Ch 3.

1: Second Order Linear Homogeneous Equations with Constant Coefficients

A second order ordinary differential equation has the general form
y = f (t , y , y )

where f is some given function. This equation is said to be linear if f is linear in y and y': y = g (t ) p (t ) y q(t ) y Otherwise the equation is said to be nonlinear. A second order linear equation often appears as
P (t ) y + Q(t ) y + R (t ) y = G (t )

If G(t) = 0 for all t, then the equation is called homogeneous. Otherwise the equation is nonhomogeneous.

Homogeneous Equations, Initial Values

In Sections 3.6 and 3.7, we will see that once a solution to a homogeneous equation is found, then it is possible to solve the corresponding nonhomogeneous equation, or at least express the solution in terms of an integral. The focus of this chapter is thus on homogeneous equations; and in particular, those with constant coefficients: ay + by + cy = 0 We will examine the variable coefficient case in Chapter 5. Initial conditions typically take the form
y (t0 ) = y0 , y (t0 ) = y0

Thus solution passes through (t0, y0), and slope of solution at (t0, y0) is equal to y0'.

Example 1: Infinitely Many Solutions

(1 of 3)

Consider the second order linear differential equation y y = 0 Two solutions of this equation are y1 (t ) = e t , y2 (t ) = e t Other solutions include
y3 (t ) = 3et , y4 (t ) = 5e t , y5 (t ) = 3et + 5e t

Based on these observations, we see that there are infinitely many solutions of the form y (t ) = c1e t + c2 e t It will be shown in Section 3.2 that all solutions of the differential equation above can be expressed in this form.

Example 1: Initial Conditions

y y = 0, y (0) = 3, y (0) = 1

(2 of 3)

Now consider the following initial value problem for our equation: We have found a general solution of the form y (t ) = c1e t + c2 e t Using the initial equations, y (0) = c1 + c2 = 3 c1 = 2, c2 = 1 y(0) = c1 c2 = 1 Thus

y (t ) = 2et + e t

Example 1: Solution Graphs

(3 of 3)

Our initial value problem and solution are

y y = 0, y (0) = 3, y(0) = 1 y (t ) = 2e t + e t

Graphs of this solution are given below. The graph on the right suggests that both initial conditions are satisfied.

Characteristic Equation
To solve the 2nd order equation with constant coefficients, ay + by + cy = 0, we begin by assuming a solution of the form y = ert. Substituting this into the differential equation, we obtain

ar 2 e rt + bre rt + ce rt = 0 Simplifying,

e rt (ar 2 + br + c) = 0
and hence
ar 2 + br + c = 0

This last equation is called the characteristic equation of the differential equation. We then solve for r by factoring or using quadratic formula.

General Solution
Using the quadratic formula on the characteristic equation ar 2 + br + c = 0, we obtain two solutions, r1 and r2. There are three possible results:
The roots r1, r2 are real and r1 r2. The roots r1, r2 are real and r1 = r2. The roots r1, r2 are complex.

b b 2 4ac r= 2a

In this section, we will assume r1, r2 are real and r1 r2. In this case, the general solution has the form

y (t ) = c1e r1 t + c2 e r2 t

Initial Conditions
For the initial value problem , ay + by + cy = 0, y (t0 ) = y0 , y(t0 ) = y0 we use the general solution y (t ) = c1e r1 t + c2 e r2 t together with the initial conditions to find c1 and c2. That is, c1e r t + c2 e r t = y0 y0 r2 r t r t y0 y0 r1 y0 e , c2 = e c1 = rt r t r1 r2 r1 r2 c1r1e + c2 r2 e = y0
1 0 2 0 1 0 1 0 2 0

2 0

Since we are assuming r1 r2, it follows that a solution of the form y = ert to the above initial value problem will always exist, for any set of initial conditions.

Example 2
Consider the initial value problem y + y 12 y = 0, y (0) = 0, y(0) = 1 Assuming exponential soln leads to characteristic equation: y (t ) = e rt r 2 + r 12 = 0 (r + 4)(r 3) = 0 Factoring yields two solutions, r1 = -4 and r2 = 3 The general solution has the form y (t ) = c1e 4 t + c2 e3t Using the initial conditions:
c1 + c2 = 0 1 1 c c = = , 1 2 4c1 + 3c2 = 1 7 7 1 4 t 1 3t Thus y (t ) = e + e 7 7

Example 3
Consider the initial value problem 2 y + 3 y = 0, y (0 ) = 1, y(0 ) = 3 Then y (t ) = e rt 2r 2 + 3r = 0 r (2r + 3) = 0 Factoring yields two solutions, r1 = 0 and r2 = -3/2 The general solution has the form
y (t ) = c1e 0 t + c2 e 3t / 2 = c1 + c2 e 3t / 2
c1 + c2 = 1 c1 = 3, c2 = 2 3c2 = 3 2

Using the initial conditions:

Thus

y (t ) = 3 2e 3t / 2

Example 4: Initial Value Problem

Consider the initial value problem y + 5 y + 6 y = 0, y (0 ) = 2, y(0 ) = 3 Then y (t ) = e rt r 2 + 5r + 6 = 0

(1 of 2)

(r + 2)(r + 3) = 0

Factoring yields two solutions, r1 = -2 and r2 = -3 The general solution has the form y (t ) = c1e 2 t + c2 e 3t Using initial conditions:
c1 + c2 = 2 c1 = 9, c2 = 7 2c1 3c2 = 3

Thus

y (t ) = 9e 2 t 7e 3t

Example 4: Find Maximum Value

y (t ) = 9e 2 t 7e 3t y(t ) = 18e 6e 2 t = 7e 3t et = 7/6 t = ln(7 / 6) t 0.1542 y 2.204
2t

(2 of 2)

Find the maximum value attained by the solution.

3 t set

+ 21e

=0

Ch 3.2: Fundamental Solutions of Linear Homogeneous Equations

Let p, q be continuous functions on an interval I = (, ), which could be infinite. For any function y that is twice differentiable on I, define the differential operator L by

L[ y ] = y + p y + q y
Note that L[y] is a function on I, with output value

L[ y ](t ) = y(t ) + p (t ) y(t ) + q (t ) y (t )

For example,

L[ y ](t ) = sin(t ) + t 2 cos(t ) + 2e 2t sin(t )

p (t ) = t 2 , q (t ) = e 2t , y (t ) = sin(t ), I = (0, 2 )

Differential Operator Notation

In this section we will discuss the second order linear homogeneous equation L[y](t) = 0, along with initial conditions as indicated below: L[ y ] = y + p (t ) y + q (t ) y = 0

y (t0 ) = y0 , y(t0 ) = y1
We would like to know if there are solutions to this initial value problem, and if so, are they unique. Also, we would like to know what can be said about the form and structure of solutions that might be helpful in finding solutions to particular problems. These questions are addressed in the theorems of this section.

Theorem 3.2.1
Consider the initial value problem

y + p (t ) y + q (t ) y = g (t ) y (t0 ) = y0 , y(t0 ) = y0
where p, q, and g are continuous on an open interval I that contains t0. Then there exists a unique solution y = (t) on I. Note: While this theorem says that a solution to the initial value problem above exists, it is often not possible to write down a useful expression for the solution. This is a major difference between first and second order linear equations.

Example 1

y + p (t ) y + q (t ) y = g (t ) y (t0 ) = y0 , y(t0 ) = y1

Consider the second order linear initial value problem y y = 0, y (0 ) = 3, y(0 ) = 1 In Section 3.1, we showed that this initial value problem had the following solution:

y (t ) = 2et + e t
Note that p(t) = 0, q(t) = -1, g(t) = 0 are each continuous on (-, ), and the solution y is defined and twice differentiable on (-, ).

Example 2
Consider the second order linear initial value problem

y + p (t ) y + q (t ) y = 0, y (0 ) = 0, y(0 ) = 0 where p, q are continuous on an open interval I containing t0. In light of the initial conditions, note that y = 0 is a solution to this homogeneous initial value problem. Since the hypotheses of Theorem 3.2.1 are satisfied, it follows that y = 0 is the only solution of this problem.

Example 3
Determine the longest interval on which the given initial value problem is certain to have a unique twice differentiable solution. Do not attempt to find the solution.

(t + 1) y (cos t ) y + 3 y = 1, y (0) = 1, y(0) = 0

First put differential equation into standard form:

cos t 3 1 y y + y= , y (0 ) = 1, y(0 ) = 0 t +1 t +1 t +1
The longest interval containing the point t = 0 on which the coefficient functions are continuous is (-1, ). It follows from Theorem 3.2.1 that the longest interval on which this initial value problem is certain to have a twice differentiable solution is also (-1, ).

Theorem 3.2.2 (Principle of Superposition)

If y1and y2 are solutions to the equation

L[ y ] = y + p (t ) y + q (t ) y = 0
then the linear combination c1y1 + y2c2 is also a solution, for all constants c1 and c2. To prove this theorem, substitute c1y1 + y2c2 in for y in the equation above, and use the fact that y1 and y2 are solutions. Thus for any two solutions y1 and y2, we can construct an infinite family of solutions, each of the form y = c1y1 + c2 y2. Can all solutions can be written this way, or do some solutions have a different form altogether? To answer this question, we use the Wronskian determinant.

