MCT 456 Dynamic Modeling and Simulation

Review of ODEs and Laplace

Transform
Dr. Ahmed Asker
Production and Mechanical Design Engineering
Department
Mansoura University
2019/2020
 Ordinary Differential Equations

 An ordinary differential equation (ODE) is an equation

containing ordinary, but not partial, derivatives of the dependent
variable.
 Because the subject of system dynamics is time-dependent
behavior, the independent variable in our ODEs will be time t.
 We will often denote the time derivative with an over-dot, as
𝑑𝑥 𝑑2 𝑡
𝑥= 𝑥= 2
𝑑𝑡 𝑑𝑡
 Initial value problem is ODE+ Initial conditions
 Generally, all functions of the dependent variable are placed on
the left-hand side of the equal (=) sign.
3𝑥 + 7𝑥 + 2𝑡 2 𝑥 = 0 Homogeneous ODE
3𝑥 + 7𝑥 + 2𝑡 2 𝑥 = 5 + sin 𝑡 Nonhomogeneous ODE

MCT 456 Dynamic Modeling and Simulation Dr. Ahmed Asker 2

 Ordinary Differential Equations

INITIAL CONDITIONS
 ODE Problem: 𝑦 𝑡 = −0.1𝑦 𝑡 + 100𝑒 −0.1𝑡
 A range of Initial Conditions is specified (ICs):

𝑦0 = −1000: 50: 1000

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 Ordinary Differential Equations

SEPARATION OF VARIABLES
 Use separation of variables to solve the following problem for 𝑡
≥ 0.
𝑥 + 2𝑥 = 0, 𝑥 0 =3
Solution
𝑑𝑥
= −2𝑥
𝑑𝑡
𝑥(𝑡) 𝑡
𝑑𝑥
= −2 𝑑𝑡
3 𝑥 0
ln 𝑥(𝑡) − ln 3 = −2𝑡
𝑥 𝑡 = 3𝑒 −2𝑡

MCT 456 Dynamic Modeling and Simulation Dr. Ahmed Asker 4

 Ordinary Differential Equations

MATLAB Code
t=linspace(0,10,100);
Fun1=@(t,x) -2*x;
y=ode45(Fun1,t,3);
hold on
plot(y.x,y.y)
plot(t,3*exp(-2*t),'r--')
grid on
xlabel('t(s)');
ylabel('x(t)');

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 Ordinary Differential Equations

SEPARATION OF VARIABLES
 Use separation of variables to solve the following problem for 𝑡
≥ 0.
𝑥 + 2𝑥 = 20, 𝑥 0 =3
Solution

𝑥 𝑡 = 10 − 7𝑒 −2𝑡

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 Ordinary Differential Equations

MATLAB Code
t=linspace(0,10,100);
Fun1=@(t,x) -2*x+20;
y=ode45(Fun1,t,3);
hold on
plot(y.x,y.y)
plot(t,10-7*exp(-2*t),'r--')
grid on
xlabel('t(s)');
ylabel('x(t)');

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 Ordinary Differential Equations

TRIAL-SOLUTION METHOD (First order equations)

 For 𝑎 ≠ 0 solution of the equation
𝑥 + 𝑎𝑥 = 𝑏
 Its solution has the form
𝑥 𝑡 = 𝐶 + 𝐷𝑒 𝑠𝑡
where 𝐶, 𝐷, and 𝑠 are constants to be determined.

 The only way this equation can be true is if 𝑠 + 𝑎 = 0 and 𝑎𝐶 =

𝑏. Thus 𝑠 = −𝑎 and 𝐶 = 𝑏/𝑎. The remaining constant, 𝐷, can be
determined from the initial value 𝑥(0) as follows.

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 Ordinary Differential Equations

TRIAL-SOLUTION METHOD (Second order equations)

𝑎𝑥 + 𝑏𝑥 + 𝑐𝑥 = 0
 Let 𝑥 𝑡 = 𝑒 𝑟𝑡
𝑒 𝑟𝑡 𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0
Because 𝑒 𝑟𝑡 is never zero
𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0
Now the auxiliary (characteristic) equation is just a quadratic, and
its roots are

The solution of the equation can be given as

𝑥 𝑡 = 𝑐1 𝑦1 𝑡 + 𝑐2 𝑦2 (𝑡)

MCT 456 Dynamic Modeling and Simulation Dr. Ahmed Asker 9

 Ordinary Differential Equations

 Solve the following problem for 𝑡 ≥ 0.

