Vous êtes sur la page 1sur 112

Maths Transform Methods

Topic 02 : ODEs
Lectures 1012 : Introduction to Ordinary Differential Equations (ODEs)
Dr Kieran Murphy
Department of Computing and Mathematics,
Waterford Institute of Technology.
(kmurphy@wit.ie)

Autumn Semester, 2014

Credits:
This module and these
notes were developed
by Dr Pardaig Kirwan
with only minor modifications on my part.

Outline
Types of ODEs
Solution of ODEs using integration
Application to electrical circuits

1 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Many models of engineering systems involve the rate of change of a quantity.

2 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Many models of engineering systems involve the rate of change of a quantity.


There is thus a need to incorporate derivatives into the mathematical model.

2 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Many models of engineering systems involve the rate of change of a quantity.


There is thus a need to incorporate derivatives into the mathematical model.
These mathematical models are examples of differential equations.

2 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Many models of engineering systems involve the rate of change of a quantity.


There is thus a need to incorporate derivatives into the mathematical model.
These mathematical models are examples of differential equations.
Accompanying the differential equation will be one or more conditions that let
us obtain a unique solution to a particular problem.

2 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Many models of engineering systems involve the rate of change of a quantity.


There is thus a need to incorporate derivatives into the mathematical model.
These mathematical models are examples of differential equations.
Accompanying the differential equation will be one or more conditions that let
us obtain a unique solution to a particular problem.
Often we solve the differential equation first to obtain a general solution; then
we apply the conditions to obtain the unique solution.

2 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Many models of engineering systems involve the rate of change of a quantity.


There is thus a need to incorporate derivatives into the mathematical model.
These mathematical models are examples of differential equations.
Accompanying the differential equation will be one or more conditions that let
us obtain a unique solution to a particular problem.
Often we solve the differential equation first to obtain a general solution; then
we apply the conditions to obtain the unique solution.
It is important to know which conditions must be specified in order to obtain a
unique solution.
2 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

When a hot liquid is placed in a cooler environment, experimental observation


shows that its temperature decreases to approximately that of its surroundings.
A typical graph of the temperature of the liquid plotted against time is shown
below.

Ts
.

t
3 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

After an initially rapid decrease the temperature changes progressively less rapidly
and eventually the curve appears to flatten out.

4 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

After an initially rapid decrease the temperature changes progressively less rapidly
and eventually the curve appears to flatten out.

Newtons law of cooling


The rate of cooling of liquid is proportional to the difference between its
temperature and the temperature of its environment (the ambient temperature).

4 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

After an initially rapid decrease the temperature changes progressively less rapidly
and eventually the curve appears to flatten out.

Newtons law of cooling


The rate of cooling of liquid is proportional to the difference between its
temperature and the temperature of its environment (the ambient temperature).
To convert this into mathematics, let
t be the time elapsed (in seconds, s),
T the temperature of the liquid ( C),and
T0 the temperature of the liquid at the start (t = 0).
The temperature of the surroundings is denoted by Ts .

4 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

After an initially rapid decrease the temperature changes progressively less rapidly
and eventually the curve appears to flatten out.

Newtons law of cooling


The rate of cooling of liquid is proportional to the difference between its
temperature and the temperature of its environment (the ambient temperature).
To convert this into mathematics, let
t be the time elapsed (in seconds, s),
T the temperature of the liquid ( C),and
T0 the temperature of the liquid at the start (t = 0).
The temperature of the surroundings is denoted by Ts .

Example
Write down the mathematical equation which is equivalent to Newtons law of
cooling and state the accompanying condition.
4 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

In the above example we call t the independent variable and T the dependent
variable.
Since the condition is given at t = 0 we refer to it as an initial condition.
The solution of the above differential equation which satisfies the initial
condition is T = Ts + (T0 Ts )ekt

Definition
A differential equation is a relationship between the value of a function y(t) and
the values of its derivatives, which is true for all valid values of t. y(t) is called a
solution of the differential equation.

