Dynamic Systems Mathematical Topics 031906 DYNSYS

Complex Analysis, Differential
Equations, and Laplace Transform
Peter Avitabile
Mechanical Engineering Department
University of Massachusetts Lowell
22.451 Dynamic Systems Mathematical Topics
Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
Complex Analysis
z = x + jy = x + iy
Where:
i = j = 1
Real part of the function

Imaginary part of the function
Re(z) = x
Im(z) = y
Addition
z1 = x1 + jy1
z 2 = x 2 + jy 2
z1 + z 2 = (x1 + x 2 ) + j(y1 + y 2 )
Dr. Peter Avitabile

Complex Numbers Multiplication and Division

Multiplication
z1 z 2 = (x1x 2 y1y 2) + j(x1y 2 + x 2 y1)
z1 z1 * = x12 + y12
where: z1* = complex conjugate
and: z1* = x jy
if:
Division
z1 = x + jy
x1 + jy1
x1 + jy1 x 2 jy 2
=
x 2 + jy 2 x 2 + jy 2 x 2 jy 2
(
x1x 2 + y1y 2 ) + j(y1x 2 y 2 x1 )
=
x 22 + y22
Dr. Peter Avitabile

Example Complex Number Multiplication

Perform the following multiplication and express
the result in rectangular form.
( 2 + j5)(3 j2)
Solution: Treating the two complex numbers as

binomials, the product is obtained as
( 2 + j5)(3 j2)
= 6 + j19 + 10
= 6 + j4 + j15 j 10
= 4 + j19
4
Dr. Peter Avitabile

Example Complex Number Division

Perform the following division of complex numbers and
express the result in rectangular form.
1 + j3
2 + j5
Solution:
1 + j3 2 j5 13 + j11 13 j11
=
+
=
2 + j5 2 j5
29
29 29
Dr. Peter Avitabile

Example Complex Conjugate

Given:
z = 1 + 2 j
Evaluate:
zz *
Solution:
zz* = ( 1 + 2 j)( 1 2 j)
= ( 1) + (2 ) = 5
2
Dr. Peter Avitabile

Complex Conjugates
Location of Complex
Conjugates in the
Complex Plane
x jy
Dr. Peter Avitabile

Complex Numbers in Polar Form
x = r cos
y = r sin
z = x + jy
Dr. Peter Avitabile

Polar Form - Eulers Formula

j
e = cos + j sin
z = x + jy = r cos + j r sin
z = r (cos + j sin ) = r e
r = z = Re{z} + Im{z} = x 2 + y 2
2
y
= tan
x
(positive in ccw direction )
Dr. Peter Avitabile

Example
Express the complex number
z = 3+ j 3
in polar form.
Solution:
3
=
= tan
6
3
z = 12 = 2 3
z=2
j
6
3e
10
Dr. Peter Avitabile

Example
Determine the location and the phase angle of
the complex number:
2
1 + j
Solution: Express this number in standard
rectangular form by multiplying its numerator and
denominator by the conjugate of the denominator.
2
1 j 2 2 j
=
= 1 j
1+1
1+ j 1 j
Location = third quadrant
Phase Angle = +225 or -135
11
Dr. Peter Avitabile

Multiplication and Division (Polar Form)

Multiplication
z1 = r1e
j1
; z 2 = r2e
z1z 2 = r1r2e j( + )
1
Division
j 2
z1 r1 j( )
= e
z 2 r2
1
Complex Conjugate
z1* = re
j1
z z* = re j re j = r 2
1
12
Dr. Peter Avitabile

Complex Functions
Complex Variable, s
s = + j
G (s) = K
N(s)
=
D(s)
s m + a1s m 1 + K + a m 1s + a m
s n + b1s n 1 + K + b n 1s + b n
(where m < n )
13
Dr. Peter Avitabile

Complex Function
The complex function can be expressed in POLE-ZERO form as:
(
s z1 )(s z 2 )K (s z m )
G (s) = K
(s p1 )(s p 2 )K (s pn )
The roots of the numerator are referred to as ZEROS.
The roots of the denominator are referred to as POLES.
Often this can be written is partial fraction form as:
a1
a2
an
G (s) =
+
+K
s p1 s p 2
s pn
14
Dr. Peter Avitabile

