Application: Two mass, three spring system Two mass-three spring system m1 , m2 > 0, two masses Math 216 Differential Equations k1 , k2 , k3 > 0, spring elasticity x1 (t), x2 (t), displacement of m1 , m2 from equilibrium. Positive is right, negative left No friction or external forces Kenneth Harris [email protected] Department of Mathematics University of Michigan November 3, 2008 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 1/1 Application: Two mass, three spring system Kenneth Harris (Math 216) Math 216 Differential Equations Forces on mass m2 Apply Newton’s law to mass m1 . Apply Newton’s law to mass m2 . m2 x200 = −k2 (x2 − x1 ) − k3 x2 m1 x100 = −k1 x1 + k2 (x2 − x1 ) = k2 x1 − (k2 + k3 )x2 . = −(k1 + k2 )x1 + k2 x2 . k2 Hx2 -x1 L -k2 Hx2 -x1 L k2 Hx2 -x1 L -k1 x1 -k3 x2 -k2 Hx2 -x1 L -k3 x1 m1 m1 m2 m2 0<x1 <x2 0<x2 <x1 0<x1 <x2 0<x2 <x1 Hk2 stretchedL Hk2 stretchedL Hk2 compressedL Hk1 stretchedL Kenneth Harris (Math 216) 3/1 Application: Two mass, three spring system Forces on mass m1 -k1 x1 November 3, 2008 Hk3 compressedL Hk1 stretchedL Math 216 Differential Equations November 3, 2008 Hk2 compressedL 4/1 Kenneth Harris (Math 216) Hk3 compressedL Math 216 Differential Equations November 3, 2008 5/1 Application: Two mass, three spring system Application: Two mass, three spring system Two mass-three spring system: Equations First method for solving second order system Two mass, three spring system as a system of equations: First of three ways to solve the second-order system: m1 x100 = −(k1 + k2 )x1 + k2 x2 m1 x100 = −(k1 + k2 )x1 + k2 x2 m2 x200 = k2 x1 − (k2 + k3 )x2 . m2 x200 = k2 x1 − (k2 + k3 )x2 . As a matrix equation (dividing by m1 , m2 ): (k +k ) k2 00 − 1m1 2 m1 x1 x1 = x200 x2 (k2 +k3 ) k2 − m2 m2 Method 1. Rewrite using differential operators: m1 D 2 + (k1 + k2 )I x1 − k2 x2 = 0 −k2 x1 + m2 D 2 + (k2 + k3 )I x2 = 0. Solve using Method of Elimination from Section 4.2. The equation has the form 00 x = Ax. Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 6/1 Application: Two mass, three spring system Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 7/1 Application: Two mass, three spring system Second method for solving second order system Third method for solving second order system Second of three ways to solve the second-order system: m1 x100 m2 x200 Third of three ways to solve the second-order system: = −(k1 + k2 )x1 + k2 x2 m1 x100 = −(k1 + k2 )x1 + k2 x2 = k2 x1 − (k2 + k3 )x2 . m2 x200 = k2 x1 − (k2 + k3 )x2 . Method 2. Rewrite as a system of four equations and four unknowns (Section 4.1): y10 Method 3. Rewrite as a 2 × 2 matrix equation (Section 5.1): = y2 y20 = y30 = y40 = 2) − (k1m+k 1 x00 = k2 (k1 + k2 ) y1 + y3 − m1 m1 y4 k2 (k2 + k3 ) y1 − y3 m1 m2 k2 m2 k2 m1 3) − (k2m+k 2 x Solve using the (extended) Eigenvalue Method of Section 5.3. Solve using Eigenvalue Method of Section 5.2. Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 8/1 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 9/1 Extended eigenvalue method to second-order systems Extended eigenvalue method to second-order systems Extended eigenvalue method Mechanical systems Solve. x00 = Ax, where A has real constant components. Solution. If λ = α2 is an eigenvalue and v is an eigenvector, veαt is a solution to x00 = Ax. Application. Mass-spring problems are of the form x00 = Ax where where the eigenvalues are negative. Guess a solution: x(t) = veαt . Substitute into x00 = Ax: since veαt α2 veαt 00 = α2 veαt , Let α2 = −ω 2 and v an associated (real-valued) eigenvector. Then = Aveαt x(t) = veiωt = v(cos ωt + i sin ωt) Cancel eαt is a solution to x00 = Ax. 2 α v = Av Real Solutions. The real and imaginary parts Answer. x(t) = veαt is a solution when α2 is an eigenvalue and v an associated eigenvector of A. Kenneth Harris (Math 216) Math 216 Differential Equations x1 (t) = v cos ωt x2 (t) = v sin ωt are linearly independent real-valued solutions to x00 = Ax . November 3, 2008 11 / 1 Kenneth Harris (Math 216) Extended eigenvalue method to second-order systems Math 216 Differential Equations November 3, 2008 12 / 1 Example 1 Second-order homogeneous linear systems Example 1 Problem. Find a general solution to the mass-spring system: m1 = m2 = 1, two masses The following is useful for mechanical systems. k1 = k3 = 4, k2 = 6, spring elasticity Theorem Suppose an n × n matrix A has distinct negative eigenvalues −ω12 , −ω22 , . . . , −ωn2 with associated real eigenvectors v1 , v2 , . . . , vn . x1 (t), x2 (t), displacement of m1 , m2 from equilibrium. No friction or outside forces The second-order equations are Then a general solution to x00 = Ax is x(t) = n X x100 = −10x1 + 6x2 x200 = 6x1 − 10x2 . (aj cos ωj t + bj sin ωj t) j=1 Equivalently, as a matrix equation: 00 x1 −10 6 x1 = x200 6 −10 x2 where ai and bi are parameters. Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 13 / 1 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 15 / 1 Example 1 Example 1 Example 1 continued Example 1 continued Compute eigenvalues. −10 − λ 6 = λ2 + 20λ + 64 = (λ + 16)(λ + 4) 6 −10 − λ Compute eigenvector for λ = −16. These are solutions to 0 −10 + 16 6 x1 = 0 6 −10 + 16 x2 So, λ = −16, −4. This reduces to a single equation 6x1 + 6x2 = 0 There are four linearly independent real solutions v1 cos 4t, v1 sin 4t, v2 cos 2t, or x1 = −x2 . v2 sin 2t −1 Eigenvector. v1 = . 1 where v1 is an eigenvector for λ = −16 and v2 is an eigenvector for λ = −4. Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 16 / 1 Kenneth Harris (Math 216) Math 216 Differential Equations Example 1 November 3, 2008 17 / 1 Example 1 Example 1 continued Example 1 concluded General Solution. The mass-spring system Compute eigenvector for λ = −4. These are solutions to −10 + 4 6 x1 0 = 0 6 −10 + 4 x2 x100 = −10x1 + 6x2 x200 = 6x1 − 10x2 . has a general solution (as a vector equation) −1 −1 1 1 ~x (t) = a1 cos 4t + a2 sin 4t + b1 cos 2t + b2 sin 2t 1 1 1 1 This reduces to a single equation −6x1 + 6x2 = 0 or x1 = x2 . and as a scalar system: 1 Eigenvector. v2 = . 1 Kenneth Harris (Math 216) x1 (t) = −(a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) x2 (t) = (a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) Math 216 Differential Equations November 3, 2008 18 / 1 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 19 / 1 Example 1 Example 1 Example 1 analysis Example 1 analysis Analysis. The general solution The displacements x1 of mass m1 and x2 of mass m2 : x1 (t) = −(a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) x2 (t) = (a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) x1 (t) = −c1 cos(4t − α1 ) + c2 cos(2t − α2 ) x2 (t) = c1 cos(4t − α1 ) + c2 cos(2t − α2 ) A linear combination of two natural modes of oscillation: the natural frequencies ω1 = 4 and ω2 = 2. can be simplified to x1 (t) = −c1 cos(4t − α1 ) + c2 cos(2t − α2 ) The natural mode ω2 = 2 x2 (t) = c1 cos(4t − α1 ) + c2 cos(2t − α2 ) where q c1 = a12 + a22 , tan α1 = q c2 = b12 + b22 , tan α1 = Kenneth Harris (Math 216) a2 a1 , x1 (t) = c2 cos(2t − α2 ) x2 (t) = c2 cos(2t − α2 ) a free oscillation (no damping) in which the masses move in synchrony in the same direction and with the same frequency (ω2 = 2) and equal amplitudes of oscillation (c2 ). b2 b1 Math 216 Differential Equations November 3, 2008 20 / 1 Kenneth Harris (Math 216) Example 1 Math 216 Differential Equations November 3, 2008 21 / 1 Forced oscillations Example 1 analysis Mass-spring systems with external forces The natural mode ω1 = 4 x1 (t) = −c1 cos(4t − α1 ) x2 (t) = c1 cos(4 − 1) Suppose we apply external forces F1 to mass m1 and F2 to mass m2 in the mass-spring system. We now have a nonhomogeneous system a free oscillation (no damping) in which the masses move in synchrony in the opposite directions and with the same frequency (ω1 = 4) and equal amplitudes of oscillation (c1 ). m1 x100 (t) = −(k1 + k2 )x1 (t) + k2 x2 (t) + F1 (t) m2 x200 (t) = k2 x1 (t) − (k2 + k3 )x2 (t) + F2 (t) x t Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 22 / 1 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 24 / 1 Forced oscillations Forced oscillations Mechanical systems with forced oscillations First method for solving second order system Forced oscillations. We are interested in periodic external forces applied to the masses (F0 is a constant vector) First of two ways to solve the second-order system: F F0 cos ωt = 0 cos ωt F1 m1 x100 = −(k1 + k2 )x1 + k2 x2 + F0 cos ωt m2 x200 = k2 x1 − (k2 + k3 )x2 + F1 cos ωt As a system of equations: m1 x100 = −(k1 + k2 )x1 + k2 x2 + F0 cos ωt m2 x200 = k2 x1 − (k2 + k3 )x2 + F1 cos ωt Method 1. Rewrite using differential operators: m1 D + (k1 + k2 )I x1 − k2 x2 = F0 cos ωt −k2 x1 + m2 D + (k2 + k3 )I x2 = F1 cos ωt As a matrix equation 2 (k +k ) − 1m 2 1 6 4 5=6 6 4 x200 k2 2 x100 3 m2 3 k2 m1 − (k2m+k3 ) 2 3 2 3 F0 7 x1 74 5 4 5 + cos ωt, 7 5 x2 F1 Solve using Method of Elimination from Section 4.2. 2 Note the form x00 = Ax + F0 cos ωt. Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 25 / 1 Kenneth Harris (Math 216) Forced oscillations Solve the second-order system x00 = Ax + F0 cos ωt m1 x100 = −(k1 + k2 )x1 + k2 x2 + F0 cos ωt m2 x200 = k2 x1 − (k2 + k3 )x2 + F1 cos ωt Guess a particular solution of the form xp = c cos ωt. Substitute xp where x00p = −ω 2 c cos ωt Method 2. Rewrite as a 2 × 2 matrix equation (Section 5.1): k2 m2 3) − (k2m+k 2 −ω 2 c cos ωt F0 x + cos ωt F1 −ω 2 c = Ac + F0 . New problem. We want a solution c to A + ω 2 I c = −F0 . Guess a particular solution of the form xp = c cos ωt, and determine the values of the parameter c. Math 216 Differential Equations = Ac cos ωt + F0 cos ωt and cancel the common cos ωt which is of the form x00 = Ax + F0 cos ωt. Kenneth Harris (Math 216) 26 / 1 Second method for solving second order system Second of