Harper Adams University Applied Mechanical Science – Dynamics
Second Order Differential Equations
1. Dynamics Context of Second Order Differential Equations
The equation of motion for a mass spring damper system is a second order differential
equation. This is also known as a single degree of freedom system (SDOF).
Figure 1 shows a mass-spring-damper system where mass, m, is vibrating up and down,
and the motion is opposed by a spring with stiffness k, and a damper with damping
coefficient c. Additionally there is also a force (function) acting on the system f(t)
f(t) m = mass kg
k = spring stiffness N/m
m x
c = damping coefficient Ns/m
k c
x = displacement m
Figure 1 Mass spring damper system
The elements m, c and k in Figure 1 each have an equation for the force involved.
d 2x
For the mass the force is F = ma = m 2 =
dt
dx
For the damper the force is F = cv = c =
dt
For the spring the force is F = kx This is also known as Hooke’s Law.
The corresponding second order differential equations all represent the equations of
motion for the system:
d 2x c dx k 1
2
+ + x = f (t )
dt m dt m m
d 2x dx 1 k c
Also + 2 + 2
x = f (t ) where n = and Zeta =
2mn
n n
dt 2 dt m m
The solution for underdamped vibrations is:
This lecture is covering the solving methods, and not the the above formula.
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Harper Adams University Applied Mechanical Science – Dynamics
2. Components of a Second Order Differential Equation and Its Solution
A second order differential equation (2nd ode) is an equation which contains a second
d 2x dx
order derivative e.g. 2
, and may contain a first order derivative e.g. . In general these
dt dt
are equations in the following form, where a, b and c are constants:
d2y dy
a 2 + b + cy = f ( x)
dx dx
d 2x dx
Or a 2 + b + cx = f (t )
dt dt
Or alternatively in the form
The General Solution of an equation in this form contains x and t, but no derivatives, and
will often contain two constants of integration, often denoted A and B. For example:
General Solution is x = Ae−2t + Be−4t + 4t 2 + 5t − 2
The Complementary Function (CF) is found by making the differential equation right
hand side, RHS = 0 and solving the resulting homogeneous second order differential
equation in the form
d 2x dx
a + b + cx = 0
dt 2 dt
If the differential equation has a non-zero RHS then it is necessary to find a Particular
Integral (PI) and add this to the Complementary Function (CF).
General Solution = Complementary Function + Particular Integral
The Particular Integral (PI) is found by assuming the general form of the (non-zero)
RHS and substituting this back into the original 2nd ode to find the coefficients for the
individual terms. The General Solution is then simply the Complementary Function and
Particular Integral added together.
If further information is provided (Boundary Conditions), for example when t= 0, x =1 and
dx
= 9, then it is possible to find the values of the constants of integration A and B, and
dt
produce a Particular Solution.
For example: Particular Solution is x = 4e−2t − e−4t + 4t 2 + 5t − 2
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3. Steps for solving Second Order Differential Equations
d 2x dx
1. Let the RHS=0 to create an equation of the form a 2 + b + cx = 0
dt dt
2. Create and solve the auxiliary equation: am 2 + bm + c = 0
Also called the characteristic equation.
−b b 2 − 4ac
Use the Quadratic Formula if required. m=
2a
3. Write the Complementary Function according to the roots of the auxiliary equation:
a) Real and different roots m and n x = Aemt + Be nt
b) Real and equal roots x = ( A + Bt )e mt
c) Complex roots m=j x = e t ( A cos t + B sin t )
d 2x
4. Equations of the form 2
+ n2 x = 0 i.e. Simple Harmonic Motion
dt
x = A cos nt + B sin nt
d 2x 2
5. Equations of the form −n x =0
dt 2
− nt
x = A cosh nt + B sinh nt or x = Ae + Be
nt
6. General solution x = Complementary Function + Particular Integral
d 2x dx
7. (i) To find C F Solve a 2 + b + cx = 0
dt dt
(ii) To find P I assume the general form of the RHS
Note: If the general form of the RHS is already included in the CF, multiply by x and proceed
as before. Determine the complete general solution before substituting to find the values
of the arbitrary constants A and B.
Above steps were adapted from Stroud and Booth, 2001.