5 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

In the above example we call t the independent variable and T the dependent
variable.
Since the condition is given at t = 0 we refer to it as an initial condition.
The solution of the above differential equation which satisfies the initial
condition is T = Ts + (T0 Ts )ekt

Definition
A differential equation is a relationship between the value of a function y(t) and
the values of its derivatives, which is true for all valid values of t. y(t) is called a
solution of the differential equation.

Example
Show that y = Ae2t satisfies the differential equation
dy
= 2t
dt
5 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
Show that y = (A + Bt)e2t is a solution of the differential equation
d2 y
dy
+ 4 + 4y = 0
dt2
dt

Example
Show that y = A sin(3t) + B cos(3t) is a solution of the differential equation
d2 y
+ 9y = 0
dt2

6 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
Show that y = (A + Bt)e2t is a solution of the differential equation
d2 y
dy
+ 4 + 4y = 0
dt2
dt

Example
Show that y = A sin(3t) + B cos(3t) is a solution of the differential equation
d2 y
+ 9y = 0
dt2

Example
Determine a differential equation satisfied by
6 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

We have seen that an expression including one arbitrary constant required one
differentiation to obtain a differential equation which eliminated the arbitrary
constant.

7 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

We have seen that an expression including one arbitrary constant required one
differentiation to obtain a differential equation which eliminated the arbitrary
constant.
Where two constants were present, two differentiations were required.

7 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

We have seen that an expression including one arbitrary constant required one
differentiation to obtain a differential equation which eliminated the arbitrary
constant.
Where two constants were present, two differentiations were required.
Is the converse true? For example,

7 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

We have seen that an expression including one arbitrary constant required one
differentiation to obtain a differential equation which eliminated the arbitrary
constant.
Where two constants were present, two differentiations were required.
Is the converse true? For example,
would a differential equation involving dy
as the only derivative have a general
dt
solution with one arbitrary constant and

7 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

We have seen that an expression including one arbitrary constant required one
differentiation to obtain a differential equation which eliminated the arbitrary
constant.
Where two constants were present, two differentiations were required.
Is the converse true? For example,
would a differential equation involving dy
as the only derivative have a general
dt
solution with one arbitrary constant and
2

would a differential equation which had ddt2y as the highest derivative produce a
general solution with two arbitrary constants?

7 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

We have seen that an expression including one arbitrary constant required one
differentiation to obtain a differential equation which eliminated the arbitrary
constant.
Where two constants were present, two differentiations were required.
Is the converse true? For example,
would a differential equation involving dy
as the only derivative have a general
dt
solution with one arbitrary constant and
2

would a differential equation which had ddt2y as the highest derivative produce a
general solution with two arbitrary constants?

The answer is, usually, yes.


7 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
Integrate twice the differential equation
d2 y
= 8(6t t2 )
dt2

8 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
Integrate twice the differential equation
d2 y
= 8(6t t2 )
dt2

To determine values for A and B we need two additional pieces of information.


This might take the form of the value of y or its derivative for given values of t.
This would yield a unique solution to the differential equation.

8 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
Integrate twice the differential equation
d2 y
= 8(6t t2 )
dt2

To determine values for A and B we need two additional pieces of information.


This might take the form of the value of y or its derivative for given values of t.
This would yield a unique solution to the differential equation.

Example
Determine the unique solution of the differential equation
dy
= 4t3
dt
which satisfies the condition y(1) = 12.
8 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

It is worth noting that different additional conditions give rise to different solutions
to a given differential equation.

9 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

It is worth noting that different additional conditions give rise to different solutions
to a given differential equation.

Example
Solve the differential equation

d2 y
= 4t subject to the conditions
dt2

(a) y(0) = 2 and y(1) = 6


dy
(b) y(0) = 2 and
= 3 at t = 0.
dt

9 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

When solving differential equations (either analytically or numerically) it is


important to be able to recognise the various kinds that can arise. We therefore need
to introduce some terminology which will help us to distinguish one kind of
differential equation from another.

10 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

When solving differential equations (either analytically or numerically) it is


important to be able to recognise the various kinds that can arise. We therefore need
to introduce some terminology which will help us to distinguish one kind of
differential equation from another.
An ordinary differential equation (ODE) is any relation between a function of
a single variable and its derivatives. (All differential equations studied in this
workbook are ordinary.)

