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MATH
[1251]

Examples from Second-order constant-coefficient equations

All examples from Second-order constant-coefficient equations.

Two distinct real roots

For

y′′−2y′−15y=0,y''-2y'-15y=0,

the characteristic polynomial factors as

r2−2r−15=(r−5)(r+3).r^2-2r-15=(r-5)(r+3).

The roots are 55 and −3-3, so

y=Ae5x+Be−3x.y=Ae^{5x}+Be^{-3x}.

A repeated real root

For

y′′−6y′+9y=0,y''-6y'+9y=0,

the characteristic polynomial is (r−3)2(r-3)^2. The homogeneous solution is

y=(A+Bx)e3x.y=(A+Bx)e^{3x}.

Using only Ae3xAe^{3x} would lose one arbitrary constant because the two proposed modes would be scalar multiples.

Initial data for distinct modes

For

y′′−4y′−5y=0,y(0)=2,y′(0)=10,y''-4y'-5y=0,\qquad y(0)=2,\qquad y'(0)=10,

the roots are 55 and −1-1, so

y=Ae5x+Be−x.y=Ae^{5x}+Be^{-x}.

The initial conditions give

A+B=2,5A−B=10.A+B=2,\qquad 5A-B=10.

Thus A=2A=2, B=0B=0 and

y=2e5x.y=2e^{5x}.

Constant forcing

For

y′′−3y′+2y=4,y''-3y'+2y=4,

the homogeneous solution is Aex+Be2xAe^x+Be^{2x}. A constant trial yp=Cy_p=C gives 2C=42C=4, so C=2C=2. Hence

y=Aex+Be2x+2.y=Ae^x+Be^{2x}+2.

Linear forcing

For

y′′−5y′+6y=6x,y''-5y'+6y=6x,

the homogeneous roots are 22 and 33. Use yp=ax+by_p=ax+b. Substitution gives

6a x+(−5a+6b)=6x.6a\,x+(-5a+6b)=6x.

Thus a=1a=1 and b=5/6b=5/6, so

y=Ae2x+Be3x+x+56.y=Ae^{2x}+Be^{3x}+x+\frac56.

Forcing at a repeated root

For

y′′+4y′+4y=e−2x,y''+4y'+4y=e^{-2x},

the homogeneous equation has the repeated root −2-2 and homogeneous solution (A+Bx)e−2x(A+Bx)e^{-2x}. The trial Ce−2xCe^{-2x} and the corrected trial Cxe−2xCxe^{-2x} both overlap with this solution space, so use

yp=Cx2e−2x.y_p=Cx^2e^{-2x}.

Here the operator factors as (D+2)2(D+2)^2, where D=d/dxD=d/dx. For yp=e−2xv(x)y_p=e^{-2x}v(x), applying this operator gives e−2xv′′(x)e^{-2x}v''(x). With v=Cx2v=Cx^2, the left side is 2Ce−2x2Ce^{-2x}; matching the forcing gives C=1/2C=1/2. Therefore

y=(A+Bx)e−2x+12x2e−2x.y=(A+Bx)e^{-2x}+\frac12x^2e^{-2x}.

Trigonometric resonance

For

y′′+y=cos⁡x,y''+y=\cos x,

the homogeneous modes are cos⁡x\cos x and sin⁡x\sin x, so the forcing overlaps with the homogeneous solution. Use

yp=Cxsin⁡x.y_p=Cx\sin x.

Since

(xsin⁡x)′′+xsin⁡x=2cos⁡x,(x\sin x)''+x\sin x=2\cos x,

we have C=1/2C=1/2. With y(0)=3y(0)=3 and y′(0)=0y'(0)=0,

y=3cos⁡x+x2sin⁡x.y=3\cos x+\frac{x}{2}\sin x.

Polynomial forcing

For

y′′+y=x2+x,y''+y=x^2+x,

take yp=ax2+bx+cy_p=ax^2+bx+c. Matching coefficients gives a=1a=1, b=1b=1 and c=−2c=-2. Thus

y=Acos⁡x+Bsin⁡x+x2+x−2.y=A\cos x+B\sin x+x^2+x-2.

Exponential-polynomial forcing

For

y′′−3y′+2y=x2e3x,y''-3y'+2y=x^2e^{3x},

the homogeneous roots are 11 and 22, so there is no overlap with e3xe^{3x}. Set

yp=e3x(Ax2+Bx+C).y_p=e^{3x}(Ax^2+Bx+C).