𝑥 + 2𝑥 − 𝑥 = 0, 𝑥 0 = 0, 𝑥 0 = −1
𝑟 2 + 2𝑟 − 1 = 0
−2 ± 44 + 4
𝑟1,2 = = −1 ± 2
2
𝑥 𝑡 = 𝑐1 𝑒 −1+ 2 𝑡 + 𝑐2 𝑒 −1− 2 𝑡
Using the initial condition
0 = 𝑐1 𝑒 0 + 𝑐2 𝑒 0
−1 = −1 + 2 𝑐1 𝑒 0 + −1 − 2 𝑐2 𝑒 0
Get
2 −1+ 2 𝑡
2 −1− 2 𝑡
𝑥 𝑡 =− 𝑒 + 𝑒
4 4

MCT 456 Dynamic Modeling and Simulation Dr. Ahmed Asker 10

 Ordinary Differential Equations

MATLAB Code
t=linspace(0,10,100);
Fun1=@(t,y) [y(2);y(1)-2*y(2)];
[t,y]=ode45(Fun1,t,[0;-1]);
hold on
plot(t,y(:,1))
plot(t,-sqrt(2)/4*exp((-
1+sqrt(2))*t)+sqrt(2)/4*exp((-1-
sqrt(2))*t),'r--')
grid on
xlabel('t(s)');
ylabel('x(t)');

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 Ordinary Differential Equations

TRIAL-SOLUTION METHOD (Second order equations)

 When 𝑏 2 − 4𝑎𝑐 < 0, the roots of the auxiliary equation are
complex conjugate

 Using
𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃
 Get
𝑥 𝑡 = 𝑐1 𝑒 𝛼𝑡 cos 𝛽𝑡 + 𝑖 sin 𝛽𝑡 + 𝑐2 𝑒 𝛼𝑡 (cos 𝛽𝑡 − 𝑖 sin 𝛽𝑡)

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 Ordinary Differential Equations

 Solve the initial value problem

𝑦 + 2𝑦 + 2𝑦 = 0; 𝑦 0 = 0, 𝑦 0 =2

𝑦 𝑡 = 2𝑒 −𝑡 sin 𝑡

MCT 456 Dynamic Modeling and Simulation Dr. Ahmed Asker 13

 Ordinary Differential Equations

MATLAB Code
t=linspace(0,10,100);
Fun1=@(t,y) [y(2);-2*y(1)-
2*y(2)];
[t,y]=ode45(Fun1,t,[0;2]);
hold on
plot(t,y(:,1))
plot(t,2*exp(-t).*sin(t),'r--')
grid on
xlabel('t(s)');
ylabel('x(t)');

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 Laplace Transform Review

 The Laplace transform is defined as

 The Laplace transform provides a systematic and general method

for solving linear ODEs, and is especially useful either for
nonhomogeneous.
 It converts linear differential equations into algebraic relations
that can be handled easily.

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 Laplace Transform Review

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 Laplace Transform Review

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 Laplace Transform Review

 Find the Laplace transform, 𝑌 𝑠 to the following differential

equation,
𝑑2 𝑦 𝑑𝑦
2
+ 12 + 32𝑦 = 32𝑢 𝑡
𝑑𝑡 𝑑𝑡
 Assuming that all initial conditions are zero and 𝑢 𝑡 = 1
2
32
𝑠 𝑌 𝑠 + 12𝑠𝑌 𝑠 + 32𝑌 𝑠 =
𝑠
32 32
𝑌 𝑠 = 2
=
𝑠 𝑠 + 12𝑠 + 32 𝑠 𝑠+4 𝑠+8