10 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

When solving differential equations (either analytically or numerically) it is


important to be able to recognise the various kinds that can arise. We therefore need
to introduce some terminology which will help us to distinguish one kind of
differential equation from another.
An ordinary differential equation (ODE) is any relation between a function of
a single variable and its derivatives. (All differential equations studied in this
workbook are ordinary.)
The order of a differential equation is the order of the highest derivative in the
equation.

10 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

When solving differential equations (either analytically or numerically) it is


important to be able to recognise the various kinds that can arise. We therefore need
to introduce some terminology which will help us to distinguish one kind of
differential equation from another.
An ordinary differential equation (ODE) is any relation between a function of
a single variable and its derivatives. (All differential equations studied in this
workbook are ordinary.)
The order of a differential equation is the order of the highest derivative in the
equation.
A differential equation is linear if the dependent variable and its derivatives
occur to the first power only and if there are no products involving the
dependent variable or its derivatives.

10 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

When solving differential equations (either analytically or numerically) it is


important to be able to recognise the various kinds that can arise. We therefore need
to introduce some terminology which will help us to distinguish one kind of
differential equation from another.
An ordinary differential equation (ODE) is any relation between a function of
a single variable and its derivatives. (All differential equations studied in this
workbook are ordinary.)
The order of a differential equation is the order of the highest derivative in the
equation.
A differential equation is linear if the dependent variable and its derivatives
occur to the first power only and if there are no products involving the
dependent variable or its derivatives.
We will concern ourselves only with linear ordinary differential equations of order
at most 2.
10 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
Classify the differential equations, specifying the order and type (linear/non-linear).
(a)
(b)
(c)
(d)
(e)

d2 y dy

= t2
dt2
dt
 3
d2 y
dy
+ 3t
=
dt2
dt
dx
t = x2
dt
dy
+ cos(y) = 0
dt
dy
+ y2 = 4
dt

11 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

General electrical circuits involving inductors, capacitors and resistors can be


modelled by second order linear ordinary differential equations.

12 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

General electrical circuits involving inductors, capacitors and resistors can be


modelled by second order linear ordinary differential equations.
We will initially assume that the voltage applied to the circuit is always
constant.

12 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

General electrical circuits involving inductors, capacitors and resistors can be


modelled by second order linear ordinary differential equations.
We will initially assume that the voltage applied to the circuit is always
constant.
We will deal with the case of varying voltage supplies in the Laplace
Transforms section.

12 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

General electrical circuits involving inductors, capacitors and resistors can be


modelled by second order linear ordinary differential equations.
We will initially assume that the voltage applied to the circuit is always
constant.
We will deal with the case of varying voltage supplies in the Laplace
Transforms section.
We need to recall some basic laws of electricity.

12 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

General electrical circuits involving inductors, capacitors and resistors can be


modelled by second order linear ordinary differential equations.
We will initially assume that the voltage applied to the circuit is always
constant.
We will deal with the case of varying voltage supplies in the Laplace
Transforms section.
We need to recall some basic laws of electricity.

Ohms Law
The voltage across the resistor is iR where i is the current flowing in the circuit and
R is the (constant) resistance.

12 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

General electrical circuits involving inductors, capacitors and resistors can be


modelled by second order linear ordinary differential equations.
We will initially assume that the voltage applied to the circuit is always
constant.
We will deal with the case of varying voltage supplies in the Laplace
Transforms section.
We need to recall some basic laws of electricity.

Ohms Law
The voltage across the resistor is iR where i is the current flowing in the circuit and
R is the (constant) resistance.

