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TMA4110 - Calculus 3 Lecture 6 Toke Meier Carlsen Norwegian University of Science and Technology Fall 2012 www.ntnu.no TMA4110 - Calculus 3, Lecture 6

TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

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Page 1: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

TMA4110 - Calculus 3Lecture 6

Toke Meier CarlsenNorwegian University of Science and Technology

Fall 2012

www.ntnu.no TMA4110 - Calculus 3, Lecture 6

Page 2: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Reference group

We need a reference group (referansegruppe) for TMA4110. Sendan email to [email protected] if you are interested inparticipating in the reference group.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 2

Page 3: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Onsager Lecture

The Lars Onsager Lecture for 2012 will be presented by ProfessorArnold J. Levine, Institute for Advance Study, Princeton. Monday,September 10 at 11:15–12:00 in S2 he will present the LarsOnsager Lecture 2012 with title Searching for the Origins ofCancers so as to Inform Treatments.See http://www.ntnu.edu/onsager for more information.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 3

Page 4: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Second-order homogeneous lineardifferential equations with constantcoefficients

Consider the second-order homogeneous linear differentialequation

y ′′ + py ′ + qy = 0

with constant coefficients.

The characteristic polynomial of the equation is the polynomialλ2 + pλ+ q.The roots

λ =−p ±

√p2 − 4q

2of λ2 + pλ+ q are called thecharacteristic roots of the equation.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 4

Page 5: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Second-order homogeneous lineardifferential equations with constantcoefficients

Consider the second-order homogeneous linear differentialequation

y ′′ + py ′ + qy = 0

with constant coefficients.

The characteristic polynomial of the equation is the polynomialλ2 + pλ+ q.The roots

λ =−p ±

√p2 − 4q

2of λ2 + pλ+ q are called thecharacteristic roots of the equation.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 4

Page 6: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Second-order homogeneous lineardifferential equations with constantcoefficients

Consider the second-order homogeneous linear differentialequation

y ′′ + py ′ + qy = 0

with constant coefficients.The characteristic polynomial of the equation is the polynomialλ2 + pλ+ q.

The roots

λ =−p ±

√p2 − 4q

2of λ2 + pλ+ q are called thecharacteristic roots of the equation.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 4

Page 7: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Second-order homogeneous lineardifferential equations with constantcoefficients

Consider the second-order homogeneous linear differentialequation

y ′′ + py ′ + qy = 0

with constant coefficients.The characteristic polynomial of the equation is the polynomialλ2 + pλ+ q.The roots

λ =−p ±

√p2 − 4q

2of λ2 + pλ+ q are called thecharacteristic roots of the equation.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 4

Page 8: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

General solutions to second-orderhomogeneous linear differentialequations with constant coefficients

If p2 − 4q > 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct real roots λ1 and λ2, and the general solutionof y ′′ + py ′ + qy = 0 is c1eλ1t + c2eλ2t .If p2 − 4q < 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct complex roots λ1 = a + ib and λ2 = a− ib,and the general solution of y ′′ + py ′ + qy = 0 isc1eat cos(bt) + c2eat sin(bt).If p2 − 4q = 0, then the characteristic polynomial λ2 + pλ+ qjust have one root λ, and the general solution ofy ′′ + py ′ + qy = 0 is c1eλt + c2teλt .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 5

Page 9: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

General solutions to second-orderhomogeneous linear differentialequations with constant coefficients

If p2 − 4q > 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct real roots λ1 and λ2, and the general solutionof y ′′ + py ′ + qy = 0 is c1eλ1t + c2eλ2t .

If p2 − 4q < 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct complex roots λ1 = a + ib and λ2 = a− ib,and the general solution of y ′′ + py ′ + qy = 0 isc1eat cos(bt) + c2eat sin(bt).If p2 − 4q = 0, then the characteristic polynomial λ2 + pλ+ qjust have one root λ, and the general solution ofy ′′ + py ′ + qy = 0 is c1eλt + c2teλt .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 5

Page 10: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

General solutions to second-orderhomogeneous linear differentialequations with constant coefficients

If p2 − 4q > 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct real roots λ1 and λ2, and the general solutionof y ′′ + py ′ + qy = 0 is c1eλ1t + c2eλ2t .If p2 − 4q < 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct complex roots λ1 = a + ib and λ2 = a− ib,and the general solution of y ′′ + py ′ + qy = 0 isc1eat cos(bt) + c2eat sin(bt).

