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Second Order Differential Equations - Dynamics - 2020

The document discusses second order differential equations, which contain a second derivative term and may also contain a first derivative term. It provides the general form of a second order differential equation and explains how to find: 1) The complementary function by making the RHS equal to zero and solving the characteristic equation. 2) The particular integral by assuming the general form of the non-zero RHS and substituting it back into the original equation. 3) The general solution, which is the sum of the complementary function and particular integral.

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0% found this document useful (0 votes)
390 views13 pages

Second Order Differential Equations - Dynamics - 2020

The document discusses second order differential equations, which contain a second derivative term and may also contain a first derivative term. It provides the general form of a second order differential equation and explains how to find: 1) The complementary function by making the RHS equal to zero and solving the characteristic equation. 2) The particular integral by assuming the general form of the non-zero RHS and substituting it back into the original equation. 3) The general solution, which is the sum of the complementary function and particular integral.

Uploaded by

rory mcelhinney
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Harper Adams University Applied Mechanical Science – Dynamics

Second Order Differential Equations


1. Dynamics Context of Second Order Differential Equations
The equation of motion for a mass spring damper system is a second order differential
equation. This is also known as a single degree of freedom system (SDOF).

Figure 1 shows a mass-spring-damper system where mass, m, is vibrating up and down,


and the motion is opposed by a spring with stiffness k, and a damper with damping
coefficient c. Additionally there is also a force (function) acting on the system f(t)

f(t) m = mass kg

k = spring stiffness N/m


m x
c = damping coefficient Ns/m
k c
x = displacement m

Figure 1 Mass spring damper system

The elements m, c and k in Figure 1 each have an equation for the force involved.
d 2x
For the mass the force is F = ma = m 2 =
dt

dx
For the damper the force is F = cv = c =
dt

For the spring the force is F = kx This is also known as Hooke’s Law.

The corresponding second order differential equations all represent the equations of
motion for the system:

d 2x c dx k 1
2
+ + x = f (t )
dt m dt m m

d 2x dx 1 k c
Also + 2 +  2
x = f (t ) where n = and Zeta  =
2mn
n n
dt 2 dt m m

The solution for underdamped vibrations is:

This lecture is covering the solving methods, and not the the above formula.

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Harper Adams University Applied Mechanical Science – Dynamics

2. Components of a Second Order Differential Equation and Its Solution

A second order differential equation (2nd ode) is an equation which contains a second
d 2x dx
order derivative e.g. 2
, and may contain a first order derivative e.g. . In general these
dt dt
are equations in the following form, where a, b and c are constants:

d2y dy
a 2 + b + cy = f ( x)
dx dx
d 2x dx
Or a 2 + b + cx = f (t )
dt dt

Or alternatively in the form

The General Solution of an equation in this form contains x and t, but no derivatives, and
will often contain two constants of integration, often denoted A and B. For example:

General Solution is x = Ae−2t + Be−4t + 4t 2 + 5t − 2


The Complementary Function (CF) is found by making the differential equation right
hand side, RHS = 0 and solving the resulting homogeneous second order differential
equation in the form
d 2x dx
a + b + cx = 0
dt 2 dt

If the differential equation has a non-zero RHS then it is necessary to find a Particular
Integral (PI) and add this to the Complementary Function (CF).

General Solution = Complementary Function + Particular Integral

The Particular Integral (PI) is found by assuming the general form of the (non-zero)
RHS and substituting this back into the original 2nd ode to find the coefficients for the
individual terms. The General Solution is then simply the Complementary Function and
Particular Integral added together.

If further information is provided (Boundary Conditions), for example when t= 0, x =1 and


dx
= 9, then it is possible to find the values of the constants of integration A and B, and
dt
produce a Particular Solution.

For example: Particular Solution is x = 4e−2t − e−4t + 4t 2 + 5t − 2

-2- Differential Equations


Harper Adams University Applied Mechanical Science – Dynamics

3. Steps for solving Second Order Differential Equations


d 2x dx
1. Let the RHS=0 to create an equation of the form a 2 + b + cx = 0
dt dt
2. Create and solve the auxiliary equation: am 2 + bm + c = 0
Also called the characteristic equation.

−b  b 2 − 4ac
Use the Quadratic Formula if required. m=
2a
3. Write the Complementary Function according to the roots of the auxiliary equation:

a) Real and different roots m and n x = Aemt + Be nt


b) Real and equal roots x = ( A + Bt )e mt

c) Complex roots m=j x = e t ( A cos  t + B sin  t )

d 2x
4. Equations of the form 2
+ n2 x = 0 i.e. Simple Harmonic Motion
dt
x = A cos nt + B sin nt

d 2x 2
5. Equations of the form −n x =0
dt 2
− nt
x = A cosh nt + B sinh nt or x = Ae + Be
nt

6. General solution x = Complementary Function + Particular Integral

d 2x dx
7. (i) To find C F Solve a 2 + b + cx = 0
dt dt
(ii) To find P I assume the general form of the RHS

Note: If the general form of the RHS is already included in the CF, multiply by x and proceed
as before. Determine the complete general solution before substituting to find the values
of the arbitrary constants A and B.