Inductor Voltage Drop


di
The voltage across the inductance is L dt
where L is the constant inductance.
12 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Capacitor Voltage Drop


The voltage across the capacitor is
is the capacitance.

q
C

where q is the charge on the capacitor, and C

Definition
Current is the rate of change of charge. If q(t) represents the charge on a capacitor
then
dq
i(t) =
dt

13 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Capacitor Voltage Drop


The voltage across the capacitor is
is the capacitance.

q
C

where q is the charge on the capacitor, and C

Definition
Current is the rate of change of charge. If q(t) represents the charge on a capacitor
then
dq
i(t) =
dt

Note
We shall assume that the resistance, capacitance and inductance shall remain
constant for each problem. This means that our differential equations will only have
constant coefficients of the objective function and its derivatives.
13 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Kirchhoffs law of voltages


The applied voltage is the sum of the other voltages in the circuit.

Example
In this RL circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Write down a differential equation for the current i and state the initial condition.

14 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
In this RC circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Write down a differential equation for the current i and state the initial condition.

15 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
In this LC circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Write down a differential equation for the current i and state the initial condition.

16 of 1

Introduction to Differential Equations

Introduction to Differential Equations

Lecture 10

Example
In this LCR circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Write down a differential equation for the current i and state the initial condition.

17 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Both RC and LR circuits give rise to first-order linear differential equations.


We have previously seen that equations of this type have solutions that involve
the exponential function.

18 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Both RC and LR circuits give rise to first-order linear differential equations.


We have previously seen that equations of this type have solutions that involve
the exponential function.

18 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Both RC and LR circuits give rise to first-order linear differential equations.


We have previously seen that equations of this type have solutions that involve
the exponential function.

18 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Both RC and LR circuits give rise to first-order linear differential equations.


We have previously seen that equations of this type have solutions that involve
the exponential function.

18 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Both RC and LR circuits give rise to first-order linear differential equations.


We have previously seen that equations of this type have solutions that involve
the exponential function.

Example
Show that y = 3e4t satisfies the differential equation
dy
+ 4y = 0
dt

Example
Show that y = 2 + 4e2t satisfies the differential equation
dy
2y = 4
dt
18 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Solution to First-order Differential Equations


The general situation is that
d(Aekt )
= A(kekt )
dt

19 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Solution to First-order Differential Equations


The general situation is that
d(Aekt )
= A(kekt ) = k[Aekt ]
dt

19 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Solution to First-order Differential Equations


The general situation is that
d(Aekt )
= A(kekt ) = k[Aekt ]
dt
i.e. the function y = Aekt satisfies the differential equation
dy
= ky
dt

19 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Solution to First-order Differential Equations


The general situation is that
d(Aekt )
= A(kekt ) = k[Aekt ]
dt
i.e. the function y = Aekt satisfies the differential equation
dy
= ky
dt
To be more precise about the solution we need more information such as the value
of y or dy
dt for a given value of t. This gives us an initial value problem.

19 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Solve the following differential equation by inspection
2

dx(t)
+ 5x(t) = 0 where x(0) = 6
dt

The above are examples of the type


dy
+ ky = 0
dt

20 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Solve the following differential equation by inspection
2

dx(t)
+ 5x(t) = 0 where x(0) = 6
dt

The above are examples of the type


dy
+ ky = 0
dt

homogeneous

20 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Solve
dy
(a)
+ 7y = 14
dt
dy
(b) 2 + 5y = 15
dt
21 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Solve
dy
(a)
+ 7y = 14
dt
dy
(b) 2 + 5y = 15
dt
21 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Suppose that we have a non-zero constant, A, on the right side of the equation then
we have an example of the type
dy
+ ky = A
dt

Example
Solve
dy
(a)
+ 7y = 14
dt
dy
(b) 2 + 5y = 15
dt
21 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Suppose that we have a non-zero constant, A, on the right side of the equation then
we have an example of the type
dy
+ ky = A
dt

non-homogeneous

Example
Solve
dy
(a)
+ 7y = 14
dt
dy
(b) 2 + 5y = 15
dt
21 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Suppose that we have a non-zero constant, A, on the right side of the equation then
we have an example of the type
dy
+ ky = A
dt

non-homogeneous

This is easily solved by making the substitution


x(t) = y(t)

A
k

Example
Solve
dy
(a)
+ 7y = 14
dt
dy
(b) 2 + 5y = 15
dt
21 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

The solution of the previous problem


5

y(t) = Ae 2 + 3
is called a general solution of the differential equation as all possible solutions
to the equation are of this type.

