Differential Equation ES 208 Topic 7

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Differential Equation

Applications of Second-Order Differential Equations

Mechanical Vibrations
• The study of motion of objects and the effect of forces acting on those objects.
Example mass – spring system, cantilever, pendulum, …
Electric Circuits

Spring-Mass Systems
Consider the motion of an object with mass at the end of a spring that is either vertical (as
in Figure 1) or horizontal on a level surface (as in Figure 2).

An object of mass m is suspended from the spring and stretches it a length s when
the spring comes to rest in an equilibrium position. According to Hooke’s Law,
the tension force in the spring is ks , where k is the spring constant. The force due
to gravity pulling down on the spring is mg, and equilibrium requires that
𝑘𝑠 = 𝑚𝑔 (1)

Hooke’s Law: The spring exerts a restoring force F opposite to the direction of
elongation and proportional to the amount of elongation

Force acting on the object


𝐹𝑝 = 𝑚𝑔 The propulsion force due to gravity
𝐹𝑠 = 𝑘(𝑠 + 𝑦) The restoring force of the spring’s tension
𝑑𝑦
𝐹𝑟 = 𝛿 𝑑𝑡 A frictional force assumed proportional to velocity
The propulsion force (weight), Fp pulls the mass downward, but the
spring restoring force Fs and frictional force Fr pull the mass upward.
The motion starts at with the mass vibrating up and down.

The frictional force tends to retard the motion of the object. The
resultant of these forces is

𝐹 = 𝐹𝑝 − 𝐹𝑠 − 𝐹𝑟
and by Newton’s second law , we then have

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

𝑑2𝑦 𝑑𝑦
𝑚 2 = 𝑚𝑔 − 𝑘𝑠 − 𝑘𝑦 − 𝛿
𝑑𝑡 𝑑𝑡
By Equation (1), 𝑘𝑠 − 𝑚𝑔 = 0, so this last equation becomes
𝑑2 𝑦 𝑑𝑦
𝑚 𝑑𝑡 2 + 𝛿 𝑑𝑡 + 𝑘𝑦 = 0 (2)

Subject to the initial conditions


𝑦(0) = 𝑦𝑜 , 𝑦’(0) = 0
Remark
• The nature of the vibrations/oscillations described by the differential equation depends on
the constants m, , and k.
•  is known as the damping constant.
• The damping may be due to a damper such as a dashpot, internal damping such as
friction within the spring, or external damping such as aerodynamic drag.
• The displacement, y, at any time, t, of the mass is the output from the system.

Free, Undamped Vibrations : Simple Harmonic Motion


Suppose there is no retarding frictional force. Then  and there is no damping. In this case, once
motion has started it will continue forever.
• The motion is governed by
𝑑2 𝑦
𝑚 𝑑𝑡 2 + 𝑘𝑦 = 0 (3)

Second –order linear homogeneous constant-coefficient equation


𝑘
If 𝜔2 = 𝑚 , then the second-order equation (3) becomes
𝑑2 𝑦
+ 𝜔2 𝑦 = 0 with y(0) = yo , y’(0) = 0
𝑑𝑡 2

The auxiliary equation is 𝑟 2 + 𝜔2 = 0 having the imaginary roots


𝑟 = ±𝜔𝑖
The general solution to the differential equation in (3) is
𝑦(𝑡) = 𝐶1 cos(𝜔𝑡) + 𝐶2 sin(𝜔𝑡)
Substituting the conditions yields 𝐶1 = 𝑦𝑜 and 𝐶2 = 0
𝑦(𝑡) = 𝑦𝑜 cos(𝜔𝑡) (4)
describes the motion of the object. Equation (4) represents simple harmonic motion of amplitude
𝑦𝑜 and period
2𝜋
𝑇=
𝜔

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Note: The general solution to the differential equation (3), that is


𝑦(𝑡) = 𝐶1 cos(𝜔𝑡) + 𝐶2 sin(𝜔𝑡)
can also be written as
𝑦(𝑡) = 𝐴cos(𝜔𝑡 + 𝜃)
where
𝑘 frequency at which the system “wants
𝜔 = √𝑚 frequency
to oscillate” without external interference.

