System Dynamics 3 Edition willPALM (038-090)

1.
4 Function Identification and Parameter Estimation 25
102 Figure 1.4.9 Log-log plot of

flow rate data.
Flow Rate (ml/s)
101
100 0
10 101
Height (cm)
40 Figure 1.4.10 Comparison of

the flow rate function and the
35 data.
30
Flow Rate (ml/s)
25
20
15
10
0
0 1 2 3 4 5 6 7 8 9 10 11
Height (cm)
previously to compute b and m (with h replacing x and f replacing y), we have

log (30/9.4)
m= = 0.558
log (8/1)
b = 9.4 (1−0.558 ) = 9.4
Thus the estimated function is f = 9.4h 0.558 , where f is the outflow rate in ml/s and the water
height h is in centimeters. The plot of f versus h is shown in Figure 1.4.10. From this we can
see that the function provides a reasonably good description of the data. In Section 1.5 we will
discuss how to quantify the quality of this description.
26 CHAPTER 1 Introduction
1.4.3 FITTING MODELS TO SCATTERED DATA

The examples we have selected thus far have used data that do not contain much
“scatter.” For applications where the data are scattered so much that it is difficult to
draw a straight line by hand on any set of axes, it is best to use a systematic method
to find the function that gives the best fit. The most common method is the so-called
least squares method, which can also be used to fit data to functions other than the
three functions (linear, exponential, and power) we have treated here; for example, the
method can be used to fit polynomial functions of any degree. Appendix C shows how
to implement this method with MATLAB.
1.5 CHAPTER REVIEW

This chapter introduced the basic terminology of system dynamics, which includes the
notions of system, static and dynamic elements, input, and output. The chapter also
introduced the foot-pound-second (FPS) and the metric (SI) systems of units, which
will be used throughout this text. We developed methods for obtaining algebraic models
of input-output relations. We saw how to obtain algebraic models of specified form,
how to use the methods of function identification and parameter estimation to develop
models from data, and how to apply the least-squares method.
Review of Objectives
Now that you have finished this chapter, you should be able to
1. Define the terms: static and dynamic elements, static and dynamic systems, input,
and output.
2. Discuss the principle of integral causality.
3. Apply the basic steps used for engineering problem solving.
4. Understand the steps in developing a computer solution.
5. Use both FPS and SI units.
6. Develop linearized models from given algebraic expressions.
7. Identify the algebraic form and obtain the coefficient values of a model, given a
set of data not containing much scatter.
PROBLEMS
Section 1.2 Units
1.1 Calculate the weight in pounds of an object whose mass is 3 slugs. Then
convert the weight to newtons and the mass to kilograms.
1.2 Folklore has it that Sir Isaac Newton formulated the law of gravitation
supposedly after being hit on the head by a falling apple. The weight of an
apple depends strongly on its variety, but a typical weight is 1 newton!
Calculate the total mass of 100 apples in kilograms. Then convert the total
weight to pounds and the total mass to slugs.
1.3 A ball is thrown a distance of 50 feet, 5 inches. Calculate the distance in meters.
1.4 An American football field is 100 yards long. How long is it in meters?
1.5 How long is a 100-meter dash in feet?
1.6 Convert 50 feet per second to miles per hour.
Problems 27
1.7 The speed limit in some countries is 100 kilometers per hour. How fast is that
in miles per hour?
1.8 How many 60 watt lightbulbs are equivalent to one horsepower?
1.9 Convert the temperature of 70◦ F to ◦ C.
1.10 Convert 30°C to °F.
1.11 A particular motor rotates at 3000 revolutions per minute (rpm). What is its
speed in rad/sec, and how many seconds does it take to make one revolution?
1.12 The displacement of a certain object is described by y(t) = 23 sin 5t, where t
is measured in seconds. Compute its period and its oscillation frequency in
rad/sec and in hertz.
1.13 A car is driven at 40 miles per hour over a road whose surface is sinusoidal
with a period of 30 feet. How many times per second will the car go over the
peak of a bump?
1.14 The displacement in meters of a certain vibrating mass is described by
x(t) = 0.005 sin 6t. What is the amplitude and frequency of its velocity ẋ(t)?
What is the amplitude and frequency of its acceleration ẍ(t)?
Section 1.3 Developing Linear Models

1.15 The distance a spring stretches from its “free length” is a function of how much
tension is applied to it. The following table gives the spring length y that was
produced in a particular spring by the given applied force f . The spring’s free
length is 4.7 in. Find a functional relation between f and x, the extension from
the free length (x = y − 4.7).
Force f (pounds) Spring length y (inches)
0 4.7
0.47 7.2
1.15 10.6
1.64 12.9
1.16 The following “small angle” approximation for the sine is used in many
engineering applications to obtain a simpler model that is easier to understand
and analyze. This approximation states that sin x ≈ x, where x must be in
radians. Investigate the accuracy of this approximation by creating three plots.
For the first plot, plot sin x and x versus x for 0 ≤ x ≤ 1. For the second plot,
plot the approximation error sin(x) − x versus x for 0 ≤ x ≤ 1. For the third
plot, plot the percent error [sin(x) − x]/sin(x) versus x for 0 ≤ x ≤ 1. How
small must x be for the approximation to be accurate within 5%?
1.17 Obtain two linear approximations of the function f (θ ) = sin θ , one valid near
θ = π/4 rad and the other valid near θ = 3π/4 rad.
1.18 Obtain two linear approximations of the function f (θ ) = cos θ, one valid near
θ = π/3 rad and the other valid near θ = 2π/3 rad.
√
1.19 Obtain a linear approximation of the function f (h) = h, valid near h = 25.
1.20 Obtain two linear approximations of the function f (r ) = r 2 , one valid near
r = 5 and the other valid near r = 10.
√
1.21 Obtain a linear approximation of the function f (h) = h, valid near h = 16.
Noting that f (h) ≥ 0, what is the value of h below which the linearized model
loses its meaning?
28 CHAPTER 1 Introduction
1.22 The flow rate f in m3 /s of water through a particular pipe, as a function of the
√
pressure drop p across the ends of the pipe (in N/m2 ) is given by f = 0.002 p.
Obtain a linear model of f as a function of p that always underestimates the
flow rate over the range 0 ≤ p ≤ 900.
Section 1.4 Function Identification and Parameter Estimation

In the following problems for Section 1.4, plot the data on suitable axes, and solve the
problem by drawing a straight line by eye using a straightedge.
1.23 In each of these problems, plot the data and determine the best function y(x)
(linear, exponential, or power function) to describe the data.
a.
x 25 30 35 40 45
y 0 250 500 750 1000
b.
x 2.5 3 3.5 4 4.5 5 5.5 6 7 8 9 10
y 1500 1220 1050 915 810 745 690 620 520 480 410 390
c.
x 1000 2000 3000 4000 5000
y 41.2 18.62 8.62 3.92 1.86
1.24 The population data for a certain country are given here.
Year 2005 2006 2007 2008 2009 2010

Population (millions) 9.8 10.5 11.3 12.0 12.9 13.8
Plot the data and obtain a function that describes the data. Estimate when the
population will be double its 2005 size.
1.25 The half-life of a radioactive substance is the time it takes to decay by half. The
half-life of carbon-14, which is used for dating previously living things, is
5500 years. When an organism dies, it stops accumulating carbon-14. The
carbon-14 present at the time of death decays with time. Let C(t)/C(0) be the
fraction of carbon-14 remaining at time t. In radioactive carbon dating, it is
usually assumed that the remaining fraction decays exponentially according
to the formula
C(t)
= e−bt
C(0)
a. Use the half-life of carbon-14 to find the value of the parameter b and plot
the function.
b. Suppose we estimate that 90% of the original carbon-14 remains. Estimate
how long ago the organism died.
c. Suppose our estimate of b is off by ±1%. How does this affect the age
estimate in part (b)?
1.26 Quenching is the process of immersing a hot metal object in a bath for a
specified time to improve properties such as hardness. A copper sphere 25 mm
in diameter, initially at 300◦ C, is immersed in a bath at 0◦ C. Measurements of
the sphere’s temperature versus time are shown here. Plot the data and find a
Problems 29
functional description of the data.
Time (s) 0 0.1 0.2 0.3 0.4 0.5 0.6

◦
Temperature ( C) 300 150 75 35 12 5 0
1.27 The useful life of a machine bearing depends on its operating temperature, as
shown by the following data. Plot the data and obtain a functional description
of the data. Estimate a bearing’s life if it operates at 150◦ F.
Temperature (◦ F) 100 120 140 160 180 200 220

Bearing life (hours × 10 ) 3
28 21 15 11 8 6 4
1.28 A certain electric circuit has a resistor and a capacitor. The capacitor is initially
charged to 100 V. When the power supply is detached, the capacitor voltage
decays with time as shown in the following data table. Find a functional
description of the capacitor voltage v as a function of time t.
Time (s) 0 0.5 1 1.5 2 2.5 3 3.5 4
Voltage (V) 100 62 38 21 13 7 4 2 3
1.29 Water (of volume 425 ml) in a glass measuring cup was allowed to cool after
being heated to 207◦ F. The ambient air temperature was 70◦ F. The measured
water temperature at various times is given in the following table.
Time (sec) 0 300 600 900 1200 1500
◦
Temperature ( F) 207 182 167 155 143 135
Time (sec) 1800 2100 2400 2700 3000

◦
Temperature ( F) 128 123 118 114 109
Obtain a functional description of the relative water temperature (T =
T − 70) versus time.
1.30 Consider the milk container of Example 1.4.2 (Figure 1.4.7). A straw 19 cm
long was inserted in the side of the container. While adjusting the tap flow to
keep the water height constant, the time for the outflow to fill a 250-ml cup was
measured. This was repeated for several heights. The data are given in the
following table.
Height (cm) 11 10 9 8 7 6 5 4 3 2 1
Time (s) 7 7 7 8 9 10 11 13 15 17 23
Obtain a functional description of the volume outflow rate f through the straw
as a function of water height h above the hole.
1.31 Consider the milk container of Example 1.4.2 (Figure 1.4.7). A straw 9.5 cm
long was inserted in the side of the container. While adjusting the tap flow to
keep the water height constant, the time for the outflow to fill a 250-ml cup was
measured. This was repeated for several heights. The data are given in the
following table.
Height (cm) 11 10 9 8 7 6 5 4 3 2 1
Time (s) 6 6 6 7 8 9 9 11 13 17 21
Obtain a functional description of the volume outflow rate f through the straw
as a function of water height h above the hole.
C H
2
A P T E R
Dynamic Response and the Laplace

