‘r9n016 > ‘Collapse mena 1 Analytic Geometry “4 12 Instantancous Rate of |Change: The Derivative 3 Rules for Finding Derivatives « “« 4 Transcendental Functions « 5 Curve Sketching “« 7 Integration 8 Techniques of Integration 9 Applications of Integration 10 Polar Coordinates, Parametric Equations I Sequences and Series 12 Three Dimensions aan 13 Vector Functions 14 Partial Differentiation 15 Maltipte Integration 16 Vector Calculus banana 17 Differential Equations 1 First Order Differential [Equations 2. First Order Homogeneous Linear Equations 3. First Order Linear Equations 4. Approximation 5, Second Order Homogencous {Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, hake wo 18 Useful formulas 3 {175 Second Order Homageneous Equstions Home » Differential Equations » Second Order Homogeneous Equations each tw book) = 17.5 Second Order Homogeneous Equations I) [Jump to exer ‘A second order differential equation is one containing the second derivative. These are in ‘general quite complicated, but one fairly simple type is useful: the second order linear ‘equation with constant coefficients. Example 17: , y(0) = 5, 9 (0) ‘We make an inspired guess: might there be a solution of the form e'*? This seems at least plausible, since in this case jj, , and yall involve e”*. 1. Consider the intial value problem ij ~ y ~ 2y = Ifsuch a function is a solution then Pett — ret de"! = 0 e(r? —r—2)=0 (P-r-2)=0 (r= 2)(r +1) = 0, so ris 2 or —1. Not only are f = e* and g = e~' also, for any constants A and B: solutions, but notice that y= Af + Bg is (Af + Bg)" ~ (Af + Bg)! ~ 2(Af + Bg) = Af" + Bg" ~ Af’ ~ Bg! ~ 2Af — 2Bg = A(f" — f' ~2f) + Bg" — 9' ~ 29) = A(0) + B(O) ‘Can we find A and B so that this isa solution tothe initial value problem? Let's substitute: 5 = y(0) = Af(0) + Bg(0) = Ae? + Be? = A+B and (0) = As'(0) + Bg'(0) Ade’ + B(-1)e” 2A~ B. So we need to find A and B that make both 5 = A+ B and 0 — 2A — B true. This is a simple set of simultaneous equations: solve B = 2, substitute to get 5 = A+ 2A = 34, ‘Then A = 5/3 and B = 10/3, and the desired solution is (5/3)e* + (10/3)e~*. You now see why the initial condition in this case included both y(0) and (0): we needed two ‘equations in the two unknowns A and B You should of course wonder whether there might be other solutions; the answer is no. We will not prove this, but here is the theorem that tells us what we need to know: ‘Theorem 17.5.2 Given the differential equation aij + by + cy =0, a #0, consider the quadratic polynomial ax? + bx + ¢, called the characteristic polynomial, Using the ipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 05 hil us‘r9n016 ‘Collapse mena 1 Analytic Geometry 3 12 Instantancous Rate of |Change: The Derivative 3 Rules for Finding 3 Derivatives “« 4 Transcendental Functions « 5 Curve Sketching “« 7 Integration 8 Techniques of Integration 9 Applications of Integration 10 Polar Coordinates, Parametric Equations 1 Sequences and Series 12 Three Dimensions aan 13 Vector Functions 14 Partial Differentiation 15 Maltipte Integration 16 Vector Calculus banana 17 Differential Equations 1 First Order Differential [Equations 2. First Order Homogeneous Linear Equations 3. First Order Linear Equations 4. Approximation 5, Second Order Homogencous {Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, hake wo 18 Useful formulas 3 47 Second Order Homogeneous Equiers quadratic formula, this polynomial always has one or two roots, call them r and s, di general solution of the differential equation