.Third Year / Ref. and Air Cond.

Dept

""Engineering and Numerical Analysis

By: Dr. Qais Fadhil

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Subject Engineering and Numerical Analysis

Target students Third year students 3

Hours in week Theory Practical Total 3

Units 6

The Aims 1. General aims:

This course will provide the student with a foundation in mathematical principles and to solve the differential equations with classic mathematics and numerical methods. . 2. Special aims: The students can be able to; A develop a mathematical relation for a given physical problem, B solving the mathematical equations to get the unknown variables, C choosing the appropriate solution method for the given differential equations, D solving first, second and higher order of differential equations, using different method in classical mathematics and numerical analysis, E understanding the numerical methods that can help him in solving non-standard mathematical equations using approximate methods on computers, calculators or even on hands.

:
.) : 20 . ( . : 15 ) : 1 ( + - : 26

)( 24

)( 225

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Syllabus:
week 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

:
Topics

First Order Differential Equations Applications on First Order D.E. Second Order Linear D.E. with Constant Coefficients Applications on Second Order D.E. Higher Order Linear D.E. Applications on Higher Order D.E. Integrating Factors Fourier series for Periodic Functions Even and Odd Functions Applications on Fourier Series Laplace Transformations Inverse by Laplace Transforms Applications Solving Equations using Laplace Transforms Numerical Solution of Nonlinear D.E. Simple Iteration Method Newton Raphson Method Interpolation Lagrange Interpolation Solution of Linear Instantaneous D.E. Direct and Indirect Method Numerical Integration Solving Partial D.E. Applications Newton Method for Curve Editing Solving Ordinary D.E. Runge-Kutta Method Power Series Exponential Equations Frobenos Method

References:
12"Advanced Engineering Mathematics", by Erwin Kreyszig. "Advanced Engineering Mathematics", by C. Ray Wylie.

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Engineering Analysis

Using Modeling

can be solved using either or:

Classical Methods (First term of year)

Numerical Methods (Second term of year)

Definitions: # Differential Equation (D.E.): An equation involving one or more derivatives of a function beside the function itself and the constants and the independent variables. # Solution of D.E.: An equation relates between the dependent and independent variables, and is free of derivatives and satisfies the D.E. For example; ( ) is a D.E., and is a solution of this D.E. ( ) (where x is independent variable and y is dependent variable).

Example: Is y(x)=c1sin2x + c2cos2x, where c1 and c2 are arbitrary constants, a

solution of y'' + 4y =0 ?

Solution: Differentiating y, we find y'=2c1cos2x-2c2sin2x and y''=-4c1sin2x4c2cos2x. Hence; y''+4y = (-4c1sin2x -4c2cos2x) + 4(c1sin2x+c2cos2x) = (-4c1+4c1)sin2x + (-4c2+4c2)cos2x = 0 (Thus y(x)=c1sin2x + c2cos2x satisfies the given differential equation for all values of x and is a solution for it). # Ordinary D.E.: (O.D.E.): Here the derivative which appear in the D.E. is total derivatives. # Partial D.E.: (P.D.E.): Here the derivative which appear in the D.E. is partial derivatives.
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

# Order of D.E.: Is the order of the highest derivative that appear in the D.E.

Note: at present, we shall be concerned with ordinary differential equations (O.D.E.)

# First Order D.E.: A D.E. which contains only functions of x and constants.

in addition to y and given

# Linear D.E.: When the dependent variable (like y) and its derivatives ( ) and of first degree. Therefore, the general linear ordinary D.E. of order n must take the form: ( ) ( ) ( ) ( ) ( ) and any D.E. cannot be put in this form is called "Nonlinear D.E.". Examples: ( ) linear first order O.D.E. linear second order O.D.E. non-linear third order O.D.E.(y'''y') linear second order O.D.E. non-linear second order O.D.E.(y y') non-linear second order O.D.E.(sin y) non-linear second order O.D.E.(y' y'') non-linear first order O.D.E.(y')2 linear second order O.D.E.

( )

# General solution of D.E.: (G.S.): When solving the D.E. to find the function that satisfies the D.E. The solution with the unknown constants of (integration or solution) is called "General Solution" (G.S.). # Particular solution of D.E.: (P.S.): When the values of the unknown constants of (integration or solution) is determined using initial or boundary conditions, the solution is called "Particular Solution" (P.S.). Note: the problem which contains initial conditions is called "initial value problem", while the problem which contains boundary conditions is called "boundary value problem".
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Note that :

a) Method of Solving First-Order O.D.E.:

The standard form for a first-order D.E. in the unknown function y(x) is: y' = f(x,y) or dy/dx = f(x,y) (like dy/dx = x3 +2y = f(x,y))

1) Separable Differential Equations:

A separable D.E. is an equation which can be written in the form: A(x) dx + B(y) dy = 0 Then the solution is; A(x) dx + B(y) dy = c where c is an arbitrary constant.

