c02.

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62 CHAP. 2 Second-Order Linear ODEs

13. Linear operator. Illustrate the linearity of L in (2) by 15. Definition of linearity. Show that the definition of
taking c  4, k  6, y  e2x, and w  cos 2x. linearity in the text is equivalent to the following. If
Prove that L is linear. L[ y] and L[w] exist, then L[ y  w] exists and L[cy]
14. Double root. If D 2  aD  bI has distinct roots and L[kw] exist for all constants c and k, and
␮ and l, show that a particular solution is L[ y  w]  L[ y]  L[w] as well as L[cy]  cL[ y]
y  (e␮x  elx)>(␮  l). Obtain from this a solution and L[kw]  kL[w].
xelx by letting ␮ : l and applying l’Hôpital’s rule.

2.4 Modeling of Free Oscillations

of a Mass–Spring System
Linear ODEs with constant coefficients have important applications in mechanics, as we
show in this section as well as in Sec. 2.8, and in electrical circuits as we show in Sec. 2.9.
In this section we model and solve a basic mechanical system consisting of a mass on an
elastic spring (a so-called “mass–spring system,” Fig. 33), which moves up and down.

Setting Up the Model

We take an ordinary coil spring that resists extension as well as compression. We suspend
it vertically from a fixed support and attach a body at its lower end, for instance, an iron
ball, as shown in Fig. 33. We let y  0 denote the position of the ball when the system
is at rest (Fig. 33b). Furthermore, we choose the downward direction as positive, thus
regarding downward forces as positive and upward forces as negative.

Unstretched
s0
spring
(y = 0)
y
System at
rest
System in
motion
(a) (b) (c)

Fig. 33. Mechanical mass–spring system

We now let the ball move, as follows. We pull it down by an amount y  0 (Fig. 33c).
This causes a spring force

(1) F1  ky (Hooke’s law2)

proportional to the stretch y, with k ( 0) called the spring constant. The minus sign
indicates that F1 points upward, against the displacement. It is a restoring force: It wants
to restore the system, that is, to pull it back to y  0. Stiff springs have large k.

2
ROBERT HOOKE (1635–1703), English physicist, a forerunner of Newton with respect to the law of
gravitation.
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SEC. 2.4 Modeling of Free Oscillations of a Mass–Spring System 63

Note that an additional force F0 is present in the spring, caused by stretching it in
fastening the ball, but F0 has no effect on the motion because it is in equilibrium with
the weight W of the ball, F0  W  mg, where g  980 cm>sec2  9.8 m>sec2 
32.17 ft>sec2 is the constant of gravity at the Earth’s surface (not to be confused with
the universal gravitational constant G  gR2>M  6.67 # 10ⴚ11 nt m2>kg 2, which we
shall not need; here R  6.37 # 106 m and M  5.98 # 1024 kg are the Earth’s radius and
mass, respectively).
The motion of our mass–spring system is determined by Newton’s second law

(2) Mass Acceleration  my s  Force

where y s  d 2y>dt 2 and “Force” is the resultant of all the forces acting on the ball. (For
systems of units, see the inside of the front cover.)

ODE of the Undamped System

Every system has damping. Otherwise it would keep moving forever. But if the damping
is small and the motion of the system is considered over a relatively short time, we
may disregard damping. Then Newton’s law with F  F1 gives the model
my s  F1  ky; thus

(3) my s  ky  0.

This is a homogeneous linear ODE with constant coefficients. A general solution is

obtained as in Sec. 2.2, namely (see Example 6 in Sec. 2.2)

k
(4) y(t)  A cos v0t  B sin v0t v0  .
B m

This motion is called a harmonic oscillation (Fig. 34). Its frequency is f  v0>2p Hertz3
( cycles>sec) because cos and sin in (4) have the period 2p>v0. The frequency f is called
the natural frequency of the system. (We write v0 to reserve v for Sec. 2.8.)
y 2
1

1 Positive
2 Zero Initial velocity
3 Negative

Fig. 34. Typical harmonic oscillations (4) and (4*) with the same y(0)  A and
different initial velocities y r (0)  v0 B, positive 1 , zero 2 , negative 3

3
HEINRICH HERTZ (1857–1894), German physicist, who discovered electromagnetic waves, as the basis
of wireless communication developed by GUGLIELMO MARCONI (1874–1937), Italian physicist (Nobel prize
in 1909).
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64 CHAP. 2 Second-Order Linear ODEs

An alternative representation of (4), which shows the physical characteristics of amplitude

and phase shift of (4), is

(4*) y(t)  C cos (v0t  d)

with C  2A2  B 2 and phase angle d, where tan d  B>A. This follows from the
addition formula (6) in App. 3.1.