𝐴 = √𝐶12 + 𝐶22 amplitude


𝐶1 𝐶2
cosθ = and sinθ =  phase angle
𝐴 𝐴

Damped Motion
The motion of a spring is subject to a frictional force (in the case of the horizontal spring of Figure
2) or a damping force (in the case where a vertical spring moves through a fluid as in Figure 3).

Figure 2

Coil Spring

Dashpot for damping


Example: the damping force
supplied by “coilovers” in
motorcycle suspension
Figure 3

So   0 in Equation (2),
𝑑2 𝑦 𝑑𝑦
𝑚 𝑑𝑡 2 + 𝛿 𝑑𝑡 + 𝑘𝑦 = 0 (5)
If we substitute
𝑘 𝛿
𝜔2 = 𝑚 and 2𝑏 = 𝑚
then the differential equation (5) is
𝑑2 𝑦 𝑑𝑦
+ 2𝑏 𝑑𝑡 + 𝜔2 𝑦 = 0
𝑑𝑡 2

The auxiliary equation is 𝑟 2 + 2𝑏𝑟 + 𝜔2 𝑦 = 0 with roots


𝑟 = −𝑏 ± √𝑏 2 − 2 (6)
We now have 3 cases depending upon the relative sizes of b and 

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Case 1: b = 
The double root of the auxiliary equation is real and equals r= .The general solution to
Equation (6) is
𝑦(𝑡) = (𝐶1 + 𝐶2 𝑡)𝑒 −𝜔𝑡
This situation of motion is called critical damping and is not oscillatory.
Case 2: b  
The roots of the auxiliary equation are real and unequal, given by
𝑟1 = −𝑏 + √𝑏 2 − 2 and 𝑟2 = −𝑏 − √𝑏 2 − 2
The general solution to Equation (6) is
2 −2 )𝑡 2 −2 )𝑡
𝑦(𝑡) = 𝐶1 𝑒 (−𝑏+ √𝑏 + 𝐶2 𝑒 (−𝑏− √𝑏
Here again the motion is not oscillatory and both r1 and r2 are negative. Thus y approaches zero
as time goes on. This motion is referred to as overdamping.
Case 3: b  
The roots of the auxiliary equation are complex and given by
𝑟 = −𝑏 ± 𝑖√2 − 𝑏 2
The general solution to Equation (6) is
𝑦(𝑡) = 𝑒 −𝑏𝑡 𝐶1 cos√2 − 𝑏 2 𝑡 + 𝐶2 sin√2 − 𝑏 2 𝑡
This situation, called underdamping, represents damped oscillatory motion.

The following plot shows typical curves for each of the three cases:

It is analogous to simple harmonic motion of period


2𝜋
𝑇=
√2 − 𝑏 2
but the amplitude is not constant but damped by the factor e-bt.
Therefore, the motion tends to zero as t increases, so the vibrations tend to die out as time goes on.

Three examples of damped vibratory motion for a spring system with friction   0,

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

(a) damping is just sufficient to suppress vibrations.


(b) strong damping force (high-viscosity oil or grease) compared with a weak spring or small
mass
(c) the motion decays to 0 as time increases.
Forced Vibrations
Suppose that, in addition to the restoring force and the damping force, the motion of the spring is
affected by an external force F(t). Then Newton’s Second Law gives
𝑑2𝑦
𝑚 2 = restoring force + damping force + external force
𝑑𝑡
𝑑𝑦
= −𝑘𝑠 − 𝛿 𝑑𝑡 + 𝐹(𝑡)
Thus, the motion of the spring is now governed by the following non-homogeneous differential
equation:
𝑑2 𝑦 𝑑𝑦
𝑚 𝑑𝑡 2 + 𝑘𝑦 + 𝛿 𝑑𝑡 = 𝐹(𝑡) (7)

The general solution to Equation (7) is


𝑦(𝑡) = 𝑦𝑝 (𝑡) + 𝑦𝑐 (𝑡)
where the complementary solution will be the solution to the free, damped case and the particular
solution will be found using undetermined coefficients or variation of parameters.
Note
• The complementary solution will approach zero as t increases. Because of this the
complementary solution is often called the transient solution.
• The particular solution is often called the steady state solution or forced response.

