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978-0-521-19424-2 - Differential Equations for Engineers

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C H

Introduction
1
A P T E R

1.1 Motivating Examples

Differential equations have wide applications in various engineering and science
disciplines. In general, modeling variations of a physical quantity, such as tempera-
ture, pressure, displacement, velocity, stress, strain, or concentration of a pollutant,
with the change of time t or location, such as the coordinates (x, y, z), or both
would require differential equations. Similarly, studying the variation of a physi-
cal quantity on other physical quantities would lead to differential equations. For
example, the change of strain on stress for some viscoelastic materials follows a
differential equation.
It is important for engineers to be able to model physical problems using mathe-
matical equations, and then solve these equations so that the behavior of the systems
concerned can be studied.
In this section, a few examples are presented to illustrate how practical problems
are modeled mathematically and how differential equations arise in them.

Motivating Example 1

First consider the projectile of a mass m launched with initial velocity v0 at angle
θ0 at time t = 0, as shown.

v(t) y v(t)
y
θ x
v0 θ
θ0 βv mg
A x
O
1

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2 1 introduction

The atmosphere exerts a resistance force on the mass, which is proportional

to the instantaneous velocity of the mass, i.e., R = β v, where β is a constant,
and is opposite to the direction of the velocity of the mass. Set up the Cartesian
coordinate system as shown by placing the origin at the point from where the mass
m is launched.


At time t, the mass is at location x(t), y(t) . The instantaneous velocity of the
mass in the x- and y-directions
 are ẋ(t) and ẏ(t), respectively. Hence the velocity
 
of the mass is v(t) = ẋ (t)+ ẏ (t) at the angle θ (t) = tan−1 ẏ(t)/ẋ(t) .
2 2

The mass is subjected to two forces: the vertical downward gravity mg and the
resistance force R(t) = βv(t).
The equations of motion of the mass can be established using Newton’s Second

Law: F = ma. The x-component of the resistance force is −R(t) cos θ (t). In
the y-direction, the component of the resistance force is −R(t) sin θ (t). Hence,
applying Newton’s Second Law yields

x-direction: max = Fx =⇒ m ẍ(t) = −R(t) cos θ (t),

y-direction: may = Fy =⇒ m ÿ(t) = −mg − R(t) sin θ (t).
Since
ẏ(t) ẋ(t) ẏ(t)
θ (t) = tan−1 =⇒ cos θ =  , sin θ =  ,
ẋ(t) ẋ 2 (t)+ ẏ 2 (t) ẋ 2 (t)+ ẏ 2 (t)
the equations of motion become
ẋ(t)
m ẍ(t) = −βv(t) ·  =⇒ m ẍ(t) + β ẋ(t) = 0,
ẋ 2 (t)+ ẏ 2 (t)
ẏ(t)
m ÿ(t) = −mg − βv(t) ·  =⇒ m ÿ(t) + β ẏ(t) = −mg,
ẋ 2 (t)+ ẏ 2 (t)
in which the initial conditions are at time t = 0: x(0) = 0, y(0) = 0, ẋ(0) = v0 cos θ0 ,
ẏ(0) = v0 sin θ0 . The equations of motion are two equations involving the first- and
second-order derivatives ẋ(t), ẏ(t), ẍ(t), and ÿ(t). These equations are called, as
will be defined later, a system of two second-order ordinary differential equations.

Because of the complexity of the problems, in the following examples, the prob-
lems are described and the governing equations are presented without detailed
derivation. These problems will be investigated in details in later chapters when
applications of various types of differential equations are studied.

