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2nd Order Differential Equations (DE)

1.

Introduction

Modelling of physical phenomena is often performed with 2nd order DE. The general
form of this type of equation is:

d 2f (x)
df ( x )
+b
+ cf ( x ) = F( x )
2
dx
dx

(1)

where the coefficients a, b and c are constant. The variable of interest is x and the
function f is some real function of x. On the RHS of equation (1) we have some other
function F. Equation (1) is the general form of the type of equation we are interested in
the course of Marine Dynamics. In the following, we will examine its properties and its
solution process.

2.

An interesting property

Assuming two solutions of equation (1), say f(x) = u and f(x) = v, then it is obvious that u
and v should satisfy (1). In order to simplify things, we further assume F(x) = 0. So we
get:

d 2u
du
+b
+ cu = 0
2
dx
dx
d2v
dv
a 2 +b
+ cv = 0
dx
dx
a

If we take these two equations a step further and add them together, we derive a very
interesting result which is used extensively in the study of dynamical systems. That is,

d 2 u d 2 v du dv
a 2 + 2 + b + + c(u + v ) = 0
dx dx dx
dx
du dv d(u + v )
d 2 u d 2 v d 2 (u + v )
but
and
+
=
+
=
dx dx
dx
dx 2 dx 2
dx 2

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So, we can rewrite equation (1) in the following form:

d 2 ( u + v)
d ( u + v)
+b
+ c( u + v ) = 0
2
dx
dx

(2)

This means that the summation of two solutions of the equation (1) is also a solution of
it!

3.

Solution process, F(x) = 0

The solution process of a 2nd order DE starts with the selection of a suitable function.
That is, a function with the characteristic of repeating itself (or some part of it) after we
take its 1st and the 2nd derivative successively.
Obviously, function with this property are the trigonometric functions sin(x) and cos(x)
and the exponential function Aemx. The exponential function appears more attractive in
any case, so it is the one that we will use.
Here is how it works:
f ( x ) = Ae mx
df ( x )
= Ame mx
dx
2
d f (x)
= Am 2 e mx
2
dx
where A and m are real numbers.
Substituting in (1) and crossing out the common terms, we get the following:
aAm 2 e mx + bAme mx + cAe mx = 0 or
am 2 + bm + c = 0

(2)

We ended up by a quadratic equation for solving equation (1). This result proves the
reasoning behind the selection of a suitable function.
Say that the roots satisfying the quadratic equation are m1 and m2. Then, the solution (in
general form) of equation (1) has the form of:

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f 1 ( x ) = Ae m1x , f 2 ( x ) = Be m 2 x

or indeed f 3 ( x ) = Ae m1x + Be m 2 x

(by making use of the property mentioned in paragraph 2)

Equation (2) is called characteristic or auxiliary equation.
There is also an alternative case, where m can be a complex number. That is,
m = a ib, where i = 1

Then, the two solutions (m1 and m2) will have the form of:

f ( x ) = Ce (a +ib )x + De (a ib )x = e ax Ce ibx + De ibx

Despite the complicated nature of this equation, things can be improved by making use of
Eulers formula:
e ix = cos(x ) i sin (x )
Blending the above ideas with some algebra will lead us to:
f ( x ) = e ax (M cos(x ) + N sin( x ) )
where M = C+D and N = i (C+D).

4.

Solution process, F(x) 0

This time, the RHS of equation (1) is not zero. Even if we substitute m1 and m2 in the
characteristic equation, then there some part of the solution missing, i.e. some extra
function to be found (remember that the solutions of DE are functions and not numbers!).
Since we are now approaching to the complete solution (i.e. the most general case of
equation (1)), some new terms are introduced for clarity:
m1x
m 2x
f{
( x ) = Ae
+ Be
{
1442
44
3+ X
particular

general
solution

complementary
function

int egral

(3)

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Also, the following abbreviations will be used:

CF: complementary function

PI: particular integral

In order to obtain function X, we follow a similar process as before, i.e. we select a

suitable function depending on the form of F, as is presented in the following. The

important thing here is not why we specifically select these functions but how they reflect
and satisfy our needs in the study of marine dynamics in general. This will be explained
in the following paragraph.
So, here is a list of options:
if

we select

(i) F(x) = k (i.e. constant)

g(x) = C

(ii) F(x) = kx

g(x) = Cx + D

(iii) F(x) = kx2

g(x) = Cx2 + Dx + E

(iv) F(x) = k sin(x) or k cos(x)

g(x) = C cos(x) + D sin(x)

