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1 DE-2013 Dr. M. Sakalli Ch 3.7: Variation of Parameters, with an example g(t) is a quotient of sin t or cos t, not a sum of or product of such. So cannot use method of undetermined coefficients, here the solution to the homogeneous equation is oscillatory. y'(t)=0. General Mtd. Introducing u(t) into the solution, y(t)=u1(t) cos(t)+u2(t) sin(t), substitute supposed sol and its derivates. Using hmg solutions.. t c t c t y y w y t t y y C n 2 sin 2 cos ) ( 0 ) sin( / 3 csc 3 4 2 1 2 + = = + = = + t t u t t u t t u t t u t y 2 cos ) ( 2 2 sin ) ( 2 sin ) ( 2 2 cos ) ( ) ( 2 2 1 1 + + = 0 2 sin ) ( 2 cos ) ( 2 1 = + t t u t t u t t u t t u t y 2 cos ) ( 2 2 sin ) ( 2 ) ( 2 1 + = t t u t t u t t u t t u t y 2 sin ) ( 4 2 cos ) ( 2 2 cos ) ( 4 2 sin ) ( 2 ) ( 2 2 1 1 + = 0 2 sin ) ( 2 cos ) ( csc 3 2 cos ) ( 2 2 sin ) ( 2 2 1 2 1 = + = + t t u t t u t t t u t t u
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Page 1: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

1

DE-2013

Dr. M. Sakalli

Ch 3.7: Variation of Parameters, with an example g(t) is a quotient of sint or cost, not a sum of or product of such. So cannot use method of undetermined coefficients, here the solution to the homogeneous equation is oscillatory. y'(t)=0. General Mtd.

Introducing u(t) into the solution, y(t)=u1(t) cos(t)+u2(t) sin(t), substitute supposed sol and its derivates. Using hmg solutions..

tctctyywy

ttyy

C

n

2sin2cos)(0

)sin(/3csc34

21

2

+==+′′

==+′′

ttuttuttuttuty 2cos)(22sin)(2sin)(22cos)()( 2211 +′+−′=′

02sin)(2cos)( 21 =′+′ ttuttuttuttuty 2cos)(22sin)(2)( 21 +−=′

ttuttuttuttuty 2sin)(42cos)(22cos)(42sin)(2)( 2211 −′+−′−=′′

02sin)(2cos)(csc32cos)(22sin)(2

21

21

=′+′=′+′−

ttuttutttuttu

Page 2: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

2

02sin)(2cos)(csc32cos)(22sin)(2

21

21

=′+′=′+′−

ttuttutttuttu

tttt

t

tt

tttt

ttttu

sin3csc23

sin2sin2

sin213

sin2sin213

cossin2sin21cos3

2sin2coscos3)(

2

22

2

−=⎥⎦

⎤⎢⎣

⎡−=

⎥⎦

⎤⎢⎣

⎡ −=⎥

⎤⎢⎣

⎡ −=⎥⎦

⎤⎢⎣⎡=′

( ) ( )[ ] ttut

tttttu

tttutu

cos3)(,sin

cossin232cos2sin)(2

,2sin2cos)()(

122

1

12

−=′⎥⎦⎤

⎢⎣⎡=+′−

′−=′

222

111

cos3cotcscln23sin3csc

23)()(

sin3cos3)()(

ctttdtttdttutu

cttdtdttutu

++−=⎟⎠⎞

⎜⎝⎛ −=′=

+−=−=′=

∫∫

∫∫

SummarySuppose y1, y2 are fundamental solutions to the homogeneous and the coefficient on y'' is 1. Using the Wronskian to find u1 and u2, and integrate the results.

Theorem 3.7.1 DE of (1), and its hmg form (2), if the functions p, q and g are continuous on an open [I], and if y1 and y2 are fundamental solutions to Eq. (2), then a particular solution of Eq. (1) is (3) and the general solution is (4).

