Solution of Linear Differential Equations with forcing

function x(t) = δ(t)

Tapas Kumar Bhattacharya
IIT Kharagpur
July 26, 2019

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Tapas Kumar Bhattacharya Linear Differential Equations with x(t) = δ(t) 2

Contents
1 Solution of differential equation when forcing function is an Impulse 3

2 Application of convolution: Importance of Impulse response 5

2.1 Example-1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Example-2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Example-3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

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Tapas Kumar Bhattacharya Linear Differential Equations with x(t) = δ(t) 3

1 Solution of differential equation when forcing function is

an Impulse
Suppose we want to solve the following linear differential equation with a unit impulse forcing
function.
dy
+ 3y = δ(t)
dt
The solution requires a different approach altogether because of the tricky nature of the impulse
function as recapitulated below.

Impulse or Delta function : δ(t)

In figure 1(a), a unit impulse function is shown. The function is shown as thin rectangular pulse,

δ( t)
δ( t−τ)
11
00 δ( t−τ) 1
0
00
11 0
1
00
11 1 0
1
00
11
00
11
__ _ 1
0
0
1
00
11 +
_
o11
00 + h t τ 10
0
1 τ
00o
11 0
1
ο τ t ο τ t
t=0 S
h
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(a) Unit impulse at origin (b) Shifted unit impulse at t = τ (c) Representation of unit impulse

Figure 1: Impulse function

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centered around the the origin. The width of the pulse is shown to be h and it’s height to be 1/h.
The area enclosed by the pulse is unity, no matter whatever is the value of h you choose. This
general rectangular pulse will become an unit impulse function as h → 0 i.e., h = 0+ − 0− , where
0+ and 0− are small perturbations in time in the negative and positive direction of time axis around
t = 0. So the the height of the pulse tends to infinity and width tends to zero. Thus no point in
talking about the functional value of this function at t = 0. However area under the impulse is
finite and equal to unity and this can be mathematically described as:
Z ∞ Z 0+
δ(t) dt = δ(t) dt = 1 since elsewhere, δ(t) = 0
−∞ 0−

dy
Coming back to the problem of solving the equation + 3y = δ(t). Since δ(t) has no finite
dt
R 0+
functional value at t = 0. It will be prudent to transform the RHS to the form 0− δ(t) dt since
this integral has a finite value of 1. It is interesting to note that LHS of the equation must give an
Tapas Kumar Bhattacharya Linear Differential Equations with x(t) = δ(t) 4

impulse at t = 0 in order to balance the RHS which is an impulse. This can happen only and only
if y at t=0 has a step jump and dy
dt
then is an impulse at t = 0.

dy
+ 3y = δ(t)
dt
B.C is: y(0− ) = 0
Multiply both sides by dt & integrating from 0− to 0+ ,
Z 0+ Z 0+ Z 0+
dy
dt + 3 y dt = δ(t) dt
0− dt 0− 0−
Z 0+ Z 0+
or, dy + 3 y dt = 1
0− 0−
+
or, y(0 ) − y(0− ) + 3 × 0 = 1
∴ y(0+ ) = 1

Note for t > 0+ , δ(t) = 0, so we can reformulate the original problem as: solve dydt
+ 3y = 0 with
the boundary condition y(0+ ) = 1. The solution can now be written by inspection: y(t) = e−3t for
t > 0+ . Note that there is a step jump of y from t = 0− to t = 0+ and the amount by which this
jump takes place is equal to 1 in this case.
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For a second order linear differential, it can be shown that there will be a step jump of dy from
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dt
+
t = 0 to t = 0 and the amount by which this jump takes place is equal to the strength of the
−

impulse. To summarize:
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For a 1st order system jump will be in y

dy
For a 2nd order system jump will be in
dt
d2 y
For a 3rd order system jump will be in and so on
dt2
In each case value of the jump will be = Strength of the impulse

Thus from the initial conditions given at t = 0− , new initial conditions at t = 0+ are to be found
out and the differential equation is to be solved in the usual way assuming the forcing function to
be zero for t ≥ 0+ .
Tapas Kumar Bhattacharya Linear Differential Equations with x(t) = δ(t) 5

