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307 views65 pages

Lecture Notes 1-ODEs

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APPLIED

MATHEMATICS
in MECHANICAL
ENGINEERING

Lecture notes
Ha Le Nhu Ngoc Thanh, Ph.D.
Applied Mathematic in M.E.
Schedules of the course and evaluation method

1. Instructor – Ha Le Nhu Ngoc Thanh, Ph.D.


Ordinary Differential Equation
▪Email: thanh.hlnn@hcmute.edu.vn
▪Department: Mechatronics Engineering (E1-302) First order ODE
Weeks 1-4
2. Course Schedule: Chapter 1 Second order ODE
▪ Lecture: Math Course
▪ Assignment: may have Assignments, To be Laplace Transforms
announced (TBA) Inverse Laplace Transforms
▪ Midterm exam: handwritten - Week 8 (TBA) Application of Laplace to solve ODE
▪ Final exam: handwritten - Week 15 (TBA)
Chapter 2 Numerical method to solve ODEs Weeks 5-7
3. Course Schedule: Euler method, Runge-Kutta
▪Textbooks and references
[1]. Erwin Kreyszig, “Advanced Engineering Chapter 3 Polynomial Interpolation Weeks 8-9
Mathematics", 10th Edition, John Wiley & Sons Lagrange, Newton, spline…
[2]. David V.Kalbaugh, “Differential Equation for
Engineers”, Taylor & Francis, CRC Press Chapter 4 Numerical integration Weeks 10-11
[3]. James R. Brannan, William E. Boyce,
“Differential Equations: An introduction to
Chapter 5 Linear algebra Weeks 12-15
modern methods and applications”, Wiley

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 2 Mechanical Engineering
1. Ordinary Differential Equation

Chapter 1: 2. First-Order ODEs


3. Second-Order Linear ODEs
4. Applied Differential Equation to Mechanical Engineering

ORDINARY DIFFERENTIAL QUATION (ODE)

1. Ordinary Differential Equation


2. First-Order ODEs
3. Second-Order Linear ODEs
4. Applied Differential Equation to Mechanical Engineering

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 3 Mechanical Engineering
Ordinary Differential Equation 1. Definition of Ordinary Differential Equation Notes:
First-Order ODEs 2. General and particular solution
Second-Order Linear ODEs 3. Initial Value Problem
Applied Differential Equation to Mechanical Engineering 4. Problem

ORDINARY DIFERENTIAL EQUATION


Why do we learn math?
If we want to solve an engineering
problem (usually of a physical nature), we
first have to formulate the problem as a
mathematical expression in terms of
variables, functions, and equations.

The process of formulating the problem,


solving it mathematically, and interpreting
the result in physical or other terms is
called mathematical modeling or, briefly,
modeling.

Many physical concepts, such as velocity


and acceleration, are derivatives. Hence a
model is very often an equation containing
derivatives of an unknown function. Such
a model is called a differential equation.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 4 Mechanical Engineering
Ordinary Differential Equation 1. Definition of Ordinary Differential Equation Notes:
First-Order ODEs 2. General and particular solution
Second-Order Linear ODEs 3. Initial Value Problem
Applied Differential Equation to Mechanical Engineering 4. Problem

ORDINARY DIFERENTIAL EQUATION


Why do we learn differential Equation?

Mathematic model of a quadcopter is constructed in previous section:

 U1 ( cos sin cos + sin sin )


− 
 m
U
− 1 ( cos sin sin − sin cos ) 
 m 
  
x U1 ( cos cos ) 
 y  g−   U1 
z  m   1
U 
=
   1
U +
I (
y − Iz )  , where  U 2   x = 2 ( vr + vl ) cos 
   2  U 3  
Ix Ix  4 1
  
   1 ( Iz − Ix )

  y = ( vr + vl ) sin 
U +  2
 Iy
3
Iy  1
   = ( vr − vl )
 1
U4 +
(
Ix − I y )   L
 
 Iz Iz 

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 5 Mechanical Engineering
Ordinary Differential Equation 1. Definition of Ordinary Differential Equation Notes:
First-Order ODEs 2. General and particular solution
Second-Order Linear ODEs 3. Initial Value Problem
Applied Differential Equation to Mechanical Engineering 4. Problem

ORDINARY DIFERENTIAL EQUATION


o An ordinary differential equation of order n is an equation of the form:

(1) or

where
o Notes:
- An ODE is said to be of order n if the nth derivative of the unknown function y is
the highest derivative of y in the equation.
- We usually call 𝑦 𝑥 (or sometimes 𝑦 𝑡 if the independent variable is time t). The
equation may also contain y itself, known functions of x (or t), and constants.

