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You are on page 1of 35

7. Solving differential

equations I

Nov. 2, 2015

Contents

Introduction to differential equations

Symbolic solutions to ordinary differenti

al equations

Applications of ODEs: analysis of damped

and undamped free oscillations

Differential equations are equations involving derivatives of a function.

1. Ordinary differential equation

When the dependent variable is a function of a single independent variable,

the differential equation is said to be an ordinary differential equation (ODE).

q = -k(dT/dx)

2. Partial differential equation

If the dependent variable is a function of more than one variable, a

differential equation involving derivatives of this dependent variable is said to

be a partial differential equation (PDE).

2/x2+2/y2 + /x= 0.

3. Order and degree of an differential equation

The order of a differential equation is the order of the highest-order

derivative involved in the

equation. Thus, the ODE

q = -k(dT/dx)

is a first-order equation,

The degree of a differential equation is the highest power to which the

highest-order derivative

is raised. Therefore, the equation

(d3y/dt3)2+(d2y/dx2)5-xy = ex,

is a third order, second-degree ODE, while the equation

y/t = c(y/x),

is a first-order, first-degree PDE.

4. Linear and non-linear equations

An equation in which the dependent variable and all its pertinent derivatives

are of the first

degree is referred to as a linear differential equation. Otherwise, the equation

is said to be

non-linear. Examples of linear differential equations are:

d2x/dt2+ (dx/dt) + 0x = Asin(ft),

and

C/t + u(C/x) = D(2C/x2).

5. Constant or variable coefficients

The following equation:

d3y/dt3+(d2y/dx2)2-5y = ex,

where all the coefficients accompanying the dependent variable and its

derivative are constant, would be classified as a third order, linear ODE with

constant coefficients. Instead, the equation

2C/t2 u(x,t)(C/x) = 0,

would be classified as a second-order, linear PDE with variable coefficients.

6. Homogeneous and non-homogeneous equations

Typically, differential equations are arranged so that all the terms involving

the dependent

variable are placed on the left-hand side of the equation leaving only

constant terms or terms

involving the independent variable(s) only in the right-hand side. When

arranged in this

fashion, a differential equation that has a zero right-hand side is referred to

On the other hand, if the right-hand side of the equation, after placing the

terms involving the

dependent variable and its derivatives on the left-hand side, is non-zero, the

equation is said

to be non-homogeneous. Non-homogeneous versions of the last two

equations are:

d2x/dt2+ (dx/dt) + ox = Aoe-t/,

and

(x-1)(dy/dx) + 2xy = x2-2x.

7. Solutions

A solution to a differential equation is a function of the independent

variable(s) that, when

replaced in the equation, produces an expression that can be reduced,

through algebraic

manipulation, to the form 0 = 0. For example, the function

y = sin x,

8. General and particular solutions

A general solution is one involving integration constants so that any choice of

those constants represents a solution to the differential equation. For

example, the function

x = Ce-t,

is a general solution to the equation

dx/dt + x = 0,

because, substituting Ce-t for x in the equation produces

- Ce-t+ Ce-t= 0.

A particular solution is a solution corresponding to a specific value of the

integration

constants. For example, the function

y = x2/2

is a particular solution to the equation,

dy/dx x = 0.

A general solution for this equation would be

y = x2/2 + C,

where C is an arbitrary integration constant.

Given the solution of the homogeneous equation, yh(x), the solution of the

corresponding nonhomogeneous equation, y(x), can be written as

9. Verifying solutions using SCILAB

Since SCILAB is not a symbolic environment, it is not suitable for the

verification of solutions other than polynomial solutions SCILAB provides

function derivat to calculate derivatives of polynomials. If we have a function

that can be expressed as a polynomial, we can use function derivat to check

if that function satisfies a particular differential equation as illustrated in the

example below:

Check that the function y(x) = x3-2x+4 is a solution to the differential

equation, d2y/dx2- 6x = 0

using SCILAB:

10. Initial conditions and boundary conditions

To determine the specific value of the constant(s) of integration, we need to

provide values of the solution, or of one or more of its derivatives, at specific

points. These values are referred to as the conditions of the solution. For

example, we could specify that the solution to the equation.

d2y/dt2+y = 0,

must satisfy the conditions

y(0) = -5,

and

dy/dt = -1 at t = 5.

