1 00:00:00,499 --> 00:00:03,350 GILBERT STRANG: OK, it's time to move on 2 00:00:03,350 --> 00:00:05,560 to second order equations. 3 00:00:05,560 --> 00:00:10,220 First order equations, we've done pretty carefully. 4 00:00:10,220 --> 00:00:13,990 Second order equations are a step harder. 5 00:00:13,990 --> 00:00:18,080 But they come up in nature, they come in every application, 6 00:00:18,080 --> 00:00:21,196 because they include an acceleration, 7 00:00:21,196 --> 00:00:23,360 a second derivative. 8 00:00:23,360 --> 00:00:29,670 OK, so this would be a second order equation, because 9 00:00:29,670 --> 00:00:31,670 of that second derivative. 10 00:00:31,670 --> 00:00:35,430 I'm often going to have constant a, b, and c. 11 00:00:35,430 --> 00:00:37,930 We have enough difficulties to it 12 00:00:37,930 --> 00:00:41,390 without allowing those to change. 13 00:00:41,390 --> 00:00:47,200 So a, b, c constants, and doing the null solution 14 00:00:47,200 --> 00:00:49,310 to start with. 15 00:00:49,310 --> 00:00:53,270 Later, there'll be a forcing term on the right-hand side. 16 00:00:53,270 --> 00:00:57,370 But today, for this video, null solutions. 17 00:00:57,370 --> 00:01:00,810 And the point is, now, what's new is that there 18 00:01:00,810 --> 00:01:02,890 are two null solutions. 19 00:01:02,890 --> 00:01:08,190 So y null will be a combination of e-- 20 00:01:08,190 --> 00:01:10,820 and they're both exponentials. 21 00:01:10,820 --> 00:01:13,090 Having constant coefficients there 22 00:01:13,090 --> 00:01:16,810 means exponentials in the solution. 23 00:01:16,810 --> 00:01:22,690 So e to the sum exponent, and another one 24 00:01:22,690 --> 00:01:27,730 to a, hopefully, different exponent. 25 00:01:27,730 --> 00:01:31,300 Sometimes if s1 equals s2, that'll be a special case 26 00:01:31,300 --> 00:01:33,480 and we'll have a slight change. 27 00:01:33,480 --> 00:01:35,530 But this is typical. 28 00:01:35,530 --> 00:01:39,950 So we have two constants, c1 and c2, in the null solutions. 29 00:01:39,950 --> 00:01:43,480 And we need two initial conditions 30 00:01:43,480 --> 00:01:45,710 to determine those constants. 31 00:01:45,710 --> 00:01:51,600 So previously, for a first order equation, we were given y of 0. 32 00:01:51,600 --> 00:01:59,590 Now, when we have acceleration, we give the initial velocity, 33 00:01:59,590 --> 00:02:00,865 y prime of 0. 34 00:02:05,900 --> 00:02:11,910 May I use prime as a shorthand for derivative? 35 00:02:11,910 --> 00:02:16,680 y prime of 0 is dydt, at 0. 36 00:02:16,680 --> 00:02:20,610 So two condition will, at the right time, 37 00:02:20,610 --> 00:02:22,850 determine those two constants. 38 00:02:22,850 --> 00:02:26,210 And just to say again, so second derivative 39 00:02:26,210 --> 00:02:29,270 will be y double prime. 40 00:02:29,270 --> 00:02:32,500 And that represents, in physics, it 41 00:02:32,500 --> 00:02:38,220 represents acceleration-- change in velocity, change in y prime, 42 00:02:38,220 --> 00:02:40,110 is y double prime. 43 00:02:40,110 --> 00:02:45,270 And in a graph of a function, y double prime shows up 44 00:02:45,270 --> 00:02:49,000 in bending of the graph. 45 00:02:49,000 --> 00:02:52,590 Because bending is a change in slope. 46 00:02:52,590 --> 00:02:59,820 Bending is a change in the slope. 47 00:02:59,820 --> 00:03:03,660 And the slope is y prime, the first derivative. 