The Wronskian Determinant

L[ y ] = y + p (t ) y + q (t ) y = 0

(1 of 3)

Suppose y1 and y2 are solutions to the equation From Theorem 3.2.2, we know that y = c1y1 + c2 y2 is a solution to this equation. Next, find coefficients such that y = c1y1 + c2 y2 satisfies the initial conditions y (t0 ) = y0 , y(t0 ) = y0 To do so, we need to solve the following equations: c1 y1 (t0 ) + c2 y2 (t0 ) = y0 (t0 ) + c2 y2 (t0 ) = y0 c1 y1

c1 y1 (t0 ) + c2 y2 (t0 ) = y0 (t0 ) + c2 y2 (t0 ) = y0 c1 y1

The Wronskian Determinant

Solving the equations, we obtain
(t0 ) y0 y2 (t0 ) y0 y 2 c1 = (t0 ) y1 (t0 ) y2 (t0 ) y1 (t0 ) y2 (t0 ) + y0 y1 (t0 ) y0 y1 c2 = (t0 ) y1 (t0 ) y2 (t0 ) y1 (t0 ) y2

(2 of 3)

In terms of determinants:
y0 y2 (t0 ) y1 (t0 ) y0 y2 (t0 ) (t0 ) y0 y0 y1 c1 = , c2 = y1 (t0 ) y2 (t0 ) y1 (t0 ) y2 (t0 ) (t0 ) y2 (t0 ) (t0 ) y2 (t0 ) y1 y1

The Wronskian Determinant

(3 of 3)

In order for these formulas to be valid, the determinant W in the denominator cannot be zero:
c1 = y0 y0 y2 (t0 ) (t0 ) y2 , c2 = W y1 (t0 ) y0 (t0 ) y0 y1 W

y1 (t0 ) W= (t0 ) y1

y2 (t0 ) (t0 ) y1 (t0 ) y2 (t0 ) = y1 (t0 ) y2 (t0 ) y2

W is called the Wronskian determinant, or more simply, the Wronskian of the solutions y1and y2. We will sometimes use the notation W ( y1 , y2 )(t0 )

Theorem 3.2.3
Suppose y1 and y2 are solutions to the equation

L[ y ] = y + p (t ) y + q (t ) y = 0

(1)

and that the Wronskian y1 y2 W = y1 y2 is not zero at the point t0 where the initial conditions y (t0 ) = y0 , y(t0 ) = y0 ( 2) are assigned. Then there is a choice of constants c1, c2 for which y = c1y1 + c2 y2 is a solution to the differential equation (1) and initial conditions (2).

Example 4
Recall the following initial value problem and its solution: y y = 0, y (0 ) = 3, y(0 ) = 1 y (t ) = 2e t + e t Note that the two functions below are solutions to the differential equation: y1 = et , y2 = e t The Wronskian of y1 and y2 is y1 y2 y1 y2 = et e t et e t = 2e 0 = 2 W= = y1 y2 y2 y1 Since W 0 for all t, linear combinations of y1 and y2 can be used to construct solutions of the IVP for any initial value t0. y = c1 y1 + c2 y2

Theorem 3.2.4 (Fundamental Solutions)

Suppose y1 and y2 are solutions to the equation L[ y ] = y + p (t ) y + q (t ) y = 0. If there is a point t0 such that W(y1,y2)(t0) 0, then the family of solutions y = c1y1 + c2 y2 with arbitrary coefficients c1, c2 includes every solution to the differential equation. The expression y = c1y1 + c2 y2 is called the general solution of the differential equation above, and in this case y1 and y2 are said to form a fundamental set of solutions to the differential equation.

Example 5
Recall the equation below, with the two solutions indicated: y y = 0, y1 = e t , y2 = e t The Wronskian of y1 and y2 is

y1 W= y1

y2 = et e t et e t = 2e 0 = 2 0 for all t. y2

Thus y1 and y2 form a fundamental set of solutions to the differential equation above, and can be used to construct all of its solutions. The general solution is y = c1e t + c2 e t

Example 6
Consider the general second order linear equation below, with the two solutions indicated:
y + p (t ) y + q (t ) y = 0 Suppose the functions below are solutions to this equation:

y1 = e r1t , y2 = e r2t , r1 r2
The Wronskian of y1and y2 is y1 y2 e r1t e r2t ( r1 + r2 )t ( ) = rt = r r e 0 for all t. W= 2 1 r2t 1 y2 r1e y1 r2 e Thus y1and y2 form a fundamental set of solutions to the equation, and can be used to construct all of its solutions. The general solution is

y = c1e r1t + c2 e r2t

Example 7: Solutions

(1 of 2)

Consider the following differential equation: 2t 2 y + 3t y y = 0, t > 0 Show that the functions below are fundamental solutions: y1 = t 1/ 2 , y2 = t 1 To show this, first substitute y1 into the equation:
t 3 / 2 t 1/ 2 1/ 2 1 3 1/ 2 2t 4 + 3t 2 t = 2 + 2 1t = 0
2

Thus y1 is a indeed a solution of the differential equation. Similarly, y2 is also a solution:

2t 2 2t 3 + 3t t 2 t 1 = (4 3 1)t 1 = 0

( )

Example 7: Fundamental Solutions

(2 of 2)

Recall that y1 = t 1/ 2 , y2 = t 1 To show that y1 and y2 form a fundamental set of solutions, we evaluate the Wronskian of y1 and y2:
y1 W= y1 t 1/ 2 y2 = 1 1/ 2 t y2 2 t 1 t 2 1 3 3 = t 3 / 2 t 3 / 2 = t 3 / 2 = 2 2 2 t3

Since W 0 for t > 0, y1, y2 form a fundamental set of solutions for the differential equation 2t 2 y + 3t y y = 0, t > 0

Theorem 3.2.5: Existence of Fundamental Set of Solutions

Consider the differential equation below, whose coefficients p and q are continuous on some open interval I:

L[ y ] = y + p (t ) y + q (t ) y = 0
Let t0 be a point in I, and y1 and y2 solutions of the equation with y1 satisfying initial conditions (t0 ) = 0 y1 (t0 ) = 1, y1 and y2 satisfying initial conditions (t0 ) = 1 y2 (t0 ) = 0, y2 Then y1, y2 form a fundamental set of solutions to the given differential equation.

Example 7: Theorem 3.2.5

(1 of 3)

Find the fundamental set specified by Theorem 3.2.5 for the differential equation and initial point y y = 0, t0 = 0 We showed previously that

y1 = et , y2 = e t
were fundamental solutions, since W(y1, y2)(t0) = -2 0. But these two solutions dont satisfy the initial conditions stated in Theorem 3.2.5, and thus they do not form the fundamental set of solutions mentioned in that theorem. Let y3 and y4 be the fundamental solutions of Thm 3.2.5.
(0) = 0; y4 (0) = 0, y4 ( 0) = 1 y3 (0) = 1, y3

Example 7: General Solution

(2 of 3)

Since y1 and y2 form a fundamental set of solutions, ( 0) = 0 y3 = c1et + c2 e t , y3 (0) = 1, y3

(0) = 1 y4 = d1et + d 2 e t , y4 (0) = 0, y4

Solving each equation, we obtain

y3 (t ) = 1 t 1 t 1 1 e + e = cosh(t ), y4 (t ) = e t e t = sinh(t ) 2 2 2 2

The Wronskian of y3 and y4 is

y1 W= y1 y2 cosh t sinh t = = cosh 2 t sinh 2 t = 1 0 sinh t cosh t y2

Thus y3, y4 forms the fundamental set of solutions indicated in Theorem 3.2.5, with general solution in this case y (t ) = k1 cosh(t ) + k 2 sinh(t )

Example 7: Many Fundamental Solution Sets

Thus
S1 = et , e t , S 2 = { cosh t , sinh t}

(3 of 3)

both form fundamental solution sets to the differential equation and initial point y y = 0, t0 = 0 In general, a differential equation will have infinitely many different fundamental solution sets. Typically, we pick the one that is most convenient or useful.

Summary
To find a general solution of the differential equation

y + p (t ) y + q (t ) y = 0, < t <
we first find two solutions y1 and y2. Then make sure there is a point t0 in the interval such that W(y1, y2)(t0) 0. It follows that y1 and y2 form a fundamental set of solutions to the equation, with general solution y = c1y1 + c2 y2. If initial conditions are prescribed at a point t0 in the interval where W 0, then c1 and c2 can be chosen to satisfy those conditions.

Ch 3.3: Linear Independence and the Wronskian

Two functions f and g are linearly dependent if there exist constants c1 and c2, not both zero, such that c1 f (t ) + c2 g (t ) = 0 for all t in I. Note that this reduces to determining whether f and g are multiples of each other. If the only solution to this equation is c1 = c2 = 0, then f and g are linearly independent. For example, let f(x) = sin2x and g(x) = sinxcosx, and consider the linear combination

c1 sin 2 x + c2 sin x cos x = 0 This equation is satisfied if we choose c1 = 1, c2 = -2, and hence f and g are linearly dependent.

