Lecture Notes 1-ODEs
Lecture Notes 1-ODEs
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
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 2 Mechanical Engineering
1. Ordinary Differential Equation
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
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
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
(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.
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
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
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
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)
So the variables x and y are separated. We can then integrate both sides, obtaining
(5)
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
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
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
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
2. Homogeneous ODEs (Extended Method): Some non-separable ODEs can be reduced to a separable
form. We discuss below systems in the form:
(7)
(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
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
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
❑ 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
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
( )
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
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).
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
(****)
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:
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
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
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
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
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
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
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
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
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
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
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
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
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).
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
Ex.1. y − y = e x ( 2 x + 1)
→ 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
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
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
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
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
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
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
Exercises
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 39 Mechanical Engineering
Notes:
1. First ODEs
SUMMARIZATION 2. Second ODEs
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
( y + ay + by = 0 )
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
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 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
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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
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:
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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
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).
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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
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]
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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
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
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
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
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
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
Ex.3.
underdamping
underdamping
Critical damping
Overdamping
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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
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)
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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
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
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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 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
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
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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
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