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Chapter #1

Introduction

1st order dynamics

2nd order dynamics

Nonhomogeneous differential equations

Chapter 1 EEE3001- 8013

Introduction

other in such a way that they create and hence define a unity that performs a

certain objective.

“satisfactory” performance.

dx d 2x

ΣF = ma ⇔ f − f friction = ma ⇔ f − Bω = ma ⇔ f − B = m 2

dt dt

Chapter 1 EEE3001- 8013

dx

First order ODEs: = f ( x, t )

dt

Analytical solution: Explicit formula for x(t) (a solution which can be found

dx

using separate variables, integrating factor…) which satisfies = f ( x, t )

dt

Example:

dx

The ODE = a has as a solution x(t ) = at .

dt

dx

First order Initial Value Problem : = f ( x, t ), x(t 0 ) = x0

dt

dx

Analytical solution: Explicit formula for x(t) which satisfies = f ( x, t )

dt

and passes through x0 when t = t0

Example:

dx

= a ⇔ ∫ dx = ∫ adt ⇔ x(t ) = at + C ⇒ x(0 ) = C ⇒ x(t ) = at + x0

dt

For that reason a different symbol is used for the above solution: φ (t , t 0 , x0 ) .

You must be clear about the difference to an ODE and the solution to an

IVP! From now on we will just study IVP unless otherwise explicitly

mentioned.

Chapter 1 EEE3001- 8013

x(t ) behaves. In order to do that we place one integrator, set the IC (in the

integrator block) and then we create the signal f ( x, t ) at the input of the

integrator. Remember the set the properties of the “Simulation parameters”

(I would say set the maximum step size to 1e-3) and of the “Scope” (change

in the Data History the option “Limit data points to last:”

Chapter 1 EEE3001- 8013

In order to improve the presentation of our results I set in the “Save data to

workspace” option the following:

That way, once we run the simulation, we have in the command window the

matrix s which has in tits first column the values of the time and in the

second the values of our solution:

Chapter 1 EEE3001- 8013

>> plot(s(:,1),s(:,2))

0.115

0.11

0.105

0.1

0.095

0.09

0 1 2 3 4 5 6 7 8 9 10

Chapter 1 EEE3001- 8013

General form: ⎨

⎩ax'+bx = c, Autonomous

Example: x'+ kx = u

Numerical Solution:

k=5, u=0.5

Gain

1

0.5 s

Constant Integrator Scope

0.1

0.08

0.06

0.04

0.02

0

0 1 2 3 4

Chapter 1 EEE3001- 8013

k=0.5, u=sin(10t)

Gain

0.5

1

s

Sine Wave Integrator Scope

0.2

0.15

0.1

0.05

-0.05

-0.1

0 5 10

Chapter 1 EEE3001- 8013

Analytical Solutions:

kdt k = const kt

e∫ = e

( )

e kt ( x'+ kx ) = e kt u ⇒ e kt x ' = e kt u

( )

⇒ ∫ e kt x ' dt = ∫ e kt udt

⇒ e kt x = ∫ e kt udt + c ⇒ x = e − kt ∫ e kt udt + e − kt c

t

or: x = e −kt

x(0 ) + e −kt

∫e

kt1

udt1

0

t

x=e −kt

x(0 ) + e −kt

∫e

kt1

udt1

0

Assuming that k>0 the first part is called transient and the second is called

steady state solution.

Chapter 1 EEE3001- 8013

~ y = ke jωt

y '+ k~

( )

y e kt ' = ke(k + jωt )

Integrating factor: e kt => ~

e (k + jωt ) ⇒

~ k

y e kt =

k + j ωt

k

~

y= e jωt ⇒

k + jωt

⎛ −1(ω ) ⎞

1 j ⎜ ωt − tan k

⎟

~

y= e ⎝ ⎠

1+ ω

2

k2

⎛ ⎛ −1(ω ) ⎞ ⎞

⎜ k ⎟⎟

−1(ω ) ⎞

j ⎜⎜ ωt − tan

1 ⎟ 1 ⎛

Re( y ) = Re⎜

~ e ⎝ ⎠⎟= cos⎜ ωt − tan k

⎟

⎜ ⎟ ⎝ ⎠

⎜ 1+ ω 2 1+ ω 2

2 2

⎟

⎝ k ⎠ k

1 ⎛ −1(ω ) ⎞

cos⎜ ωt − tan k ⎟

1+ ω

2 ⎝ ⎠

k2

Chapter 1 EEE3001- 8013

Example:

Gain2 X0

-1 eu 0.1

Clock

Math

Function

Gain3

Scope1

1 eu

Clock1 Product1

Math 1

Function1 s

Product Integrator1

Sine Wave1

0.25

Steady

state Overall Transient

0.2

0.15

0.1

0.05

-0.05

-0.1

-0.15

-0.2

0 2 4 6 8 10

Exercise: Find the response for k=0.5, u=1 and u=-1, initial conditions: 0, 1,

-1. Describe the system’s behaviour.

Autonomous 1st order ODEs => Liner Time Invariant (LTI) systems

dx

= f (x) (not t on RHS).

dt

Analytic solution: Can be solved as before: Transient and steady state part.

Chapter 1 EEE3001- 8013

d 2x

Second order ODEs: 2 = f ( x' , x, t )

dt

Second order linear ODEs with constant coefficients: x' '+ Ax'+ Bx = u

x' '+ Ax'+ Bx = 0 , assume x = e rt => x' = re rt & x' ' = r 2 e rt =>

− A ± A2 − 4B

r= , these are the Characteristic values or Eigenvalues.