Solutions of 2 x 2 Systems of Equations

When solving c1 x1 + c2 x2 = a c1 y1 + c2 y2 = b for c1 and c2, it can be shown that
ay2 bx2 ay2 bx2 = , c1 = x1 y2 y1 x2 D x1 ay1 + bx1 ay1 + bx1 c2 = = , where D = y1 x1 y2 y1 x2 D x2 y2

Note that if a = b = 0, then the only solution to this system of equations is c1 = c2 = 0, provided D 0.

Example 1: Linear Independence

(1 of 2)

Show that the following two functions are linearly independent on any interval:

f (t ) = e t , g (t ) = e t
Let c1 and c2 be scalars, and suppose
c1 f (t ) + c2 g (t ) = 0 for all t in an arbitrary interval (, ).

We want to show c1 = c2 = 0. Since the equation holds for all t in (, ), choose t0 and t1 in (, ), where t0 t1. Then

c1et0 + c2 e t0 = 0 c1et1 + c2 e t1 = 0

Example 1: Linear Independence

The solution to our system of equations
c1e t0 + c2 e t0 = 0 c1e t1 + c2 e t1 = 0

(2 of 2)

will be c1 = c2 = 0, provided the determinant D is nonzero:

e t0 D= t e1 e t0 t 0 t1 t 0 t1 t 0 t1 t1 t 0 = e e e e = e e e t1

Then 1 t 0 t1 t1 t 0 t 0 t1 D=0 e =e e = t0 t1 e t0 t1 e e t0 t1 = 1 t0 = t1

=1

Since t0 t1, it follows that D 0, and therefore f and g are linearly independent.

Theorem 3.3.1
If f and g are differentiable functions on an open interval I and if W(f, g)(t0) 0 for some point t0 in I, then f and g are linearly independent on I. Moreover, if f and g are linearly dependent on I, then W(f, g)(t) = 0 for all t in I. Proof (outline): Let c1 and c2 be scalars, and suppose
c1 f (t ) + c2 g (t ) = 0

for all t in I. In particular, when t = t0 we have

c1 f (t0 ) + c2 g (t0 ) = 0 c1 f (t0 ) + c2 g (t0 ) = 0

Since W(f, g)(t0) 0, it follows that c1 = c2 = 0, and hence f and g are linearly independent.

Theorem 3.3.2 (Abels Theorem)

Suppose y1 and y2 are solutions to the equation

L[ y ] = y + p (t ) y + q (t ) y = 0
where p and q are continuous on some open interval I. Then W(y1,y2)(t) is given by p ( t ) dt W ( y , y )(t ) = ce
1 2

where c is a constant that depends on y1 and y2 but not on t. Note that W(y1,y2)(t) is either zero for all t in I (if c = 0) or else is never zero in I (if c 0).

Example 2: Wronskian and Abels Theorem

Recall the following equation and two of its solutions: y y = 0, y1 = e t , y2 = e t The Wronskian of y1and y2 is

y1 y2 W= = et e t et e t = 2e 0 = 2 0 for all t. y2 y1 Thus y1 and y2 are linearly independent on any interval I, by Theorem 3.3.1. Now compare W with Abels Theorem:

W ( y1 , y2 )(t ) = ce

p ( t ) dt

= ce

0 dt

=c

Choosing c = -2, we get the same W as above.

Theorem 3.3.3
Suppose y1 and y2 are solutions to equation below, whose coefficients p and q are continuous on some open interval I: L[ y ] = y + p (t ) y + q (t ) y = 0 Then y1 and y2 are linearly dependent on I iff W(y1, y2)(t) = 0 for all t in I. Also, y1 and y2 are linearly independent on I iff W(y1, y2)(t) 0 for all t in I.

Summary
Let y1 and y2 be solutions of y + p (t ) y + q (t ) y = 0 where p and q are continuous on an open interval I. Then the following statements are equivalent:
The functions y1 and y2 form a fundamental set of solutions on I. The functions y1 and y2 are linearly independent on I. W(y1,y2)(t0) 0 for some t0 in I. W(y1,y2)(t) 0 for all t in I.

Linear Algebra Note

Let V be the set

V = {y : y + p(t ) y + q (t ) y = 0, t ( , ) }
Then V is a vector space of dimension two, whose bases are given by any fundamental set of solutions y1 and y2. For example, the solution space V to the differential equation

y y = 0
has bases with
V = Span S1 = Span S 2
S1 = e t , e t , S 2 = { cosh t , sinh t}

Ch 3.4: Complex Roots of Characteristic Equation

Recall our discussion of the equation ay + by + cy = 0 where a, b and c are constants. Assuming an exponential soln leads to characteristic equation: y (t ) = e rt ar 2 + br + c = 0 Quadratic formula (or factoring) yields two solutions, r1 & r2:
b b 2 4ac r= 2a

If b2 4ac < 0, then complex roots: r1 = + i, r2 = - i Thus y1 (t ) = e ( +i )t , y2 (t ) = e ( i )t

Eulers Formula; Complex Valued Solutions

Substituting it into Taylor series for et, we obtain Eulers formula:
n n 2n n 1 2 n 1 ( it ) ( 1 ) t ( 1 ) t eit = = + i = cos t + i sin t (2n )! n=1 (2n 1)! n =0 n ! n =0

Generalizing Eulers formula, we obtain

eit = cos t + i sin t

Then
e ( +i )t = e t eit = e t [cos t + i sin t ] = e t cos t + ie t sin t

Therefore y1 (t ) = e ( +i )t = e t cos t + ie t sin t

y2 (t ) = e ( i )t = e t cos t ie t sin t

Real Valued Solutions

Our two solutions thus far are complex-valued functions:
y1 (t ) = e t cos t + ie t sin t y2 (t ) = e t cos t ie t sin t

We would prefer to have real-valued solutions, since our differential equation has real coefficients. To achieve this, recall that linear combinations of solutions are themselves solutions: y1 (t ) + y2 (t ) = 2e t cos t
y1 (t ) y2 (t ) = 2ie t sin t Ignoring constants, we obtain the two solutions

y3 (t ) = e t cos t , y4 (t ) = e t sin t

Real Valued Solutions: The Wronskian

Thus we have the following real-valued functions:
y3 (t ) = e t cos t , y4 (t ) = e t sin t

Checking the Wronskian, we obtain

e t cos t e t sin t W = t e ( cos t sin t ) e t ( sin t + cos t ) = e 2 t 0

Thus y3 and y4 form a fundamental solution set for our ODE, and the general solution can be expressed as
y (t ) = c1e t cos t + c2 e t sin t

Example 1
Consider the equation y + y + y = 0 Then
y (t ) = e rt r 2 + r + 1 = 0 r = 1 1 4 1 3 i 1 3 = = i 2 2 2 2

Therefore = 1 / 2, = 3 / 2 and thus the general solution is

y (t ) = c1e t / 2 cos 3t / 2 + c2 e t / 2 sin 3t / 2

Example 2
Consider the equation y + 4 y = 0 Then y (t ) = e rt r 2 + 4 = 0 r = 2 i Therefore = 0, = 2 and thus the general solution is
y (t ) = c1 cos(2t ) + c2 sin (2t )

Example 3
Consider the equation 3 y 2 y + y = 0 Then
y (t ) = e rt 3 r 2 2r + 1 = 0 r =

2 4 12 1 2 = i 6 3 3

Therefore the general solution is

y (t ) = c1e t / 3 cos 2t / 3 + c2 e t / 3 sin 2t / 3

Example 4: Part (a)

(1 of 2)

For the initial value problem below, find (a) the solution u(t) and (b) the smallest time T for which |u(t)| 0.1 y + y + y = 0, y (0) = 1, y(0) = 1 We know from Example 1 that the general solution is
u (t ) = c1e t / 2 cos 3t / 2 + c2 e t / 2 sin 3t / 2

Using the initial conditions, we obtain

= 1 3 = 3 c1 = 1, c2 = 1 3 3 c1 + c2 = 1 2 2 c1

Thus

u (t ) = e t / 2 cos 3t / 2 + 3 e t / 2 sin 3t / 2

Example 4: Part (b)

(2 of 2)

Find the smallest time T for which |u(t)| 0.1 Our solution is
u (t ) = e t / 2 cos 3t / 2 + 3 e t / 2 sin 3t / 2

With the help of graphing calculator or computer algebra system, we find that T 2.79. See graph below.

