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Ch. 2 Second-Order Linear Odes

The document discusses second-order linear ordinary differential equations (ODEs), emphasizing the importance of homogeneous linear ODEs in engineering applications. It covers concepts such as the superposition principle, initial value problems, and methods for finding general and particular solutions. Additionally, it introduces differential operators and their role in modeling systems like mass-spring oscillations.

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0% found this document useful (0 votes)
21 views38 pages

Ch. 2 Second-Order Linear Odes

The document discusses second-order linear ordinary differential equations (ODEs), emphasizing the importance of homogeneous linear ODEs in engineering applications. It covers concepts such as the superposition principle, initial value problems, and methods for finding general and particular solutions. Additionally, it introduces differential operators and their role in modeling systems like mass-spring oscillations.

Uploaded by

hanyeelovesgod
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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Advanced Engineering Mathematics

Ch. 2 Second-Order Linear ODEs

 Ordinary Differential Equations(ODEs)


• Linear ODEs – To exist standard methods
• Nonlinear ODEs – It’s difficult to solve.
 Linear ODEs of the second order are the most important ones
because of their applications in mechanical and electrical engineering.
Advanced Engineering Mathematics

2.1 Homogeneous Linear ODEs


of Second Order

 Linear ODEs of second order : y '' p  x  y ' q  x  y  r  x  (the standard form) (1)

• Homogeneous : r  x   0

• Nonhomogeneous : r  x   0

 Ex. A nonhomogeneous linear ODE : y '' 25 y  e x cos x


1
A homogeneous linear ODE : xy '' y ' xy  0 in standard form y '' y ' y  0
x
A nonlinear ODE : y '' y   y '  0
2
Advanced Engineering Mathematics

2.1 Homogeneous Linear ODEs


of Second Order

 Homogeneous Linear ODEs : Superposition Principle

 Theorem 1 Fundamental Theorem for the Homogeneous Linear ODE

For a homogeneous linear ODE, any linear combination of two solutions on an open interval I

is again solution of the equation on I. In particular, for such an equation, sums and constant
multiples of solutions are again solutions.

 Don’t forget that this highly important theorem holds for homogeneous linear ODEs only but does not hold for
nonhomogeneous linear or nonlinear ODEs.
 Ex. 2 A nonhomogeneous linear ODE y '' y  1

The functions y  1  cos x and y  1  sin x are solutions. Neither is 2 1  cos x  or 5 1  sin x  .

 Ex. 3 A nonlinear ODE y '' y  xy '  0

The functions y  x 2 and y  1 are solutions. But their sum is not a solution. Neither is  x 2 , so you

cannot even multiply by -1.


Advanced Engineering Mathematics

2.1 Homogeneous Linear ODEs


of Second Order

 Initial Value Problem. Basis. General Solution.

• Initial Value Problems


: A differential equation consists of the homogeneous linear ODE and two initial conditions.
• Initial Conditions : y  x0   K0 , y '  x0   K1

 Ex. 4 Solve the initial value problem

y '' y  0, y  0   3.0, y '  0   0.5

Step 1 General solution.

y  c1 cos x  c2 sin x   2 1  0     i 

Step 2 Particular solution.

y  0   c1  3.0, y '  0   c2  0.5  y '  c1 sin x  c2 cos x    y  3.0cos x  0.5sin x


Advanced Engineering Mathematics

2.1 Homogeneous Linear ODEs


of Second Order

 Definition General Solution, Basis, Particular Solution

A general solution of an ODE on an open interval I is a solution y  c1 y1  c2 y2 in which y1

and y2 are solutions of the equation on I that are not proportional, and c1 , c2 are arbitrary
constants. There y1 , y2 are called a basis ( or a fundamental system ) of solutions of the
equation on I.
A particular solution of the equation on I is obtained if we assign specific values to c1 and
c2 in y  c1 y1  c2 y2 .
Advanced Engineering Mathematics

2.1 Homogeneous Linear ODEs


of Second Order

• Two functions y1 and y2 are called linearly independent on I where they are defined if

(7) k1 y1  x   k2 y2  x   0 everywhere on I implies k1  0 and k2  0 .

• y1 and y2 are called linearly dependent on I if (7) also holds for some constants k1 , k2 not

both zero.

If k1  0 or k2  0, we can divide and see that y1 and y2 are proportional,

k2 k1
y1   y2 or y2   y1
k1 k2

 Definition Basis (Reformulated)

A basis of solutions of the equation on an open interval I is a pair of linearly independent

solutions of the equation on I.