Example#1: Solve the D.E. : Solution: this equation can be written in the form:
(x2+2)dx ydy = 0 which is separable with A(x) =x2+2 and B(y) =-y. Integrating both sides, gives: (x2+2) dx - y dy = 0 solving gives; solving for y, we obtain OR

with a new constant k= -2c

Example#2: Solve the D.E. :

| |

Solution: separating variables and integrating both sides:

Example#3: Solve the D.E. : Solution: separating variables and integrating both sides:
9 y dy = -4 x dx or 9 y2/2 = -2 x2 + c1
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#4: Solve the D.E. : Solution:

integrating both sides; therefore; , separating variables: OR , ( ) ..(G.S.) ( )

Example#5: Solve the initial value problem : Solution:

integrating both sides; Now, taking e on both sides; , separating variables:

.G.S. (where c2=ec1) applying initial condition, that x=0, y=1, and substituting in the D.E.; 1=c2 e0 OR c2=1; therefore; P.S.

2) Exact First Order O.D.E.:

If the D.E. has the form : M(x,y) dx + N(x,y) dy =0 then this D.E. is called exact D.E. if it satisfies the exactness condition that .

Note: If either N or M in the D.E. contains (sin, cos, tan, tanh, sinh,..,log, ln, e) it means that this D.E. is not exact.
Now, if the exactness condition is satisfied, solve the D.E. using u= M dx + k(y) where, u=u(x,y),and k(y) is constant of integration, then after this integration derive w.r.t y or ( ) to determine k(y) using .

Example#1: Solve the D.E. (x3 +3x y2)dx+(3x2 y +y3)dy=0. Solution: first test for exactness: M(x,y)= x3+3xy2 and N(x,y)= 3x2y+y3
and; which are equal, so the D.E. is exact. so, ( ) (
( ) ( )

( )

( )

(1)

To find k(y):

cancelling similar terms from the two sides; substituting in equation (1) we get; (
8

( ) ) .. G.S.

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#2: Solve the initial value problem:

(sinx coshy)dx - (cosx sinhy)dy =0, and; which are equal, so the D.E. is exact. ( ) ( ) so, To find k(y): ( )
( ) ( )

y(0)=3.

Solution: M(x,y)= sinx coshy and N(x,y)= -cosx sinhy

( ) ( ) .. G.S.

(1)

cancelling similar terms from the two sides;

( ) substituting in (1) we get; Now, using the given initial condition that x=0, y=3

cos0 cosh3 = c = 10.07 therefore, cosx coshy = 10.07

.. P.S.

Example#3: Determine whether the D.E. ydx-xdy=0 is exact or not. Solution: Here; M(x,y)=y and N(x,y)=-x,
and; which are not equal, so the D.E. is not exact! Therefore, to change it to exact D.E. we need to multiply it by a function called "Integrating Factor" (I.F.) Now, if we multiply the given non-exact D.E. by I.F.=( ), we get a new equation:

O.K. exact D.E. The question is "How can we get the I.F.??!" The following equations are used to get I.F.;

I.F.(x) =

( ) ( )

( )

( ( ) (

) )

OR I.F.(y) =

Note: In mathematics:

() and;

Example#1: Solve the following D.E. using exact method: 2sin(y2)dx+ xy cos(y2) ( ) (/ )0.5. Solution: M(x,y)= 2 sin(y2), N(x,y)= xy cos(y2)
( ) ( ) . NOT EXACT
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Try I.F.; I.F.(x) = ( )

( )

( )

( ) ( ) (

( ))

) , Here ignore c

( ) ( ) therefore, multiply the D.E. by x3, we get;

2x3 sin(y2)dx+x4y cos(y2)dy=0 ) ( ) ( ( ) ) ( )) ( )

( ( (

)) ) ) ( ) ( )

( (

Now, the equation is exact.

therefore; k'(y)=0 and k(y)=constant=c and; ( ) G.S. Substituting for the initial condition that x=2, y=(/2)0.5 into the G.S., we get ( ) ( ) P.S.

3) Linear First Order O.D.E.:

The first order O.D.E. is said to be linear if it can be written in the form: y' + p(x) y = r(x) where p & r are any given functions of x. If r(x) is zero: r(x)=0 "Homogeneous D.E." If r(x) is not zero: r(x) 0 "Non-homogenous D.E."