Initial conditions are provided at a single value of the independent variable so

that after

evaluating those conditions at that point all the integration constants are

uniquely specified.

In general, first order differential equations include one integration constant,

requiring only

one condition to be evaluated to uniquely determine the solution. Thus, this

type of equations

Boundary conditions, on the other hand, are provided at more than one value

of the independent variable(s). The term boundary conditions is used

because the function is

evaluated at the boundaries of the solution domain in order to specify the

solution.

An example of initial conditions used in a solution will be to solve the

equation

d2u/dt2+ 2(du/dt) = 0,

given

u(0) = 1, du/dt|t=0= -1.

An example of boundary conditions used in a solution will be to solve the

equation

d2y/dx2+y = Asinx,

using

y(0) = A/2, and y(1) = -A/2.

In general, the solution of a n-th order ODE requires n conditions.

al equations

By symbolic solutions we understand those solutions that can be expressed

as a closed-form function of the independent variable.

1. Solution techniques for first-order, linear ODEs with constant coefficients

A first order equation is an equation of the form

a(dy/dx)n+ bym= f(x),

where a, b, n and m are, in general, real numbers. Some specific techniques

for linear

equations, i.e., when n = m = 1, follow. This catalog of solutions for linear

ODEs is intended as

a review of the techniques.

Equations of the form: dy/dx = f(x)

An equation of the form dy/dx = f(x) can be re-written as

dy= f(x)dx,

and a general solution found by direct integration,

al equations

dy = f(x)dx,

or

y = f(x)dx+C.

If an initial condition y(xo) = yo, is given, then the integration can be

calculated as

or

function intpoly to produce the indefinite integral. Consider the example in

which dy/dx = f(x) = 3x3+ x + 2.

The solution, with the help of SCILAB, is calculated as:

al equations

al equations

y(x) = 2x+0.5*x2+0.75*x4+ C

al equations

2. Solutions of homogeneous linear equations of any order with constant

coefficients

Consider the linear, constant-coefficient, homogeneous ODE of order n:

where the coefficients b0, b1, , bn-1, are constant. We can use the operator

D(k)= d (k) /dx(k)

to re-write the equation as

Treating the operators D(k), (k = n, n-1, , 1), as algebraic terms, the

equation is re-written as

The idea is that the linear combination of the operators, shown above in

square brackets, is

applied to the function y(x), in a similar manner as algebraic terms would be

multiplied to it.

al equations

Suppose that the characteristic equation has n independent roots, then the

general solution of

the linear, constant-coefficient, homogeneous ODE of order n given earlier is

If out of the n roots there is one that has multiplicity m, then the m terms

corresponding to

this root in the solution, will be

Example 1 Determine the general solution to the homogeneous equation

al equations

The characteristic equation corresponding to this ODE is

To obtain solutions to this equation in SCILAB use:

undamped free oscillations

Consider the mass-spring system shown in the figure below. The mass is

removed from its equilibrium position (x = 0) and released at a position x =

x0 at t=0. At the moment of its release the body was moving with a speed v

= vo. The diagram shows the body of mass m being acted upon by the

restoring force of the spring, Fs = - kx, and by a viscous damping force, Fv = v = -(dx/dt).

undamped free oscillations

Newtons second law, when applied in the x-direction to the mass m is written

as:

which results in the second-order, linear, ordinary differential equation:

Undamped motion

Let us first consider the case in which the motion is undamped, i.e., = 0.

