Ordinary Differential Equations Of The Third
Order: Damped Harmonic Motion
A Little Humor/Philosophy Before We Begin(?)
If a Sine Wave describes
uniform deviations from the norm
then the Cosine function has
a similar form
but with an appropriate shift
in its phase.
But are not these sine wave deviations
the continuous oscillations
that induce the periodic vibrations
that are characteristic of natures
sinning ways?
If no natural phenomena could
be described by a sin function
at any time, intersection or
junction
then would the world be
without the acts of sinning?
Would there have been deviations
from the mean
in all that has been heard or
seen
up until now, starting from
the beginning?
But if there were no longer deviations
from the mean
no differences would remain
and as for the meaning of
the mean
there would be no need to
explain!
Let us now consider the general homogeneous second-order ordinary differential equation
y + By + Cy = 0 (eq.1)
where the coefficients B and C are constant. When B = 0
and C > 0 the solutions of (eq.1) are pure un-damped
sine or cosine functions. In particular if B = 0 and
C = 1, then (eq.1) reduces to
y + y = 0 (eq.2)
As is well known, two (linearly) independent solutions
(eq.2) are cos(x) and sin(x). These functions are as-
sociated with many identities such as
cos2(x) + sin2(x) = 1. (eq.3)
They also appear in the fundamental identity
eix = cos(x) + i*sin(x) (eq.4)
Equations (eq.3) and (eq.4), (known as Eulers
Formula), play indispensable roles in math, science,
engineering and theoretical physics. The reader will
recall that since eix is a linear combination of cos(x)
and sin(x), it is also a solution of the ordinary
differential equation (O.D.E), (eq.2).
Let us pose the question: are there such identities
associated with 3rd order O.D.E.s with constant coeffi-
cients? Well why dont we create a 3rd order O.D.E by
differentiating (eq.1) and see what we can find out?
Note: Later when we discuss the kinematics of simple
and damped harmonic motion we will replace the
independent variable x by t (which will denote time).
It is convenient to write (eq.1) in the following
form
y = - By - Cy (eq.5)
Differentiating (eq.5), recalling that B and C are
constants, with respect to x results in
y = - By Cy (eq.6)
Now substitute the expression for y , from (eq.5)
into (eq.6) and simplify the results. We obtain
y + (C B2)y BCy = 0.
If we choose units so that
C = B2
then the equation above reduces to
y B3y = 0. (eq.7)
Before continuing, lets note that with B = 0 and
C = k2, we may write (eq.1) as
y + k2y = 0 (eq.8)
Equation (eq.8) may be referred to as the one
spatial dimensional undamped wave equation.
When B ≠ 0 then (eq.1) may be thought of as the
one spatial dimensional damped wave equation.
Equation (eq.7)is a (3rd order) generalization of
(eq.1) in which, for convenience, we have chosen
units so that C = B2 .
The reader is probably familiar with many cases
in (math) physics where the units of physical quantities
and the units associated with constants of proportionality
have been chosen for the purpose of simplifying equations.
For example, in quantum field theory it is often the case
that units are chosen so that both c the speed of light and Plancks constant are set equal to 1 with no loss of
generality.
If we write y(n) to denote the nth derivative of y with
respect to x, then both (eq.7) and (eq.8) may be derived
from
y(n) + Lny = 0 (eq.9)
by letting n = 3 and L = -B in the case of (eq.7)
and n = 2 and L = k (or k) in the case of (eq.8).
The implications of (eq.9), when n is a non-negative
integer different from 2 or 3, will be discussed
later.
In what follows we are motivated by the possi-
bility of finding identities, associated with (eq.7),
that correspond to the identities that are derived
from (eq.2).
Before continuing, we will need to discuss the
preliminaries of the theory of Cubic Complex
Variables. The algebra (algebraic ring) of complex
numbers has been generalized to the nth order case
by the present author. The 2nd order case is just
ordinary complex numbers and the 3rd order case has
been referred to as Cubic Complex numbers or
variables. It is well known, of course, that every
algebraic field is also an algebraic ring but that
the converse is not necessarily true.
