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Differential Equations - Second Order Ordinary Differential Equation - Some Partial Differential Equations


       Homogeneous Linear Equations with Constant Coefficient

y” + py’ + qy = 0.

The charanteristic equation is

λ2 + pλ + q = 0.

If λ1 and λ2 are distinct real roots of the characteristic equation, then the general solution is

, where

C1 and C2 are integration constants.

  

If, then the general solution is.

If λ1 and λ2 are complex numbers:

λ1 = α + βi, λ2 = α – βi where

,

Then the general solution is

y = e αx (C1 cos βx + C2 sin βx).

 

        Inhomogeneous Linear Equations with Constant Coefficient

y” + py’ + qy = f(x).

 

The general solution is given by

y = yp + yh, where

yp is a particular solution of the inhomogeneous equation and yh is the general solution of the associated homogeneous equation.

 

If the right side has the form

f (x) = e αx (P1(x) cos βx + P1(x) sin βx),

then the particular solution yp is given by

y = xk e αx (R1 cos βx + R2 sin βx),

where the particular R1 (x) and R2 (x) have to be found by using the method of undetermined coefficients.

• If α + βi is not a root of the characteristic equation, then the power k = 0,

• If α + βi is a simple root, then k = 1,

• If α + βi is a double root, then k = 2.

 

        Differential Equation with y Missing

y" = f (x, y’).

Set u = y’. then the new equation satisfied by v is u’ = f (x, u),

Which is a first order differential equation.

 

        Differential Equation with x Missing

y" = f (y, y’).

Set u = y’. Since

,

we have

,

Which is a first order differential equation.

 

        Free Undamped Vibrations

The motion of a Mass on a Spring is described by the equation

,

Where

m is the stiffness of the spring,

y is displacement of the mass from equilibrium.

 

The general solution is

y = A cos (ω0 t – δ),

where

A is the amplitude of the displacemet,

ω0 is the fundamental frequency, the period is,

δ is phase angle of the displacement.

This is an example of simple harmonic motion.

 

        Free Damped Vibrations

  , where

γ is the damping coefficient.

There are 3 cases for the general solution:

Case 1. γ2 > 4km (overdamped)

 

Case 2. γ2 = 4km (critically damped)

 

 

Case 3. γ2 < 4km (underdamped)

 

        Simple Pendulum

   ,

Where θ is the angular displacement, L is the pendulum length, g is the acceleration of gravity.

 

        RLC Circuit

    ,

Where I is the current in an RLC circuit with an ac voltage source V(t) = E0 sin (ωt).

 

The general solution is


C1, C2 are constants depending on initial conditions.

 

 

Some Partial Differential Equations

        The Laplace Equation

    

Applies to potential energy function u(x, y) in the xy-plane where heat is allowed to ftow from warm areas to cool ones. The equations of this type are called parabolic.

 

        The Heat Equation

    

Applies to the temperature distribution u(x, y) for a conservative force field in the xy-plane. Partial differential equations of this type are called elliptic.

 

        The Wave Equation

   

Applies to the displanement u(x, y) of vibrating membranes and other wave function. The equations of this type are called hyperbolic.


 

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Labels: Mathematician

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