| Second-Order Differential Equations are all about
equations that are based off of their rate of change, and their rate of
the rate of change. Sound confusing? While second-order DE's
can be applied to electronics, physics, and many other fields of
engineering, one popular example of a second order DE is the Spring-Mass
system. Suppose we have a spring as pictured below. The top of the
spring is firmly attached to the ceiling The bottom is
attached to a small weight. The spring stretches to accommodate the
weight, and equilibrium position is defined as the position where the mass
is at rest. We want to create an equation that describes where the
mass is at any time.
 First, some
theory behind the derivation of the following formulas. There are
several forces acting on the mass.
- The primary force to factor is the mass's own acceleration.
The universal physics law, force is equal to mass times acceleration,
F=ma.
- Second, whenever the mass moves there is friction within the spring,
in the air, plus any other dampening affect. The faster the mass
moves the more the dampening is in effect. (When a car is not
moving, there's no dampening in its motion, but when you're cruising down
the highway at 60 MPH, you can hear the roar of the wind against the
car, slowing it down)
- Thirdly, a force is generated by the spring itself whenever it is
stretched out of position. The further the spring is stretched,
the more recovery force tries to pull the spring back towards it's
equilibrium position.
 Everything
in the above equation should make sense, except the = 0. That is
the forcing function, the extra stuff that's pushing on the mass.
If the wind is blowing or there's an earthquake at a certain frequency,
that sort of thing goes there. If we recall from simple Calculus and
Physics, we know that the velocity, the rate of change of position, is
the same as the derivative of position. Likewise, the acceleration
is the derivative of velocity, or the derivative of the derivative of
position (2nd derivative of position). Since the objective is to
describe the position (we'll call it x) of the mass at any moment
(t, for time), we can write the equation for a mass's position as
follows (m is mass, c is the dampening coefficient, and
k is the spring constant).
 Enough with
the theory! Here's a concrete example. Below is a spring-mass
system where the mass has a weight of 1 unit, the dampening coefficient
is 3/10, and the spring constant is 1. Also, the spring is getting
shaken with an oscillating force equal to sin(2*t). Meanwhile, I
decided to have a second forcing function that has a very small
coefficient, meaning it will have very little effect in the beginning,
but will greatly affect the position of the spring later on (imagine it
as some unrealistic rocket engine that increasingly gets stronger over
time). Yeah, so I don't do anything simple, go figure.
 To solve
this second-order DE, first we solve for the homogenous part of the
solution.
 Then we
treat the derivatives as powers, and create the characteristic as
follows. The second derivative part is the r^2, the first
derivative part is the r, the normal is the r^0. The
characteristic equation dramatically simplifies the process of solving
the DE.
 To solve
the two solutions for r, use the quadratic equation that you
learned in Algebra 1.
 The
equation has a real and imaginary result!
 Our format
for the homogenous solution is as follows.
 All we do
is substitute the two solutions we found for r, into the c
and d constants.
 "When you
multiply like bases, you add the exponents." Using this rule, we
can separate the real and imaginary parts of the e terms.
 Using
Euler's identity, we can expand the imaginary exponents out into the
following forms...
 ... and
then group the cosine and sine terms.
 See the
constants? Since we don't know what either of the constants are,
we can simply assume that an unknown constant plus a second unknown
constant, is a single unknown constant. The imaginary number I
gets absorbed into the constant, and we can replace the alpha's and
beta's with a single theta and phi.
 The
solution to our equation is the homogenous plus the particular.
 Since the
homogenous solution is equal to zero in the end, we are going to replace
it with a guess for the particular solution. So all we have left is
the sin(2*t)+0.0001*t^3. We need to formulate a guess for our
particular solution, that will encapsulate these two forcing functions.
Note that whenever there is a sin() or a cos() term, you must have both
the sin() and cos() terms in the guess. Whenever an nth-order
polynomial is present in the forcing function, you must have (n-1)th,
(n-2)th, etc present as well.