Example: First order


Second order
Third order

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 6 Mechanical Engineering
Ordinary Differential Equation 1. Definition of Ordinary Differential Equation
Notes: dny  dy d ( n −1) y 
= f 
 x , y , ,...,  (1)
dx n −1 
First-Order ODEs 2. General and particular solution
dx n  dx
( )
Second-Order Linear ODEs 3. Initial Value Problem
Applied Differential Equation to Mechanical Engineering 4. Problem or F x, y, y ,..., y ( n ) = 0

ORDINARY DIFERENTIAL EQUATION

o Solution of ODE: A solution to this differential equation is an n-times differentiable


function y(x) which satisfies (1). A general solution is given by:
y ( x) = f ( x, C1 , C2 ,..., Cn ) or f ( x, y ( x), C1 , C 2 ,..., C n ) = 0

Can not separate x and y, ex. 𝑒 𝑥 + 𝑒 𝑦 = 𝑒 0.5𝑥𝑦

Notes:
+ A solution containing an arbitrary constant C is called a general solution of the ODE:
𝑦1 𝑥 = 𝑒 𝑥 + 𝐶, 𝑎𝑛𝑑 𝑦2 𝑥 = 𝑥. 𝑒 𝑥 + 𝐶
+ If we choose a specific c (e.g., or 0 or ) we obtain what is called a particular solution of the ODE.
A particular solution does not contain any arbitrary constants.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 7 Mechanical Engineering
Ordinary Differential Equation 1. Definition of Ordinary Differential Equation
Notes:
First-Order ODEs 2. General and particular solution
Second-Order Linear ODEs 3. Initial Value Problem
Applied Differential Equation to Mechanical Engineering 4. Problem

ORDINARY DIFERENTIAL EQUATION

o An initial condition is the prescription of the values of y and of its (n - 1)th derivatives at
a point 𝑥0 .

o Initial condition is applied to obtain a particular solution from a general solution the
given values from (2) and meaning that is used to determine a value of the arbitrary
constant C1, C2,…,Cn.
Example: Given y  = 3 y, y (0) = 5.7
Find: a) general solution, b) particular solution
dy 1
Solution: y  = 3 y  = 3 y   dy =  3dx
dx y
 ln y = 3x + C → y = e 3 x .e C  y = C *e 3 x ( general solution)
at x = 0, y = 5.7 → y x =0 = 5.7  5.7 = C *e 3.0 → C * = 5.7
→ y = 5.7e 3 x → Particular solution

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 8 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

o First-order ODEs is the equation containing only the first derivative and may contain y and any
given functions of x.
F ( x, y, y  ) = 0 or y  = f ( x, y ) (3)
Common problem of 1st ODEs:
1. Separable ODEs (variables x and y are separated): Many practically useful ODEs can be reduced
to the form:
(4)

Solution method: (4) is equivalent to or f ( x)dx + g ( y )dy = C 

So the variables x and y are separated. We can then integrate both sides, obtaining

(5)

Alternatively, if we know the initial condition 𝑦(𝑥0 ) = 𝑦0 , we can directly do (6)

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 9 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.1.: find solution of ODEs 𝑦(𝑥0 ) = 𝑦0 ,


Solution: following the above general procedure, we obtain

the initial condition 𝑦(𝑥0 ) = 𝑦0 , then the


value of c can be obtained from the
constraint that:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 10 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Alternatively, we can use (6) and get

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 11 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.2. solve xy 3 dx + ( y + 1) e − x dy = 0

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 12 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

2. Homogeneous ODEs (Extended Method): Some non-separable ODEs can be reduced to a separable
form. We discuss below systems in the form:

(7)

Solution method: let a new variable is introduced:


so that can be simplified. More specifically, derivative of y can be obtained by:

and hence (7) becomes

This ODE can be reduced to a separable form:

(Separable ODEs)

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 13 Mechanical Engineering
( )
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:

e ln( x ) = x
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.1.: find solution of ODEs:

After integration:

Thus, solution is

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 14 Mechanical Engineering
( )
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:

e ln( x ) = x
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)


Ex.2:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 15 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

❑ Special first – order ODEs: by using a new auxiliary and mathematical transformation to convert it
becoming a Separable ODEs or Homogeneous ODEs.
Special ODE Example 1: dy
Solve the ODE: = f ( ax + by + c )
dx
u − ax − c dy du dx − a du
let u = ax + by + c  y =  = ➔ The problem become: = bf ( u ) + a
b dx b dx
(Separable ODEs)
dy
Ex.1: solve = x− y+5
dx
du dy 1  → −1 d (1 − u ) = dx + C  ln 1 − u = − x + C
Let : u = x − y + 5 →
dx
= 1−
dx

1 − u
du = dx ⎯⎯  1− u  1 1
e f (u )
⎯⎯⎯ → 1 − u = e − x e C1  1 − u = Ce − x  y = Ce − x + x + 4
C

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 16 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Special ODE Example 2: dy  a x + b1 y + c1 


Solve the ODE: = f 1 
dx a
 2 x + b2 y + c 2 

If  =
a1 b1
a2 b2
 0 ⎯⎯⎯⎯ Always
→ u , v,  ,   , x = v +  , 1 
a  + b1 + c1 = 0
y = u +  a2 + b2  + c2 = 0 ( 
,  ,  = const )
dy du  a v + b1u + a1 + b1 + c1  du  a1v + b1u 
 = = f 1   = f   (Homogenous ODEs)
dx dv  a2 v + b2u + a2 + b2  + c2  dv  a2 v + b2u 
a b a b
If  = 1 1 = 0 → 1 = 1 = 
a2 b2 a2 b2
dy   ( a2 x + b2 y ) + c1  z = a2 x +b2 y dz
 = f  ⎯⎯⎯⎯⎯ → = g ( z ) (Separate ODEs)
dx  a2 x + b2 y + c2  dx