1) Homogenous D.E.:
y' + p(x) y = 0 ( ) taking e on both sides; this equation can be easily solved by separating variables; ( )

( )

( )

where c = e c*

2) Non-homogenous D.E.: Here; y' + p(x) y = r(x) OR ( ) (

11

comparing with Mdx+Ndy=0, M=py-r, N=1

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

, this means that this D.E. is not exact, to change it to exact multiply it by I.F.; ( ) ( ) ( )

( )

( ) multiply the two sides by I.F. (x);

or (

integrating w.r.t. x divide both sides by

and putting

( )

] .. G.S. for non-homogenous equation.

Example#1: Solve the following linear D.E. y'-y = e 2x Solution: Here, p=-1, r=e2x, h=p dx=-x
( ) . G.S.

Also, we can solve it using I.F.(=e-x).

Example#2: Solve the following initial value D.E. y'-y tanx= sin2x , y(0)=1 Solution: Here, p=tanx, r=sin 2x= 2 sinx cosx, h=p dx=tanx dx= ln(secx)
( ) eh=secx, e-h=cosx, . G.S. eh r=(secx)(2sinx cosx) = 2 sinx

therefore, y(x) = cosx [2 sinx dx +c]= c cosx 2 cos2x . G.S. Now, using the initial condition, x=0, y=1; 1=c*1-2*12, thus c=3, therefore, y(x) = 3 cosx 2 cos2x . P.S.

4) Bernoulli First Order O.D.E.:

A Bernoulli D.E. is a non-linear D.E. equation which can be written in the form; y' + p(x) y = g(x) yn (where n is any real number) If n =0 or 1, this D.E. is linear (type 3 previously), otherwise change it to linear D.E. by letting yn-1=z

11

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#2: Solve the D.E. Solution: This D.E. is not separable, nor exact
( ) this is similar to y' + p(x) y = g(x) yn let y1-3=z OR z=y -2 multiplying equation (1) by (-2y - 3), we get; OR

(1)

(2), linear in z, p(x)= -8/x

multiply equation (2) by (x - 8), gets; (x - 8 dz 8x - 9 z dx) = - 4 x - 4 dx d (x - 8.z) = -4 x - 4 dx

APPLICATIONS OF FIRST ORDER O.D.E.S:

Example#1: The tank in figure contains 200 gallons of water in which 40 lb
of salt are dissolved. Five gallons of brine, each containing 2 lb of dissolved salt, run into the tank per minute, and the mixture, kept uniform by stirring, runs out at the same rate. Find the amount of salt y(t) at any time t.

Solution: The time rate of change of salt is:

y'=dy/dt= salt inflow rate - salt outflow rate. If y(t) is the amount of salt in the tank at any time, and the amount of water is always 200 gal in the tank, then each 1 gal. contains y(t)/200 Ib of salt. And the 5 gals outflow contains: 5*y(t)/200 = 0.025 y(t) Ib of salt at each minute. y' = 10 - 0.025y (a) by separating variables: y'=-0.025 (y-400) , integrating gives; ln(y-400)=-0.025t+c*

Brine of 5 gal/min

200 gal. of water

taking exponentials for the two sides; y 400 = ce-0.025t . G.S. Note: the initial amount of salt in the tank is y(0)=40 Ib (given above) Thus; 40 - 400 = c e0, c = -360 Now, y(t)=400-360 e-0.025t (Ib) (P.S.) (the amount of salt in the tank at any time t)
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#2: Assume that the tank in Ex.#1 above contains 1000 gallons of
water in which 200 lb of salt are dissolved. Fifty gallons of brine, each containing (1+cos t) lb of dissolved salt, run into the tank per minute, and the mixture, kept uniform by stirring, runs out at the same rate. Find the amount of salt y(t) at any time t.

Solution: The time rate of change of salt is: y'=dy/dt= salt inflow rate
salt outflow rate. OR y'=In - Out In = 50*(1+cos t) lb/min. Out = 50(y(t)/1000) = 0.05 y lb/min. so, y'= 50(1+cos t)-0.05y y'+0.05y=50(1+cos t) (non-homogenous linear D.E.) Here p=0.05, h=0.05t ( ( ) ) solving and substituting for the initial condition; y(t)=1000+2.494cost+49.88sint-802.5e-0.05t . P.S.

Example#3: Suppose that you turn off the heat in your home at night 2 hrs
before you go to bed; call this time (t=0). If temperature T at t=0 is 66 0F and at the time you go to bed (t=2) has dropped to 63 0F. What temperature can you expect in the morning, say 8 hrs later (t=10)? This process of cooling off will depend on the outside temperature T A, which is assumed to be constant at 32 0F.

