Complex Analysis, Differential

Equations, and Laplace Transform

Peter Avitabile
Mechanical Engineering Department
University of Massachusetts Lowell

22.451 Dynamic Systems – Mathematical Topics 1 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Analysis

z = x + jy = x + iy
Where: i = j = −1
Real part of the function Re(z) = x
Imaginary part of the function Im(z) = y

Addition
z1 = x1 + jy1
z1 + z 2 = (x1 + x 2 ) + j(y1 + y 2 )
z 2 = x 2 + jy 2

22.451 Dynamic Systems – Mathematical Topics 2 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Numbers – Multiplication and Division
Multiplication
z1 · z 2 = (x1x 2 – y1y 2) + j(x1y 2 + x 2 y1)

z1 · z1 * = x12 + y12
where: z1* = complex conjugate
and: z1* = x – jy
if: z1 = x + jy
Division
x1 + jy1 x1 + jy1 x 2 − jy 2
= ∗
x 2 + jy 2 x 2 + jy 2 x 2 − jy 2

=
( x1x 2 + y1y 2 ) + j(y1x 2 − y 2 x1 )
x 22 + y22
22.451 Dynamic Systems – Mathematical Topics 3 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Example – Complex Number Multiplication

Perform the following multiplication and express

the result in rectangular form.
(− 2 + j5)(3 − j2)
Solution: Treating the two complex numbers as
binomials, the product is obtained as
(− 2 + j5)(3 − j2) = −6 + j4 + j15 − j 10 2

= −6 + j19 + 10 = 4 + j19

22.451 Dynamic Systems – Mathematical Topics 4 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – Complex Number Division
Perform the following division of complex numbers and
express the result in rectangular form.

− 1 + j3
2 + j5
Solution:

− 1 + j3 2 − j5 13 + j11 13 j11
⋅ = = +
2 + j5 2 − j5 29 29 29

22.451 Dynamic Systems – Mathematical Topics 5 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – Complex Conjugate

Given: z = −1 + 2 j Evaluate: zz *
Solution:

zz* = (− 1 + 2 j)(− 1 − 2 j)

= (− 1) + (2 ) = 5
2 2

22.451 Dynamic Systems – Mathematical Topics 6 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Conjugates

Location of Complex
Conjugates in the
Complex Plane

− x ± jy

22.451 Dynamic Systems – Mathematical Topics 7 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Numbers in Polar Form

x = r cos θ
y = r sin θ
z = x + jy

22.451 Dynamic Systems – Mathematical Topics 8 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Polar Form - Euler’s Formula

jθ
e = cos θ + j sin θ
z = x + jy = r cos θ + j r sin θ
z = r (cos θ + j sin θ) = r e jθ

r = z = Re{z} + Im{z} = x 2 + y 2 2 2

y −1 
θ = tan   (θpositive in ccw direction )
x

22.451 Dynamic Systems – Mathematical Topics 9 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example

Express the complex number

z = 3+ j 3
in polar form.

Solution:
−1 

3 π
=
z = 12 = 2 3 θ = tan   6
 3 

π
j 
 6
z=2 3e
22.451 Dynamic Systems – Mathematical Topics 10 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Example
Determine the location and the phase angle of
the complex number:
2
−1 + j
Solution: Express this number in standard
rectangular form by multiplying its numerator and
denominator by the conjugate of the denominator.
2 −1− j − 2 − 2 j
⋅ = = −1 − j
−1+ j −1− j 1+1
Location = third quadrant
Phase Angle = +225º or -135º

22.451 Dynamic Systems – Mathematical Topics 11 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Multiplication and Division (Polar Form)
Multiplication
jθ1 jθ 2
z1 = r1e ; z 2 = r2e
z1z 2 = r1r2e j(θ +θ ) 1 2

Division
z1 r1 j(θ −θ )
= e 1 2

z 2 r2
Complex Conjugate
− jθ1
z1* = re
z ⋅ z* = re jθ ⋅ re − jθ = r 2
1 1

22.451 Dynamic Systems – Mathematical Topics 12 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Functions
Complex Variable, s

s = σ + jω
s m + a1s m −1 + K + a m −1s + a m
G (s) = K
s n + b1s n −1 + K + b n −1s + b n
N(s)
= (where m < n )
D(s)

22.451 Dynamic Systems – Mathematical Topics 13 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Function
The complex function can be expressed in POLE-ZERO form as:

G (s) = K
(s − z1 )(s − z 2 )K (s − z m )
(s − p1 )(s − p 2 )K (s − pn )
The roots of the numerator are referred to as ZEROS.
The roots of the denominator are referred to as POLES.