Remark
A commonly occurring type of external force is a periodic force function
𝑘
𝐹(𝑡) = 𝐹𝑜 cos 𝜔𝑜 𝑡 where 𝑜 ≠  = √𝑚
In the absence of a damping force ( = 0)
𝐹𝑜
𝑦(𝑡) = 𝐶1 cos𝑡 + 𝐶2 sin𝑡 + cos20 𝑡
𝑚(2 −20 )

If o = , then the applied frequency reinforces the natural frequency and the result is vibrations
of large amplitude. This is the phenomenon of resonance.

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Sample Problem no.1


A mass of 2 kg is suspended from a spring with a known spring constant of 10 N/m and allowed
to come to rest. It is then set in motion by giving it an initial velocity of 150 cm/sec. Find an
expression for the motion of the mass, assuming no air resistance. Also, determine the circular
frequency, natural frequency, and period for the simple harmonic motion
Solution:
The equation of motion is governed by Eq. 7 and represents free undamped motion because there
is no externally applied force on the mass, F(t) = 0. The mass and the spring constant are given as
𝑑2 𝑦
m = 2 kg and k = 10 N/m, respectively, so Eq. (7) becomes + 5𝑦 = 0. The roots of its
𝑑𝑡 2
characteristic equation are purely imaginary, so its solution is

𝑦(𝑡) = 𝐶1 𝑐𝑜𝑠√5𝑡 + 𝐶2 𝑠𝑖𝑛√5𝑡 (1)

At t=0, the position of the ball is at the equilibrium position y0 = 0 m. Applying this initial
condition to (1), we find that
0 = 𝐶1 𝑐𝑜𝑠0 + 𝐶2 𝑠𝑖𝑛0
0 = 𝐶1
whereupon (1) becomes

𝑦(𝑡) = 𝐶2 𝑠𝑖𝑛√5𝑡 (2)

The initial velocity is given as v0 = 150 cm/sec = 1.5 m/sec. Differentiating (2), we obtain

𝑣(𝑡) = 𝑦 ′ (𝑡) = √5 𝐶2 𝑐𝑜𝑠√5𝑡


whereupon,

1.5 = 𝑣(0) = √5 𝐶2 𝑐𝑜𝑠0


1.5
𝐶2 = = 0.6708
√5

and (2) simplifies to

𝑦(𝑡) = 0.6708 𝑠𝑖𝑛√5𝑡 (3)


as the position of the mass at any time t.

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Sample Problem no.2


A 10-kg mass is attached to a spring having a spring constant of 140 N/m. The mass is started in
motion from the equilibrium position with an initial velocity of 1 m/sec in the upward direction
and with an applied external force F(t) = 5 sin t. Find the subsequent motion of the mass if the
force due to air resistance is -90 dy/dt N.
Solution:
Here m = 10, k = 140,  = 90, and F(t) = 5 sin t. The equation of motion, (14.7), becomes
𝑑2 𝑦 𝑑𝑦
10 + 90 𝑑𝑡 + 140𝑦 = 5 𝑠𝑖𝑛𝑡
𝑑𝑡 2

𝑑2 𝑦 𝑑𝑦 1
+ 9 𝑑𝑡 + 14𝑦 = 2 𝑠𝑖𝑛𝑡
𝑑𝑡 2

𝑑2 𝑦 𝑑𝑦
The general solution to the associated homogeneous equation + 9 𝑑𝑡 + 14𝑦 = 0 is
𝑑𝑡 2

𝑦𝑐 (𝑡) = 𝐶1 𝑒 −2𝑡 + 𝐶2 𝑒 −7𝑡


Using the method of undetermined coefficients, we find
13 9
𝑦𝑝 (𝑡) = 500 𝑠𝑖𝑛𝑡 − 500 𝑐𝑜𝑠𝑡