48 00:03:03,660 --> 00:03:06,670 So to measure changes in y prime, which 49 00:03:06,670 --> 00:03:12,300 will bend the graph, my chalk would be a tangent line. 50 00:03:12,300 --> 00:03:15,400 But if that changes, that gives us 51 00:03:15,400 --> 00:03:18,630 a y double prime, a second derivative. 52 00:03:18,630 --> 00:03:24,530 OK, so I'm ready for some examples. 53 00:03:24,530 --> 00:03:31,660 And the first example-- the most basic equation of motion 54 00:03:31,660 --> 00:03:36,700 in physics and engineering, I would say-- it's 55 00:03:36,700 --> 00:03:39,090 called harmonic motion. 56 00:03:39,090 --> 00:03:41,835 And b is 0, that's the key point. 57 00:03:41,835 --> 00:03:44,580 b is 0. 58 00:03:44,580 --> 00:03:46,570 It's Newton's law. 59 00:03:46,570 --> 00:03:51,530 And so a will be the mass m. 60 00:03:51,530 --> 00:03:55,062 y double prime, second derivative. 61 00:03:55,062 --> 00:03:57,900 b is 0. 62 00:03:57,900 --> 00:04:03,120 Later, b will be a damping term, a friction term, a resistance 63 00:04:03,120 --> 00:04:03,620 term. 64 00:04:03,620 --> 00:04:05,280 But let's have that 0. 65 00:04:05,280 --> 00:04:08,500 So we're going to have perpetual motion, here. 66 00:04:08,500 --> 00:04:13,080 Plus the force-- so this is Newton's law. 67 00:04:13,080 --> 00:04:17,089 ma is f, f equal ma. 68 00:04:17,089 --> 00:04:20,610 The force is proportional-- with a minus sign, 69 00:04:20,610 --> 00:04:25,400 so it's going to come on this side as a plus-- proportional 70 00:04:25,400 --> 00:04:27,280 to y. 71 00:04:27,280 --> 00:04:30,780 There's the equation. 72 00:04:30,780 --> 00:04:33,780 No y prime term. 73 00:04:33,780 --> 00:04:37,860 my double prime, plus ky equals 0. 74 00:04:37,860 --> 00:04:41,190 Starting from an initial position, 75 00:04:41,190 --> 00:04:44,340 and an initial velocity, it's like a spring 76 00:04:44,340 --> 00:04:50,740 going up and down, or a clock pendulum going back and forth. 77 00:04:50,740 --> 00:04:55,830 And we'll see it, so it's going to be-- well, 78 00:04:55,830 --> 00:04:58,840 we want to solve that equation. 79 00:04:58,840 --> 00:05:03,260 So do we see solutions to that? 80 00:05:03,260 --> 00:05:08,140 So if m and k were 1, suppose m and k were 1. 81 00:05:08,140 --> 00:05:10,510 I'm looking for a second derivative plus 82 00:05:10,510 --> 00:05:11,930 the function is 0. 83 00:05:11,930 --> 00:05:14,900 Second derivative is minus the function. 84 00:05:14,900 --> 00:05:21,440 I immediately think of sine t, and cosine t. 85 00:05:21,440 --> 00:05:24,940 Sines and cosines, because the second derivative-- 86 00:05:24,940 --> 00:05:27,720 the first derivative of a sine is cosine. 87 00:05:27,720 --> 00:05:30,140 The second derivative is minus the sine. 88 00:05:30,140 --> 00:05:35,820 It gives us the minus sign here, the plus sign there, 0. 89 00:05:35,820 --> 00:05:45,720 So the special solutions here are y is-- this is the null. 90 00:05:45,720 --> 00:05:47,890 I'm finding the null solution. 91 00:05:47,890 --> 00:05:53,230 Is, let me call them c1 times a cosine. 92 00:05:53,230 --> 00:05:57,510 And now I have to figure out the cosine of what? 93 00:05:57,510 --> 00:06:02,630 I want the cosine to satisfy, to be a null solution, 94 00:06:02,630 --> 00:06:04,460 satisfy my equation. 95 00:06:04,460 --> 00:06:05,940 Let me put it in. 96 00:06:05,940 --> 00:06:09,740 If there's a square root of k over mt. 97 00:06:13,370 --> 00:06:16,760 And you have to see that if I take 98 00:06:16,760 --> 00:06:20,120 two derivatives of the cosine, that will produce 99 00:06:20,120 --> 00:06:23,170 minus the cosine, which I want. 100 00:06:23,170 --> 00:06:28,710 And because of that, the chain will bring out this square root 101 00:06:28,710 --> 00:06:30,060 twice. 