dy x + y − 3
Ex.2: solve =
dx x − y − 1

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 17 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)


dy x + y − 3
Solve the ODE: =
dx x − y − 1
 = 1 1 = −2  0 ⎯⎯⎯⎯
1 −1
Always
y = u +   −  −1 = 0 
→ u , v ,  ,   , x = v +  ,  +  − 3 = 0 →   =2
 =1
x = v + , y =u +  dy du v + u u du dz
⎯⎯⎯⎯⎯⎯ → = = (*), let z = → u = zv → u  = z v + z  =v +z
dx dv v − u v dv dv
2
(*) dz v+u u = zv dz 1 + z
⎯⎯ →v + z = ⎯⎯⎯ →v =
dv v −u dv 1 − z
 → 1 − z dz = 1dv
⎯⎯  1+ z2 v
1
( )
 arctan u − ln 1 + z 2 = ln v + C1  ln v + ln 1 + z 2 + C1 = arctan u
2
( )
(
 ln Cv 1 + z 2 = arctan u )
y −1

( )
arctan
→ Cv 1 + z 2 = e arctan u → C ( x − 2) 2
+ ( y − 1) = e
2 x−2

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 18 Mechanical Engineering
Ordinary Differential Equation 1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

3. First – Order Linear ODEs: A first-order ODE is linear if it can be transformed into the form of
(8)
Here r (x) is sometimes called the input to the ODE and y is called the output of the ODE. The ODE
is linear with respect to y and y’ and the input r (x).

* When r (x) = 0, (8) is called a homogeneous linear first-order ODE.


Solution can be obtained by:

We will usually be focusing on the case of y > 0, then

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 19 Mechanical Engineering
Ordinary Differential Equation
y  + p( x) y = r ( x)
1. First – Order ODEs 5. First Order Linear ODE Notes:
First-Order ODEs 2. Separable ODEs 6. Exercises
Second-Order Linear ODEs 3. Homogeneous ODEs
Applied Differential Equation to Mechanical Engineering 4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

* When 𝑟(𝑥) ≠ 0, (8) is called a nonhomogeneous linear first-order ODE.


Define an F(x) function: (*)
Multiplying some F (x) on both sides of (8) yields, (**)

It is obviously, the derivative: (***)

From (*) – (***) ➔ Thus,

(****)

The only remaining thing is to find out what F(x) is: From (*)

Any non-zero constant 𝑐 ∗ would work here. Let us pick 𝑐 ∗ = 1 without loss of generality and define:

Thus, from (****), we have


Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 20 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1. First – Order ODEs 5. First Order Linear ODE Notes: y ( x) = e − h  r ( x)e h dx + ce − h ,
2. Separable ODEs 6. Exercises
Second-Order Linear ODEs
Applied Differential Equation to Mechanical Engineering
3. Homogeneous ODEs h =  p ( x)dx
4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)


y  1
Ex.1. solve ODE y  − = x 3 ,  p ( x) = − , r ( x) = x 3 
x  x


Ex.3. solve ODE (
2 ydx + y 2 − 6 x dy = 0 )
1
Solution: h = − dx = − ln x → y ( x) = e ln x x 3e − ln x dx + ce ln x
x  Solution:
 y ( x) = x  x 2 dx + cx (
2 ydx + y 2 − 6 x dy = 0 )
x4 3 1
→ y ( x) = cx +  2 yx + y 2 − 6 x = 0  x − x=− y
4 y 2
Ex.2. solve ODE
3 1
2y p( y ) = − , r ( y) = − y
= ( x + 1) , y (0) = 1
3
y − y 2
x +1 2
Solution: y2
Applied fomula 3
⎯⎯⎯⎯⎯⎯
→ x = Cy +
−2 2
h= dx = −2 ln ( x + 1)
x +1
 y ( x) = e ( )  ( x + 1) e ( ) dx + Ce ( )
2ln x +1 3 −2ln x +1 2ln x +1

1
= ( x + 1) ( ) ( ) ( ) ( ) ( )
2 2 2 4
 x + 1 d x + 1 + C x + 1 = C x + 1 + x + 1
2
1
y (0) =1 2
⎯⎯⎯⎯ → C = 0 → y ( x) = ( x + 1) 4
2
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 21 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1. First – Order ODEs 5. First Order Linear ODE Notes: y ( x) = e − h  r ( x)e h dx + ce − h ,
2. Separable ODEs 6. Exercises
Second-Order Linear ODEs
Applied Differential Equation to Mechanical Engineering
3. Homogeneous ODEs h =  p ( x)dx
4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises
Separate ODEs Homogeneous ODEs Linear ODEs
1. y  cos 2 y − sin y = 0 7. xdy − ydx = x 2 + y 2 dx 18. xy  − y = x 2 arctan x
cos y − sin y − 1
2. y  =
cos x − sin x + 1
8. xy  = y − xe ( )
y x
(
19. 1 + x 2
) y − 2 xy = (1 + x ) 2 2

