18.03SC | Fall 2011 | Undergraduate

Differential Equations

Unit II: Second Order Constant Coefficient Linear Equations

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Periodic response of a second order system. Modeled on the MIT mathlet Amplitude and Phase: Second Order I.

In this unit we learn how to solve constant coefficient second order linear differential equations, and also how to interpret these solutions when the DE is modeling a physical system. The language and ideas we introduced for first order linear constant coefficient DE’s carry forward to the second order case—in particular, the breakdown into the homogeneous and inhomogeneous cases; the input-response language for the inhomogeneous case; and the general form of solutions as

x = xh + xp'

where xh is the general solution to the homogeneous equation, and xp is any particular solution to the inhomogeneous equation.

We first learn how to solve the homogeneous equation

ax" + bx’ + cx = 0

As in the first order case, the solutions will be exponential functions. In the second order case, however, the exponential functions can be either real or complex, so that we need to use the complex arithmetic and complex exponentials we developed in the last unit.

For the second order inhomogeneous DE

ax" + bx’ + cx = ƒ(t)

we will concentrate much of our attention on the important case of a sinusoidal signal ƒ(t) = B cos(ωt), and again see how we can simplify the calculations and achieve a better understanding of the solution methods and the solutions themselves by using complex exponentials and arithmetic.

We will run an interpretation of the results as the behavior of a physical system in parallel with the mathematical methods and formulas, in order to have a concrete way to understand and visualize what these results mean. We will use a spring-mass mechanical system for the most part, since it is easy to picture. At the end of the unit we will also explore the application of this theory to electrical circuits, which is another very important use of these mathematical methods.

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Session Overview

In this session we show how to model some basic electrical circuits with constant coefficient DE’s. We will see that the DE’s are identical to those for the mechanical systems studied earlier. We will also use complex techniques to define and understand impedance in these circuits.

Session Activities

Read the course notes:

Learn from the Mathlet materials:

Check Yourself

Complete the problem set:

(Note: This session does not include Problem Set Part I problems).

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Session Overview

In this session we apply the characteristic equation technique to study the second order linear DE mx" + bx’+ kx’ = 0. We will use this DE to model a damped harmonic oscillator. (The oscillator we have in mind is a spring-mass-dashpot system.)

We will see how the damping term, b, affects the behavior of the system. The system will be called overdamped, underdamped or critically damped depending on the value of b.

Session Activities

Read the course notes:

Watch the lecture video clips:

Learn from the Mathlet materials:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem set:

(Note: There is no Problem Set Part I in this session).

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Advice before trying the exam:

First re-read the introduction to this unit for an overview. Next, look at the titles of the sessions and notes in the unit to remind yourself in more detail what is covered. It is also a good practice to create and solve your own practice problems.

When you have reviewed the material and think that you are ready to take the exam, write the practice exam and then check the solutions to see what you may need to review further.

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Session Overview

In this session we will add input to our differential equations. In particular, we will look at constant coefficient linear equations with exponential input. Because of Euler’s formula we will be able to use this and complex arithmetic to include the key case of sinusoidal input.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Complete the practice problem:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Session Overview

This session looks at how the response of a system with sinusoidal input changes as the frequency of the input changes. In particular, we will want to understand the gain and the phase as functions of frequency. For the gain, which we call frequency response, we will want to find the frequency that maximizes the response. When this frequency exists we will call it the resonant frequency of the system. For undamped systems it is called pure resonance and corresponds to an infinite amplitude. For damped systems it is called practical resonance and corresponds to a finite amplitude.

Session Activities

Read the course notes:

Learn from the Mathlet materials:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Session Overview

The purpose of this session is to introduce the operator notation p(D). This will simplify the writing of differential equations and point the way to a more complete discussion of operators and their uses in a few sessions.

We will start with the important notion of stability which tells us that the system will respond in essentially the same way to a given input regardless of the initial conditions.

After that, we will learn to express the formulas for exponential response, sinusoidal response, gain and phase lag in the p(D) notation. We will make heavy use of these formulas in the coming sessions.

Session Activities

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Check Yourself

Take the quizzes:

Session Activities

Watch the problem solving video:

Complete the practice problems:

Check Yourself

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Session Overview

This session will formally introduce the notion of operators and linearity. Our main example will be p(D), which we have already seen. We will see that linearity is equivalent to the superposition principles, which we have already seen with first-order equations.

Session Activities

Read the course notes:

Watch the lecture video clip:

Check Yourself

Complete the problem set:

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Session Overview

We now begin an in depth study of constant coefficient linear equations. These are the most important DE’s in 18.03, and we will be studying them up to the last few sessions.

In this session we will learn algebraic techniques for solving these equations. Exponential functions will play a major role and we will see that higher order linear constant coefficient DE’s are similar in many ways to the first order equation x’ + kx = 0.

Session Activities

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Check Yourself

Take the quiz:

Session Activities

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Watch the lecture video clip:

Watch the problem solving videos:

Complete the practice problems:

Check Yourself

Complete the problem set:

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Session Overview

In this session we study the undamped harmonic oscillator forced at its natural frequency. In this case the system responds by oscillating with an amplitude that grows to infinity over time. This is what is called pure resonance. Mathematically it is the case p(a) = 0 in the Exponential Response Formula.

Session Activities

Read the course notes:

Watch the lecture video clips:

Watch the problem solving video:

Check Yourself

Complete the problem set:

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Session Overview

In this session we consider constant coefficient linear DE’s with polynomial input. The method of undetermined coefficients says to try a polynomial solution leaving the coefficients “undetermined.” Then substitute this trial solution into the DE and solve for the coefficients.

Session Activities

Read the course notes:

Check Yourself

Take the quizzes:

Session Activities

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Course Info

Learning Resource Types
Lecture Videos
Recitation Videos
Exams with Solutions
Simulations
Lecture Notes
Problem Sets with Solutions