Chapter 9

Differential Equations: Classical Methods

A differential equation (DE) may be
defined as an equation involving one or
more derivatives of an unknown
dependent variable or several variables
with respect to one or more independent
variable or variables.

Linear DE versus Non-Linear DE

A linear differential equation is one in
which the dependent variable and its
derivatives with respect to the independent
variable are of the first degree and all
multiplicative factors are either constants
or functions of the independent variable.
An example follows.
2

d y
dy
2 2 5 3 y sin 4t
dt
dt
2

Two Examples of Non-Linear

Differential Equations

dy
y
y 10
dt
2

dy
5 y 20
dt
3

Ordinary DE versus Partial DE

The preceding equations have been
ordinary types since the dependent
variable was a function of only one
independent variable. An example of a
partial differential equation follows.

y
y
a 2 b
2
x
t
2

Continuous-Time versus Discrete-Time

The preceding definitions relate to
continuous-time or "analog systems.
However, the same forms may be adapted
to discrete-time or "digital" systems. In
such cases, the equations are generally
known as difference equations. Most
numerical methods involve approximating
differential equations as difference
equations.
5

Boundary Conditions or
Initial Conditions
The solution of an Nth order DE usually
involves N arbitrary constants. These
constants are determined from the
boundary conditions. When these
conditions are specified as the initial value
of the function and the first N-1
derivatives, they are called initial
conditions.
6

Example 9-1. Classify the following

DE in several ways:
2

d y
dy
2 t
t

2
t

5
y

e
2
dt
dt
2

The DE is linear since none of the

coefficients are functions of y and there
are no higher degree terms in y or its
derivatives.
The DE is an ordinary type since y is a
function only of t.
7

Constant Coefficient Linear Ordinary

Differential Equation (CCLODE)

m 1

d y
d y
dy
bm m bm 1 m 1 .... b1 b0 y f (t )
dt
dt
dt

Example 9-2. Classify the DE below.

4

d y
d y
d y
dy
2
3 4 5 3 7 2 8 4 y cos 5t t
dt
dt
dt
dt
This DE is a CCLODE type.
It is a 4th order DE.

Simple Integrable Forms

k

d y
bk k f (t )
dt
In theory, this equation may be solved by
integrating both sides k times. It may be
convenient to introduce new variables so
that only first derivative forms need be
integrated at each step.
10

Example 9-3. An object is dropped

from a height h at t = 0. Determine
velocity v and displacement y.

dv
g
dt

dv gdt

v gt C1

C1 0

v gt
11

Example 9-3. Continuation.

dy
gt
dt

dy gtdt

1 2
y gt C2
2

C2 0

1 2
y gt
2
12

Example 9-4. Consider situation below

and solve for velocity and displacement
in both x and y directions.

13

Example 9-4. Continuation.

v y (0) v0 sin

dv y
dt

v y gt C1

C1 v0 sin

v y gt v0 sin
14

Example 9-4. Continuation.

y (0) 0

dy
v y gt v0 sin
dt
1 2
y gt (v0 sin )t C2
2
C2 0
1 2
y gt (v0 sin )t
2

15

Example 9-4. Continuation.

vx (0) v0 cos
dvx
0
dt

vx C3

C3 v0 cos

vx v0 cos
16

Example 9-4. Continuation.

x(0) 0

dx
vx v0 cos
dt
x (v0 cos )t C4
C4 0
x (v0 cos )t
17

Constant Coefficient Linear Ordinary

Differential Equations (CCLODE)
m

m 1

d y
d y
dy
bm m bm 1 m 1 .... b1 b0 y f (t )
dt
dt
dt

y yh y p
The general solution consists of a
homogeneous solution plus a particular
solution. The homogeneous solution is
also called the complementary solution.
18

Homogeneous Equation

m 1

d y
d y
dy
bm m bm 1 m 1 .... b1 b0 y 0
dt
dt
dt

19

Homogeneous Solution

y Ce

pt

dy
pt
pCe
dt
2
d y
2
pt

p
Ce
dt 2

dmy
m
pt

p
Ce
dt m
20

Characteristic Equation
Substitute the form on the previous slide
in the DE and cancel the common
exponential factor. The result is the
characteristic equation shown below.

bm p bm 1 p
m

m 1

... b1 p b0 0
21

Homogeneous Solution Form

The m roots of the characteristic equation
are determined, and the form of the
homogeneous solution for non-repeated
roots is shown below. Note that if f(t) = 0,
this result is the complete solution.

yh C1e

p1t

C2 e

p2t

... Cm e

pm t

22

Particular Solution
The particular solution depends on the
form of f(t). Assuming non-repeated roots,
the table below shows the forms involved.
Form of f (t )

Form assumed for y p

K
Kt

A
A1t A0

Kt 2
K1 cos t and/or K 2 sin t

A2t 2 A1t A0
A1 sin t A2 cos t

Ke t

Ae t

23

Combining Particular and

Homogeneous Solutions
1. The form of the particular solution is
substituted in the DE and its constants
are determined.
2. The homogeneous and particular
solutions are combined and the
arbitrary constants from homogeneous
solution are determined from boundary
or initial conditions.
24

Example 9-5. Solve DE given below.

dy
2y 0
dt
p20

y Ce

2t

y (0) 10
p 2
0

10 Ce C

y 10e

2 t

25

Example 9-6. Solve DE given below.

dy
2 y 12 y (0) 10
dt
0 2 A 12
yp A
yp 6

yh Ce

A6

y yh y p Ce

y 4e

2 t

C4

10 Ce 6 C 6
2 t

2t

6
26

Example 9-7. Solve DE given below.

dy
2 y 12sin 4t
dt
2t
yh Ce

y (0) 10

y p A1 sin 4t A2 cos 4t
dy p
dt

4 A1 cos 4t 4 A2 sin 4t
27

Example 9-7. Continuation.

