Solution of Linear Differential Equations-2nd Order Student Ver
Solution of Linear Differential Equations-2nd Order Student Ver
d 2 y (t ) dy (t )
+A + By (t ) = 0 ( 3.2 )
dt 2 dt
• Substituting yh(t) = Cet into equation (3.2) :
Substituting y h (t ) = Ce t into equation ( 3.2 ) :
C 2 e t + CA e t + CBe t = 0
Ce t ( 2 + A + B ) = 0
( 2
+ A + B ) = 0 Characteristic Equation
− A A2 − 4 B
1 , 2 = Characteristic roots
2
y h (t) = C1eα1t + C 2e α2 t ESE461 CHAPTER 3 - DIFFERENTIAL EQUATIONS 2
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• The form of yh(t) depends on the different cases for 1 and 2.
b) Particular solution
• Depends explicitly on x(t) and satisfies (3.2)
• Is called the forced response of the system.
• Can be obtained by inspection by using Table 3.1 below :
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3.2.1 Case 1 : Two distinct real values for 1 and 2 ( when A2 – 4B > 0 ).
− A + A2 − 4 B
1 =
2
− A − A2 − 4 B
2 =
2
yh (t) = C1e1t + C2 e 2 t
Example 1
d 2 y (t ) dy (t )
+9 + 20 y (t ) = e − 2t + 3t
dt 2 dt
With initial conditions y(0)=1 and y’(0)=0, determine for y(t) using classical
method.
Answer:
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3.2.1 Case 1 : Two distinct real values for 1 and 2 ( when A2 – 4B > 0 ).
− A + A2 − 4 B
1 =
2
− A − A2 − 4 B
2 =
2
yh (t) = C1e1t + C2 e 2 t
Example 2
d 2 y( t )
+ 9 y( t ) = e −4 t + sin 4t , y(0) = 0, y' (0) = 0
dy( t )
+6
dt 2 dt
Answer:
601 −3t 29 −3t −4t 7 24
y(t) = − e − te + e − sin4t + cos4t
625 25 625 625
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3.2.3 Case 3 : Two complex conjugate roots for 1 and 2 ( when A2 – 4B < 0 ).
− A + j 4 B − A2
1 =
2
= a + jb
− A − j 4 B − A2
2 = 2
Example 3
d 2 y( t ) dy ( t )
+2 + 10 y( t ) = 3e 2 t − t 2
dt 2 dt
With initial conditions y(0)=1 and y’(0)=10, determine for y(t) using classical
method.
Answer:
308 − t 1306 − t 1 1 1 3
y(t) = e cos3t + e sin3t + e2t − t 2 + t +
375 375 6 10 25 250
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11
Example 4
dt 2
Answer:
1 1 16 4t 130 4t
y ( t ) = cos3t- sin3t + t 2e4t − te − e
3 97 9409 912673
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ADDITIONAL EXAMPLE 1
d2 y(t) dy(t)
Solve : 2
+3 − 4y(t) = t 2 , y(0) = 1, y' (0) = 0.
dt dt
Characteristic equation : 2 + 3 − 4 = 0
( + 4)( - 1) = 0
Characteristic roots : 1 = −4, 2 = 1
Homogeneous solution : yh (t) = C1e − 4t + C2e t
13
Particular solution :
y p ( t ) = B 2 t 2 + B1 t + B 0
y p ' ( t ) = 2B 2 t + B1
y p ' ' ( t ) = 2B 2
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1 3 13
y p (t) = − t 2 − t −
4 8 32
1 3 13
y( t ) = C1e −4 t + C 2 e t − t 2 − t −
4 8 32
Substitute into initial conditions : y(0) = 1, y’(0) = 0 :
13 45
y(0) = C1 + C 2 − = 1, C1 + C 2 = ,
32 32
1 3
y' ( t ) = −4C1e − 4 t + C 2 e t − t −
2 8
3 3
y' (0) = −4C1 + C 2 − = 0, - 4C1 + C 2 =
8 8
45 3 45 − 12 33 33
5C1 = − = = C1 =
32 8 32 32 160
45 45(5) − 33 192 12 6
C2 = − C1 = = = =
32 160 160 10 5
33 −4t 6 t 1 2 3 13
y(t) = e + e − t − t−
160 5 4 ESE461
8 CHAPTER
32 3 - DIFFERENTIAL EQUATIONS 15
