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Linear Differential Equations

The document discusses linear differential equations (LDEs) and provides examples of solving common types of LDEs. It introduces methods like separation of variables and making an exponential guess for the solution form. Specific examples covered include first order LDEs, second order homogeneous LDEs, damped harmonic oscillators, and the equations of motion for simple harmonic motion using a mass on a spring and a simple pendulum. It also discusses damped and driven harmonic motion.

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seqsi boi
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0% found this document useful (0 votes)
34 views7 pages

Linear Differential Equations

The document discusses linear differential equations (LDEs) and provides examples of solving common types of LDEs. It introduces methods like separation of variables and making an exponential guess for the solution form. Specific examples covered include first order LDEs, second order homogeneous LDEs, damped harmonic oscillators, and the equations of motion for simple harmonic motion using a mass on a spring and a simple pendulum. It also discusses damped and driven harmonic motion.

Uploaded by

seqsi boi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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January 8th 2022 Oscillations amysteriousperson

Linear differential equations


A linear differential equation (LDE) is one in which x and its time derivatives enter only through
their first powers. LDE will come up quite frequently in the study of physics, so it’s best familiar-
izing yourself with some of the methods of solving them.
Example of a LDE:
ẍ + 4ẋ + 3x = 0
Example of a non-LDE:
ẍ + ẋ + 2x = 3t2 − 5
The techniques on how to solve LDE are best learned through examples. In this section I’ll provide
some examples of some LDEs and provide the underlying method on how to solve each one.

Example 1: ẋ = ax
First method:
Using separation of variables, we obtain
dx
= a dt
x
After that, integrate both side yields:
ln(x) = at + c → x = Aeat
where A is a constant that is determined by the initial conditions of x (perhaps the value of x at
t = 0).

Second method:
We can guess the solution x = Aeλt . Plug this in our original equation yields λ = a, hence we
obtain the solution x = Aeat . The general theory of differential equations says that a LDE of order
n has only n independent solution. Our equation is of first order, implying that there is only one
independent solution, and therefore we’ve found all the solutions to this LDE. This method might
seems a little bit silly, but it turns out that guessing these exponential functions (or sums of them)
is actually the most general thing we can try, so this method is indeed quite general.

Example 2: ẍ = ax
If a is negative, then we’ll see that this equation describes the oscillatory motion of, say, a spring.
If a is positive, then it describes exponentially growing or decaying motion.

First method:
We can actually try to use the separation of variable to solve this LDE, but this method is rather
cumbersome. It will certainly work, but in the case where our equation is linear in x, there is a
much simpler method.
If you want to try it for yourself: multiply both side by dt, and then multiply by ẋ to get rid of the
dt on the right hand side (ẋ dt = dx). Integrate to obtain ẋ as a function of x (ẋ = f (x)) Next,
use separation of variable to obtain x(t).
January 8th 2022 Oscillations amysteriousperson

Second method:
Similar to the first example, we√guess the solution x = Aeλt . Substitute this into our original
equation yields λ2 = a → λ = ± a. Therefore, the most general solution to this LDE is:
√ √
x(t) = Ae at
+ Be− at

This works fine in the case a > 0, but what is happening in the case where a < 0? As far as we
know, x(t) should be the equation of motion of a simple harmonic oscillator x(t) = A cos(ωt + φ).
Turns out this is exactly the case. When a is negative, we can write it as a = −ω 2 The solution
becomes:
x(t) = Aeiωt + Be−iωt
Euler’s formula states that eix = cos(x) + i sin(x). Using this, we can write x in terms of trig
functions, as desired.

Example 3: ẍ + 2γx + ax = 0
This equation describes the motion of a damped harmonic oscillator. We’ve put a factor of 2 in
the coefficient of ẋ to make some later formulas look nicer. The method of separation of variables
doesn’t work here, leaving us with only our method of guessing an exponential solution, x = Aeλt .
So let’s see what gives us. Plugging this into our original equation yields:

λ2 + 2γλ + a = 0
p
The solutions for λ are −γ ± γ 2 − a. Therefore, the general solution to our equation is:
 √ √ 
2 2
x(t) = e−γt Aet γ −a + Be−t γ −a

If γ 2 − a < 0, then we can write this in terms of sine and cosine, so we have oscillatory motion
that decreases in time due to the e−γt factor (or it increases, if γ > 0, but this is rarely physical.
If γ 2 − a > 0, then we have exponential motion.
In the first two examples above, the solutions were fairly clear. But in the present case, it’s not so
obvious. So our method of trying solutions of form Aeλt isn’t looking silly anymore.