2

Example:

2

Chapter 1 EEE3001- 8013

Numerical Solution:

4

Check ICs

Gain5

1 1

s s

Integrator3 Integrator2 Scope

Gain1

0.8

0.6

0.4

0.2

0

0 5 10

Chapter 1 EEE3001- 8013

Analytical Solution:

Gain2 Gain3

-3 eu -0.5

t Scope2

Clock Math

Function

Scope1

Gain4 Gain6

-1 eu 3/2

Math

Function1 Scope3

1.5

Overall

1 Part 2

0.5

Part 1

-0.5

0 5 10

Chapter 1 EEE3001- 8013

Example:

Numerical Solution

2

Check ICs

Gain5

1 1

s s

Integrator3 Integrator2 Scope

Gain1

Analytical Solution

Gain2 Gain3

-1 eu 1

t

Clock Math

Function

Gain6

Scope1

1

t*exp()

Product

Chapter 1 EEE3001- 8013

0.9 e-t

0.8

te-t

0.7 overall

0.6

0.5

0.4

0.3

0.2

0.1

0

0 2 4 6 8 10

Chapter 1 EEE3001- 8013

o Underdamped system A ≠ 0

Theorem: If x is a complex solution to a real ODE then Re(x) and Im(x) are

the real solutions of the ODE:

= e at (c1 cos(bt ) + c2 sin(bt ) ) = e at G cos(bt − φ )

, & φ = tan −1 ⎛⎜ ⎞

c1 c2

where G =

⎝ c1 ⎟⎠

cos⎛⎜ tan −1 ⎛⎜ 2 ⎞⎟ ⎞⎟

c

⎝ ⎝ c1 ⎠⎠

Numerical Solution

1

Check ICs

Gain5

1 1

s s

Integrator3 Integrator2 Scope

Gain1

Chapter 1 EEE3001- 8013

Analytical Solution

Gain2

u

-0.5 e

t

Clock

Math

Function Product Scope1

Gain3

Gain4

sqrt(3)/2 cos 1

bt

Trigonometric

Function

Gain6

sin 1/sqrt(3)

Trigonometric

Function1

1.5

C 1 cos(bt)

C 1 cos(bt)+C 2 sin(bt)

0.5

-0.5

C 2 sin(bt)

-1

-1.5

0 2 4 6 8 10

1.5

1 eat

C 1cos(bt)+C 2sin(bt)

0.5

-0.5

Overall

-1

-1.5

0 2 4 6 8 10

Chapter 1 EEE3001- 8013

then I would have two equal real roots).

0

Check ICs

Gain5

1 1

s s

Integrator3 Integrator2 Scope

Gain1

Gain2

u

0 e

t

Clock

Math

Function Product Scope1

Gain3

Gain4

1 cos 1

bt

Trigonometric

Function

Gain6

sin 0

Trigonometric

Function1

Chapter 1 EEE3001- 8013

0.8

0.6

0.4 Overall

0.2

-0.2

-0.4

-0.6

-0.8

-1

0 2 4 6 8 10

In all previous cases if the real part is positive then the solution will diverge

to infinity and the ODE (and hence the system) is called unstable.

Chapter 1 EEE3001- 8013

Root Space

jb

jb

a

a

Overdamped No Two exponentials:

e k1t , e k 2 t , k1 , k 2 < 0

Critically No Two exponentials:

damped

e kt , te kt , k < 0

Underdamped Yes One exponential and one

cosine e kt , cos(ωt ) , k < 0

Undamped Yes one cosine cos(ωt )

Chapter 1 EEE3001- 8013

− A ± A 2 − 4 B − 2ζω n ± (2ζω n )2 − 4ω n2

r= =

2 2

r = −ζω n ± ζ 2ω n2 − ω n2

ζ >0

1. Real and unequal ζ 2ω n2 > ω n2 ⇔ ζ 2 > 1 ⇒ ζ > 1 => Overdamped system

ζ >0

3. Complex ζ 2

ω n2 < ω n2 ⇔ ζ < 1 ⇒ ζ < 1 => Underdamped systems

2

implies ζ < 1 ;

ωd =ωn 1−ζ 2

= − ζω n ± jω d => x = e −ζωnt G cos(ω d t − φ ) ; ω d is called damped

frequency or pseudo-frequency.

Chapter 1 EEE3001- 8013

x = G cos(ω n t − φ ) ; so when there is no damping the frequency of the

oscillations = natural frequency. x = G cos(ω n t − φ )

5. In all the previous cases if ζ > 0 then the transient part tends to zero. If

ζ <0 then the system will diverge to infinity with or without

oscillations.

Chapter 1 EEE3001- 8013

Assume a particular solution of the nonhomogeneous ODE: xp

R

o If u(t)=R=cosnt => x P =

B

Then all the solutions of the NHODE are x = x P + c1 x1 + c2 x2

So we have all the previous cases for under/over/un/critically damped

systems plus a constant R/B.

If complementary solution is stable then the particular solution is called

steady state.

Example:

Chapter 1 EEE3001- 8013

Numerical Part

1 1

s s

Integrator1 Integrator Scope

Gain1

2

Constant

Gain2

Scope2

u

-0.5 e

t exp(-at)

Clock Scope1

M ath

Function

Gain4 Gain5

Product

bt sin(bt)

T rigonom etric

Function

Gain3

Scope5

cos -1

cos(bt)

T rigonom etric Scope4

Function1

Scope3

2.5

1.5

Particular solution

Overall

1

Homogeneous solution

0.5

-0.5

-1

0 2 4 6 8 10

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