Recall that the complex imaginary unit i may
be defined by
i = (-1)(1/2)
But the multiplicative identity 1 and i may be put in a
one to one correspondence with unit vectors in the plane
as follows:
1 ↔ (1,0)
i ↔
(0,1)
The present
author was motivated to write, in the early
1980s, a
more abstract definition of i.
i = (-1,0)(1/2)
so that
i2
= (-1,0) = -1
The reader will recall from elementary
abstract algebra
that i is
the generator of cyclical group of order 4. We
may write
i1
= i
i2 =
-1
i3 =
-i
i4 = 1
Making use of the fact that i2 =
-1, as the reader knows
well, we
may form the product of two arbitrary complex
variables u
= x + iy and v = a + ib,
uv = vu =
ax by + i(ay + bx).
Using the ordered pair notations (corresponding to vectors
in the plane), we may also write
(x, y)(a, b) = (ax by, ay + bx)
Now we will turn our attention to Cubic Complex Variables.
We will refer you elsewhere for a more thorough discussion
of Cubic Complex Numbers (Variables) link . But presently we will survey the preliminaries. We will start by denoting the set of Cubic Complex Numbers by C3. The set C3 will be defined as the set of ordered triples of ordinary complex numbers C2. This
set has been endowed with the operations of vector addition and
a commutative rule for multiplication.
In actuality C3 has been shown to be a ring with C2 as a
sub-ring. The reader will recall that C2 is also of course a field. But all fields are also rings (even though the converse is not necessarily true). Clearly C3 contains the set of 3D vectors (with real components) as a subset. We will make the
identification.
1 <=> (1,0,0).
We now define the entity j as follows:
j = (-1,0,0)^(1/3) (eq.10a)
For brevity we write1
j = (-1)^(1/3) (eq.10b)
and
j^3 = -1 (eq.11)
(The reader will note that j as defined above is different from
any of the three cube roots of -1; where, in that instance, we are making the identification) -1 <=> (-1,0). The three
ordinary cube roots of -1 are -1 and a pair of complex
conjugate numbers.)
It readily follows that
j^3 = -1 (eq.12a)
j^4 = -j (eq.12b)
j^5 = -j^2 (eq.12c)
j^6 = 1 (eq.12d)
An arbitrary cubic complex variable u may be written as
u = a + jb + (j^2)c (eq.12e)
where, in general, a, b and c are (ordinary) complex numbers. If
v = x + jy + (j^2)z (eq.12f)
is another arbitrary cubic complex variable
then we may write the sum and product as
u + v = a + x + j(b + y) + (j^2)(c + z) (eq.13)
uv = ax - bz- cy + j(ay + bx - cz) + j^2(az + cx + by) (eq.14)
The operation of addition is obviously commutative and
it is not difficult to show that the product is also
commutative.
The sum and product operations may also be expressed in
terms of ordered triples as follows:
(a, b, c) + (x, y, z) = (a + x, b + y, c + z)
(a,b,c)(x,y,z) = (ax bz - cy, ay + bx - cz, az + cx + by)
By definition, if u = a + jb + (j^2)c is a cubic complex
number and if v = x + jy + (j^2)z is also a cubic complex
number, then
u = v if and only if
a = x (eq.14a)
b = y (eq.14b)
c = z (eq.14c)
We will now make use of the cyclicality (of order six) of
j^n, (where n is an integer) to define the Cubic Complex
Exponential e^(jx). Later on we will examine the more General
form of the Cubic Complex Exponential: e^{jx + (j^2)y}.
It will be seen that the Cubic Complex Exponential e^(jx) will generate solutions of the third order O.D.E.
y B3y = 0,
just as the complex exponential e^ix generates solutions of the
second order O.D.E.
y + k2y = 0
We have
e^jx = 1 + jx + (1/2)(jx)^2 + (1/6)(jx)^3 + ... + (1/n!)(jx)^n
+ ...