Often this can be written is partial fraction form as:

a1 a2 an
G (s) = + +K
s − p1 s − p 2 s − pn

22.451 Dynamic Systems – Mathematical Topics 14 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example
Express the given complex function in pole-zero form. Identify
the zeros and the poles, as well as the multiplicity of each.
2s + 1
G (s) =
s(s + 2 )2 (10s + 3)
Solution: G(s) can be written in pole-zero form as:
2(s + 0.5)
G (s) =
10s(s + 2 )2 (s + 0.3)
1 s + 0.5
= 
 5  s(s + 2 )2 (s + 0.3)

Simple zero: s=-0.5

Two simple poles: s=0 and s=-0.3
Double pole: s=-2
22.451 Dynamic Systems – Mathematical Topics 15 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Differential Equations
1st Order ODE
1
x& + x = f ( t ) for (τ > 0 ) τ is the time constant
τ
2nd Order ODE

&x& + 2ςωn x& + ωn 2 x = f ( t ) ζ - damping ratio

cc – critical damping
ωn – natural frequency

c 2 k
ζ = ; cc = 2mωn ; ωn =
cc m

22.451 Dynamic Systems – Mathematical Topics 16 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
2nd Order ODE

2nd order – 2 integrals/derivatives – 2 constants

Initial Value Problem

Constant Coefficients – time independent

x is dependent variable – t is independent

If coefficients do not depend on x, then the

equations are linear (linear superposition possible)

Has Xh and Xp – homogeneous & particular

22.451 Dynamic Systems – Mathematical Topics 17 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – Types of ODEs
First-order, linear with
constant coefficients 2x& + x = 0
Second-order, linear with &x& + 3x& + 9x = 2 sin t
constant coefficients
Second-order, linear &x& + (2t −1)x& + 2x = 0
First-order, linear x& + (sin t )x = sin 3t
First-order, nonlinear 2
2x + x = t
&
Second-order, nonlinear &x& + (x +1)x& + 9x = 0
If the coefficients are constants or functions of t, the ODE is
linear. Otherwise it is non-linear.

*Highest derivative identifies the order

22.451 Dynamic Systems – Mathematical Topics 18 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1st Order ODE

Consider the single-tank, liquid-level system shown in the

figure below. The mathematical model of this system is given
by the following first-order, linear ODE with constant
coefficients.

Flowrate
IN
RA & R
h + h = qi (t)
g g
Flowrate
Level OUT

22.451 Dynamic Systems – Mathematical Topics 19 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1st Order ODE

The ODE can easily be expressed in the standard form as:

g 1
h& + h = qi (t)
RA A
As a result, the system’s time constant is identified as:

RA
τ=
g

22.451 Dynamic Systems – Mathematical Topics 20 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response – First Order

Homogeneous Solution
1
x& + x = 0 τ > 0
τ
Characteristic Equation
1 1
λ+ =0⇒λ =−
τ τ
The solution becomes
−t
x ( t ) = ce τ

22.451 Dynamic Systems – Mathematical Topics 21 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Step Response – First Order

Consider a 1st order system described as:

Ax& + Bx = f ( t )

And subjected to a step input.

dx f(t)
τ + x =
dt B
In standard form:

dx 1 f(t)
+ x =
dt τ A
22.451 Dynamic Systems – Mathematical Topics 22 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Step Response – First Order

First Order homogeneous response is in the form of

an exponential function
− λt 1
yh (t) = e where λ =
τ
The solution is

−t
y( t ) = Ce τ + yp (t)

where C is determined from initial condition for a

particular solution and yp indicates the particular
solution.