The equation in

this case reduces to

with solutions,

undamped free oscillations

lternatively, by taking

The quantity

is known as the natural angular frequency of the harmonic motion that

results when no viscous

damping is present.

undamped free oscillations

Damped motion

If damping occurs (0), the characteristic equation becomes

where

The nature of the solution will depend on the relative size of the coefficients

and o, as

follows:

undamped free oscillations

The solution to the ODE, therefore, is written as

The parameter

represents the corresponding angular phase. A0 is the amplitude of the

oscillation at t = 0. If we define a variable amplitude,

then the solution to the ODE, also known as the signal, can be written as

Please notice that this solution is very similar to the case of an undamped

oscillation, except for the fact that in a damped oscillation the amplitude

decreases with time. The amplitude decreases, or decays, with time because

the parameter = /(2m)is positive. Therefore, the function exp(-t) decreases

with time.

undamped free oscillations

If = o, then the characteristic equation produces the solution = -, with

multiplicity 2, in which case the solution becomes

This solution represents a linear function of t subjected to a decay factor,

exp(-t).

If > o, then (2-o2) = K is real, and K < ,the solutions of the

characteristic equation become

both negative. Therefore, the resulting signal can be written as:

Notice that the last two cases, namely, = o and > o, produce signals

that decay with time. These cases correspond to harmonic motions that are

said to be over-damped, i.e., the viscous damping is large enough to quickly

damp out any oscillation after the body of mass m is released.

undamped free oscillations

The expression for the position of a damped oscillatory motion is given by

Given the initial conditions x(t0) = x0 and v(t0) = v0, we can form a system of

two non-linear

equations in the unknowns A0 and 1, namely,

With appropriate values of the parameters , I, t0, x0, and v0, we can use

SCILAB function

fsolve to obtain the values of A0 and 1.

he expression for the acceleration

undamped free oscillations

Plot position, velocity, and acceleration corresponding to the following

parameters: m = 1 kg, = 0.1Ns/m, k = 0.5 N/m. To determine the

constants Ao and 1, use initial conditions, x0= 1.5 m, and v0= -5.0 m/s.

With these values,

To solve for the constants Ao and 1 with SCILAB, we first define the set of

non-linear equations to be solved. In the function thus defined A 0 is

represented by s(1) and 1 is represented by s(2):

undamped free oscillations

Next, we enter the known values, and select a first guess for the solution s0:

undamped free oscillations

Thus, A0= 7.1221364and 1= 1.3591997, and the position x(t) is given by

Expressions for the position x(t), velocity v(t), and acceleration a(t) for this

motion can be

entered into SCILAB by defining the following functions:

undamped free oscillations

To plot the signals x(t), v(t), and a(t) in the t-interval (0,30) use the following

SCILAB commands:

amplitudes decay with time as expected.

undamped free oscillations

undamped free oscillations

A phase portrait for oscillatory, or any kind of, motion is a plot involving the

dependent variable and one of its derivatives, or two derivatives of the

dependent variable. For example, a plot of velocity, v(t), versus position, x(t),

represents a phase portrait. Other phase portraits would be a(t) vs. x(t), and

a(t) vs. v(t).

Example.

Plot the time-dependent plots and phase portraits for the signal obtained in

Example in the previous section.

To plot these phase portraits we generate data on position, velocity, and

acceleration as function of time t in the interval [0,90], as follows:

undamped free oscillations

undamped free oscillations

undamped free oscillations

HW-8

Due: 9am, Nov 9, 2015

Late policy: 10% off per day

To be submitted online to Canvas:

Save all your codes (*.sci files) into one folder to submit;

Do use // to add comments clearly which question you

are referring to, when we execute your codes, answers

shall be shown on the screen.

34

Exercise

1. Determine the general solution to the following linear ordinary differential

equations using

the corresponding characteristic equation:

mechanical

oscillator for the following parameters:

Plot v-vs-x, a-vs-x, and a-vs-v phase portraits of the motions described above

problem.

Note:

Record your intermediate results using Print Screen

Save your results and submit them through your usual way.

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