 y
20. y  + 2 xy = xe − x
2
3. y  = x 2 + 2 xy − 1 + y 2 9. xy  = y cos  ln 
4. y  =
1
+1
 x
10. ( 2 x + y + 1) dx − 4 ( 4 x + 2 y − 3) dy = 0 ( ) (
21. x 1 + x 2 y  − x 2 − 1 + 2 x = 0 )
x− y
5. y  = 1 + 2
1 (
11. ax 2 + 2bxy + cy 2 + y  bx 2 + 2cxy + e y 2 = 0 ) 22. y  + tan y =
x
cos y
, ( z = sin y )
y y 
y
6. y  = ( 4 x + y − 1)
2
12. y  = + sin , with y (1) =
x x 2 ( )
23. sin 2 y + x cot y y  = 1, ( x − function)
2
13. xyy  + x − 2 y = 0 2
24. ( 2e y
− x y  = 1,) ( x − function)
( ) (
14. 3 x 2 + y 2 y + y 2 − x 2 xy  = 0 ) 25. (1 − 2 xy ) y  = y ( y − 1) , ( x − function)
Solution guide
15. y 2 + x 2 y  = xyy  1
1. 
cos 2 y
dy =  dx 26. y  + 2
= 0, ( x − function)
sin y
 y y 2x − y
3.
dy
dx
= ( x + y ) − 1, z = x + y →
2 dy dz
=
dx dx
−1 16.  x − y cos  dx + x cos dy = 0
dz 1
= z 2   2 dz =  dx
 x x
17. xy  = y (1 + ln y − ln x ) , y (1) = e

dx z
4. Define z = x − y
6. Define z = 4 x − y

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 22 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1. First – Order ODEs 5. First Order Linear ODE Notes: y ( x) = e − h  r ( x)e h dx + ce − h ,
2. Separable ODEs 6. Exercises
Second-Order Linear ODEs
Applied Differential Equation to Mechanical Engineering
3. Homogeneous ODEs h =  p ( x)dx
4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises
dy y dy
Question 1. + 4 = 6 x − 5, x  0, y (1) = 1 Question 7. ( x + 1) = y + x + x 2 , x  −1,
dx x dx
dy
Question 2. + y tan x = e 2 x cos x, y ( 0 ) = 2 with y (1) = 2, find y (3) ?
dx
Question 3. The velocity of a particle v ms −1 at time t ( s ) ( )
satisfies the differential equation given that
(
when t = 2 s, v = 8 ms −1 , show velocity when t = 8s.)
dv
t = v + t, t  0
dt
dy
Question 4. x + 4 y = 8 x 4 , y (1) = 1
dx Solution guide:
dy   3   1. y = x 2 − x + 4
1
6. y = 2 ( x 3 + 1) 2
2 3

Question 5. sin x = sin x sin 2 x + y cos x, y   = , find y   ? x x


dx 6 2 4 2. y = ( e + 3) cos x
1 2x
7. y = 4 ( 3 − ln 2 )
dy
( )
2
Question 6. x + 2 y = 9 x x 3 + 1 , with y ( 2 ) = 27 3. v = 16 ( 2 + ln 2 )
dx 2 4. y = x 4
 
5. y   = 1 + 2
4

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 23 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1. First – Order ODEs 5. First Order Linear ODE Notes: y ( x) = e − h  r ( x)e h dx + ce − h ,
2. Separable ODEs 6. Exercises
Second-Order Linear ODEs
Applied Differential Equation to Mechanical Engineering
3. Homogeneous ODEs h =  p ( x)dx
4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 24 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1. First – Order ODEs 5. First Order Linear ODE Notes: y ( x) = e − h  r ( x)e h dx + ce − h ,
2. Separable ODEs 6. Exercises
Second-Order Linear ODEs
Applied Differential Equation to Mechanical Engineering
3. Homogeneous ODEs h =  p ( x)dx
4. Special 1st ODEs

FIRST – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 25 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

The general form of second-order linear ODEs is (9)

p(x) and q (x) are called coefficients of the ODE. The left hand side is linear in y and its derivatives
We focus on solving the following 2nd-order linear ODEs with constant coefficients 𝑝 𝑥 = 𝑎 , 𝑞 𝑥 =
𝑏, 𝑎, 𝑏 = 𝑐𝑜𝑛𝑠𝑡

* When r (x) = 0, (9) is called a homogeneous second-order linear ODE.


Consider the characteristic equation (CE) 𝜆2 + 𝑎𝜆 + 𝑏 = 0

Where 𝜆1 , 𝜆2 are solutions of the


characteristic equation 𝜆2 + 𝑎𝜆 + 𝑏 = 0

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 26 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.1:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 27 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.2:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 28 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.3:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 29 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

* When r (x)  0, (9) is called a nonhomogeneous second-order linear ODE.


Solution concepts for nonhomogeneous ODEs

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 30 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Step of solving nonhomogeneous linear ODEs. (solution with r (x) is an exponential function, a power
of x, a sinusoidal, or sums of products of such a polynomial).