two ways to solve the second-order system: k2 m1 November 3, 2008 Forced oscillations Second method for solving second order system 2) − (k1m+k 1 x00 = Math 216 Differential Equations November 3, 2008 27 / 1 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 28 / 1 Forced oscillations Example 2 Second method for solving second order system Example 2 Solve for unknown c Problem. Find a general solution to the mass-spring system of Example 1 when: 2 A + ω I c = −F0 . Observation. As long as −ω 2 is not an eigenvalue for A, then A + ω 2 I is invertible. External forces: F1 = 30 cos t, F2 = 60 cos t The second-order equations are Solution. If −ω 2 is not an eigenvalue for A, then A + ω 2 I c = −F0 . x100 = −10x1 + 6x2 + 30 cos t x200 = 6x1 − 10x2 + 60 cos t has a unique solution. Observation. If −ω 2 is an eigenvalue for A, then we have resonance. In this case, we can use techniques of Section 5.6 which generalize the Method of Undetermined Coefficients and Method of Variation of Parameters to vector systems. Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 29 / 1 Equivalently, as a matrix equation: 00 x1 −10 6 x1 30 cos t = + x200 6 −10 x2 60 cos t Kenneth Harris (Math 216) Math 216 Differential Equations Example 2 November 3, 2008 31 / 1 Example 2 Example 2 continued Example 2 continued Compute a particular solution for Solve the system of equations 00 x1 −10 6 x1 30 cos t = + x200 6 −10 x2 60 cos t −10 = −3c1 + 2c2 −20 = 2c1 − 3c2 Guess. xp = c cos t. Let ω = 1. Since −ω 2 = −1 is not an eigenvalue for the system (λ = −16, −4), there is no resonance. Substitute the guess xp = c cos t into the equation. c1 −10 6 c1 30 − cos t = cos t + cos t c2 6 −10 c2 60 14 xp = cos t 16 x1 (t) = −(a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) + 14 cos t −10 + 1 6 c1 30 =− 6 −10 + 1 c2 60 Math 216 Differential Equations Particular solution General solution. xc + xp , where xc is from Example 1: This reduces to Kenneth Harris (Math 216) So, c1 = 14 and c2 = 16. x2 (t) = (a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) + 16 cos t November 3, 2008 32 / 1 Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 33 / 1 Example 2 Example 2 Example 2 continued Example 2 continued Problem. Find the motion when the two masses begin at the equillibrium position at rest. The initial conditions are Solve. x1 (0) = 0, x10 (0) = 0, x2 (0) = 0, 0 = −a1 + b1 + 14 x20 (0) = 0 0 = −4a2 + 2b2 The general solution and derivatives are 0 = a1 + b1 + 16 x1 (t) = −(a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) + 14 cos t x10 (t) = −(−4a1 sin 4t + 4a2 cos t) + (−2b1 sin 2t + 2b2 cos 2t) − 16 sin t x2 (t) = (a1 cos 4t + a2 sin 4t) + (b1 cos 2t + b2 sin 2t) + 16 cos t x20 (t) = (−4a1 sin 4t + 4a2 cos 4t) + (−2b1 sin 2t + 2b2 cos 2t) − 14 sin t 0 = 4a2 + 2b2 The solutions are a1 = −1 b1 = −15 a2 = b2 = 0 Substitute. Kenneth Harris (Math 216) 0 = −a1 + b1 + 14 0 = −4a2 + 2b2 0 = a1 + b1 + 16 0 = 4a2 + 2b2 Math 216 Differential Equations Solution. The general solution and derivatives are November 3, 2008 34 / 1 x1 (t) = cos 4t − 15 cos 2t + 14 cos t x2 (t) = − cos 4t − 15 cos 2t + 16 cos t Kenneth Harris (Math 216) Math 216 Differential Equations November 3, 2008 35 / 1
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