If p2 − 4q = 0, then the characteristic polynomial λ2 + pλ+ qjust have one root λ, and the general solution ofy ′′ + py ′ + qy = 0 is c1eλt + c2teλt .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 5

Page 11: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

General solutions to second-orderhomogeneous linear differentialequations with constant coefficients

If p2 − 4q > 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct real roots λ1 and λ2, and the general solutionof y ′′ + py ′ + qy = 0 is c1eλ1t + c2eλ2t .If p2 − 4q < 0, then the characteristic polynomial λ2 + pλ+ qhas two distinct complex roots λ1 = a + ib and λ2 = a− ib,and the general solution of y ′′ + py ′ + qy = 0 isc1eat cos(bt) + c2eat sin(bt).If p2 − 4q = 0, then the characteristic polynomial λ2 + pλ+ qjust have one root λ, and the general solution ofy ′′ + py ′ + qy = 0 is c1eλt + c2teλt .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 5

Page 12: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

We consider a spring suspendedfrom a beam.

The position of thebottom of the spring is thereference point from which wemeasure displacement, so itcorresponds to x = 0.We then attach a weight of massm to the spring. This weightstretches the spring until it isonce more in equilibrium atx = x0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 6

Page 13: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

We consider a spring suspendedfrom a beam. The position of thebottom of the spring is thereference point from which wemeasure displacement, so itcorresponds to x = 0.

We then attach a weight of massm to the spring. This weightstretches the spring until it isonce more in equilibrium atx = x0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 6

Page 14: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

We consider a spring suspendedfrom a beam. The position of thebottom of the spring is thereference point from which wemeasure displacement, so itcorresponds to x = 0.We then attach a weight of massm to the spring. This weightstretches the spring until it isonce more in equilibrium atx = x0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 6

Page 15: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

At this point there are two forcesacting on the mass. There is theforce of gravity mg, and there isthe restoring force of the springwhich we denote by R(x) since itdepends on the distance x thatthe spring is stretched.

Since we have equilibrium atx = x0, the total force on theweight is 0, so R(x0) + mg = 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 7

Page 16: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

At this point there are two forcesacting on the mass. There is theforce of gravity mg, and there isthe restoring force of the springwhich we denote by R(x) since itdepends on the distance x thatthe spring is stretched.Since we have equilibrium atx = x0, the total force on theweight is 0, so R(x0) + mg = 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 7

Page 17: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

We now set the mass in motionby stretching the spring further.

In addition to gravity and therestoring force, there is adamping force D which is theresistance to the motion of theweight due to the mediumthrough which the weight ismoving and perhaps tosomething internal to the spring.We assume that D depends onthe velocity x ′ of the mass, andwrite it as D(x ′).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 8

Page 18: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

We now set the mass in motionby stretching the spring further.In addition to gravity and therestoring force, there is adamping force D which is theresistance to the motion of theweight due to the mediumthrough which the weight ismoving and perhaps tosomething internal to the spring.

We assume that D depends onthe velocity x ′ of the mass, andwrite it as D(x ′).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 8

Page 19: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

We now set the mass in motionby stretching the spring further.In addition to gravity and therestoring force, there is adamping force D which is theresistance to the motion of theweight due to the mediumthrough which the weight ismoving and perhaps tosomething internal to the spring.We assume that D depends onthe velocity x ′ of the mass, andwrite it as D(x ′).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 8

Page 20: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

According to Newton’s secondlaw, we have

mx ′′ = R(x) + mg + D(x ′).

We assume that R(x) = −kx forsome positive constant k calledthe spring constant, and thatD(x ′) = −µx ′ for somenonnegative constant µ calledthe damping constant.Thus we havemx ′′ = −kx + mg − µx ′.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 9

Page 21: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

According to Newton’s secondlaw, we have

mx ′′ = R(x) + mg + D(x ′).

We assume that R(x) = −kx forsome positive constant k calledthe spring constant, and thatD(x ′) = −µx ′ for somenonnegative constant µ calledthe damping constant.

Thus we havemx ′′ = −kx + mg − µx ′.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 9

Page 22: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

According to Newton’s secondlaw, we have

mx ′′ = R(x) + mg + D(x ′).