)()()()()(0)()()()(

2211

2211

tgtytutytutytutytu=′′+′′=′+′

)()()()()()()()(

2211 tytutytutytgytqytpy

+==+′+′′

( ) ( ) )(,)()()(,

)(,)()()(

21

12

21

21 tyyW

tgtytutyyW

tgtytu =′−=′

( ) ( ) )3()(,

)()()()(,

)()()()(21

12

21

21 ∫∫ +−= dt

tyyWtgtytydt

tyyWtgtytytY

)4()()()()( 2211 tYtyctycty ++=

)2(0)()()1()()()(

=+′+′′=+′+′′

ytqytpytgytqytpy

Page 3: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

3

y''-4y'+4y=e2x/xy''+2y'+4y=e-x ln(x), x>0py''+qy'+ry=g(x)c1y1+c2y2=y_c, complementaryv1(t)y1+v(2)y2=y_p, particular. (v'y+vy')_1+(v'y+vy')_2=y'_pIf set (v'y)_1+(v'y)_2=0 (1 assumption)(vy')_1+(vy')_2=y'_p(v'y'+vy'')_1+(v'y'+vy'')_2=y''_pp{(v'y'+vy'')1+(v'y'+vy'')2}+q{(vy')1+(vy')2}+r{(vy)1+(vy)2}=y'_pp{(v'y')1+(v'y')2}+v1{py''+qy'+ry}1+v2{py''+qy'+ry}1=g(x),{(v'y')1+(v'y')2}=g(x)/(p(x) (2)

)()()()()(0)()()()(

2211

2211

tgtytutytutytutytu=′′+′′=′+′

Practice second matlab code with this notes to make sense out of it. .

Page 4: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

4

Ch 3.8: Behavior of vibrating systems. Unforced and forced cases.

tFtuktutum ωγ cos)()()( 0=+′+′′

00 )0(,)0(

)()(1)()(

IIII

tEtIC

tIrtIL

′=′=

′=+′+′′

Suppose a mass m hangs from vertical spring of original length l. The mass elongation L of the spring due to the FG. FG = mg pulling downward. FS of spring stiffness pulls mass up. For small elongations L and F are proportional. Fs = kL (Hooke’s Law). In equilibrium, the forces balancing each other: mg = kLu(t) is the displacement of m from the equilibrium position at time t. f is the net force acting on mass. Newton’s 2nd Law:

)()( tftum =′′

Spring – Mass System

Page 5: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

5

Newton’s Law: f = Superposition of the acting forces:

Weight: w = mg (downward force)Spring force: Fs = - k(L+ u) (up or down)Damping force: Fd(t) = - γ u′(t) (up or down)External force: F (t) (up or down force)

where the parameters m, γ, and k are the positive constants and initial values to be considered u(0)=u0, u'(0)=v0.

Spring Model

where the parameters m, γ, and k are the positive constants and initial values to be considered u(0)=u0, u'(0)=v0.mu"(t) = mf(t)mu"(t) = mg + Fs(t) + Fd(t) + F(t)

= mg - k(L+ u) - γ u′(t) + F(t) mu"(t) + γ u′(t) + ku = -kL + mg + F(t)mg = kL, !!

mu"(t) + γ u′(t) + ku = -kL + mg + F(t)

Page 6: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

6

w = 4 lb. m = w/g, g=32 ft/sec2, stretches a spring 2" =(1/6)ft -k (1/6) = -4 lb. in a medium that exerts a viscous resistance of 6 lb, and velocity is 3 ft/sec. γ u′(t) = γ 3 = 6 lb γ =2 lb sec/ft.

0)0(,21)0(,0)(192)(16)( =′==+′+′′ uutututu

Damping

Complex case: Unforced and Undamped Free VibrationsSuppose no external driving force and no damping, F(t) = 0 and γ = 0, then the general solution mu"(t) + ku(t) = 0 is u(t) = Acos(ω0t) + Bsin(ω0t) where ω is angular frq and eql to sqrt(k/m). mu"(t) + ω2u(t) = 0

The solution is a shifted cosine (or sine) curve, that describes simple harmonic motion, with period

The circular frequency ω0 (radians/time) is natural frequency of the vibration. R is the amplitude of max displacement of mass from equilibrium.δ is the phase (dimensionless).