Once the form of F is established, then we select the appropriate function from the right
column and successively calculate its 1st and 2nd derivatives. Substituting these results in
equation (1) will allow us to calculate the involved constants and therefore the exact form
of g(x).
Here is an example of the process: say that the equation has the form of
d 2 f (x)
df ( x )
5
+ 6f ( x ) = 2 sin(4 x )
2
dx
dx
CF is calculated by assuming two things: (i) the RHS is equal to zero and (ii) f(x) = Aemx.
These two will lead to m2 5m + 6 = 0 or (m 2)(m 3) = 0 and therefore: f(x) = Ae2x +
Be3x.
For PI we get the following: assume g(x) = C cos(4x) + D sin(4x). The 1st and 2nd
derivatives of g(x) will be:

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dg ( x )
= 4C sin(4 x ) + 4D cos(4 x )
dx
d 2 g( x )
= 16C cos(4 x ) 16D sin(4 x )
dx 2
Now, by substitution to the LHS of equation (1), we get the following:
16C cos(4x ) 16D sin(4 x ) + 20C sin(4x ) 20D cos(4 x )
+ 6C cos(4 x ) + 6D sin(4x ) = 2 sin(4x )
or (20C 10D )sin(4x ) (10C + 20D )cos(4 x ) = 2 sin(4 x )
20C 10D = 2

or
10C 20D = 0

therefore g( x ) =

C = 2
25

1
D
=

25

1
(2 cos(4x ) sin(4x ) )
25

Finally, the general solution will be:

f ( x ) = Ae 2 x + Be3 x +

1
(2 cos(4x ) sin(4x ) )
25

Calculation of constants A and B is based on the available information of the problem we

solve or the system we are modelling.

5.

Application in marine dynamics

Solution of equation (1) is a rather trivial topic for books of mathematics. For example,
reference [1] can provide a lot more information about it along with plethora of examples
and exercises. In the context of marine dynamics though the aim is not the equation itself
but rather what it represents.
Bearing in mind the importance of the time element in the study of dynamic systems, we
quite naturally set the variable x to be equal to t. In turn, the function f(x) transforms into
the function of displacement with respect to time, say q(t). That is, the 1st derivative of q
will be speed and 2nd derivative will be acceleration.

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The fact that the study of the dynamic behaviour of a body essentially addresses its
motion in space, which in turn is attributed to a set of forces acting on it directly
highlights the importance of Newtons 2nd law of motion: the sum of forces acting on the

system equals the product of its mass times its acceleration.

Realisation of the last statement makes us understand that equation (1) in the course of
studying the dynamic behaviour of floating bodies is essentially an equation of
equilibrium of forces.
So, here is how we utilise equation (1) in the study of dynamics:

Factor a is equal to the mass of the system

Factor b is related to the damping of the system

Factors c is related to the stiffness of the system

d 2 q( x)
dq( x )
&q& and
q& are the acceleration and velocity of the system
2
dx
dx
respectively provided of course that q is the displacement of the system.

F(t) is the external force acting on the system (usually called excitation
force, which in the general case is time-dependent)

Considering for example that F(t) = constant, this means that there is a constant force
acting on the system irrespective of time. On the other hand, by considering an excitation
force of the type 3sin(0.5t ) then we introduce a periodic force of magnitude 3 (units
of force), of circular frequency 0.5 and phase angle . Obviously, selecting of a different
function for the excitation of our system will create an equally different response of the
system. This way of thinking allows us to perceive mathematical modelling of a system
as a tool rather than some complicated mathematical process. All we need to know is how
to use this tool in order to extract the results we need.
Concluding this small introduction, it is necessary to mention that far more details
regarding the models described above can be found in numerous books like [2] and [3]
which are included here for reference and are strongly recommended for further study.

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6.

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References

[1]. Engineering Mathematics, K. A. Stroud (with additions by D. J. Booth), 5th edition,

2001
[2]. Vibrations and Waves, A. P. French, 1971
[3]. Theory of vibration with applications, W. T. Thomson, 4th edition, 1993