Ch 3.5: Repeated Roots; Reduction of Order

Recall our 2nd order linear homogeneous ODE ay + by + cy = 0 where a, b and c are constants. Assuming an exponential soln leads to characteristic equation: y (t ) = e rt ar 2 + br + c = 0 Quadratic formula (or factoring) yields two solutions, r1 & r2: b b 2 4ac r= 2a When b2 4ac = 0, r1 = r2 = -b/2a, since method only gives one solution: y1 (t ) = ce b t / 2 a

Second Solution: Multiplying Factor v(t)

We know that y1 (t ) a solution y2 (t ) = cy1 (t ) a solution Since y1 and y2 are linearly dependent, we generalize this approach and multiply by a function v, and determine conditions for which y2 is a solution: y1 (t ) = e b t / 2 a a solution try y2 (t ) = v(t )e b t / 2 a Then
y2 (t ) = v(t )e b t / 2 a (t ) = v(t )e b t / 2 a y2 b v(t )e b t / 2 a 2a b2 b b b t / 2 a b t / 2 a b t / 2 a (t ) = v(t )e v(t )e v(t )e + 2 v(t )e b t / 2 a y2 2a 2a 4a

ay + by + cy = 0

Finding Multiplying Factor v(t)

Substituting derivatives into ODE, we seek a formula for v:
b b2 b e a v(t ) v(t ) + 2 v(t ) + b v(t ) v(t ) + cv(t ) = 0 4a 2a a b2 b2 av(t ) bv(t ) + v(t ) + bv(t ) v(t ) + cv(t ) = 0 4a 2a b2 b2 + av(t ) + c 4a 2a v(t ) = 0
b t / 2 a

b 2 2b 2 4ac b 2 4ac av(t ) + 4a 4a + 4a v(t ) = 0 av(t ) + 4a + 4a v(t ) = 0 b 2 4ac av(t ) 4a v(t ) = 0 v(t ) = 0 v(t ) = k3t + k 4

General Solution
To find our general solution, we have:

y (t ) = k1e bt / 2 a + k 2 v(t )e bt / 2 a = c1e bt / 2 a + c2te bt / 2 a

= k1e bt / 2 a + (k3t + k 4 )e bt / 2 a

Thus the general solution for repeated roots is

y (t ) = c1e bt / 2 a + c2te bt / 2 a

Wronskian
The general solution is
y (t ) = c1e bt / 2 a + c2te bt / 2 a

Thus every solution is a linear combination of

y1 (t ) = e bt / 2 a , y2 (t ) = te bt / 2 a

The Wronskian of the two solutions is

e bt / 2 a W ( y1 , y2 )(t ) = b bt / 2 a e 2a
bt / a

te bt / 2 a bt bt / 2 a 1 e 2a

bt bt / a bt =e 1 + e 2a 2a = e bt / a 0 for all t

Thus y1 and y2 form a fundamental solution set for equation.

Example 1
Consider the initial value problem y + 2 y + y = 0, y (0 ) = 1, y (0 ) = 1 Assuming exponential soln leads to characteristic equation:
y (t ) = e rt r 2 + 2r + 1 = 0 (r + 1) 2 = 0 r = 1

Thus the general solution is

y (t ) = c1e t + c2te t

Using the initial conditions:

c1 c1 + c2 = 1 c1 = 1, c2 = 2 = 1

Thus
y (t ) = e t + 2te t

Example 2
Consider the initial value problem y y + 0.25 y = 0, y (0 ) = 2, y (0 ) = 1 / 2 Assuming exponential soln leads to characteristic equation:
y (t ) = e rt r 2 r + 0.25 = 0 (r 1 / 2) 2 = 0 r = 1 / 2

Thus the general solution is

y (t ) = c1et / 2 + c2te t / 2

Using the initial conditions:

c1 1 c1 2 + c2 = = 2 1 1 c1 = 2, c2 = 2 2

Thus

1 y (t ) = 2et / 2 te t / 2 2

Example 3
Consider the initial value problem y y + 0.25 y = 0, y (0 ) = 2, y(0 ) = 3 / 2 Assuming exponential soln leads to characteristic equation:
y (t ) = e rt r 2 r + 0.25 = 0 (r 1 / 2) 2 = 0 r = 1 / 2

Thus the general solution is

y (t ) = c1et / 2 + c2te t / 2

Using the initial conditions:

c1 1 c1 2 + c2 = = 2 1 3 c1 = 2, c2 = 2 2

Thus

1 y (t ) = 2et / 2 + te t / 2 2

Reduction of Order
The method used so far in this section also works for equations with nonconstant coefficients: y + p (t ) y + q (t ) y = 0 That is, given that y1 is solution, try y2 = v(t)y1: y2 (t ) = v(t ) y1 (t ) (t ) = v(t ) y1 (t ) + v(t ) y1 (t ) y2 (t ) = v(t ) y1 (t ) + 2v(t ) y1 (t ) + v(t ) y1 (t ) y2 Substituting these into ODE and collecting terms,
+ py1 )v + ( y1 + py1 + qy1 )v = 0 y1v + (2 y1

Since y1 is a solution to the differential equation, this last equation reduces to a first order equation in v :
+ py1 ) v = 0 y1v + (2 y1

Example 4: Reduction of Order

(1 of 3)

Given the variable coefficient equation and solution y1, t 2 y + 3ty + y = 0, t > 0; y1 (t ) = t 1 , use reduction of order method to find a second solution:
y2 (t ) = v(t ) t 1 (t ) = v(t ) t 1 v(t ) t 2 y2 (t ) = v(t ) t 1 2v(t ) t 2 + 2v(t ) t 3 y2

Substituting these into ODE and collecting terms,

t 2 vt 1 2vt 2 + 2vt 3 + 3t vt 1 vt 2 + vt 1 = 0 vt 2v + 2vt 1 + 3v 3vt 1 + vt 1 = 0 tv + v = 0 tu + u = 0, where u (t ) = v(t )

) (

Example 4: Finding v(t)

To solve tu + u = 0, u (t ) = v(t )

(2 of 3)

for u, we can use the separation of variables method:

du t +u = 0 dt u = t eC
v = c t
1

du 1 u = t dt ln u = ln t + C u = ct 1 , since t > 0.

Thus and hence

v(t ) = c ln t + k

Example 4: General Solution

We have v(t ) = c ln t + k Thus y2 (t ) = (c ln t + k )t 1 = ct 1 ln t + k t 1 Recall

(3 of 3)

y1 (t ) = t 1

and hence we can neglect the second term of y2 to obtain y2 (t ) = t 1 ln t. Hence the general solution to the differential equation is y (t ) = c1t 1 + c2t 1 ln t

Ch 3.6: Nonhomogeneous Equations; Method of Undetermined Coefficients

Recall the nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) where p, q, g are continuous functions on an open interval I. The associated homogeneous equation is y + p (t ) y + q (t ) y = 0 In this section we will learn the method of undetermined coefficients to solve the nonhomogeneous equation, which relies on knowing solutions to homogeneous equation.

Theorem 3.6.1
If Y1, Y2 are solutions of nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) then Y1 - Y2 is a solution of the homogeneous equation

y + p (t ) y + q (t ) y = 0 If y1, y2 form a fundamental solution set of homogeneous equation, then there exists constants c1, c2 such that
Y1 (t ) Y2 (t ) = c1 y1 (t ) + c2 y2 (t )

Theorem 3.6.2 (General Solution)

The general solution of nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) can be written in the form
y (t ) = c1 y1 (t ) + c2 y2 (t ) + Y (t )

where y1, y2 form a fundamental solution set of homogeneous equation, c1, c2 are arbitrary constants and Y is a specific solution to the nonhomogeneous equation.

Method of Undetermined Coefficients

Recall the nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) with general solution
y (t ) = c1 y1 (t ) + c2 y2 (t ) + Y (t )

In this section we use the method of undetermined coefficients to find a particular solution Y to the nonhomogeneous equation, assuming we can find solutions y1, y2 for the homogeneous case. The method of undetermined coefficients is usually limited to when p and q are constant, and g(t) is a polynomial, exponential, sine or cosine function.

Example 1: Exponential g(t)

Consider the nonhomogeneous equation y 3 y 4 y = 3e 2t We seek Y satisfying this equation. Since exponentials replicate through differentiation, a good start for Y is:
Y (t ) = Ae 2t Y (t ) = 2 Ae 2t , Y (t ) = 4 Ae 2t

Substituting these derivatives into differential equation,

4 Ae 2t 6 Ae 2t 4 Ae 2t = 3e 2t 6 Ae 2t = 3e 2t A = 1 / 2

Thus a particular solution to the nonhomogeneous ODE is

1 2t Y (t ) = e 2

Example 2: Sine g(t), First Attempt

(1 of 2)

Consider the nonhomogeneous equation y 3 y 4 y = 2 sin t We seek Y satisfying this equation. Since sines replicate through differentiation, a good start for Y is:
Y (t ) = A sin t Y (t ) = A cos t , Y (t ) = A sin t

Substituting these derivatives into differential equation, A sin t 3 A cos t 4 A sin t = 2 sin t (2 + 5 A)sin t + 3 A cos t = 0 c1 sin t + c2 cos t = 0 Since sin(x) and cos(x) are linearly independent (they are not multiples of each other), we must have c1= c2 = 0, and hence 2 + 5A = 3A = 0, which is impossible.

y 3 y 4 y = 2 sin t

Example 2: Sine g(t), Particular Solution

Our next attempt at finding a Y is
Y (t ) = A sin t + B cos t Y (t ) = A cos t B sin t , Y (t ) = A sin t B cos t