Type 1 : y  + ay  + b = e αx Pn (x), where Pn (x) is nth order polynomial

Step1: y  + ay  + b = 0 → homogeneous solution: y = y h


Step2:
+ if  is NOT a root of the CE, then the particular solution: y p = e x Qn ( x)
+ if  is a SINGLE root of the CE, then the particular solution: y p = xe x Qn ( x)
+ if  is a DOUBLE roots of the CE, then the particular solution: y p = x 2 e x Qn ( x)
where Qn ( x) is nth order general polynomial such as Pn ( x) =  K n x n + + K1 x + K 0 
Step3: Final solution y = yh + y p

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 31 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.1. y  − y = e x ( 2 x + 1)

Step1:  2 − 1 = 0   = 1 → yh = C1e x + C1e − x


 = −1
Step 2 :due to in e x ,  =  = 1, → Choose y p = xe x ( Ax + B )

→ y p =  xe x ( Ax + B )  = e x  Ax 2 + ( 2 A + B ) x + B 

 
 
→ y p = e x  Ax 2 + ( 2 A + B ) x + B  = e x Ax 2 + ( 4 A + B ) x + 2 A + 2 B 
 
y p − y p = e x Ax 2 + ( 4 A + B ) x + 2 A + 2 B − xe x ( Ax + B ) = e x ( 4 Ax + 2 A + 2 B )
y p − y p = e x ( 2 x +1)
⎯⎯⎯⎯⎯⎯→ e x ( 4 Ax + 2 A + 2 B ) = e x ( 2 x + 1)

 4A = 2
2 A + 2B = 1
 A =1 2
B=0 
1 2 x
Step3 : final solution : y = y h + y p = C1e x + C1e − x + x e
2

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 32 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)


−1.5 x
Ex.2. solve equation y  + 3 y  − 2.25 y = −10e , with y (0) = 1, y (0) = 0
Root of CE is:  2 + 3 + 2.25 = 0  1 = 2 = −1.5
 yh = C1e −1.5 x + C2 xe −1.5 x
( 
) (
due to in e −1.5 x ,  = 1 = 2 = −1.5 → Choose y p = x 2 e −1.5 x A → y p = Ax 2 e −1.5 x = Ae −1.5 x 2 x − 1.5 x 2 )
( )  ( )
→ y p = −1.5 Ae −1.5 x 2 x − 1.5 x 2 + ( 2 − 3 x ) Ae −1.5 x = Ae −1.5 x  −1.5 2 x − 1.5 x 2 + ( 2 − 3 x )   y p = Ae −1.5 x  2.25 x 2 − 6 x + 2 

→ y p + 3 y p + 2.25 y p = Ae −1.5 x  2 
 2.25 x − 6 x + 2  + 3 Ae
−1.5 x
( 2
)
2 x − 1.5 x + 2.25 Ax e 2 −1.5 x

2 Ae −1.5 x
 y p + 3 y p + 2.25 y p = 2 Ae −1.5 x ⎯⎯⎯⎯⎯⎯
Equation question
⎯→ 2 A = −10 → A = −5  Final solution : y = y h + y p = C1e −1.5 x + C2 xe −1.5 x − 5 x 2 e −1.5 x

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 33 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.3. solve equation

Choose y p = K 2 x 2 + K1 x + K 0
→ y p = 2 K 2 x + K1 , y p = 2 K 2 → y p + y p = 2 K 2 + K 2 x 2 + K1 x + K 0 = 0.001x 2
 K 2 = 0.001
→  K1 = 0
 K 0 = −0.002
y p = y p = 0.001x 2 − 0.002
⎯⎯ → y = yh + y p = A cos x + B sin x + 0.001x 2 − 0.002
*Initial value: x = 0, y (0) = 0  A = 0.002
and y  = − A sin x + B cos x + 0.002 x,
with x = 0, y (0) = 1.5 → B = 1.5
⎯⎯ → y = 0.002 cos x + 1.5sin x + 0.001x 2 − 0.002

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 34 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Type 2 : y  + ay  + b = e αx  Pn (x)sin x + Qm (x)cos  x  , where Pn (x) is nth order polynomial

Step1: y  + ay  + b = 0 → homogeneous solution: y = y h


Step2:
+ if  + i  is NOT a root of the CE, then the particular solution: y p = e x  H l ( x) sin  x + K l ( x) cos  x 
+ if  + i  is a root of the CE, then the particular solution: y p = xe x  H l ( x) sin  x + K l ( x) cos  x 
where H l ( x) , K l ( x) is lth order general polynomial with l = max(n, m)
Step3: Final solution y = yh + y p

* General term of choosing particular solution type

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 35 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Ex.1. solve equation

Choose y p = A sin x + B cos x + Cx + D → y p = A cos x − B sin x + C


→ y p = − A sin x − B cos x
⎯⎯ → y p + 2 y p + 0.75 y p = − A sin x − B cos x + 2 ( A cos x − B sin x + C ) + 0.75 ( A sin x + B cos x + Cx + D )
= ( −0.25 A − 2 B ) sin x + ( 2 A − 0.25B ) cos x + 0.75Cx + 2C + 0.75D
Eq. question
⎯⎯⎯⎯⎯ → ( −0.25 A − 2 B ) sin x + ( 2 A − 0.25B ) cos x + 0.75Cx + 2C + 0.75D = 2 cos x − 0.25sin x + 0.09 x
−0.25 A − 2 B = −0.25 −2 A − 16 B = −2 A = 1
  
