Time Domain Analysis

1. Linear differential equation systems

2. Matlab example
3. Linear stability analysis
4. Nonlinear stability analysis
5. Biochemical reactor example
Linear Differential Equations
Coupled linear differential equations




Matrix representation




0 2 2 1 1
20 2 2 2 22 1 21
2
10 1 1 2 12 1 11
1
) 0 (
) 0 (
) 0 (
n n n nn n n
n
n n
n n
x x x a x a x a
dt
dx
x x x a x a x a
dt
dx
x x x a x a x a
dt
dx
= + + + =
= + + + =
= + + + =

(
(
(
(

=
(
(
(
(

= = =
nn n n
n
n
n
a a a
a a a
a a a
x
x
x
dt
d

2 1
2 22 21
1 12 11
2
1
0
) 0 ( A x x x Ax
x
Matrix Diagonalization
Coordinate transformation


Columns of M are the eigenvectors of A
Transformed equations




Solution of decoupled equations

) ( ) ( ) ( ) (
1
t t t t Mz x x M z = =

0
1
0
2
1
1
) 0 ( ) 0 (
0 0
0 0
0 0
x M z x Mz
z z AMz M
z
AMz
z
M

= =
(
(
(
(

= = = =
n
dt
d
dt
d

n j e z t z z z z
dt
dz
t
j j j j j j
j
j
,..., 2 , 1 ) ( ) 0 (
0 0
= = = =

Solution Properties
Coordinate transformation


Solution




Solution properties determined by the eigenvalues
Eigenvalues in time domain equivalent to poles in
Laplace domain
| | ) ( ) ( ) (
) ( ) 2 ( ) 1 (
t t t
n
z x x x Mz x = =
t n
n
t t
t n
n
t t
n
n
n
n
e c e c e c
e z e z e z
t z t z t z t


) ( ) 2 (
2
) 1 (
1
) (
0
) 2 (
20
) 1 (
10
) (
2
) 2 (
1
) 1 (
2 1
2 1
) ( ) ( ) ( ) (
x x x
x x x
x x x x
+ + +
+ + +
=
=
+ + + =

Matlab Example
Transfer function model



Compute poles
>> g=tf([2 1],[4 2 6 1]);
>> p=pole(g)
p =
-0.1634 + 1.1903i
-0.1634 - 1.1903i
-0.1732
Convert to state-space
model
>> sys=ss(g);
Compute eigenvalues
>> lambda=eig(sys.a)
lambda =
-0.1634 + 1.1903i
-0.1634 - 1.1903i
-0.1732
>> p=pole(sys)
p =
-0.1634 + 1.1903i
-0.1634 - 1.1903i
-0.1732
1 6 2 4
1 2
) (
2 3
+ + +
+
=
s s s
s
s G
Linear Stability Analysis
Linear dynamic system

Stability analysis
The origin is the only steady-state point if A is full rank
Determine stability of origin based on eigenvalues of A
Solution form


Eigenvalues can be real and/or complex numbers
0 ) 0 (
0
= = = x x x Ax
x
dt
d
t n
n
t t
n
e c e c e c t
) ( ) 2 (
2
) 1 (
1
2 1
) ( x x x x + + + =
Eigenvalue Analysis
Real eigenvalues
If
i
< 0 then exp(
i
t) 0
If
i
> 0 then exp(
i
t) infinity
If
i
= 0 then exp(
i
t) 1

Complex eigenvalues

i
= a
i
+jb
i

exp(
i
t) = exp(a
i
t)sin(b
i
t)
If a
i
< 0 then exp(
i
t) 0
If a
i
> 0 then exp(
i
t) infinity
If a
i
= 0 then exp(
i
t) sin(b
i
t)
Stability determined by the real parts of the
eigenvalues: Re(
i
)
1 j
Eigenvalues in the Complex Plane
Imaginary
Real
Stable
Region
Unstable
Region
Left-Half Plane
Right-Half Plane
0
Nonlinear Stability Concepts
Nonlinear dynamic model

Steady-state points:
Nonlinear models can have multiple steady states
Stability must be determined for each steady state
Nonlinear deviation model