Solution: Newton's Law of Cooling shows that the time rate of change
dT/dt of temperature T of a body is proportional to the difference between T and the outside temperature TA. dT/dt = k(T-TA) = k(T-32), separating variables; where k is unknown constant of proportionality. , integrating; ln(T-32)= k dt . G.S.

taking e for the two sides; T(t) = 32 + cekt using the initial condition that T(0)= 66

T(0)=32+c=66; c= 34, and T(t) = 32 + 34 ekt . P.S. we can also determine the constant k, using T(2)=63 (another given condition) T(2)=32+34 ek.2 = 63, thus e2k= 0.911 765, and k = 0.5 ln(0.911 765)= -0.046 187 thus, T(10)=53.4oF (temperature at morning)

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

b) Method of Solving Second-Order O.D.E.:

1) Linear Second Order O.D.E.:

A second order D.E. is called linear if it can be written as; ( ) If r(x)=0; If r(x)0; ( ) ( ) ( ) ( ) ( ) ( ) (homogenous D.E.) ( ) (non-homogenous D.E.)

1) Homogenous Equations: For second order homogenous linear D.E., a general solution will be of the form: y = c1 y1 + c2 y2 , where c1&c2 are two arbitrary constants, and y1&y2 are two suitable solutions. For the initial value problem, there must be two initial conditions: y(xo)=ko, y'(xo)=k1
With constant coefficients:

Where p(x) and q(x) are constants and not functions of x, the D.E. is called "an equation with constant coefficients"; Here a&b are "constant coefficients". 2+aD+b=0 in operator form: D characteristic equation: 2+a+b=0 and the roots of this equation are: ( ), and Here, we have three cases: ( )

In this case y1=e1 x & y2=e2 x and y = c1y1+c2y2 = c1 e1 x + c2 e2 x

Example#1: Solve the following initial value D.E.: 2y'' + 2y' - 12y = 0, y(0)=10, y'(0)=0 Solution: dividing by 2 gives; y''+y'-6y=0
In operator form: D2+D-6=0 Characteristic equation: 2+-6=0
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

( (

) )

( (

) )

therefore, y = c1y1+c2y2 = c1 e 2 x + c2 e -3 x . G.S. using the initial conditions: y(0)=10, & y'(0)=0 gives; 10=c1e 2(0)+c2e - 3(0) = c1+c2; gives: c1=10-c2 . (a) also; y'= 2c1 e 2 x - 3c2 e -3 x 0= 2c1 e 2 (0) - 3c2 e -3 (0) = 2c1 3c2 . (b) substituting for (a) into (b) gives c2=4, and c1=6 Now; y = 6 e 2 x + 4 e -3 x P.S.

Here, 1= 2= = -a / 2, and y = c1y1+c2y2 = c1 e x + c2 x e x

Example#1: Solve the following D.E.: y'' + 8y' + 16y = 0 Solution: Characteristic equation: 2+8+16=0
( ( ) ) ( ( ) )

(here a2 - 4b = 0) and 1= 2= = -a / 2 = -4 therefore, y = c1y1+c2y2 = c1 e -4 x + c2 x e -4 x . G.S.

Example#1: Solve the following initial value D.E.: y'' - 4y' + 4y = 0, y(0)=3 & y'(0)=1 Solution: Characteristic equation: 2-4+4=0
The roots are; 1= 2= = 2 y = c1y1+c2y2 = c1 e 2 x + c2 x e 2 x . G.S. using the initial conditions: y(0)=3, y'(0)=1 3=c1e 2(0)+c2(0)e - 2(0); gives: c1=3 also; y'= 2c1 e 2 x + c2 e 2x + 2c2 x e 2 x 1= 2c1 e2 (0) + c2 e 2(0)+ 2c2 (0) e 2 (0) , 2c1+c2=1, c2=-5 Now; y = 3 e 2 x - 5 x e 2 x P.S.

15

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

using

and making the term a2-4b positive by pulling out (-1) from the under the roots, gives:
) ( ) ( )

root and putting

(

and similarly for 2 gives:

( ) ( )

,where ( ( ) )

add and divide by 2 gives subtract and divide by 2 gives ( ) . G.S.