e^jx = 1 + jx + (1/2)(j^2)(x^2) + (1/6)(j^3)(x^3) + ... +
(1/n!)(j^n)(x^n) + ... (eq.15)
Now since j^n will always equal (+/-)1, (+/-)j or (+/-)j^2,
where the symbol +/- denotes plus or minus, the above
equation may be written as
e^jx = 1 (1/3!)(x^3) + (1/6!)(x^6) + ...+ j[x-(1/4!)(x^4)
+(1/7!)(x^7)+...]+j^2[(1/2!)(x^2)-(1/5!)(x^5)
+(1/8!)(x^8)+ ...] (eq.16)
It will be noted that three separate infinite series
are indicated on the right of (eq.16). We may define
them, using the notation F1, F2 and F3, as follows:
F1 = 1 (1/3!)(x^3) + (1/6!)(x^6) + ... (eq.17a)
F2 = x - (1/4!)(x^4) + (1/7!)(x^7) +... (eq.17b)
F3 = (1/2!)(x^2)-(1/5!)(x^5) +(1/8!)(x^8) + ... (eq.17c)
The reader is reminded that even though the (conventional) notation + ... appears after the third term, on the
right sides of each of the three equations directly above,
in actuality the terms will alternate in sign. The
convergence of these infinite series can be established
without difficulty.
So then with the aid of equations 17a, 17b and 17c, we may
re-write (eq.16) simply as
e^jx = F1 + jF2 + (j^2)F3 (eq.18a)
or equivalently as
ejx = F1 + jF2 + j2F3 (eq.18b)
We will refer to (eq.18a or b) as the Cubic Complex
(versions of the) Euler Formula. These are actually
identities because in each equation, by the definitions
set forth, each side is merely an equivalent
representation of the other side.
For His marvelously magnificent
creative ways
lets stop and give the Creator
some praise.
He is too often taken completely
for granted
on this tiny little planet!
Yet some of us have the audacity
to speculate about the beginnings
of the Universe
as if we could accurately circum-navigate
space by moving through time in reverse!
Using summation notation we may also write (eq.18b) as
ejx =
kFk+1
The three functions F1, F2 and F3 will be called the fundamental
functions of Cubic Complex Variable (CCV) theory. The first such
function F1 will be called the principal function of CCV and it
will be seen to play a role similar to the cosine function in
ordinary complex variable theory.
We will now show that the three fundamental functions are
independent solutions of
y + y = 0. (eq.19)
which may be obtained from (eq.7) by letting B = -1.
Recall from (eq.17a) that
F1 = 1 (1/3!)(x^3) + (1/6!)(x^6) + ...
differentiating (term by term) with respect to x gives us
F1 = -[(1/2!)(x^2)-(1/5!)(x^5) +(1/8!)(x^8) + ...]
where the symbol ( ) denotes differentiation (with respect
to x). But the expression inside of the brackets, in the
above equation, is just F3 as defined by (eq.17c). Therefore
we may re-write the equation directly above as
F1 = - F3 (eq.20).
Differentiation of both sides of (eq.20) results in
F1 = - F3΄ (eq.21)
To determine F3΄ we differentiate the right side of
(eq.17c).
We obtain
F3΄ = x - (1/4!)(x^4) + (1/7!)(x^7) +...
It is seen that, according to (eq.17b), the right of the
the above equation is F2. So we have
F3΄= F2 (eq.22)
From equas.(21) and (22) it immediately follows that
F1 = - F2 (eq.23)
Differentiation of both sides of (eq.23) with
respect to x results in
F1 = - F2 (eq.24)
Differentiation, with respect to x, of the
defining equation for F2, (eq.17b),
F2΄ = 1 (1/3!)(x^3) + (1/6!)(x^6) + ...
But the infinite series on the right side of the
equation above is by definition F1 . So we have
F2΄ = F1 (eq.25)
Substitution of this result into (eq.24) results in
F1 = - F1
or equivalently
F1 + F1 = 0 (eq.26)
Now let y = F1 so that
y + y = 0. (eq.27)
Therefore y = F1 is a particular solution of
(eq.27). In a similar fashion, it can also be
shown that F2 and F3 are also independent
solutions of (eq.27). It will also be noted that
(eq.27) may be obtained from (eq.7) by setting
B = -1.
So then we have shown that the components of the
Cubic Complex exponential
ejx = F1 + jF2 + j2F3
are independent solutions of the third order O.D.E.
y + y = 0
just as the ordinary complex exponential
eix = cos(x) + i*sin(x)
has components that are solutions of the second order O.D.E.
y + y = 0.