is: =» 1" + Be", ifthe roots rand s are real numbers and # s @y= (b) y= Ae* + Bte*, ifr = s is real. (y= Acos(ft)e"* + Bsin(St)e, if the roots r and s are complex numbers a+ i and a ~ Bi. Example 17.5.3 Suppose a mass m is hung on a spring with spring constant k. Ifthe spring is compressed or stretched and then released, the mass will oscillate up and down, Because of {iction, the oscillation will be damped: eventually the motion will cease. The damping will depend on the amount of friction; for example, if the system is suspended in oil the motion ‘will cease sooner than if the system isin air. Using some simple physics, it isnot hard to see that the position of the mass is described by this differential equation: mij + by + ky = 0. Using m = 1, 6 = 4, and & = 5 we find the motion of the mass. The characteristic polynomial is 2? + 42 + 5 with roots (~4 + yT6—20)/2 ~ 2+ #. Thus the general solution is y= Acos(t)e ® + Bsin(t)e *. Suppose we know that y(0) = 1 and {4(0) = 2. Then as before we form two simultaneous equations: from y(0) = 1 we get 1 = Acos(0)e? + Bsin(0)e? = |. For the second we compute J = -2Ae* cos(t) + Ae™ sin(t)) — 2Be™ sin(t) + Be™™ cos(t), and then 2 = —2Ae” cos(0) — Ae® sin(0) — 2Be" sin(0) + Be® cos(0) = —2A + B. So we get A= 1, B= 4, andy = cos(t)e ™ + 4sin(t)e ™ Here is a useful trick that makes this easier to understand: We have y= (cost + 4sint)e™*. The expression cost + 4 sin is a bit reminiscent of the = cos(a) cos(8) + sin(a) sin(8) with « = #. Let's trigonometric formula cos(a — 8) revit ita bit as 1 4 vit ae ora sot) Note that (1/17)? + (4//T7)? — 1, which means that there is an angle 6 with 1/YT7 and sin 8 = 4/,/TT (of course, 8 may not be a "nice" angle). Then cos 6 cost +dsint = TT (cos eos 8 + sin Asin) = yTTeos(t — 8) ‘Thus, the solution may also be written y = /TTe * cos(t — 8). This is a cosine curve that has been shifted 8 to the right; the yT7e"** has the effect of diminishing the amplitude of the cosine as t increases; see figure 17.5.1. The oscillation is damped very quickly, so in the first graph itis not clear that this is an oscillation, The second graph shows a restricted range fort ipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 05 hil 8‘r9n016 ‘Collapse mena 1 Analytic Geometry 3 12 Instantancous Rate of |Change: The Derivative 3 Rules for Finding 3 Derivatives 4 Transcendental Functions | 5 Curve Sketching 3 7 Integration 8 Techniques of Integration 9 Applications of Integration 10 Polar Coordinates, Parametric Equations 1 Sequences and Series 12 Three Dimensions aan 13 Vector Functions 14 Partial Differentiation 15 Maltipte Integration 16 Vector Calculus banana 17 Differential Equations 1 First Order Differential [Equations 2. First Order Homogeneous Linear Equations 3. First Order Linear Equations 4. Approximation 5, Second Order Homogencous {Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, hake wo 18 Useful formulas 3 47 Second Order Homogeneous Equiers Other physical systems that oscillate can also be described by such differential equations, Some electric circuits, for example, generate oscillating current. > 0.0¥ Figure 17.5.1. Graph of a damped oscillation. Example 17.5.4 Find the solution to the intial value problem j — 49 + 4y = 0, y(0) = 90) = 1. The characteristic polynomial is 2? — 4x + 4 = (x — 2)?, so there is one root, r= 2, and the general solution is Ae™ + Bte™. Substituting t = 0 we get -3 = A+0= A. The first derivative is 24e* + 2Bte™ + Be™ substituting t = 0 gives 1=2A+0+ B= 