2nd Order ODE: Engineering Applications with Second-Order Differential Equations Hishammudin Afifi Bin Huspi Faculty of Engineering Universiti Malaysia Sarawak This OpenCourseWare@UNIMAS and its related course materials are licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. Engineering Applications with 2nd Order DE Learning Objective: 1. Analyse engineering problems (spring and series/parallel electronic circuits) using 2nd order ODE Engineering Applications with 2nd Order DE Chapter Contents: Linear Models: Initial Value Problems Spring/Mass Systems Series Circuit Analogue SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION HOOKE’S LAW ks Suppose that a flexible spring is suspended vertically from a rigid support and then mass m is attached to its free end. The amount of elongation, s of the spring will depend on the mass. mg By Hooke’s Law, the spring itself exerts a restoring force F opposite to the direction of elongation and proportional to the amount of elongation s. F = ks , where k is the spring constant SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION NEWTON’S SECOND LAW After a mass m is attached to a spring, it stretches the spring by an amount s and attains a position of equilibrium at which weight W is balanced by the restoring force ks. Weight, W = mg At equilibrium, the condition can be represented by: mg – ks = 0 If the mass is displaced by an amount x from its equilibrium position, the restoring force of the spring is then k(x + s) SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION NEWTON’S SECOND LAW Let’s assume that: 1. There is no retarding forces acting on the system 2. The mass vibrates free of other external forces, i.e. free motion By Newton’s 2nd Law: At equilibrium, mg ks 0 Restoring Force of the spring. F ma d 2x m 2 k ( s x) mg dt d 2x m 2 ks mg kx dt d 2x m 2 kx dt Weight of the mass Negative sign indicates that the restoring force of the spring acts opposite to the direction of motion. SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION From equation Divide by the mass m, Or, d 2x m 2 kx dt d 2x k ( )x 0 2 dt m d 2x 2 x0 2 dt where k m 2 This equation is said to describe simple harmonic motion or free undamped motion. SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION d 2x 2 x0 2 dt 2 initial conditions can be associated with the differential equation: x(0) x0 - the initial displacement of the mass x' (0) x1 - the initial velocity of the mass For example: x0 > 0, x1 < 0 x0 < 0, x1 = 0 The mass starts from a point below the equilibrium position with an upward velocity. The mass is released from rest from a point x0 units above the equlibrium position. SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION d 2x 2 x0 2 dt Given above second order equation, let’s solve the equation. The auxiliary equations will be m2 2 0 The roots will found to be complex number: m1 i, m2 i From constant coefficients we know that for Case III, y c1ex cos x c2ex sin x Thus, in this problem x(t ) c1 cos t c2 sin t SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION From equation x(t ) c1 cos t c2 sin t The period of motion, T 2 / where T represents the time (secs) it takes the mass to execute one cycle of motion. One complete oscillation cycle of a mass is when the mass move from, say, the lowest point below the equilibrium position to the highest point and back to the lowest point. Extreme displacement of the mass means: maximum positive displacement, x(t) below the equilibrium position minimum negative displacement, x(t) above the equilibrium position SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION From equation x(t ) c1 cos t c2 sin t The frequency of motion, f completed every one second. 