Exercises CIV340 Computational Engineering Mathematics

Dr T M Michelitsch – Sheet 4

Problem 5: Finite Differences Approach: Dynamics of N DOF-freedom system

A system of N identical masses (m = 1) are harmonically bounded by identical next

neighbor linear springs (k = 1). The deflection of the system of mass n is described by
un (t) (n = 0, 1, .., N − 1) obeying the ODE

u¨n = un+1 − 2un + un−1 + bn (t) (1)

where we assume periodical boundary conditions, i.e. u0 = uN (i.e. un+N = un ) and bn (t)
an external driving force.

a) Consider the case bn (t) = 0 and write (1) in matrix form when N = 4

¨ = −A · ~u
~u
and give the 4 × 4 matrix for this case.

b) Consider the case N = 4: Show that the eigenvectors of A must be (up to a con-
stant pre-factor) of the form
 
1
 µ 
~v = 


 (2)
 µ2 
µ3
fulfilling the condition µ4 − 1 = 0.

c) Determine all complex values µj explicitly from µ4 = 1 and determine by trial-vectors

of the form (2) the (complex) eigenvectors and eigenvalues of A.

d) Show that A is semi-positive definite (i.e. all eigenvalues λi ≥ 0 and explain the
physical meaning of the positive eigenvalues.

e) What motion especially corresponds to the eigenvalue λ0 = 0?

f ) Determine all eigenvalues and eigenvectors of A by an analogue assumption as (2).

g) Show that for two eigenvectors ~vj , ~vk (j 6= k) the relation (where (..)∗ denotes the
complex conjugate)

~vj · ~vk∗ = Const δij (3)

where δij denotes the Kronecker-δ and Const a constant pre-factor.

h) Normalize the eigenvectors, i.e. write them in such a way that Const = 1.

i) Show that any symmetric N × N -matrix which of the form

Aij = A|i−j|
has the same eigenvectors as in f ) ff. and give the eigenvalues for the 4 × 4 matrix
  
3 −1 −1 −1
 −1 3 −1 −1 
 
A= 
 −1 −1 3 −1 
−1 −1 −1 3

j) Write matrix A of (1) for N = 3 and determine the deflection un (t) for an external
force and determine eigenvalues and eigenvectors.

k) Solve (1) for the case N = 3 (i.e. matrix A of j))

 
1
~b(t) = b0   iωt
 1 e
1
with a constant amplitude b0 and ω 6= 0. Determine the general solution for this case.

l) Put now b(t) = 0 in (1) and solve the initial value problem (Cauchy problem) for
the initial conditions
   
2 0
  d  
~u(t = 0) =  −1  ~u(t = 0) =  −1 
dt
−1 1