s Law,
Continue…

4.90 = k (0.490)

k = 10.0 N/m

This means that the differential equation to be
solved is
            0.500 y"+2.00 y '+10 y = 0
            1.00 y"+4.00 y '+20.0 y = 0

Solving this equation, we have
Continue…


           2
1 . 00 m       + 4 . 00 m + 20 . 0 = 0
      − 4 . 00 ±           16 . 0 − 4 ( 20 . 0 )( 1 . 00 )
m =
                                2 . 00


m = − 2 . 00 ± 4 . 00 j
        − 2 . 00 t
y = e                ( c 1 cos 4 . 00 t + c 2 sin 4 . 00 t )
Continue…

Since the weight started from the equilibrium
position with a velocity of 12.0 m/s, we know that
y= 0 and y’ = 12.0 for t = 0. Thus,
                               0
                         0 = e (c1 + 0c2 )
                         c1 = 0
Thus, since c1=0, we have
          −2.00t
y = c2e            sin 4.00t
y' = c2e− 2.00t (cos 4.00t )(4.00) + c2 sin 4.00t (e− 2.00t )(−2.00)
12.0 = c2e0 (1)(4.00) + c2 (0)(e0 )(−2.00)
c2 = 3.00
Continue…

This means that the equation of motion is
                      −2.00 t
         y = 3.00e              sin 4.00t
Application on Electric Circuit

Given the RLC circuit as below,




(a) Show that the circuit can be modeled as
     d 2i  di i
    L 2 + R + = E ' (t )
     dt    dt C

                 ()
(b) Given that E t = −0.01e − t Solve the differential
    equation for the initial conditions, when
    and t = 0,i = 0 di = 0
                    dt
Solution


(a) KVL : VL + VR + VC = E ( t )
     di      1
    L + iR + ∫ idt = E ( t ) differential with respect
     dt     C                to t.
        2
      d i   di i
    L 2 + R + = E ' (t )
      dt    dt C

(b) Given E ( t ) = −0.01e , hence
                          −t
                                     E ' ( t ) = 0.01e − t
         d 2i      di  i
    0.001 2 + 0.005 +     = 0.01e − t
         dt        dt 250
     d 2i    di
          + 5 + 4i = 10e − t
     dt 2    dt
Continue…

                       ''       '
                  i + 5i + 4i = 0
                            2
                  λ + 5λ + 4 = 0
                  λ = −4@− 1
                                    −4 t          −t
                      I = Ae               + Be
 For Particular Solution

     i p = α te − t
     i p = α e − t − α te −t
       '


     i = −α e − (α e − α te
      ''
      p
                  −t                −t       −t
                                                  ) = −2α e   −t
                                                                   + α te   −t
Continue…



i '' + 5i ' + 4i = ( −2α e − t + α te− t ) + 5 (α e − t − α te − t ) + 4 (α te− t )
                        −t
               = 3α e
Compare to 10e − t

                  3α = 10
                      10
                  α=
                       3
                   10 − t
Thus          i p = te
                    3
Continue…

Thus, the general solution is

                                     −4 t      −t 10 −t
                  i = i p + I = Ae          + Be + te
                                                   3
Given i ( 0 ) = 0 and i ' ( 0 ) = 0
        −4( 0 )       −0 10 −0
0 = Ae      + Be + 0e , A + B = 0 − − − (1)
                          3
 '        −4 t       −t   10 − t 10 − t
i = −4 Ae − Be + e − te
                           3      3
          −4( 0 )           10 −0 10            10
0 = −4 Ae         − Be + e − ( 0 ) e , 4 A + B = − − − (2)
                       −0               −0

                             3      3            3
Continue…




                 10        10
         A= ,B = −
                  9         9
                    10 −4t 10 −t 10 − t
         i ( t ) = e − e + te
                     9       9    3


 Try to use variation parameter to
 solve this application question and
 check whether the answer is the
 same or not…
Prepared By
              Annie ak Joseph




Prepared By
Annie ak Joseph                 Session 2007/2008

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Week 8 [compatibility mode]