Transform Method
CHAPTER OUTLINE CHAPTER OBJECTIVES
2.1 Differential Equations 31 When you have finished this chapter you should be able
2.2 The Laplace Transform Method 37 to do the following:
2.3 Solving Equations with the Laplace 1. Apply direct integration, separation of variables, or
Transform 47 the Laplace transform method, whichever is
2.4 Partial-Fraction Expansion 61 appropriate, to obtain the solution of a linear
differential equation model.
2.5 Response Parameters and Stability 70
2.6 Transfer Functions 82 2. When applying the Laplace transform method, be
able to perform the appropriate expansion and apply
2.7 The Impulse and Numerator Dynamics 85
the appropriate transform properties to obtain the
2.8 Additional Examples 91 inverse transform.
2.9 Computing Expansion Coefficients
3. Identify the free, forced, transient, and steady-state
with MATLAB 98
components of the complete response.
2.10 Transfer-Function Analysis in MATLAB 100
4. Be able to identify and interpret the time constant,
2.11 Chapter Review 107
oscillation frequency, and damping ratio.
References 108
5. Obtain transfer functions from models expressed as
Problems 108
single equations or as sets of equations.
6. Evaluate the effects of impulse inputs and input
derivatives on the response.
7. Use MATLAB to apply the chapter’s methods.
ynamic models are differential equations that describe a dynamic system. In
D this chapter, we develop methods for obtaining analytical solutions to differ-

ential equations commonly found in engineering applications. In Section 2.1,
we introduce some important concepts and terminology associated with differential
equations, and present methods for quickly solving simple differential equations.
30
2.1 Differential Equations 31
An important tool for obtaining solutions in general is the Laplace transform, in-
troduced in Section 2.2 and applied in Section 2.3. Section 2.4 introduces the concepts
of free, forced, transient, and steady-state response, and explains the important concept
of stability. The transform also forms the basis for the important concept of the transfer
function, covered in Section 2.5. The effects of impulse inputs and input derivatives on
a system’s dynamic response are treated in Section 2.6. Section 2.7 presents additional,
in-depth examples.
Sections 2.8 and 2.9 show how to use MATLAB to obtain partial-fraction expan-
sions and to obtain responses to step, impulse, and other input function types. A review
of the chapter’s main concepts is given in Section 2.10. ■
2.1 DIFFERENTIAL EQUATIONS

An ordinary differential equation (ODE) is an equation containing ordinary, but not
partial, derivatives of the dependent variable. Because the subject of system dynamics
is time-dependent behavior, the independent variable in our ODEs will be time t. We
will often denote the time derivative with an overdot, as
dx d2 y
ẋ = ẍ = 2
dt dt
In a standard form for expressing an ODE, all functions of the dependent variable
are placed on the left-hand side of the equal (=) sign, and all isolated constants and
isolated functions of time are placed on the right-hand side. The quantities in the right-
hand side are called the input, or forcing function. The dependent variable is called the
solution or the response. For example, consider the equation 3 ẍ +7ẋ +2t 2 x = 5 + sin t,
where x is the dependent variable. The input is 5 + sin t and the response is x(t). If
the right-hand side is zero, the equation is said to be homogeneous; otherwise, it is
nonhomogeneous.
2.1.1 INITIAL CONDITIONS

An example of an ODE is 2ẋ + 6x = 3, where x is the dependent variable. “Solving the
equation” means to obtain the function x(t) that satisfies the equation. For this example,
the function is x(t) = Ce−3t + 0.5, where C is a constant. We cannot determine a
numerical value for C unless we are given a specified value for x at some time t. Most
commonly x is specified at some starting time, usually denoted t0 . The specified value
of x at t0 is denoted x0 and is called the initial condition. Often the starting time t0 is
taken to be at t = 0.
When solving differential equations, you need never wonder if your answer is cor-
rect, because you can always check your answer by substituting it into the differential
equation and by evaluating the solution at t = t0 .
2.1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

We can categorize differential equations as linear or nonlinear. Linear differential
equations are recognized by the fact that they contain only linear functions of the de-
pendent variable and its derivatives. Nonlinear functions of the independent variable
do not make a differential equation nonlinear. For example, the following equations are
linear.
ẋ + 3x = 5 + t 2 ẋ + 3t 2 x = 5 3ẍ + 7ẋ + 2t 2 x = sin t
32 CHAPTER 2 Dynamic Response and the Laplace Transform Method
whereas the following equations are nonlinear:

2ẍ + 7ẋ + 6x 2 = 5 + t 2 , because of x 2
3ẍ + 5ẋ 2 + 8x = 4, because of ẋ 2
ẍ + 4x ẋ + 3x = 10, because of x ẋ
The equation ẋ + 3t 2 x = 5 is a variable-coefficient differential equation, so named
because one of its coefficients is a function of the independent variable t. By contrast,
the equation ẋ + 2x = 5 is a constant-coefficient differential equation. When solving
constant-coefficient equations, the initial time t0 can always be chosen to be 0. This
simplifies the solution form.
The order of the equation is the order of the highest derivative of the dependent
variable in the equation. The equation 3ẍ + 7ẋ + 2x = 5 is thus called a second-order
differential equation.
A model can consist of more than one equation. For example, the model
3ẋ 1 + 5x1 − 7x2 = 5
ẋ 2 + 4x1 + 6x2 = 0
consists of two equations that must be solved simultaneously to obtain the solution for
the two dependent variables x1 (t) and x2 (t). The equations are said to be coupled.
Although each equation is first order, the set can be converted into a single differential
equation of second order. Thus, solving a set of two coupled first-order equations is
equivalent to solving a single second-order equation. In general, a coupled set of dif-
ferential equations can be reduced to a single differential equation whose order is the
sum of the orders of the individual equations in the set.
2.1.3 SOLUTION BY DIRECT INTEGRATION

With some first-order equations, we can isolate the derivative on the left, as
dx
= f (t)
dt
In this case, we can integrate both sides to obtain
x(t) t
dx = f (t)dt
x(t0 ) t0
or
t
x(t) = x(t0 ) + f (t)dt (2.1.1)
t0
For example, the relation between the acceleration a(t) and velocity v(t) of an object
is a differential equation, and we can obtain the velocity v(t) with direct integration as
follows:
t
dv
= a(t), v(t) − v(t0 ) = a(t)dt
dt t0
The relation between the velocity v(t) and the displacement x(t) is also a differential
equation, and we can obtain the displacement x(t) as follows:
t
dx
= v(t), x(t) − x(t0 ) = v(t)dt
dt t0
Suppose that a(t) = 6t 2 , t0 = 0, and v(0) = 5. Then

t
v(t) − 5 = 6t 2 dt = 2t 3
0
Thus v(t) = 5 + 2t . Now if the initial displacement is x(0) = 7,

3
t
t4
x(t) − 7 = (5 + 2t 3 )dt = 5t +
0 2
2.1.4 SEPARATION OF VARIABLES

You can solve the equation
ẋ = g(t) f (x) (2.1.2)
by separating the variables x and t as follows. First write the equation as
dx
= g(t) dt
f (x)
Then integrate both sides to obtain
x(t) t
dx
dx = g(t) dt (2.1.3)
x(0) f (x) 0
The solution x(t) can be found if the integrals on the left and on the right can be evaluated
and if the resulting expression can be solved for x as a function of t.
Separation of Variables for a Linear Equation E X A M P L E 2.1.1
■ Problem
Use separation of variables to solve the following problem for t ≥ 0.
ẋ + 2x = 20 x(0) = 3 (1)
■ Solution
Comparing this with (2.1.2), we see that f (x) = 20 − 2x and g(t) = 1. First write the equation
as
dx dx
= 20 − 2x or = dt
dt 20 − 2x
Integrate both sides to obtain
x(t) t
dx
dx = dt = t
3 20 − 2x 0
The integral on the left can be evaluated as follows:
ln[20 − 2x(t)] − ln[20 − 2(3)] = −2t
Solve for x(t) to obtain
x(t) = 10 − 7e−2t (2)
The plot of this function is shown in Figure 2.1.1.

Figure 2.1.1 Response for 12

Example 2.1.1.
10
x(t )
6
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
2.1.5 TRIAL-SOLUTION METHOD

We can use the results of Example 2.1.1 to gain insight into the solution of the equation
ẋ + ax = b, where a = 0. Its solution has the form
x(t) = C + Dest (2.1.4)
where C, D, and s are constants to be determined. We can verify that this form is the
solution by substituting x(t) into the differential equation, as follows:

ẋ + ax = s Dest + a C + Dest = (s + a)Dest + aC = b
The only way this equation can be true is if s + a = 0 and aC = b. Thus s = −a and
C = b/a. The remaining constant, D, can be determined from the initial value x(0) as
follows. Substituting t = 0 into the solution form gives x(0) = C + De0 = C + D.
Thus D = x(0) − C = x(0) − b/a, and the solution can be written as

b b
x(t) = + x(0) − e−at (2.1.5)
a a
The exponential coefficient s is called the characteristic root, and its equation s + a = 0
is called the characteristic equation. Characteristic roots are of great use in determining
the form of the trial solution.
This insight leads to the trial-solution method for solving equations. It can be
used to solve higher-order equations as well. The method is useful for quickly ob-
taining solutions of common ODEs whose solution forms are already known from
experience.
2.1.6 ROOTS AND COMPLEX NUMBERS

Many of the equations of system dynamics are second-order or higher, and thus we will
need to work with equations, such as roots of characteristic polynomials, that involve
complex numbers. Table 2.1.1 gives some properties of complex numbers. You should
Table 2.1.1 Roots and complex numbers.