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 Partial-Fraction Expansion

Case 1. Roots of the Denominator of 𝑭(𝒔) Are Real and Distinct

2
𝐹 𝑠 =
(𝑠 + 1)(𝑠 + 2)
Solution
2 𝑘1 𝑘2
= +
(𝑠 + 1)(𝑠 + 2) 𝑠 + 1 𝑠 + 2
 Let Multiply by (𝑠 + 1) and set 𝑠 = −1
2
= 𝑘1 → 𝑘1 = 2
(−1 + 2)
 Multiply by (𝑠 + 2) and set 𝑠 = −2
2
= 𝑘2 → 𝑘2 = −2
(−2 + 1)
 𝑓(𝑡) is the sum of the inverse Laplace transform of each term, or
𝑦 𝑡 = 2𝑒 −𝑡 − 2𝑒 −2𝑡
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 Partial-Fraction Expansion

Case 2. Roots of the Denominator of 𝑭(𝒔) Are Real and Repeated

2
𝐹 𝑠 =
𝑠+1 𝑠+2 2
Solution
2 𝑘1 𝑘2 𝑘3
2
= + 2
+
𝑠+1 𝑠+2 𝑠+1 𝑠+2 𝑠+2
 Let Multiply by (𝑠 + 1) and set 𝑠 = −1
2 2
𝑘1
= 𝑠+2 + 𝑘2 + 𝑠 + 2 𝑘3
𝑠+1 (𝑠 + 1)
2
2
= 𝑘1 → 𝑘1 = 2
−1 + 2
 Let Multiply by 𝑠 + 2 2 and set 𝑠 = −2
2
= 𝑘2 → 𝑘2 = −2
(−2 + 1)

MCT 456 Dynamic Modeling and Simulation Dr. Ahmed Asker 20

 Partial-Fraction Expansion

Case 2. Roots of the Denominator of 𝑭(𝒔) Are Real and

Repeated
2
𝐹 𝑠 =
𝑠+1 𝑠+2 2
Solution
 To find 𝐾3 , we differentiate
2 2
𝑘1
= 𝑠+2 + 𝑘2 + 𝑠 + 2 𝑘3
𝑠+1 (𝑠 + 1)
with respect to s,
−2 𝑠+2 𝑠
2
= 2
𝑘1 + 𝑘3
𝑠+1 𝑠+1
Let 𝑠 = −2 get 𝑘3 = −2
 𝑓(𝑡) is the sum of the inverse Laplace transform of each term, or
𝑦 𝑡 = 2𝑒 −𝑡 − 2𝑡𝑒 −2𝑡 − 2𝑒 −2𝑡
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 Partial-Fraction Expansion

Case 3. Roots of the Denominator of 𝑭(𝒔) Are Complex or

Imaginary
3
𝐹 𝑠 =
𝑠 𝑠 2 + 2𝑠 + 5
Solution
 This function can be expanded in the following form:
3 𝑘1 𝑘2 𝑠 + 𝑘3
2
= + 2
𝑠 𝑠 + 2𝑠 + 5 𝑠 𝑠 + 2𝑠 + 5
3
 𝐾1 is found in the usual way to be 𝐾2 and 𝐾3 can be found by
.
5
first multiplying by the lowest common denominator 𝑠(𝑠 2 +

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 Partial-Fraction Expansion

Case 3. Roots of the Denominator of 𝑭(𝒔) Are Complex or Imaginary

3 2 6
3 = 𝑘2 + 𝑠 + 𝑘3 + 𝑠+3
5 5
3 6
 Balancing coefficients, 𝑘2 + = 0 and 𝑘3 + = 0
5 5
3 6
𝑘2 = − , 𝑘3 = −
5 5
 𝑓(𝑡) is the sum of the inverse Laplace transform of each term, or
3 3 5 3 𝑠+2
2
= −
𝑠 𝑠 + 2𝑠 + 5 𝑠 5 𝑠 2 + 2𝑠 + 5
3 5 3𝑠 + 1 + 1 2 2
= −
𝑠 5 𝑠 + 1 2 + 22
 𝑓(𝑡) is the sum of the inverse Laplace transform of each term, or
3 3 −𝑡 1
𝑓 𝑡 = − 𝑒 cos 2𝑡 + sin 2𝑡
5 5 2
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 Questions

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