Ch. 2 Second-Order Linear Odes
Ch. 2 Second-Order Linear Odes
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
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 .
The functions y x 2 and y 1 are solutions. But their sum is not a solution. Neither is x 2 , so you
y c1 cos x c2 sin x 2 1 0 i
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 .
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• Two functions y1 and y2 are called linearly independent on I where they are defined if
• y1 and y2 are called linearly dependent on I if (7) also holds for some constants k1 , k2 not
both zero.
k2 k1
y1 y2 or y2 y1
k1 k2
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
One solution : y1 x
x 1 1 pdx 1 x11dx 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
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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 e0.5 x
Step 2 Particular solution.
y ' c2e0.5 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 e0.5 x
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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.
Summary
Differential Operator D
dy
Dy y '
dx
Identity Operator I : Iy = y
• We consider a basic mechanical system, a mass on an elastic spring, which moves up and down.
Modeling
• System in static equilibrium
• ODE : my '' ky 0
• Harmonic oscillation
k
: y t A cos 0t B sin 0t C cos 0t , 0 2
m
𝐴2 + 𝐵2 = C2
c
: y t c1 c2t e t ,
2m
C2 = A2 + B2
tan δ = B/A
Auxiliary Equation : m2 a 1 m b 0 (𝑦 = 𝑥 𝑚 )
m2 6m 9 0 ( Auxiliary equation ) m 3 y c1 c2 ln x x3
m2 0.4m 16.04 0 ( Auxiliary equation ) m 0.2 4i y x 0.2 A cos 4ln x B sin 4ln x
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If p(x) and q(x) are continuous functions on some open interval I and x0 is in I, then the initial
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 '
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.
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).
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y x yh x y p x
y '' p x y ' q x y 0 on I.
y x yh x y p x of y '' p x y ' q x y r x on I.
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• 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 .
• Sum Rule. If r(x) is a sum of functions in the first column of Table 2.1, choose for y p the sum
Ke x Ce x
kx n n 0, 1, Kn x n K n1 x n1 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
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.
Ex. 2 Solve the initial value problem y '' 3 y ' 2.25 y 10e1.5 x , y 0 1, y ' 0 0
Step 1 General solution of the homogeneous ODE. yh c1 c2 x e1.5 x
Step 2 Solution y p of the nonhomogeneous ODE.
r x 10e1.5 x y p Cx 2e 1.5 x C 5
y p 5x 2e1.5 x y c1 c2 x e 1.5 x 5 x 2e 1.5 x
Step 3 Solution of the initial value problem.
Free Motion : Motions in the absence of external forces caused solely by internal forces.
my '' cy ' ky 0
my '' cy ' ky r t
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
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F0 F0
y p (t ) cost cost (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 cos0t b sin 0t )
F0
yp t sin 0t
2m0
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
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.
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• Practical resonance : The amplitude may have a maximum for some ω depending on the
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 4m20 2 c 2
• C * max is always finite when c > 0.
Current
𝑑𝑄
𝐼(𝑡) =
𝑑𝑡
𝑄 𝑡 = න 𝐼 𝑡 𝑑𝑡
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.
1
𝑆 = 𝜔𝐿 − reactance
𝜔𝐶
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Inductance L Mass m
Current I t Displacement y t
< Analogy of Electrical and Mechanical Quantities >
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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.
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
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