(2 of 2)

Substituting these derivatives into ODE, we obtain

( A sin t B cos t ) 3( A cos t B sin t ) 4( A sin t + B cos t ) = 2 sin t ( 5 A + 3B )sin t + ( 3 A 5B ) cos t = 2 sin t
5 A + 3B = 2, 3 A 5 B = 0 A = 5 / 17, B = 3 / 17

Thus a particular solution to the nonhomogeneous ODE is

3 5 Y (t ) = sin t + cos t 17 17

Example 3: Polynomial g(t)

Consider the nonhomogeneous equation y 3 y 4 y = 4t 2 1 We seek Y satisfying this equation. We begin with
Y (t ) = At 2 + Bt + C Y (t ) = 2 At + B, Y (t ) = 2 A

Substituting these derivatives into differential equation,

2 A 3(2 At + B ) 4 At 2 + Bt + C = 4t 2 1 4 At 2 (6 A + 4 B )t + (2 A 3B 4C ) = 4t 2 1 4 A = 4, 6 A + 4 B = 0, 2 A 3B 4C = 1 A = 1, B = 3 / 2 , C = 11 / 8

Thus a particular solution to the nonhomogeneous ODE is

3 11 Y (t ) = t 2 + t 2 8

Example 4: Product g(t)

Consider the nonhomogeneous equation
y 3 y 4 y = 8e t cos 2t

We seek Y satisfying this equation, as follows:

Y (t ) = Aet cos 2t + Bet sin 2t Y (t ) = Aet cos 2t 2 Aet sin 2t + Bet sin 2t + 2 Bet cos 2t = ( A + 2 B )et cos 2t + ( 2 A + B )et sin 2t Y (t ) = ( A + 2 B )et cos 2t 2( A + 2 B )et sin 2t + ( 2 A + B )et sin 2t + 2( 2 A + B )et cos 2t = ( 3 A + 4 B )et cos 2t + ( 4 A 3 B )et sin 2t

Substituting derivatives into ODE and solving for A and B:

A= 2 10 2 10 , B= Y (t ) = et cos 2t + et sin 2t 13 13 13 13

Discussion: Sum g(t)

Consider again our general nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) Suppose that g(t) is sum of functions:
g (t ) = g1 (t ) + g 2 (t )

If Y1, Y2 are solutions of

y + p (t ) y + q (t ) y = g1 (t ) y + p (t ) y + q (t ) y = g 2 (t )
respectively, then Y1 + Y2 is a solution of the nonhomogeneous equation above.

Example 5: Sum g(t)

Consider the equation y 3 y 4 y = 3e 2t + 2 sin t 8e t cos 2t Our equations to solve individually are
y 3 y 4 y = 3e 2t y 3 y 4 y = 2 sin t y 3 y 4 y = 8e t cos 2t

Our particular solution is then

1 3 5 10 2 Y (t ) = e 2t + cos t sin t + et cos 2t + et sin 2t 2 17 17 13 13

Example 6: First Attempt

Consider the equation y + 4 y = 3 cos 2t

(1 of 3)

We seek Y satisfying this equation. We begin with

Y (t ) = A sin 2t + B cos 2t Y (t ) = 2 A cos 2t 2 B sin 2t , Y (t ) = 4 A sin 2t 4 B cos 2t

Substituting these derivatives into ODE:

( 4 A sin 2t 4 B cos 2t ) + 4( A sin 2t + B cos 2t ) = 3 cos 2t ( 4 A + 4 A)sin 2t + ( 4 B + 4 B ) cos 2t = 3 cos 2t

0 = 3 cos 2t

Thus no particular solution exists of the form

Y (t ) = A sin 2t + B cos 2t

Example 6: Homogeneous Solution

Thus no particular solution exists of the form
Y (t ) = A sin 2t + B cos 2t

(2 of 3)

To help understand why, recall that we found the corresponding homogeneous solution in Section 3.4 notes: y + 4 y = 0 y (t ) = c1 cos 2t + c2 sin 2t Thus our assumed particular solution solves homogeneous equation y + 4 y = 0 instead of the nonhomogeneous equation.
y + 4 y = 3 cos 2t

y + 4 y = 3 cos 2t

Example 6: Particular Solution

Our next attempt at finding a Y is:

(3 of 3)

Y (t ) = At sin 2t + Bt cos 2t Y (t ) = A sin 2t + 2 At cos 2t + B cos 2t 2 Bt sin 2t Y (t ) = 2 A cos 2t + 2 A cos 2t 4 At sin 2t 2 B sin 2t 2 B sin 2t 4 Bt cos 2t = 4 A cos 2t 4 B sin 2t 4 At sin 2t 4 Bt cos 2t

Substituting derivatives into ODE,

4 A cos 2t 4 B sin 2t = 3 cos 2t A = 3 / 4, B = 0 3 Y (t ) = t sin 2t 4

Ch 3.7: Variation of Parameters

Recall the nonhomogeneous equation y + p (t ) y + q (t ) y = g (t ) where p, q, g are continuous functions on an open interval I. The associated homogeneous equation is y + p (t ) y + q (t ) y = 0 In this section we will learn the variation of parameters method to solve the nonhomogeneous equation. As with the method of undetermined coefficients, this procedure relies on knowing solutions to homogeneous equation. Variation of parameters is a general method, and requires no detailed assumptions about solution form. However, certain integrals need to be evaluated, and this can present difficulties.

Example: Variation of Parameters

(1 of 6)

We seek a particular solution to the equation below. y + 4 y = 3 csc t We cannot use method of undetermined coefficients since g(t) is a quotient of sin t or cos t, instead of a sum or product. Recall that the solution to the homogeneous equation is yC (t ) = c1 cos 2t + c2 sin 2t To find a particular solution to the nonhomogeneous equation, we begin with the form y (t ) = u1 (t ) cos 2t + u 2 (t ) sin 2t Then (t ) cos 2t 2u1 (t ) sin 2t + u 2 (t ) sin 2t + 2u 2 (t ) cos 2t y(t ) = u1 or (t ) cos 2t + u 2 (t ) sin 2t y(t ) = 2u1 (t ) sin 2t + 2u 2 (t ) cos 2t + u1

Example: Derivatives, 2nd Equation

(2 of 6)

From the previous slide, (t ) cos 2t + u 2 (t ) sin 2t y(t ) = 2u1 (t ) sin 2t + 2u 2 (t ) cos 2t + u1 Note that we need two equations to solve for u1 and u2. The first equation is the differential equation. To get a second equation, we will require
(t ) cos 2t + u 2 (t ) sin 2t = 0 u1

Then y(t ) = 2u1 (t ) sin 2t + 2u 2 (t ) cos 2t Next,

(t ) sin 2t 4u1 (t ) cos 2t + 2u 2 (t ) cos 2t 4u 2 (t ) sin 2t y(t ) = 2u1

Example: Two Equations

(3 of 6)

Recall that our differential equation is y + 4 y = 3 csc t Substituting y'' and y into this equation, we obtain (t ) sin 2t 4u1 (t ) cos 2t + 2u 2 (t ) cos 2t 4u 2 (t ) sin 2t 2u1 + 4(u1 (t ) cos 2t + u 2 (t ) sin 2t ) = 3 csc t This equation simplifies to
(t ) sin 2t + 2u 2 (t ) cos 2t = 3 csc t 2u1

Thus, to solve for u1 and u2, we have the two equations: (t ) sin 2t + 2u 2 (t ) cos 2t = 3 csc t 2u1 (t ) cos 2t + u 2 (t ) sin 2t = 0 u1

Example: Solve for u1'

(4 of 6)

To find u1 and u2 , we need to solve the equations

(t ) sin 2t + 2u 2 (t ) cos 2t = 3 csc t 2u1 (t ) cos 2t + u 2 (t ) sin 2t = 0 u1

From second equation,

(t ) = u1 (t ) u2 cos 2t sin 2t

Substituting this into the first equation,

cos 2t (t ) sin 2t + 2 u1 (t ) cos 2t = 3 csc t 2u1 sin 2t (t ) sin 2 (2t ) 2u1 (t ) cos 2 (2t ) = 3 csc t sin 2t 2u1 2 sin t cos t 2 2 2u1 (t ) sin (2t ) + cos (2t ) = 3 sin t (t ) = 3 cos t u1

Example : Solve for u1 and u2

From the previous slide,
(t ) = 3 cos t , u1 (t ) = u1 (t ) u2 cos 2t sin 2t

(5 of 6)

Then

1 2 sin 2 t 1 2 sin 2 t cos 2t (t ) = 3 cos t = 3 cos t u2 = 3 2 sin t cos t 2 sin t sin 2t 1 2 sin 2 t 3 = 3 = csc t 3 sin t 2 sin t 2 sin t 2

Thus
(t ) dt = 3 cos tdt = 3 sin t + c1 u1 (t ) = u1 3 3 (t )dt = csc t 3 sin t dt = ln csc t cot t + 3 cos t + c2 u 2 (t ) = u 2 2 2