Example#1: Solve the following initial value D.E.: y'' + 0.2y' + 4.01y = 0, y(0)=0 & y'(0)=2 Solution: Characteristic equation: 2+0.2+4.01=0
( ( ) ) ( ( ( ( ) ) ) )

and; w=2 ( ) . G.S. using the first initial condition y(0)=0 gives; y(0)=A=0 using chain rule to get the derivative: ( ) from the second initial condition; y'(0)=2, gives; y'(0)=2B=2; B=1 . P.S. Summary of cases I,II,III Case Roots I Distinct real roots 1&2 II Real double root = -a/2 Complex conjugate roots III Basis of solution
/ /

General Solution y = c1 e1 x + c2 e2 x y = (c1 +c2x) e -a x/2 ( )

/ /

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#2: Solve the following boundary value D.E.: y'' + y = 0, y(0)=0 & y()=-3 Solution: The basis for the solution is y1=cos x & y2=sin x
and, y=c1 cos x + c2 sin x . G.S. the first B.C. gives y(0)=c1=3, and the second B.C. gives y()=c1 cos + c2 (0)= -3 where, cos = -1 and c1= 3, therefore; y= 3 cos x + c2 sin x (No condition for c2) H.W.#1: Solve the B.V. problems: (1) y''+4y=0, y(0)=3, y(/2)=-3. (2) y''+2y'+2y=0, y(0)=1, y(/2)=0

Ans. y=3 cos 2x + c2 sin 2x Ans. y=e x cos x

APPLICATIONS OF SECOND ORDER HOMOGENOUS LINEAR O.D.E.S WITH CONSTANT COEFFICIENTS:

- Free Oscillations (Mass-Spring Systems):

1) Un-damped System: Hookes law: The restoring force F of a spring is equal and opposite to the forces applied to the spring and is proportional to the extension (contraction) of the spring as a result of the applied force; that is, F = kl, where k denotes the constant of proportionality, generally called the spring constant, l is the extension (). For example A steel ball weighing 128 lb is suspended from a spring, and the spring is stretched 2 ft from its natural length. Thus, F = -128 lb. Hookes law then gives -128 = -k(2), or k = 64 lb/ft. OR simply k=F/=128/2=64 lb/ft

17

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

To determine the equation of motion y(t) for this mechanical system: From Newton's 2nd law; m*a=F OR m y''=F where F is the resultant of all forces acting on the body at time t. Assuming downward direction as +ve, when stretching the spring, an upward force is Fo=+k. So (Hooke's law) Now, from equilibrium in vertical direction at static case (b): Fv=0, -F+W=0 F=k.So -k So+mg=0, and k So=mg

Un-stretched spring

So

System in static equilibrium

System in motion -a-b-c-

W=mg

Also from equilibrium in stretched position (c): Fv=m av W-k So-k y =m (d2y/dt2), but W=k So gives; my''+ ky=0 ( ) (governing D.E.) (2nd order linear homogenous D.E.) The G.S. of this D.E. is a "harmonic oscillation": where;

Example#1: If an iron ball of weight w=89 N stretches a spring 10 cm in

static case. What would be the equation of motion if the spring is stretched 15 cm additional downward distance and leaved to oscillate with this weight. Neglect the spring weight.

Solution: Here, from Hooke's law, F=k

89 N=K*10 cm, OR k=890 N/m, and mass m=W/g = 89/9.81 = 9.08 kg and the D.E. is: my''+ky=0 9.08y''+890y=0 characteristic equation: 9.082+890=0 OR 2+98.126=0 OR 2=-98.126 (complex roots). and the general solution is: y=A cos wt + B sin wt, y=e -ax/2 (A cos wx + B sin wx) . G.S. (a=0)

where;

therefore, y=A cos 9.9t + B sin 9.9t therefore, y=0.15 cos 9.9t (m)

using initial conditions, y(0)=0.15 m, gives A=0.15 ,and y'(0)=0, gives B=0 . P.S.
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

2) Damped System: If we connect the mass to a dashpot, we have to take the corresponding viscous damping into account. The damping force (F d) has the direction opposite to the instantaneous motion, and it is proportional to the velocity y' of the mass. Now, Fd= -c y' (negative because it is opposite to motion) where, c is damping constant and has units of mass/second. now, Fv=m av k.y +W-k So-ky-cy'=my'', but W=k So my''+ cy' + ky=0 (governing D.E.) (2nd order linear homogenous D.E.) After dividing by (m), the corresponding characteristic equation is: the roots are; and, Here we have three cases: I/ Over damping; c2-4mk > 0 OR c2 > 4mk, gives "distinct real roots" (1, 2) Here c is so large that c2 > 4mk, y(t)=c1 e 1 t + c2 e 2 t The body here do not oscillate. II/ Critcal damping; c2-4mk = 0 OR c2 = 4mk, gives a " real double root" () Here B = 0 and 1=2= - and , y(t)=(c1 + c2 t) e - t . G.S. The body here can have at most one passage through the equilibrium position. III/ Under damping; c2-4mk < 0 OR c2 < 4mk, gives " conjugate complex roots". This is the most interesting case; here c is so small that c2 < 4mk, then;
k.So

W=mg
Dashpot c y'

Damped System

gives; and y(t)= e t (A cos w*t + B sin w*t) . G.S. (this equation represents the damped oscillation)

19

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#1: Solve the previous example (iron ball) but if the system has
damping given by: 1. c=200 kg/sec. 2. c=179.8 kg/sec. 3. c=100 kg/sec.