It is hereby conjectured that these results may be generalized to the nth order case involving
y(n) + y = 0
The double basses stood on the floor
of the great harmonic foundation
allowing other voice to soar
with higher frequencies of vibration.
While the cellos played an octave higher
with a more interesting part
and as the tenor of the string choir
its melodies often touched the heart.
The violas are the altos
with a husky sweet tone
and although not as sweet as the violins
they seldom if ever drone.
And then there is the Violino Principali.
which can whisper to the wind
or to the depths of the heart
and the strings that lie within.
But can the strings of the choir
help to unite the sciences and the arts
in the region where a supposition of cosine
waves begins
and where the melodic line starts.
Now we will show that the three fundamental functions, F1
,F2 and F3 can
be obtained, using
of
y + y = 0 (eq.28a)
such that the following conditions are satisfied:
y(0) = 1, (eq.28b)
y(0)= 0 (eq.28c)
y(0) = 0 (eq.28d)
Now let x = 0 in (eq.28a) and obtain
y(0) + y(0)= 0
but y(0)= 1, from (eq.28b) so we have
y(0) + 1 = 0 or
y(0) = -1 (eq.29)
If we now differentiate (eq.28a) with respect to x we
will obtain
y(4) + y = 0 (eq.30)
where the notation y(4) is employed to denoted the 4th
derivative of y with respect to x. In general, we will
denote the nth derivative of y with respect to x by
the symbolism y(n) for (positive) integer n ( > 3 ).
By setting x = 0 in (eq.30) we arrive at the following
result
y(4)(0) + y(0)= 0
but from (eq.28c) we have
y(0)= 0, therefore we may write y(4)(0) + 0 = 0 or
y(4)(0) = 0 (eq.31)
Successive differentiation of (eq.30) will give us
y(5) + y = 0 (eq.32)
and
y(6) + y = 0 (eq.33)
Setting x = 0 in (eq.32) and then substituting
y(0) = 0, from (eq.28d), will leave us, after
simplifying, with
y(5)(0) = 0 (eq.34)
And
finally, in this sequence of calculations,
if we set x
= 0 in (eq.33) and then substitute
y(0) = -1 from (eq.29), we arrive at the
following
y(6)(0) = 1
(eq.35)
Now, thanks
to the information provided by
equas.(28b,28c,28d,29,31,34
and 35), we have the
values of y
and its first six derivatives evaluated
at x = 0.
Therefore we can write the first seven
term of a
y = y(x)
near x = 0. We obtain
y = y(0) + y(0)x
+ (1/2)y(0)x2 + (1/6)y(0)x3
+(1/24)y(4)(0)x4 + (1/5!)y(5)(0)x5
+ (1/6!)y(6)(0)x6 + ...
Now making
the appropriate substitutions and dropping the
zero terms
(of course) we arrive at
y = 1 (1/3!)x3 + (1/6!)x6 + ... (eq.36)
Except for the differences in the notation used for
exponents, it is seen that the rights of (eq.36) and
of (eq.17a) are identical. Accordingly, they must
represent the same (convergent) infinite series and so
we can state that y = F1, as defined by (eq.17a), satisfies
(eq.28a).
It can be easily verified that y satisfies
the auxiliary conditions of equas.(28b, c and d).
Following a procedure, similar to that used above, it
can be shown that y = F2 satisfies the equation
y + y = 0
such that the following conditions are satisfied:
y(0) = 0, y(0)= 1 and y(0) = 0.
It can also be demonstrated that y = F3 satisfies the same equation subject to the conditions
y(0) = 0, y(0) = 0 and y(0) = 1.
Let cos(x) and sin(x), which are two well known linearly
independent solutions of (eq.2), be denoted by f1 = cos(x)
and f2 = sin(x). We then have
f1 = df1/dx = - f2 = - sin(x).
So then the famous identity
cos2(x) + sin2(x) = 1 may be written as
(f1)2 + (f1)2 = 1 (eq.37a)
It can also be easily shown that
(f2)2 + (f2)2 = 1 (eq.37b)
We will now derive the corresponding identities
for the third order case which involve concepts
from CCV theory. But first it will be helpful if
we recall some familiar relationships from ordinary
complex variables.