 2 A − 0.25 B = 2  2 A − 0.25 B = 2   B = 0 → y p = sin x + 0.012 x − 0.32
0.75C = 0.09 C = 0.12 C = 0.12
2C + 0.75 D = 0 2C + 0.75 D = 0  D = −0.32
  
−x 2 −3 x 2
→ Final solution : y = yh + y p = C1e + C1e + sin x + 0.012 x − 0.32

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 36 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 37 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 38 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

SECOND – ORDER DIFFERENTIAL EQUATIONS (1st ODEs)

Exercises

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 39 Mechanical Engineering
Notes:
1. First ODEs
SUMMARIZATION 2. Second ODEs

ORDINARY DIFFERENTIAL EQUATIONS

1st Order ODEs


Type of 1st order ODE can be handled
Separable ODEs
(variables x and y are separated):

Homogeneous ODEs Homogeneous ODEs


(Extended method) (Extended method)

1st Order ODEs


Homogeneous 1st order ODEs (r(x)=0)
1st Linear ODEs
Nonhomogeneous ODEs (r(x)#0)

Separable ODEs
General ODEs (Arbitrary)
Convert Homogeneous ODEs
(sin, cos, power, polynomial)
1st Linear ODEs

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 40 Mechanical Engineering
Notes:
1. First ODEs
SUMMARIZATION 2. Second Linear ODEs

ORDINARY DIFFERENTIAL EQUATIONS

2nd Linear Order ODEs


Characteristic equation (CE):  2 + a + b = 0
Type of 2st Order Linear ODE can be handled:
Homogeneous ODEs (r(x)=0)

( y  + ay + by = 0 )

Type 1 : y  + ay  + b = e αx Pn (x), where Pn (x) is nth order polynomial


Step1: y  + ay  + b = 0 → homogeneous solution: y = yh
2nd Order Linear ODEs Step2:
+ if  is NOT a root of the CE, then the particular solution: y p = e x Qn ( x)
+ if  is a SINGLE root of the CE, then the particular solution: y p = xe x Qn ( x)
 y  + ay  + by = r ( x) 
( p( x) = a, q ( x) = b ; a, b = const )  + if  is a DOUBLE roots of the CE, then the particular solution: y p = x 2 e x Qn ( x)
where Qn ( x) is nth order general polynomial such as Pn ( x) =  K n x n + + K1 x + K 0 
Step3: Final solution y = yh + y p

Type 2 : y  + ay  + b = e αx  Pn (x)sin x + Qm (x)cos  x  , where Pn (x) , Qm (x)is nth,mth order polynomial


Step1: y  + ay  + b = 0 → Homogeneous solution: y = yh
Step2:
Nonhomogeneous ODEs (r(x)#0)
+ if  + i  is NOT a root of the CE, then the particular solution: y p = e x  H l ( x) sin  x + K l ( x) cos  x 
+ if  + i  is a root of the CE, then the particular solution: y p = xe x  H l ( x) sin  x + K l ( x) cos  x 
( y  + ay + by = r ( x) ) where H l ( x) , K l ( x) is lth order general polynomial with l = max(n, m)
Step3: Final solution y = yh + y p

Note: General rule of choosing y p based on r ( x)

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 41 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Application of First Order ODEs


Ex.1
Let a horizontal force u be applied to a mass M on a flat plane, forcing the mass to move at the velocity
of v. There is wind resistance in the form of 𝐹𝑏 𝑡 = 𝑏𝑣. Find the movement equation of M.
Solution:
Applied newton’s law forces = Ma 
external

u (t ) − Fb (t ) = Ma
 Mv(t ) + bv(t ) = u (t ), t = variable
b 1
→ v(t ) + v(t ) = u (t ) ⎯⎯ → First linear ODEs
M M
Moving equation:
b b b M u (t )
− t 1 t − t
→ v(t ) = e M  u (t )e M dt + Ce M
M Fb (t ) v(t )

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 42 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes: q m =  qv
First-Order ODEs 2. Nonhomogeneous ODEs  : fluid density  kg m 3 
qm : mass flow rates  kg s 
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering
qv : mass flow rates  m 3 s 
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING V = Ah

Ex.2

Solution:

we have:
dQ(t )
=  Ratein Q (t ) −  Rate out Q (t ) , Q(t ) is salt gal  1  lb  r  lb 
dt  rate in Q = r   . 4  gal  = 4  min 
 min     
Since the rates of flow in and out are equal (water and salt), the volume of
gal  Q  lb  rQ  lb 
water in the tank remains constant at 100 gal, and since the mixture is  rate in Q = r  .  =  
“well stirred,” the concentration throughout the tank is the same  min  100  gal  100  min 

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 43 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes: q m =  qv
First-Order ODEs 2. Nonhomogeneous ODEs  : fluid density  kg m 3 
qm : mass flow rates  kg s 
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering
qv : mass flow rates  m 3 s 
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING V = Ah