( ),sinsincoscos)(

cos)(sincos)(

00

000

tRtRtutRtutBtAtu

ωδωδδωωω

+=−=⇔+=

ABBAR

RBRA

=+=

==

δ

δδ

tan,

sin,cos

22

LCkm

fT ππ

ωπ 2221

0

====

Page 7: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

7

Example Exam question

The natural frequency and the period and its amplitude and the phase δ…

tttu 38sin38

138cos61)( −=

1)0(,6/1)0(,0)(192)( −=′==+′′ uututu

rad/sec 856.1338192/0 ≅=== mkω

sec 45345.0/2 0 ≅= ωπT

ft 18162.022 ≅+= BAR

ABRBRA /tan,sin,cos === δδδ

( )409.038cos182.0)( += ttu

rad 40864.04

3tan4

3tantan 1 −≅⎟⎟⎠

⎞⎜⎜⎝

⎛ −=⇒

−=⇒= −δδδ

AB

Skip: Damped Free Vibrations effect of damping coefficient γThe characteristic equation is

Three cases for the solution (Fig for the complex case)⎥⎦

⎤⎢⎣

⎡−±−=

−±−= 2

2

21411

224

γγγ mkmm

mkrr

( )

( )

.0)(limcases, allIn :Note

.02

4,sincos)(:04

;02/where,)(:04;0,0where,)(:04

22/2

2/221

2 21

=

>−

=+=<−

>+==−

<<+=>−

∞→

tu m

mktBtAetumk

meBtAtumkrrBeAetumk

t

mt

mt

trtr

γµµµγ

γγ

γ

γ

γ

δδ sin,cos RBRA ==

( )δµγ −= − teRtu mt cos)( 2/

mteRtu 2/)( γ−≤

Page 8: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

8

Damped Free Vibrations effect of damping coefficient r resistance

The characteristic equation is

Three cases for the solution (Fig for the last case)

⎥⎦

⎤⎢⎣

⎡−±−=

−±−= 2

2

21411

22/4,

CrL

Lr

LCLrrrr

( )

( )

term.damping from expected as ,0)(limcases, threeallIn :Note

.02/4,sincos)(:0/4

;02/where,)(:0/4

;0,0where,)(:0/4

22/2

2/221

2 21

=

>−

=+=<−

>+==−

<<+=>−

∞→

tu L

rCLtBtAetuCLr

LreBtAtuCLr

rrBeAetuCLr

t

LtR

Lrt

trtr

µµµ

δδ sin,cos RBRA ==

( )δµγ −= − teRtu mt cos)( 2/

mteRtu 2/)( γ−≤

Frequency and period evaluations: Quasi Period

Compare µ with ω0 , the frequency of undamped motion:

Thus, small damping reduces oscillation frequency slightly. Similarly, quasi period is defined as Td = 2π/µ. Then

Thus, small damping increases quasi period.

kmkmmkkm

kmkmkm

mkmkm

mkmkm

81

81

6441

41

44

/44

/24

222

22

42

22

2

22

0

γγγγ

γγγγωµ

−=⎟⎟⎠

⎞⎜⎜⎝

⎛−=+−≅

−=−

=−

=−

=For small γ

γ 2/8km<<

For small γ

γ 2/8km<<

kmkmkmTTd

81

81

41

/2/2 2122/12

0

0

γγγµω

ωπµπ

+≅⎟⎟⎠

⎞⎜⎜⎝

⎛−≅⎟⎟

⎞⎜⎜⎝

⎛−===

−−

Page 9: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

9

Damped Free Vibrations: Neglecting Damping for Small γ 2/4km

Comparing damped and undamped frqcies and periods: r1, r2<0

The nature of the solution changes as γ passes through the value sqrt(4km). γ 2 = 4km (2) critical damping. rd, blckγ 2 > 4km (1) overdamped, rdγ 2 < 4km underdamping, ble