2A + B= 2(-3) + B= ~6 + B, so BT. The solution is —3e% + 7te* Exercises 17.5 Ex 17.5.1 Verify that the function in part (a) of theorem 17.5.2 is @ solution to the differential equation aij + by + cy = 0. Ex 17.5.2 Verify that the function in part (b) of theorem 17.5.2 is a solution to the differential equation aij + by + ey = 0. Ex 1783 Verify equation aij + by + cy = 0. tthe function in part (c) of theorem 17.5.2 is solution to the differential Ex 17.5.4 Solve the initial value problem § ~ wy = 0, y(0) = 1, 9(0) = 1, assuming wo #0. answer) Ex 17.5.5 Solve the initial value problem 2 + 18y = 0, y(0) = . §(0) = 15. (answer) Ex 175.6 Solve the intial value problem jj + 6 + 5y = 0, y(0) = 1, H(0 0. (answer) Ex 17.5.7 Solve the initial value problem jj — — 12y = 0, y(0) = 0, 9(0) = 14. (answer) Ex 175.8 Solve the initial value problem jj + 129 + 36y = (answer) ), (0) = 5, y(0) = —10. ipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 05 hil aa‘r9n016 ‘Collapse mena 1 Analytic Geometry 3 12 Instantancous Rate of |Change: The Derivative 3 Rules for Finding 3 Derivatives “« 4 Transcendental Functions « 5 Curve Sketching “« 7 Integration 8 Techniques of Integration 9 Applications of Integration 10 Polar Coordinates, Parametric Equations I Sequences and Series 12 Three Dimensions aan 13 Vector Functions 14 Partial Differentiation 15 Maltipte Integration 16 Vector Calculus banana 17 Differential Equations 1 First Order Differential [Equations 2. First Order Homogeneous Linear Equations 3. First Order Linear Equations 4. Approximation 5, Second Order Homogencous {Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, hake wo 18 Useful formulas 3 47 Second Order Homogeneous Equiers Ex 17.59 Solve the initial value problem j — 84 + 16y = 0, y(0) (answer) Ex 175.10 Solve the initial value problem ij + 5y = 0, y(0) = —2, 4(0) = 5. (answer) Ex 17.5.11 Solve the initial value problem § + y = 0, y(x/4) = 0, 9 (n/4) = 2. (answer) Ex 17.5.12 Solve the initial value problem y + 129 + 37y = 0, y(0) = 4, (0) = 0. (answer) Ex 17.5.13 Solve the initial value problem jj + 6% + 18y = (answer) , (0) = 0, 9(0) = 6. Ex 175.14 Solve the initial value problem ij + 4y = 0, y(0) = v3, 9(0) = 2. Put your answer in the form developed atthe end of exercise 17.5.3. (answer) Ex 175.15 Solve the initial value problem j + 100y = 0, y(0) = 5, 9(0) = 50. Put your answer in the form developed at the end of exercise 17.5.3. (answer) Ex 175.16 Solve the initial value problem jj + 49 + 13y = 0, y(0) = 1, (0) = 1. Put ‘your answer in the form developed at the end of exercise 17.5.3. (answer) Ex 175.17 Solve the initial value problem i — 89 + 25y = 0, y(0) = 3, 4(0) = 0. Put your answer in the form developed at the end of exercise 17.5.3. (answer) Ex 17.5.18 A mass-spring system my + by + ka has k = 29,6 = 0 the position is y(0) = 2 and the velocity is (0) = 1. Find y(t). (nswen j,and m = 1, Attime Ex 175.19 A mass-spring system mj + by + kx has k = 24, = 12, and m = 3. Attime +t = 0 the position is y(0) = 0 and the velocity is (0) = —1. Find y(t). (answer) Ex 17.5.20 Consider the differential equation aij + by = 0, with a and b both non-zero, Find the general solution by the method of this seetion, Now let g =; the equation may be written as ag + bg = 0, a first order linear homogeneous equation. Solve this for g, then use to find y. Ex 175.21 Suppose that y(t) is a solution to aij + 6g + ey = 0, y(to) = 0, (to) =O. ‘Show that y(t) = 0. ipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 05 hil a8