102 00:06:30,060 --> 00:06:36,550 So it will bring out the factor k over m for y double prime. 103 00:06:36,550 --> 00:06:39,225 And that factor, k over m, the m's will cancel 104 00:06:39,225 --> 00:06:41,990 and I'll have the k that matches that k. 105 00:06:41,990 --> 00:06:44,350 It's a solution. 106 00:06:44,350 --> 00:06:47,346 And the other solution is just like it. 107 00:06:47,346 --> 00:06:49,722 It's the sine. 108 00:06:49,722 --> 00:06:55,330 Sine of this square root of k over m, t. 109 00:06:59,240 --> 00:07:02,550 That's worth putting a box around. 110 00:07:02,550 --> 00:07:07,890 That's what I mean by free harmonic motion. 111 00:07:07,890 --> 00:07:10,530 Something is just oscillating. 112 00:07:10,530 --> 00:07:12,620 In rotation problems, something is just 113 00:07:12,620 --> 00:07:16,770 going around a circle at a constant speed. 114 00:07:16,770 --> 00:07:23,325 And notice, these are not the same as those. 115 00:07:25,940 --> 00:07:29,120 Cosines are related to exponentials, 116 00:07:29,120 --> 00:07:30,810 but not identical. 117 00:07:30,810 --> 00:07:37,170 So I could write the answer this way, using cosine and sine. 118 00:07:37,170 --> 00:07:41,420 Or as you'll see, I can write the same formula 119 00:07:41,420 --> 00:07:45,530 using exponentials, complex exponentials. 120 00:07:45,530 --> 00:07:48,480 Everybody remembers the big formula 121 00:07:48,480 --> 00:07:51,000 that allows complex numbers in here 122 00:07:51,000 --> 00:07:57,720 is Euler's formula, that the exponential of i omega t 123 00:07:57,720 --> 00:08:03,200 is the cosine plus i times the sine of omega t. 124 00:08:03,200 --> 00:08:05,310 I'll write it again. 125 00:08:05,310 --> 00:08:07,200 That's the solution. 126 00:08:07,200 --> 00:08:11,190 It's got two null solutions. 127 00:08:11,190 --> 00:08:12,440 They're independent. 128 00:08:12,440 --> 00:08:13,910 They're different. 129 00:08:13,910 --> 00:08:16,050 And we've got two constants. 130 00:08:16,050 --> 00:08:18,060 Because our equation is linear, we 131 00:08:18,060 --> 00:08:22,360 can safely multiply by any constant, and add solutions, 132 00:08:22,360 --> 00:08:26,920 and they stay solutions because we have a linear equation, 133 00:08:26,920 --> 00:08:29,391 and 0 on the right-hand side. 134 00:08:29,391 --> 00:08:29,890 Good. 135 00:08:32,419 --> 00:08:37,360 Of course, we can't write this square root of k over m 136 00:08:37,360 --> 00:08:38,419 forever. 137 00:08:38,419 --> 00:08:43,010 Let me do what everybody does-- introduce omega. 138 00:08:43,010 --> 00:08:45,000 It's omega natural. 139 00:08:45,000 --> 00:08:48,540 The n here stands for the natural frequency, 140 00:08:48,540 --> 00:08:52,330 the frequency that that clock is going at. 141 00:08:52,330 --> 00:08:58,600 And that is the square root of k over m. 142 00:08:58,600 --> 00:09:02,290 So our equation, we could rewrite that equation. 143 00:09:02,290 --> 00:09:05,235 Let me rewrite that equation to make it simple. 144 00:09:05,235 --> 00:09:07,230 I'll divide by m. 145 00:09:07,230 --> 00:09:09,620 No problem, to divide by m. 146 00:09:09,620 --> 00:09:13,320 So then I have y double prime, plus k 147 00:09:13,320 --> 00:09:17,630 over m, which is omega n squared, 148 00:09:17,630 --> 00:09:20,160 the natural frequency squared. 