ECE 3620

Lecture 5 – Zero-input solution of differential equations

Objective: To see how to solve unforced LTI differential equations. To meet the
characteristic equation. To handle multiple and complex roots of the characteristic
equation.
Also, to see how to determine the constants that arise in the solution of the
differential equations. When given the initial conditions, this amounts to solving
a set of equations. For circuit problems, where the initial conditions are given in
terms of circuit values, the initial conditions of the function must first be found,
then the constants must be found.

Reading: pp. 105–114

We have learned that differential equations can be used to represent a circuit

response. We are interested in finding solutions of the differential equations, because
the solution represents what the system is doing. We will begin by looking at the
differential equation in the traditional way, from the “time domain”. Later we will
cover other very elegant methods of solving the equations using Laplace transforms.

Differential equations.
Mathematicians usually treat the solution of differential equations by finding the
homogeneous solution and the forced solution. We often break the solution into the
“zero-input” response and the “zero-state” response.

Zero-input response The response of the system when there is no input forcing
function. The output resulting is due to initial conditions of the system. (For
example, charge on a capacitor.)
Zero-state response When a system is in zero-state, it is assumed that the initial
conditions are all zero (the “zero state”). Thus, the response of the system is
due to some kind of external input.
The output is the sum of the zero-input response and the zero-state response, be-
cause we are dealing with linear systems:

Total response = zero-input response + zero-state response.

In general, a LTIC (linear, time-invariant, continuous time) can be expressed in

terms of differential equation

dn y dn−1 y dy dm f dm−1 f df
n
+an−1 n−1 +· · ·+a1 +a0 y(t) = bm m +bm−1 m−1 +· · ·+b1 +b0 f (t)
dt dt dt dt dt dt
In operator notation

(Dn + an−1 Dn−1 + · · · + a1 D + a0 )y(t) = (bm Dm + bm−1 Dm−1 + · · · + b1 D + b0 )f (t)

Let
Q(D) = Dn + an−1 Dn−1 + · · · + a1 D + a0
P (D) = bm Dm + bm−1 Dm−1 + · · · + b1 D + b0
Then
Q(D)y(t) = P (D)f (t)
Usually we will have m ≤ n.
ECE 3620: Lecture 5 – Zero-input solution of differential equations 2

Let y0 (t) be the zero-input response, i.e., the response when f (t) = 0. Let
yz−s (t) be the zero-state response, when f (t) 6≡ 0 but the initial conditions are zero.
Let us start with yz−i (t). That is, the input f (t) is assumed to be zero, so we
have
Q(D)y(t) = 0
or
Q(D)y0 (t) = 0
(y0 (t) is what the book uses as the zero-input response.) Take a simple example:
(RL circuit)
(D + a0 )y0 (t) = 0
Dy0 = −a0 y0
This is the key equation: the derivative of the solution has the same form as the
solution.
dy0
= −a0 dt
y0
Integrate:
ln y0 (t) = −a0 t + k
y0 (t) = ek e−a0 t = Ce−a0 t
Observe that in general if
y0 (t) = Ceλt
that
dy0
= Cλeλt
dt
So all we have to do is to match coefficients.
What is C? We must have some extra information to tell us — some specific
value of the solution at some time. This is often the initial condition. We must
know, for example, the initial current on the inductor. (Plot some examples.) If
y0 (0) is known, then we have
y0 (0) = C
More generally, take Q(D)y0 (t) = 0, or

(Dn + an−1 Dn−1 + · · · + a1 D + a0 )y0 (t) = 0

Building on our experience and intuition, assume a solution of the form

y0 (t) = ceλt

for some c and some λ, to be determined. Substituting (expand the derivatives) we

get
c(λn + an−1 λn−1 + · · · + a1 λ + a0 )eλt = 0
which could be written as
cQ(λ)eλt = 0
There are two possible ways this could happen: either c = 0, would be the case if
there is no zero-input response (all the initial conditions are zero); or

(λn + an−1 λn−1 + · · · + a1 λ + a0 ) = 0 = Q(λ)

Note that this is a polynomial in λ of degree n. It has n solutions, which we will

write as λ1 , λ2 , . . . , λn . That is,

Q(λ1 ) = 0 Q(λ2 ) = 0 ... Q(λn ) = 0

ECE 3620: Lecture 5 – Zero-input solution of differential equations 3

Aside: how do we find the roots? If it is quadratic equation, you can do it

yourself, lickety split. Anything higher, plan to use a computer (that’s why they
were invented!). Use Matlab, for example.
So let y0 (t) = c1 eλ1 t . Does this work? Of course: λ1 is one of the roots. How
about y0 (t) = c2 eλ2 t . Does this work? Yes. How in the world are we to handle this
wealth of riches? We now have many solutions; what to do?
Take them all — this is, after all, a linear system. The sum of any solutions is
another solution. So we will take

y0 (t) = c1 eλ1 t + c2 eλ2 t + · · · cn eλn t

This provides the total solution, provided that we can find all of the constants
c1 , c2 , . . . , cn .
Recap: Assume solution, substitute in the DE, then find roots to equation and
combine together. Don’t lose sight of the fact that there is a physical system behind
all this.
The equation
Q(λ) = 0
is called the characteristic equation. Recall from the example we did on linear
algebra that we have the same denominator in all solutions. It turns out that this
denominator is also the characteristic equation.
The overall system behavior of the system is determined by the char-
acteristic equation. The values of λ that are the roots are known as the modes or
natural frequencies or eigenmodes or eigenvalues or characteristic values
of the system.
Example 1 A simple 2nd-order system

λ2 + λ = 0

y0 (t) = c1 + c2 e−t
Assume we have initial conditions y0 (0) = 1 and ẏ0 (0) = 1 given.