2 Application of convolution: Importance of Impulse re-

sponse
We know that if the response h(t) of a system is known when the excitation is an unit impulse
function δ(t), then the response y(t) of the system for any excitation x(t) is given by:
Z t Z t
y(t) = x(τ )h(t − τ ) dτ = h(τ )x(t − τ ) dτ
−∞ −∞

For a linear, time invariant system, h(t), the response due to an unit impulse δ assumes im-
portance because we can then find out the response of the system for any excitation x(t). In the
following examples we bring out this idea considering a series R − L circuit to be our system.

2.1 Example-1
Find out the time response i(t) when a series R − L circuit is excited with a unit impulse voltage
δ(t).

Answer
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The response of the system is the unit impulse response of the system.
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di
KVL gives: L + Ri = δ(t)
dt
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di R 1
+ i = δ(t)
dt L L
B.C is: i(0− ) = 0
Multiply both sides by dt & integrating from 0− to 0+ ,
Z 0+ Z +
di R 0+ 1 0
Z
dt + i dt = δ(t) dt
0− dt L 0− L 0−
Z 0+
R 0+ 1
Z
or, di + i dt =
0− L 0− L
R 1
or, i(0+ ) − i(0− ) + × 0 =
L L
1
∴ i(0+ ) =
L
Tapas Kumar Bhattacharya Linear Differential Equations with x(t) = δ(t) 6

So for t ≥ 0+ , impulse ceases to exist and the the circuit is short circuited. Therefore the current
i(0+ ) = L1 will exponentially decay with time constant RL
. So the impulse response is:
1 −Rt
h(t) = i(t) = e L
L

2.2 Example-2
Find out the time response i(t) when a series R − L circuit is excited with an unit step voltage i.e.,
x(t) = u(t).

Answer
We know that the unit impulse response of a series R − L circuit is:
1 −Rt
h(t) = ih (t) = e L
L
Now using the convolution theorem, the response due to unit step voltage is:
Z t
i(t) =
S u(τ )h(t − τ ) dτ
−∞
Z t
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or, i(t) = h(t − τ ) dτ
0
Z t
1 − R (t−τ )
or, i(t) = e L dτ
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0 L
1 −Rt t Rτ
Z
or, i(t) = e L e L dτ
L 0
1 L −Rt h Rt i
or, i(t) = × e L e −1
L
L R
1  R

Finally i(t) = 1 − e− L t
R

The result obtained correct; same as obtained by other means.

2.3 Example-3
Find out the time response i(t) when a series R − L circuit is excited with a sinusoidal voltage i.e.,
f (t) = Vmax sin ωt u(t).
Tapas Kumar Bhattacharya Linear Differential Equations with x(t) = δ(t) 7

Answer
We know that the unit impulse response of a series R − L circuit is:
1 −Rt
h(t) = ih (t) = e L
L
Now using the convolution theorem, the response due to f (t) = Vmax sin ωt u(t) is:
Z t
i(t) = Vmax sin ωτ u(t) h(t − τ ) dτ
−∞
Z t
or, i(t) = Vmax sin ωτ h(t − τ ) dτ
0
Z t
1 − R (t−τ )
or, i(t) = e L Vmax sin ωτ dτ
0 L
Vmax − R t t R τ
Z
or, i(t) = e L e L sin ωτ dτ
L 0
eax
 
−1 b
Z
ax
but we know, e sin bx dx = √ sin bx − tan
a2 + b2 a
R
identifying a = L & b = ω
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t
R
eLτ
  
Vmax − R t ωL 
or, i(t) = e L q sin ωτ − tan−1
L R2
+ ω 2 R 
L2
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τ =0
 
Vmax ωL
Simplifying, we get, i(t) = √ sin ωt − tan−1
2
( R +ω L ) 2 2 R
 
Vmax −R t ωL
− √ e L sin − tan −1
( R2 + ω 2 L2 ) R

The result obtained correct; same as obtained by other means.