Let
X + iY = (a + ib)(x + iy)
then it is easy show that
X = ax by (eq.38a)
Y = bx + ay. (eq.38b)
If we let a and b be constants and then consider
equas.(38a & b) as a system of linear equations in
x and y, then the matrix of coefficients of that
system may be denoted by M1 where M1 is given by
M1 = a -b (eq.39)
b a
where for typographical convenience we have omitted
the parenthesis that are conventionally used to
enclose the elements of matrices. We have,
writing the determinant of M1,
det(M1) = a2 + b2 (eq.40)
Now the reader will recall, or can easily verify,
that
X2 + Y2 = (a2 + b2)(x2 + y2) (eq.41)
where X and Y are defined as in equas.(38a & b).
It will also be noted that the left side and both
factors on the right side of (eq.41) are (2nd
degree) expressions that have the same algebraic
form as does the right side of (eq.40). Also if
a = cos(θ) and b = sin(θ), then of course
a2 + b2 = 1
and equas.(38a & b) represent an orthogonal coordinate
transformation.
Now for the CCV counterparts of the foregoing, let u
v be defined as in equas.(12e &f) above. Then the
product of u and v is given by
uv = ax - bz- cy + j(ay +bx -cz) + j^2(az+cx+by) (eq.42a)
on account of (eq.14).
Since u and v are cubic complex variables, their
product is one also. Let the product uv be, the
cubic complex variable, given by
uv = X + jY + j2Z
then (eq.42a) may be written as
X + jY + j2Z = ax - bz- cy + j(ay +bx -cz) + j^2(az+cx+by)
(eq.42b)
Then therefore, by the definition of the equality
of cubic complex numbers, see equas.(14a,b and c)
we have
X = ax - bz- cy
Y = ay + bx - cz
Z = az + cx + by
It is convenient to rearrange the order of the terms
on the right sides of the three above equations as
follows:
X = ax cy - bz (eq.43a)
Y = bx + ay - cz (eq.43b)
Z = cx + by + az (eq.43c)
Now if we consider equas.(43a,b & c) be to be a
system of three linear equations in x, y and z, then
the matrix of coefficients, which we denote by M2 is
given by
M2 = a -c -b
b a -c
c b a
the determinant of the matrix M2 is given by
det(M2) = a3 b3 + c3 + 3abc (eq.44)
After a somewhat tedious calculation, it can be
shown that
X3 - Y3 + Z3+ 3XYZ =
(a3 b3 + c3 + 3abc)(x3 y3 + z3 + 3xyz) (eq.45)
where X,Y and Z are defined by equas.(43a,b & c).
So then (eq.45) is the CCV theory analog to
(eq.41) which is a fundamental in ordinary complex
theory. Recall, for example, that the square of
the absolute value of the complex number x + iy
is x2 + y2 .
It can be shown, in a straight forward fashion,
that
(F1)3 (F2)3 + (F3)3+ 3(F1)(F2)(F3) = 1 (eq.46)
where F1, F2 and F3 , each a function of x, are defined by
equas.(17a,b and c). The relationship holds true for all
real x. So (eq.46) corresponds to the identity
of (eq.3) which is associated with complex
variable theory.
Kinematics Of Simple Harmonic Motion And Damped
Harmonic Motion
With a convenient choice of units, associated with the
relevant physical constants, simple harmonic motion may
be described by the equation
x + x = 0. (eq.47)
Where x = x(t) and (in this section)
the primes indicate differentiation
with respect to t.
A particular solution of this equation is
x = cos(t), so that x = -sin(t), therefore
(x)2 + (x)2 = 1 (eq.48)
For now we will merely make note of the well known fact
that (eq.48) is an identity that involves the position
x = x(t) and the velocity x of an object that is in
simple harmonic motion.
Lets also make note of the fact that conventionally
the arguments of the sine and cosine functions, in
connection with simple harmonic motion, are often
written as ωt + β where ω is the angular frequency
and β is a dimensionless constant (initial angular
displacement). For convenience we are choosing
units and initial conditions such that ω = 1
and β = zero. This should not, in anyway,
affect the generality of the principles
discussed and proposed.