1 = c1 + c2

1 = −c2
y0 (t) = 2 − e−t
2

Example 2
A 2nd-order system with complex roots:

(D2 + 4D + 40)y0 (t) = 0

λ2 + 4λ + 40 = (λ + 2 − j6)(λ + 2 + j6)
y0 (t) = c1 e(−2+j6)t + c2 e(−2−j6)t
This is a little yucky. Let us suppose that the constants are complex conjugates:
c jθ c −jθ
c1 = e c2 = e
2 2
Then y0 (t) is real. Then (work through)

y0 (t) = ce−2t cos(6t + θ)

ECE 3620: Lecture 5 – Zero-input solution of differential equations 4

Observe: damping comes from real part; frequency comes from imaginary part.
Plot poles on complex plane, and discuss placement. 2

This example with complex roots is true in general. If we have a 2nd order
system so that
y0 (t) = c1 e(α+jβ)t + c2 e(α−jβ)t
that is real, then c1 and c2 must be conjugates; let
c jθ c −jθ
c1 = e c2 = e
2 2
Then
y0 (t) = ceαt cos(βt + θ)
Discuss. Plot some pole locations and discuss. Stability...
Example 3 Repeated roots. Things become somewhat more complicated when the
characteristic equation has repeated roots. For example, suppose

Q(λ) = λ2 + 6λ + 9 = (λ + 3)2 .

In this case, let

y0 (t) = (c1 + c2 t)e−3t
This satisfies the DE. (Homework: show this!). 2
In the general case, if there is a repeated root

(D − λ)2 y0 (t) = 0

then
y0 (t) = (c1 + c2 t)eλt
satisfies the DE. If there is a repeated root

(D − λ)r y0 (t) = 0

then
y0 (t) = (c1 + c2 t + c3 t2 + · · · + cr tr−1 )eλt
satisfies the DE. The corresponding characteristic modes are eλt , teλt , . . . , tr−1 eλt .

Solving for the parameters

Whenever we do a differentiation in mathematics, some information is lost. For
example, if we take the derivative of a position variable, we obtain the velocity, but
not the position. If we integrate the velocity, we must have some information in
order to regain the position. For example, if y(t) is the position, and we know that

dy
=2
dt
then the best we can say is
y(t) = 2t + c
We do not know the position. However, if we knew the position at some time t0 ,
we could use this:
y(t0 ) = 2t0 + c
c = y(t0 ) − 2t0
ECE 3620: Lecture 5 – Zero-input solution of differential equations 5

Such information is always required in solving differential equations. Usually it is

given in the form of initial conditions.
Example 4 Circuit. vC (0) = 5, y(0) = 0.

(D2 + 3D + 2)y0 (t) = 0

We have
y0 (t) = c1 e−t + c2 e−2t
Need to derive initial condition (of y) from initial conditions of the circuit. Remove
voltage source (since finding y0 (t)). Initial condition on inductor → y0 (0) = 0. Now
write loop equation (w/o source):

ẏ0 (t) + 3y0 (t) + vc (t) = 0

ẏ0 (0) + 3y0 (0) + vc (0) = 0

ẏ0 (0) = −5
Then (substituting in the solution)

0 = c1 + c2

−5 = −c1 − 2c2 .
For these equations, it is always possible to put them in a matrix form. (The
exception is for complex roots, when some trig usually becomes involved.) Write as
    
1 1 c1 0
=
−1 −2 c2 −5

c1 = −5 c2 = 5
y0 (t) = −5e−t + 5e−2t
2
As you work with larger DEs, being able to express in matrix form and using a
matrix tool will be beneficial to you.
In the general case, with n DEs you will need n initial conditions to obtain the
solution unambiguously.

Recap:

1. Write the differential equation for the system.

2. For the zero-input solution, assume that the source(s) are zero.
3. Find the solution for the differential equation with variables for the amplitudes
of each of the modes.

4. Solve for the initial conditions of the equation from the initial conditions of
the circuit (requires going back to the circuit analysis usually).
5. Using these initial conditions, solve for the variables in the solution.

Example 5
(D2 + 4D + 40)y0 (t) = 0
with initial conditions y0 (0) = 2 and ẏ0 (0) = 16.78. We saw before that

y0 (t) = ce−2t cos(6t + θ)

ECE 3620: Lecture 5 – Zero-input solution of differential equations 6

At t = 0:
y0 (0) = 2 = c cos θ
ẏ0 (0) = 16.78 = −2c cos θ − 6c sin θ
c sin θ = −(16.78 + 4)/6 = −3.463
tan θ = −3.463/2
θ = −π/3
c=4
2