2/122/12

0 41,

41

⎟⎟⎠

⎞⎜⎜⎝

⎛−=⎟⎟

⎞⎜⎜⎝

⎛−=

kmTT

kmd γγ

ωµ ∞==

→→dkmkm

T22

lim and 0limγγ

µ

( )( ) )3(0,sincos)(:04

)2( 02/,)(:04

)1(0,0,)(:04

2/2

2/221

2 21

>+=<−

>+==−

<<+=>−

µµµγ

γγ

γ

γ

γ

tBtAetumkmeBtAtumk

rrBeAetumk

mt

mt

trtr

Ch 3.9: Forced Vibrations: External forcing funcionF(t)=F0cosωt. With Damping The general solution = the homogeneous equation + the particular solution of the nonhomogeneous equation is

The roots r1 and r2 of the characteristic equation of homogeneous DE, for u1 and u2:

Since m, γ, and k are are all positive constants, it follows that r1 and r2 are either real and negative, or complex conjugates with negative real roots r1 and r2 < 0.

while in the second case

Thus in either case,

( ) ( ) )()(sincos)()()( 2211 tUtutBtAtuctuctu C +=+++= ωω

mmk

rkrrmr2

40

22 −±−

=⇒=++γγ

γ

0)(lim =∞→

tuCt

( ) ,0lim)(lim 2121 =+=

∞→∞→

trtr

tCtecectu

( ) .0sincoslim)(lim 21 =+=∞→∞→

tectectu tt

tCtµµ λλ

Page 10: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

10

Transient and Steady-State Solutions

Thus uC(t) is called the transient solution. For this reason, U(t) is called the steady-state solution, or forced response.With increasing time, the energy put into system by initial displacement and velocity is dissipated through damping force. The motion then becomes the response U(t) of the system to the external force F0cosωt. Without damping, the effect of the initial conditions would persist for all time.

( ) ( )tBtAtU ωω sincos)( +=( ) 0)()(lim)(lim 2211 =+=∞→∞→

tuctuctutCt

( ) ( ),sincos)()()(cos)()()(

)()(

2211

0

444 3444 2144 344 21tUtu

tBtAtuctuctutFtkututum

C

ωωωγ

+++==+′+′′

Rewriting Forced Response and Amplitude Analysis of SS response

The driving frequency ω. For low-frequency excitation lim ω 0Recall (ω0)2 = k /m.

Note that F0 /k is the static displacement of the spring produced by force F0.

For high frequency excitationlim ω inf

( )δω −= tRtU cos)(( ) ( )tBtAtU ωω sincos)( +=

222220

2222220

2

220

222220

20

)(sin,

)()(cos

,)(

ωγωωωγδ

ωγωωωωδ

ωγωω

+−=

+−

−=

+−=

mmm

mFR mk /2

0 =ω

kF

mF

mFR 0

20

022222

02

0

00 )(limlim ==

+−=

→→ ωωγωωωω

0)(

limlim22222

02

0 =+−

=∞→∞→ ωγωωωω m

FR

Page 11: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

11

Maximum Amplitude of Forced Response

Thus

At an intermediate value of ω, the amplitude R may have a maximum value. To find this frequency ω, differentiate R and set the result equal to zero. Solving for ωmax, we obtain

where (ω0)2 = k /m. Note ωmax < ω0, and ωmax is close to ω0for small γ. The maximum value of R is

)4(1 20

0max

mkFRγγω −

=

0lim,lim 00==

∞→→RkFR

ωω

⎟⎟⎠

⎞⎜⎜⎝

⎛−=−=

mkm 21

2

2202

220

2max

γωγωω

Numerical approximation..