We assume that R(x) = −kx forsome positive constant k calledthe spring constant, and thatD(x ′) = −µx ′ for somenonnegative constant µ calledthe damping constant.Thus we havemx ′′ = −kx + mg − µx ′.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 9

Page 23: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

Recall that R(x0) + mg = 0.

Somg = −R(x0) = kx0. If we lety = x − x0, thenmx ′′ = −kx + mg − µx ′ becomesmy ′′ + µy ′ + ky = 0 becausex ′ = y ′ and x ′′ = y ′′.If we let ω0 =

√k/m and

c = µ/2m, then the aboveequation becomes

y ′′ + 2cy ′ + ω20y = 0

where c ≥ 0 and ω0 > 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 10

Page 24: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

Recall that R(x0) + mg = 0. Somg = −R(x0) = kx0.

If we lety = x − x0, thenmx ′′ = −kx + mg − µx ′ becomesmy ′′ + µy ′ + ky = 0 becausex ′ = y ′ and x ′′ = y ′′.If we let ω0 =

√k/m and

c = µ/2m, then the aboveequation becomes

y ′′ + 2cy ′ + ω20y = 0

where c ≥ 0 and ω0 > 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 10

Page 25: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

Recall that R(x0) + mg = 0. Somg = −R(x0) = kx0. If we lety = x − x0, thenmx ′′ = −kx + mg − µx ′ becomesmy ′′ + µy ′ + ky = 0 becausex ′ = y ′ and x ′′ = y ′′.

If we let ω0 =√

k/m andc = µ/2m, then the aboveequation becomes

y ′′ + 2cy ′ + ω20y = 0

where c ≥ 0 and ω0 > 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 10

Page 26: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

x = 0

x = x0

Recall that R(x0) + mg = 0. Somg = −R(x0) = kx0. If we lety = x − x0, thenmx ′′ = −kx + mg − µx ′ becomesmy ′′ + µy ′ + ky = 0 becausex ′ = y ′ and x ′′ = y ′′.If we let ω0 =

√k/m and

c = µ/2m, then the aboveequation becomes

y ′′ + 2cy ′ + ω20y = 0

where c ≥ 0 and ω0 > 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 10

Page 27: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Harmonic motion

The motion described by a solution to the equation

y ′′ + 2cy ′ + ω20y = 0

where c ≥ 0 and ω0 > 0, is called a harmonic motion.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 11

Page 28: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

If c = 0 we say that the system is undamped.

In that case, theequation becomes

y ′′ + ω20y = 0

where ω0 > 0.The general solution to this equation is

y(t) = c1 cos(ω0t) + c2 sin(ω0t).

The motion described by this solution is called a simple harmonicmotion. The number ω0 =

√k/m is called the natural frequency.

The number T = 2π/ω0 = 2π/√

k/m is called the period.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 12

Page 29: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

If c = 0 we say that the system is undamped. In that case, theequation becomes

y ′′ + ω20y = 0

where ω0 > 0.

The general solution to this equation is

y(t) = c1 cos(ω0t) + c2 sin(ω0t).

The motion described by this solution is called a simple harmonicmotion. The number ω0 =

√k/m is called the natural frequency.

The number T = 2π/ω0 = 2π/√

k/m is called the period.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 12

Page 30: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

If c = 0 we say that the system is undamped. In that case, theequation becomes

y ′′ + ω20y = 0

where ω0 > 0.The general solution to this equation is

y(t) = c1 cos(ω0t) + c2 sin(ω0t).

The motion described by this solution is called a simple harmonicmotion. The number ω0 =

√k/m is called the natural frequency.

The number T = 2π/ω0 = 2π/√

k/m is called the period.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 12

Page 31: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

If c = 0 we say that the system is undamped. In that case, theequation becomes

y ′′ + ω20y = 0

where ω0 > 0.The general solution to this equation is

y(t) = c1 cos(ω0t) + c2 sin(ω0t).

The motion described by this solution is called a simple harmonicmotion.

The number ω0 =√

k/m is called the natural frequency.The number T = 2π/ω0 = 2π/

√k/m is called the period.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 12

Page 32: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

If c = 0 we say that the system is undamped. In that case, theequation becomes

y ′′ + ω20y = 0

where ω0 > 0.The general solution to this equation is

y(t) = c1 cos(ω0t) + c2 sin(ω0t).

