Review Topics

1.Differential Equations
2.Matrix eigenvalue problem
 First and Second-order Differential Equations
Homogeneous Examples: General Solution: A solution that satisfies the differential equation
a) x  x  0 and the associated initial conditions.
b) x  x  x  0
Particular Solution: A solution that satisfies the differential equation,
Nonhomogeneous: but not necessarily the initial conditions.
x  x  sin 2t
Steady-state Solution: Solution is constant or remains bounded
as time approaches infinity.
First-order Homogeneous ode
Initial Condition Response
x  x  0; x(t0 )  x0
Solution:Try, x(t )  ae s (tt0 ) ,
a and s are undetermined constants.
Units of a and x are the same, units of s : radians/sec.
Determine the characteristic equation and its root (eigenvalue).
What is the requirement for the response to be bounded?
Second-order Homogeneous ode
x  x  x  0 ; x(t0 )  x0 , x (t0 )  x0
Solution:Try, x(t )  ae s (tt0 ) .
Determine the characteristic equation and eigenvalues.
Vector-Matrix form higher-order odes
Express the second-order differential equation as two first-order equations
and present in matrix form (state-space form):

x = − x − x + u;
x : angle, x : angular velocity, u : control torque
T
x = x1 , x = x2 ; x = [ x1 x2 ]
0 1 0 
x =   x +   u; x = Ax + Bu
 −1 −1 1 
Solve the homogeneous matrix equation for initial condition response.
x = Ax; x(t0 ) = x 0
Try, x(t ) = αe s (t −t0 ) .
Characteristic equation: det ( sI - A) = 0 = s 2 + s + 1
Eigenvalues: s = −1/ 2 ± j 3 / 2
 Elementary I.C. Response solutions
from eigenvalues
complex roots (eigenvalues): s    j , response, y  (c1 cos t  c2 sin t )et
single real root: s   , y  cet
two repeated roots : s1,2   , y  (c1  c2t )et
single root at the origin, y  c
two roots at the origin, y  c1  c2t (considered unstable for c2  0)

Response will decay if   0.

Response will be oscillatory if   0
Frequency of oscillation is .
 Important Identity
For a real A matrix, eigenvalues and eigenvectors,
if complex, occcur as conjugate pairs.
The response will be real.
y = (a + jb)e(α + j β )t + (a − jb)e(α − j β )t
= (a + jb)eα t (cos β t + j sin β t ) + (a − jb)eα t (cos β t − j sin β t )
= 2eα t (a cos β t − b sin β t )
Response decays if the real parts of the eigenvalues are negative.
Eigenvalues reveal stability and response characteristics:
(frequency, damping ratio, time-to-half (double) amplitude, time constant).
Eigenvectors show participation of the variables in a mode.
The modes and the eigenvalues make up the response.
Qualitative Nature of Solutions
Indicate the nature of the solution for each differential equation for non-zero intial conditions:
i) oscillatory with increasing/decreasing/constant amplitude;
ii) non-oscillatory with increasing/decreasing/constant amplitude;
a ) x  0
b) x  0
c) x  x  0
d ) x  x  0
e) x  x  0
f) x  x  0
g) x  x  x  0
h) x  x  x  0
i ) x  x  x  0