22.451 Dynamic Systems – Mathematical Topics 23 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Step Response – First Order
If the system is subjected to a step change
= 0 t ≤ 0
f ( t ) = µs ( t )
= 1 t > 0
The particular solution can be found to be
−t
y( t ) = Ce τ +1
Given the initial conditions when the system is
initially at rest (t=0, ys(0)=0 requires that C=-1
which then gives
−t
y( t ) = 1 − e τ

22.451 Dynamic Systems – Mathematical Topics 24 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Step Response – First Order
Step Response - First Order

95.0
86.5
Percentage of Response

63.2

τ 2τ 3τ
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Time (sec)

22.451 Dynamic Systems – Mathematical Topics 25 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Step Response – First Order
Response is broken up into two regions:
1. Transient region where system is still responding
dynamically
2. Steady-state region where system has reached its final
value
Note: There is no clear break point; often, 3τ, 4τ, or 5τ is
chosen based on desired accuracy

The initial slope of the response may be found

by differentiating y(t) to give

dy 1
=
dt τ
22.451 Dynamic Systems – Mathematical Topics 26 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Step Response – First Order

Using the following equation

Ax& + Bx = f ( t )

HOMEWORK ASSIGNMENT -----

Calculate the response by hand and plot by hand.
Let A = month and B = day of your birthday

Use MATLAB to confirm your results

22.451 Dynamic Systems – Mathematical Topics 27 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Transfer Function of Step Response
Ax& + Bx = f ( t )
Diff. Eq.
A 1
reduces to   x& + x = f (t)
B B
1 1
or x& +  A  x = f (t)
  A
B

Transferring to the LaPlace domain:

1
Transfer  
x(s)  A 
Function is =
f(s) (s + AB )
22.451 Dynamic Systems – Mathematical Topics 28 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Step Response – First Order
Using MATLAB and the equivalent Laplace form,
the system transfer function is described as
1
−1
1 B A
S +  =
A A  B
S + 
 A
› NUM = [0 1/A];
Step Response - First Order

› DEN = [1 B/A]; 95.0

86.5

Percentage of Response
› step(NUM,DEN) 63.2

τ 2τ 3τ
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Time (sec)

22.451 Dynamic Systems – Mathematical Topics 29 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response – Second Order

Homogeneous Solution

&x& + 2ζωn x& + ωn 2 x = 0

Characteristic Solution

λ2 + 2ζωn λ + ωn 2 = 0

λ1, 2 = −ζωn ± (ζωn )2 − ωn 2

= −ζωn ± ωn ζ 2 − 1
c 2 k
ζ = ; cc = 2mωn ; ωn =
cc m
22.451 Dynamic Systems – Mathematical Topics 30 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Free Response – Second Order
For purposes of development of these general
equations a simple mass, spring, dashpot system will
be used.
Equation of motion is
f(t) obtained from Newton’s
second law
k
m d2x dx
m 2 + c + kx = f ( t )
dt dt
c x(t) With I.C.’s
x (0) = x o and x& (0) = x& 0

22.451 Dynamic Systems – Mathematical Topics 31 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response – Second Order

A solution of the form λ t fits

x= e
(mλ 2
+ cλ + k e λt = 0 )
Characteristic equation
 − c ± c 2 − 4mk 
2
mλ + cλ + k = 0 ⇒ λ =  
2m
Solution has 2 roots and 3 possible solutions
depending on the term under the √.

22.451 Dynamic Systems – Mathematical Topics 32 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response - Case 1 c 2 < 4 mk (ζ < 1)
 − c ± − 4mk − c 2  ( )
λ= 
2m
c 4mk − c 2
λ1, 2 = − ± j
2m 2m
= −α ± β j (Two complex conjugate roots)

The solution is

x h = Ae ( −α +βj)t
+ Be ( −α −βj)t

22.451 Dynamic Systems – Mathematical Topics 33 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response - Case 1
Factor out: e − αt

⇒ x h =e
− αt
(Ae jβ t
+ Be − jβt )
Recall that:
e jθ = cos θ + j sin θ; e − jθ = cos θ − j sin θ
Then,

xh = e [A(cos βt + j sin βt ) + B(cos βt − j sin βt )]

−α t

=e [c1 cos β t + c2 j sin β t ]