22 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

The solution of the previous problem


5

y(t) = Ae 2 + 3
is called a general solution of the differential equation as all possible solutions
to the equation are of this type.
To uniquely determine a value for A we need more information such as the
value of y(t) or dy
dt for a given value of t.

22 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

The solution of the previous problem


5

y(t) = Ae 2 + 3
is called a general solution of the differential equation as all possible solutions
to the equation are of this type.
To uniquely determine a value for A we need more information such as the
value of y(t) or dy
dt for a given value of t.
This gives us an initial value problem.

22 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

The solution of the previous problem


5

y(t) = Ae 2 + 3
is called a general solution of the differential equation as all possible solutions
to the equation are of this type.
To uniquely determine a value for A we need more information such as the
value of y(t) or dy
dt for a given value of t.
This gives us an initial value problem.

Example
Solve the initial value problems
dx
(a)
+ 34x = 0
x(0) = 2
dt
dx
(b)
+ 3x = 12
x(0) = 2
dt
22 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Sketch the graph of
v(t) = 3 + 4et

23 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Sketch the graph of
v(t) = 3 + 4et
Determine a differential equation which has v(t) as a solution by analysing the
dv
and v(t).
relationship between
dt

23 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Sketch the graph of
v(t) = 3 + 4et
Determine a differential equation which has v(t) as a solution by analysing the
dv
and v(t).
relationship between
dt

We note that the above graph is non-zero for negative values of t.

23 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Sketch the graph of
v(t) = 3 + 4et
Determine a differential equation which has v(t) as a solution by analysing the
dv
and v(t).
relationship between
dt

We note that the above graph is non-zero for negative values of t.


Since t usually denotes time we often want the function to be zero for t < 0.

23 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Sketch the graph of
v(t) = 3 + 4et
Determine a differential equation which has v(t) as a solution by analysing the
dv
and v(t).
relationship between
dt

We note that the above graph is non-zero for negative values of t.


Since t usually denotes time we often want the function to be zero for t < 0.
This usually involves the Heaviside step function.

23 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
Sketch the graphs of each of the following:
(a) e7t U(t)
(b) 4e7t U(t)
(c) 4e7t U(t)

(d) (2 4e7t )U(t)

24 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
In this RL circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Determine an expression for the current i if the inductance is L = 0.5 henry and the
resistance is 10, given that
(a) E = 0 volts.
(b) E = 12 volts.
Assume that there is no initial current in the circuit.

25 of 1

Introduction to Differential Equations

Linear First-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 11

Example
In this RC circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Determine an expression for the current i if the capacitance is C = 0.01 Farad and
the resistance is 100, given that
(a) E = 0 volts.
(b) E = 12 volts.
Assume that there is no initial charge on the capacitor.

26 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

In this Section we start to learn how to solve second order differential


equations of a particular type: those that are linear and have constant
coefficients.
Such equations are used widely in the modelling of physical phenomena, for
example, in the analysis of vibrating systems and the analysis of electrical
circuits.
The general form of such an equation is:
a

dy
d2 y
+ b + cy = f (t)
2
dt
dt

where a, b, c are constants. This equation is said to be homogeneous if


f (t) = 0 for all t.
We will initially study such equations where b = 0, i.e. there is no first
derivative term in the differential equation.
Our analysis will break into two parts;
where c = k2 is a negative number
where c = 2 is a positive number.
27 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Recall that differentiating cosh(kt) and sinh(kt) twice is the same as multiplication
by k2 . Thus x(t) = Acosh(kt) + Bsinh(kt) is the general solution of the differential
equation
d2 x(t)
k2 x(t) = 0
dt2

Example
Solve the differential equations
d2 x(t)
1
49x(t) = 0
dt2
d2 x(t)
2
4x(t) = 16 - a non-homogeneous problem
dt2

Note
Problems of this type do not arise in LC circuits. Otherwise we would have a
negative value for the inductance or the capacitance.
28 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Recall that differentiating cosh(kt) and sinh(kt) twice is the same as multiplication
by k2 . Thus x(t) = Acosh(kt) + Bsinh(kt) is the general solution of the differential
equation
d2 x(t)
k2 x(t) = 0
dt2