Solution: The governing D.E. is: my''+cy'+ky=0

1) For c=200 kg/sec., (here c2 > 4mk) (over damping) 9.08 y''+200 y'+890 y=0, y(0)=0.15, y'(0)=0 the roots are 1=-11.01+4.882=-6.19, 2=-11.01-4.882=-15.83 therefore, y(t)=c1 e 1t+c2 e 2t= c1 e -6.19 t +c2 e -15.83 t . G.S. substituting for y(0)=0.15; c1+c2=0.15, and y'(0)=0, 1c1+2c2=0 gives, c1=0.2463, c2=-0.0963 Now, y(t)=c1 e 1t+c2 e 2t= 0.2463 e -6.19 t 0.0963 e -15.83 t . P.S. 2) For c=179.8 kg/sec., (here c2 = 4mk) (critical damping) and, =-9.899, solving for real double roots and using initial condition: c1=0.15, c2=1.485, and y(t)=(0.15+1.485 t) e -9.899 t . P.S. 3) For c=100 kg/sec., (here c2 < 4mk) (under damping) and, 1=-5.506+8.227i 2=-5.506-8.227i, solving for complex conjugate roots and using initial condition: A=0.15, B=0.1004, and y(t)= e -5.506 t (0.15 cos8.227t+0.1004 sin8.227t) . P.S. 2) Non-homogenous Equations: y'' + p(x) y' + q(x) y = r(x) (non-homogenous 2nd order linear D.E.) The general solution of this D.E. is of the form: y(x)= yh (x) + yp (x) where [yh] is homogenous solution= c1 y1(x) + c2 y2(x) and [yp] is any particular solution for the right hand side of the D.E. and the final particular solution is obtained by getting values for c 1&c2 in yh (x). # Method of Undetermined Coefficients: If the D.E. has the form y''+ay'+by=r(x) with constant coefficients a&b, the particular solution of the right hand side [r(x)] will be as follows:

Example#1:

Solve the initial value problem for the non-homogenous equation: y''+2y'+101y=10.4ex, y(0)=1, y'(0)=-0.9

Solution: characteristic equation of the homogenous part is;

2+2+101=0, and the roots: 1=-1+(1-101)0.5 =-1+10 i & 2=-1-(1-101)0.5 =-1-10 i and the general solution of the homogenous part is:
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

yh= e x (A cos10x+B sin10x), and to obtain the general solution of the whole D.E., we have to assume any suitable particular solution y p of the nonhomogenous part. Since ex exist on the right hand side, assume; yp=c ex substitute in the D.E. gives: (1+2+101) c ex=10.4 ex, and 104 c ex=10.4 ex so, 104c=10.4, gives c=0.1 now, y(x)=yh+yp=e x (A cos10x+B sin10x)+0.1 ex . G.S. and from initial condition that y(0)=A+0.1=1.1, gives A=1 now, y'(x)= e x (-cos10x B sin10x-10 sin10x +10B cos10x)+0.1e x and y'(0)=-1+10B+0.1=-0.9, gives B=0 therefore, y'(x)=e x cos10x+0.1 e x . P.S. Choice for yp in method of undetermined coefficients is: Term in r(x) Choice for yp x x ke ce n k x (n=0,1,2,3,..) kn xn +kn-1 xn-1 +..+k1 x +ko k cos wx K cos wx + M sin wx k sin wx k e x cos wx e x (K cos wx + M sin wx) x k e sin wx

Example#2: Solve the non-homogenous equation: y''+4y=8 x2 Solution: The general solution of the homogenous equation is:
yh=A cos2x+B sin2x For the non-homogenous part, suggest the choice: yp=k2x2+k1x+ko, then y''p=2k2 Substitute in the D.E.: 2k2+4(k2 x2+k1 x=ko)= 8 x2 equating coefficients of x2, x1, and xo on both sides gives, 4k2=8, 4k1=0, 2k2+4ko=0, thus, k2=2, k1=0, ko=-1 therefore, yp=2x2-1, and the general solution is: y(x)=yh+yp=A cos 2x +B sin 2x + 2x2-1