Example
Express the given complex function in pole-zero form. Identify
the zeros and the poles, as well as the multiplicity of each.
G (s) =
2s + 1
s(s + 2 )2 (10s + 3)
Solution: G(s) can be written in pole-zero form as:
G (s) =
2(s + 0.5)
10s(s + 2 )2 (s + 0.3)
s + 0.5
1
=
5 s(s + 2 )2 (s + 0.3)
Simple zero: s=-0.5
Two simple poles: s=0 and s=-0.3
Double pole: s=-2
15
Dr. Peter Avitabile

Differential Equations
1st Order ODE
1
x& + x = f ( t ) for ( > 0 )
is the time constant
2nd Order ODE
&x& + 2n x& + n 2 x = f ( t )
- damping ratio
cc critical damping
n natural frequency
c
2 k
= ; cc = 2mn ; n =
cc
m
16
Dr. Peter Avitabile

2nd Order ODE

2nd order 2 integrals/derivatives 2 constants
Initial Value Problem
Constant Coefficients time independent
x is dependent variable t is independent
If coefficients do not depend on x, then the
equations are linear (linear superposition possible)
Has Xh and Xp homogeneous & particular
17
Dr. Peter Avitabile

Example Types of ODEs

First-order, linear with
constant coefficients
Second-order, linear with
constant coefficients
Second-order, linear
2x& + x = 0
&x& + 3x& + 9x = 2 sin t
&x& + (2t 1)x& + 2x = 0
x& + (sin t )x = sin 3t
First-order, linear
2
&
2x + x = t
&x& + (x +1)x& + 9x = 0
First-order, nonlinear
Second-order, nonlinear
If the coefficients are constants or functions of t, the ODE is

linear. Otherwise it is non-linear.
*Highest derivative identifies the order
18
Dr. Peter Avitabile

Example 1st Order ODE

Consider the single-tank, liquid-level system shown in the
figure below. The mathematical model of this system is given
by the following first-order, linear ODE with constant
coefficients.
Flowrate
IN
RA &
R
h + h = qi (t)
g
g
Level
19
Flowrate
OUT
Dr. Peter Avitabile

Example 1st Order ODE

The ODE can easily be expressed in the standard form as:
1
g
h = qi (t)
h& +
A
RA
As a result, the systems time constant is identified as:
RA
=
g
20
Dr. Peter Avitabile

Free Response First Order

Homogeneous Solution
1
x& + x = 0 > 0
Characteristic Equation
1
1
+ =0 =
The solution becomes
x ( t ) = ce
21
Dr. Peter Avitabile

Step Response First Order

Consider a 1st order system described as:
Ax& + Bx = f ( t )
And subjected to a step input.
dx
f(t)
+ x =
dt
B
In standard form:
dx
1
f(t)
+
x =
dt
A
22
Dr. Peter Avitabile


First Order homogeneous response is in the form of
an exponential function
yh (t) = e
where
The solution is
y( t ) = Ce
1
=
+ yp (t)
where C is determined from initial condition for a

particular solution and yp indicates the particular
solution.
23
Dr. Peter Avitabile


If the system is subjected to a step change
= 0 t 0
f ( t ) = s ( t )
= 1 t > 0
The particular solution can be found to be
y( t ) = Ce
+1
Given the initial conditions when the system is

initially at rest (t=0, ys(0)=0 requires that C=-1
which then gives
y( t ) = 1 e
24
Dr. Peter Avitabile


Step Response - First Order
95.0
Percentage of Response
86.5
63.2
0.1
3
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Time (sec)
25
Dr. Peter Avitabile


Response is broken up into two regions:
1. Transient region where system is still responding
dynamically
2. Steady-state region where system has reached its final
value
Note: There is no clear break point; often, 3, 4, or 5 is
chosen based on desired accuracy
The initial slope of the response may be found

by differentiating y(t) to give
dy 1
=
dt
26
Dr. Peter Avitabile


Using the following equation
Ax& + Bx = f ( t )
HOMEWORK ASSIGNMENT ----Calculate the response by hand and plot by hand.
Let A = month and B = day of your birthday
Use MATLAB to confirm your results
27
Dr. Peter Avitabile

Transfer Function of Step Response

Diff. Eq.
reduces to
or
Ax& + Bx = f ( t )
A
x& + x =
B
1
x& + A x =

B
1
f (t)
B
1
f (t)
A
Transferring to the LaPlace domain:

Transfer
Function is
1

x(s) A
=
f(s) (s + AB )
28
Dr. Peter Avitabile


Using MATLAB and the equivalent Laplace form,
the system transfer function is described as
1
A
B
1
S + =
B
A
A
S +
A
NUM = [0 1/A];
DEN = [1 B/A];
step(NUM,DEN)
Step Response - First Order
95.0
Percentage of Response
86.5
63.2
2
0.1
3
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Time (sec)
29
Dr. Peter Avitabile