The motion described by this solution is called a simple harmonicmotion. The number ω0 =

√k/m is called the natural frequency.

The number T = 2π/ω0 = 2π/√

k/m is called the period.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 12

Page 33: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

If c = 0 we say that the system is undamped. In that case, theequation becomes

y ′′ + ω20y = 0

where ω0 > 0.The general solution to this equation is

y(t) = c1 cos(ω0t) + c2 sin(ω0t).

The motion described by this solution is called a simple harmonicmotion. The number ω0 =

√k/m is called the natural frequency.

The number T = 2π/ω0 = 2π/√

k/m is called the period.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 12

Page 34: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Amplitude and phase angle

It is frequently convenient to put the solutiony(t) = c1 cos(ω0t) + c2 sin(ω0t) into another form that is moreconvenient and more revealing of the nature of the solution.

Let z = c1 + ic2. If we let A = |z| and φ = Arg(z), thenz = A(cos(φ) + i sin(φ)) from which it follows that c1 = A cos(φ)and c2 = A sin(φ), and that

y(t) = c1 cos(ω0t) + c2 sin(ω0t)= A cos(φ) cos(ω0t) + A sin(φ) sin(ω0t) = A cos(ω0t − φ).

The number A is called the amplitude, and the number φ is calledthe phase.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 13

Page 35: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Amplitude and phase angle

It is frequently convenient to put the solutiony(t) = c1 cos(ω0t) + c2 sin(ω0t) into another form that is moreconvenient and more revealing of the nature of the solution.Let z = c1 + ic2.

If we let A = |z| and φ = Arg(z), thenz = A(cos(φ) + i sin(φ)) from which it follows that c1 = A cos(φ)and c2 = A sin(φ), and that

y(t) = c1 cos(ω0t) + c2 sin(ω0t)= A cos(φ) cos(ω0t) + A sin(φ) sin(ω0t) = A cos(ω0t − φ).

The number A is called the amplitude, and the number φ is calledthe phase.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 13

Page 36: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Amplitude and phase angle

It is frequently convenient to put the solutiony(t) = c1 cos(ω0t) + c2 sin(ω0t) into another form that is moreconvenient and more revealing of the nature of the solution.Let z = c1 + ic2. If we let A = |z| and φ = Arg(z), thenz = A(cos(φ) + i sin(φ)) from which it follows that c1 = A cos(φ)and c2 = A sin(φ),

and that

y(t) = c1 cos(ω0t) + c2 sin(ω0t)= A cos(φ) cos(ω0t) + A sin(φ) sin(ω0t) = A cos(ω0t − φ).

The number A is called the amplitude, and the number φ is calledthe phase.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 13

Page 37: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Amplitude and phase angle

It is frequently convenient to put the solutiony(t) = c1 cos(ω0t) + c2 sin(ω0t) into another form that is moreconvenient and more revealing of the nature of the solution.Let z = c1 + ic2. If we let A = |z| and φ = Arg(z), thenz = A(cos(φ) + i sin(φ)) from which it follows that c1 = A cos(φ)and c2 = A sin(φ), and that

y(t) = c1 cos(ω0t) + c2 sin(ω0t)= A cos(φ) cos(ω0t) + A sin(φ) sin(ω0t) = A cos(ω0t − φ).

The number A is called the amplitude, and the number φ is calledthe phase.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 13

Page 38: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Amplitude and phase angle

It is frequently convenient to put the solutiony(t) = c1 cos(ω0t) + c2 sin(ω0t) into another form that is moreconvenient and more revealing of the nature of the solution.Let z = c1 + ic2. If we let A = |z| and φ = Arg(z), thenz = A(cos(φ) + i sin(φ)) from which it follows that c1 = A cos(φ)and c2 = A sin(φ), and that

y(t) = c1 cos(ω0t) + c2 sin(ω0t)= A cos(φ) cos(ω0t) + A sin(φ) sin(ω0t) = A cos(ω0t − φ).