Adaptation included replacing all y = f ( x) with x = f (t )
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4. Example damping application of solutions of types a), b) and c)
Type a) Overdamped vibrations, damping ratio is greater than 1 (Zeta >1)
Type b) Critical damping, damping ratio equals 1 (Zeta =1)
Type c) Underdamped vibrations, damping ratio is less than 1 (Zeta 1)
Displacement x
Time t (s)
Figure 2 - Deflection x (m) against time t (s) for a Mass spring damper system
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Harper Adams University Applied Mechanical Science – Dynamics
5. Tables of Derivatives
dy
y = ax n = nax n−1
dx
dy
y = sin ax = a cos ax
dx
dy
y = cos ax = −a sin ax
dx
dy
y = eax = aeax
dx
dy 1 1
y = ln ax = a =
dx ax x
6. Tables of Integrals
ax n +1
ax n dx
= +c except when n = -1
n +1
1
cos axdx =
a
sin ax + c
1
sin axdx = −
a
cos ax + c
1 ax
e dx = e +c
ax
1
dx = ln x + c
x
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7. General Form of the RHS
To find the Particular Integral use the General Form of the Right Hand Side
RHS Type RHS example General Form
a 8 C
ax + b (b may = 0) 3x Cx + D
ax2 + bx + c (b, c may = 0) 4x2 Cx2 + Dx + E
keax 10e5x Ceax
mcosax and/or nsinax 5cos3x Ccosax + Dsinax
For the exponential and trig functions the a x in the General Form will be the same as in
the RHS of the 2nd order differential equation.
Alternatively in terms of variable t.
RHS Type RHS example General Form
a 8 C
at + b (b may = 0) 3t Ct + D
at2 + bt + c (b, c may = 0) 4t2 Ct2 + Dx + E
keat 10et Ceat
mcosat and/or nsinat 5cos3t Ccosat + Dsinat
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8. Reminder - Sine and Cosine Graphs
The graphs for sine and cosine waves are shown in Figures 3a) and 3b) below. As can
be seen these graphs are very similar the only difference being the phase. The cosine
wave is often used for displacement for vibrations as it has a non-zero deflection at t = 0.
Figure 3a) Sine wave Figure 3b) Cosine wave
9. Exponential and Log Function Graphs
Exponential and Log Function Graphs are shown in Figures 4a) and 4b) below.
-t t
x=e x=e
x=ln(t)
Figure 4a) Exponential Functions Figure 4b) Log function
10. Introduction to Worked Examples
3 Types of Complementary Function
In the following worked examples there are three cases for the types of roots from
the auxiliary equation. These cases apply to the Complementary Function, which
is the result for a second order differential equation with the right-hand side = 0.
3 Types of Particular Integral
In the following worked examples there are three types of Particular Integral:
polynomial (powers of t), exponential and trigonometrical. A Particular Integral is
found when the second order differential equation has a non-zero right hand side.
Each worked example demonstrates one type of CF and one type of PI. There
was no set reason why a specific CF type belonged with the PI type.
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Harper Adams University Applied Mechanical Science – Dynamics
Example 1
d 2x dx
Solve the following 2nd order differential equation 2
+ 6 + 8x = t 2
dt dt
1) Find the Complementary Function by solving with RHS = 0
d 2x dx
2
+6 + 8x = 0
dt dt
m 2 + 6m + 8 = 0
( m + 2 )( m + 4 ) = 0 m = −2 or m = −4
−2 t −4 t
Complementary Function (CF) is type a) x = Ae + Be
2) Find the Particular Integral (PI) by assuming the general form of the (non-
zero) RHS
General Form is: x = Ct 2 + Dt + E
dx
= 2Ct + D
dt
d 2x
= 2C
dt 2
Substitute these back into the original 2nd ode to find the coefficients for the
individual terms.
2C + 6 ( 2Ct + D ) + 8 ( Ct 2 + Dt + E ) = t 2
2C + 12Ct + 6 D + 8Ct 2 + 8 Dt + 8 E = t 2
8Ct 2 + ( 8 D + 12C ) t + ( 2C + 6 D + 8 E ) = t 2
Equating coefficients of powers of x, we have
1
t2 : 8C = 1 C =
8
−12 −3 −3
t: 8 D + 12C = 0 8D = = D =
8 2 16
−2 6 3 7 7
Units: 2C + 6 D + 8 E = 0 8E = + = E =
8 16 8 64
t 2 3t 7
Particular Integral (PI) is x = − +
8 16 64
−2 t −4 t t 2 3t 7
3) General Solution = CF + PI x = Ae + Be + − +
8 16 64
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Example 1 cont.