Example#3: Solve the non-homogenous equation: y''-3y'+2y=ex Solution: The characteristic equation for the homogenous part is;
2 -3+ 2=0, solving gives; 1=1 & 2=2, and yh=c1 ex + c2 e2x For yp choose yp=k ex. But we see that ex is a solution of yh, therefore our new suggestion must be; yp=k x ex, thus y'p=k(ex+x ex) & y''p=k(2 ex+x ex) substituting in the D.E. gives; k(2+x)ex -3k(1=x)ex +2kxex =ex and k=1 OR k=-1, and the general solution is; y=c1 ex + c2 e2x x ex . G.S.
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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#4: Solve the initial value problem: y''+2y'+y=ex, y(0)=-1, y'(0)=1 Solution: The characteristic equation for the homogenous part is;
2 +2+ 1=0, OR (+1)2 =0, solving gives; = 1= 2=-1 (double root) therefore, yh=(c1+c2 x) e x Assuming yp= k ex. But ex is a solution of yh, therefore, assume yp= k x ex which is also a solution of yh. Therefore assume yp= k x2 ex, and y'p=k(2x-x2)e-x, and y''p=k(2-4x+x2)e-x substituting gives; k(2-4x+x2)e-x -2k(2x-x2)e-x +kx2 e-x =2k e-x =e-x, gives k=1/2 therefore, y=(c1+c2x)e-x + 0.5x2 e-x . G.S. the first initial conditions gives y(0)=c1=-1, differentiating gives; y'(0)=c2-c1=1, OR c2=0 therefore, y=(0.5 x2 -1) e-x . P.S.

Example#5: Solve the initial value problem:

y''+2y'+5y=1.25e 0.5x + 40 cos4x - 55 sin4x, y(0)=-1, y'(0)=1

Solution: The characteristic equation for the homogenous part is;

2 +2+ 5=0, and the roots are; 1= -1+2 i, 1= -1-2 i and yh=e-x (A cos2x+ B sin2x) choosing yp=L e 0.5x + K cos4x + M sin4x, thus; y'p=0.5L e 0.5x - 4K sin4x + 4M cos4x and; y''p=0.25L e 0.5x - 16K cos4x - 16M sin4x, substituting in the left hand side; (0.25+1+5) Le 0.5x+(-16K+8M+5K)cos4x+(-16M-8K+5M)sin4x = right hand side This gives; 6.25L=1.25, and L=0.2 and; -11K+8M=40 & -8K-11M=-55, this gives; K=0 & M=5 therefore, y=e x (A cos2x + B sin2x)+0.2e 0.5x +5 sin4x . G.S. using the initial conditions; y(0)=A+0.2=0.2, gives, A=0 Differentiating gives, y'(0)=e x (-B sin2x + 2B cos 2x)+ 0.1e 0.5x +20 cos4x Therefore, y= 20 e -x sin2x + 0.2 e 0.5x + 5 sin4x . P.S.

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

APPLICATIONS OF SECOND ORDER NON-HOMOGENOUS LINEAR O.D.E.S WITH CONSTANT COEFFICIENTS:

- Forced Oscillations (Mass-Spring Systems):

# For free motion: W-k So-k y-c y' = m y'' , but W=k So so, m y'' + c y' + k y = 0 (Homogenous D.E.) where; m y'' : force of inertia, c y' : damping force, and, k y : spring force. # For forced motion: W-k So-k y-c y' +F = m y'' , but W=k So so, m y'' + c y' + k y = r(t) (Non-homogenous D.E.)

k.y k.So

W=mg c y'

where; F= r(t) : driving force, or "input". The corresponding solution is called "response" of the system of the driving force. For periodic inputs at the cases of sinusoidal force, r(t)=F o cos wt and the governing D.E. will be: m y'' + c y' + k y = Fo cos wt Here also, y(t)=yh(t)+yp(t), and using the method of undetermined coefficients: yp(t) = a cos wt + b sin wt and y'(p) = -w a sin wt + w b cos wt, y''(p) = -w2 a cos wt - w2 b sin wt

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Joseph Fourier: (1768-1830) French physicist and mathematician form Paris, accompanied

Napoleon to Egypt. He developed the theory of heat conduction (heat equation) using these series which then became a most important tool in mathematical physics.