EXAMPLE 1 Harmonic Oscillation of an Undamped Mass–Spring System

If a mass–spring system with an iron ball of weight W  98 nt (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. Hooke’s law (1) with W as the force and 1.09 meter as the stretch gives W  1.09k; thus
k  W>1.09  98>1.09  90 [kg>sec2]  90 [nt>meter]. The mass is m  W>g  98>9.8  10 [kg]. This
gives the frequency v0>(2p)  2k>m>(2p)  3>(2p)  0.48 [Hz]  29 [cycles>min].
From (4) and the initial conditions, y(0)  A  0.16 [meter] and y r (0)  v0B  0. Hence the motion is

y(t)  0.16 cos 3t [meter] or 0.52 cos 3t [ft] (Fig. 35).

If you have a chance of experimenting with a mass–spring system, don’t miss it. You will be surprised about
the good agreement between theory and experiment, usually within a fraction of one percent if you measure
carefully. 䊏

y
0.2
0.1
0
2 4 6 8 10 t
–0.1
–0.2

Fig. 35. Harmonic oscillation in Example 1

ODE of the Damped System

To our model my s  ky we now add a damping force

F2  cy r ,

k Spring obtaining my s  ky  cy r ; thus the ODE of the damped mass–spring system is

(5) my s  cy r  ky  0. (Fig. 36)

m Ball

c Dashpot
Physically this can be done by connecting the ball to a dashpot; see Fig. 36. We assume
Fig. 36. this damping force to be proportional to the velocity y r  dy>dt. This is generally a good
Damped system approximation for small velocities.
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SEC. 2.4 Modeling of Free Oscillations of a Mass–Spring System 65

The constant c is called the damping constant. Let us show that c is positive. Indeed,
the damping force F2  cy r acts against the motion; hence for a downward motion we
have y r  0 which for positive c makes F negative (an upward force), as it should be.
Similarly, for an upward motion we have y r  0 which, for c  0 makes F2 positive (a
downward force).
The ODE (5) is homogeneous linear and has constant coefficients. Hence we can solve
it by the method in Sec. 2.2. The characteristic equation is (divide (5) by m)

c k
l2  m l  m  0.

By the usual formula for the roots of a quadratic equation we obtain, as in Sec. 2.2,

c 1
(6) l1  a  b, l2  a  b, where a and b 2c2  4mk.
2m 2m

It is now interesting that depending on the amount of damping present—whether a lot of

damping, a medium amount of damping or little damping—three types of motions occur,
respectively:

Case I. c2  4mk. Distinct real roots l1, l2. (Overdamping)

Case II. c2  4mk. A real double root. (Critical damping)

Case III. c2  4mk . Complex conjugate roots. (Underdamping)

They correspond to the three Cases I, II, III in Sec. 2.2.

Discussion of the Three Cases

Case I. Overdamping
If the damping constant c is so large that c2  4mk, then l1 and l2 are distinct real roots.
In this case the corresponding general solution of (5) is

(7) y(t)  c1eⴚ(aⴚb)t  c2eⴚ(aⴙb)t.

We see that in this case, damping takes out energy so quickly that the body does not
oscillate. For t  0 both exponents in (7) are negative because a  0, b  0, and
b2  a2  k>m  a2. Hence both terms in (7) approach zero as t : . Practically
speaking, after a sufficiently long time the mass will be at rest at the static equilibrium
position (y  0). Figure 37 shows (7) for some typical initial conditions.
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66 CHAP. 2 Second-Order Linear ODEs

y
1
t
2 1

3
3

(a) (b)
1 Positive
2 Zero Initial velocity
3 Negative

Fig. 37. Typical motions (7) in the overdamped case

(a) Positive initial displacement
(b) Negative initial displacement

Case II. Critical Damping

Critical damping is the border case between nonoscillatory motions (Case I) and oscillations
(Case III). It occurs if the characteristic equation has a double root, that is, if c2  4mk,
so that b  0, l1  l2  a. Then the corresponding general solution of (5) is

(8) y(t)  (c1  c2t)eⴚat.

This solution can pass through the equilibrium position y  0 at most once because eⴚat
is never zero and c1  c2t can have at most one positive zero. If both c1 and c2 are positive
(or both negative), it has no positive zero, so that y does not pass through 0 at all. Figure 38
shows typical forms of (8). Note that they look almost like those in the previous figure.

y 1

1 Positive
2 Zero Initial velocity
3 Negative

Fig. 38. Critical damping [see (8)]

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SEC. 2.4 Modeling of Free Oscillations of a Mass–Spring System 67

Case III. Underdamping

This is the most interesting case. It occurs if the damping constant c is so small that
c2  4mk. Then b in (6) is no longer real but pure imaginary, say,

1 k c2
(9) b  iv* where v*  24mk  c2   (0).
2m Bm 4m 2

(We now write v* to reserve v for driving and electromotive forces in Secs. 2.8 and 2.9.)
The roots of the characteristic equation are now complex conjugates,

l1  a  iv*, l2  a  iv*

with a  c>(2m), as given in (6). Hence the corresponding general solution is

(10) y(t)  eⴚat(A cos v*t  B sin v*t)  Ceⴚat cos (v*t  d)

where C 2  A2  B 2 and tan d  B>A, as in (4*).