Advanced Engineering Mathematics

2.1 Homogeneous Linear ODEs


of Second Order

 Find a Basis if One Solution Is Known. Reduction of Order

Apply reduction of order to the homogeneous linear ODE y '' p  x  y ' q  x  y  0. (2)

y  y2  uy1 (Substitute)  y '  y2 '  u ' y1  uy1' , y ''  y2 ''  u '' y1  2u ' y1 ' uy1''

2 y1 ' py1
 u '' y1  u '  2 y1 ' py1   u  y1''  py1'  qy1   0  u '' u ' 0  y1 '' py1 ' qy1  0 
y1
 y ' 
U  u ', U '  u ''  U'   2 1  p  U  0 (Separation of variables and integration)
 y1 
dU  y '  1   pdx
    2 1  p  dx & ln U  2 ln y1   pdx   U e , y2  uy1  y1  Udx
U  y1  y12

 Ex. 7 Find a basis of solution of the ODE x 2


 x  y '' xy ' y  0

One solution : y1  x
x 1 1   pdx 1  x11dx 1 1
Apply reduction of order : p     U e  2e   2
x x
2
x 1 y12 x x x
 1
 y2  y1  Udx  x  ln x    x ln x  1
 x
Advanced Engineering Mathematics

2.2 Homogeneous Linear ODEs


with Constant Coefficients

 Second-order homogeneous linear ODEs with constant coefficients : y '' ay ' by  0

 Characteristic equation (Auxiliary Equation) :  2  a  b  0

 Three kinds of the general solution of the equation

• Case 1 Two real roots 1 , 2 if a 2  4b  0  y  c1e1x  c2e2 x


 ax
• Case 2 A real double root   a 2 if a 2  4b  0  y   c1  c2 x  e 2

• Case 3 Complex conjugate roots   a 2  i if a 2  4b  0


 ax
 ye 2
 A cos  x  B sin  x 

 Euler formula : e  cos t  i sin t


it
Advanced Engineering Mathematics

2.2 Homogeneous Linear ODEs


with Constant Coefficients

 Ex. 2 Solver the initial value problem y '' y ' 2 y  0, y  0   4, y '  0   5


Step 1 General solution.
 2    2  0 ( Characteristic equation )    1 or  2   y  c1e x  c2e2 x
Step 2 Particular solution.
y '  c1e x  2c2e 2 x
 y  0   c1  c2  4, y '  0   c1  2c2  5  c1  1, c2  3
2 x
  y  e  3ex

 Ex. 4 Solver the initial value problem y '' y ' 0.25 y  0, y  0   3.0, y '  0   3.5
Step 1 General solution.
 2    0.25  0 ( Characteristic equation )    0.5   y   c1  c2 x  e0.5 x
Step 2 Particular solution.
y '  c2e0.5 x  0.5  c1  c2 x  e 0.5 x
 y  0  c1  3.0, y '  0  c2  0.5c1  3.5  c1  3, c2  2
  y   3  2 x  e0.5 x
Advanced Engineering Mathematics

2.2 Homogeneous Linear ODEs


with Constant Coefficients

 Ex. 5 Solver the initial value problem y '' 0.4 y ' 9.04 y  0, y  0   0, y '  0  3
Step 1 General solution.

 2  0.4  9.04  0 ( Characteristic equation )    0.2  3i   y  e0.2 x  A cos3x  B sin 3x 


Step 2 Particular solution.

y '  0.2e0.2 x  A cos 3x  B sin 3x   e 0.2 x  3 A sin 3x  3B cos 3 x 


 y  0  A  0, y '  0   0.2 A  3B  3  A  0, B 1
  y  e0.2 x sin 3x

Summary

Case Root of Characteristic Eq. General Solutions

I Distinct real λ1 and λ2 y  c1e1x  c2e2 x


II Double real λ y  (c1  c2 x)e  ax / 2
III Complex
  a 2  i y  e  ax / 2 ( A cosx  B sin x)
Advanced Engineering Mathematics

2.3 Differential Operators

 Operator : A transformation that transforms a function into another function.

 Operational Calculus : The technique and application of operators.

 Differential Operator D

: An operator which transforms a (differentiable) function into its derivative.

dy
Dy  y ' 
dx
 Identity Operator I : Iy = y

 Second-order differential operator


L  P  D   D 2  aD  bI  Ly  P  D  y  y '' ay ' by
Advanced Engineering Mathematics

2.4 Modeling of Free Oscillations


of Mass-Spring System

• We consider a basic mechanical system, a mass on an elastic spring, which moves up and down.