Example
Solve the differential equations
d2 x(t)
1
49x(t) = 0
dt2
d2 x(t)
2
4x(t) = 16 - a non-homogeneous problem
dt2

Note
Problems of this type do not arise in LC circuits. Otherwise we would have a
negative value for the inductance or the capacitance.
28 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Recall that differentiating cos(t) and sin(t) twice is the same as multiplication
by 2 . Thus
x(t) = A cos(t) + B sin(t)
is the general solution of the second order, linear, homogeneous differential
equation
d2 x(t)
+ 2 x(t) = 0
dt2

29 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Recall that differentiating cos(t) and sin(t) twice is the same as multiplication
by 2 . Thus
x(t) = A cos(t) + B sin(t)
is the general solution of the second order, linear, homogeneous differential
equation
d2 x(t)
+ 2 x(t) = 0
dt2

Example
Solve the differential equations
d2 x(t)
1
+ 16 2 x(t) = 0
dt2
d2 x(t)
2
+ 8x(t) = 16 - a non-homogeneous problem
dt2
29 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
In this LC circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Determine an expression for the current i if the capacitance is C = 0.02 Farad and
the inductance is 0.1 henry, given that
(a) E = 0 volts.
(b) E = 12 volts.
Assume that there is no initial charge on the capacitor and no initial current.

30 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
Determine, by inspection, the function x(t) which is the general solution of the
differential equation
d2 x(t)
m
+ kx(t) = 0
dt2
if m = 2 and k = 2 104 . Hence determine the particular solution that satisfies the
initial conditions x(0) = 0 and x0 (0) = 1.

31 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

General LCR circuits with no forcing function (external voltage supply) can be
modelled by second-order linear homogeneous differential equations such as
a

d2 y
dy
+ b + cy = 0
2
dt
dt

To assist in solving problems of this type we make the following observation.

32 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

General LCR circuits with no forcing function (external voltage supply) can be
modelled by second-order linear homogeneous differential equations such as
a

d2 y
dy
+ b + cy = 0
2
dt
dt

To assist in solving problems of this type we make the following observation.

Note
If y1 (t) and y2 (t) are two solutions of a second-order linear homogeneous
differential equation, such that y1 (t) is not a multiple of y2 (t), then the general
solution of the differential equation is
y(t) = Ay1 (t) + By2 (t)
where A, B are constants.

32 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
Show that y1 = e3t and y2 = e2t both satisfy the second-order linear homogeneous
differential equation:
d2 y dy

6y = 0
dt2
dt
Write down the general solution of this equation.

33 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
Show that y1 = e3t and y2 = e2t both satisfy the second-order linear homogeneous
differential equation:
d2 y dy

6y = 0
dt2
dt
Write down the general solution of this equation.

Example
Determine values of k such that y = ekt is a solution of
d2 y
dy
+ 3 + 2y = 0
2
dt
dt
Hence state the general solution.

33 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

The solution of a second-order linear homogeneous differential equation is closely


related to solving a quadratic equation. This is made explicit as follows.

34 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

The solution of a second-order linear homogeneous differential equation is closely


related to solving a quadratic equation. This is made explicit as follows.

Definition
The auxiliary equation of the second-order linear homogeneous differential
equation
d2 y
dy
a 2 + b + cy = 0
dt
dt
is
ak2 + bk + c = 0
where y = ekt .

34 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
Determine the auxiliary equations of the following:
d2 y dy
(a)
+y=0
+
dt2
dt
d2 y
(b) 4 2 + 7y = 0
dt
d2 y
dy
(c) 2 2 + 7 3y = 0
dt
dt
d2 y dy
(d)
+
=0
dt2
dt

35 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.

36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.
Clearly the nature of the roots will depend on the values of a, b and c.