4 A1 cos 4t 4 A2 sin 4t 2 A1 sin 4t A2 cos 4t 12sin 4t

4 A1 2 A2 cos 4t 2 A1 4 A2 sin 4t 12sin 4t

4 A1 2 A2 0

2 A1 4 A2 12

A1 1.2

A2 2.4
28

Example 9-7. Continuation.

y p 1.2sin 4t 2.4 cos 4t

y Ce

2 t

1.2sin 4t 2.4 cos 4t

10 Ce 1.2sin(0) 2.4 cos(0) C 0 2.4(1)

C 12.4

y 12.4e

2 t

1.2sin 4t 2.4 cos 4t

29

Example 9-8. Solve DE given below.

2

d y
dy
3 2y 0
2
dt
dt
y (0) 10 and y '(0) 0

p 3p 2 0
2

p1 1 and p2 2
2 t

y C1e C2 e
dy
t
2 t
C1e 2C2 e
dt

30

Example 9-8. Continuation.

10 C1 C2
0 C1 2C2
C1 20

C2 10
t

y 20e 10e

2 t

31

Example 9-9. Solve DE given below.

2

d y
dy
3 2 y 24
2
dt
dt
t

yh C1e C2e

y (0) 10 and y '(0) 0

yp A

2 t

A 12

0 0 2 A 24
t

y C1e C2 e

2 t

12

dy
t
2 t
C1e 2C2 e
dt

32

Example 9-9. Continuation.

10 C1 C2 12

0 C1 2C2
C1 4

C2 2
t

y 4e 2e

2 t

12
33

Some General Properties of Systems

Described by CCLODEs

homogeneous solution natural response

particular solution forced response

34

Stability
A system is said to be stable if its natural
response approaches zero as the time
increases without limit. If this condition is
met, the system will be stable for any
finite forcing response. For a stable
system, the terms below are often used.

natural response transient response

forced response steady-state response
35

Classification of Roots of the

Characteristic Equation
1. first-order and real
2. first-order and complex (including
purely imaginary)
3. multiple-order and real
4. multiple-order and complex (including
purely imaginary)

36

Example 9-10. Investigate properties

of DE below.
2

d y
dy
2 2 10 16 y 80
dt
dt
2
2 p 10 p 16 0 p1 1 and p2 4
t

yh C1e C2 e
t

yp A 5

4 t

y C1e C2e

4 t

5
37

Example 9-10. Continuation.

The system is stable since both of the
terms in the homogeneous solution
approach zero as time increases.
Since the system is stable, the natural
response is a transient response, and the
forced response is a steady-state
response.
38

Second-Order Systems
2

d y
dy
b2 2 b1 b0 y f (t )
dt
dt

b2 p b1 p b0 0
2

There are three cases: (1)roots are real

and different, (2) roots are real and
equal, and (3) roots are complex
(including purely imaginary).
39

Three Forms for Stable Systems

yh C1e

1t

C2 e

yh (C0 C1t )e
yh C1e

2 t

sin t C2e

cos t
40

Relative Damping
1. If the roots are real and unequal, the
system is said to be overdamped.
2. If the roots are real and equal, the
system is said to be critically damped.
3. If the roots are complex, the system is
said to be underdamped.
4. A special case of an underdamped system
is when there is no damping. the system
is then said to be undamped.
41

Example 9-11. Solve DE given below.

2

d y
dy
2 5y 0
2
dt
dt

y (0) 0 and y '(0) 10

2
p 2p 5 0

p1 , p2 1 2i
t

y C1e sin 2t C2e cos 2t

42

Example 9-11. Continuation.

dy
t
t
2C1e cos 2t C1e sin 2t
dt
t
t
2C2 e sin 2t C2 e cos 2t

0 0 C2

10 2C1 0 0 C2
C2 0 and C1 5
t

y 5e sin 2t
43

Example 9-12. Solve DE given

2
below.`
d y
dy

dt

dt

5 y 20

y (0) 0 and y '(0) 10

t

yh C1e sin 2t C2e cos 2t

yp A 4
t

y C1e sin 2t C2e cos 2t 4

44

Example 9-12. Continuation.

dy
t
t
2C1e cos 2t C1e sin 2t
dt
t
t
2C2 e sin 2t C2e cos 2t
0 0 C2 4
C2 4
t

10 2C1 0 0 C2
C1 3
t

y 3e sin 2t 4e cos 2t 4
45