This represents damped oscillations. Their curve lies between the dashed curves
y  Ceⴚat and y  Ceⴚat in Fig. 39, touching them when v*t  d is an integer multiple
of p because these are the points at which cos (v*t  d) equals 1 or 1.
The frequency is v*>(2p) Hz (hertz, cycles/sec). From (9) we see that the smaller
c (0) is, the larger is v* and the more rapid the oscillations become. If c approaches 0,
then v* approaches v0  2k>m, giving the harmonic oscillation (4), whose frequency
v0>(2p) is the natural frequency of the system.

–α t
Ce

–α t
–Ce

Fig. 39. Damped oscillation in Case III [see (10)]

EXAMPLE 2 The Three Cases of Damped Motion

How does the motion in Example 1 change if we change the damping constant c from one to another of the
following three values, with y(0)  0.16 and y r (0)  0 as before?

(I) c  100 kg>sec, (II) c  60 kg>sec, (III) c  10 kg>sec.

Solution. It is interesting to see how the behavior of the system changes due to the effect of the damping,
which takes energy from the system, so that the oscillations decrease in amplitude (Case III) or even disappear
(Cases II and I).
(I) With m  10 and k  90, as in Example 1, the model is the initial value problem

10y s  100y r  90y  0, y(0)  0.16 [meter], y r (0)  0.

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68 CHAP. 2 Second-Order Linear ODEs

The characteristic equation is 10l2  100l  90  10(l  9)(l  1)  0. It has the roots 9 and 1. This
gives the general solution

y  c1eⴚ9t  c2eⴚt. We also need y r  9c1eⴚ9t  c2eⴚt.

The initial conditions give c1  c2  0.16, 9c1  c2  0. The solution is c1  0.02, c2  0.18. Hence in
the overdamped case the solution is

y  0.02eⴚ9t  0.18eⴚt.

It approaches 0 as t : . The approach is rapid; after a few seconds the solution is practically 0, that is, the
iron ball is at rest.
(II) The model is as before, with c  60 instead of 100. The characteristic equation now has the form
10l2  60l  90  10(l  3) 2  0. It has the double root 3. Hence the corresponding general solution is

y  (c1  c2t)eⴚ3t. We also need y r  (c2  3c1  3c2t)eⴚ3t.

The initial conditions give y(0)  c1  0.16, y r (0)  c2  3c1  0, c2  0.48. Hence in the critical case the
solution is
y  (0.16  0.48t)eⴚ3t.

It is always positive and decreases to 0 in a monotone fashion.

(III) The model now is 10y s  10y r  90y  0. Since c  10 is smaller than the critical c, we shall get
oscillations. The characteristic equation is 10l2  10l  90  10[(l  12 ) 2  9  14 ]  0. It has the complex
roots [see (4) in Sec. 2.2 with a  1 and b  9]

l  0.5  20.52  9  0.5  2.96i.

This gives the general solution

y  eⴚ0.5t(A cos 2.96t  B sin 2.96t).

Thus y(0)  A  0.16. We also need the derivative

y r  eⴚ0.5t(0.5A cos 2.96t  0.5B sin 2.96t  2.96A sin 2.96t  2.96B cos 2.96t).

Hence y r (0)  0.5A  2.96B  0, B  0.5A>2.96  0.027. This gives the solution

y  eⴚ0.5t(0.16 cos 2.96t  0.027 sin 2.96t)  0.162eⴚ0.5t cos (2.96t  0.17).

We see that these damped oscillations have a smaller frequency than the harmonic oscillations in Example 1 by
about 1% (since 2.96 is smaller than 3.00 by about 1% ). Their amplitude goes to zero. See Fig. 40. 䊏

y
0.15

0.1

0.05

0
2 4 6 8 10 t
–0.05

–0.1

Fig. 40. The three solutions in Example 2

This section concerned free motions of mass–spring systems. Their models are homo-
geneous linear ODEs. Nonhomogeneous linear ODEs will arise as models of forced
motions, that is, motions under the influence of a “driving force.” We shall study them
in Sec. 2.8, after we have learned how to solve those ODEs.