36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.
Clearly the nature of the roots will depend on the values of a, b and c.
The solutions of the auxiliary equation can always be determined by the
quadratic formula, i.e.

b b2 4ac
k=
2a

36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.
Clearly the nature of the roots will depend on the values of a, b and c.
The solutions of the auxiliary equation can always be determined by the
quadratic formula, i.e.

b b2 4ac
k=
2a
We will deal with the solutions of the quadratic equation based on the value of
the discriminant in three cases:

36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.
Clearly the nature of the roots will depend on the values of a, b and c.
The solutions of the auxiliary equation can always be determined by the
quadratic formula, i.e.

b b2 4ac
k=
2a
We will deal with the solutions of the quadratic equation based on the value of
the discriminant in three cases:
Case 1: b2 > 4ac

36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.
Clearly the nature of the roots will depend on the values of a, b and c.
The solutions of the auxiliary equation can always be determined by the
quadratic formula, i.e.

b b2 4ac
k=
2a
We will deal with the solutions of the quadratic equation based on the value of
the discriminant in three cases:
Case 1: b2 > 4ac
Case 2: b2 = 4ac

36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Solving the auxiliary equation gives the values of k which we need to


determine the general solution of the differential equation.
Clearly the nature of the roots will depend on the values of a, b and c.
The solutions of the auxiliary equation can always be determined by the
quadratic formula, i.e.

b b2 4ac
k=
2a
We will deal with the solutions of the quadratic equation based on the value of
the discriminant in three cases:
Case 1: b2 > 4ac
Case 2: b2 = 4ac
Case 3: b2 < 4ac
36 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Case 1: b2 > 4ac


If b2 > 4ac then the quadratic formula will yield two real and distinct values for k.
The two values of k thus obtained, k1 and k2 , will allow us to write down two
independent solutions:
y1 (t) = ek1 t and y2 (t) = ek2 t
and so the general solution of the differential equation will be:
y(t) = Aek1 t + Bek2 t

37 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Case 1: b2 > 4ac


If b2 > 4ac then the quadratic formula will yield two real and distinct values for k.
The two values of k thus obtained, k1 and k2 , will allow us to write down two
independent solutions:
y1 (t) = ek1 t and y2 (t) = ek2 t
and so the general solution of the differential equation will be:
y(t) = Aek1 t + Bek2 t

Example
Determine the general solution of
d2 y
dy
7 + 12y = 0
2
dt
dt
37 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
In this LCR circuit the switch is closed at t = 0 and a constant voltage E is applied.
.
R

E
.

Determine an expression for the current i if the inductance is L = 0.1 henry, the
resistance is 14 and C = 0.25 farad, given that E = 0 volts. Assume that the
initial charge on the capacitor is 0.4 coloumb and that there is no initial current.
Sketch the graphs of q(t) and i(t).

38 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
In this LCR circuit the switch is closed at t = 0 and a constant voltage E is applied.
.
R

E
.

Determine an expression for the current i if the inductance is L = 0.1 henry, the
resistance is 14 and C = 0.25 farad, given that E = 0 volts. Assume that the
initial charge on the capacitor is 0.4 coloumb and that there is no initial current.
Sketch the graphs of q(t) and i(t).

Over-damping
If R2 >

4L
then we say that the system is over-damped.
C
38 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Case 2: b2 = 4ac
If b2 = 4ac then the quadratic formula will yield a unique real value for k. The
value of k thus obtained will allow us to write down two independent solutions:
y1 (t) = ekt and y2 (t) = tekt
and so the general solution of the differential equation will be:
y(t) = Aekt + Btekt

39 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Case 2: b2 = 4ac
If b2 = 4ac then the quadratic formula will yield a unique real value for k. The
value of k thus obtained will allow us to write down two independent solutions:
y1 (t) = ekt and y2 (t) = tekt
and so the general solution of the differential equation will be:
y(t) = Aekt + Btekt

Example
Determine the auxiliary equation of the differential equation
d2 x
dx
+ 8 + 16x = 0
dt2
dt
(a) Show that e4t is a solution.
(b) Show that te4t is another solution.
(c) Determine the particular solution if

39 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
In this LCR circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Determine an expression for the current i if the inductance is L = 0.1 henry, the
1
resistance is 8 and C = 160
farad, given that E = 0 volts. Assume that the initial
charge on the capacitor is 0.2 coloumb and that there is no initial current. Sketch
the graphs of q(t) and i(t).

