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
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
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. .
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
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)
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
====
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
,γ
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−≤
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
+≅⎟⎟⎠
⎞⎜⎜⎝
⎛−≅⎟⎟
⎠
⎞⎜⎜⎝
⎛−===
−−
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
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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
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..
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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
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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
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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.