 Since we
are going to substitute our guess into the homogenous solution, which
requires both a first and second order derivative of x(t), it is
necessary to calculate these derivatives. Here is the first
derivative...
 And the
second...
 If we
substitute these guesses into our original equation, we get this massive
beast below.
 We have a
problem! We have 6 unknowns and only 1 equation. Ah, but we
can get 6 equations by grouping like coefficients. If we take all
the cosine terms on the left and set them equal to all the cosine terms
on the right, we have one equation. We can do the same for all the
sine and the polynomial terms. This is done as follows.
 Since we
don't need the cosine terms, sine terms, and polynomials, we just divide
them out. Now we have 6 equations and 6 unknowns!
 Notice that
this one is rather easy to solve by hand. We get a variable for
free! Working our way up, we can plug in the known value for F
into the 2nd from the bottom equation to easily calculate E. The
same can be done for D, then C respectively. The top two equations
can be solved using substitution, algebraic addition, or any number of
ways. Below are the values for all the constants.
 If we plug
all these constants back into our guess, we have our final particular
solution!
 Now if we
add the homogenous and the particular back together, we have the final
solution to our problem.
 The only
thing we don't know are the values for theta and phi. Luckily we
still have two pieces of information. The initial conditions of
the spring! I'm going to have my spring start 6 units above it's
equilibrium position, and no initial velocity. This will simulate
the spring being pulled out of equilibrium position, then let go.
This is the crucial step where we can change any aspect of our spring's
initial motion.
 This is one
massive equation, the derivative of the solution. This is needed
as the second equation, since we can plug in the initial velocity (0)
into it.
 Below are
the final two equations and two unknowns needed to solve the last
unknown constants. We substitute our values for the initial
position (x=6), at the initial time (t=0), and the initial velocity
(dx/dt=0)
 All those
cos(0) and sin(0) and e^0 simplify to really nice, basic numbers.
We can calculate theta almost for free in the first equation. We
can then substitute that value into the second equation to calculate
phi.
 Now that we
have our final values for theta and phi...
 ... we can
plug them into the final solution to get our finished position equation!
 Below is
the plot of our final equation. Notice that it starts at 6, is
released and quickly shoots towards equilibrium. Like most
springs, it overshoots. Notice that it only dips down to -4.
This is due to dampening forces as well as the oscillating sin() force.
After overshooting, the spring bounces back and heads upward, only
making it to a fraction of it's original height (slightly above 2). It tips back down
and comes up again, again much smaller. Then suddenly, instead of
shooting downward a third time it wobbles. This is due to the
oscillating sin(2*t) force beginning to overpower the initial motion of
the spring. Dampening quickly eats up the last of the moment of
the initial release, and the spring settles into a steady sin(2*t)
oscillation.
 Over a
significant amount of time, the 0.0001*t^3 forcing function comes into
effect. While its effects can be seen in the above graph as the
spring begins to rise, it is much more clearly evident over a longer
period of time.
 There we
have it! A mathematical construct which approximates the position of a
spring over time. Manipulating the spring constants m, c, and k
will cause various affects. Dramatically increasing dampening can
cause the spring to be over-damped or even critically-damped.
Different forcing functions will affect the spring in interesting ways.
It's important to note that unless the initial conditions match the
forcing function, the original oscillations will eventually die out.
Another thing to try is to remove dampening completely. The b term
in the quadratic equation will be zero, meaning only an imaginary
solution to the equation will exist. The e terms in the
final equation will disappear, and it will be purely sine's and
cosine's. Once again, springs are just one application to the vast
field of second-order differential equations. I'm pretty sure they
can also be used to approximate the charge in a
capacitor-resistor-inductor circuit. One can also derive a method to
solve the position of a pendulum at any given time, although such an
approximation is only good for small angles (I believe less than 15
degrees). |