1 is the number of cycles T 2 After the constants c1 and c2 are determined, the resulting particular solution is called the equation of motion. SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Example 1: A mass weighing 2 pounds stretches a spring 6 inches. At t = 0 the mass is released from a point 8 inches below the equilibrium position with an upward velocity of 4/3 ft/s. Determine the equation of motion. Solution: Standardized units, Weight, W = mg Hooke’s Law 6 inches = ½ ft, 8 inches = 2/3 ft m = W/g = 2/32 = 1/16 slug. F = ks 2 = k(1/2) k = 4 lb /ft SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Solution (continue): Newton’s 2nd Law d 2x m 2 kx dt 1 d 2x 4 x 2 16 dt d 2x 64 x 0 2 dt SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Solution (continue): The initial conditions are, x(0) = 2/3, x’(0) = -4/3 d 2x 64 x 0 2 dt Second order DE d 2x 2 Simple harmonic motion or free undamped motion equation is x0 2 dt Thus, 64 or 8 . 2 So, the general solution of the differential equation is x(t ) c1 cos 8t c2 sin 8t SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Solution (continue): The initial conditions are, x(0) = 2/3, x’(0) = -4/3 x(t ) c1 cos 8t c2 sin 8t 2 x(0) : 3 2 3 2 c1 3 x(0) c1 cos 8(0) c2 sin 8(0) 4 x' (t ) c1 sin 8t 8c2 cos 8t x' (0) : 3 x' (0) c sin 8(0) 8c cos 8(0) 4 1 2 3 c2 1 6 SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Solution (continue): Thus, the equation of motion is 2 1 x(t ) cos 8t sin 8t 3 6 SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Equation of motion x(t ) c1 cos t c2 sin t Alternatively written as where A c1 c2 c1 tan c2 2 2 x(t ) A sin(t ) is the amplitude is the phase angle c1 c2 2 2 c2 c1 SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION Using Example 1: Write in the form of 2 A c1 c2 2 2 x(t ) A sin(t ) 2 17 2 1 6 3 6 c1 tan 4 c2 tan 1 (4) 1.326rad We must take Thus, to be the second-quadrant angle, so (1.326) 1.816rad 17 x(t ) sin(8t 1.816) 6 Week 10 SPRING/MASS SYSTEMS: FREE UNDAMPED MOTION FREE UNDAMPED MOTION T 2 SPRING/MASS SYSTEMS: FREE DAMPED MOTION FREE DAMPED MOTION The concept of free harmonic motion is unrealistic, since the motion assumes no retarding forces acting on the moving mass. Unless the mass is suspended in a perfect vacuum, there will be at least a resisting force due to the surrounding medium. Mass suspended in viscous medium Mass connected to a dashpot damping device SPRING/MASS SYSTEMS: FREE DAMPED MOTION FREE DAMPED MOTION When no other external forces are impressed on the system, from Newton's second law: 2 d x dx m 2 kx dt dt where is a positive damping constant and the negative sign shows that the damping force acts in a direction opposite to the motion. Divide by m, the differential equation of free damped motion is: d 2 x dx k x 0 2 dt m dt m SPRING/MASS SYSTEMS: FREE DAMPED MOTION FREE DAMPED MOTION d 2 x dx k x 0 2 dt m dt m From equation d 2x dx 2 2 x0 2 dt dt Rewrite as where 2 m and k m 2 The symbol 2λ is used only for algebraic convenience, so that we can write the 2 2 auxiliary equation as m 2m 0 and the corresponding roots are then m1 2 2 and m2 2 2 SPRING/MASS SYSTEMS: FREE DAMPED MOTION FREE DAMPED MOTION Based on the algebraic sign of 2 2 , we can distinguish 3 possible cases: d 2x dx 2 2 x0 2 dt dt CASE I: 0 2 2 x(t ) e t (c1e 2 2 t c2e 2 2 t ) Overdamped system CASE II: 2 2 0 x(t ) et (c1 c2t ) Critically damped system CASE III: 2 2 0 Underdamped system x(t ) e t (c1 cos 2 2 t c2 sin 2 2 t ) SPRING/MASS SYSTEMS: FREE DAMPED MOTION FREE DAMPED MOTION CASE I Overdamped system CASE II Critically damped system CASE III Underdamped system - The damping coefficient β is larger than k. - Smooth and non-oscillatory motion - Any slight decrease in damping force would result in oscillatory motion. - Motion is similar to overdamped system. - Mass can pass through the equilibrium position at most one time. - The damping coefficient β is smaller than k. - The motion is oscillatory but the amplitudes of vibration 0 as t ∞. SPRING/MASS SYSTEMS: DRIVEN MOTION DRIVEN MOTION WITH DAMPING Suppose there is an external force f(t) acting on a vibrating mass on a spring. For example, f(t) could represent a driving force causing an oscillatory vertical motion of the support of the spring. Thus, if we include f(t) in the formulation of Newton’s second law, the differential equation of driven motion/forced motion is, d 2x dx m 2 kx f (t ) dt dt SPRING/MASS SYSTEMS: DRIVEN MOTION DRIVEN MOTION WITH DAMPING From d 2x dx m 2 kx f (t ) dt dt d 2x dx 2 2 x F (t ) 2 Divide by m gives, dt dt f (t ) k where F (t ) , 2 and 2 m m m The above nonhomogeneous equation can be solved using the method of undetermined coefficients or variation of parameters. SPRING/MASS SYSTEMS: DRIVEN MOTION Example: Solve the initial value problem 1 d 2x dx 1 . 2 2 x 5 cos 4t , 2 5 dt dt 1 x(0) , 2 x' (0) 0 Solution: From driven motion/forced motion DE, d 2x dx m 2 kx f (t ) dt dt Thus, m = 1/5 kg, k = 2 N/m. From initial conditions, known that the mass is released from rest at ½ meter below the equilibrium position. The motion is damped with β = 1.2 and is being driven by an external periodic force beginning at t = 0. SPRING/MASS SYSTEMS: DRIVEN MOTION Solution (continue): 1 d 2x dx 1 . 2 2 x 5 cos 4t , 2 5 dt dt 1 x(0) , 2 x' (0) 0 Solve for the homogeneous part first, multiply by 5: d 2x dx 6 10 x 0 2 dt dt Solve and found, m1 3 i and m2 3 i Thus, xc (t ) e3t (c1 cos t c2 sin t ) To solve the nonhomogeneous part, we use undetermined coefficient method to assume that the particular solution take the form A cos 4t B sin 4t SPRING/MASS SYSTEMS: DRIVEN MOTION Solution (continue): Assuming x p (t ) A cos 4t B sin 4t Differentiating x p (t ) twice and substitute into the DE gives x' ' p 6 x' p 10 x p (6 A 24B) cos 4t (24 A 6B) sin 4t 25 cos 4t 25 50 and B 102 51 25 50 cos 4t sin 4t Thus, x(t ) e 3t (c1 cos t c2 sin t ) 102 51 Solving the above equation gives A At t = 0, x = ½ : At t = 0, x’ = 0: 38 51 86 c2 51 c1 38 86 25 50 cos 4t sin 4t Thus, equation of motion is x(t ) e ( cos t sin t ) 51 51 102 51 3t SPRING/MASS SYSTEMS: DRIVEN MOTION TRANSIENT AND STEADY-STATE TERMS d 2x dx 2 2 x F (t ) 2 dt dt When F is a periodic function such as F (t ) F0 sin t or F (t ) F0 cos t , the general solution for λ >0 is the sum of a nonperiodic function xc (t ) and a periodic function x p (t ). Also, xc (t ) becomes zero as time increases (t ∞). Thus, for large values of time, the displacements of the mass are closely approximated by the particular solution x p (t ) . SPRING/MASS SYSTEMS: DRIVEN MOTION TRANSIENT AND STEADY-STATE TERMS The complementary function xc (t ) is said to be a transient term or transient solution, and the particular solution x p (t ) is called the steady-state term or steady-state solution. SPRING/MASS SYSTEMS: DRIVEN MOTION TRANSIENT AND STEADY-STATE TERMS From previous example, x(t ) e 3t ( 38 86 25 50 cos t sin t ) cos 4t sin 4t 51 51 102 51 Transient Steady-state SPRING/MASS SYSTEMS: DRIVEN MOTION DRIVEN MOTION WITHOUT DAMPING With a periodic force applied and NO damping force, there