40 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
In this LCR circuit the switch is closed at t = 0 and a constant voltage E is applied.
.

E
.
Determine an expression for the current i if the inductance is L = 0.1 henry, the
1
resistance is 8 and C = 160
farad, given that E = 0 volts. Assume that the initial
charge on the capacitor is 0.2 coloumb and that there is no initial current. Sketch
the graphs of q(t) and i(t).

Critical-damping
If R2 =

4L
then we say that the system is critically-damped.
C
40 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

In the final case we will encounter the square root of negative numbers. This brings
us into the realm of complex numbers. Consequently we need to recall some
important facts.

Definition
A complex number is an ordered pair of real numbers. We usually denote it as
z = (x, y)
and describe x as the real part of z and y as the imaginary part of z. This is made
explicit as follows:
x = Re(z)
y = Im(z)
We usually denote the set of complex numbers as C and the set of real numbers as
R. We have that
RC
since every real number x can be identified with the complex number (x, 0).
41 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Definition
We define
j = (0, 1)
This has the property that
j2 = 1
In some scientific texts we have that i is written instead of j, so that i2 = 1.

42 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Definition
We define
j = (0, 1)
This has the property that
j2 = 1
In some scientific texts we have that i is written instead of j, so that i2 = 1.
Consequently, every complex number can be written as
z = x + jy

42 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Definition
We define
j = (0, 1)
This has the property that
j2 = 1
In some scientific texts we have that i is written instead of j, so that i2 = 1.
Consequently, every complex number can be written as
z = x + jy

Eulers Formula
ei = cos() + j sin()

42 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Case 2: b2 < 4ac


If b2 < 4ac then the quadratic formula will yield two distinct complex values for k.
These values will be complex conjugates and can be denoted by k1 = a + jb and
k2 = a jb. Hence
y1 (t) = e(a+jb)t and y2 (t) = e(ajb)t
and so the general solution of the differential equation will be:
y(t) = Ce(a+jb)t + De(ajb)t

43 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Case 2: b2 < 4ac


If b2 < 4ac then the quadratic formula will yield two distinct complex values for k.
These values will be complex conjugates and can be denoted by k1 = a + jb and
k2 = a jb. Hence
y1 (t) = e(a+jb)t and y2 (t) = e(ajb)t
and so the general solution of the differential equation will be:
y(t) = Ce(a+jb)t + De(ajb)t

Example
Show that the general solution of the differential equation in this case will be:
y(t) = eat (A cos(bt) + B sin(bt))
43 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
Determine the general solution of the differential equation
d2 y
+ 16y = 0
dt2

44 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
Determine the general solution of the differential equation
d2 y
+ 16y = 0
dt2

Example
Determine the general solution of the differential equation
d2 y
dy
+ 2 + 4y = 0
dt2
dt

44 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
. E is applied.
In this LCR circuit the switch is closed at t = 0 and a constant voltage
R

E
.
Determine an expression for the current i if the inductance is L = 1 henry, the
resistance is 0.2 and C = 0.05 farad, given that E = 0 volts. Assume that the
initial charge on the capacitor is 0.4 coloumb and that there is no initial current.
Sketch the graphs of q(t) and i(t).

45 of 1

Introduction to Differential Equations

Linear Second-Order Homogeneous Differential Equations

Introduction to Differential Equations

Lecture 12

Example
. E is applied.
In this LCR circuit the switch is closed at t = 0 and a constant voltage
R

E
.
Determine an expression for the current i if the inductance is L = 1 henry, the
resistance is 0.2 and C = 0.05 farad, given that E = 0 volts. Assume that the
initial charge on the capacitor is 0.4 coloumb and that there is no initial current.
Sketch the graphs of q(t) and i(t).

Over-damping
If R2 < 4L
C then we say that the system is under-damped. If R = 0 then we say that
the system is undamped. The motion that ensues is called simple harmonic
motion.
45 of 1

Vous aimerez peut-être aussi