149 00:09:20,160 --> 00:09:23,140 y equals 0. 150 00:09:23,140 --> 00:09:27,850 Let's put a box around that one, because you couldn't be better 151 00:09:27,850 --> 00:09:28,930 than that. 152 00:09:28,930 --> 00:09:30,650 The constant a is 1. 153 00:09:30,650 --> 00:09:32,470 The constant b is 0. 154 00:09:32,470 --> 00:09:37,850 The constant c is a known omega n squared, depending 155 00:09:37,850 --> 00:09:42,210 on the pendulum itself. 156 00:09:42,210 --> 00:09:46,070 OK, and the solutions then, I'll just copy this solution. 157 00:09:46,070 --> 00:09:53,370 y null is c1 cosine of omega nt. 158 00:09:53,370 --> 00:09:55,700 Of course, omega n is that square rood. 159 00:09:55,700 --> 00:10:00,740 And c2 sine of omega nt. 160 00:10:00,740 --> 00:10:02,560 Oh, well, wait a minute. 161 00:10:02,560 --> 00:10:08,650 I can figure out what c1 and c2 are , 162 00:10:08,650 --> 00:10:10,840 coming from the initial conditions, right? 163 00:10:10,840 --> 00:10:15,580 The initial conditions, if I plug in t equals 0, 164 00:10:15,580 --> 00:10:18,920 then I want to get the answer y of 0. 165 00:10:18,920 --> 00:10:22,260 The known initial condition, the place 166 00:10:22,260 --> 00:10:27,960 the pendulum started swinging from, the place the spring, 167 00:10:27,960 --> 00:10:30,530 you pull the spring a distance y of 0. 168 00:10:30,530 --> 00:10:33,210 You let go. 169 00:10:33,210 --> 00:10:38,450 At t equals 0, so I'm plugging in t equals 0, at t 170 00:10:38,450 --> 00:10:39,870 equals 0, that's 0. 171 00:10:39,870 --> 00:10:42,000 Forget the sine. 172 00:10:42,000 --> 00:10:43,810 This is 1. 173 00:10:43,810 --> 00:10:47,540 So I discover that c1 should be y of 0. 174 00:10:47,540 --> 00:10:48,840 Simple. 175 00:10:48,840 --> 00:10:50,400 c1 is y of 0. 176 00:10:56,870 --> 00:11:01,030 Because that gives me the right answer, at t equals 0. 177 00:11:01,030 --> 00:11:02,730 And what about c2? 178 00:11:02,730 --> 00:11:04,090 Can I figure out c2? 179 00:11:04,090 --> 00:11:08,520 Well, that's going to involve the initial velocity, 180 00:11:08,520 --> 00:11:12,220 the derivative, at t equals 0. 181 00:11:12,220 --> 00:11:14,170 Because the derivative of the sine 182 00:11:14,170 --> 00:11:19,190 is the cosine, which equals 1 at t equals 0, 183 00:11:19,190 --> 00:11:21,970 the derivative of this is the sine, which is 0. 184 00:11:21,970 --> 00:11:26,630 So that when I'm looking at y prime, the derivative, 185 00:11:26,630 --> 00:11:29,470 I'm looking here at t equals 0. 186 00:11:29,470 --> 00:11:33,000 And I want y prime of 0. 187 00:11:33,000 --> 00:11:35,370 But I don't just want y prime of 0. 188 00:11:35,370 --> 00:11:39,050 Do you see that that doesn't have the right derivative, 189 00:11:39,050 --> 00:11:40,400 at t equals 0? 190 00:11:40,400 --> 00:11:42,530 Because when I take the derivative and omega 191 00:11:42,530 --> 00:11:49,040 n-- that constant, you remember that constant-- the derivative 192 00:11:49,040 --> 00:11:51,850 of this will bring out an omega n. 193 00:11:51,850 --> 00:11:56,240 So I better have an omega n down here to cancel it. 194 00:11:56,240 --> 00:11:58,680 And now I've got it. 195 00:11:58,680 --> 00:12:05,250 That tells me the motion, forever and ever. 196 00:12:05,250 --> 00:12:07,070 Energy is constant. 197 00:12:07,070 --> 00:12:09,370 Potential energy plus kinetic energy, 198 00:12:09,370 --> 00:12:10,940 I could speak about energy. 