Above steps were adapted from Stroud and Booth, 2001.


Adaptation included replacing all y = f ( x) with x = f (t )

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Harper Adams University Applied Mechanical Science – Dynamics

4. Example damping application of solutions of types a), b) and c)

Type a) Overdamped vibrations, damping ratio is greater than 1 (Zeta  >1)

Type b) Critical damping, damping ratio equals 1 (Zeta =1)

Type c) Underdamped vibrations, damping ratio is less than 1 (Zeta 1)

Displacement x

Time t (s)

Figure 2 - Deflection x (m) against time t (s) for a Mass spring damper system

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Harper Adams University Applied Mechanical Science – Dynamics

5. Tables of Derivatives

dy
y = ax n = nax n−1
dx
dy
y = sin ax = a cos ax
dx
dy
y = cos ax = −a sin ax
dx
dy
y = eax = aeax
dx
dy  1  1
y = ln ax = a  =
dx  ax  x

6. Tables of Integrals

 ax n +1
 ax n dx

= +c except when n = -1
 n +1

1
 cos axdx =
a
sin ax + c

1
 sin axdx = −
a
cos ax + c

1 ax
 e dx = e +c
ax

 1


dx = ln x + c
 x

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Harper Adams University Applied Mechanical Science – Dynamics

7. General Form of the RHS

To find the Particular Integral use the General Form of the Right Hand Side

RHS Type RHS example General Form

a 8 C

ax + b (b may = 0) 3x Cx + D

ax2 + bx + c (b, c may = 0) 4x2 Cx2 + Dx + E

keax 10e5x Ceax

mcosax and/or nsinax 5cos3x Ccosax + Dsinax

For the exponential and trig functions the a x in the General Form will be the same as in
the RHS of the 2nd order differential equation.

Alternatively in terms of variable t.

RHS Type RHS example General Form

a 8 C

at + b (b may = 0) 3t Ct + D

at2 + bt + c (b, c may = 0) 4t2 Ct2 + Dx + E

keat 10et Ceat

mcosat and/or nsinat 5cos3t Ccosat + Dsinat

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Harper Adams University Applied Mechanical Science – Dynamics

8. Reminder - Sine and Cosine Graphs

The graphs for sine and cosine waves are shown in Figures 3a) and 3b) below. As can
be seen these graphs are very similar the only difference being the phase. The cosine
wave is often used for displacement for vibrations as it has a non-zero deflection at t = 0.

Figure 3a) Sine wave Figure 3b) Cosine wave

9. Exponential and Log Function Graphs

Exponential and Log Function Graphs are shown in Figures 4a) and 4b) below.

-t t
x=e x=e
x=ln(t)

Figure 4a) Exponential Functions Figure 4b) Log function

10. Introduction to Worked Examples

3 Types of Complementary Function


In the following worked examples there are three cases for the types of roots from
the auxiliary equation. These cases apply to the Complementary Function, which
is the result for a second order differential equation with the right-hand side = 0.

3 Types of Particular Integral


In the following worked examples there are three types of Particular Integral:
polynomial (powers of t), exponential and trigonometrical. A Particular Integral is
found when the second order differential equation has a non-zero right hand side.

Each worked example demonstrates one type of CF and one type of PI. There
was no set reason why a specific CF type belonged with the PI type.

-7- Differential Equations


Harper Adams University Applied Mechanical Science – Dynamics

Example 1
d 2x dx
Solve the following 2nd order differential equation 2
+ 6 + 8x = t 2
dt dt
1) Find the Complementary Function by solving with RHS = 0
d 2x dx
2
+6 + 8x = 0
dt dt

m 2 + 6m + 8 = 0
( m + 2 )( m + 4 ) = 0  m = −2 or m = −4
−2 t −4 t
Complementary Function (CF) is type a) x = Ae + Be

2) Find the Particular Integral (PI) by assuming the general form of the (non-
zero) RHS
General Form is: x = Ct 2 + Dt + E
dx
= 2Ct + D
dt
d 2x
= 2C
dt 2

Substitute these back into the original 2nd ode to find the coefficients for the
individual terms.
2C + 6 ( 2Ct + D ) + 8 ( Ct 2 + Dt + E ) = t 2
2C + 12Ct + 6 D + 8Ct 2 + 8 Dt + 8 E = t 2
8Ct 2 + ( 8 D + 12C ) t + ( 2C + 6 D + 8 E ) = t 2

Equating coefficients of powers of x, we have


1
t2 : 8C = 1 C =
8
−12 −3 −3
t: 8 D + 12C = 0  8D = = D =
8 2 16
−2 6  3 7 7
Units: 2C + 6 D + 8 E = 0  8E = + = E =
8 16 8 64
t 2 3t 7
Particular Integral (PI) is x = − +
8 16 64

−2 t −4 t t 2 3t 7
3) General Solution = CF + PI x = Ae + Be + − +
8 16 64

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Harper Adams University Applied Mechanical Science – Dynamics

Example 1 cont.