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ADDITIONAL EXAMPLE 2
Solve :
d 2 y( t )
+ 4 y( t ) = 4 cos (10t ), y(0) = 1, y' (0) = 0
dy ( t )
+4
dt 2 dt
Characteristic equation : 2 + 4 + 4 = 0
( + 2)( + 2) = 0
Characteristic roots : 1 = −2, 2 = −2
Homogeneous solution : y h (t) = A 1e -2t + A 2 te -2tt
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Particular Solution :
y p ( t ) = B1 cos(10t ) + B 2 sin (10t ) since x(t) = 4cos(10t )
y p ' ( t ) = −10B1 sin (10t ) + 10B 2 cos(10t )
y p " (t ) = −100B1 cos(10t ) − 100B 2 sin (10t )
− (100 B1 ) cos (10t ) − (100 B2 ) sin (10t ) − ( 40 B1 ) sin (10t ) + ( 40 B2 ) cos (10t )
+ ( 4 B1 ) cos (10t ) + ( 4 B2 ) sin (10t ) = 4 cos (10t )
Comparing coefficients :
cos (10t ) : -100B1 + 40 B2 + 4 B1 = 4
-96B1 + 40 B2 = 4 − − − −(1)
17
6
B1 = −
169
5
B2 =
338
6 5
y p (t ) = − cos (10t ) + sin (10t )
169 338
6 5
y (t ) = A1e −2t + A2te −2t − cos (10t ) + sin (10t )
169 338
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ADDITIONAL EXAMPLE 3
Solve :
dy 2 ( t ) dy( t )
+2 + 6 y( t ) = 10, y(0) = 1, y' (0) = 0
dt 2 dt
Characteristic equation : 2 + 2 + 6 = 0
( + 1 + j 5 )( + 1 - j 5 ) = 0
Characteristic roots : 1 = −1 − j 5 , 2 = −1 + j 5
Homogeneous solution : y h (t) = A 1e - t cos( 5 ) t + A 2 e - t sin( 5 ) t
ESE461 CHAPTER 3 - DIFFERENTIAL EQUATIONS 20
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Particular Solution :
y p (t) = C
y p ' (t) = 0
y p " (t) = 0
21
5
y( t ) = A1e − t cos 5t + A 2 e − t sin 5t +
3
5 2
y(0) = A1 + =1 A1 = −
3 3
−t −t
y' ( t ) = −A1e cos 5t − 5A1e sin 5t − A 2 e − t sin 5t + 5A 2 e − t cos 5t
2
y' (0) = −A1 + 5A 2 = 0 A2 =
3 5
2 2 5
y(t) = − e − t cos( 5 )t + e − t sin( 5 )t +
3 3 5 3
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ADDITIONAL EXAMPLE 4
Solve :
dy 2 ( t )
+ y( t ) = te 2 t
dt 2
Characteristic equation : 2 +1 = 0
( + j 1 )( - j 1 ) = 0
Characteristic roots : 1 = j 1, 2 = + j 1
Homogeneous solution : yh (t) = A 1 cos t + A 2 sin t
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Particular Solution :
y p ( t ) = C1 te 2 t + C 2 e 2 t = e 2 t (C1 t + C 2 )
y p ' ( t ) = 2e 2 t (C1 t + C 2 ) + e 2 t C1
y p " ( t ) = 4e 2 t (C1 t + C 2 ) + 2e 2 t C1 + 2e 2 t C1 = 4e 2 t (C1 t + C 2 ) + 4e 2 t C1
Substitute into system equation :
4e 2 t (C1 t + C 2 ) + 4C1e 2 t + C1 te 2 t + C 2 e 2 t = te 2 t
Comparing coefficients :
1
te 2t : 4C1 + C1 = 1 C1 =
5
4C1 4
e 2t : 5C 2 + 4C1 = 0 C2 = − =−
5 25
1 4 4
e 2t
y p ( t ) = te 2 t − e 2 t = t −
5 25 5
5
e 2t 4
y(t) = A 1cost + A 2 sint + t −
5 5
24
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ADDITIONAL EXAMPLE 5
Solve : d 2 y( t ) dy ( t )
+3 − 4 y( t ) = e − 4 t , y(0) = 1, y' (0) = 0.
dt 2 dt
Characteristic equation : 2 + 3 − 4 = 0
( + 4)( - 1) = 0
Characteristic roots : 1 = −4, 2 = 1
Homogeneous solution : y h (t) = C1e − 4t + C 2 e t
Particular solution :
25
Comparing coefficients :
te −4 t : 16B1 − 12B1 − 4B1 = 0
1
e −4 t : - 8B 2 + 3B1 = 1 B1 = −
5
1
y p ( t ) = − te − 4 t
5
1
y( t ) = C1e − 4 t + C 2 e t − te − 4 t
5
Substitute initial conditions : y(0) = 1, y’(0) = 0.