199 00:12:10,940 --> 00:12:13,770 But I won't. 200 00:12:13,770 --> 00:12:19,980 That motion continues forever, free harmonic motion. 201 00:12:19,980 --> 00:12:22,740 OK, it goes on and on. 202 00:12:22,740 --> 00:12:23,750 OK. 203 00:12:23,750 --> 00:12:29,890 And again, I could write this in terms of complex exponentials. 204 00:12:29,890 --> 00:12:33,180 But I'm pretty happy with that form. 205 00:12:33,180 --> 00:12:35,120 It's hard to beat that form. 206 00:12:35,120 --> 00:12:40,030 OK, so what else to do here. 207 00:12:40,030 --> 00:12:44,950 First of all, we're going to have cosine omega 208 00:12:44,950 --> 00:12:48,930 t's for quite awhile. 209 00:12:48,930 --> 00:12:54,160 I better draw the graph of that simple, familiar function. 210 00:12:54,160 --> 00:12:59,500 And so here's a graph of cosine omega t. 211 00:12:59,500 --> 00:13:01,930 So here's t. 212 00:13:01,930 --> 00:13:03,350 Here's cosine of omega. 213 00:13:03,350 --> 00:13:04,540 Here's 0. 214 00:13:04,540 --> 00:13:07,690 Here's 2-- well, let me see what I get. 215 00:13:07,690 --> 00:13:12,130 So I go cosine of omega, cosine of omega t is what I'm drawing, 216 00:13:12,130 --> 00:13:13,920 not cosine t. 217 00:13:13,920 --> 00:13:16,920 Cosine t would go 0 to 2 pi. 218 00:13:16,920 --> 00:13:20,110 But I have cosine of omega t. 219 00:13:20,110 --> 00:13:24,120 So cosine of omega t is what I want to graph. 220 00:13:24,120 --> 00:13:27,725 So it starts at 1, and it comes back. 221 00:13:27,725 --> 00:13:33,510 It drops, comes back up, comes back to 1. 222 00:13:33,510 --> 00:13:37,290 But what is this t final? 223 00:13:37,290 --> 00:13:45,400 The period, this t is the period of the oscillation. 224 00:13:45,400 --> 00:13:51,590 It's the time it takes for the swing to go up and back. 225 00:13:51,590 --> 00:13:53,340 And what is that? 226 00:13:53,340 --> 00:13:59,910 That would be-- so I'm graphing cosine of omega t, 227 00:13:59,910 --> 00:14:00,850 is what I'm graphing. 228 00:14:03,900 --> 00:14:08,070 So omega t starts out at 0, where t is 0. 229 00:14:08,070 --> 00:14:14,230 And it goes up to-- so I want omega t, when I get here, 230 00:14:14,230 --> 00:14:16,400 this omega t should be 2 pi. 231 00:14:19,150 --> 00:14:21,420 Right? 232 00:14:21,420 --> 00:14:31,310 Then I've completed the cosine, one rotation around the circle, 233 00:14:31,310 --> 00:14:34,080 one movement of the pendulum back and forth, 234 00:14:34,080 --> 00:14:36,140 is in that picture now. 235 00:14:36,140 --> 00:14:40,270 OK, so omega t is 2 pi, right? 236 00:14:40,270 --> 00:14:41,920 Right. 237 00:14:41,920 --> 00:14:43,130 The period is t. 238 00:14:43,130 --> 00:14:47,120 I think of omega as the circular frequency. 239 00:14:47,120 --> 00:14:56,915 Omega is in radians per second. 240 00:15:01,180 --> 00:15:04,500 That's the units. 241 00:15:04,500 --> 00:15:08,810 And units truly are important to keep track. 242 00:15:08,810 --> 00:15:12,810 Omega, this is omega, radians per second, 243 00:15:12,810 --> 00:15:16,980 when I multiply by the period, the t in seconds, 244 00:15:16,980 --> 00:15:19,290 I get 2 pi radians. 245 00:15:19,290 --> 00:15:24,200 OK now, in engineers and in everyday use, 246 00:15:24,200 --> 00:15:29,970 there's another frequency called f, for frequency probably. 247 00:15:29,970 --> 00:15:34,570 OK, so you should know about f. 248 00:15:34,570 --> 00:15:39,080 And its frequency is in hertz. 