The quadratic formula
The roots of as 2 + bs + c = 0 are given by
√
−b ± b2 − 4ac
s=
2a
For complex roots, s = σ ± jω, the quadratic can be expressed as

as 2 + bs + c = a (s + σ )2 + ω2 = 0
Complex numbers
Rectangular representation:
√
z = x + j y, j = −1
Complex conjugate:
z = x − jy
Magnitude and angle:
y
|z| = x 2 + y2 θ = z = tan−1 (See Figure 2.1.2)
x
Polar and exponential representation:
z = |z| θ = |z|e jθ
Equality: If z 1 = x1 + j y1 and z 2 = x2 + j y2 , then
z 1 = z 2 if x1 = x2 and y1 = y2
Addition:
z 1 + z 2 = (x1 + x2 ) + j (y1 + y2 )
Multiplication:
z 1 z 2 = |z 1 ||z 2 | (θ1 + θ2 )
z 1 z 2 = (x1 x2 − y1 y2 ) + j (x1 y2 + x2 y1 )
Complex-Conjugate Multiplication:
(x + j y)(x − j y) = x 2 + y 2
Division:
1 1 x − jy
= = 2
z x + yj x + y2
z1 |z 1 |
= (θ − θ )
1 2
z2 |z 2 |
z1 x1 + j y1 x1 + j y1 x2 − j y2 (x1 + j y1 )(x2 − j y2 )
= = =
z2 x2 + j y2 x2 + j y2 x2 − j y2 x22 + y22
Imaginary Figure 2.1.2 Polar

representation of a complex
number z = x + j y .
z
y
|z|
␪
x Real
Figure 2.1.3 Polar Imaginary

representation of the complex
number z1 = 3 + 4 j . z1 5 3 1 4j
4
␪1 5 tan21 4
5 3
5 0.927 rad
5 53.18
␪
Real
3
review these properties if you have not used complex numbers in a while. For example,
the complex number z 1 = 3 + 4 j can be represented in polar form by computing its
magnitude |z 1 | using the Pythagorean theorem (see Figure 2.1.3).

|z 1 | = 32 + 42 = 5
The angle θ1 is found from trigonometry.

−1 4
θ1 = tan = 0.927 rad = 53.1◦
3
So the polar representation of z 1 is
z 1 = 5 0.927 rad = 5 53.1◦
and is illustrated in Figure 2.1.3.
Using trigonometry with Figure 2.1.2, we see that
x = |z| cos θ y = |z| sin θ
and thus
z = |z| cos θ + |z| sin θ j = |z|(cos θ + j sin θ )
Using the Euler identity (Table 2.1.2),
e jθ = cos θ + j sin θ
Table 2.1.2 The exponential function.

Taylor series
x2 x3 xn
ex = 1 + x + + + ··· + + ···
2 6 n!
Euler’s identities
e jθ = cos θ + j sin θ
e− jθ = cos θ − j sin θ
Limits
lim xe−x = 0 if x is real.
x→∞
−st
lim e =0 if the real part of s is positive.
t→∞
If a is real and positive,
e−at < 0.02 if t > 4/a.
e−at < 0.01 if t > 5/a.
The time constant is τ = 1/a.
2.2 The Laplace Transform Method 37
Imaginary Figure 2.1.4 Polar

representation of the complex
z2 5 23 1 4j number z2 = −3 + 4 j .
4 4
␪ 5 ␲ 2 tan21 3
5 5 2.214 rad
5 126.98
␪2
Real
23
we have
z = |z|(cos θ + j sin θ ) = |z|e jθ
This is the complex exponential representation of the complex number z.
Suppose that z 2 = −3 + 4 j. Then from Figure 2.1.4,
z 2 = −3 + 4 j = 5 2.214 rad = 5 126.9◦
Addition and subtraction of two complex numbers is most easily done with the rectan-
gular representation, as
z 1 + z 2 = 3 + 4 j + (−3 + 4 j) = 0 + 8 j = 8 j
z 1 − z 2 = 3 + 4 j − (−3 + 4 j) = 6 + 0 j = 6
However, multiplication and division are best done using the polar or complex expo-
nential forms, if they are already available.
z 1 z 2 = (3 + 4 j)(−3 + 4 j) = 3(−3 + 4 j) + 4 j (−3 + 4 j) = −9 + 12 j − 12 j − 16 = −25
z 1 z 2 = (5 53.1◦ )(5 126.9◦ ) = 25 (53.1◦ + 126.9◦ ) = 25 180◦
or
z 1 z 2 = 25(cos 180◦ + j sin 180◦ ) = 25(−1 + 0 j) = −25
When dividing with the rectangular form, first multiply the numerator and denom-
inator by the complex conjugate of the denominator (complex conjugate numbers have
the same real part but opposite-signed imaginary parts).
z1 3 + 4j 3 + 4 j −3 − 4 j 7 − 24 j
= = = = 0.28 − 0.96 j
z2 −3 + 4 j −3 + 4 j −3 − 4 j 25
z1 5 53.1◦
= = 1 (53.1◦ − 126.9◦ ) = 1 (−73.8◦ )
z2 5 126.9◦
or
z1
= 1[cos(−73.8◦ ) + j sin(−73.8◦ )] = 0.28 − 0.96 j
z2
Note that polar angles add with multiplication and subtract with division.
2.2 THE LAPLACE TRANSFORM METHOD

The Laplace transform provides a systematic and general method for solving linear
ODEs, and is especially useful either for nonhomogeneous equations whose right-hand
side is a function of time or for sets of equations. Another advantage is that the trans-
form converts linear differential equations into algebraic relations that can be handled
easily.
Although named after Pierre-Simon Laplace, the transform actually is based on the
work of Léonard Euler, from 1763, for solving second-order linear ODEs. The Laplace
transform L[x(t)] of a function x(t) is defined as follows.
T
L[x(t)] = lim x(t)e−st dt (2.2.1)
T →∞ 0−
but is usually expressed more compactly as

∞
L[x(t)] = x(t)e−st dt (2.2.2)
0−
The variable of integration, t, is arbitrary, and the transform is a function of the parameter
s, which is a complex number.
The lower limit of 0− is used so that we may use the transform to solve differential
equations where
1. the forcing function is an impulse, or
2. the differential equation contains derivatives of a forcing function that is
discontinuous at t = 0.
We will see examples of these cases in Sections 2.3 and 2.7. See also [Lundberg,
2007].
Unless it is explicitly stated otherwise, we will assume that x(t) = 0 for t < 0. In
this case,
0
x(t)e−st dt = 0
0−
and the Laplace integral becomes
∞
L[x(t)] = x(t)e−st dt
0
A simpler notation for the transform uses the uppercase symbol to represent the
transform of the corresponding lowercase symbol; that is,
X (s) = L[x(t)] (2.2.3)
The process of determining the time function x(t) whose transform is X (s) is de-
noted by
x(t) = L−1 [X (s)]
where the symbol L−1 denotes the inverse transform.
When the limit in (2.2.1) is not finite, there is no Laplace transform defined for
x(t). For many common functions, we can choose s to obtain a finite limit. In prac-
tice, however, when solving ODEs, we need not be concerned with the choice for s,
because the transforms of common functions that have transforms have been derived
and tabulated. Table 2.2.1 is a table of commonly needed transforms.
For some relatively simple functions either the Laplace transform does not exist
2
(such as for et and 1/t), or it cannot be represented as an algebraic expression (such as
for 1/(t + a)). In the latter case, the integral must be represented as an infinite series,
which is not very useful for our purposes.
The Laplace transform of a function x(t) exists for all s > γ if x(t) is piece-
wise continuous on every finite interval in the range t ≥ 0− and satisfies the relation
|x(t)| ≤ Meγ t for all t ≥ 0− and for some constants γ and M [Kreyzig, 2011]. These
Table 2.2.1 Table of Laplace transform pairs.

X (s) x(t), t ≥ 0
1.1 δ(t), unit impulse
1
2. u s (t), unit step
s
c
3. constant, c
s
e−s D
4. u s (t − D), shifted unit step
s
n!
5. tn
s n+1
1
6. e−at
s+a
1 1
7. t n−1 e−at
(s + a)n (n − 1)!
b
8. sin bt
s 2 + b2
s
9. cos bt
s 2 + b2
b
10. e−at sin bt
(s + a)2 + b2
s+a
11. e−at cos bt
(s + a)2 + b2
a
12. 1 − e−at
s(s + a)
1 1
13. (e−at − e−bt )
(s + a)(s + b) b−a
s+p 1
14. [( p − a)e−at − ( p − b)e−bt ]
(s + a)(s + b) b−a
1 e−at e−bt e−ct
15. + +
(s + a)(s + b)(s + c) (b − a)(c − a) (c − b)(a − b) (a − c)(b − c)
s+p ( p − a)e−at ( p − b)e−bt ( p − c)e−ct
16. + +
(s + a)(s + b)(s + c) (b − a)(c − a) (c − b)(a − b) (a − c)(b − c)
b
17. sinh bt
s − b2
2
s
18. cosh bt
s 2 + b2
a2
19. at − 1 + e−at
s 2 (s + a)
a2
20. 1 − (at + 1)e−at
s(s + a)2
ωn2 ωn
21. e−ζ ωn t sin ωn 1 − ζ 2t
s 2 + 2ζ ωn s + ωn2 1 − ζ2

s 1 1 − ζ2
22. − e −ζ ωn t
sin ωn 1− ζ 2t − φ , φ = tan −1
s 2 + 2ζ ωn s + ωn2 1− ζ2 ζ
ωn2 1

23. 1− e−ζ ωn t sin ωn 1 − ζ 2t + φ
s s 2 + 2ζ ωn s + ωn2 1 − ζ2
Table 2.2.1 (Continued)

