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Second-order equations and oscillation

Chapter 7 - Position needs velocity

A second-order equation tracks curvature or acceleration. To select one motion, you usually need two initial facts, such as position and velocity:

y′′+ay′+by=0,y(0)=y0,y′(0)=v0. y''+ay'+by=0,\qquad y(0)=y_0,\quad y'(0)=v_0.

The solution is built from natural modes: motions the unforced system can sustain on its own.

From derivatives to a polynomial

Exponentials reproduce themselves under differentiation. Try y=erty=e^{rt}:

r2ert+arert+bert=0. r^2e^{rt}+ar e^{rt}+be^{rt}=0.

Since ert≠0e^{rt}\ne0, the possible rates rr solve the characteristic equation

r2+ar+b=0. r^2+ar+b=0.

The roots predict the motion's geometry.

Two real roots r1≠r2r_1\ne r_2y=C_1e^{r_1t}+C_2e^{r_2t}

The mode with the larger root dominates late if its coefficient is nonzero. If both roots are negative, this is the slower-decaying mode.

Repeated real root rry=(C_1+C_2t)e^{rt}

The factor tt creates a second independent motion.

Complex roots α±iβ\alpha\pm i\betay=e^{\alpha t}(C_1\cos\beta t+C_2\sin\beta t)

α\alpha controls the envelope, the curve bounding the oscillation's size; β\beta controls angular frequency, measured in radians per unit time.

Root signsRe(r) < 0 → decay

Positive real part gives a growing mode. A nonzero pure imaginary pair gives undamped oscillation; a zero root gives a constant mode, and a repeated zero root also permits linear drift.

Lab: watch damping reshape motion

Damped oscillatorx′′+cx′+x=0x''+cx'+x=0

position over timeposition-velocity path

Move cc slowly through 2. For 0<c<20\lt c\lt 2, roots are complex and nonzero trajectories spiral inward; at c=0c=0, they form closed orbits without decay. At 2, the root repeats and the system returns without sustained oscillation. Above 2, two negative real modes give a non-oscillatory return; the slower mode decays more slowly than at critical damping unless its coefficient is zero. Critical damping is the boundary between oscillatory and non-oscillatory return.

Worked example: read roots, then constants

Solve y′′+4y′+13y=0y''+4y'+13y=0, y(0)=2y(0)=2, y′(0)=−1y'(0)=-1fully worked
  1. Characteristic equation. r2+4r+13=0r^2+4r+13=0.
  2. Roots. r=(−4±16−52)/2=−2±3ir=(-4\pm\sqrt{16-52})/2=-2\pm3i.
  3. Predict. The motion oscillates at angular frequency 3 under an envelope e−2te^{-2t}. It decays rapidly.
  4. Write the real family. y=e−2t(C1cos⁡3t+C2sin⁡3t)y=e^{-2t}(C_1\cos3t+C_2\sin3t).
  5. Use position. y(0)=C1=2y(0)=C_1=2.
  6. Use velocity. Differentiating and evaluating at zero gives y′(0)=−2C1+3C2=−1y'(0)=-2C_1+3C_2=-1. With C1=2C_1=2, C2=1C_2=1.
  7. Result and check. y=e−2t(2cos⁡3t+sin⁡3t)y=e^{-2t}(2\cos3t+\sin3t). The roots guarantee the equation; direct evaluation checks both initial conditions.

Fade the root cases

Match each equation to a root picture and solution form.

y′′+5y′+6y=0y''+5y'+6y=0

Roots: ‾\underline{\hspace{5em}}

Form: ‾\underline{\hspace{8em}}

y′′+4y′+4y=0y''+4y'+4y=0

Root: ‾\underline{\hspace{5em}}

Form: ‾\underline{\hspace{8em}}

y′′+9y=0y''+9y=0

Roots: ‾\underline{\hspace{5em}}

Interpret the motion.

Check the forms
  1. Roots −2,−3-2,-3; y=C1e−2t+C2e−3ty=C_1e^{-2t}+C_2e^{-3t}.
  2. Repeated root −2-2; y=(C1+C2t)e−2ty=(C_1+C_2t)e^{-2t}.
  3. Roots ±3i\pm3i; y=C1cos⁡3t+C2sin⁡3ty=C_1\cos3t+C_2\sin3t, an undamped oscillation.

Mechanical language

The mass-spring-damper model

mx′′+cx′+kx=0 mx''+cx'+kx=0

balances inertia mx′′mx'', damping cx′cx', and restoring force kxkx. Dividing by mm shows that the key comparisons use c/mc/m and k/mk/m. The discriminant c2−4mkc^2-4mk separates overdamped, critically damped, and underdamped motion.

Root reading. A characteristic root is −0.2+5i-0.2+5i. What does each part control?

Error clinic

Error clinic: one constant for a second-order equation

A second-order linear homogeneous equation generally needs two independent modes and two constants. A repeated root does not reduce that dimension; it changes the second mode to tertte^{rt}.

Error clinic: using complex exponentials but dropping real solutions

Complex roots are a calculation device. For real initial data, report the equivalent real sine-cosine form unless the context explicitly prefers complex notation.

Practice

  1. Practice - distinct roots

    7.1 Solve y′′−y′−6y=0y''-y'-6y=0, y(0)=1y(0)=1, y′(0)=0y'(0)=0. Predict which mode dominates for large positive time.

    Detailed solution

  2. Practice - repeated root

    7.2 Solve y′′+6y′+9y=0y''+6y'+9y=0, y(0)=0y(0)=0, y′(0)=2y'(0)=2.

    Detailed solution

  3. Integrated - oscillator

    7.3 For x′′+2ζx′+x=0x''+2\zeta x'+x=0, classify motion for ζ=0,1/2,1,2\zeta=0, 1/2, 1, 2. Connect each case to a path in position-velocity space.

    Detailed solution

  4. Challenge - design

    7.4 Choose aa and bb so y′′+ay′+by=0y''+ay'+by=0 has oscillations with envelope e−te^{-t} and period π\pi. Explain from the desired roots.

    Detailed solution

  5. Practice - extension

    7.5 Solve x′′+4x=0x''+4x=0, x(0)=1x(0)=1, x′(0)=2x'(0)=2. Rewrite the solution as a single shifted cosine, identify its amplitude and period, and verify that E=(x′)2/2+2x2E=(x')^2/2+2x^2 stays constant.

    Detailed solution

  6. Challenge - transfer

    7.6 Solve y′′+2y′=0y''+2y'=0, y(0)=1y(0)=1, y′(0)=−4y'(0)=-4. Identify both characteristic modes and the limit as t→∞t\to\infty. Explain why the zero root produces neither a decaying mode nor a sustained oscillation.

    Detailed solution

Retrieve across chapters

Explain how these are the same idea in different dimensions:

  • a stable equilibrium on a phase line;
  • a negative real characteristic root; and
  • an inward-moving position-velocity path.

Next: Add an external input and learn why matching frequencies can amplify motion.