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EECE 301 Signals & Systems Prof.

Mark Fowler
Discussion #3a
Review of Differential Equations

Differential Equations Review


Differential Equations like this are Linear and Time Invariant:

d m f (t ) df (t ) d n y (t ) d n 1 y (t ) + an 1 + ... + a0 y (t ) = bm + ... + b1 + b0 f (t ) an n n 1 m dt dt dt dt
-coefficients are constants TI -No nonlinear terms Linear Examples of Nonlinear Terms:

d k y (t ) d p y (t ) f (t ), , dt k dt p
n

d k y (t ) d p y (t ) y (t ), , etc. dt k dt p
n

In the following we will BRIEFLY review the basics of solving Linear, Constant Coefficient Differential Equations under the Homogeneous Condition Homogeneous means the forcing function is zero That means we are finding the zero-input response that occurs due to the effect of the initial coniditions. m is the highest-order derivative on the input side We will assume: m n n is the highest-order derivative on the output side

d k y (t ) Use operational notation: D k y (t ) dt k


Write D.E. like this:

(1444D4244a D +4 )y(t ) = (144+42444b ) f (t ) D +a + ... + a b D ... + b D + 4 44 3 3


n n 1 n 1

=Q( D)

= P( D)

Diff . Eq.

Q( D) y (t ) = P( D) f (t )

Due to linearity: Total Response = Zero-Input Response + Zero-State Response Z-I Response: found assuming the input f(t) = 0 but with given ICs Z-S Response: found assuming ICs = 0 but with given f(t) applied

Finding the Zero-Input Response (Homogeneous Solution) Assume f(t) = 0

D.E. : Q( D) y zi (t ) = 0

()

D n + an 1 D n 1 + ... + a1 D + a0 y zi (t ) = 0

t > 0

linear combination of yzi(t) & its derivatives must be = 0

Consider y0 (t ) = cet c and are possibly complex numbers


Can we find c and such that y0(t) qualifies as a homogeneous solution?

Put y0(t) into () and use result for the derivative of an exponential:

c(n + an 1n 1 + ... + a1 + a0 )e t = 0
must = 0

d n e t = n et dt n

Characteristic polynomial

c1e1t is a solution c2e M cn e


n t 2t

Q() has at most n unique roots (can be complex)


Q ( ) = ( 1 )( 2 )...( n )

is a solution

is a solution

Soany linear combination is also a solution to ()

Z - I Solution : y zi (t ) = c1e 1t + c2 e 2t + ... + cn e nt


Then, choose c1, c2,,cn to satisfy the given ICs

{e }

i t n

i =1

Set of characteristic modes

Real Root: i

= i + j 0 e i t
real real

i > 0 i < 0 t i = 0

Complex Root: i Mode:

e i t = e i t
i < 0

= i + j i + e j i t
i > 0
t t

i = 0
t

To get only real-valued solutions requires the system coefficients to be real-valued. Complex roots of C.E. will appear in conjugate pairs:

i = + j k = j

Conjugate pair

ci e it + ck e k t = ci et e jt + ck et e jt
C j e 2
Use Euler!

C j e 2

For some real C

Cet cos(t + )

t>0

Repeated Roots Say there are r repeated roots

Q( ) = ( 1 ) r ( 2 )( 3 )...( p )

p=n-r

We can verify that:

e it , te 1t , t 2 e 1t ,..., t r 1e 1t

satisfy ()

ZI Solution:

y zi (t ) = (c11 + c12t + ... + c1r t r 1 )eit + other modes :


effect of r-repeated roots See examples on the next several pages

Differential Equation Examples Find the zero-input response (i.e., homogeneous solution) for these three Differential Equations. Example (a)
d 2 y (t ) dt
2

+3

dy (t ) df (t ) + 2 y (t ) = dt dt

w/ I.C.s

D 2 y (t ) + 3Dy (t ) + 2 y (t ) = Df (t )

The zero-input form is:


d 2 y (t ) dt 2 +3 dy (t ) + 2 y (t ) = 0 dt

D 2 y (t ) + 3Dy (t ) + 2 y (t ) = 0

The Characteristic Equation is:


2 + 3 + 2 = 0 ( + 1)( + 2) = 0

The Characteristic Equation is:


2 + 3 + 2 = 0 ( + 1)( + 2) = 0

The Characteristic Roots are:


1 = 1 & 2 = 2

The Characteristic Modes are:


e 1t = e t & e 2t = e 2t
The System forces this form through its Char. Eq.