−2 t −4 t t 2 3t 7
General Solution = CF + PI x = Ae + Be + − +
8 16 64
Graphical view of this solution

Displacement x

Negative Increasing
exponential value of
behaviour powers of t
(after t=0)

Time t

Figure 5 - Example 1 solution

n.b. The above graph was drawn in desmos.com using constants A=B=1
In the real world values only exist for t  0

-9- Differential Equations


Harper Adams University Applied Mechanical Science – Dynamics

Example 2

Find the General Solution and the Particular Solution for following 2nd order
differential equation of type b) with an exponential function on the RHS.

d 2x dx dx
Solve 2
+6 + 9 x = 2e −5t Given when t = 0, x = 0, =4
dt dt dt

1) Find the Complementary Function by solving with RHS = 0


d 2x dx
2
+6 + 9x = 0
dt dt

m 2 + 6m + 9 = 0
( m + 3)( m + 3) = 0  m = −3 or m = −3
This is Case b) real and equal roots, so solution is type: x = ( A + Bt )e mt

Complementary Function (CF) is x = ( A + Bt )e −3t

2) Find the Particular Integral (PI) by assuming the general form of the (non-
zero) RHS.

General Form is: x = Ce−5t


dx
= −5Ce−5t
dt
d 2x
2
= 25Ce−5t
dt

Substitute these back into the original 2nd order differential equation to find
the coefficients for the individual terms.
25Ce−5t − 6  5Ce−5t + 9Ce−5t = 2e −5t
(25 − 30 + 9)C = 2
2 1
C= =
4 2
1 −5t
Particular Integral (PI) is x= e
2

1 −5t
General Solution = CF + PI
x = ( A + Bt )e−3t + e
2
- 10 - Differential Equations
Harper Adams University Applied Mechanical Science – Dynamics

To find the Particular Solution


dx dx
Substitute given values t = 0, x = 0, = 4 into x and .
dt dt
1 −5t
x = ( A + Bt )e−3t + e
2
1 −50
0 = ( A + B  0)e −30 + e
2
1
0 = A+
2
1
A=−
2
dx
We now need to differentiate x to get
dt
−3t
The first term ( A + Bt )e is a ‘product’ which needs the Product Rule.
dp dv du
Product Rule: Given p = uv then =u +v
dt dt dt

dx 1
= ( A + Bt )(−3e−3t ) + e−3t  B − 5  e−5t
dt 2

dx −1
Substituting known values: t = 0, x = 0, = 4, A =
dt 2
−1 5
4=  ( −3) + B −
2 2
3 5 2 2
4= +B− = B− So B = 4+ =5
2 2 2 2
Put values of A and B into the General Solution:

 −1  1
Particular Solution is
x = e −3t  + 5t  + e −5t
 2  2

Displacement x
Time t

Figure 6 - Example 2 solution

- 11 - Differential Equations
Harper Adams University Applied Mechanical Science – Dynamics

Example 3.

Solve the following 2nd order differential equation type c) with a trigonometric
function on the RHS.
d 2x dx
2
+6 + 10 x = 2 sin 3t
dt dt
1) Find the Complementary Function by solving with RHS = 0
d 2x dx
2
+6 + 10 x = 0
dt dt

m 2 + 6m + 10 = 0
−6  62 − 4  1 10
m=
2
 m = −3  1 j
This is Case c) complex roots x = e t ( A cos  t + B sin  t )

Complementary Function (CF) is x = e−3t ( A cos1t + B sin1t )

This could represent an underdamped system has which resulted in an


oscillating solution. The complementary function part of the solution is
known as the transient response, as it will die away with time (due to the
decreasing value of e−3t as t increases).

2) Find the Particular Integral (PI) by assuming the general form of the (non-
zero) RHS
General Form is: x = C sin 3t + D cos 3t
dx
= 3C cos 3t − 3D sin 3t
dt
d 2x d 2x
= −9C sin 3t + −9 D cos 3t = −9 x Can use - 9 x or
dt 2 dt 2

- 12 - Differential Equations
Harper Adams University Applied Mechanical Science – Dynamics

Substituting these back into the original 2nd ode to find the coefficients for
the individual terms.

−9C sin 3t − 9 D cos 3t + 6(3C cos 3t − 3D sin 3t ) + 10(C sin 3t + D cos 3t ) = 2 sin 3t

Equating coefficients of sin and cos, we have


Sin : −9C − 18 D + 10C = 2 1C − 18 D = 2 Equation A
Cos : −9 D + 18C + 10 D = 0 18C + D = 0 Equation B
From Cos D= − 18C
+2
Substitute D into Eq.A 1C − 18( −18C ) = 2 C=
325
−36
D = −18C So D =
325

2 −36
Particular Integral (PI) is x= sin 3t + cos 3t
325 325

This Particular Integral is also known as the steady state function (or response).

This PI does not include a decreasing exponential function, so it does not


decrease over time like the complementary function does.

General Solution = CF + PI
2 36
x = e−3t ( A cos1t + B sin1t ) + sin 3t − cos 3t
325 325

Transient response Steady state response

Displacement x

Time t

Figure 7 - Example 3 solution

n.b. The above graph was drawn in desmos.com using constants A=B=1
In the real world values only exist for t  0

- 13 - Differential Equations

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