−2 t −4 t t 2 3t 7
General Solution = CF + PI x = Ae + Be + − +
8 16 64
Graphical view of this solution
Displacement x
Negative Increasing
exponential value of
behaviour powers of t
(after t=0)
Time t
Figure 5 - Example 1 solution
n.b. The above graph was drawn in desmos.com using constants A=B=1
In the real world values only exist for t 0
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Example 2
Find the General Solution and the Particular Solution for following 2nd order
differential equation of type b) with an exponential function on the RHS.
d 2x dx dx
Solve 2
+6 + 9 x = 2e −5t Given when t = 0, x = 0, =4
dt dt dt
1) Find the Complementary Function by solving with RHS = 0
d 2x dx
2
+6 + 9x = 0
dt dt
m 2 + 6m + 9 = 0
( m + 3)( m + 3) = 0 m = −3 or m = −3
This is Case b) real and equal roots, so solution is type: x = ( A + Bt )e mt
Complementary Function (CF) is x = ( A + Bt )e −3t
2) Find the Particular Integral (PI) by assuming the general form of the (non-
zero) RHS.
General Form is: x = Ce−5t
dx
= −5Ce−5t
dt
d 2x
2
= 25Ce−5t
dt
Substitute these back into the original 2nd order differential equation to find
the coefficients for the individual terms.
25Ce−5t − 6 5Ce−5t + 9Ce−5t = 2e −5t
(25 − 30 + 9)C = 2
2 1
C= =
4 2
1 −5t
Particular Integral (PI) is x= e
2
1 −5t
General Solution = CF + PI
x = ( A + Bt )e−3t + e
2
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To find the Particular Solution
dx dx
Substitute given values t = 0, x = 0, = 4 into x and .
dt dt
1 −5t
x = ( A + Bt )e−3t + e
2
1 −50
0 = ( A + B 0)e −30 + e
2
1
0 = A+
2
1
A=−
2
dx
We now need to differentiate x to get
dt
−3t
The first term ( A + Bt )e is a ‘product’ which needs the Product Rule.
dp dv du
Product Rule: Given p = uv then =u +v
dt dt dt
dx 1
= ( A + Bt )(−3e−3t ) + e−3t B − 5 e−5t
dt 2
dx −1
Substituting known values: t = 0, x = 0, = 4, A =
dt 2
−1 5
4= ( −3) + B −
2 2
3 5 2 2
4= +B− = B− So B = 4+ =5
2 2 2 2
Put values of A and B into the General Solution:
−1 1
Particular Solution is
x = e −3t + 5t + e −5t
2 2
Displacement x
Time t
Figure 6 - Example 2 solution
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Example 3.
Solve the following 2nd order differential equation type c) with a trigonometric
function on the RHS.
d 2x dx
2
+6 + 10 x = 2 sin 3t
dt dt
1) Find the Complementary Function by solving with RHS = 0
d 2x dx
2
+6 + 10 x = 0
dt dt
m 2 + 6m + 10 = 0
−6 62 − 4 1 10
m=
2
m = −3 1 j
This is Case c) complex roots x = e t ( A cos t + B sin t )
Complementary Function (CF) is x = e−3t ( A cos1t + B sin1t )
This could represent an underdamped system has which resulted in an
oscillating solution. The complementary function part of the solution is
known as the transient response, as it will die away with time (due to the
decreasing value of e−3t as t increases).
2) Find the Particular Integral (PI) by assuming the general form of the (non-
zero) RHS
General Form is: x = C sin 3t + D cos 3t
dx
= 3C cos 3t − 3D sin 3t
dt
d 2x d 2x
= −9C sin 3t + −9 D cos 3t = −9 x Can use - 9 x or
dt 2 dt 2
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Substituting these back into the original 2nd ode to find the coefficients for
the individual terms.
−9C sin 3t − 9 D cos 3t + 6(3C cos 3t − 3D sin 3t ) + 10(C sin 3t + D cos 3t ) = 2 sin 3t
Equating coefficients of sin and cos, we have
Sin : −9C − 18 D + 10C = 2 1C − 18 D = 2 Equation A
Cos : −9 D + 18C + 10 D = 0 18C + D = 0 Equation B
From Cos D= − 18C
+2
Substitute D into Eq.A 1C − 18( −18C ) = 2 C=
325
−36
D = −18C So D =
325
2 −36
Particular Integral (PI) is x= sin 3t + cos 3t
325 325
This Particular Integral is also known as the steady state function (or response).
This PI does not include a decreasing exponential function, so it does not
decrease over time like the complementary function does.
General Solution = CF + PI
2 36
x = e−3t ( A cos1t + B sin1t ) + sin 3t − cos 3t
325 325
Transient response Steady state response
Displacement x
Time t
Figure 7 - Example 3 solution
n.b. The above graph was drawn in desmos.com using constants A=B=1
In the real world values only exist for t 0
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