Free Response Second Order

Homogeneous Solution
&x& + 2n x& + n 2 x = 0
Characteristic Solution
2 + 2n + n 2 = 0
1, 2 = n
(n )2 n 2
= n n 2 1
c
=
;
cc
cc = 2mn ;
30
k
=
m
Dr. Peter Avitabile


For purposes of development of these general
equations a simple mass, spring, dashpot system will
be used.
Equation of motion is
obtained from Newtons
f(t)
second law
d2x
dx
m 2 + c + kx = f ( t )
dt
dt
m
c
x(t)
With I.C.s
x (0) = x o and x& (0) = x& 0
31
Dr. Peter Avitabile


A solution of the form
(m
x=
t fits
e
+ c + k e t = 0
Characteristic equation
c c 2 4mk
2
m + c + k = 0 =
2m
Solution has 2 roots and 3 possible solutions

depending on the term under the .
32
Dr. Peter Avitabile

c 2 < 4 mk
Free Response - Case 1
( < 1)
c 4mk c 2
=
2m
c
4mk c 2
1, 2 =
j
2m
2m
= j
(Two complex conjugate roots)
The solution is
(
(
+j)t
j)t
x h = Ae
+ Be
33
Dr. Peter Avitabile

e t
Factor out:
x h =e
(Ae
j t
+ Be jt
Recall that:
e j = cos + j sin ; e j = cos j sin

Then,
[A(cos t + j sin t ) + B(cos t j sin t )]

t
=e [c1 cos t + c2 j sin t ]
xh = e
34
Dr. Peter Avitabile

sin( x + y) = sin x cos y + cos x sin y
Using
equation can be written as
xh = ce
xh
sin ( t + )
t
= ce 2 m
2
m
4mk c 2
t +
sin
2m
35
Dr. Peter Avitabile


Now if we divide through by m, then
f
2
(homogeneous)
&x& + 2n x& + n x = = 0
m
where
c
c
=
= damping ratio =
c c 2 km
n = natural frequency =
x=e
n t
where
k
m
sin (d t + )
d = n 1 2
36
Dr. Peter Avitabile


For small --- n d
n is independent of damping
If c = 0, then n d
Solution response is always of the form of a
damped exponentially decaying sinusoidal form
Free Response - Damped Exponential Decay
2
1.5
Magnitude
1.
2.
3.
4.
0.5
0
0
0.5
1.5
2.5
-0.5
-1
-1.5
Tim e (sec)
37
Dr. Peter Avitabile

c 2 > 4 mk
Free Response Case 2
c
c 2 4mk
=
2m
2m
( > 1)
Two REAL Roots
x = c1e t + c 2e t
1
Recall
e = sinh + cosh; e = sinh cosh

Then
x = c3 sinh 1t + c 4 cosh 2 t
Solution of this type will always be of the form
of a lag in the system.
38
Dr. Peter Avitabile


Response will have an exponential envelope but
will not have oscillatory motion about steady-state.
Damping > 1
0.1
0.09
0.08
Amplitude
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Time (sec)
39
Dr. Peter Avitabile

c 2 = 4mk
c
1 = 1 =
2m
= 1)
Two REAL REPEATED Roots
x = c1e t + c 2 te t
1
Solution of this type will also be in the form of a

lag to the system, but this system will return to
steady state faster than any other damping
without overshoot.
This is the break point between structural
dynamics and controls problems.
40
Dr. Peter Avitabile

Free Response - Summary
< 1
= 1
> 1
41
Dr. Peter Avitabile

S-plane Representation
X Conjugate
Poles
Repeated
Roots
= 1
Real Roots
> 1
< 1
1 = n + jd
1, 2 = n
1* = n jd
42
Dr. Peter Avitabile

S-PLANE PLOTS
FOR IMPULSE
RESPONSE
OF A SINGLE
DEGREE OF
FREEDOM
MECHANICAL
SYSTEM
FRF
TIME
FRF
FRF
TIME
TIME
= 0.1
=0
= 0.3
FRF
TIME
= 0.7
= 1.0
TIME
> 1.0
TIME
STABLE
43
UNSTABLE
Dr. Peter Avitabile

Example 1.12
Example from Dynamic Systems by Vu and Esfandiari

44
Dr. Peter Avitabile

Example 1.12 (cont)