Motivating Example 2

A tank contains a liquid of volume V (t), which is polluted with a pollutant concen-
tration in percentage of c(t) at time t. To reduce the pollutant concentration, an

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1.1 motivating examples 3

inflow of rate Qin is injected to the tank. Unfortunately, the inflow is also polluted
but to a lesser degree with a pollutant concentration cin . It is assumed that the
inflow is perfectly mixed with the liquid in the tank instantaneously. An outflow
of rate Qout is removed from the tank as shown. Suppose that, at time t = 0, the
volume of the liquid is V0 with a pollutant concentration of c0 .
Inflow
Q in , c in

Volume V(t)
Outflow
Concentration c(t)
Qout , c(t)

The equation governing the pollutant concentration c(t) is given by

  dc(t)
V0 + (Qin −Qout )t + Qin c(t) = Qin cin ,
dt
with initial condition c(0) = c0 . This is a first-order ordinary differential equation.

Motivating Example 3

Hanger Cable

Deck

x
O
w(x)

Consider the suspension bridge as shown, which consists of the main cable, the
hangers, and the deck. The self-weight of the deck and the loads applied on the
deck are transferred to the cable through the hangers.

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Set up the Cartesian coordinate system by placing the origin O at the lowest point
of the cable. The cable can be modeled as subjected to a distributed load w(x). The
equation governing the shape of the cable is given by
d2 y w(x)
2
= ,
dx H
where H is the tension in the cable at the lowest point O. This is a second-order
ordinary differential equation.

Motivating Example 4

Reference position x(t) m

c
k

x0(t) y(t)
Consider the vibration of a single-story shear building under the excitation of
earthquake. The shear building consists of a rigid girder of mass m supported by
columns of combined stiffness k. The vibration of the girder can be described by
the horizontal displacement x(t). The earthquake is modeled by the displacement
of the ground x0 (t) as shown. When the girder vibrates, there is a damping force
due to the internal friction between various components of the building, given by
 
c ẋ(t)− ẋ0 (t) , where c is the damping coefficient.
The relative displacement y(t) = x(t)−x0 (t) between the girder and the ground
is governed by the equation

m ÿ(t) + c ẏ(t) + k y(t) = −m ẍ0 (t),

which is a second-order linear ordinary differential equation.

Motivating Example 5

In many engineering applications, an equipment of mass m is usually mounted on

a supporting structure that can be modeled as a spring of stiffness k and a damper
of damping coefficient c as shown in the following figure. Due to unbalanced mass
in rotating components or other excitation mechanisms, the equipment is subjected
to a harmonic force F0 sin t. The vibration of the mass is described by

the vertical
displacement x(t). When the excitation frequency  is close to ω0 = k/m, which
is the natural circular frequency of the equipment and its support, vibration of large
amplitudes occurs.

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1.1 motivating examples 5

In order to reduce the vibration of the equipment, a vibration absorber is

mounted on the equipment. The vibration absorber can be modeled as a mass
ma , a spring of stiffness ka , and a damper of damping coefficient ca . The vibration
of the absorber is described by the vertical displacement xa (t).
xa(t)
ma
F0 sint Vibration
ka ca Absorber

x(t)
Equipment m

Supporting
k c
Structure

The equations of motion governing the vibration of the equipment and the
absorber are given by
m ẍ + (c +ca ) ẋ + (k +ka )x − ca ẋa − ka xa = F0 sin t,
ma ẍa + ca ẋa + ka xa − ca ẋ − ka x = 0,
which comprises a system of two coupled second-order linear ordinary differential
equations.

Motivating Example 6

P Ut P
t=0

EI, ρA x

L
v

A bridge may be modeled as a simply supported beam of length L, mass density

per unit length ρA, and flexural rigidity EI as shown. A vehicle of weight P crosses
the bridge at a constant speed U . Suppose at time t = 0, the vehicle is at the left end
of the bridge and the bridge is at rest. The deflection of the bridge is v(x, t), which
is a function of both location x and time t. The equation governing v(x, t) is the
partial differential equation
∂ 2 v(x, t) ∂ 4 v(x, t)
ρA + EI = P δ(x −U t),
∂t 2 ∂x 4