−αt

22.451 Dynamic Systems – Mathematical Topics 34 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response - Case 1
Using sin( x + y) = sin x cos y + cos x sin y
equation can be written as

sin (β t + φ )
−αt  c 
xh = ce 

α =
2 m



−
c
t  4mk − c 2 
xh = ce 2 m sin  t + φ
 2m 
 

22.451 Dynamic Systems – Mathematical Topics 35 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response - Case 1
Now if we divide through by m, then
2 f (homogeneous)
&x& + 2ζωn x& + ωn x = = 0
m
where
c c
ζ = damping ratio = =
c c 2 km

k
ωn = natural frequency =
m

⇒x=e − ζωn t
sin (ωd t + φ)

where ωd = ωn 1 − ζ 2

22.451 Dynamic Systems – Mathematical Topics 36 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response - Case 1

1. For small ζ ---› ωn ≈ ωd

2. ωn is independent of damping
3. If c = 0, then ωn ≡ ωd
4. Solution response is always of the form of a
damped exponentially decaying sinusoidal form
Free Response - Damped Exponential Decay
2

1.5

0.5
Magnitude

0
0 0.5 1 1.5 2 2.5 3

-0.5

-1

-1.5
Tim e (sec)

22.451 Dynamic Systems – Mathematical Topics 37 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response – Case 2 c 2 > 4 mk (ζ > 1)
c c 2 − 4mk Two REAL Roots
λ= ±
2m 2m

x = c1e λ t + c 2e λ t
1 2

Recall
eθ = sinh θ + coshθ; e−θ = sinh θ − coshθ
Then
x = c3 sinh λ1t + c 4 cosh λ 2 t
Solution of this type will always be of the form
of a lag in the system.

22.451 Dynamic Systems – Mathematical Topics 38 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response – Case 2
Response will have an exponential envelope but
will not have oscillatory motion about steady-state.

Damping ζ > 1
0.1

0.09

0.08

0.07

0.06
Amplitude

0.05

0.04

0.03

0.02

0.01

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Time (sec)

22.451 Dynamic Systems – Mathematical Topics 39 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response – Case 3 c 2 = 4mk (ζ = 1)

c
λ1 = λ1 = − Two REAL REPEATED Roots
2m

x = c1e λ t + c 2 te λ t
1 2

Solution of this type will also be in the form of a

lag to the system, but this system will return to
steady state faster than any other damping
without overshoot.

This is the break point between structural

dynamics and controls problems.

22.451 Dynamic Systems – Mathematical Topics 40 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Free Response - Summary

ζ < 1

ζ = 1

ζ > 1

22.451 Dynamic Systems – Mathematical Topics 41 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
S-plane Representation

X – Conjugate ζ < 1
Poles λ1 = −ζωn + jωd

– Repeated ζ = 1
Roots
– Real Roots ζ > 1 λ1, 2 = −ζωn

λ1* = −ζω n − jωd

22.451 Dynamic Systems – Mathematical Topics 42 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
S-PLANE PLOTS
FRF

TIME

FOR IMPULSE FRF FRF

RESPONSE
TIME
TIME

OF A SINGLE FRF ζ = 0.3

ζ = 0.1
jω
ζ =0

DEGREE OF TIME

FREEDOM
ζ = 0.7

MECHANICAL
ζ = 1.0
TIME σ

SYSTEM ζ > 1.0

TIME

STABLE UNSTABLE

22.451 Dynamic Systems – Mathematical Topics 43 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.12

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 44 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.12 (cont)

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 45 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.13

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 46 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.14

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 47 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.16

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 48 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.16 (cont)

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 49 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.17

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 50 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.17 (cont)

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 51 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.18

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 52 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example –1.18 (cont)

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 53 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.19

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 54 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example 1.19 (cont)

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 55 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Using Matlab to Solve Differential Equations

Matlab’s “dsolve” command is a common alternative

to solving complicated differential equations by
hand.