Ex.2
dQ(t ) r rQ
Thus, the problem becomes: = − , with Q ( 0 ) = Q0
dt 4 100

dQ(t ) r r r r
100 
⎯⎯
→ + Q= →h= dt = t
dt 100 4 100
r r r r r r
− t r t − t − t r 100 t  r  − t
⎯⎯
→ Q(t ) = e 100
 4 e dt + Ce = e . 4  r e d  100 t  + Ce
100 100 100 100 100

r
− t
 Q(t ) = 25 + Ce 100
At t = 0, Q(0) = Q0  Q(0) = 25 + C → C = Q0 − 25
r
− t
 Q(t ) = 25 + ( Q0 − 25 ) e 100

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 44 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs q m =  qv
Notes:
First-Order ODEs 2. Nonhomogeneous ODEs  : fluid density  kg m 3 
qm : mass flow rates  kg s 
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering
qv : mass flow rates  m 3 s 
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING V = Ah, m = V

Ex.3

dh  g
 A + h = qmi ⎯⎯
→ h(t ) = ? Student solve
dt R

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 45 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs q m =  qv
Notes:
First-Order ODEs 2. Nonhomogeneous ODEs  : fluid density  kg m 3 
qm : mass flow rates  kg s 
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering
qv : mass flow rates  m 3 s 
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING V = Ah, m = V

Ex.4
It concerns the outflow of water from a cylindrical tank with
a hole at the bottom. You are asked to find the height of the water
in the tank at any time if the tank has diameter 2 m, the hole
has diameter 1 cm, and the initial height of the water when
the hole is opened is 2.25 m. When will the tank be empty?
Physical information. Under the influence of gravity the
outflowing water has velocity 𝑣(𝑡) = 0.6 2𝑔ℎ(𝑡). Where is
the height of the water above the hole at time t, and is the
acceleration of gravity at the surface of the earth.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 46 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs q m =  qv
Notes:
First-Order ODEs 2. Nonhomogeneous ODEs  : fluid density  kg m 3 
qm : mass flow rates  kg s 
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering
qv : mass flow rates  m 3 s 
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING V = Ah, m = V

Ex.4
Solution:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 47 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs q m =  qv
Notes:
First-Order ODEs 2. Nonhomogeneous ODEs  : fluid density  kg m 3 
qm : mass flow rates  kg s 
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering
qv : mass flow rates  m 3 s 
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING V = Ah, m = V

Ex.4
Solution:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 48 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Application of second order ODEs


Ex.1. (A Robot-Arm Link )

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 49 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes: 1 2
First-Order ODEs 2. Nonhomogeneous ODEs Linear movement: kinetic energy(KE) = mv
Second-Order Linear ODEs 3. Exercises 2
1
Applied Differential Equation to Mechanical Engineering Rotation movement: kinetic energy(KE) = I  2
2
Transform v to  : v =  R
APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.1. (A Robot-Arm Link )

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 50 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.2.
Suppose the servo motor whose output torque is 𝑇𝑚 is attached to gear 1. 1
Also suppose the servo’s gear 1 is meshed with gear 2, and the angle 𝜃2
describes its position (body 2). Furthermore, the inertia of gear 1 and all
that is attached to it (body 1) is 𝐽1 , while the inertia of the second gear
and all the attached load (body 2) is 𝐽2 , similarly for the friction 𝑏1 and 2
𝑏2 . Let determine the differential equation showing a relation between
the applied torque, 𝑇𝑚 , and the output 𝜃2 .
Solution:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 51 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs
Second-Order Linear ODEs
2. Nonhomogeneous ODEs Fspring = −ky
3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Consider a Mass – spring system. We let denote the position of


the ball when the system is at rest. Furthermore, we choose the
downward direction as positive, thus regarding downward
forces as positive and upward forces as negative.
The motion of our mass–spring system is determined by
Newton’s second law.

external
forces = ma, where 
external
forces = Fspring = −ky

→ my  + ky = 0 → This is a homogeneous linear ODE


Where the minus sign indicates that points upward, against the
displacement. It is a restoring force: It wants to restore the system,
that is, to pull it back to . Stiff springs have large k

k
y (t ) = A cos 0t + B sin 0t , 0 =
m
The motion is called harmonic motion, The frequency f is
called the natural frequency of the system (𝑓 = 𝜔0 Τ2𝜋).
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 52 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs
Second-Order Linear ODEs
2. Nonhomogeneous ODEs Fspring = −ky
3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.1. If a mass–spring system with an iron ball of weight W= 98N (about 22 lb) can be regarded as
undamped, and the spring is such that the ball stretches it 1.09 m (about 43 in.), how many cycles per
minute will the system execute? What will its motion be if we pull the ball down from rest by 16 cm
(about 6 in.) and let it start with zero initial velocity?