X (s) x(t), t ≥ 0
a
1 1 −at −1
1 − ζ2
24. 1− sin bt + cos bt e , φ = tan
s[(s + a)2 + b2 ] a 2 + b2 b ζ
b2
25. 1 − cos bt
s(s + b2 )
2
b3
26. bt − sin bt
s 2 (s 2 + b2 )
2b3
27. sin bt − bt cos bt
(s + b2 )2
2
2bs
28. t sin bt
(s 2 + b2 )2
s 2 − b2
29. t cos bt
(s 2 + b2 )2
s 1
30. (cos b1 t − cos b2 t) , b12 = b22
s 2 + b12 s 2 + b22 b22 − b12
s2 1
31. (sin bt + bt cos bt)
(s + b2 )2
2 2b
√
conditions are sufficient but not necessary. √ For example, the function 1/ t is infinite
at t = 0 but it has a transform, which is π/s.
The inverse Laplace transform L−1 [X (s)] is that time function x(t) whose trans-
form is X (s); that is, x(t) = L−1 [X (s)]. It can be shown that if two continuous functions
have the same transform, then the functions are identical. This is of practical significance
because we will need to find the function x(t), given X (s).
2.2.1 TRANSFORMS OF COMMON FUNCTIONS

We now derive a few transforms to develop an understanding of the method.
E X A M P L E 2.2.1 Transform of a Constant
■ Problem
Suppose x(t) = c, a constant, for t ≥ 0. Determine its Laplace transform.
■ Solution
It is implied that c = 0 for t < 0. From the transform definition, we have

0 T
T
L[x(t)] = lim 0 dt + ce−st dt = c lim e−st dt
T →∞ 0− 0 T →∞ 0
or

T

1 −st 1 −sT 1 c
L(c) = c lim e = c lim e + e0 =
T →∞ −s 0
T →∞ −s s s
where we have assumed that the real part of s is greater than zero, so that the limit of e−sT exists
as T → ∞. Thus the transform of a constant c is c/s.
The Step Function The step function is so named because its shape resembles a stair Figure 2.2.1 The unit-step
step (see Figure 2.2.1). If height of the step is 1, the function is called the unit-step function.
function, denoted by u s (t). It is defined as
us(t)
0 t <0
u s (t) =
1 t >0 1
and is undefined and discontinuous at t = 0.

Suppose the function x(t) is zero for t < 0 and a nonzero constant, say M, for t
t > 0. Then we can express it as x(t) = Mu s (t). The value of M is the magnitude of
the step function; if M = 1, the function is the unit step function. From the results of
Example 2.2.1, we can easily see that the Laplace transform of x(t) = Mu s (t) is M/s.
The Exponential Function E X A M P L E 2.2.2
■ Problem
Derive the Laplace transform of the exponential function x(t) = e−at , t ≥ 0, where a is a
constant.
■ Solution
It is implied that x(t) = 0 for t < 0. From the transform definition, we have

0 T T
L e−at = lim 0dt + e−at e−st dt = lim e−(s+a)t dt
T →∞ 0− 0 T →∞ 0
or
T
1 1
L e−at = lim e−(s+a)t =
T →∞ −(s + a) 0 s+a
2.2.2 THE LINEARITY PROPERTY

The Laplace transform is a definite integral, and thus it has the properties of such in-
tegrals (Table 2.2.2). For example, a multiplicative constant can be factored out of the
integral, and the integral of a sum equals the sum of the integrals. These facts lead to the
linearity property of the transform; namely, for the functions f (t) and g(t), if a and b
are constants, then
L[a f (t) + bg(t)] = aL[ f (t)] + bL[g(t)] = a F(s) + bG(s)
One use of the linearity property is to determine transforms of functions that are linear
combinations of functions whose transforms are already known. For example, if x(t) =
6 + 4e−3t , its transform is
6 4 10s + 18
X (s) = + =
s s+3 s(s + 3)
The inverse transform also has the linearity property, so that
L−1 [a F(s) + bG(s)] = aL−1 [F(s)] + bL−1 [G(s)] = a f (t) + bg(t)
We can often avoid the integration operations by using the linearity property and
suitable identities, as shown in Example 2.2.3.
Table 2.2.2 Properties of the Laplace transform.

∞
x(t) X (s) = 0
f (t)e−st d t
1. a f (t) + bg(t) a F(s) + bG(s)
dx
2. s X (s) − x(0)
dt
d2x
3. s 2 X (s) − sx(0) − ẋ(0)
dt 2
dn x
n
4. s n X (s) − s n−k gk−1

dt n
k=1

d k−1 x
gk−1 =
dt k−1 t = 0
t
X (s) g(0)
5. x(t) dt +
0 s s

g(0) = x(t) dt
t =0
0 t<D
6. x(t) = g(t − D) t≥D
= u s (t − D)g(t − D) X (s) = e−s D G(s)
7. e−at x(t) X (s + a)
d X (s)
8. t x(t) −
ds
9. x(∞) = lim s X (s)
s→0
10. x(0+) = lim s X (s)
s→∞
For Entries 2, 3, 4, and 5, if x = 0 for t < 0, then replace the initial

conditions at t = 0 with the pre-initial condtions at 0−.
E X A M P L E 2.2.3 The Sine and Cosine Functions
■ Problem
Derive the Laplace transforms of the exponentially decaying sine and cosine functions, e−at sin ωt
and e−at cos ωt, for t ≥ 0, where a and ω are constants.
■ Solution
Note that from the Euler identity, e jθ = cos θ + j sin θ, with θ = ωt, we have
e−at (cos ωt + j sin ωt) = e−at e jωt = e−(a− jω)t (1)
Thus the real part of e−(a− jω)t is e−at cos ωt and the imaginary part is e−at sin ωt. However, from
the result of Example 2.2.2, with a replaced by a − jω, we have
1
L e−(a− jω)t = (2)
s + a − jω
In this form, we cannot identify the real and imaginary parts. To do so we multiply the num-
erator and denominator by the complex conjugate of the denominator and use the fact that
(x − j y)(x + j y) = x 2 + y 2 (see Table 2.1.1); that is,
1 x + jy x + jy
= = 2
x − jy (x − j y)(x + j y) x + y2
Thus with x = s + a and y = ω, equation (2) becomes

1 s + a + jω
L e−(a− jω)t = =
s + a − jω (s + a − jω)(s + a + jω)
s + a + jω s+a ω
= = +j
(s + a)2 + ω2 (s + a)2 + ω2 (s + a)2 + ω2
From equation (1) we see that the real part of this expression is the transform of e−at cos ωt and
the imaginary part is the transform of e−at sin ωt. Therefore,
s+a
L e−at cos ωt =
(s + a)2 + ω2
and
ω
L e−at sin ωt =
(s + a)2 + ω2
Note that the transforms of the sine and cosine can be obtained by letting a = 0. Thus
s ω
L(cos ωt) = and L(sin ωt) =
s 2 + ω2 s 2 + ω2
Another property of the Laplace transform is called shifting along the s-axis or
multiplication by an exponential. This property states that

L e−at x(t) = X (s + a) (2.2.4)
To derive this property, note that
∞ ∞

L e−at x(t) = e−at x(t)e−st dt = x(t)e−(s+a)t dt
0− 0−
= X (s + a)
The Function te−at E X A M P L E 2.2.4
■ Problem
Derive the Laplace transform of the function te−at , t ≥ 0.
■ Solution
Here the function x(t) is t, X (s) = 1/s 2 , and thus from (2.2.4),

−at −at 1 1
L e x(t) = L te = 2 =
s s→s+a (s + a)2
Another property is multiplication by t. It states that

d X (s)
L[t x(t)] = − (2.2.5)
ds
To derive this property, note that
∞ ∞
d d −st
X (s) = x(t)e dt = − t x(t)e−st dt = −L[t x(t)]
ds ds 0− 0−
E X A M P L E 2.2.5 The Function t cos ωt
■ Problem
Derive the Laplace transform of the function t cos ωt, t ≥ 0.
■ Solution
Here the function x(t) is cos ωt, X (s) = s/(s 2 + ω2 ), and thus from (2.2.5),

d s s 2 − ω2
L[t x(t)] = L(t cos ωt) = − =
ds s 2 + ω2 (s 2 + ω2 )2
E X A M P L E 2.2.6 The Shifted Step Function

■ Problem
If the discontinuity in the unit-step function occurs at t = D, Figure 2.2.2, then the function
x(t) = Mu s (t − D) is 0 for t < D and M for t > D. The function u s (t − D) is called the shifted
step function. Determine X (s).
Figure 2.2.2 Shifted step Mus(t 2 D)
function.
M
D t
■ Solution
From the transform definition, we have
T
D T
−st −st −st
L[x(t)] = lim Mu s (t − D)e dt = lim 0e dt + Me dt
T →∞ 0− T →∞ 0− D
or

T

1 −st 1 −sT 1 M −s D
L[x(t)] = 0 + M lim e = M lim e + e−s D = e
T →∞ −s D
T →∞ −s s s
Thus the transform of the shifted unit-step function u s (t − D) is e−s D /s.
Example 2.2.6 introduces a property of the transform called shifting along the t-
axis. From this example, we see that the effect of the time shift D is to multiply the
transform of the unshifted function by e−s D . This illustrates the time-shifting property,
which states that if
0 t<D
x(t) =
g(t − D) t > D
then X (s) = e−s D G(s).
E X A M P L E 2.2.7 The Rectangular Pulse Function
■ Problem
The rectangular pulse function P(t) is shown in Figure 2.2.3a. Derive the Laplace transform
of this function (a) from the basic definition of the transform and (b) from the time-shifting
property.
P(t) Figure 2.2.3 (a) Rectangular

us(t) pulse function. (b) Rectangular
1 1
pulse composed of two step
functions.
D t t
21
2us(t 2 D)
(a) (b)
■ Solution
a. From the definition of the transform,
∞ D ∞ D
L[P(t)] = P(t)e−st dt = 1e−st dt + 0e−st dt = 1e−st dt
0− 0 D 0
D
e−st 1
= = 1 − e−s D
−s 0 s
b. Figure 2.2.3b shows that the pulse can be considered to be composed of the sum of a
unit-step function and a shifted, negative unit-step function. Thus, P(t) = u s (t) −
u s (t − D) and from the time-shifting property,
1 1 1
P(s) = L[u s (t)] − L[u s (t − D)] = − e−s D = 1 − e−s D
s s s
which is the same result obtained in part (a).
2.2.3 THE DERIVATIVE PROPERTY

