# revised March 14, 2013

1

Concourse 18.03 – Lecture #9

We continue the study of mass-spring-dashpot systems and categorize these according to whether they are

underdamped, overdamped, or critically damped. We’ll solve each of the homogeneous cases by producing

linearly independent solutions that span all solutions. Linear differential operators will be introduced to explain

why the solutions we derive actually span all solutions. We introduce a few more definitions: zero state, zero

state response, and zero input response. We also introduce the Exponential Response Formula (ERF) that we’ll

soon be using extensively.

Mass-Spring-Dashpot systems

We derived last time that in the case of a spring with an attached mass, friction supplied by a dashpot, and no

external force with the mass moving relative to its equilibrium position, the system is described by the

differential equation 0 mx cx kx + + = or 0

c k

m m

x x x + + = . If the system is “driven” by moving either the fixed

end of the spring or by moving the fixed end of the dashpot, we would more generally describe such a system

by the inhomogeneous differential equation ( )

c k

m m

x x x q t + + = .

In the simplest case of a spring system with no friction and no external driving force, the ODE is simply

0

k

m

x x + = , and if we let

2

k

m

e = this becomes

2

0 x x e + = . We solved this to get solutions in the form

1 2

( )

i t i t

x t c e c e

e e ÷

= + where

1 2

, c c are complex constants; or, preferably in the form ( ) cos sin x t a t b t e e = +

where a and b are real constants. We can also express this as ( ) cos( ) x t A t e | = ÷ where

2 2

A a b = + and

tan

b

a

| = .

Introducing friction (but no drive)

In the more general homogeneous case governed by 0

c k

m m

x x x + + = , we can again seek exponential-type

solutions. The characteristic roots will be determined by

2

( ) 0

c k

m m

p s s s = + + = . We can solve this by the

quadratic formula to get

( ) ( )

2

2

4

4

2 2

c c k

m m m c c km

s

m

÷ ± ÷

÷ ± ÷

= = . At this point, we have to look at cases.

Underdamped case

If

2

4 0 c km ÷ < or

2

4 c km < , we’ll get complex roots that we can write as

2

4

2

c i km c

s a i

m

e

÷ ± ÷

= = ± where

0

2

c

a

m

= ÷ < and

2

4

2

km c

m

e

÷

= . This yields solutions

{ } { }

( ) ( )

, ,

a i t a i t at i t at i t

e e e e e e

e e e e + ÷ ÷

= . As in the case of the

spring without friction, we can use Euler’s Formula to get the equivalent set

{ }

cos , sin

at at

e t e t e e . Thus all

homogeneous solutions can be expressed as

1 2

( ) ( cos sin )

at

x t e c t c t e e = + with 0 a < , i.e. decaying oscillatory

solutions. We can equivalently express this in the form ( ) cos( )

at

x t Ae t e | = ÷ for appropriate values of , A | .

This is the underdamped case where the friction is small relative to the stiffness of the spring.

Example: Find the general solution of the homogeneous ODE: 2 3 0 x x x + + =

Solution: The characteristic polynomial is

2

( ) 2 3 0 p s s s = + + = . This gives roots 1 2 s i = ÷ ± . As described

above, all solutions may be expressed in the form

1 2

( ) ( cos( 2 ) sin( 2 ))

t

x t e c t c t

÷

= + or as

( ) cos( 2 )

t

x t Ae t |

÷

= ÷ for appropriate , A | .

revised March 14, 2013

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Overdamped case

If

2

4 0 c km ÷ > or

2

4 c km > , we’ll get two real roots

2

1

2 2

4

c

m m

s c km = ÷ ± ÷ . Because

2 2

4 c km c ÷ < it’s also

easy to see that both of these roots will be negative and equidistant from

2

c

m

÷ . If we call these two roots

1 2

0 s s < < , these will yield two independent (decaying) solutions

1

s t

e and

2

s t

e and all homogeneous solutions

can be expressed as

1 2

1 2

( )

s t s t

x t c e c e = + with

1 2

0 s s < < . This is the overdamped case where the friction is large

relative to the stiffness of the spring.

Example: Find the general solution of the homogeneous ODE: 3 2 0 x x x + + =

Solution: The characteristic polynomial is

2

( ) 3 2 ( 2)( 1) 0 p s s s s s = + + = + + = . This gives roots

1

2 s = ÷ and

2

1 s = ÷ . As described above, all solutions may be expressed in the form

2

1 2

( )

t t

x t c e c e

÷ ÷

= + .

Critically damped case

Perhaps the most interesting case is when

2

4 0 c km ÷ = or

2

4 c km = . In this case we get a repeated root

2

c

m

s a = ÷ = with multiplicity 2. We know that

at

e must be a solution, but this will not span all solutions. In

fact, all solutions are spanned by

{ }

,

at at

e te , i.e. all solutions are of the form

1 2

( )

at at

x t c e c te = + . Why? The idea

is easily seen via an example.