The reader will recall that previously
we let y = y(x) and y denote dy/dx, etc.,
and demonstrated how the second order
equation
y + By + Cy = 0
could be transformed into the third
order equation
y + y = 0.
Now with a simple change in notation and variables, the
same results apply to
x + Bx + Cx = 0 (eq.49)
which can transformed into
x + x = 0. (eq.50)
where now x = x(t) and x = dx/dt, etc.,
The second order Equation (eq.49) may be
interpreted as representing damped harmonic motion.
However, a relationship of form of (eq.48) does
not identically hold true for the solution (and
its 1st order derivative) of the 2nd order
equation for damped harmonic motion. But,
alas, when (eq.49) is transformed into the
form of (eq.50), such a relationship does
indeed exist.
For notational convenience replace x by t in
equas.(17a,b and c) and obtain
F1 = 1 (1/3!)(t^3) + (1/6!)(t^6) + ... (eq.51a)
F2 = t - (1/4!)(t^4) + (1/7!)(t^7) +... (eq.51b)
F3 = (1/2!)(t^2)-(1/5!)(t^5) +(1/8!)(t^8) + ... (eq.51c)
where F1, F2 and F3 are now denoting functions of
t.
Now let
x = F1. (eq.52a)
Therefore
x = dx/dt = -F3, (eq.52b)
x= -F2 (eq.52c)
x = - F1 (eq.52d)
We now can write
(x)3 (x)3 + x3 + 3(x)(x)x =
(-F2 )3 (-F3)3 + (F1)3 + 3(-F2)(-F3)F1 =
-(F2 )3 + (F3)3 + (F1)3 + 3(F2)(F3)F1 =
(F1)3 - (F3)3 + (F3)3 + 3(F1)(F2)F3 = 1. (eq.53)
The last member of the above extended equation holds true
as a consequence of (eq.46). Re-writing (eq.53) using
only the first and the last members
(x)3 (x)3 + x3 + 3(x)(x)x = 1 (eq.54)
We can now state, that for an object executing
damped simple harmonic motion, that (eq.54) holds
identically true: when convenient choices of the
initial conditions and the units of the
constants of proportionality are adopted.
The instantaneous acceleration, velocity and
position are given by x, x and x
respectively.
It is strikingly noteworthy to observe that (x)3,
the cube of x, which is also associated with the
dissipative force of friction, [in (eq.49) the
O.D.E. governing damped simple harmonic motion],
is preceded by a negative sign in (eq.54). This
fact adds weight to the assertion that (eq.54) is
the damped simple harmonic motion counterpart
of (eq.48).
While more details of the present theory will be presented
later, it should be noted that these concepts can be generalized to higher orders and degrees.
*****
And generalizations to higher orders and degrees affords mankind a set of potential keys to unveil all of the uncertainties that are at the core of our limitation. For He who is the Father of all creation has endowed us with the power of imagination with which we can imagine that we are all made in his image as
it so has been written as inspired by He from whom nothing is
hidden.
And so He who knows all the stars by name deserves all of His
Universal fame. For He initiated their evolutions and directed
them into the institutions of the wonders that they have
became.
Note:
Sometimes when a poet does theorize on philosophical tracts
he has permission to occasionally revise grammatical syntax.
Footnotes:
1.)
The author has also generalized the concept of the cubic
complex unit to the nth order. The nth order complex unit
jn been defined by
jn = (-1,0,0,...)^(1/n)
where (1,0,0,...) is an n dimensional unit vector.
2.)
The author outlined in an informally distributed 1980 paper, a generalization of the method used above for finding Taylor Series solutions of nth order ordinary differential equations: subjected to a set of n auxiliary conditions.
Your reading of this preliminary draft is highly appreciated.
Future postings will present further developments, more
extensive applications and any needed clarifications.
This discussion has been presented under the heading of mathematical phiction as a matter of choice. But it must be remembered that much of the science fiction of yesterday is responsible for many of the engineering wonders of today. Lets hope that an effort will be made for a more rapid review of worthy science innovations and/or math phiction formulations
in order to more quickly determine the merits of potentially productive conceptualizations.