The general solution is therefore


𝑦(𝑡) = 𝑦𝑐 (𝑡) + 𝑦𝑝 (𝑡)
13 9
𝑦(𝑡) = 𝐶1 𝑒 −2𝑡 + 𝐶2 𝑒 −7𝑡 + 500 𝑠𝑖𝑛𝑡 − 500 𝑐𝑜𝑠𝑡

Applying the initial conditions, y(0) = 0 and y’(0) = -1 (the initial velocity is in the negative
direction), we obtain
1
𝑦(𝑡) = 500 (−90𝑒 −2𝑡 + 99 𝑒 −7𝑡 + 13𝑠𝑖𝑛𝑡 − 9𝑐𝑜𝑠𝑡)

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Simple Pendulum

• The forces acting on the bob are the tension and the weight.
• T is the force exerted by the string
• mg is the gravitational force
• The tangential component of the gravitational force is the
restoring force.
• Recall that the tangential acceleration is
𝑑2𝜃
𝑎𝑡 = 𝛼𝑟 = 𝐿𝛼 = 𝐿 2
𝑑𝑡
• This gives another differential equation
𝑑2 𝜃 𝑔 𝑔
= − 𝑙 𝑠𝑖𝑛𝜃 ≈ − 𝑙 𝜃 ( for small  )
𝑑𝑡 2

Maclaurin series for sin 𝜃 is given by


𝜃3 𝜃5
𝑠𝑖𝑛𝜃 = 𝜃 − + −⋯
3! 5!

Frequency of Simple Pendulum

• The equation for  is the same form as for the spring, with solution

(𝑡) = 𝐶1 cos(𝜔𝑡) + 𝐶2 sin(𝜔𝑡)


can also be written as
(𝑡) = 𝐴cos(𝜔𝑡 + ∅)
where now the angular frequency is

g  2 L
=  so the period is T = = 2 
L   g 
Summary: the period and frequency of a simple pendulum depend only on the length of the
string and the acceleration due to gravity. The period is independent of mass.

Sample Problem no.1:


A 6 in pendulum is released from rest at an angle one-tenth of a radian from the
vertical. Using g = 32 ft/s2, describe the motion. Ans. θ = 0.1 cos 8t (radians).

Solution:

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Sample Problem no.2:


A 6 in pendulum is started with a velocity of 1 radian/sec, toward the vertical, from a
position one-tenth of a radian from the vertical. Describe the motion.
θ = 0.10 cos 8t – 0.125 sin 8t (radians)
Solution:

Electric Circuits
A second-order circuit is characterized by a second-order differential equation. Consider a circuit
shown below.

It contains an electromagnetic force E (supplied by a battery or generator), a resistor R, an inductor


L, and a capacitor C, in series. If the charge on the capacitor at time t is Q = Q(t), then the current
is the rate of charge of Q with respect to t: t = dQ/dt. It is known from physics that the voltage
drops across the resistor, inductor, and capacitor are

respectively. Kirchoff’s voltage law says that the sum of these voltage drops is equal to the
supplied voltage.
𝑑𝐼 𝑄
𝐿 + 𝑅𝐼 + = 𝐸(𝑡)
𝑑𝑡 𝐶

Since I = dQ/dt, this equation becomes


𝑑2𝑄 𝑑𝑄 1 eq. *
𝐿 2
+𝑅 + 𝑄 = 𝐸(𝑡)
𝑑𝑡 𝑑𝑡 𝐶

Which is a second-order linear differential equation with constant coefficients. If the charge Qo
and the current Io are known at time 0, then we have the initial conditions
Q(0) = Qo Q’(0) = I(0) = Io
And the initial-value problem can be solved by the methods of additional Nonhomegeneous
Linear Equations.

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

A differential equation for the current can be obtained by the differentiating Eq. * with respect to
t and remembering that I = dQ/dt:
𝑑2 𝐼 𝑑𝐼 1
𝐿 𝑑𝑡 2 + 𝑅 + 𝐶 𝐼 = 𝐸′(𝑡)
𝑑𝑡

Sample Problem
Find the charge and current at time t in the circuit if R = 40 Ω, L = 1 H, C = 16 x 10−4 F, E(t) =
100 cos 10t, and the initial charge and current are both 0.