To use the Laplace transform to solve differential equations, we will need to obtain
the transforms of derivatives. Applying integration by parts to the definition of the
transform, we obtain (assuming that x(t) = 0 for t < 0)

∞ ∞
dx d x −st ∞
L = e dt = x(t)e−st 0 + s x(t)e−st dt
dt 0 dt 0
= sL[x(t)] − x(0) = s X (s) − x(0) (2.2.6)
This procedure can be extended to higher derivatives. For example, the result for the
second derivative is

2
d x
L = s 2 X (s) − sx(0) − ẋ(0) (2.2.7)
dt 2
The general result for any order derivative is given in Table 2.2.2. If x = 0 for t < 0,
then replace the initial conditions at t = 0 with the pre-initial conditions at 0−.
2.2.4 THE INITIAL VALUE THEOREM

Sometimes we will need to find the value of the function x(t) at t = 0+ (a time in-
finitesimally greater than 0), given the transform X (s). The answer can be obtained
with the initial value theorem, which states that
x(0+) = lim x(t) = lim [s X (s)] (2.2.8)
t→0+ s→∞
where the limit s → ∞ is taken along the real axis. The conditions for which the
theorem is valid are that the latter limit exists and that the transforms of x(t) and d x/dt
exist. If X (s) is a rational function and if the degree of the numerator of X (s) is less
than the degree of the denominator, then the theorem will give a finite value for x(0+).
If the degrees are equal, then the initial value is undefined and the initial value theorem
is invalid (see Section 2.7 for a discussion of this case). The proof of the theorem is
obtained in Problem 2.55.
For the transform
7s + 2
X (s) =
s(s + 6)
the theorem gives
7s + 2
x(0+) = lim =7
s→∞ s + 6
This is confirmed by evaluating the inverse transform, x(t) = 1/3 + (20/3)e−6t . (We
state the inverse transform here for illustrative purposes only; normally we apply the
theorem in situations where the inverse transform is not convenient to obtain.)
We will see important applications of this theorem in Section 2.7.
2.2.5 THE FINAL VALUE THEOREM

To find the limit of the function x(t) as t → ∞, we can use the final value theorem. The
theorem states that
x(∞) = lim x(t) = lim s X (s) (2.2.9)
t→∞ s→0
The theorem is true if the following conditions are satisfied. The functions x(t) and
d x/dt must possess Laplace transforms, and x(t) must approach a constant value as
t → ∞. The latter condition will be satisfied if all the roots of the denominator of s X (s)
have negative real parts. The proof of the theorem is obtained in Problem 2.56.
For example, if X (s) = 1/s, which corresponds to x(t) = 1, then
1
lim s X (s) = lim s = 1
s→0 s→0 s
which is correct. (We state the inverse transform here for illustrative purposes only; nor-
mally we apply the theorem in situations where the inverse transform is not convenient
to obtain.)
As another example, if
7
X (s) =
(s + 4)2 + 49
then
7s
lim s X (s) = lim =0
s→0 s→0 (s + 4)2 + 49
which is correct [X (s) has the inverse transform x(t) = e−4t sin 7t].
The function x(t) will approach a constant value if all the roots of the denominator
of s X (s) have negative real parts. Thus a common situation in which the theorem does
not apply is a periodic function. For example, if x(t) = sin 5t, then X (s) = 5/(s 2 +25),
and
5s
lim s X (s) = lim 2 =0
s→0 s→0 s + 25
2.3 Solving Equations with the Laplace Transform 47
Thus the limit exists but the result is incorrect, because x(t) continually oscillates and
therefore does not approach a constant value.
The theorem is not applicable to the transform
9s + 2
X (s) =
s(s − 8)
because, after the s terms in s X (s) are canceled, the denominator of s X (s) is s − 8,
which has the positive root s = 8. Therefore x(t) does not approach a constant value
as t → ∞ [this can be observed from the inverse transform, which is x(t) = −1/4 +
(37/4)e8t ].
2.3 SOLVING EQUATIONS WITH THE LAPLACE

TRANSFORM
We now show how to solve differential equations by using the Laplace transform.
Consider the linear first-order equation
ẋ + ax = f (t) (2.3.1)
where f (t) is the input and a is a constant. If we multiply both sides of the equation
by e−st and then integrate over time from t = 0− to t = ∞, we obtain
∞ ∞
(ẋ + ax) e−st dt = f (t)e−st dt
0− 0−
or
L(ẋ + ax) = L[ f (t)]
Using the linearity property, this becomes
L(ẋ) + aL(x) = L[ f (t)]
If we are given that x = 0 for t < 0, then, using the derivative property and the
alternative transform notation, the above equation can be written as
s X (s) − x(0) + a X (s) = F(s) (2.3.2)
This equation is an algebraic equation that can be solved for X (s) in terms of F(s) and
x(0). Its solution is
x(0) 1
X (s) = + F(s) (2.3.3)
s+a s+a
The denominator of the first term on the right side is s + a, which is the characteristic
polynomial of the equation.
The inverse operation gives

−1 x(0) −1 1
x(t) = L +L F(s) (2.3.4)
s+a s+a
This equation shows that the solution consists of the sum of two terms. The first term
depends on the initial condition x(0) but not on the forcing function f (t). This part of
the solution is called the free response. From Table 2.2.1, entry 6, it is seen that the
free response is x(0)e−at .
The second term on the right side of (2.2.13) depends on the forcing function
f (t) but not on the initial condition x(0). This part of the solution is called the forced
response. It cannot be evaluated until F(s) is available.
E X A M P L E 2.3.1 Step Response of a First-Order Equation
■ Problem
When the input is a step function, the response is sometimes called the step response. Suppose
that the input f (t) of the equation ẋ + ax = f (t) is a step function of magnitude b whose
transform is F(s) = b/s. Obtain the expression for the complete response.
■ Solution
From (2.3.4) the forced response is obtained from

1 1 b
L−1 F(s) = L−1
s+a s+a s
This transform can be converted into a sum of simple transforms as follows.
1 b C1 C2
= + (1)
s+a s s s+a
To determine C1 and C2 we can use the least common denominator (LCD) s(s + a) and write
the expression as
1 b C1 (s + a) + C2 s
=
s+a s s(s + a)
Comparing the numerators on the left and right sides, we see that this equation is true only if
b = C1 (s + a) + C2 s = (C1 + C2 )s + aC1
for arbitrary values of s. This requires that C1 + C2 = 0 and aC1 = b. Thus, C1 = b/a and
C2 = −b/a, and equation (1) becomes

1 b b 1 1
= −
s+a s a s s+a
Thus, using entries 2 and 6 in Table 2.2.1, we see that the forced response is
b
1 − e−at
a
The addition of the free and the forced responses gives the complete response:
b
x(t) = x(0)e−at + 1 − e−at (2)
a
The solution of ẋ + ax = b can also be rearranged as follows, if a = 0.

b b
x(t) = + x(0) − e−at (2.3.5)
a
a

steady state transient
Note that the solution consists of two parts, one that disappears with time due to the
e−at term, and one that remains. These terms are called the transient and the steady-
state responses, respectively. Both responses need not occur; it is possible to have one
without the other. For example, there is no transient response in the preceding solution
if x(0) = b/a, and there is no steady-state response if b = 0. The complete or total
response is the sum of the transient and steady-state responses. This is a property of
linear differential equations called superposition.
The solution (2.2.14) can also be rearranged as follows:
b
x(t) = x(0)e−at + 1 − e−at (2.3.6)
a

free

forced
The first part of the solution depends on the initial condition x(0) and is called the free
response, because it describes the system’s behavior when it is “free” of the externally
applied input. The second part depends on the input b and is called the forced response.
Both responses need not occur; it is possible to have one without the other. For example,
there is no free response if the initial conditions are zero, and there is no forced response
if there is no input.
It is extremely useful to distinguish between the free and the forced responses
because this separation enables us to focus on the effects of the input by temporarily
setting the initial conditions to zero and concentrating on the forced response. When
we have finished analyzing the forced response we can obtain the complete response
by adding the free response to the forced response. This separation is possible because
of the superposition property.
To summarize, we can separate the total response as follows:
1. Transient Response The part of the response that disappears with time.
2. Steady-State Response The part of the response that remains with time.
3. Free Response The part of the response that depends on the initial conditions.
4. Forced Response The part of the response due to the forcing function.
The principle of superposition for a linear equation implies that the complete re-
sponse is the sum of the free and the forced responses. With the Laplace transform ap-
proach the initial conditions are automatically accounted for and we can treat the free
response separately from the forced response.
To solve a differential equation by using the Laplace transform, we must be able
to obtain a function x(t) from its transform X (s). This process is called inverting the
transform. In Example 2.3.1 we inverted the transform by expressing it as a sum of
simple transforms that appear in our transform table. The algebra required to find the
coefficients C1 and C2 is rather straightforward. This sum is called a partial-fraction ex-
pansion. The form of a partial-fraction expansion depends on the roots of the transform’s
denominator. These roots consist of the characteristic roots plus any roots introduced by
the transform of the forcing function. When there are only a few roots, using the LCD
method quickly produces a solution for the expansion’s coefficients. The coefficients
can also be determined by the general-purpose formulas, which are advantageous for
some problems. These are discussed in Section 2.4.
A case requiring special attention occurs when there are repeated factors in the
denominator of the transform. Example 2.3.2 shows how this case is handled.
Ramp Response of a First-Order Equation E X A M P L E 2.3.2
■ Problem
Determine the complete response of the following model, which has a ramp input:
ẋ + 3x = 5t x(0) = 10
■ Solution
Applying the transform to the equation we obtain
5
s X (s) − x(0) + 3X (s) =
s2
Solve for X (s).
x(0) 5 10 5
X (s) = + = +
s + 3 s 2 (s + 3) s + 3 s 2 (s + 3)