Page 12: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

12

Ch 2.7: Numerical Approximations of 1st ord DE, IVP: Euler’s Method

If f and ∂f /∂y are continuous, then this IVP has a unique solution y = φ(t) in some interval about t0.

When the DE is linear, separable or exact, solution is possible by analytic. However, the solutions for most DE cannot be found by analytical means.

Numerical Methods compute approximate values of the solution y = φ(t) at a selected set of t-values. Ideally, the approximate solution values will be accompanied by error bounds that ensure the level of accuracy.the tangent line method, which is also called Euler’s.

Euler’s Method: Tangent Line Approximationy = φ(t) at initial point t0. The solution passes through initial point (t0, y0) with slope f(t0,y0). good with an interval short enough.Thus if t1 is close enough to t0, we can approximate φ(t1) by

( )( )

( )nnnnn ttfyy

ttfyyttfyy

−⋅+=

−⋅+=−⋅+=

++ 11

12112

01001

M

K,2,1,0,1 =+=+ nhfyy nnn

Page 13: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

13

Example: Euler’s approximation Method

t Exact y Approx y Error % Rel Error0.00 0 0.00 0.00 0.000.10 0.97 0.98 -0.01 -1.030.20 1.92 1.94 -0.02 -1.040.30 2.85 2.88 -0.03 -1.050.40 3.77 3.8 -0.03 -0.80

( )( )( )( )( )( )( )( )( ) 80.3)1.0(88.22.08.988.2

88.2)1.0(94.12.08.994.194.1)1.0(98.2.08.998.

98.)1.0(8.90

334

223

112

001

≈−+=⋅+=≈−+=⋅+=

≈−+=⋅+==+=⋅+=

hfyyhfyyhfyyhfyy

0)0(,2.08.9 =−=′ yyy

( )

( )teyky

dty

dyyy

yyy

2.0149491)0(

2.049

492.00)0(,2.08.9

−−=⇒

−=⇒=

−=−

−−=′=−=′ 100 %Err Relative ×

−=

exact

approxexact

yyy

Example 2: h = 0.1, blue is approx( )( )( )( )

M

15.4)1.0()15.3)(2(3.0415.315.3)1.0()31.2)(2(2.0431.2

31.2)1.0()6.1)(2(1.046.16.1)1.0()1)(2(041

334

223

112

001

≈+−+=⋅+=≈+−+=⋅+=

=+−+=⋅+==+−+=⋅+=

hfyyhfyyhfyyhfyy

1)0(,24 =+−=′ yyty

tety 2

411

21

47

++−=t Exact y Approx y Error % Rel Error

0.00 1.00 1.00 0.00 0.000.10 1.66 1.60 0.06 3.550.20 2.45 2.31 0.14 5.810.30 3.41 3.15 0.26 7.590.40 4.57 4.15 0.42 9.140.50 5.98 5.34 0.63 10.580.60 7.68 6.76 0.92 11.960.70 9.75 8.45 1.30 13.310.80 12.27 10.47 1.80 14.640.90 15.34 12.89 2.45 15.961.00 19.07 15.78 3.29 17.27 t Exact y Approx y Error % Rel Error

0.00 1.00 1.00 0.00 0.001.00 19.07 15.78 3.29 17.272.00 149.39 104.68 44.72 29.933.00 1109.18 652.53 456.64 41.174.00 8197.88 4042.12 4155.76 50.69

Page 14: ch03 8 a - Marmara Üniversitesimimoza.marmara.edu.tr/~msakalli/DE255Fall2013/ch03_8_a.pdf8 Damped Free Vibrations effect of damping coefficient r resistance The characteristic equation

14

General Error Analysis Discussion

2/326)(1)0(,23

tt

t

eetyyyey

−−

−−==

=−+=′

φ4112471)0(,24

2tetyyyty++−=

=+−=′

Error Bounds and Numerical Methods

In using a numerical procedure, keep in mind the question of whether the results are accurate enough to be useful. Truncation (precision) and rounding errors (local)Approximation error, local but accumulates to global Taylor analysis.


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