Example: General Solution

(6 of 6)

Recall our equation and homogeneous solution yC: y + 4 y = 3 csc t , yC (t ) = c1 cos 2t + c2 sin 2t Using the expressions for u1 and u2 on the previous slide, the general solution to the differential equation is
y (t ) = u1 (t ) cos 2t + u 2 (t ) sin 2t + yC (t ) 3 = 3 sin t cos 2t + ln csc t cot t sin 2t + 3 cos t sin 2t + yC (t ) 2 3 = 3 [cos t sin 2t sin t cos 2t ] + ln csc t cot t sin 2t + yC (t ) 2 3 = 3 2 sin t cos 2 t sin t 2 cos 2 t 1 + ln csc t cot t sin 2t + yC (t ) 2 3 = 3 sin t + ln csc t cot t sin 2t + c1 cos 2t + c2 sin 2t 2

)]

y + p (t ) y + q (t ) y = g (t )

Summary

y (t ) = u1 (t ) y1 (t ) + u 2 (t ) y2 (t )

Suppose y1, y2 are fundamental solutions to the homogeneous equation associated with the nonhomogeneous equation above, where we note that the coefficient on y'' is 1. To find u1 and u2, we need to solve the equations (t ) y1 (t ) + u 2 (t ) y2 (t ) = 0 u1 (t ) y1 (t ) + u 2 (t ) y2 (t ) = g (t ) u1 Doing so, and using the Wronskian, we obtain
(t ) = u1 y2 (t ) g (t ) y (t ) g (t ) (t ) = 1 , u2 W ( y1 , y2 )(t ) W ( y1 , y2 )(t )
y (t ) g (t ) y2 (t ) g (t ) dt + c1 , u2 (t ) = 1 dt + c2 W ( y1 , y2 )(t ) W ( y1 , y2 )(t )

Thus
u1 (t ) =

Theorem 3.7.1
Consider the equations y + p (t ) y + q (t ) y = g (t ) y + p (t ) y + q (t ) y = 0
(1) ( 2)

If the functions p, q and g are continuous on an open interval I, and if y1 and y2 are fundamental solutions to Eq. (2), then a particular solution of Eq. (1) is
y2 (t ) g (t ) y1 (t ) g (t ) Y (t ) = y1 (t ) dt + y2 (t ) dt W ( y1 , y2 )(t ) W ( y1 , y2 )(t )

and the general solution is

y (t ) = c1 y1 (t ) + c2 y2 (t ) + Y (t )

Ch 3.8: Mechanical & Electrical Vibrations

Two important areas of application for second order linear equations with constant coefficients are in modeling mechanical and electrical oscillations. We will study the motion of a mass on a spring in detail. An understanding of the behavior of this simple system is the first step in investigation of more complex vibrating systems.

Spring Mass System

Suppose a mass m hangs from vertical spring of original length l. The mass causes an elongation L of the spring. The force FG of gravity pulls mass down. This force has magnitude mg, where g is acceleration due to gravity. The force FS of spring stiffness pulls mass up. For small elongations L, this force is proportional to L. That is, Fs = kL (Hookes Law). Since mass is in equilibrium, the forces balance each other: mg = kL

Spring Model
We will study motion of mass when it is acted on by an external force (forcing function) or is initially displaced. Let u(t) denote the displacement of the mass from its equilibrium position at time t, measured downward. Let f be the net force acting on mass. Newtons 2nd Law: mu (t ) = f (t ) In determining f, there are four separate forces to consider:
Weight: w = mg (downward force) Spring force: Fs = - k(L+ u) (up or down force, see next slide) Damping force: Fd(t) = - u (t) (up or down, see following slide) External force: F (t) (up or down force, see text)

Spring Model: Spring Force Details

The spring force Fs acts to restore spring to natural position, and is proportional to L + u. If L + u > 0, then spring is extended and the spring force acts upward. In this case Fs = k ( L + u ) If L + u < 0, then spring is compressed a distance of |L + u|, and the spring force acts downward. In this case Fs = k L + u = k [ (L + u )] = k (L + u ) In either case, Fs = k ( L + u )

Spring Model: Damping Force Details

The damping or resistive force Fd acts in opposite direction as motion of mass. Can be complicated to model. Fd may be due to air resistance, internal energy dissipation due to action of spring, friction between mass and guides, or a mechanical device (dashpot) imparting resistive force to mass. We keep it simple and assume Fd is proportional to velocity. In particular, we find that
If u > 0, then u is increasing, so mass is moving downward. Thus Fd acts upward and hence Fd = - u, where > 0. If u < 0, then u is decreasing, so mass is moving upward. Thus Fd acts downward and hence Fd = - u , > 0.

In either case,

Fd (t ) = u (t ), > 0

Spring Model: Differential Equation

Taking into account these forces, Newtons Law becomes:
mu (t ) = mg + Fs (t ) + Fd (t ) + F (t ) = mg k [L + u (t )] u (t ) + F (t )

Recalling that mg = kL, this equation reduces to mu (t ) + u (t ) + ku (t ) = F (t ) where the constants m, , and k are positive. We can prescribe initial conditions also: u (0) = u0 , u (0) = v0 It follows from Theorem 3.2.1 that there is a unique solution to this initial value problem. Physically, if mass is set in motion with a given initial displacement and velocity, then its position is uniquely determined at all future times.

Example 1: Find Coefficients

(1 of 2)

A 4 lb mass stretches a spring 2". The mass is displaced an additional 6" and then released; and is in a medium that exerts a viscous resistance of 6 lb when velocity of mass is 3 ft/sec. Formulate the IVP that governs motion of this mass: mu(t ) + u (t ) + ku (t ) = F (t ), u (0) = u0 , u (0) = v0 Find m: Find :
u = 6 lb =
w 4 lb 1 lb sec 2 w = mg m = m = m= 2 g 32ft / sec 8 ft
6 lb lb sec =2 3ft / sec ft
lb 4 lb 4 lb k= k = 24 ft 2 in 1 / 6 ft

Find k:
Fs = k L k =

Example 1: Find IVP

(2 of 2)

Thus our differential equation becomes

1 u (t ) + 2 u (t ) + 24u (t ) = 0 8

and hence the initial value problem can be written as

u (t ) + 16 u (t ) + 192u (t ) = 0 1 u (0) = , u (0) = 0 2

This problem can be solved using methods of Chapter 3.4. Given on right is the graph of solution.

Spring Model: Undamped Free Vibrations

(1 of 4)

Recall our differential equation for spring motion: mu (t ) + u (t ) + ku (t ) = F (t ) Suppose there is no external driving force and no damping. Then F(t) = 0 and = 0, and our equation becomes

mu (t ) + ku (t ) = 0
The general solution to this equation is u (t ) = A cos 0t + B sin 0t ,

where

02 = k / m

Spring Model: Undamped Free Vibrations

(2 of 4)

Using trigonometric identities, the solution 2 u (t ) = A cos 0t + B sin 0t , 0 = k /m can be rewritten as follows: u (t ) = A cos 0t + B sin 0t u (t ) = R cos(0t )
u (t ) = R cos cos 0t + R sin sin 0t ,

where

Note that in finding , we must be careful to choose correct quadrant. This is done using the signs of cos and sin .

B A = R cos , B = R sin R = A + B , tan = A

2 2

Spring Model: Undamped Free Vibrations

Thus our solution is

(3 of 4)

u (t ) = A cos 0t + B sin 0t = R cos(0t )

where

0 = k / m

The solution is a shifted cosine (or sine) curve, that describes simple harmonic motion, with period m 2 T= = 2 k 0 The circular frequency 0 (radians/time) is natural frequency of the vibration, R is the amplitude of max displacement of mass from equilibrium, and is the phase (dimensionless).

Spring Model: Undamped Free Vibrations

Note that our solution

(4 of 4)

u (t ) = A cos 0t + B sin 0t = R cos(0t ), 0 = k / m

is a shifted cosine (or sine) curve with period

m T = 2 k

Initial conditions determine A & B, hence also the amplitude R. The system always vibrates with same frequency 0 , regardless of initial conditions. The period T increases as m increases, so larger masses vibrate more slowly. However, T decreases as k increases, so stiffer springs cause system to vibrate more rapidly.