Example 1.17 will be solved again using Matlab

22.451 Dynamic Systems – Mathematical Topics 56 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Using Matlab to Solve Differential Equations
The same solution can be obtained with Matlab
and compared to the solution from Example 1.17.
5 −t 1 −4t
x (t ) = e − e −2t
+ e
3 3

22.451 Dynamic Systems – Mathematical Topics 57 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
 Laplace Transform

Differential Laplace Algebraic Equation

Equations with force Transform
in
or I.C. in time using I.C.
domain Laplace domain

Alternative:
Convolution Integral
(very difficult)

Closed-Form Solution
Inverse Rearrange terms into
or
Laplace good form
Numerical Solution

Time domain x(t) Frequency domain X(s)

22.451 Dynamic Systems – Mathematical Topics 58 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Laplace Transform Equation
∞
G ( s ) = L {g (t )} = ∫ e − st ⋅ g (t ) dt
0
Derivatives
L{g& (t )} = s G ( s ) − g (0)
L{g&&(t )} = s 2 G ( s ) − s g (0) − g& (0)

22.451 Dynamic Systems – Mathematical Topics 59 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Laplace Transform of several functions

Function f(t) Laplace Transform

µs
Unit Step
s
Unit Ramp 1
s2
Unit Pulse 1
s
Unit Impulse (Dirac 1
delta function)
ω
Unit Sinusoid SIN
s2 + ω 2
s
COS
s2 + ω 2

Exponential 1
s+a
22.451 Dynamic Systems – Mathematical Topics 60 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Laplace Transform
•Unit Step
∞
L{u s (t )} = u s ( s ) = ∫ u s (t ) e − st dt
0

u s − st ∞  us  us
= − e |0 = − 0 −  −  =
s  s s
•Unit Ramp
∞
L{u s (t )} = ur ( s ) = ∫ t e − st dt
0
e −st ∞ ∞ e −st e −st ∞ 1
=t |0 − ∫ dt = |0 = 2
−s 0 −s −s 2
s
•Inverse Laplace
Requires manipulation of Laplace domain equation to get in a
suitable form to apply L -1.

22.451 Dynamic Systems – Mathematical Topics 61 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Convolution Integral

•If G(s) and H(s) have known inverses g(t) and h(t),
then the product of GH can be obtained by the
convolution integral.

L−1 {F ( s )} = L−1{G ( s ) • H ( s )} = ( g ⊗ h)(t )

t
= ∫ h(τ ) g (t − τ )dt = (h ⊗ g )(t )
0

t
= ∫ g (τ ) h(t − τ )dt = ( g ⊗ h)(t )
0

22.451 Dynamic Systems – Mathematical Topics 62 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Unit Impulse Response – First Order

•The Equation
1
x& + x = δ( t ) x0 = 0
τ
•Laplace
1
s X(s) + X(s) = 1
τ
1
(s + ) X(s) = 1 look up inverse laplace
τ
1 −t
X(s) = ∴ x ( t ) = e τ
1
s+
τ
22.451 Dynamic Systems – Mathematical Topics 63 Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
Laplace – First Order ODE

•The basic first order ODE can be expressed in

the Laplace Domain as As& + Bs = 1 for unit impulse
and can be recast as As& = 1 − Bs

•This can be stated as follows:

The basic value of s& is multiplied by A -- This
value is equal to 1 minus B times the integral of s&

•Normalize the equation so the coefficient on s&=1,

1 B
∴ s& = − s
A A

22.451 Dynamic Systems – Mathematical Topics 64 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Block Diagram – First Order ODE

integrate
+ s& 1 s SCOPE
1
s
- Normalize
Step to A coef
= 1/A

Multiply by
B/A

22.451 Dynamic Systems – Mathematical Topics 65 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
MATLAB/SIMULINK – (see tutorial)

•Simulink
•File Æ New Model (workspace appears)
Select the following items and place them on the
worksheet
Unit Step (from Sources) – change amplitude
Sum (from Math) – need + and –
Gain (from Math) – change gain value
Integrator (from Continuous)
Scope (from Sinks)

Double click items to view or change property

GAIN block can be rotated by format.
T branch – mouse online/CTRL and right mouse
button to extend line.

22.451 Dynamic Systems – Mathematical Topics 66 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
SIMULINK – First Order Step Response

22.451 Dynamic Systems – Mathematical Topics 67 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
SIMULINK – First Order Impulse Response

22.451 Dynamic Systems – Mathematical Topics 68 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Unit Impulse Response – Second Order

•For unit impulse, f(t) = δ(t), x& 0 = 0, x 0 = 0

Then, &x& + 2ζωn x& + ω n 2 x = δ(t)

with x&0 = 0 and x 0 = 0

•Laplace with I.C. = 0

2 2
(s + 2ζω n s + ωn ) X (s) = 1
1
∴ X(s) =
s 2 + 2ζω n s + ωn 2

22.451 Dynamic Systems – Mathematical Topics 69 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Unit Impulse Response - Second Order