1
y( t ) = C1e − 4 t + C 2 e t − te − 4 t
5
y(0) = C1 + C 2 = 1 C1 = 1 − C 2
4 −4t 21 t 1 −4t
y(t) = te + e − te
4 1 25 25 5
y' ( t ) = −4C1e + C 2 e + te − 4 t − e − 4 t
−4 t t
5 5
1 1
y' (0) = −4C1 + C 2 − = 0 -4(1 - C 2 ) + C 2 =
5 5
21 21 21 4
4C 2 + C 2 = C2 = , C1 = 1 − =
5 25 25 25
ESE461 CHAPTER 3 - DIFFERENTIAL EQUATIONS 26
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Exercise 1
Consider a system that is represented by a differential equation
d 2 y (t ) dy (t )
2
+7 + 12 y (t ) = 5t + 10 − e −t
dt dt
With initial conditions y(0)=0 and y’(0)=1, solve for y(t) using classical method
Ans :
41 − 4t 23 −3t 5 85 1 −t
y (t ) = e − e + t+ − e
48 18 12 144 6
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Exercise 2
Consider a system that is represented by a differential equation
d 2 y (t ) dy (t )
2
+2 + 1 y (t ) = e − 4t + 5 sin t
dt dt
With initial conditions y(0)=5 and y’(0)=0, solve for y(t) using classical method
Ans :
127 −t 139 −t 1 − 4t 5 1
y (t ) = e + te + e − cos t + sin t
36 36 9 2 9
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Zero input response is the response of the system when the input is set to zero.
Zero state response is the response of the system when the initial conditions is
set to zero.
The total response of the system is the sum of the zero input response and the
zero state response.
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Example 5
d 2 y (t ) dy (t )
+9 + 20 y (t ) = e − 2t + 3t
dt 2 dt
Given that the initial condition are y(0)=1 and y’(0)=0, determine the following
a) zero-input response
b) zero-state response
c) Total solution, y(t)
Answer : y (t ) =
75 −4t 284 −5t 1 −2t 3 27
e − e + e + t−
16 75 6 20 400
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Example 6
d 2 y (t ) dy (t )
+6 + 9 y (t ) = sin 4t
dt 2 dt
Given that the initial condition are y(0)=0 and y’(0)=0, determine the following
a) zero-input response
b) zero-state response
c) Total solution, y(t)
Answer : y (t ) = −
601 −3t 29 −3t −4t 24 7
e + te + e − cos 4t − sin 4t
625 25 625 625
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Example 7
d 2 y( t ) dy ( t )
+2 + 10 y( t ) = 3e 2 t − t 2
dt 2 dt
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Example 8
d 2 ( y) t dy (t )
+3 + 2 y(t ) = 2x (t ), where x (t ) = 2e − 2 t + 8t
dt 2 dt
Given that the initial condition are y(0)=1 and y’(0)=4, determine the following
a) zero-input response
b) zero-state response
c) Total solution, y(t)
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Answer
a) y zi (t ) = 6e − t − 5e −2 t
c) y(t ) = y zi (t ) + y zs (t )
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Example 9
An electrical system is represented by the following differential equation;
d 2 ( y )t dy (t )
+2 + y (t ) = 1 + e −t
dt 2 dt
Given that the initial condition are y(0)=1 and y’(0)=3, determine the following
a) zero-input response
b) zero-state response
c) Total solution, y(t)
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Exercise 3
d 2 ( y) t dy (t )
−6 + 10 y(t ) = sin t
dt 2 dt
Given that the initial condition are y(0-)=0 and y’(0-)=0, determine the following
a) zero-input response
b) zero-state response
c) Total solution, y(t)
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Answer
a) y zi (t ) = 0
3t 2
b) y zs (t ) = e − cos t + sin t + cos t + sin t
2 1 1
39 13 39 13
c) y(t ) = y zi (t ) + y zs (t )
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ADDITIONAL EXAMPLE 6 :
Determine the zero input response and zero state response of y(t) and hence find y(t).
d2 y(t) dy(t)
+3 − 4y(t) = t 2 , y(0) = 1, y' (0) = 0.
