LECTURE 16: NONHOMOGENEOUS EQUATIONS AND FORCED OSCILLATIONS AND RESONANCE MINGFENG ZHAO October 19, 2015 Theorem 1. Let yc (x) be the general solution to the homogeneous equation y 00 + p(x)y 0 + q(x)y = 0 ( which is call the complementary solution), and yp (x) be any particular solution to the nonhomogeneous equation y 00 +p(x)y 0 +q(x)y = f (x), then the general solution to the nonhomogeneous equation y 00 + p(x)y 0 + q(x)y = f (x) is: y(x) = yp (x) + yc (x). Variation of Parameters Definition 1. Let y1 (x) and y2 (x) be two solutions, the Wronskian of y1 and y2 is defined as: W (y1 , y2 ) = det y1 (x) y2 (x) y10 (x) y20 (x) = y1 (x)y20 (x) − y10 (x)y2 (x). To find a particular solution to the nonhomogeneous equation y 00 + p(x)y 0 + q(x)y = f (x): I. Find a fundamental set of solutions y1 (x) and y2 (x) to the homogeneous equation y 00 + p(x)y 0 + q(x)y = 0, that is, the general solution to y 00 + p(x)y 0 + q(x)y = 0 is: yc (x) = C1 y1 (x) + C2 y2 (x). II. Let yp (x) = C1 (x)y1 (x) + C2 (x)y2 (x) be a particular solution to y 00 + p(x)y 0 + q(x)y = f (x) III. Compute yp0 (x), we get yp0 (x) = C10 (x)y1 (x) + C20 (x)y2 (x) + C1 (x)y10 (x) + C2 (x)y20 (x) Take C10 (x)y1 (x) + C20 (x)y2 (x) = 0. 1 2 MINGFENG ZHAO Then yp0 (x) = C1 (x)y10 (x) + C2 (x)y20 (x) yp00 (x) = C10 (x)y10 (x) + C1 (x)y100 (x) + C20 (x)y20 (x) + C2 (x)y200 (x). IV. Plug yp (x), yp0 (x) and yp00 (x) into y 00 + p(x)y 0 + q(x)y = f (x), we get C10 (x)y10 (x) + C20 (x)y20 (x) = f (x). V. Solve C10 (x) and C20 (x) from the system: C10 (x)y1 (x) + C20 (x)y2 (x) = 0 C 0 (x)y 0 (x) + C 0 (x)y 0 (x) = f (x). 1 1 2 2 Then C10 (x) = −y2 (x)f (x) , W (y1 , y2 ) and C20 (x) = y1 (x)f (x) . W (y1 , y2 ) VI. Solve C1 (x) and C2 (x), then Z C1 (x) = −y2 (x)f (x) dx, W (y1 , y2 ) Z and C2 (x) = y1 (x)f (x) dx. W (y1 , y2 ) VII. Write down the solution: Z yp (x) = −y1 (x) y2 (x)f (x) dx + y2 (x) W (y1 , y2 ) Z y1 (x)f (x) dx . W (y1 , y2 ) Example 1. Find a particular solution of y 00 − y = 2 sin(x2 ). The characteristic equation of y 00 − y = 0 is: r2 − 1 = 0. Solve r2 − 1 = 0, then r1 = 1, and r2 = −1. Then the general solution to y 00 − y = 0 is: y(x) = C1 ex + C2 e−x . Let yp (x) = C1 (x)ex + C2 (x)e−x be a particular solution to y 00 − y = 2 sin(x2 ), then yp0 (x) = C10 (x)ex + C1 (x)ex + C20 (x)e−x − C2 (x)e−x LECTURE 16: NONHOMOGENEOUS EQUATIONS AND FORCED OSCILLATIONS AND RESONANCE Take C10 (x)ex + C20 (x)e−x = 0. Then we have yp0 (x) = C1 (x)ex − C2 (x)e−x yp00 (x) = C10 (x)ex + C1 (x)ex − C20 (x)e−x + C2 (x)e−x So we have yp00 − yp = C10 (x)ex + C1 (x)ex − C20 (x)e−x + C2 (x)e−x − C1 (x)ex + C2 (x)e−x = C10 (x)ex − C20 (x)e−x = sin(x2 ) In summary, we know that C10 (x) and C20 (x) satisfy C10 (x)ex + C20 (x)e−x = 0 C 0 (x)ex − C 0 (x)e−x = 2 sin(x2 ) 1 2 Solve C10 (x) and C20 (x), we get C10 (x) = e−x sin(x2 ), and C20 (x) = −ex sin(x2 ). So Z C1 (x) = e −x 2 sin(x ) dx, Z and C2 (x) = − ex sin(x2 ) dx. Therefore, a particular solution to y 00 − y = 2 sin(x2 ) can be: yp (x) = ex Z e−x sin(x2 ) dx − e−x Z ex sin(x2 ) dx . Forced oscillations and resonance Mass-Spring System: Let x(t) be the displacement of the mass, then mx00 + cx0 + kx = F (t) . 