Example: Find the general solution of the ODE: 4 4 0 x x x + + =

Solution: The characteristic polynomial is

2 2

( ) 4 4 ( 2) 0 p s s s s = + + = + = . This yields the solution

2t

e

÷

. Now

consider this differential equation in terms of a composition of linear operators, namely

( 2) ( 2) ( ) 0 D D x t + · + · = . If we let ( 2) ( ) ( ) D x t y t + · = , then ( 2) ( ) 0 D y t + · = or 2 0

dy

dt

y + = or 2

dy

dt

y = ÷ . This

is easily solved to get

2

1

( )

t

y t c e

÷

= . If we then substitute this into ( 2) ( ) ( ) D x t y t + · = , we have

2

1

2

t

dx

dt

x c e

÷

+ = .

This can be solved using the integrating factor

2t

e . This gives

( )

2 2 2

1

2

t t t

dx d

dt dt

e e x e x c + = = , and this is easily

integrated to give

2

1 2

t

e x c t c = + . Multiplication by

2t

e

÷

then gives

2 2

1 2

( )

t t

x t c te c e

÷ ÷

= + . That is, the solutions are

given by

{ }

2 2

Span ,

t t

e te

÷ ÷

.

This method outlined in the example clearly works for any repeated root s a = with multiplicity 2. That these

solutions are linearly independent should be clear, but formally the Wronskian determinant gives that

2 2 2

(1 ) 0

(1 )

at at

at at at

at at

e te

at e ate e

ae at e

= + ÷ = =

+

. In the case where the multiplicity is 3, we would write the

differential equation as a composition of three identical operators and

iterate the method to yield solutions

{ }

2

, ,

at at at

e te t e . In general, we

would produce as many independent solutions as the multiplicity of the

root.

We can categorize the possibilities (underdamped, overdamped, and

critically damped in terms of the relationship between the coefficient of

friction c and the spring constant k. This can be viewed graphically in

terms of the “bifurcation locus” shown at the right.

It’s also helpful in each case to draw a “root diagram” showing where

in the complex plane the characteristic roots lie. The underdamped case

gives a complex conjugate pair with negative real part; the overdamped

case gives two negative real roots; and the critically damped case gives

a repeated (negative) real root.

revised March 14, 2013

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Some terminology

Given a “driven” system governed by an ODE such as ( ) ( ) ( ) x p t x q t x f t + + = with initial conditions

0 0

( ) x t x =

and

0 0

( ) x t x = , we generally identify the left-hand expression ( ) ( ) x p t x q t x + + as “the system” and the

inhomogeneity on the right-hand side ( ) f t as the “input signal” or “impulse”. We use the same terminology for

higher order ODE’s. There is some useful terminology relevant to these types of ODE’s.

If

0

( ) 0 x t = and

0

( ) 0 x t = , we refer to this as the zero state.

If we solve ( ) ( ) ( ) x p t x q t x f t + + = for the zero state, we refer to this solution ( )

f

x t as the zero state response

(ZSR).

If we seek homogeneous solutions to the ODE ( ) ( ) 0 x p t x q t x + + = for any state with

0 0

( ) x t x = and

0 0

( ) x t x = ,

this will have a unique solution ( )

h

x t called the zero input response (ZIR).

In general, the solution to the ODE ( ) ( ) ( ) x p t x q t x f t + + = will be ( ) ( ) ( )

h p

x t x t x t = + for some particular

solution ( )

p

x t , but note that the zero state response (ZSR) is such a particular solution, so ( ) ( ) ( )

h f

x t x t x t = + .

That is, ( ) x t = + ZIR ZSR. Note that

0 0 0 0 0 0

0 0 0 0 0 0

( ) ( ) ( ) ( ) 0 ( )

( ) ( ) ( ) ( ) 0 ( )

h f h h

h f h h

x t x t x t x t x t x

x t x t x t x t x t x

= + = + = = ¦ ¹

´ `

= + = + = =

¹ )

, so ( ) ( ) ( )

h p

x t x t x t = +

satisfies the initial value problem (IVP) without the need to introduce any additional constants.

Differential operators

We have previously defined a linear differential operator as a transformation which acts linearly (preserves

scaling and addition) and that takes functions to other functions, i.e.

1 1 1 2 1 1 1 2

( ) ( ) ( ) T c f c f c T f c T f + = + . There are

many such operators, but some basic operators are of special interest to us as building blocks for more gerenal

linear differential operators. In particular:

(1) Df f ' = acts linearly. That is, | |

1 1 2 2 1 1 2 2

( ) ( ) ( ) ( )

d

dt

c f t c f t c f t c f t ' ' + = + .

(2)

| |

( )

( ) ( ) ( )

h t

M f t h t f t = · , i.e. multiplication by the function ( ) h t also acts linearly. [This is just the

Distributive Law.

(3) The “shift-by-a” operator defined by

| | ( ) ( ) ( )

a

L f t f t a = ÷ also acts linearly. This is also called a “time

shift” if the independent variable t represents time.

(4) The Identity operator ( ) I f f = is a linear operator.

It’s routine to prove the following facts:

Fact 1: Any composition of linear operators is also a linear operator.

Fact 2: Any linear combination of linear operators is also a linear operator.