45
Dr. Peter Avitabile

Example 1.13

46
Dr. Peter Avitabile

Example 1.14

47
Dr. Peter Avitabile

Example 1.16

48
Dr. Peter Avitabile

Example 1.16 (cont)

49
Dr. Peter Avitabile

Example 1.17

50
Dr. Peter Avitabile

Example 1.17 (cont)

51
Dr. Peter Avitabile

Example 1.18

52
Dr. Peter Avitabile

Example 1.18 (cont)

53
Dr. Peter Avitabile

Example 1.19

54
Dr. Peter Avitabile

Example 1.19 (cont)

55
Dr. Peter Avitabile

Using Matlab to Solve Differential Equations

Matlabs dsolve command is a common alternative
to solving complicated differential equations by
hand.
Example 1.17 will be solved again using Matlab
56
Dr. Peter Avitabile

Using Matlab to Solve Differential Equations

The same solution can be obtained with Matlab
and compared to the solution from Example 1.17.
5 t
1 4t
2t
x (t ) =
e
e
+ e
3
3
57
Dr. Peter Avitabile

Laplace Transform
Differential
Equations with force
or I.C. in time
domain
Laplace
Transform
using I.C.
Algebraic Equation
in
Laplace domain
Alternative:
Convolution Integral
(very difficult)
Closed-Form Solution
Inverse
Laplace
or
Numerical Solution
Time domain x(t)
Rearrange terms into

good form
Frequency domain X(s)
58
Dr. Peter Avitabile

Laplace Transform Equation
G ( s ) = L {g (t )} = e st g (t ) dt
Derivatives
L{g& (t )} = s G ( s ) g (0)
L{g&&(t )} = s 2 G ( s ) s g (0) g& (0)
59
Dr. Peter Avitabile

Laplace Transform of several functions

Function f(t)
Laplace Transform
s
s
1
s2
Unit Step
Unit Ramp
1
s
Unit Pulse
Unit Impulse (Dirac
delta function)
Unit Sinusoid
1
SIN
COS
Exponential
s2 + 2
s
s2 + 2
1
s+a
60
Dr. Peter Avitabile

Laplace Transform
Unit Step
L{u s (t )} = u s ( s ) = u s (t ) e st dt
0
u s st
us
= e |0 = 0 =
s
s
Unit Ramp
us
s
L{u s (t )} = ur ( s ) = t e st dt
0
e st e st
e st 1
|0
dt =
|0 = 2
=t
2
0
s
s
s
s
Inverse Laplace
Requires manipulation of Laplace domain equation to get in a

suitable form to apply L -1.
61
Dr. Peter Avitabile

Convolution Integral
If G(s) and H(s) have known inverses g(t) and h(t),
then the product of GH can be obtained by the

convolution integral.
L1 {F ( s )} = L1{G ( s ) H ( s )} = ( g h)(t )
t
= h( ) g (t )dt = (h g )(t )
0
= g ( ) h(t )dt = ( g h)(t )

0
62
Dr. Peter Avitabile

Unit Impulse Response First Order

The Equation
1
x& + x = ( t )
x0 = 0
Laplace
1
s X(s) + X(s) = 1
1
(s + ) X(s) = 1 look up inverse laplace
1
t
X(s) =
x
(
t
)
=
e
1
s+
63
Dr. Peter Avitabile

Laplace First Order ODE

The basic first order ODE can be expressed in
the Laplace Domain as As& + Bs = 1 for unit impulse

and can be recast as As& = 1 Bs
This can be stated as follows:
The basic value of s& is multiplied by A -- This

value is equal to 1 minus B times the integral of s&
Normalize the equation so the coefficient on s&=1,
1 B
s& = s
A A
64
Dr. Peter Avitabile

Block Diagram First Order ODE
s&
+
Step
= 1/A
integrate
1
Normalize
to A coef
1
s
SCOPE
Multiply by
B/A
65
Dr. Peter Avitabile

MATLAB/SIMULINK (see tutorial)

Simulink
File New Model (workspace appears)
Select the following items and place them on the

worksheet
Unit Step (from Sources) change amplitude
Sum (from Math) need + and
Gain (from Math) change gain value
Integrator (from Continuous)
Scope (from Sinks)
Double click items to view or change property

GAIN block can be rotated by format.
T branch mouse online/CTRL and right mouse
button to extend line.
66
Dr. Peter Avitabile

SIMULINK First Order Step Response
67
Dr. Peter Avitabile

SIMULINK First Order Impulse Response
68
Dr. Peter Avitabile

Unit Impulse Response Second Order
f(t) = (t), x& 0 = 0, x 0 = 0
For unit impulse,
&x& + 2n x& + n 2 x = (t)
Then,
with
x&0 = 0 and x 0 = 0
Laplace with I.C. = 0