  • 1. KNF1023 Engineering Mathematics II Second Order ODEs Prepared By Annie ak Joseph Prepared By Annie ak Joseph Session 200782009
  • 2. Learning Objectives Explain about variation of parameters method in the inhomogeneous ODEs Explain about Spring Mass System and Electric Circuits
  • 3. Method of Variation of Parameters There is a more systematic approach for finding a particular solution of the 2nd order linear inhomogeneous ODE. y "+ f ( x) y '+ g ( x) y = r ( x) The approach known as the method of variation of parameters makes use of two linearly independent solutions of the corresponding homogeneous ODE.
  • 4. Method of Variation of Parameters The solution of the second order inhomogeneous ODEs is y= y p ( x) + Y ( x) { { a particular solution general solution of the of in hom ogeneous ODE corresponding hom ogeneous ODE y p = u ( x)Y1 ( x) + v( x)Y2 ( x)
  • 5. Method of Variation of Parameters Thus, the variation parameters will involved two equations which is r (x )y 2 (x ) u(x ) = −∫ ' ' dx ( y1 y 2 − y1 y 2 ) and r ( x ) y1 ( x ) v( x ) = ∫ dx ( ' ' y1 y 2 − y1 y 2)
  • 6. Example 1 Consider the inhomogeneous ODE y − y = 3 exp(x ) '' Notice that y '' − y = 0 has two linearly independent solutions given by y1 = exp(− x ) and y 2 = exp( x ) Hence y1 y2 − y1' y2 = exp ( − x ) exp ( x ) − ( − exp ( − x ) ) exp ( x ) = 2 '
  • 7. Continue… If we look for a particular solution of the inhomogeneous ODE in the form y p = u ( x )e − x + v ( x )e x then u and v are given by 3exp( x) exp( x) 3 u ( x) = − ∫ dx = − exp(2 x) 2 4 and 3 exp( x ) exp( − x ) 3 v( x) = ∫ dx = x 2 2
  • 8. Continue… Notice that we can ignore the constants of integration, since we are only interested in getting a particular solution. So, a particular solution of the inhomogeneous ODE y "− y = 3exp( x) is y p = u ( x) exp(− x) + v( x) exp( x) 3 3 = − exp(2 x) exp(− x) + x exp( x) 4 2 3 3 = − exp( x) + x exp( x) 4 2
  • 9. Continue… The required general solution of the inhomogeneous ODE is 3 3 y = − exp( x) + x exp( x) + C exp(− x) + D exp( x) 4 2 Where C and D are arbitrary constants. This can again be rewritten as 3  3 y = x exp( x) + C exp(− x) +  D −  exp( x) 2  4 3 = x exp( x) + A exp(− x) + B exp( x) (as before) 2 3 Where , A = C and B = D − ,are arbitrary constants 4
  • 10. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System Simple harmonic motion may be defined as Motion in a straight line for which the acceleration Is proportional to the displacement and in the opposite direction. Example of this type of motion are a weight on a spring. Damped System If we considered a mass-spring system and modeled it by the homogeneous linear ODE, my"+cy '+ ky = 0
  • 11. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System Here y(t) as a function of time t is the displacement of the body of mass m from rest. Forces within this system are inertia my”, the damping force cy’ (if c>0) and the spring force ky acting as a restoring forces. The corresponding characteristics equation is 2 c k λ + λ+ =0 m m The roots are c 1 λ1, 2 =− ± c 2 − 4mk 2m 2m
  • 12. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System Using the abbreviated notations c 1 α= and β= c 2 − 4mk 2m 2m We can write λ1 = −α + β λ2 = −α − β
  • 13. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System The form of the solution will depend on the damping, and, Case I. c2> 4mk. Distinct real roots λ1, λ2 (Overdamping) Case II. c2< 4mk. Complex conjugate (Underdamping) Case III. c2 = 4mk. A real double root (Critical damping)
  • 14. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System