# Fourier Series: Is a technique to represent a complex periodic functions in terms of series of simple functions like sine and cosine. # Periodic Function: A function f(x) is called periodic if it is defined for all x such that: f(x+p)=f(x), where p any positive number and called a "period" of f(x) or length of interval. "sine and cosine are periodic functions" "x,x2,x3,ex,coshx,lnx are non-periodic functions" Therefore, for sinx & cosx the period is 2, and for sin2x&cos2x the period is , and for sin3x&cos3x the period is 2/3. so, our problem is to represent f(x) various functions of period 2 in terms of simple functions of terms:(1,cosx,sinx,cos2x,sin2x,cos3x x ,.,cosnx,sinnx) summing up the series: p ao+a1cosx+b1sinx+a2cos2x+b2sin2x+ Periodic function .=f(x) ( ) (complex periodic function of OR ( ) period 2) - Determination of constant ao: ( ) ( ) ( ) ( ( )
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) ( ( ) )

Integrating on both sides from to :

This gives;

Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

- Determination of constant an of the cosine terms: Again multiplying the equation by (cos mx) and integrating from to : ( ) ) ( [ zero ( ) n=1,2,3,. ]

- Determination of constant bn of the sine terms: Again multiplying the equation by (sin nx) and integrating from to : ( ) n=1,2,3,.

Example#1: Find the Fourier series of the periodic function in figure

below. The formula is: ( ) { ( f(x) k ) ( )

0
-k

Solution:

( )

| | This can be also be seen from that the area under curve of f(x) between and is zero. ( ) * ( ) + * | | + ) + ) because sin nx=0 at , 0, for all n=1,2,3, ( ) * ( ) * ( | ( )

| + , since cos(-)=cos and cos 0=1

( Now, cos=-1, cos2=1, cos3=-1,..etc., so in general:

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

and thus

Therefore; the Fourier coefficients for bn: And the Fourier series of f(x) is: ( ) ( Now, ( ) ( )

In fact, un-necessary work in determining Fourier coefficients can be avoided if a function is even or odd. y A function y=g(x) is: - even if g(-x)=g(x) o x (here only cosine terms in Fourier Series)
even function (similar to cosine function (symmetry about y-axis)

( ) ( ) - odd if g(-x)=-g(x)

=area under curve

o

(here only sine terms in Fourier Series) ( ) =area under curve

odd function (similar to sine function (symmetry about origin)

The Fourier series for an even function of period 2L is: ( ) (Fourier cosine series) where; ( ) ( ) , n=1,2,3,

And the Fourier series for an odd function of period 2L is: ( ) (Fourier sine series) where; ( ) , n=1,2,3,

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

Example#1: Find the two Fourier half-range expansions for the periodic
function in figure below. The formula is:
k f(x)

( )

L/2

Solution: a) Even periodic extension: (half-range cosine series)

)
-L

f(x)

k
x 0
L/2 L

Even extension

For the first integral, integrating by parts:

( ) |
/

Similarly, for the second integral; ( ) ) / (

/ )

( ) ( After cancelling sine terms and L2 terms, an will be: ( ) Thus a1=0, , a3=0, a4=0, a5=0, Hence, the cosine half-range expansion of f(x) is: ( ) ( ) b) Odd periodic extension: (half-range sine series) solving Therefore sine half-range expansion of f(x) is: ( ) ( )

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Third Year / Ref. and Air Cond. Dept.

"Engineering and Numerical Analysis"

By: Dr. Qais Fadhil

(Generalized Factorial Function) Is a function used to evaluate special exponential integration.

Gamma Function: ( )

where ( ) ( )
( )

| OR ( ) ( )

( ) ( ) Therefore; ( ) ( ) ( ) ( ) ( ) ) and in general: ( , n=1,2,3,4,.. where, n!=n*(n-1)*(n-2)*.*3*2*1 Note: There is a table for ( ) for the interval , and for other numbers use the property of gamma function. n 1.00 1.10 1.20 1.30 1.40 1.50 1.60 1.70 1.80 1.90 2.00 1.0000 0.9514 0.9182 0.8975 0.8873 0.8862 0.8934 0.9086 0.9314 0.9618 1.0000

Example#1: Find value of

( )

Solution: comparing with the standard form of gamma function, which is:
, we should let z3=t OR z=t1/3, then ( ) ( ) / Since (1/2)=is not exist in the table, therefore use the property that: ( )
( )

,therefore,

( )

( )

(1749-1827)(Great French mathematician and Napeleon was his student for a year). The Laplace transform method solves D.E. s and the corresponding initial and boundary value problems, using: Step1) The given hard problem is transformed into a simple equation. Step2) The simple equation is solved using algebraic manipulations. Step3) The solution of the simple equation is transformed back to get the solution for the given hard problem.
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