2
(s + 2 n s + n ) X (s) = 1
X(s) =
1
s 2 + 2 n s + n 2
69
Dr. Peter Avitabile

Unit Impulse Response - Second Order

Note that (assume <1)
s 2 + 2 n s + n 2 = (s + n ) 2 ( n 2 ) + n 2
= (s + n ) 2 + n 2 (1 2 )
= (s + ) 2 + d 2
So that
X(s) =
1
(s + ) 2 + d 2
70
Dr. Peter Avitabile

Unit Impulse Response - Second Order

The inverse Laplace
1
d
x(t ) = L
2
2
d ( s + ) + d
1
=
=
d
1
e t sin d t
e t sin d t
If I.C. 0, then a more involved (but possible

solution) exists.
71
Dr. Peter Avitabile

Unit Step Response Second Order

For unit step f ( t ) = u ( t ),
x 0 = 0, x& 0 = 0
&x& + 2 n x& + n 2 x = u ( t )
with x& 0 = 0, x 0 = 0
Laplace with IC=0 gives
1
(s + 2 n s + n ) x (s) =
s
1
1
X(s) =
s s 2 + 2 n s + n 2
2
72
Dr. Peter Avitabile

Unit Step Response Second Order

Again assume <1 - then
1
X(s) = 2
n
s + 2 n
2
2
s s + 2 n s + n
Then the inverse Laplace
1 1
s + 2 n
X (t ) = L 2 2
2
n s s + 2 n s + n
1
1
n t
X (t ) = 2 1 e
sin d t
cos d t +
2
n
1

73
Dr. Peter Avitabile

Example 1.40

74
Dr. Peter Avitabile

Example 1.40 (cont)

75
Dr. Peter Avitabile

General Laplace Formulation
&x& + 2 n x& + n 2 x = f ( t )
Laplace
L ( &x&) = s 2 x( s ) sx(0) x& (0)

L ( x& ) = sx( s ) x(0)
L ( x) = X ( s )
L F (t ) = F ( s )
s 2 x(s) sx(0) x& (0) + 2n [sx(s) x(0)] + n x(s) = F(s)
2
76
Dr. Peter Avitabile

General Laplace Formulation
(s 2 + 2 n s + n 2 ) x (s)
= F(s) + (s + 2 n )x(0) + x& (0)

Applied Force and
Initial Conditions
F(s)
(s + 2 n )x(0) + x& (0)
+
x(s) = 2
2
2
2
s + 2 n s + n
s + 2 n s + n
If initial conditions are zero, then the system
transfer function is
aka
output
input
x (s)
1
= H (s) = 2
2
F(s)
s + 2 n s + n
ms + cs + k
Many books use G(s)!

77
Dr. Peter Avitabile

SIMULINK 2nd Order Impulse Response (or RAMP)
100&x& + 40 x& + 1000 x = F( t )
OR
78
Dr. Peter Avitabile


In alternate form (using the Transfer Function
Block)
100&x& + 40 x& + 1000 x = F( t )
79
Dr. Peter Avitabile


General Equation is
1
&x& = [F( t ) kx cx& ]
m
m&x& + cx& + kx = F( t )
This example is
100&x& + 40 x& + 1000 x = F( t )
80
Dr. Peter Avitabile


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Complex Analysis, Differential

Equations, and Laplace Transform

Dr. Peter Avitabile

Real part of the function

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Complex Numbers Multiplication and Division

z1 z 2 = (x1x 2 y1y 2) + j(x1y 2 + x 2 y1)

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Example Complex Number Multiplication

Solution: Treating the two complex numbers as

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Example Complex Number Division

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Example Complex Conjugate

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Complex Numbers in Polar Form

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Polar Form - Eulers Formula

(positive in ccw direction )

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Dr. Peter Avitabile

Multiplication and Division (Polar Form)

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Solution: G(s) can be written in pole-zero form as:

Dr. Peter Avitabile

is the time constant

2nd Order ODE

Dr. Peter Avitabile

2nd Order ODE

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Example Types of ODEs

If the coefficients are constants or functions of t, the ODE is

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Example 1st Order ODE

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Example 1st Order ODE

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Free Response First Order

The solution becomes

22.451 Dynamic Systems Mathematical Topics

Dr. Peter Avitabile

Step Response First Order

Dr. Peter Avitabile

Step Response First Order