249 00:15:39,080 --> 00:15:49,550 So f is measured in hertz, H-E-R-T-Z, named after the guy. 250 00:15:49,550 --> 00:15:55,770 Not the tomato ketchup guy, but-- oh, that's Heinz anyway. 251 00:15:55,770 --> 00:15:57,480 Sorry about that. 252 00:15:57,480 --> 00:16:02,950 Hertz -- not the car, that's what I was trying to say, 253 00:16:02,950 --> 00:16:10,100 but the German guy who was involved, early, 254 00:16:10,100 --> 00:16:11,640 with this stuff. 255 00:16:11,640 --> 00:16:12,810 So what is f? 256 00:16:17,870 --> 00:16:20,630 f times t is 1. 257 00:16:20,630 --> 00:16:24,135 Instead of dealing with 2 pi, which count to radians, 258 00:16:24,135 --> 00:16:31,770 the 1 just counts complete loops, complete oscillations. 259 00:16:31,770 --> 00:16:39,350 So f compared to know omega, f is smaller by a factor 2 pi. 260 00:16:39,350 --> 00:16:43,750 So f times t is 1. f is 1 over t. 261 00:16:43,750 --> 00:16:46,290 Omega is 2 pi over t. 262 00:16:46,290 --> 00:16:48,770 So putting these together, all I'm saying 263 00:16:48,770 --> 00:16:54,190 is, omega is 2 pi times f. 264 00:16:54,190 --> 00:16:58,960 So when we say we're getting 60 cycles-- so 265 00:16:58,960 --> 00:17:02,520 that's what I would measure tf in. 266 00:17:02,520 --> 00:17:10,495 f would be in cycles, is cycles per second. 267 00:17:13,430 --> 00:17:16,209 One cycle, 2 pi radians. 268 00:17:19,290 --> 00:17:21,440 This isn't big, heavy math. 269 00:17:21,440 --> 00:17:24,470 But it's more important than a lot of math, 270 00:17:24,470 --> 00:17:28,170 just to get these letters straight. 271 00:17:28,170 --> 00:17:31,030 So there's capital T, the period, 272 00:17:31,030 --> 00:17:32,990 and two measures of frequency. 273 00:17:32,990 --> 00:17:36,170 One is omega in radians per second, 274 00:17:36,170 --> 00:17:40,830 and the other is f in full cycles per second. 275 00:17:40,830 --> 00:17:42,740 So one is 2 pi times the other. 276 00:17:42,740 --> 00:17:43,300 Good. 277 00:17:43,300 --> 00:17:44,070 OK. 278 00:17:44,070 --> 00:17:45,730 And we have this. 279 00:17:45,730 --> 00:17:46,450 OK. 280 00:17:46,450 --> 00:17:54,440 I think we've got the key ideas here, then, 281 00:17:54,440 --> 00:18:01,360 for unforced motion, pure oscillation going on forever. 282 00:18:01,360 --> 00:18:07,960 And let me just write what I already mentioned. 283 00:18:07,960 --> 00:18:15,700 A different way to express yn would be with small c's, e 284 00:18:15,700 --> 00:18:20,210 to the i omega nt. 285 00:18:20,210 --> 00:18:26,400 And c2 e to the minus i omega nt. 286 00:18:26,400 --> 00:18:33,280 All I'm saying is that this form, with exponentials, 287 00:18:33,280 --> 00:18:40,100 is entirely equivalent to this form, with cosine and sine. 288 00:18:40,100 --> 00:18:44,190 That's form allows me two constants, capital C1 and C2. 289 00:18:44,190 --> 00:18:48,080 This form allows me two constants, little one and c2. 290 00:18:48,080 --> 00:18:49,850 And from that, I have this. 291 00:18:49,850 --> 00:18:50,950 From this, I have this. 292 00:18:50,950 --> 00:18:55,150 So we really do have exponentials here. 293 00:18:55,150 --> 00:18:59,680 And the key message is that for pure oscillation, 294 00:18:59,680 --> 00:19:07,070 those exponentials are pure imaginary exponent, i omega nt. 295 00:19:07,070 --> 00:19:11,790 OK, that's the best example, the simplest example, 296 00:19:11,790 --> 00:19:13,500 the first example. 297 00:19:13,500 --> 00:19:15,050 Thanks.