dt 2 dt
Characteristic equation : 2 + 3 − 4 = 0
( + 4)( - 1) = 0
Characteristic roots : 1 = −4, 2 = 1
Homogeneous solution : yh (t) = C1e − 4t + C2e t
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C2 = 4C1 = 4(1 − C2 )
4 1
C2 = , C1 =
5 5
1 − 4t 4 t
y zi (t) = e + e
5 5
yp ( t ) = A1t 2 + A 2 t + A 3
yp ' ( t ) = 2A1t + A 2
y p ' ' ( t ) = 2A1 ESE461 CHAPTER 3 - DIFFERENTIAL EQUATIONS 39
39
1
t2 : - 4A 1 = 1, A1 = −
4
t : 6A 1 − 4 A 2 = 0
3
4A 2 = 6 A 1, A2 = −
8
t0 : 2A 1 + 3 A 2 − 4 A 3 = 0
− 2A 1 − 3 A 2 13
A3 = =−
4 32
1 2 3 13
yp ( t ) = − t − t−
4 8 32
1 2 3 13
y zs ( t ) = C1e − 4 t + C2e t − t − t−
4 8 32
ESE461 CHAPTER 3 - DIFFERENTIAL EQUATIONS 40
40
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1 3
y' ( t ) = −4C1e − 4 t + C2e t − t−
2 8
3 3
y' (0) = −4C1 + C2 − = 0, - 4C1 + C2 =
8 8
13 3 13 − 12 1 1
5C1 = − = = C1 =
32 8 32 32 160
13 13(5) − 1 64 4 2
C2 = − C1 = = = =
32 160 160 10 5
1 − 4t 2 t 1 2 3 13
y zs (t) = e + e − t − t−
160 5 4 8 32
ESE461 CHAPTER 3 - DIFFERENTIAL EQUATIONS 41
41
1 −4t 4 t 1 −4t 2 t 1 2 3 13
y( t ) = y zi ( t ) + y zs ( t ) = e + e + e + e − t − t−
5 5 160 5 4 8 32
33 − 4t 6 t 1 2 3 13
y(t) = e + e − t − t−
160 5 4 8 32
42
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di(t )
1
Inductor
i(t ) = v() d
1
v(t ) = L
dt L 0
Table 3.2
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Example 10
Determine the differential equation of the circuit shown in Figure 3.1, given that
i(t) is the input and v(t) is the output.
Figure 3.1
Answer :
d R d
v(t ) + v(t ) = R i (t )
dt L dt
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Example 11
Prove the differential equation of the circuit shown in Figure 3.2 as follows;
Given that v(t) is the input and vc(t) is the output.
d 2 vC (t ) R dvC (t ) 1
vC (t ) = v(t )
1
2
+ +
dt L dt LC LC
Figure 3.2
Given that R=1, L=1/6H C=3/4F and v(t)=2 cos t u(t), determine vc(t) using
classical method. All initial conditions are zero.
45
Example 12
i) Refer to Figure 3.3, determine the differential equation of the circuit, given
that e(t) is the input and i(t) is the output.
ii) If given that L = 2H, C=0.5F, R1=R2=5.22, e(t)= e-2t and the initial condition
are i(0)=1 and i’(0)=0, determine the following;
a) zero-input response
b) zero-state response
c) Total solution, i(t)
Figure 3.3
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Answer
i:
d2 RR +L d R1 + R2 1
i (t ) + 1 2 i (t ) + i (t ) = e(t )
dt 2 R1 LC dt R1LC R1LC
ii :
i zi (t ) = 2e − t − e −2t
50 − t 50 −2t 50 −2t
izs (t ) = e − e − te
261 261 261
y (t ) = i zi (t ) + izs (t ) Simplify your answer
47
ADDITIONAL EXAMPLE 7
R1
iL(t) ic(t)
+ +
L
e(t) i1(t) v(t) C
+ -
Figure 3.4
i. Solve the differential equation relating v(t) and e(t) for Figure 3.4.
ii. Given that R=2/5 , C = 1/2F, L = 1/3 H. Determine v(t) if e(t) = 5 + 5 cos(10t),
v(0-) = 0 and v’(0-) = 0.
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Solution :
R 1i1 ( t ) + v( t ) = e( t )
R 1 (i L ( t ) + i C ( t ) ) + v( t ) = e( t )
di L ( t ) 1
v( t ) = L = i C dt
dt C
dv ( t ) 1
iC (t) = C , i L ( t ) = v( t )dt
dt L
1 v( t )
R1 v( t )dt + C + v( t ) = e( t )
L dt
differenti ate both sides of equation with respect to t,
R1 d2 v( t ) dv ( t ) de( t )
v( t ) + R1C + =
L dt 2 dt dt
d2 v( t ) 1 dv ( t ) 1 1 de( t )
+ + v( t ) =
dt 2 R1C dt LC R1C dt
1 1 1
v" ( t ) + v' ( t ) + v( t ) = e' ( t )
R1C LC R1CHAPTER
ESE461 C 3 - DIFFERENTIAL EQUATIONS 49
49
v(t) can be determined using the undetermined coefficient method that has
been covered before.
50
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Exercise 4
i) Refer to Figure 3.5, the switch, sw has been opened for a long time and
then closed at t=0. Solve the differential equation for t≥0, given that i(t) is
the input and v(t) is the output.
ii) Given that R=4, C=0.5F and i(t)=2 cos t u(t), determine v(t) using
classical method.
Figure 3.5
1
8 − t 16
Ans : v(t ) = − e 2 + sin t + cos t
8
5 5 5
51
Exercise 5
52
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