 Setting Up the Model


 Physical Information
• Newton’s second law : Mass  Acceleration = Force
• Hook’s law
: The restoring force is directly proportional to the distance.
• We choose the downward direction as the positive direction.

 Modeling
• System in static equilibrium

F0  ks0  k : Spring constant 


F0  W  ks0  mg  0
< Mechanical mass-spring system > Weight of body : W  mg
• System in motion
Restoring force : F1  ky (Hook’s law)
my ''  F1 (Newton’s second law) my '' ky  0
Advanced Engineering Mathematics

2.4 Modeling of Free Oscillations


of Mass-Spring System

 Undamped System : ODE and Solution

• ODE : my '' ky  0

• Harmonic oscillation
k
: y  t   A cos 0t  B sin 0t  C cos 0t    , 0 2 
m

𝐴2 + 𝐵2 = C2

< Harmonic oscillation > cos 𝑎 − 𝑏 = 𝑐𝑜𝑠𝑎 𝑐𝑜𝑠𝑏 − 𝑠𝑖𝑛𝑎 𝑠𝑖𝑛𝑏


Advanced Engineering Mathematics

2.4 Modeling of Free Oscillations


of Mass-Spring System

 Damped System : ODE and Solutions

• Damping force : F2  cy ' (c : the damping constant )


my '' cy ' ky  0
my ''  F1  F2 ( Newton’s second law )

• Three types of motion

Case 1 (Overdamping) c2  4mk . Distinct real roots 1 , 2 .


Case 2 (Critical damping) c2  4mk . A real double root.
Case 3 (Underdamping) c2  4mk . Complex conjugate roots.
Advanced Engineering Mathematics

2.4 Modeling of Free Oscillations


of Mass-Spring System

• Discussion of the Three Cases

Case 1 Overdamping  c 2  4mk 

: y  t   c1e   t  c2e   t where   c , c 2  4mk



2m 2m

< Typical motions in the overdamped case >


Advanced Engineering Mathematics

2.4 Modeling of Free Oscillations


of Mass-Spring System

Case 2 Critical damping c 2


 4mk 

c
: y  t    c1  c2t  e  t , 
2m

< Critical damping>


Advanced Engineering Mathematics

2.4 Modeling of Free Oscillations


of Mass-Spring System

Case 3 Underdamping  c 2  4mk 


k
: y  t   e  t  A cos  * t  B sin  * t   Ce  t cos  * t    , 0 2 
m

C2 = A2 + B2
tan δ = B/A

< Damped oscillation in Case 3 >


Advanced Engineering Mathematics

2.5 Euler-Cauchy Equations

 Euler-Cauchy Equations : x 2 y '' axy ' by  0

 Auxiliary Equation : m2   a  1 m  b  0 (𝑦 = 𝑥 𝑚 )

Three kinds of the general solution of the equation

• Case 1 Two real roots m1 , m2  y  c1 x m1  c2 x m2

• Case 2 A real double root m  1  a   y   c1  c2 ln x  x m


2

• Case 3 Complex conjugate roots m    i  y  x   A cos  ln x   B sin  ln x  


Advanced Engineering Mathematics

2.5 Euler-Cauchy Equations

 Ex. 1 Solver the Euler-Cauchy equation x 2 y '' 1.5xy ' 0.5 y  0

m2  0.5m  0.5  0 ( Auxiliary equation )  m  0.5 or  1   y  c1 x0.5  c2 x 1

 Ex. 2 Solver the Euler-Cauchy equation x 2 y '' 5 xy ' 9 y  0

m2  6m  9  0 ( Auxiliary equation )  m  3   y   c1  c2 ln x  x3

 Ex. 3 Solver the Euler-Cauchy equation x 2 y '' 0.6 xy ' 16.04 y  0

m2  0.4m  16.04  0 ( Auxiliary equation )  m  0.2  4i   y  x 0.2  A cos  4ln x   B sin  4ln x  
Advanced Engineering Mathematics

2.6 Existence and Uniqueness of Solutions.


Wronskian

 Theorem 1 Existence and Uniqueness Theorem for Initial Value Problem

If p(x) and q(x) are continuous functions on some open interval I and x0 is in I, then the initial

value problem consisting of y '' p  x  y ' q  x  y  0 and 𝑦 𝑥0 = 𝐾0 , 𝑦′(𝑥0 ) = 𝐾1 has a unique


solution y(x) on the interval I.