Solution:
At the equilibrium position, 𝑊 = 𝑘∆𝑙,
→ 𝑘 = 𝑊 Τ∆𝑙 = 98Τ1.09 = 90 𝑁Τ𝑚 = 90 𝑘𝑔Τ𝑠 2 .
The mass can be computed by: 𝑚 = 𝑊 Τ𝑔 = 90Τ9.8 = 10[𝑘𝑔]
𝜔0 1 𝑘 3 l = 1.09m
The frequency: f = = 2𝜋 = 2𝜋 = 0.48 𝐻𝑧 = 29[𝑐𝑦𝑐𝑙𝑒𝑠/𝑚𝑖𝑛]
2𝜋 𝑚
→ y (0) = A cos 0 ( 0 ) + B sin 0 ( 0 ) = 16[cm] y (0) = 16cm

 A = 0.16[m]
→ y (0) = −0 A sin 0 ( 0 ) + 0 B cos 0 ( 0 ) = 0
0 B = 0  B = 0
→ Equation motion : y (t ) = 0.16 cos 3t [ m]

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 53 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1.
2.
Homogeneous ODEs
Nonhomogeneous ODEs
Notes: Fdamper = −cy 
Second-Order Linear ODEs 3. Exercises 1 pound (lb) = 0.45359237 kilogram
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Consider a Mass – spring – damper system. From the Mass – spring system, we
now add a damping force 𝐹𝑑𝑎𝑚𝑝𝑖𝑛𝑔 = −𝑐𝑦 ′ . (damping force to be proportional
to the velocity 𝑦 ′ = 𝑑𝑦Τ𝑑𝑡, c is called the damping constant, sign “-” acts against
the motion)
The ODE of the damped mass–spring system is

Newton's law 
external
forces = ma,
where 
external
forces = Fspring + Fdamping = −cy  − ky ( acts against the motion )
→ my  + cy  + ky = 0 → This is a 2nd homogeneous linear ODE
c k
Characteristic equation:  2 +  + = 0 ⎯⎯ → 1
 = − +  ,  = c ,  = 1 c 2 − 4mk
m m 2 = − −  2m 2m

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 54 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1.
2.
Homogeneous ODEs
Nonhomogeneous ODEs
Notes: Fdamper = −cy 
Second-Order Linear ODEs 3. Exercises 1 pound (lb) = 0.45359237 kilogram
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.2.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 55 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1.
2.
Homogeneous ODEs
Nonhomogeneous ODEs
Notes: Fdamper = −cy 
Second-Order Linear ODEs 3. Exercises 1 pound (lb) = 0.45359237 kilogram
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.2.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 56 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1.
2.
Homogeneous ODEs
Nonhomogeneous ODEs
Notes: Fdamper = −cy 
Second-Order Linear ODEs 3. Exercises 1 pound (lb) = 0.45359237 kilogram
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.2

overdamping

critical damping

underdamping
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 57 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1.
2.
Homogeneous ODEs
Nonhomogeneous ODEs
Notes: Fdamper = −cy 
Second-Order Linear ODEs 3. Exercises 1 pound (lb) = 0.45359237 kg
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.3

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 58 Mechanical Engineering
Ordinary Differential Equation
First-Order ODEs
1.
2.
Homogeneous ODEs
Nonhomogeneous ODEs
Notes: Fdamper = −cy 
Second-Order Linear ODEs 3. Exercises 1 pound (lb) = 0.45359237 kg
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.3.

underdamping
underdamping

Critical damping
Overdamping

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 59 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.4
Given a mass spring damper system, m=1,c=2,k=5, f(t)=2.
y (t )

f (t )
Applied 2nd newton's law: 
external
forces = Ma
f (t ) − ky (t ) − cy (t ) = my (t )

d 2 y (t ) dy (t )
m 2
+ c + ky (t ) = f (t )
dt
2
dt
d y (t ) dy (t )
⎯⎯→ 2
+ 2 + 5 y (t ) = 2
dt dt
 y (t ) + 2 y (t ) + 5 y (t ) = 2 → Student find y (t )
(what is motion: underdamping, critical damping, over damping)

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 60 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.5. Pendulum
Dynamics of rotational motion is described by the differential equation:
Newton s 2 nd law for moment:
d 2  : torque 
 = I = I 2 , where  : angle 
dt  I : inertial moment , I = mL2 
 

Torque at O due to force: mg sin  +
 = −mgL sin 
2
2 d  d 2 g
 mL 2
= −mgL sin   2 + sin  = 0 ( *)
dt dt L
2 mg sin 
In the case of small oscillations sin    
mg cos 
g g
(*) →  +  2 = 0 ,  = , T = 2 = 2
L L
We usually consider the oscillations under the following initial conditions
d
 (t = 0) =  0 , (t = 0) = 0
dt

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 61 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Ex.5. RLC problem


Example of a second order linear differential equation with constant coefficients is a model of flow of
electric current in the simple series circuit shown.

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 62 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Challenge Problem
Bellow figure depicts a thin-walled, hollow cylinder of mass m and
radius r rolling without slipping (i.e., without skidding) on a curved
platform in the form of an arc with constant radius of curvature R.
Determine the motion of the cylinder under two circumstances:
Case (a): the only moment (torque) on the cylinder is that due to the
tangential rolling friction 𝐹𝑟𝑓 .

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 63 Mechanical Engineering
Ordinary Differential Equation 1. Homogeneous ODEs Notes:
First-Order ODEs 2. Nonhomogeneous ODEs
Second-Order Linear ODEs 3. Exercises
Applied Differential Equation to Mechanical Engineering

APPLIED DIFFERENTIAL EQUATION to MECHANICAL ENGINEERING

Solution

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 64 Mechanical Engineering
BASIC DIFFERENTIAL &
INTEGRATION
BASIC DIFFERENTIAL & INTEGRATION

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 65 Mechanical Engineering

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