These facts enable us to express a linear ODE with constant coefficients in a simple and useful way. For

example, in the case of a mass-spring-dashpot system with ODE ( ) mx cx kx f t + + = , we can write this as

2

[ ] ( ) ( ) mD cD kI x t f t + + = and, if we let

2

L mD cD kI = + + we could write simply [ ( )] ( ) L x t f t = . The linear

operator L represents the system, and the function f represents the input signal. For any linear ODE with

constant coefficients of the form

1

1 1 1 0

( ) ( )

n n

n n n

d x d x dx

dt dt dt

a a a x t q t

÷

÷ ÷

+ + + + = , we can express this simply as

1

1 1 0

( ) ( )

n n

n

D a D a D a I x t q t

÷

÷

( + + + + =

¸ ¸

and as

1

1 1 0

( ) 0

n n

n

D a D a D a I x t

÷

÷

( + + + + =

¸ ¸

for a homogeneous

system. The fact that the “system”

1

1 1 0

n n

n

D a D a D a I

÷

÷

+ + + + is independent of t is why we refer to such an

operator as a Linear, Time-Invariant (LTI) operator.

revised March 14, 2013

4

Characteristic polynomial, exponential solutions

Given the operator

1

1 1 0

n n

n

D a D a D a I

÷

÷

+ + + + and the fact that [ ]

rt rt

D e re = ,

2 2

[ ]

rt rt

D e r e = , etc., it follows

that

1 1 1

1 1 0 1 1 0 1 1 0

( )

n n rt n rt n rt rt rt n n rt

n n n

D a D a D a I e r e a r e a re a e r a r a r a e

÷ ÷ ÷

÷ ÷ ÷

( + + + + = + + + + = + + + +

¸ ¸

.

We have already defined

1

1 1 0

( )

n n

n

p r r a r a r a

÷

÷

= + + + + as the characteristic polynomial. We can also

formally write

1

1 1 0

( )

n n

n

p D D a D a D a I

÷

÷

= + + + + , and write simply

| |

( ) ( )

rt rt

p D e p r e = . In the case of a

homogeneous system, this means we would have

| | ( ) ( ) 0

rt rt

p D e p r e = = for all t, and this is only possible

when ( ) 0 p r = , i.e. when r is a root of the characteristic polynomial (called a characteristic root). According to

the Fundamental Theorem of Algebra, we should, in principle, be able to fact ( ) p r into a product of linear and

irreducible quadratic factors and produce n roots, possible with multiplicity, and possibly including complex

conjugate pairs.

If the ODE is not homogeneous but is in the simple form

| |

( ) ( )

rt

p D x t ae = for some (possibly complex)

numbers a and r, we can use the method of undetermined coefficients to produce a particular solution. That is, if

we let ( )

rt

x t Ae = , this will be a particular solution if:

| |

1 1

1 1 0 1 1 0

( ) ( ) ( )

rt n n rt n n rt rt rt

n n

p D Ae D a D a D a I Ae A r a r a r a e Ap r e ae

÷ ÷

÷ ÷

( = + + + + = + + + + = =

¸ ¸

Cancellation of the exponential factors and division by ( ) p r gives

( )

a

p r

A = , so ( )

( )

rt

p

ae

x t

p r

= .

Exponential Response Formula (ERF): Suppose the ODE

| |

( ) ( )

rt

p D x t ae = has characteristic polynomial

( ) p s and that r is not a characteristic root, then a particular solution will be ( )

( )

rt

p

ae

x t

p r

= .

This result can make easy work of solving constant coefficient linear ODE’s in this form.

Example: Solve the ODE

3

3 2 5

t

x x x e + + = with (0) 2 x = , (0) 3 x = .

Solution: The characteristic polynomial is

2

( ) 3 2 ( 2)( 1) p s s s s s = + + = + + . This gives roots

1

2 s = ÷ ,

2

1 s = ÷ ,

and the homogeneous solutions are of the form

2

1 2

( )

t t

h

x t c e c e

÷ ÷

= + . If we use the Exponential Response

Formula, we calculate (3) 9 9 2 20 p = + + = , so a particular solution is

3 3

3

1

4

5 5

( )

(3) 20

t t

t

p

e e

x t e

p

= = = . The general

solution is therefore

2 3

1 2

1

4

( )

t t t

x t c e c e e

÷ ÷

= + + . Differentiation gives

2 3

1 2

3

4

( ) 2

t t t

x t c e c e e

÷ ÷

= ÷ ÷ + . Evaluating

these at 0 t = gives

1 2

1 2

1 2

1

4 23

4 3

4

(0) 2

4,

(0) 2 3

x c c

c c

x c c

¦ ¹ = + + =

¦ ¦

¬ = ÷ =

´ `

= ÷ ÷ + =

¦ ¦

¹ )

, so

2 3

23 1

4 4

( ) 4

t t t

x t e e e

÷ ÷

= ÷ + + .

Next time we’ll apply the Exponential Response Formula to the case where the input is sinusoidal or a product

of a sinusoidal function and an exponential function. Both cases are handled the same way using complex

replacement and the Exponential Response Formula. This approach is especially beneficial if we express the

solution in terms of gain and lag.

Notes by Robert Winters