 Theorem 2 Linear Dependence and Independence of Solutions

Let the ODE y '' p  x  y ' q  x  y  0 have continuous coefficients p(x) and q(x) on an open

interval I. Then two solutions y1 , y2 of the equation on I are linearly dependent on I if and
only if their “Wronskian”
y1 y2
W  y1 , y2    y1 y2 ' y2 y1 '
y1 ' y2 '

is 0 at some x0 in I. Furthermore, if W = 0 at an x  x0 in I, then W  0 on I; hence if there is

an x1 in I at which W is not 0, then y1 , y2 are linearly independent on I.


Advanced Engineering Mathematics

2.6 Existence and Uniqueness of Solutions.


Wronskian

 Theorem 3 Existence of a General Solution

If p(x) and q(x) are continuous on an open interval I, then y '' p  x  y ' q  x  y  0 has a general

solution on I.

 Theorem 4 A General Solution Includes All Solutions

If the ODE y '' p  x  y ' q  x  y  0 has continuous coefficients p(x) and q(x) on some open
interval I, then every solution y = Y(x) of the equation on I is of the form

Y  x   C1 y1  x   C2 y2  x 
where y1 , y2 is any basis of solutions of the equation on I and C1 , C2 are suitable constants.

Hence the equation does not have singular solutions (that is, solutions not obtainable from a

general solution).
Advanced Engineering Mathematics

2.7 Nonhomogeneous ODEs

 Nonhomogeneous linear ODEs : y '' p  x  y ' q  x  y  r  x  , r  x  0

 Definition General Solution, Particular Solution

A general solution of the nonhomogeneous ODE y '' p  x  y ' q  x  y  r  x  on an open interval

I is a solution of the form

y  x   yh  x   y p  x 

here, yh  c1 y1  c2 y2 is a general solution of the homogeneous ODE y '' p  x  y ' q  x  y  0 on I

and y p is any solution of y '' p  x  y ' q  x  y  r  x  on I containing no arbitrary constants.

A particular solution of y '' p  x  y ' q  x  y  r  x  on I is a solution obtained from

y  x   yh  x   y p  x  by assigning specific values to the arbitrary constants c1 and c2 in yh .


Advanced Engineering Mathematics

2.7 Nonhomogeneous ODEs

 Theorem 1 Relations of Solution of y '' p  x  y ' q  x  y  r  x  to Those of y '' p  x  y ' q  x  y  0


• The sum of a solution y of y '' p  x  y ' q  x  y  r  x  on some open interval I and a solution y
of y '' p  x  y ' q  x  y  0 on I.
In particular, y  x   yh  x   y p  x  is a solution of y '' p  x  y ' q  x  y  r  x  on I.

• The difference of two solutions of y '' p  x  y ' q  x  y  r  x  on I is a solution of

y '' p  x  y ' q  x  y  0 on I.

Theorem 2 A General Solution of a Nonhomogeneous ODE Includes All Solutions


If the coefficients p(x), q(x), and the function r(x) in y '' p  x  y ' q  x  y  r  x  are continuous

on some open interval I, then every solution of y '' p  x  y ' q  x  y  r  x  on I is obtained by

assigning suitable values to the arbitrary constants c1 and c2 in a general solution

y  x   yh  x   y p  x  of y '' p  x  y ' q  x  y  r  x  on I.
Advanced Engineering Mathematics

2.7 Nonhomogeneous ODEs

 Method of Undetermined Coefficients

 Choice Rules for the Method of Undetermined Coefficients

• Basic Rule. If r(x) in y '' ay ' by  r  x  is one of the functions in the first column in Table 2.1,

choose y p in the same line and determine its undetermined coefficients by substituting
y p and its derivatives into y '' ay ' by  r  x  .

• Modification Rule. If a term in your choice for y p happens to be a solution of the

homogeneous ODE corresponding to y '' ay ' by  r  x  , multiply your choice of y p

by x ( or by x 2 if this solution corresponding to a double root of the characteristic

equation of the homogeneous ODE ).

• Sum Rule. If r(x) is a sum of functions in the first column of Table 2.1, choose for y p the sum

of the functions in the corresponding lines of the second column .


Advanced Engineering Mathematics

2.7 Nonhomogeneous ODEs

Term in r(x). Choice for y p  x  .