The number A is called the amplitude, and the number φ is calledthe phase.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 13

Page 39: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Simple harmonic motion

t

y

y(t) = A cos(ω0t − φ)

φ/ω0

T = 2π/ω0

A

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 14

Page 40: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The underdamped case

If 0 < c < ω0, then the characteristic roots of y ′′ + 2cy ′ + ω20y = 0

are

λ =−2c ±

√(2c)2 − 4ω0

2= −c ±

√c2 − ω2

0 = −c ± i√ω2

0 − c2

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = e−ct(c1 cos(ωt) + c2 sin(ωt))

where ω =√ω2

0 − c2.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 15

Page 41: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The underdamped case

If 0 < c < ω0, then the characteristic roots of y ′′ + 2cy ′ + ω20y = 0

are

λ =−2c ±

√(2c)2 − 4ω0

2= −c ±

√c2 − ω2

0 = −c ± i√ω2

0 − c2

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = e−ct(c1 cos(ωt) + c2 sin(ωt))

where ω =√ω2

0 − c2.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 15

Page 42: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The underdamped case

If 0 < c < ω0, then the characteristic roots of y ′′ + 2cy ′ + ω20y = 0

are

λ =−2c ±

√(2c)2 − 4ω0

2= −c ±

√c2 − ω2

0 = −c ± i√ω2

0 − c2

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = e−ct(c1 cos(ωt) + c2 sin(ωt))

where ω =√ω2

0 − c2.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 15

Page 43: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The underdamped case

t

y

y(t) = e−ct(c1 cos(ωt) + c2 sin(ωt))

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 16

Page 44: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The overdamped case

If c > ω0, then the characteristic roots of y ′′ + 2cy ′ + ω20y = 0 are

λ =−2c ±

√(2c)2 − 4ω0

2= −c ±

√c2 − ω2

0

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = c1eλ1t + c2eλ2t

where λ1 = −c −√

c2 − ω20 and λ2 = −c +

√c2 − ω2

0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 17

Page 45: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The overdamped case

If c > ω0, then the characteristic roots of y ′′ + 2cy ′ + ω20y = 0 are

λ =−2c ±

√(2c)2 − 4ω0

2= −c ±

√c2 − ω2

0

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = c1eλ1t + c2eλ2t

where λ1 = −c −√

c2 − ω20 and λ2 = −c +

√c2 − ω2

0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 17

Page 46: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The overdamped case

If c > ω0, then the characteristic roots of y ′′ + 2cy ′ + ω20y = 0 are

λ =−2c ±

√(2c)2 − 4ω0

2= −c ±

√c2 − ω2

0

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = c1eλ1t + c2eλ2t

where λ1 = −c −√

c2 − ω20 and λ2 = −c +

√c2 − ω2

0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 17

Page 47: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The overdamped case

t

y

y(t) = c1eλ1t + c2eλ2t

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 18

Page 48: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The critically damped case

If c = ω0, then the equation y ′′ + 2cy ′ + ω20y = 0 only has one

characteristic root

λ =−2c ±

√(2c)2 − 4ω0

2= −c

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = c1e−ct + c2te−ct .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 19

Page 49: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The critically damped case

If c = ω0, then the equation y ′′ + 2cy ′ + ω20y = 0 only has one

characteristic root

λ =−2c ±

√(2c)2 − 4ω0

2= −c

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = c1e−ct + c2te−ct .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 19

Page 50: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The critically damped case

If c = ω0, then the equation y ′′ + 2cy ′ + ω20y = 0 only has one

characteristic root

λ =−2c ±

√(2c)2 − 4ω0

2= −c

so the the general solution to y ′′ + 2cy ′ + ω20y = 0 is

y(t) = c1e−ct + c2te−ct .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 19

Page 51: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The critically damped case

t

y

y(t) = c1e−ct + c2te−ct

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 20

Page 52: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

We now turn to the solution of inhomogeneous second-order lineardifferential equations

y ′′ + py ′ + qy = f

where p = p(t), q = q(t) and f = f (t) are functions of theindependent variable.Suppose we have found a particular solution yp to the equation.If yh is a solution to the homogeneous equation y ′′ + py ′ + qy = 0,then yp + yh is a solution to the inhomogeneous equationy ′′ + py ′ + qy = f because (yp + yh)

′′ + p(yp + yh)′ + q(yp + yh) =

(y ′′p + py ′p + qyp) + (y ′′h + py ′h + qyh) = f + 0 = f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 21

Page 53: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

We now turn to the solution of inhomogeneous second-order lineardifferential equations

y ′′ + py ′ + qy = f

where p = p(t), q = q(t) and f = f (t) are functions of theindependent variable.