The zero-input solution is:


y zi (t ) = C1e t + C2 e 2t

The ICs determine the specific values of the Cis

The zero-input solution is:


y zi (t ) = C1e t + C2 e 2t

and it must satisfy the ICs so:


0 = y zi (0) = C1e 0 + C2 e 0 C1 + C2 = 0

The derivative of the z-s soln. must also satisfy the ICs so:
5 = y (0) = C1e 0 2C2 e 0 zi C1 + 2C2 = 5

Two Equations in Two Unknowns leads to:


C1 = 5 & C2 = 5

The particular zero-input solution is:


t y zi (t ) = 5e3 + 1 2 first mode second mode

5e 2t 13 2

Plots for Example (a) Plots for Example 2.1 (a)


0 First Mode -2 -4 -6 0 6 4 2 0 0 0 1 2 1 2

slower decay for the e-t term


3 4 5 6 7 8 9 10

Second Mode

faster decay for the e-2t term


3 4 5 6 7 8 9 10

Zero-Input Response

-0.5 -1 -1.5 0 1 2 3 4 5 t (sec) 6 7 8 9 10

Because the characteristic roots are real and negative the modes and the Z-I response all decay to zero w/o oscillations

Example (b):
d 2 y (t ) dt 2 +6 df (t ) dy (t ) + 9 y (t ) = 3 + 5 f (t ) dt dt

w/ I.C.s

D 2 y (t ) + 6 Dy (t ) + 9 y (t ) = 3Df (t ) + 5 f (t )

The zero-input form is:


d 2 y (t ) dt 2 +6 dy (t ) + 9 y (t ) = 0 dt

D 2 y (t ) + 6 Dy (t ) + 9 y (t ) = 0

The Characteristic Equation is:


2 + 6 + 9 = 0 ( + 3) 2 = 0

The Characteristic Equation is:


2 + 6 + 9 = 0 ( + 3) 2 = 0

The Characteristic Roots are:


1 = 3 & 2 = 3
Using the rule to handle repeated roots

The Characteristic Modes are:


e 1t = e 3t & te 2t = te 3t

The zero-input solution is:


y zi (t ) = C1e 3t + C2 te 3t

The System forces this form through its Char. Eq.

The ICs determine the specific values of the Cis

Following the same procedure (do it for yourself!!) you get

The particular zero-input solution is:


y zi (t ) = 3e 3t + 2te 3t 13 2 13 2
first mode

= (3 + 2t )e 3t

second mode

Plots for Example (b) Plots for Example 2.1 (b)


3 First Mode 2 1 1 2

Same Decay Rates


3 4 5 6 7 8 9 10

Second Mode

0 0 0.4 0.2 0 0 3 2 1 0 0

Effect of t out in front


1 2 3 4 5 6 7 8 9 10

Zero-Input Response

5 t (sec)

10

Because the characteristic roots are real and negative the modes and the Z-I response all

Example (c):
d 2 y (t ) dt 2 +4 df (t ) dy (t ) + 40 y (t ) = + 2 f (t ) dt dt

w/ I.C.s

D 2 y (t ) + 4 Dy (t ) + 40 y (t ) = Df (t ) + 2 f (t )

The zero-input form is:


d 2 y (t ) dt 2 +4 dy (t ) + 40 y (t ) = 0 dt

D 2 y (t ) + 4 Dy (t ) + 40 y (t ) = 0

The Characteristic Equation is:


2 + 4 + 40 = 0 ( + 2 j 6)( + 2 + j 6) = 0

The Characteristic Equation is:


2 + 4 + 40 = 0 ( + 2 j 6)( + 2 + j 6) = 0

The Characteristic Roots are:


1 = 2 + j 6 & 2 = 2 j 6

The Characteristic Modes are:


e 1t = e 2t e + j 6t & e 2t = e 2t e j 6t
The System forces this form through its Char. Eq.

The zero-input solution is:


y zi (t ) = C1e 2t e + j 6t + C 2 e 2t e j 6t

The ICs determine the specific values of the Cis

Following the same procedure with some manipulation of complex exponentials into a cosine The particular zero-input solution is: Set by the ICs
y zi (t ) = 4e 2t cos(6t + / 3)

Imag. part of root controls oscillation Real part of root controls Decay

Plots for Example (c) Plots for Example 2.1 (c)


1 First Mode 0.5 0 0 1 0.5

Second Mode

Zero-Input Response

ant C 0
0 4 2 0 -2 -4 0

e Th caus s Be 0.6 0.7 0.1 0.2 0.3 0.4 de0.5 Mo t the y Plo l Easi
0.1 0.2 0.3 0.4 0.5 0.6 0.7

plex Com Are ey


0.8 0.9 1

0.8

0.9

4e-2t -4e-2t
0.5 1 1.5 2 t (sec) 2.5 3 3.5 4

Because the characteristic roots are complex have oscillations! Because real part of root is negative !!!

Big Picture The structure of the D.E. determines the char. roots, which determine the character of the response:
Decaying vs. Exploding (controlled by real part of root) Oscillating or Not (controlled by imag part of root)

The D.E. structure is determined by the physical systems structure and component values.