Writing v=Ax2+Bx+Cv=Ax^2+Bx+C, direct differentiation gives

(D2−3D+2)(e3xv)=e3x(v′′+3v′+2v).(D^2-3D+2)(e^{3x}v)=e^{3x}(v''+3v'+2v).

Matching this with x2e3xx^2e^{3x} gives 2A=12A=1, 6A+2B=06A+2B=0 and 2A+3B+2C=02A+3B+2C=0. Hence

yp=e3x(12x2−32x+74).y_p=e^{3x}\left(\frac12x^2-\frac32x+\frac74\right).

The general solution is

y=C1ex+C2e2x+e3x(12x2−32x+74).y=C_1e^x+C_2e^{2x} +e^{3x}\left(\frac12x^2-\frac32x+\frac74\right).

A Volterra integral equation

For

x(t)=−∫0t(t−s)x(s) ds,x(t)=-\int_0^t(t-s)x(s)\,ds,

setting t=0t=0 gives x(0)=0x(0)=0. Differentiate using the Leibniz rule:

x′(t)=−∫0tx(s) ds,x'(t)=-\int_0^t x(s)\,ds,

so x′(0)=0x'(0)=0. Differentiating again gives

x′′(t)=−x(t).x''(t)=-x(t).

The integral equation therefore implies the IVP

x′′+x=0,x(0)=0,x′(0)=0.x''+x=0,\qquad x(0)=0,\qquad x'(0)=0.

The unique solution is

x(t)=0.x(t)=0.

The initial conditions are essential. Solving only the differentiated equation would introduce nonzero sine and cosine solutions that need not satisfy the original integral equation.

Damped oscillation

For m=1m=1, c=0.2c=0.2 and k=1.01k=1.01,

x¨+0.2x˙+1.01x=0\ddot{x}+0.2\dot{x}+1.01x=0

has characteristic roots

r=−0.1±i.r=-0.1\pm i.

Therefore

x(t)=e−0.1t(Acos⁡t+Bsin⁡t).x(t)=e^{-0.1t}(A\cos t+B\sin t).

With x(0)=2x(0)=2 and x˙(0)=−0.2\dot{x}(0)=-0.2, we obtain A=2A=2 and B=0B=0, so

x(t)=2e−0.1tcos⁡t.x(t)=2e^{-0.1t}\cos t.

The cosine describes the oscillation, while e−0.1te^{-0.1t} is the decaying amplitude. Hence x(t)→0x(t)\to0.

Periodic forcing

If an external periodic force is applied,

x¨+0.2x˙+1.01x=1.5sin⁡(ωt)+1.8cos⁡(ωt),\ddot{x}+0.2\dot{x}+1.01x =1.5\sin(\omega t)+1.8\cos(\omega t),

the solution has a transient part, which decays and a steady periodic part at frequency ω\omega. Take ω=2\omega=2 and the same initial conditions. For the particular response, set

xp=asin⁡(2t)+bcos⁡(2t).x_p=a\sin(2t)+b\cos(2t).

Substitution gives

−2.99a−0.4b=1.5,0.4a−2.99b=1.8,-2.99a-0.4b=1.5, \qquad 0.4a-2.99b=1.8,

so a≈−0.4137a\approx-0.4137 and b≈−0.6574b\approx-0.6574. Adding the homogeneous part e−0.1t(Ccos⁡t+Dsin⁡t)e^{-0.1t}(C\cos t+D\sin t) and imposing x(0)=2x(0)=2, x′(0)=−0.2x'(0)=-0.2 gives C≈2.657C\approx2.657 and D≈0.893D\approx0.893.

Therefore the response is approximately

x(t)≈0.8932e−0.1tsin⁡t+2.657e−0.1tcos⁡t−0.4137sin⁡(2t)−0.6574cos⁡(2t).x(t)\approx 0.8932e^{-0.1t}\sin t +2.657e^{-0.1t}\cos t -0.4137\sin(2t)-0.6574\cos(2t).

As tt increases, only the forced periodic terms remain. The choice ω=2\omega=2 shows a forced response away from the peak. The response is largest when the forcing frequency is near the undamped natural frequency,

km≈1.\sqrt{\frac{k}{m}}\approx1.

This is the near-resonant peak of the damped frequency response. Damping prevents the ideal undamped amplitude from growing without bound, but still produces a pronounced finite peak near that frequency.

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