Example 2: Find IVP

(1 of 3)

A 10 lb mass stretches a spring 2". The mass is displaced an additional 2" and then set in motion with initial upward velocity of 1 ft/sec. Determine position of mass at any later time. Also find period, amplitude, and phase of the motion. mu(t ) + ku (t ) = 0, u (0) = u0 , u (0) = v0 Find m:
10 lb 5 lb sec 2 w m= w = mg m = m = 2 32ft / sec 16 ft g

Find k:

Fs = k L k =

10 lb 10 lb lb k= k = 60 2 in 1 / 6 ft ft

Thus our IVP is

5 / 16 u (t ) + 60u (t ) = 0, u (0) = 1 / 6, u (t ) = 1

Example 2: Find Solution

Simplifying, we obtain

(2 of 3)

u (t ) + 192u (t ) = 0, u (0) = 1 / 6, u (0) = 1

To solve, use methods of Ch 3.4 to obtain

1 1 u (t ) = cos 192t sin 192t 6 192

or
1 1 u (t ) = cos 8 3t sin 8 3t 6 8 3

Example 2: Find Period, Amplitude, Phase

The natural frequency is 0 = k / m = 192 = 8 3 13.856 rad/sec The period is T = 2 / 0 0.45345 sec The amplitude is Next, determine the phase :
A = R cos , B = R sin , tan = B / A

1 1 u (t ) = cos 8 3t sin 8 3t 6 8 3

(3 of 3)

R = A2 + B 2 0.18162 ft

B 3 1 3 0.40864 rad tan = tan = = tan A 4 4

Thus u (t ) = 0.182 cos 8 3t + 0.409

Spring Model: Damped Free Vibrations

(1 of 8)

Suppose there is damping but no external driving force F(t): mu (t ) + u (t ) + ku (t ) = 0 What is effect of damping coefficient on system? The characteristic equation is
2 4mk 4mk r1 , r2 = 1 1 = 2m 2m 2

Three cases for the solution:

2 4mk > 0 : 2 4mk = 0 :
u (t ) = ( A + Bt )e t / 2 m , where / 2m > 0 ; u (t ) = Ae r1 t + Be r2 t , where r1 < 0, r2 < 0 ;

2 4 mk 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), = > 0. 2m Note : In all three cases, lim u (t ) = 0, as expected from damping term. t

Damped Free Vibrations: Small Damping

(2 of 8)

Of the cases for solution form, the last is most important, which occurs when the damping is small:
2 4mk = 0 : u (t ) = ( A + Bt )e t / 2 m , / 2m > 0 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), > 0 2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2

We examine this last case. Recall

A = R cos , B = R sin

Then u (t ) = R e t / 2 m cos( t ) and hence u (t ) R e t / 2 m (damped oscillation)

Damped Free Vibrations: Quasi Frequency

Thus we have damped oscillations:
u (t ) = R e t / 2 m cos( t ) u (t ) R e t / 2 m

(3 of 8)

Amplitude R depends on the initial conditions, since

u (t ) = e t / 2 m ( A cos t + B sin t ), A = R cos , B = R sin

Although the motion is not periodic, the parameter determines mass oscillation frequency. Thus is called the quasi frequency. Recall
4mk 2 = 2m

Damped Free Vibrations: Quasi Period

4km 2 4km 2 4km 2 2 = = = = 1 2 4km 0 2 m k / m 4km 4m k / m
For small

(4 of 8)

Compare with 0 , the frequency of undamped motion:

2 2 1 + = 1 = 1 2 2 4km 64k m 8km 8km

Thus, small damping reduces oscillation frequency slightly. Similarly, quasi period is defined as Td = 2/. Then
Td 2 / 0 = = = 1 T 2 / 0 4km
2 1 / 2

2 1 8km 1 + 8km
2

Thus, small damping increases quasi period.

Damped Free Vibrations: Neglecting Damping for Small 2/4km

(5 of 8)

Consider again the comparisons between damped and undamped frequency and period: 1/ 2 1 / 2 2 2 Td 1 , 1 = = 0 4km T 4km Thus it turns out that a small is not as telling as a small ratio 2/4km. For small 2/4km, we can neglect effect of damping when calculating quasi frequency and quasi period of motion. But if we want a detailed description of motion of mass, then we cannot neglect damping force, no matter how small.

Damped Free Vibrations: Frequency, Period (6 of 8)

Ratios of damped and undamped frequency, period:
Td 2 2 1 , 1 = = 0 4km T 4km
1/ 2 1 / 2

Thus
2 km

lim = 0 and lim Td =

2 km

The importance of the relationship between 2 and 4km is supported by our previous equations:
2 4mk = 0 : u (t ) = ( A + Bt )e t / 2 m , / 2m > 0 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), > 0 2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2

Damped Free Vibrations: Critical Damping Value (7 of 8)

Thus the nature of the solution changes as passes through the value 2 km . This value of is known as the critical damping value, and for larger values of the motion is said to be overdamped. Thus for the solutions given by these cases,
2 4mk = 0 : u (t ) = ( A + Bt )e t / 2 m , / 2m > 0 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t ), > 0 2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2

(1) (2) (3)

we see that the mass creeps back to its equilibrium position for solutions (1) and (2), but does not oscillate about it, as for small in solution (3). Soln (1) is overdamped and soln (2) is critically damped.

Damped Free Vibrations: Characterization of Vibration

(8 of 8)

Mass creeps back to equilibrium position for solns (1) & (2), but does not oscillate about it, as for small in solution (3).
2 4mk > 0 : u (t ) = Ae r t + Be r t , r1 < 0, r2 < 0
1 2

(Green) (Red, Black) (Blue)

(1) ( 2) (3)

2 4mk = 0 : u (t ) = ( A + Bt )e t / 2 m , / 2m > 0 2 4mk < 0 : u (t ) = e t / 2 m ( A cos t + B sin t )

Soln (1) is overdamped and soln (2) is critically damped.

Example 3: Initial Value Problem

(1 of 4)

Suppose that the motion of a spring-mass system is governed by the initial value problem u + 0.125u + u = 0, u (0) = 2, u (0) = 0 Find the following:
(a) quasi frequency and quasi period; (b) time at which mass passes through equilibrium position; (c) time such that |u(t)| < 0.1 for all t > .

For Part (a), using methods of this chapter we obtain:

u (t ) = e
t / 16

255 255 2 255 32 t /16 2 cos t+ t = e t sin cos 16 16 255 255 16

where
tan = 1 0.06254 (recall A = R cos , B = R sin ) 255

Example 3: Quasi Frequency & Period

The solution to the initial value problem is:
u (t ) = e
t / 16

(2 of 4)

255 255 32 t /16 255 2 2 cos t+ t = e t cos sin 16 16 16 255 255

The graph of this solution, along with solution to the corresponding undamped problem, is given below. The quasi frequency is
= 255 / 16 0.998

and quasi period

Td = 2 / 6.295

For undamped case: 0 = 1, T = 2 6.283

Example 3: Quasi Frequency & Period

(3 of 4)

The damping coefficient is = 0.125 = 1/8, and this is 1/16 of the critical value 2 km = 2 Thus damping is small relative to mass and spring stiffness. Nevertheless the oscillation amplitude diminishes quickly. Using a solver, we find that |u(t)| < 0.1 for t > 47.515 sec

Example 3: Quasi Frequency & Period

(4 of 4)

To find the time at which the mass first passes through the equilibrium position, we must solve
255 32 t /16 u (t ) = e t =0 cos 255 16

Or more simply, solve

255 t = 16 2 16 t = + 1.637 sec 255 2

Electric Circuits
The flow of current in certain basic electrical circuits is modeled by second order linear ODEs with constant coefficients:
L I (t ) + R I (t ) + 1 I (t ) = E (t ) C I (0) = I 0 , I (0) = I 0

It is interesting that the flow of current in this circuit is mathematically equivalent to motion of spring-mass system. For more details, see text.

Ch 3.9: Forced Vibrations

We continue the discussion of the last section, and now consider the presence of a periodic external force:
m u (t ) + u (t ) + k u (t ) = F0 cos t

Forced Vibrations with Damping

Consider the equation below for damped motion and external forcing funcion F0cost.

mu (t ) + u (t ) + ku (t ) = F0 cos t The general solution of this equation has the form

u (t ) = c1u1 (t ) + c2u 2 (t ) + A cos( t ) + B sin ( t ) = uC (t ) + U (t )
where the general solution of the homogeneous equation is uC (t ) = c1u1 (t ) + c2u 2 (t ) and the particular solution of the nonhomogeneous equation is

U (t ) = A cos( t ) + B sin ( t )

Homogeneous Solution
The homogeneous solutions u1 and u2 depend on the roots r1 and r2 of the characteristic equation: Since m, , and k are are all positive constants, it follows that r1 and r2 are either real and negative, or complex conjugates with negative real part. In the first case,
lim uC (t ) = lim c1e r1t + c2 e r2t = 0,
t t

2 4mk 2 mr + r + kr = 0 r = 2m

(
(

while in the second case

t t

lim uC (t ) = lim c1e t cos t + c2 e t sin t = 0.

Thus in either case,

lim uC (t ) = 0
t

Transient and Steady-State Solutions

Thus for the following equation and its general solution,
u (t ) = c1u1 (t ) + c2u2 (t ) + A cos( t ) + B sin ( t ), 2444 3 14 4 244 3 1444
uC ( t ) U (t )

mu (t ) + u (t ) + ku (t ) = F0 cos t

we have lim uC (t ) = lim(c1u1 (t ) + c2u 2 (t ) ) = 0

t t

Thus uC(t) is called the transient solution. Note however that U (t ) = A cos( t ) + B sin ( t ) is a steady oscillation with same frequency as forcing function. For this reason, U(t) is called the steady-state solution, or forced response.