Solution:
With the given values of L, R, C, and E(t), Equation * becomes

𝑑2𝑄 𝑑𝑄
2
+ 40 + 625𝑄 = 100 cos 10𝑡
𝑑𝑡 𝑑𝑡
The auxiliary equation is 𝑟 2 + 40r + 625 = 0 with roots

−40 ± √−900
𝑟= = −20 ± 15𝑖
2
so the solution of the complementary equation is Q
𝑄𝐶 (𝑡) = 𝑒 −20𝑡 (𝑐1 cos 15𝑡 + 𝑐2 sin 15𝑡)
for the method of undetermined coefficients we try the particular solution
𝑄𝑝 (𝑡) = 𝐴 cos 10𝑡 + 𝐵 sin 10𝑡

Then 𝑄𝑃′ (𝑡) = 10 𝐴 sin 10𝑡 + 10𝐵 cos 10𝑡


𝑄𝑃′′ (𝑡) = 100𝐴 cos 10𝑡 − 100𝐵 sin 10𝑡
Substituting into Equation 8, we have
(- 100A cos 10t – 100B sin 10t) + 40( - 10A sin 10t + 10B cos 10t) + 625(A cos 10t + B sin 10t) = 100 cos 10t

or (525A + 400B) cos 10t + ( - 400A + 525B) sin 10t = 100 cos 10t
Equating coefficients, we have
525A + 400B = 100 21A + 16B = 4
Or
-400A + 525B = 0 -16A + 21B = 0

84 64
The solution of this system is A = 697 and B = 697 , so a particular solution is
1
𝑄𝑝 (𝑡) = 697 (84 cos 10𝑡 + 64 sin 10𝑡)

And the general solution is

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

4
𝑄(𝑡) = 𝑄𝑐 (𝑡) + 𝑄𝑃 (𝑡) = 𝑒 −20𝑡 (𝐶1 cos 15𝑡 + 𝐶2 sin 15𝑡) + (21 cos 10𝑡 + 16 sin 10𝑡)
697
Imposing the initial condition Q(0) = 0, we get
84 84
𝑄(0) = 𝑐1 + =0 𝑐1 = −
697 697

To impose the other initial condition we first differentiate to find the current:
𝑑𝑄 40
𝐼 = 𝑑𝑡
= 𝑒 −20𝑡 [(−20𝑐1 + 15𝑐2 ) cos 15𝑡 + (−15 𝑐1 − 20𝑐2 ) sin 15𝑡]+ 697 (−21 sin 10𝑡 + 16 cos 10𝑡)
640 464
𝐼(0) = −20𝑐1 + 15𝑐2 + =0 𝑐2 = −
697 697

Thus, the formula for the charge is


4 𝑒 −20𝑡
𝑄(𝑡) = 697 [ (−63 cos 15𝑡 − 116 sin 15𝑡) + (21 cos 10𝑡 + 16 cos 10𝑡)]
3

And the expression for the current is


1
𝐼(𝑡) = 2091 [𝑒 −20𝑡 (−1920 cos 15𝑡 + 13,060 sin 15𝑡) + 12(−21 sin 0𝑡 + 16 cos 10𝑡)]

Note: In the above example the solution for Q(t) consists of two parts. Since 𝑒 −20𝑡 → 0 as
𝑡 → ∞ and both cos 15t and sin 15t are bounded functions,
4
𝑄𝑐 (𝑡) = 𝑒 −20𝑡 (−63 cos 15𝑡 − 116 sin 15𝑡) → 0 as t→ ∞
2091

So, for large values of t,


4
𝑄(t) ≈ 𝑄𝑝 (𝑡) = 697 (21 cos 10𝑡 + 16 sin 10𝑡)

And, for this reason 𝑄𝑝 (𝑡) is called the steady state solution. Figure below shows how the graph
of the steady state solution compares with the graph of Q in this case.

Instructor: Leonel L. Pabilona, D.Eng.

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