Ke x Ce x

kx n  n  0, 1,  Kn x n  K n1 x n1   K1 x  K0

k cos  x
K cos  x  M sin  x
k sin  x

ke x cos  x
e x  K cos  x  M sin  x 
ke x sin  x

< Table 2.1 Method of Undetermined Coefficients >


Advanced Engineering Mathematics

2.7 Nonhomogeneous ODEs

 Ex. 1 Solve the initial value problem y '' y  0.001x 2 , y  0   0, y '  0   1.5
Step 1 General solution of the homogeneous ODE. yh  A cos x  B sin x
Step 2 Solution y p of the nonhomogeneous ODE.

r  x   0.001x 2  y p  K 2 x 2  K1 x  K 0  K 2  0.001, K1  0, K 0  0.002


 y p  0.001x 2  0.002   y  A cos x  B sin x  0.001x 2  0.002
Step 3 Solution of the initial value problem.
y  0   A  0.002  0, y '  0   B  1.5   y  0.002cos x  1.5sin x  0.001x 2  0.002

 Ex. 2 Solve the initial value problem y '' 3 y ' 2.25 y  10e1.5 x , y  0   1, y ' 0  0
Step 1 General solution of the homogeneous ODE. yh   c1  c2 x  e1.5 x
Step 2 Solution y p of the nonhomogeneous ODE.

r  x   10e1.5 x  y p  Cx 2e 1.5 x  C  5
 y p  5x 2e1.5 x   y   c1  c2 x  e 1.5 x  5 x 2e 1.5 x
Step 3 Solution of the initial value problem.

y  0   c1  1, y '  0   c2  1.5c1  0   y  1  1.5x  e1.5 x  5x 2e 1.5 x


Advanced Engineering Mathematics

2.7 Nonhomogeneous ODEs

 Ex. 3 Solve the initial value problem


y '' 2 y ' 0.75 y  2cos x  0.25sin x  0.09 x, y  0   2.78, y '  0   0.43

Step 1 General solution of the homogeneous ODE. yh  c1e x 2  c2e3 x 2

Step 2 Solution y p of the nonhomogeneous ODE.

r1  x   2 cos x  0.25sin x  y p1  K cos x  M sin x  K  0, M 1


r2  x   0.09 x  y p 2  K1 x  K 0  K1  0.12, K 0  0.32
 y p1  sin x, y p 2  0.12 x  0.32
  y  c1e x 2  c2 e 3 x 2  sin x  0.12 x  0.32

Step 3 Solution of the initial value problem.


1 3
y  0   c1  c2  0.32  2.78, y '  0    c1  c2  1  0.12  0.4
2 2
 c1  3.1, c2  0
  y  3.1e x 2  sin x  0.12 x  0.32
Advanced Engineering Mathematics

2.8 Modeling : Forced Oscillations. Resonance

 Free Motion : Motions in the absence of external forces caused solely by internal forces.

my '' cy ' ky  0

 Forced Motion : Model by including an external force.

my '' cy ' ky  r  t 

• r(t) : Input or Driving Force

• y(t) : Output or Response

 Motion with Periodic external forces

• Nonhomogeneous ODE : my '' cy ' ky  F0 cos t

• Use the method of undetermined coefficients


m 0 2   2  c
y p  a cos t  b sin t , a  F0 , b  F0
m2 0 2   
2 2
m2 0 2   2    2 c 2
2
  2c2
Advanced Engineering Mathematics

2.8 Modeling : Forced Oscillations. Resonance

Case 1 Undamped Forced Oscillations. Resonance


F0 F0
c0  yp  cos t  y  C cos 0t     cos t
m 0 2   2  m 0 2   2 

 This output is a superposition of two harmonic oscillations of the frequencies just mentioned.

0 cycles 
• Natural frequency :
2  sec 

 cycles 
• Frequency of the driving force :
2  sec 
Advanced Engineering Mathematics

2.8 Modeling : Forced Oscillations. Resonance

 Resonance : Excitation of large oscillations by matching input and natural frequencies.

F0 F0
y p (t )  cost  cost (02  k / m)
m(   )
2
0
2
k[1  ( / 0 ) 2 ]
F0
Maximum amplitude of yp (let cosωt=1) , once ω  ω0 (ω =ω0 ) y ''  02 y  cos 0t
m
Using Modification rule y p (t )  t (a cos0t  b sin 0t )

F0
yp  t sin 0t
2m0

< Particular solution in the case of resonance >


Advanced Engineering Mathematics

2.8 Modeling : Forced Oscillations. Resonance

 Beats : Forced undamped oscillation when the difference of the input and natural frequencies is small.