  • 15. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System Case 1. Overdamping. When the damping constant c is so large that c2 > 4mk, then λ1,λ2 are distinct real roots, the general solution is − (α − β ) t − (α + β ) t y (t ) = c1e + c2e Case II.Underdamping. If the damping constant c is so small that c2< 4mk then β is pure imaginary. The roots of the characteristics equation are complex conjugate,
  • 16. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System λ1 = −α + jω λ2 = −α − jω The general solution is y (t ) = e −α t ( A cos ωt + B sin ωt )
  • 17. APPLICATIONS OF SECOND-ORDER EQUATIONS - Spring –Mass System Case III. Critical damping. If c2 = 4mk, then β=0, λ1 = λ2 = − α , and the general solution is y (t ) = (c1t + c2 )e −αt Undamped System If the damping of the system is so small and can be disregarded, then my"+ky = 0 The general solution is y (t ) = A cos ω0t + B sin ω0t
  • 18. Example 2 In testing the characteristics of a particular type of spring, it is found that a weight of 4.90 N stretches the spring 0.49 m when the weight and spring are placed in a fluid which resists the motion with a force equal to twice the velocity. If the weight is brought to rest and then given a velocity of 12 m/s, find the equation of motion.
  • 19. Continue… Using Newton’s second law, we have my"+cy '+ ky = 0 my"+2.00 y '+ ky = 0 my" = −2.00 y '− ky The weight is 4.90 N and the acceleration due to gravity is 9.80 m/s2. Thus, the mass, m is m=4.90/9.80 = 0.500 kg The constant k is found from the fact that the spring stretches 0.49 m for a force of 4.9 N, Thus, using Hooke’s Law,
  • 20. Continue… 4.90 = k (0.490) k = 10.0 N/m This means that the differential equation to be solved is 0.500 y"+2.00 y '+10 y = 0 1.00 y"+4.00 y '+20.0 y = 0 Solving this equation, we have
  • 21. Continue… 2 1 . 00 m + 4 . 00 m + 20 . 0 = 0 − 4 . 00 ± 16 . 0 − 4 ( 20 . 0 )( 1 . 00 ) m = 2 . 00 m = − 2 . 00 ± 4 . 00 j − 2 . 00 t y = e ( c 1 cos 4 . 00 t + c 2 sin 4 . 00 t )
  • 22. Continue… Since the weight started from the equilibrium position with a velocity of 12.0 m/s, we know that y= 0 and y’ = 12.0 for t = 0. Thus, 0 0 = e (c1 + 0c2 ) c1 = 0 Thus, since c1=0, we have −2.00t y = c2e sin 4.00t y' = c2e− 2.00t (cos 4.00t )(4.00) + c2 sin 4.00t (e− 2.00t )(−2.00) 12.0 = c2e0 (1)(4.00) + c2 (0)(e0 )(−2.00) c2 = 3.00
  • 23. Continue… This means that the equation of motion is −2.00 t y = 3.00e sin 4.00t
  • 24. Application on Electric Circuit Given the RLC circuit as below, (a) Show that the circuit can be modeled as d 2i di i L 2 + R + = E ' (t ) dt dt C () (b) Given that E t = −0.01e − t Solve the differential equation for the initial conditions, when and t = 0,i = 0 di = 0 dt
  • 25. Solution (a) KVL : VL + VR + VC = E ( t ) di 1 L + iR + ∫ idt = E ( t ) differential with respect dt C to t. 2 d i di i L 2 + R + = E ' (t ) dt dt C (b) Given E ( t ) = −0.01e , hence −t E ' ( t ) = 0.01e − t d 2i di i 0.001 2 + 0.005 + = 0.01e − t dt dt 250 d 2i di + 5 + 4i = 10e − t dt 2 dt
  • 26. Continue… '' ' i + 5i + 4i = 0 2 λ + 5λ + 4 = 0 λ = −4@− 1 −4 t −t I = Ae + Be For Particular Solution i p = α te − t i p = α e − t − α te −t ' i = −α e − (α e − α te '' p −t −t −t ) = −2α e −t + α te −t
  • 27. Continue… i '' + 5i ' + 4i = ( −2α e − t + α te− t ) + 5 (α e − t − α te − t ) + 4 (α te− t ) −t = 3α e Compare to 10e − t 3α = 10 10 α= 3 10 − t Thus i p = te 3
  • 28. Continue… Thus, the general solution is −4 t −t 10 −t i = i p + I = Ae + Be + te 3 Given i ( 0 ) = 0 and i ' ( 0 ) = 0 −4( 0 ) −0 10 −0 0 = Ae + Be + 0e , A + B = 0 − − − (1) 3 ' −4 t −t 10 − t 10 − t i = −4 Ae − Be + e − te 3 3 −4( 0 ) 10 −0 10 10 0 = −4 Ae − Be + e − ( 0 ) e , 4 A + B = − − − (2) −0 −0 3 3 3
  • 29. Continue… 10 10 A= ,B = − 9 9 10 −4t 10 −t 10 − t i ( t ) = e − e + te 9 9 3 Try to use variation parameter to solve this application question and check whether the answer is the same or not…
  • 30. Prepared By Annie ak Joseph Prepared By Annie ak Joseph Session 2007/2008