Example 2.3.2.
x(t ) 6
0 1 2 3 4 5
t
[We could also have obtained this result directly by using (2.3.3) with a = 3 and F(s) = 5/s 2 .]
The free response is given by the first term on the right-hand side and is 10e−3t . To find the
forced response, we express the second term on the right as
5 C1 C2 C3
= 2 + +
s 2 (s + 3) s s s+3
As a general rule, the partial-fraction expansion must include one term for each distinct factor
of the denominator; here, s and s + 3. However, when there are repeated factors (here, the extra
factor s), we must include additional terms, one for each extra factor that is repeated. We may
now use the LCD method to obtain the coefficients C1 , C2 , and C3 .
5 C1 (s + 3) + C2 s(s + 3) + C3 s 2 (C2 + C3 )s 2 + (C1 + 3C2 )s + 3C1

= =
s 2 (s + 3) s (s + 3)
2 s 2 (s + 3)
Comparing the numerators we see that C2 + C3 = 0, C1 + 3C2 = 0, and 3C1 = 5. Thus,
C1 = 5/3, C2 = −C1 /3 = −5/9, and C3 = −C2 = 5/9. The forced response is
5 5 5
C1 t + C2 + C3 e−3t = t − + e−3t
3 9 9
The complete response is the sum of the free and the forced response, and is
5 5 5
x(t) = 10e−3t + t − + e−3t
3 9 9
The plot of the response is shown in Figure 2.3.1. Because e−3t < 0.02 for t > 4/3, the response
for t > 4/3 is approximately given by x(t) = 5t/3 − 5/9, which is the equation of a straight
line with slope 5/3 and intercept −5/9.
Complex factors in the denominator of the transform can be often handled easily
by using the fact that the complex conjugates s = −a ± bj correspond to the quadratic
factor (s + a)2 + b2 .
Transform Inversion for Complex Factors E X A M P L E 2.3.3
■ Problem
Invert the following transform by representing it as the sum of terms that appear in Table 2.2.1:
8s + 13
X (s) =
s 2 + 4s + 53
■ Solution
The roots of the denominator are s = −2 ± 7 j and so the transform can be expressed as
8s + 13
X (s) =
(s + 2)2 + 49
We can express X (s) as a sum of terms similar to entries 10 and 11 in Table 2.2.1, as follows
(note that a = 2 and b = 7):
8s + 13 s+2 7 C1 (s + 2) + 7C2
X (s) = = C1 + C2 =
(s + 2)2 + 49 (s + 2)2 + 49 (s + 2)2 + 49 (s + 2)2 + 49
Comparing numerators, we see that
8s + 13 = C1 (s + 2) + 7C2 = C1 s + 2C1 + 7C2
This is true only if C1 = 8 and 2C1 + 7C2 = 13, or C2 = −3/7. Thus,

3
x(t) = C1 e−2t cos 7t + C2 e−2t sin 7t = 8e−2t cos 7t − e−2t sin 7t
7
Step Response of a Second-Order Equation E X A M P L E 2.3.4
■ Problem
Obtain the complete response of the following model:
ẍ + 4ẋ + 53x = 15u s (t) x(0) = 8 ẋ(0) = −19
■ Solution
Transforming the equation gives
15
s 2 X (s) − sx(0) − ẋ(0) + 4[s X (s) − x(0)] + 53X (s) =
s
Solve for X (s) using the given initial conditions.
x(0)s + ẋ(0) + 4x(0) 15
X (s) = +
s + 4s + 53
2 s(s + 4s + 53)
2
8s + 13 15
= + (1)
s 2 + 4s + 53 s(s 2 + 4s + 53)
The first term on the right of equation (1) corresponds to the free response and is the same
transform inverted in Example 2.3.2.
The second term on the right of equation (1) corresponds to the forced response. We can
combine the terms on the right side of equation (1) into a single term as follows:
x(0)s 2 + [ẋ(0) + 4x(0)]s + 15 8s 2 + 13s + 15

X (s) = =
s(s + 4s + 53)
2 s[(s + 2)2 + 72 ]

Example 2.3.4.
8
4
x(t )
–2
–4
0 0.5 1 1.5 2 2.5 3
t
Inversion of this transform gives the complete response directly.

8s 2 + 13s + 15 C1 s+2 7
X (s) = = + C2 + C3
s(s + 4s + 53)
2 s (s + 2) + 7
2 2 (s + 2)2 + 72
(C1 + C2 )s 2 + (4C1 + 2C2 + 7C3 )s + 53C1
=
s[(s + 2)2 + 72 ]
Comparing numerators on the left and right sides, we see that C1 +C2 = 8, 4C1 +2C2 +7C3 = 13,
and 53C1 = 15. Thus, C1 = 15/53, C2 = 409/53, and C3 = −27/53, and the corresponding
response is
15 409 −2t 27
x(t) = + e cos 7t − e−2t sin 7t (2)
53 53 53
The response is plotted in Figure 2.3.2. The radian frequency of the oscillations is 7, which
corresponds to a period of 2π/7 = 0.897. The oscillations are difficult to see for t > 2 because
e−2t < 0.02 for t > 2. So for most practical purposes we may say that the response is essentially
constant with a value 15/53 for t > 2.
As Example 2.3.3 shows, the step response of a second-order equation with complex
roots results in a transform of the following form:
As 2 + Bs + C C1 s+a b
= + C2 + C3 (2.3.7)
s[(s + a)2 + b2 ] s (s + a)2 + b2 (s + a)2 + b2
Using the same procedure employed in Example 2.3.4, we can show that the resulting
coefficients are as follows:
C B − a A − aC1
C1 = C2 = A − C1 C3 = (2.3.8)
a2 + b2 b
The response is
x(t) = C1 + C2 e−at cos bt + C3 e−at sin bt (2.3.9)
As we have seen in the previous three examples, sometimes the solution of a

differential equation can be obtained directly from the table of transforms (Table 2.2.1)
without the need for a partial fraction expansion. So you can save time by learning to
recognize these forms.
Step Response with Two Distinct, Real Roots: A Specific Case E X A M P L E 2.3.5
■ Problem
Solve the following equation with the given initial conditions.
ẍ + 7ẋ + 10x = 20u s (t) x(0) = ẋ(0) = 0
■ Solution
20
(s 2 + 7s + 10)X (s) =
s
or
20 20
X (s) = =
s(s 2 + 7s + 10) s(s + 2)(s + 5)
because the characteristic roots are s = −2 and s = −5. Except for the numerator 20, this has
the form of Entry 15 in Table 2.2.1 if we select a = 2, b = 5, and c = 0. The table gives
−e−2t e−5t e0
+ +
6 15 10
After multiplying by the numerator 20, we obtain the solution.
10 −2t 4 −5t
x(t) = − e + e +2
3 3
This solution is plotted in Figure 2.3.3.
2 Figure 2.3.3 Response for

Example 2.3.5.
1.8
1.6
1.4
1.2
x(t )
0.8
0.6
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3
t
E X A M P L E 2.3.6 Step Response with Two Distinct, Real Roots: General Case
■ Problem
Solve the following problem, which is the general case of the forced response to a unit-step input
with two distinct, real roots: s = −a, −b.
ẍ + (a + b)ẋ + abx = Mu s (t) x(0) = ẋ(0) = 0
■ Solution
2 M
s + (a + b)s + ab X (s) =
s
Note that the characteristic polynomial can be factored as s 2 + (a + b)s + ab = (s + a)(s + b).
Thus
M M
X (s) = 2 =
s s + (a + b)s + ab s(s + a)(s + b)
This has the form of Entry 15 in Table 2.2.1 if we select c = 0. The table gives

e−at e−bt 1
x(t) = M + +
a(a − b) b(b − a) ab
E X A M P L E 2.3.7 Step Response with Two Repeated Roots: A Specific Case
■ Problem
5ẍ + 20ẋ + 20x = 28u s (t) x(0) = ẋ(0) = 0
■ Solution
28
(5s 2 + 20s + 20)X (s) =
s
or
28 28 28/5
X (s) = = =
s(5s 2 + 20s + 20) 5s(s + 2) 2 s(s + 2)2
because the characteristic roots are s = −2, −2. Except for the numerator 28/5, this has the
form of Entry 20 in Table 2.2.1 if we select a = 2. Because the numerator in the table is a 2 = 4,
we write
28/5 28/5 4
X (s) = =
s(s + 2)2 4 s(s + 2)2
1.4 Figure 2.3.4 Response for

Example 2.3.7.
1.2
0.8
x(t )
0.6
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3
t
The table gives

28/5 7
x(t) = 1 − (2t + 1)e−2t = 1 − (2t + 1) e−2t
4 5
Step Response with Two Repeated Roots: General Case E X A M P L E 2.3.8
■ Problem
with two repeated roots: s = −a, −a.
ẍ + 2a ẋ + a 2 x = Mu s (t) x(0) = ẋ(0) = 0
■ Solution
M
(s 2 + 2as + a 2 )X (s) =
s
Note that the characteristic polynomial can be factored as s 2 + 2as + a 2 = (s + a)2 . Thus
M M
X (s) = =
s(s 2 + 2as + a 2 ) s(s + a)2
Except for the numerator, this has the form of Entry 20 in Table 2.2.1. Because the numerator
in the table is a 2 , we write
M M a2
X (s) = = 2
s(s + a) 2 a s(s + a)2
The table gives
M
x(t) = 1 − (at + 1)e−at
a2
E X A M P L E 2.3.9 Step Response with Two Imaginary Roots: A Specific Case
■ Problem
ẍ + 16x = 144u s (t) x(0) = ẋ(0) = 0
■ Solution
144
(s 2 + 16)X (s) =
s
or
144
X (s) =
s(s 2+ 16)
The characteristic roots are s = ±4 j. Except for the numerator 144, this has the form of Entry 25
in Table 2.2.1 if we select b = 4. Because the numerator in the table is b2 = 16, we write
144 144 16
X (s) = =
s(s 2 + 16) 16 s(s 2 + 16)
The table gives
x(t) = 9(1 − cos 4t)