F0 2 F0       0   
y  cos t  cos 0t   sin  0 t  sin  t
m 0   
2 2
m 0     2
2 2
  2 

< Beasts >


Advanced Engineering Mathematics

2.8 Modeling : Forced Oscillations. Resonance

Case 2 Damped Forced Oscillations (c > 0)

• Transient Solution : The general solution y  yh  y p of the nonhomogeneous ODE

• Steady-State Solution : The particular solution y p

 Steady-State Solution

After a sufficiently long time the output of a damped vibrating system under a purely

sinusoidal driving force will practically be a harmonic oscillation whose frequency is that of

the input.
Advanced Engineering Mathematics

2.8 Modeling : Forced Oscillations. Resonance

 Amplitude of the Steady-State Solution. Practical Resonance

• Practical resonance : The amplitude may have a maximum for some ω depending on the

damping constant c. ( It will always be finite.)

F0
y p  C * cos(t   ) C * ( )  a 2  b 2 
m (   2 ) 2   2c 2
2 2
0

2mF0
• Maximum amplitude of y p : C * max  
c 4m20 2  c 2
• C * max  is always finite when c > 0.

• The maximum amplitude increases monotone to infinity as c   2mk  goes to zero.


2
Advanced Engineering Mathematics

2.9 Modeling : Electric Circuits

Current
𝑑𝑄
𝐼(𝑡) =
𝑑𝑡

𝑄 𝑡 = න 𝐼 𝑡 𝑑𝑡

< RLC-circuit >

< Elements in an RLC-circuit >


Advanced Engineering Mathematics

2.9 Modeling : Electric Circuits

 Kirchhoff’s Voltage Law (KVL) : The voltage (the electromotive force) impressed on a closed

loop is equal to the sum of the voltage drops across the other elements of the loop.

 Voltage Drops.

RI (Ohm’s law) Voltage drop for a resistor of resistance R ohms (W)


dI
LI '  L Voltage drop for an inductor of inductance L henrys(H)
dt
Q
Voltage drop for a capacitor of capacitance C farads (F)
C
d 2I dI 1
 Model of an RLC-circuit with electromotive force : L 2
 R  I  E '  t   E0 cos t
dt dt C
I p  a cos t  b sin t  I 0sin t   
E 0 S E 0 R E0 a S
a , b , I0  a 2  b2  , tan    
R2  S 2 R2  S 2 R2  S 2 b R

1
𝑆 = 𝜔𝐿 − reactance
𝜔𝐶
Advanced Engineering Mathematics

2.9 Modeling : Electric Circuits

 Analogy of Electrical and Mechanical Quantities


• Entirely different physical or other systems may have the same mathematical model.
• Practical importance of this analogy
1. Electric circuits are easy to assemble.
2. Electric quantities can be measured much more quickly and accurately than mechanical ones.

Electrical System Mechanical System

Inductance L Mass m

Resistance R Damping constant c

Reciprocal 1 C of capacitance Spring modulus k

Derivative E0 cos t of electromotive force Driving force F0 cos t

Current I  t  Displacement y  t 
< Analogy of Electrical and Mechanical Quantities >
Advanced Engineering Mathematics

2.10 Solution by Variation of Parameters

 Method of Variation of Parameter


• p(x), q(x), r(x) in y '' p  x  y ' q  x  y  r  x  are continuous on some open interval I.

y2 r yr
• Solution formula : y p  x    y1  dx  y2  1 dx where y1 and y2 are solutions of homogeneous eq.
W W
W is Wronskian of them
• The formula is obtained under the assumption that the ODE is written in standard form.

If it starts with f  x  y '', divide first by f (x).


y2 r yr
• The integration in y p  x    y1  dx  y2  1 dx may often cause difficulties.
W W

 Ex. 1 Solve the nonhomogeneous ODE y '' y  sec x

A basis of solutions of the homogeneous ODE : y1  cos x, y2  sin x

Wronskian : W  y1 , y2   cos x cos x  sin x   sin x   1

Apply the method of variation of parameters : y p   cos x  sin x sec xdx  sin x  cos x sec xdx  cos x ln cos x  x sin x
Advanced Engineering Mathematics

HW: (review questions)


7, 8, 9, 10, 11, 12, 13
15, 16, 17 page 102
19, 20, 25 & 26 page 103.

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