In general, if we have an nth order homogeneous LDE,

dn x dn−1 x dx
n
+ c n−1 n−1
+ ... + c1 + c0 x = 0
dt dt dt
then our strategy is to guess an exponential solution, x = Aeλt , and to then solve the resulting
n order equation λn + cn−1 λn−1 + ... + c1 λ + c0 = 0, for λ, to obtain the solutions λ1 , ...λn . The
general solution for x(t) is then the superposition,

x(t) = A1 eλ1 t + A2 eλ2 t + ... + An eλn t

where A1 , A2 , ..., An are determined by the initial conditions.


Note: If some of the λi happen to be equal, then this is not valid, so a modification is needed.
January 8th 2022 Oscillations amysteriousperson

Simple harmonic motion


Mass and spring
Consider a mass m attached to a massless spring with spring constant k on a frictionless table.

k
m

O x

Newton’s second law gives mẍ = −kx, or


r
2 k
ẍ + ω x = 0, where ω ≡
m
This is simply the equation we studied in Example 2 in the previous section. The solution may be
written as
x(t) = A cos(ωt + φ)
Differentiate this to get velocity as a function of time:

v(t) = −ωA sin(ωt + φ)

There is a relation that turns out to be quite handy while solving problems related to oscillation.
Divide both side of the equation of motion by A and the equation of velocity by ωA. Since sin2 (x)+
cos2 (x) = 1, we can square both equations and then add them together to obtain:
 2  2
x(t) v(t)
+ =1
A ωA

Simple pendulum
Consider a mass that hangs on a massless string and swings in a vertical plane. Let l be the length
of the string, and let θ be the angle that the string makes with the vertical.

θ l

m⃗g
January 8th 2022 Oscillations amysteriousperson

The gravitational force on the mass in the tangential direction is −mg sin θ. Newton’s second law
in the tangential direction gives:
m(lθ̈) = −mg sin θ
Assume that the amplitude of the oscillation is small (θ0 ≪ 1). Hence, we approximate sin θ ≈ θ.
Plugging this into our original equation yields:
r
2 g
θ̈ + ω θ = 0, where ω ≡
l
Therefore:
θ(t) = θ0 cos(ωt + φ)

Damped and driven harmonic motion


Damped harmonic motion
Consider a mass m attached to the end of a spring with spring constant k. The whole system is
submerged in to a fluid. As a result, the mass is subjected to drag force proportional to the mass
velocity Ff = −bv. Our goal would be to solve for the position as a function of time. Newton’s
second law yields:
mẍ = −kx − bẋ
Rearranging gives:
ẍ + 2γ ẋ + ω 2 x = 0
wherep2γ = b/m, and ω 2 = k/m. This is exactly the equation that we solved in example 3. Let
Ω ≡ γ 2 − ω 2 , we may write the solution as:

x(t) = e−γt AeΩt + Be−Ωt




There are three cases to consider

Case 1: Underdamping (Ω2 < 0)


p
In this case, Ω is essentially imaginary, so let us define the real number ω̃ = ω 2 − γ 2 so that
Ω = iω̃. We can re-write our equation as follow:

x(t) = e−γt (Aeiω̃t + Be−iω̃t )


= e−γt C cos(ω̃t + φ)

These two expressions are equivalent. Using Euler’s formula we can relate the constants in the two
equations: C cos φ = A + B and −C sin φ = i(A − B). Since we’re dealing with a real physical
setup, x(t) must be real, and therefore C is real. As a result, A + B must be real and A − B must
be pure imaginary. For this condition to satisfy, we must have A∗ = B, where the star denotes
complex conjugation.
We can see that, the motion is harmonic motion, the only different thing is that the amplitude
decrease exponentially as time increases due to the e−γt factor. Below is the graph of x(t).
January 8th 2022 Oscillations amysteriousperson