Example 2.3.9.
16
14
12
10
x(t )
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
t
E X A M P L E 2.3.10 Step Response with Two Imaginary Roots: General Case
■ Problem
with two imaginary roots: s = ±bj.
ẍ + b2 x = Mu s (t) x(0) = ẋ(0) = 0
■ Solution
M
(s 2 + b2 )X (s) =
s
or
M
X (s) =
s(s 2 + b2 )
Except for the numerator, this has the form of Entry 25 in Table 2.2.1. Because the numerator
in the table is b2 , we write
M M b2
X (s) = = 2
s(s 2 +b )
2 b s(s + b2 )
2
The table gives

M
x(t) = (1 − cos bt)
b2
Step Response with Two Complex Roots: A Specific Case E X A M P L E 2.3.11
■ Problem
ẍ + 6ẋ + 34x = 68u s (t) x(0) = ẋ(0) = 0
■ Solution
68
(s 2 + 6s + 34)X (s) =
s
or
68
X (s) =
s(s 2 + 6s + 34)
The characteristic roots are s = −3 ± 5 j. When dealing with complex roots, it is important to
remember that roots of the form s = −a ± bj correspond to the polynomial (s + a)2 + b2 . Thus
the roots s = −3 ± 5 j correspond to the polynomial (s + 3)2 + 52 , so we may express X (s)
here as
68
X (s) =
s (s + 3)2 + 52
Except for the numerator 68, this has the form of Entry 24 in Table 2.2.1 if we select a = 3 and
b = 5. Because the numerator in the table is 1, we write
68 1
X (s) = = 68
s (s + 3)2 + 52 s (s + 3)2 + 52
The table gives

3
x(t) = 2 1 − sin 5t + cos 5t e−3t
5
Figure 2.3.6 Response for 2.5

Example 2.3.11.
1.5
x(t )
0.5
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8
t
E X A M P L E 2.3.12 Step Response with Two Complex Roots: General Case
■ Problem
with two complex roots: s = −a ± bj.
ẍ + 2a ẋ + (a 2 + b2 )x = Mu s (t) x(0) = ẋ(0) = 0
■ Solution
M
s 2 + 2as + a 2 + b2 X (s) =
s
or
M
X (s) =
s s2 + 2as + a 2 + b2
When dealing with complex roots, it is important to remember that the polynomial (s + a)2 + b2
has the roots s = −a ± bj. Here X (s) has the form of Entry 24 in Table 2.2.1. The table gives
M a
−at

x(t) = 1 − sin bt + cos bt e
a 2 + b2 b
E X A M P L E 2.3.13 Initial Condition Effects
■ Problem
ẍ + a ẋ + bx = 0 x(0) = x0 ẋ(0) = ẋ0

Table 2.3.1 Step response for zero initial conditions.

ODE Roots x(t)
M
1. ẋ + ax = Mu s (t) s = −a x(t) = 1 − e−at
a

e−at e−bt 1
2. ẍ + (a + b)ẋ + abx = Mu s (t) s = −a, −b x(t) = M + +
a(a − b) b(b − a) ab
a = b
M
3. ẍ + 2a ẋ + a 2 x = Mu s (t) s = −a, −a x(t) = 1 − (at + 1) e−at
a2
M
4. ẍ + b2 x = Mu s (t) s = ±bj b>0 x(t) = 2 (1 − cos bt)
b
M
a
−at
5. ẍ + 2a ẋ + (a 2 + b2 )x = Mu s (t) s = −a ± bj b>0 x(t) = 2 1 − sin bt + cos bt e
a + b2 b
■ Solution
[s 2 X (s) − x0 s − ẋ0 ] + a[s X (s) − x0 ] + bX (s) = 0

s 2 + as + b X (s) = x0 s + ẋ0 + ax0
x0 s + ẋ0 + ax0
X (s) =
s 2 + as + b
We cannot go any further until we have numerical values for the constants a and b, because
without them we do not know the type of roots (distinct real, complex, etc.). In addition, nonzero
values for the initial conditions x0 and ẋ0 introduce a term cs + d in the numerator, where c and
d are nonzero constants. The entries in Table 2.3.1 do not generate such a numerator, and so we
must perform additional algebra, as was done in Example 2.3.4.
For first and second-order linear equations with constant coefficients and a constant
input, the forms of the free and forced responses can be summarized as in Table 2.3.2.
For such cases, if the initial conditions are not zero, it may be easier to solve the problem
using this table rather than applying the Laplace transform. To obtain the free response
with this table, set the constant c = 0.
Table 2.3.2 Solution forms for a constant input.

Equation Solution form
b
First order: ẋ + ax = b a = 0 x(t) = + Ce−at
a
Second order: ẍ + a ẋ + bx = c b = 0
c
1. (a > 4b) distinct, real roots: s1 , s2
2
x(t) = C1 es1 t + C2 es2 t +
b
c
2. (a 2 = 4b) repeated, real roots: s1 , s1 x(t) = (C1 + tC2 )es1 t +
b
c
3. (a = 0, b > 0) imaginary roots: s = ± jω, x(t) = C1 sin ωt + C2 cos ωt +
√ b
ω= b
c
0, a 2 < 4b) complex roots: s = σ ± jω,
4. (a = x(t) = eσ t (C1 sin ωt + C2 cos ωt) +
√ b
σ = −a/2, ω = 4b − a 2 /2
The following example demonstrates this approach for the problem given in Ex-
ample 2.3.4.
E X A M P L E 2.3.14 Step Response from Table 2.3.2
■ Problem
Use Table 2.3.2 to Solve the following equation with the given initial conditions.
ẍ + 4ẋ + 53x = 15 x(0) = 8 ẋ(0) = −19
■ Solution
Comparing this equation with the form shown in Table 2.3.2, we see that a = 4, b = 53, and
c = 15. The characteristic equation is s 2 + 4s + 53 = 0 and the roots are s = −2 ± 7 j. This
corresponds to Case 4 in the table, where σ = −2 and ω = 7. Thus the form of the solution is
15
x(t) = e−2t (C1 sin 7t + C2 cos 7t) +
53
and
ẋ(t) = −2e−2t (C1 sin 7t + C2 cos 7t) + (7C1 cos 7t − 7C2 sin 7t) e−2t
Now evaluate these using the initial conditions.
15
x(0) = 8 = C2 +
53
which gives C2 = 409/53. Also

409
ẋ(0) = −19 = −2 + 7C1
53
Thus C1 = −27/53, and the solution is
409 −2t 27 15
x(t) = e cos 7t − e−2t sin 7t +
53 53 53
which is the same as the solution found in Example 2.3.4. The reader will have to decide which
method is easier.
E X A M P L E 2.3.15 Free Response from Table 2.3.2
■ Problem
Use Table 2.3.2 to Solve the following equation with the given initial conditions.
ẍ + 4ẋ + 53x = 0 x(0) = 8 ẋ(0) = −19
■ Solution
This is the same equation as in Example 2.3.14, but with the right-hand side equal to zero. So
the solution form is
x(t) = e−2t (C1 sin 7t + C2 cos 7t)
and
ẋ(t) = −2e−2t (C1 sin 7t + C2 cos 7t) + (7C1 cos 7t − 7C2 sin 7t) e−2t
Now evaluate these using the initial conditions.
x(0) = 8 = C2
2.4 Partial-Fraction Expansion 61
Also
ẋ(0) = −19 = −2(8) + 7C1
Thus C1 = −3/7, and the solution is

3
x(t) = 8e−2t cos 7t − e−2t sin 7t
7
which is the same as the solution found in Example 2.3.3. The reader will have to decide which
method is easier.
Thus far in our examples the forcing function was zero for t < 0. Sometimes, how-
ever we encounter applications where this is not so. We will see two such applications
in Chapters 4 and 6.
Forcing Function with a Nonzero Pre-Initial Condition E X A M P L E 2.3.16
■ Problem
ẋ + x = ḟ (t) x(0−) = 0
where

1 t <0
f (t) =
0 t >0
■ Solution
Transforming both sides of the equation gives
s X (s) − x(0−) + X (s) = s F(s) − f (0−)
The term pre-initial condition refers to conditions given at t = 0−. We are given that x(0−) = 0,
and from the definition of f (t) we see that f (0−) = 1 and F(s) = 0. Thus we have
1
X (s) = −
s+1
and
x(t) = −e−t t >0
From the Initial Value Theorem,

−1
x(0+) = lim s X (s) = lim s = −1
s→∞ s→∞ s+1
which agrees with the solution for x(t).
2.4 PARTIAL-FRACTION EXPANSION

To solve a differential equation by using the Laplace transform, we must be able to
obtain a function x(t) from its transform X (s). This process is called inverting the
transform. Unless the transform is a simple one appearing in the transform table, it will
have to be represented as a combination of simple transforms.
The expansions in Section 2.3 are simple examples of partial-fraction expansions.