3 4 MINGFENG ZHAO Figure 1. Mass-Spring System We are interested in periodic forcing, F (t) = F0 cos(ωt) with ω > 0. So we have mx00 + cx0 + kx = F0 cos(ωt) . Rewrite the equation, we have x00 + 2px0 + ω02 x = F0 cos(ωt) , m where c p= ≥ 0, 2m r and ω0 = k > 0. m Undamped forced motion and resonance The differential equation for the undamped forced motion (c = 0) is: x00 + ω02 x = F0 cos(ωt), m ω > 0. The characteristic equation of x00 + ω02 x = 0 is: r2 + ω02 = 0. Solve r2 + ω02 = 0, we get r1 = ω0 i, and r2 = −ω0 i. The general solution to x00 + ω02 x = 0 is: xc (t) = A cos(ω0 t) + B sin(ω0 t) . Since the nonhomogeneous function is F0 cos(ωt), we have two cases: m LECTURE 16: NONHOMOGENEOUS EQUATIONS AND FORCED OSCILLATIONS AND RESONANCE I. If ω 6= ω0 , let xp (t) = D cos(ωt) + E sin(ωt) be a particular solution to x00 + ω02 x = x0p (t) = −Dω sin(ωt) + Eω cos(ωt) x00p (t) = −Dω 2 cos(ωt) − Eω 2 sin(ωt) x00 + ω02 x 5 F0 cos(ωt), then m = −Dω 2 cos(ωt) − Eω 2 sin(ωt) + Dω02 cos(ωt) = D[ω02 − ω 2 ] cos(ωt) − Eω 2 sin(ωt) = F0 cos(ωt). m So we get F0 , and E = 0. m[ω02 − ω 2 ] F0 cos(ωt) can be: So a particular solution to x00 + ω02 x = m D= xp (t) = F0 cos(ωt) . m[ω02 − ω 2 ] II. If ω = ω0 . Let xp (t) = t[D cos(ω0 t) + E sin(ω0 t)] = Dt cos(ω0 t) + Et sin(ω0 t) be a particular solution to F0 x00 + ω02 x = cos(ω0 t), then m x0p (t) = D cos(ω0 t) − Dω0 t sin(ω0 t) + E sin(ω0 t) + Eω0 t cos(ω0 t) x00p (t) = −Dω0 sin(ω0 t) − Dω0 sin(ω0 t) − Dω02 t cos(ω0 t) + Eω0 cos(ω0 t) + Eω0 cos(ω0 t) − Eω02 t sin(ω0 t) = −2Dω0 sin(ω0 t) − Dω02 t cos(ω0 t) + 2Eω0 cos(ω0 t) − Eω02 t sin(ω0 t) x00 + ω02 x = −2Dω0 sin(ω0 t) − Dω02 t cos(ω0 t) + 2Eω0 cos(ω0 t) − Eω02 t sin(ω0 t) +ω02 [Dt cos(ω0 t) + Et sin(ω0 t)] = −2Dω0 sin(ω0 t) + 2Eω0 cos(ω0 t) = F0 cos(ω0 t). m Then we have D = 0, So a particular solution to x00 + ω02 x = and E = F0 . 2mω0 F0 cos(ω0 t) can be: m xp (t) = F0 t sin(ω0 t) . 2mω0 6 MINGFENG ZHAO In summary, the general solution to x00 + ω02 x = x(t) = F0 cos(ωt) is: m A cos(ω0 t) + B sin(ω0 t) + F0 cos(ωt), if ω0 6= ω, m[ω02 − ω 2 ] A cos(ω0 t) + B sin(ω0 t) + F0 t sin(ω0 t), 2mω0 . if ω0 = ω F0 F0 t and t, in particular, the 2mω0 2mω0 amplitude of x(t) will go to infinity. This kind of behavior is called resonance or perhaps pure resonance. In the case that ω0 = ω, when t → ∞, the graph of x(t) oscillates between − Figure 2. Graph of 1 t sin(πt) π Example 2. Take 0.5x00 + 8x = 10 cos(πt), x(0) = 0, x0 (0) = 0. Then r m = 0.5, ω0 = √ 8 = 16 = 4, 0.5 F = 10, and ω = π. The general solution to 0.5x00 + 8x = 10 cos(πt) is: x(t) = A cos(4t) + B sin(4t) + 10 20 cos(πt) = A cos(4t) + B sin(4t) + cos(πt). 0.5(42 − π 2 ) 16 − π 2 Then x0 (t) = −4A sin(4t) + 4B cos(4t) − 20π sin(πt). 16 − π 2 Since x(0) = 0 and x0 (0) = 0, then A+ 20 = 0, 16 − π 2 and 4B = 0. So we get A=− 20 , 16 − π 2 and B = 0. LECTURE 16: NONHOMOGENEOUS EQUATIONS AND FORCED OSCILLATIONS AND RESONANCE 7 So the solution to 0.5x00 + 8x = 10 cos(πt), x(0) = 0, x0 (0) = 0 is: x(t) = 20 [cos(πt) − cos(4t)] . 16 − π 2 Figure 3. Graph of 20 [cos(πt) − cos(4t)] 16 − π 2 Problems you can do: Lebl’s Book [2]: All exercises on Page 83. Braun’s Book [1]: All exercises on Page 172 and Page 173. Read all materials in Section 2.6. References [1] Martin Braun. Differential Equations and Their Applications: An Introduction to Applied Mathematics. Springer, 1992. [2] Jiri Lebl. Notes on Diffy Qs: Differential Equations for Engineers. Createspace, 2014. Department of Mathematics, The University of British Columbia, Room 121, 1984 Mathematics Road, Vancouver, B.C. Canada V6T 1Z2 E-mail address: mingfeng@math.ubc.ca