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6 1 introduction

where δ(x −a) is the Dirac delta function. The equation of motion satisfies the
initial conditions
∂v(x, t) 
v(x, 0) = 0,  = 0,
∂t t=0
and the boundary conditions
∂ 2 v(x, t)  ∂ 2 v(x, t) 
v(0, t) = v(L, t) = 0,  =  = 0.
∂x 2 x=0 ∂x 2 x=L

1.2 General Concepts and Definitions

In this section, some general concepts and definitions of ordinary and partial
differential equations are presented.
Let x be an independent variable and y be a dependent variable. An equation
that involves x, y and various derivatives of y is called a differential equation (DE).
For example,
dy  dy 3 d2 y
= 2 y + sin x, + ex + 2 = 2
dx dx dx
are differential equations.

Definition — Ordinary Differential Equation

In general, an equation of the form
 dy dn y
F x, y, , ..., =0
dx dx n
is an Ordinary Differential Equation (ODE).

It is called an ordinary differential equation because there is only one independent

variable and only ordinary derivatives (not partial derivatives) are involved.

Definition — Order of a Differential Equation

The order of a differential equation is the order of the highest derivative appearing
in the differential equation.

Definition — Linear and Nonlinear Differential Equations

If y and its various derivatives y  , y  , . . . appear linearly in the equation, it is a
linear differential equation; otherwise, it is nonlinear.

For example,
d2 y
+ ω2 y = sin x, ω = constant, Second-order, linear
dx 2
 dy 2  dy 2
+ 4 y = cos x, First-order, nonlinear because of the term
dx dx

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1.2 general concepts and definitions 7

d3 y dy
x3 3
+ 5x + 6 y = ex , Third-order, linear
dx dx
d2 y dy dy
2
+y + 2 y = x. Second-order, nonlinear because of the term y
dx dx dx
Sometimes, the roles of independent and dependent variables can be exchanged
to render a differential equation linear. For example,

d2 x √
2
−x y =5
dy
is a second-order linear equation with y being regarded as the independent variable
and x the dependent variable.
In some applications, the roles of independent and dependent variables are obvi-
ous. For example, in a differential equation governing the variation of temperature
T with time t, the time variable t is the independent variable and the temperature T
is the dependent variable; time t cannot be the dependent variable. In other appli-
cations, the roles of independent and dependent variables are interchangeable. For
example, in a differential equation governing the relationship between temperature
T and pressure p, the temperature T can be considered as the independent variable
and the pressure p the dependent variable, or vice versa.

Definition — Linear Ordinary Differential Equations

The general form of an nth-order linear ordinary differential equation is

dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x) y = f (x).
dx dx dx
If a0 (x), a1 (x), . . . , an (x) are constants, the ordinary differential equation is said
to have constant coefficients; otherwise it is said to have variable coefficients.

For example,

d2 y dy
2
+ 0.1 + 4 y = 10 cos 2x, Second-order linear, constant coefficients
dx dx
d2 y dy
x2 2
+x + (x 2 −ν 2 ) y = 0, x >0, ν
0 is a constant.
dx dx
Second-order linear, variable coefficients (Bessel's equation)

Definition — Homogeneous and Nonhomogeneous Differential Equations

A differential equation is said to be homogeneous if it has zero as a solution;
otherwise, it is nonhomogeneous.

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For example,

d2 y dy
+ 0.1 + 4 y = 0, Homogeneous
dx 2 dx
d2 y dy
+ 0.1 + 4 y = 2 sin 2x + 5 cos 3x. Nonhomogeneous
dx 2 dx
Note that a homogeneous differential equation may have distinctively different
meanings in different situations (see Section 2.2).

Partial Differential Equations

Definition — Partial Differential Equations

If the dependent variable u is a function of more than one independent variable,
say x1 , x2 , . . . , xm , an equation involving the variables x1 , x2 , . . . , xm , u and
various partial derivatives of u with respect to x1 , x2 , . . . , xm is called a Partial
Differential Equation (PDE).