Transient Solution and Initial Conditions

For the following equation and its general solution,
u (t ) = c1u1 (t ) + c2u2 (t ) + A cos( t ) + B sin ( t ) 2444 3 14 4 244 3 1444
uC ( t ) U (t )

mu (t ) + u (t ) + ku (t ) = F0 cos t

the transient solution uC(t) enables us to satisfy whatever initial conditions might be imposed. With increasing time, the energy put into system by initial displacement and velocity is dissipated through damping force. The motion then becomes the response U(t) of the system to the external force F0cost. Without damping, the effect of the initial conditions would persist for all time.

Rewriting Forced Response

Using trigonometric identities, it can be shown that U (t ) = A cos( t ) + B sin ( t ) can be rewritten as

U (t ) = R cos( t ) It can also be shown that

R= F0 m ( ) +
2 2 0 2 2 2 2 m(0 2) 2 2 0 2 2 2

, , sin =

cos =

2 m 2 (0 2 ) 2 + 2 2

m ( ) +
2

where

02 = k / m

Amplitude Analysis of Forced Response

The amplitude R of the steady state solution
R= F0 m ( ) +
2 2 0 2 2 2 2

depends on the driving frequency . For low-frequency excitation we have

F0 F0 lim R = lim = = 2 2 2 2 2 2 2 0 0 m 0 k m (0 ) + F0

where we recall (0)2 = k /m. Note that F0 /k is the static displacement of the spring produced by force F0. For high frequency excitation,

lim R = lim

F0 m ( ) +
2 2 0 2 2 2 2

=0

Maximum Amplitude of Forced Response

Thus
0

lim R = F0 k , lim R = 0

At an intermediate value of , the amplitude R may have a maximum value. To find this frequency , differentiate R and set the result equal to zero. Solving for max, we obtain

2 max

2 = = 1 2 2m 2mk
2 0 2 0

where (0)2 = k /m. Note max < 0, and max is close to 0 for small . The maximum value of R is
Rmax = F0

0 1 ( 2 4mk )

Maximum Amplitude for Imaginary max

We have

2 max

and
Rmax =

2 = 1 2mk
2 0

F0

0 1 ( 2

F0 2 1+ 4mk ) 0 8mk

where the last expression is an approximation for small . If 2 /(mk) > 2, then max is imaginary. In this case, Rmax= F0 /k, which occurs at = 0, and R is a monotone decreasing function of . Recall from Section 3.8 that critical damping occurs when 2 /(mk) = 4.

Resonance
From the expression
Rmax = F0 F0 2 1+ 4mk ) 0 8mk

0 1 ( 2

we see that Rmax F0 /( 0) for small . Thus for lightly damped systems, the amplitude R of the forced response is large for near 0, since max 0 for small . This is true even for relatively small external forces, and the smaller the the greater the effect. This phenomena is known as resonance. Resonance can be either good or bad, depending on circumstances; for example, when building bridges or designing seismographs.

Graphical Analysis of Quantities

To get a better understanding of the quantities we have been examining, we graph the ratios R/(F0/k) vs. /0 for several values of = 2 /(mk), as shown below. Note that the peaks tend to get higher as damping decreases. As damping decreases to zero, the values of R/(F0/k) become asymptotic to = 0. Also, if 2 /(mk) > 2, then Rmax= F0 /k, which occurs at = 0.

Analysis of Phase Angle

Recall that the phase angle given in the forced response U (t ) = R cos( t ) is characterized by the equations
cos =
2 m(0 2) 2 m 2 (0 2 ) 2 + 2 2

, sin =

2 m 2 (0 2 ) 2 + 2 2

If 0, then cos 1, sin 0, and hence 0. Thus the response is nearly in phase with the excitation. If = 0, then cos = 0, sin = 1, and hence /2. Thus response lags behind excitation by nearly /2 radians. If large, then cos -1, sin = 0, and hence . Thus response lags behind excitation by nearly radians, and hence they are nearly out of phase with each other.

Example 1: Forced Vibrations with Damping

(1 of 4)

Consider the initial value problem u (t ) + 0.125 u (t ) + u (t ) = 3 cos 2 t , u (0) = 2, u (0) = 0 Then 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The unforced motion of this system was discussed in Ch 3.8, with the graph of the solution given below, along with the graph of the ratios R/(F0/k) vs. /0 for different values of .

Example 1: Forced Vibrations with Damping

(2 of 4)

Recall that 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The solution for the low frequency case = 0.3 is graphed below, along with the forcing function. After the transient response is substantially damped out, the steady-state response is essentially in phase with excitation, and response amplitude is larger than static displacement. Specifically, R 3.2939 > F0/k = 3, and 0.041185.

Example 1: Forced Vibrations with Damping

(3 of 4)

Recall that 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The solution for the resonant case = 1 is graphed below, along with the forcing function. The steady-state response amplitude is eight times the static displacement, and the response lags excitation by /2 radians, as predicted. Specifically, R = 24 > F0/k = 3, and = /2.

Example 1: Forced Vibrations with Damping

(4 of 4)

Recall that 0 = 1, F0 = 3, and = 2 /(mk) = 1/64 = 0.015625. The solution for the relatively high frequency case = 2 is graphed below, along with the forcing function. The steady-state response is out of phase with excitation, and response amplitude is about one third the static displacement. Specifically, R 0.99655 F0/k = 3, and 3.0585 .

Undamped Equation: General Solution for the Case 0

Suppose there is no damping term. Then our equation is mu (t ) + ku (t ) = F0 cos t Assuming 0 , then the method of undetermined coefficients can be use to show that the general solution is F0 u (t ) = c1 cos 0t + c2 sin 0t + cos t 2 2 m(0 )

Undamped Equation: Mass Initially at Rest

(1 of 3)

If the mass is initially at rest, then the corresponding initial value problem is mu (t ) + ku (t ) = F0 cos t , u (0) = 0, u (0) = 0 Recall that the general solution to the differential equation is
F0 u (t ) = c1 cos 0t + c2 sin 0t + cos t 2 2 m(0 )

Using the initial conditions to solve for c1 and c2, we obtain

c1 = F0 , c2 = 0 2 2 m(0 )

Hence
u (t ) = F0 (cos t cos 0t ) 2 2 m(0 )

Undamped Equation: Solution to Initial Value Problem

Thus our solution is
u (t ) = F0 (cos t cos 0t ) 2 2 m(0 )

(2 of 3)

To simplify the solution even further, let A = (0 + )/2 and B = (0 - )/2. Then A + B = 0t and A - B = t. Using the trigonometric identity cos( A B) = cos A cos B m sin A sin B, it follows that cos t = cos A cos B + sin A sin B cos 0t = cos A cos B sin A sin B and hence cos t cos 0t = 2 sin A sin B

Undamped Equation: Beats

(3 of 3)

Using the results of the previous slide, it follows that

(0 )t sin (0 + )t 2 F0 u (t ) = sin 2 2 ( ) 2 2 m 0

When |0 - | 0, 0 + is much larger than 0 - , and sin[(0 + )t/2] oscillates more rapidly than sin[(0 - )t/2]. Thus motion is a rapid oscillation with frequency (0 + )/2, but with slowly varying sinusoidal amplitude given by

(0 )t 2 F0 sin 2 2 m 0 2
This phenomena is called a beat. Beats occur with two tuning forks of nearly equal frequency.

Example 2: Undamped Equation, Mass Initially at Rest

Consider the initial value problem u (t ) + u (t ) = 0.5 cos 0.8 t , u (0) = 0, u (0) = 0

(1 of 2)

Then 0 = 1, = 0.8, and F0 = 0.5, and hence the solution is u (t ) = 2.77778(sin 0.1t )(sin 0.9 t ) The displacement of the springmass system oscillates with a frequency of 0.9, slightly less than natural frequency 0 = 1. The amplitude variation has a slow frequency of 0.1 and period of 20. A half-period of 10 corresponds to a single cycle of increasing and then decreasing amplitude.

Example 2: Increased Frequency

(2 of 2)

Recall our initial value problem u (t ) + u (t ) = 0.5 cos 0.8 t , u (0) = 0, u (0) = 0 If driving frequency is increased to = 0.9, then the slow frequency is halved to 0.05 with half-period doubled to 20. The multiplier 2.77778 is increased to 5.2632, and the fast frequency only marginally increased, to 0.095.

Undamped Equation: General Solution for the Case 0 =

(1 of 2)

Recall our equation for the undamped case: mu (t ) + ku (t ) = F0 cos t If forcing frequency equals natural frequency of system, i.e., = 0 , then nonhomogeneous term F0cost is a solution of homogeneous equation. It can then be shown that Thus solution u becomes unbounded as t . Note: Model invalid when u gets large, since we assume small oscillations u.
F0 u (t ) = c1 cos 0t + c2 sin 0t + t sin 0t 2 m 0

Undamped Equation: Resonance

(2 of 2)

If forcing frequency equals natural frequency of system, i.e., = 0 , then our solution is
F0 u (t ) = c1 cos 0t + c2 sin 0t + t sin 0t 2 m 0

Motion u remains bounded if damping present. However, response u to input F0cost may be large if damping is small and |0 - | 0, in which case we have resonance.