Can assume origin is the steady-state point
n
R x x x x f
dt
dx
e = =
0
) 0 ( ) (
( ) 0 = x f
0 ) 0 ( ) 0 ( ) (
) ( ) ( ) ( ) (
= + =
'
=
'
'
+
'
= =
'
=
'
x f g x g
dt
x d
x g x x f
dt
dx
dt
x d
x t x t x
Stability Theorems
Linear system stability
Compute the eigenvalues of A
The system is asymptotically stable if and only if
Re(
i
) < 0 for i = 1, 2, , n
The origin is unstable if Re(
i
) > 0 for any i
Stability slightly less restrictive
Nonlinear system stability
Linearize model about steady state to determine A
Compute the eigenvalues of A
The origin is locally asymptotically stable if Re(
i
)
< 0 for i = 1, 2, , n
The origin is unstable if Re(
i
) > 0 for any i
More advanced methods needed if Re(
i
) = 0
Biochemical Reactor Example
Continuous bioreactor model



Steady-state equations



Two steady-state points

) , ( ) (
1
) (
) ( ) , ( ) (
2
/
max
1
S X f X S
Y
S S D
dt
dS
S K
S
S S X f X S DX
dt
dX
S X
i
S
= =
+
= = + =

0 ) (
1
) (
) ( 0 ) (
/
max
=
+
= = +
X S
Y
S S D
S K
S
S X S X D
S X
i
S

0 : Washout
) ( ) ( : Trivial - Non
/
max
= =
=

= =
X S S
S S Y X
D
D K
S D S
i
i S X
S

Model Linearization
Biomass concentration equation




Substrate concentration equation




Linear model structure:
( ) ( )
( ) | |
( )
S
S K
S X
S K
X
X D S
S S
S
f
X X
X
f
S X f
dt
X d
S
S
S X S X
'
(
(

+
+
'
=

c
c
+
(

c
c
+ ~
'
2
max max
,
1
,
1
1
zero
) , (

( ) ( )
( )
S D
S K
S X
S K
X
Y
X
S K
S
Y
S S
S
f
X X
X
f
S X f
dt
S d
S
S S X S S X
S X S X
'
(
(

+
|
|
.
|

\
|
+

'
+
=

c
c
+
(

c
c
+ ~
'
2
max max
/
max
/
,
2
,
2
2
1 1
zero
) , (


S a X a
dt
S d
S a X a
dt
X d
'
+
'
=
'
'
+
'
=
'
22 21
12 11
Non-Trivial Steady State
Parameter values
K
S
= 1.2 g/L,
max
= 0.48 h
-1
, Y
X/S
= 0.4 g/g
D = 0.15 h
-1
, S
i
= 20 g/L
Steady-state concentrations


Linear model coefficients (units h
-1
)
( )
( )
529 . 3
1
375 . 0
1
472 . 1 0
2
max max
/
22
max
/
21
2
max max
12 11
= +
|
|
.
|

\
|
+

+
= =
+
=
=
+

+
= =
D
S K
S X
S K
X
Y
a
S K
S
Y
a
S K
S X
S K
X
a a
S
S S X S S X
S
S


g/L 78 . 7 ) ( g/L 545 . 0
/
max
= = =

= S S Y X
D
D K
S
i S X
S

Stability of the Non-Trivial Steady State

Matrix representation


Eigenvalue computation (units h)



Conclusion
Non-trivial steady state is asymptotically stable
Result holds locally near the steady state
Ax x
x
x =
(

=
(

'
'
=
529 . 3 375 . 0
472 . 1 0
dt
d
S
X
365 . 3 164 . 0
529 . 3 375 . 0
472 . 1
2 1
= =
(

I A
Washout Steady State
Steady state:
Linear model coefficients (units h
-1
)



Eigenvalue computation (units h)


Conclusion
Washout steady state is unstable
Suggests that non-trivial steady state is globally stable
( )
15 . 0
1
132 . 1
1
0 303 . 0
2
max max
/
22
max
/
21
12
max
11
= +
|
|
.
|

\
|
+

+
= =
+
=
= =
+
=
D
S K
S X
S K
X
Y
a
S K
S
Y
a
a D
S K
S
a
S
S S X S S X
S

g/L 0 g/L 20 = = = X S S
i
15 . 0 303 . 0
15 . 0 132 . 1
0 303 . 0
2 1
+ = + =
(

I A