For example,
∂ 2u 1 ∂u
= , α = constant, Heat equation in one-dimension
∂x 2 α ∂t
∂ 2u ∂ 2u Poisson's equation in two-dimensions
+ 2 = f (x, y),
∂x 2 ∂y Laplace's equation if f (x, y) = 0
∂ 4u ∂ 4u ∂ 4u
+ 2 + = 0, Biharmonic equation in two-dimensions
∂x 4 ∂x 2 ∂y 2 ∂y 4
∂ 2u ∂ 2u ∂ 2u 1 ∂u
+ + = , Heat equation in three-dimensions
∂x 2 ∂y 2 ∂z 2 α ∂t
∂ 2u ∂ 2u ∂ 2u
+ 2 + 2 = 0. Laplace's equation in three-dimensions
∂x 2 ∂y ∂z

General and Particular Solutions

Definition — Solution of a Differential Equation


For an nth-order ordinary differential equation F x, y, y  , . . . , y (n) = 0, a func-
tion y = y(x), which is n times differentiable and satisfies the differential equation
in some interval a< x < b when substituted into the equation, is called a solution
of the differential equation over the interval a< x < b.

Consider the first-order differential equation

dy
= 3.
dx

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1.2 general concepts and definitions 9

Integrating with respect to x yields the general solution

y = 3x + C, C = constant.

The general solution of the differential equation, which includes all possible solu-
tions, is a family of straight lines with slope equal to 3. On the other hand, y = 3x
is a particular solution passing through the origin, with the constant C being 0.
Consider the differential equation

d3 y
= 48x.
dx 3
Integrating both sides of the equation with respect to x gives

d2 y
2
= 24x 2 + C1 .
dx
Integrating with respect to x again yields

dy
= 8x 3 + C1 x + C2 .
dx
Integrating with respect to x once more results in the general solution

y = 2x 4 + 21 C1 x 2 + C2 x + C3 ,

where C1 , C2 , C3 are arbitrary constants. When the constants C1 , C2 , C3 take specific

values, one obtains particular solutions. For example,

y = 2x 4 + 3x 2 + 1, C1 = 6, C2 = 0, C3 = 1,
y = 2x 4 + x 2 + 3x + 5, C1 = 2, C2 = 3, C3 = 5,

are two particular solutions.

Remarks: In general, an nth-order ordinary differential equation will contain

n arbitrary constants in its general solution. Hence, for an nth-order ordinary
differential equation, n conditions are required to determine the n constants to
yield a particular solution.
In applications, there are usually two types of conditions that can be used to deter-
mine the constants.

Illustrative Example

Consider the motion of an object dropped vertically at time t = 0 from x = 0 as

shown in the following figure. Suppose that there is no resistance from the medium.

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t=0, x=0

t, x, v
x mg

The equation of motion is given by

d2 x
= g,
dt 2
and the general solution is, by integrating both sides of the equation with respect to
t twice,
x(t) = C0 + C1 t + 12 g t 2 .

The following are two possible ways of specifying the conditions.

Initial Value Problem

If the object is dropped with initial velocity v0 , the conditions required are

dx 
at time t = 0 : x(0) = 0, ẋ(0) =  = v0 .
dt t=0
The constants C0 and C1 can be determined from these two conditions and the
solution of the differential equation is

x(t) = v0 t + 12 g t 2 .

In this case, the differential equation is required to satisfy conditions specified at

one value of t, i.e., t = 0.

Definition — Initial Value Problem

If a differential equation is required to satisfy conditions on the dependent vari-
able and its derivatives specified at one value of the independent variable, these
conditions are called initial conditions and the problem is called an initial value
problem.

Boundary Value Problem

If the object is required to reach x = L at time t = T, L
12 g T 2 , the conditions can
be specified as
at time t = 0 : x(0) = 0; at time t = T : x(T) = L.

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