Suppose we have found a particular solution yp to the equation.If yh is a solution to the homogeneous equation y ′′ + py ′ + qy = 0,then yp + yh is a solution to the inhomogeneous equationy ′′ + py ′ + qy = f because (yp + yh)

′′ + p(yp + yh)′ + q(yp + yh) =

(y ′′p + py ′p + qyp) + (y ′′h + py ′h + qyh) = f + 0 = f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 21

Page 54: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

We now turn to the solution of inhomogeneous second-order lineardifferential equations

y ′′ + py ′ + qy = f

where p = p(t), q = q(t) and f = f (t) are functions of theindependent variable.Suppose we have found a particular solution yp to the equation.

If yh is a solution to the homogeneous equation y ′′ + py ′ + qy = 0,then yp + yh is a solution to the inhomogeneous equationy ′′ + py ′ + qy = f because (yp + yh)

′′ + p(yp + yh)′ + q(yp + yh) =

(y ′′p + py ′p + qyp) + (y ′′h + py ′h + qyh) = f + 0 = f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 21

Page 55: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

We now turn to the solution of inhomogeneous second-order lineardifferential equations

y ′′ + py ′ + qy = f

where p = p(t), q = q(t) and f = f (t) are functions of theindependent variable.Suppose we have found a particular solution yp to the equation.If yh is a solution to the homogeneous equation y ′′ + py ′ + qy = 0,then yp + yh is a solution to the inhomogeneous equationy ′′ + py ′ + qy = f

because (yp + yh)′′ + p(yp + yh)

′ + q(yp + yh) =(y ′′p + py ′p + qyp) + (y ′′h + py ′h + qyh) = f + 0 = f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 21

Page 56: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

We now turn to the solution of inhomogeneous second-order lineardifferential equations

y ′′ + py ′ + qy = f

where p = p(t), q = q(t) and f = f (t) are functions of theindependent variable.Suppose we have found a particular solution yp to the equation.If yh is a solution to the homogeneous equation y ′′ + py ′ + qy = 0,then yp + yh is a solution to the inhomogeneous equationy ′′ + py ′ + qy = f because (yp + yh)

′′ + p(yp + yh)′ + q(yp + yh) =

(y ′′p + py ′p + qyp) + (y ′′h + py ′h + qyh) = f + 0 = f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 21

Page 57: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

Conversely, if yp1 and yp2 are two different solutions to theinhomogeneous equation y ′′ + py ′ + qy = f , then yh = yp1 − yp2 isa solution to the homogeneous equation y ′′ + py ′ + qy = 0

because (yp1 − yp2)′′ + p(yp1 − yp2)

′ + q(yp1 − yp2) =(y ′′p1

+ py ′p1+ qyp1)− (y ′′p2

+ py ′p2+ qyp2) = f − f = 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 22

Page 58: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

Conversely, if yp1 and yp2 are two different solutions to theinhomogeneous equation y ′′ + py ′ + qy = f , then yh = yp1 − yp2 isa solution to the homogeneous equation y ′′ + py ′ + qy = 0because (yp1 − yp2)

′′ + p(yp1 − yp2)′ + q(yp1 − yp2) =

(y ′′p1+ py ′p1

+ qyp1)− (y ′′p2+ py ′p2

+ qyp2) = f − f = 0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 22

Page 59: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Inhomogeneous equations

It follows that if yp is a particular solution to the inhomogeneousequation y ′′ + py ′ + qy = f and y1 and y2 form a fundamental set ofsolutions to the homogeneous equation y ′′ + py ′ + qy = 0, then thegeneral solution to the inhomogeneous equation y ′′ + py ′ + qy = fis

y = yp + c1y1 + c2y2

where c1 and c2 are constants.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 23

Page 60: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The method of undetermined coefficients

Consider the inhomogeneous second-order linear differentialequation

y ′′ + py ′ + qy = f .

If the function f has a form that is replicated under differentiation,then look for a solution with the same general form as f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 24

Page 61: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The method of undetermined coefficients

Consider the inhomogeneous second-order linear differentialequation

y ′′ + py ′ + qy = f .

If the function f has a form that is replicated under differentiation,then look for a solution with the same general form as f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 24

Page 62: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The method of undetermined coefficients

Consider the inhomogeneous second-order linear differentialequation

y ′′ + py ′ + qy = f .