We can write the equation of motion as x(t) = A(t) cos(ω̃t+φ). The object oscillates at a frequency
ω̃ smaller than its natural frequency ω. The red lines in the figure are the envelope of the motion
A(t) = Ce−γt . The position of the object would be at its maximum when x(t) "touches" this curve.
Notice that after a cycle, the amplitude decrease by a factor δ given by:

A(t + T ) Ce−γ(t+T )
δ= = = e−γT
A(t) Ce−γt

Case 2: Overdamping (Ω2 > 0)


In this case, Ω is real, The equation of motion would be:

x(t) = Ae−(γ−Ω)t + Be−(γ+Ω)t

Here is the graph of x(t):

There would be no oscillatory motion in this case. Since γ > Ω, both of the exponents are negative,
so the motion goes to zero as t → ∞.

Case 3: Critical damping (Ω2 = 0)


If Ω = 0, then ω = γ. We have to be careful in solving our LDE in this case, since both of our
solutions for λ yield the same value (λ+ = λ− = −γ). Therefore, we’ve actually only found one of
the solutions for our LDE. In this special case, we’re just accept that the other solution is in the
form of te−γt . (You can check this for yourself). As a result, the general solution for the motion of
object is:
x(t) = e−γt (A + Bt)
January 8th 2022 Oscillations amysteriousperson

Here is a graph of x(t):

As t → ∞, the exponential factor wins over the Bt term, and the motion goes to zero.
If we’re given a spring with fixed ω, and if we look at different systems with different value of γ,
then critical damping is the case where the motion converges to zero in the quickest way (∼ e−ωt ).
This is true because in the case of underdamping (γ < ω), the envelope of the motion goes like
e−γt , which is slower than e−ωt . Similarly, in the
p case of overdamping (γ > ω), the motion goes like
e−(γ−Ω)t , which is also slower than e−ωt (γ − γ 2 − ω 2 < ω, as you can verify).

Driven (and damped) harmonic motion


In many cases, our oscillator is driven by an external force.

Coupled oscillators
Small oscillations
Problems
Problem 1
A mass m oscillates on a spring with spring constant k. The amplitude is d. At the moment (let
this be t = 0) when the mass is at position x = d/2 (and moving to the right), it collides and sticks
to another mass m. The speed of the resulting mass 2m right after the collision is half the speed of
the moving mass m right before the collision. What is the resulting x(t)? What is the amplitude
of the new oscillation?

Problem 2
Consider a mathematical pendulum of a bob with mass m undergoing simple harmonic motion
with angular amplitude α0 (α0 ≪ 1). What is the average tension Tavg of the string over a period?

Problem 3
A “spring-dumbbell” comprises two balls of mass m that are connected with a spring of stiffness
k. Two such dumbbells are sliding toward one another, the velocity of either is v0 . At some point
January 8th 2022 Oscillations amysteriousperson

the distance between them is L. After which time is the distance between them equal to L again?
The collisions are perfectly elastic.

Problem 4
A spring with relaxed length zero and spring constant k is attached to the ground. A projectile
of mass m is attached to the other end of the spring. The projectile is then picked up and thrown
with velocity v at an angle θ to the horizontal.

1. Geometrically, what kind of curve is the resulting trajectory?

2. Find the value of v so that the projectile hits the ground traveling straight downward

Problem 5
A mass m is attached to n springs with relaxed lengths of zero. The spring constants are k1 , k2 , ..., kn .
The mass initially sits at its equilibrium position and then is given a kick in an arbitrary direction.
Describe the resulting motion.

Problem 6
A small bob of mass m is attached to two light, unstretched, identical springs. The springs are
anchored at their far ends and arranged along a straight line. If the bob is displaced in a direction
perpendicular to the line of the springs by a small length l, the period of oscillation of the bob is
T . Find the period if the bob is displaced by length 2l.

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