is no transient term in the solution of the problem. Example: (Undamped Forced Motion) Solve the initial value problem d 2x 2 x F0 sin t 2 dt Where F0 is a constant and γ ≠ω. x(0) 0, x' (0) 0 SPRING/MASS SYSTEMS: DRIVEN MOTION DRIVEN MOTION WITHOUT DAMPING Solution: The complementary function is xc (t ) c1 cos t c2 sin t To find the particular solution, we assume that x p (t ) A cos t B sin t x' ' p 2 x p A( 2 2 ) cos t B( 2 2 ) sin t F0 sin t which gives A = 0 and B F0 /( 2 2 ) . F0 Therefore, x p (t ) 2 sin t 2 SPRING/MASS SYSTEMS: DRIVEN MOTION DRIVEN MOTION WITHOUT DAMPING Solution (continue): Thus, the general solution is F0 x(t ) c1 cos t c2 sin t 2 sin t 2 With initial conditions x(0) 0, x' (0) 0 F0 Found c1 0 and c2 ( 2 2 ) F0 Thus, the solution is x(t ) ( sin t sin t ) , 2 2 ( ) SERIES CIRCUIT ANALOGUE LRC SERIES CIRCUITS The charge q(t) on the capacitor is related to the current i(t) by i dq / dt From LRC series circuit di 1 L Ri q E (t ) dt C d 2q dq 1 L 2 R q E (t ) dt dt C Note that the nomenclature used in analysis of circuits is similar to that used to describe spring/mass systems. SERIES CIRCUIT ANALOGUE LRC SERIES CIRCUITS If E(t) = 0, the electrical vibrations of the circuit are said to be free. d 2q dq 1 1 From L 2 R q E (t ) the auxiliary equation is Lm2 Rm 0 dt dt C C Thus, there will be 3 forms of the solution with R ≠ 0, depending on the value of the discriminant R 2 4L / C R 2 4L / C 0 Overdamped R 2 4L / C 0 Critically damped R 2 4L / C 0 Underdamped SERIES CIRCUIT ANALOGUE LRC SERIES CIRCUITS R 2 4L / C 0 R 2 4L / C 0 R 2 4L / C 0 Overdamped Critically damped Underdamped In each THREE cases, the general solution contains the factor so, q(t) 0 as t ∞. e Rt / 2 L In the underdamped case, when q(0) q0, the capacitor is charging and discharging as t ∞. When E(t) = 0, R=0, the circuit is said to be undamped and the electrical vibrations do not approach zero as t ∞; the response of the circuit is simple harmonic. SERIES CIRCUIT ANALOGUE LRC SERIES CIRCUITS Example: Find the charge q(t) on the capacitor in an LRC series circuit when L = 0.25 henry (h), R = 10 ohms (Ω), C = 0.001 farad (f), E(t) = 0, q(0) =q0 and i(0)=0. Solution: d 2q dq 1 Since 1/C = 1000, equation L 2 R q E (t ) becomes dt dt C 1 q' '10q'1000q 0 4 q' '40q'4000q 0 Solve for the homogeneous equation, found R 2 4L / C 0 means the 20t circuit is underdamped and q(t ) e (c1 cos 60t c2 sin 60t ) SERIES CIRCUIT ANALOGUE LRC SERIES CIRCUITS Solution(continue): With initial solutions q(0) =q0 and i(0)=0: 1 Found c1 q0 and c2 q0. 3 Thus, 1 q(t ) q0e 20t (cos 60t sin 60t ) 3 SPRING MASS SYTEM/SERIES ELECTRICAL CIRCUIT We have identified the DE for spring/mass system and series electrical circuits: d 2x dx m 2 kx f (t ) dt dt Driving function/ External force f(t) d 2q dq 1 L 2 R q E (t ) dt dt C Driving function/ Applied voltage E(t) Previous cases that we have gone through in previous sections only considers problems in which the functions f and E were continuous. SPRING MASS SYTEM/SERIES ELECTRICAL CIRCUIT Discontinuous driving functions are possible and not uncommon. For example, the applied voltage on a circuit could be piecewise continuous and periodic such as the “sawtooth” function described by graph below: SPRING MASS SYTEM/SERIES ELECTRICAL CIRCUIT Given these types of differential equations, it is difficult to solve the DE using the techniques that we have studied so far (for second order DE). The Laplace transform will be a useful tool that simplifies the solution of problems such as these. The End
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