If the function f has a form that is replicated under differentiation,then look for a solution with the same general form as f .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 24

Page 63: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Exponential forcing terms

If f (t) = eat , then f ′(t) = aeat , so we will look for a solution of theform beat .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 25

Page 64: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Exponential forcing terms

If f (t) = eat , then f ′(t) = aeat , so we will look for a solution of theform beat .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 25

Page 65: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 2e−2t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 26

Page 66: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 2e−2t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 26

Page 67: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 2e−2t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 26

Page 68: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 2e−2t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 26

Page 69: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 2e−2t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 26

Page 70: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Trigonometric forcing terms

If f (t) = A cos(ωt) + B sin(ωt), thenf ′(t) = −ωA sin(ωt) + ωB cos(ωt), so we will look for a solution ofthe form a cos(ωt) + b sin(ωt).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 27

Page 71: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Trigonometric forcing terms

If f (t) = A cos(ωt) + B sin(ωt), thenf ′(t) = −ωA sin(ωt) + ωB cos(ωt), so we will look for a solution ofthe form a cos(ωt) + b sin(ωt).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 27

Page 72: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 28

Page 73: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 28

Page 74: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 28

Page 75: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 28

Page 76: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 28

Page 77: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 28

Page 78: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 79: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 80: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it),

y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 81: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 82: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 83: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 84: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 85: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 86: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

The complex method

Consider again the equation

y ′′ + 2y ′ − 3y = 5 sin(3t).

Since 5 sin(3t) = Im(5e3it), y(t) = Im(z(t)) is a solution toy ′′ + 2y ′ − 3y = 5 sin(3t) if z is a solution to z ′′ + 2z ′ − 3z = 5e3it .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 29

Page 87: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Polynomial forcing terms

If f (t) = antn + an−1tn−1 + . . . a1t + a0, thenf ′(t) = nantn−1 + (n − 1)an−1tn−2 + . . . a1, so we will look for asolution of the form bntn + bn−1tn−1 + . . . b1t + b0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 30

Page 88: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Polynomial forcing terms

If f (t) = antn + an−1tn−1 + . . . a1t + a0, thenf ′(t) = nantn−1 + (n − 1)an−1tn−2 + . . . a1, so we will look for asolution of the form bntn + bn−1tn−1 + . . . b1t + b0.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 30

Page 89: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 3t + 4.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 31

Page 90: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 3t + 4.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 31

Page 91: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 3t + 4.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 31

Page 92: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 3t + 4.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 31

Page 93: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ + 2y ′ − 3y = 3t + 4.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 31

Page 94: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Exceptional cases

The method of undetermined coefficients looks straightforward.There are, however, some exceptional cases to look out for. If theforcing term f , and hence the proposed solution, is a solution to thehomogeneous equation y ′′ + py ′ + qy = 0, then the proposedsolution wouldn’t work.

Instead we have to multiply the proposed solution by t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 32

Page 95: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Exceptional cases

The method of undetermined coefficients looks straightforward.There are, however, some exceptional cases to look out for. If theforcing term f , and hence the proposed solution, is a solution to thehomogeneous equation y ′′ + py ′ + qy = 0, then the proposedsolution wouldn’t work.Instead we have to multiply the proposed solution by t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 32

Page 96: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 97: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 98: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 99: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 100: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 101: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 102: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 33

Page 103: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Combination forcing terms

If yf is a solution the differential equation y ′′ + py ′ + qy = f , yg is asolution the differential equation y ′′ + py ′ + qy = g, and c1 and c2are constants, then y(t) = c1yf (t) + c2yg(t) is a solution to thedifferential equation y ′′ + py ′ + qy = c1f + c2g.

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 34

Page 104: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = e−2t − 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 35

Page 105: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = e−2t − 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 35

Page 106: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find a particular solution to the equation

y ′′ − y ′ − 2y = e−2t − 3e−t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 35

Page 107: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 108: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 109: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 110: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 111: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 112: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 113: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 114: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 115: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36

Page 116: TMA4110 - Calculus 3 - Lecture 6 · Consider the second-order homogeneous linear differential equation y00+py0+qy = 0 with constant coefficients. The characteristic polynomial of

Example

Let us find the general solution to the equation

y ′′ + 4y ′ + 4y = 4− t .

www.ntnu.no TMA4110 - Calculus 3, Lecture 6, page 36