•Note that (assume ζ<1)

s 2 + 2ζω n s + ωn 2 = (s + ζω n ) 2 − (ζω n 2 ) + ωn 2
= (s + ζωn ) 2 + ωn 2 (1 − ζ 2 )
= (s + σ) 2 + ωd 2
1
So that X(s) =
(s + σ) 2 + ωd 2

22.451 Dynamic Systems – Mathematical Topics 70 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Unit Impulse Response - Second Order

•The inverse Laplace

1 −1 ωd 
x(t ) = L  ⋅ 2
 ωd ( s + σ ) + ωd 
2

1
= e −σt sin ωd t
ωd
1
= e −ζωt sin ωd t
ωd

If I.C. ≠ 0, then a more involved (but possible

solution) exists.

22.451 Dynamic Systems – Mathematical Topics 71 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Unit Step Response – Second Order

•For unit step f ( t ) = u ( t ), x 0 = 0, x& 0 = 0

&x& + 2 ζω n x& + ωn 2 x = u ( t )
with x& 0 = 0, x 0 = 0

•Laplace with IC=0 gives

2 1 2
(s + 2 ζω n s + ωn ) x (s) =
s
1 1
∴ X(s) = ⋅
s s 2 + 2 ζωn s + ωn 2

22.451 Dynamic Systems – Mathematical Topics 72 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
 Unit Step Response – Second Order

•Again assume ζ<1 - then

1 1 s + 2 ζωn 
X(s) = 2  − 2 2
ωn  s s + 2 ζωn s + ωn 
•Then the inverse Laplace
 1 1 s + 2 ζωn 
X (t ) = L  2  − 2
−1
2 
 ωn  s s + 2 ζωn s + ωn  
1  −ζω n t
 ζ 
X (t ) = 2 1 − e cos ωd t + sin ωd t  
ωn   1− ζ 2
 

22.451 Dynamic Systems – Mathematical Topics 73 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.40

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 74 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Example – 1.40 (cont)

Example from Dynamic Systems by Vu and Esfandiari

22.451 Dynamic Systems – Mathematical Topics 75 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
General Laplace Formulation

&x& + 2 ζω n x& + ωn 2 x = f ( t )
•Laplace

L ( &x&) = s 2 x( s ) − sx(0) − x& (0)

L ( x& ) = sx( s ) − x(0)
L ( x) = X ( s )
L F (t ) = F ( s )

s 2 x(s) − sx(0) − x& (0) + 2ζωn [sx(s) − x(0)] + ω n x(s) = F(s)

2

22.451 Dynamic Systems – Mathematical Topics 76 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
 General Laplace Formulation

(s 2 + 2 ζω n s + ωn 2 ) x (s)
= F(s) + (s + 2 ζω n )x(0) + x& (0)
Applied Force and
Initial Conditions
F(s) (s + 2 ζω n )x(0) + x& (0)
x(s) = 2 2
+ 2
s + 2 ζω n s + ω n s + 2 ζω n s + ω n
2

If initial conditions are zero, then the system

transfer function is
1
aka 2
ms + cs + k
x (s) 1
output
input
= H (s) = 2 2
F(s) s + 2ζω n s + ωn
Many books use G(s)!

22.451 Dynamic Systems – Mathematical Topics 77 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
SIMULINK – 2nd Order Impulse Response (or RAMP)

100&x& + 40 x& + 1000 x = F( t )

OR…

22.451 Dynamic Systems – Mathematical Topics 78 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
SIMULINK – 2nd Order Impulse Response (or RAMP)
In alternate form (using the Transfer Function
Block)

100&x& + 40 x& + 1000 x = F( t )

22.451 Dynamic Systems – Mathematical Topics 79 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
SIMULINK – 2nd Order Impulse Response (or RAMP)

General Equation is
1
&x& = [F( t ) − kx − cx& ]
m
m&x& + cx& + kx = F( t )
This example is
100&x& + 40 x& + 1000 x = F( t )

22.451 Dynamic Systems – Mathematical Topics 80 Dr. Peter Avitabile

Modal Analysis & Controls Laboratory