In practice, however, we might encounter higher-order system models or complicated
inputs. Both situations require a general approach to obtaining the expansion, and this
section develops such an approach.
Most transforms occur in the form of a ratio of two polynomials, such as
N (s) bm s m + bm−1 s m−1 + · · · + b1 s + b0
X (s) = = (2.4.1)
D(s) s n + an−1 s n−1 + · · · + a1 s + a0
In all of our examples, m ≤ n. If X (s) is of the form (2.4.1), the method of partial-
fraction expansion can be used. Note that we assume that the coefficient an is unity. If
not, divide the numerator and denominator by an . The first step is to solve for the n roots
of the denominator. If the ai coefficients are real (as they will be for all our applications),
any complex roots will occur in conjugate pairs.
There are two cases to be considered. The first is where all the roots are distinct;
the second is where two or more roots are identical (repeated).
2.4.1 DISTINCT ROOTS CASE

If all the roots are distinct, we can express X (s) in (2.4.1) in factored form as follows:
N (s)
X (s) = (2.4.2)
(s + r1 )(s + r2 ) · · · (s + rn )
where the roots are s = −r1 , −r2 , . . . , −rn . This form can be expanded as
C1 C2 Cn
X (s) = + + ··· + (2.4.3)
s + r1 s + r2 s + rn
where
Ci = lim [X (s)(s + ri )] (2.4.4)
s→−ri
Multiplying by the factor (s + ri ) cancels that term in the denominator before the limit
is taken. This is a good way of remembering (2.4.4). Each factor corresponds to an
exponential function of time, and the inverse transform is
x(t) = C1 e−r1 t + C2 e−r2 t + · · · + Cn e−rn t (2.4.5)
E X A M P L E 2.4.1 One Zero Root and One Negative Root
■ Problem
Obtain the inverse Laplace transform of
5
X (s) =
s(s + 3)
■ Solution
The denominator roots are s = 0 and s = −3, which are distinct and real. Thus the partial-fraction
expansion has the form
5 C1 C2
X (s) = = +
s(s + 3) s s+3
Using the coefficient formula (3.5.4), we obtain

5 5 5
C1 = lim s = lim =
s→0 s(s + 3) s→0 (s + 3) 3

5 5 5
C2 = lim (s + 3) = lim =−
s→−3 s(s + 3) s→−3 s 3
The inverse transform is
5 5 −3t
x(t) = C1 + C2 e−3t = − e
3 3
A Third-Order Equation E X A M P L E 2.4.2
■ Problem
Obtain the solution of the following problem:
d3x d2x dx
10 + 100 + 310 + 300x = 750u s (t)
dt 3 dt 2 dt
x(0) = 2 ẋ(0) = 4 ẍ(0) = 3
■ Solution
Using the Laplace transform method, we have

10 s 3 X (s) − ẍ(0) − s ẋ(0) − s 2 x(0) + 100 s 2 X (s) − ẋ(0) − sx(0)
750
+ 310[s X (s) − x(0)] + 300X (s) =
s
Solving for X (s) using the given initial values we obtain
2s 3 + 24s 2 + 105s + 75 2s 3 + 24s 2 + 105s + 75
X (s) = =
s(s 3 + 10s 2 + 31s + 30) s(s + 2)(s + 3)(s + 5)
Since the roots of the cubic are s = −2, −3, and −5, the partial-fraction expansion is
C1 C2 C3 C4
X (s) = + + +
s s+2 s+3 s+5
For this problem the LCD method requires a lot of algebra, and the coefficients can be more
easily obtained from the formula (2.4.4). They are
5
C1 = lim s X (s) =
s→0 2
55
C2 = lim (s + 2)X (s) =
s→−2 6
C3 = lim (s + 3)X (s) = −13
s→−3
10
C4 = lim (s + 5)X (s) =
s→−5 3
Thus, the answer is
5 55 −2t 10
x(t) = + e − 13e−3t + e−5t (1)
2 6 3
The plot of the response is shown in Figure 2.4.1. The response contains three exponentials. The
terms e−3t and e−5t die out faster than e−2t , so for t > 4/3, the response is approximately given

Example 2.4.2.
x(t )
2
0
0 0.5 1 1.5 2 2.5 3
t
by x(t) = 5/2 + (55/6)e−2t . For t > 2, the response is approximately constant at x = 5/2. The
“hump” in the response is produced by the positive values of ẋ(0) and ẍ(0).
2.4.2 REPEATED-ROOTS CASE

Suppose that p of the roots have the same value s = −r1 , and the remaining (n − p)
roots are distinct and real. Then X (s) is of the form
N (s)
X (s) = (2.4.6)
(s + r1 ) p (s + r p+1 )(s + r p+2 ) · · · (s + rn )
The expansion is
C1 C2 Cp
X (s) = + + ··· + + ···
(s + r1 ) p (s + r1 ) p−1 s + r1
C p+1 Cn
+ + ··· + (2.4.7)
s + r p+1 s + rn
The coefficients for the repeated roots are found from

C1 = lim X (s)(s + r1 ) p (2.4.8)
s→−r1

d
C2 = lim X (s)(s + r1 ) p
(2.4.9)
s→−r1 ds
..
.

1 d i−1
Ci = lim X (s)(s + r1 ) p
i = 1, 2, . . . , p (2.4.10)
s→−r1 (i − 1)! ds i−1
The coefficients for the distinct roots are found from (2.4.4). The solution for the time
function is
t p−1 −r1 t t p−2 −r1 t
f (t) = C1 e + C2 e + · · · + C p e−r1 t + · · ·
( p − 1)! ( p − 2)!
+ C p+1 e−r p+1 t + · · · + Cn e−rn t (2.4.11)
One Negative Root and Two Zero Roots E X A M P L E 2.4.3
■ Problem
The inverse Laplace transform of
5
X (s) =
s 2 (3s + 12)
■ Solution
The denominator roots are s = −12/3 = −4, s = 0, and s = 0. Thus the partial-fraction expansion
has the form
5 1 5 C1 C2 C3
X (s) = 2 = = 2 + +
s (3s + 12) 3 s (s + 4)
2 s s s+4
Using the coefficient formulas (2.4.4), (2.4.8), and (2.4.9) with p = 2 and r1 = 0, we obtain

5 5 5
C1 = lim s 2 = lim =
s→0 3s (s + 4)
2 s→0 3(s + 4) 12

d 2 5 d 5 5 1 5
C2 = lim s = lim = lim − =−
s→0 ds 3s 2 (s + 4) s→0 ds 3(s + 4) s→0 3 (s + 4)2 48

5 5 5
C3 = lim (s + 4) = lim =
s→−4 3s 2 (s + 4) s→−4 3s 2 48
5 5 5
x(t) = C1 t + C2 + C3 e−4t = t− + e−4t
12 48 48
Ramp Response of a First-Order Model E X A M P L E 2.4.4
■ Problem
Use the Laplace transform to solve the following problem:
3ẋ + 12x = 5t x(0) = 0
■ Solution
Taking the transform of both sides of the equation, we obtain
5
3[s X (s) − x(0)] + 12X (s) =
s2
Solve for X (s) using the given value of x(0).
5
X (s) =
s 2 (3s + 12)
The partial-fraction expansion was obtained in Example 2.4.3. It is
5 1 5 1 5 1
X (s) = − +
12 s 2 48 s 48 s + 4
and the inverse transform is

5 5 5
x(t) = t− + e−4t
12 48 48
E X A M P L E 2.4.5 Two Repeated Roots and One Distinct Root
■ Problem
Obtain the inverse Laplace transform of
7
X (s) =
(s + 3)2 (s + 5)
■ Solution
The denominator roots are s = −5, s = −3, and s = −3. Thus, the partial-fraction expansion has
the form
7 C1 C2 C3
X (s) = = + +
(s + 3)2 (s + 5) (s + 3)2 s+3 s+5
where

7 7 7
C1 = lim (s + 3)2 = lim =
s→−3 (s + 3)2 (s + 5) s→−3 s+5 2

d 7 d 7
C2 = lim (s + 3)2 = lim
s→−3 ds (s + 3)2 (s + 5) s→−3 ds s+5

−7 7
= lim =−
s→−3 (s + 5) 2 4

7 7 7
C3 = lim (s + 5) = lim =
s→−5 (s + 3)2 (s + 5) s→−5 (s + 3)2 4
7 −3t 7 −3t 7 −5t
x(t) = C1 te−3t + C2 e−3t + C3 e−5t = te − e + e
2 4 4
E X A M P L E 2.4.6 Exponential Response of a First-Order Model
■ Problem
Use the Laplace transform to solve the following problem.
ẋ + 5x = 7te−3t x(0) = 0
■ Solution
7
s X (s) − x(0) + 5X (s) =
(s + 3)2
Solve for X (s) using the given value of x(0).
7
X (s) =
(s + 3)2 (s + 5)
0.15 Figure 2.4.2 Response for

Example 2.4.6.
0.12
0.09
x(t )
0.06
0.03
0
0 0.5 1 1.5 2 2.5 3
t
The partial-fraction expansion was obtained in Example 3.5.5. It is

7 7 7
X (s) = − +
2(s + 3) 2 4(s + 3) 4(s + 5)
7 −3t 7 −3t 7 −5t
x(t) = te − e + e
2 4 4
The plot of the response is shown in Figure 2.4.2. The “hump” in the response is caused by the
multiplicative factor of t in the input 7te−3t .
Four Repeated Roots E X A M P L E 2.4.7
■ Problem
Choose the most convenient method for obtaining the inverse transform of
s2 + 2
X (s) =
s 4 (s
+ 1)
■ Solution
There are four repeated roots (s = 0) and one distinct root, so the expansion is
C1 C2 C3 C4 C5
X (s) = + 3 + 2 + +
s 4 s s s s+1
Because there are four repeated roots, use of (2.4.10) to find the coefficients would require taking
the first, second, and third derivatives of the ratio (s 2 + 2)/(s + 1). Therefore the LCD method
is easier to use for this problem. Using the LCD method we obtain
C1 (s + 1) + C2 s(s + 1) + C3 s 2 (s + 1) + C4 s 3 (s + 1) + C5 s 4
X (s) =
s 4 (s + 1)
(C5 + C4 )s 4 + (C4 + C3 )s 3 + (C3 + C2 )s 2 + (C2 + C1 )s + C1
=
s 4 (s + 1)
Comparing numerators we see that

s 2 + 2 = (C5 + C4 )s 4 + (C4 + C3 )s 3 + (C3 + C2 )s 2 + (C2 + C1 )s + C1
and thus C1 = 2, C2 + C1 = 0, C3 + C2 = 1, C4 + C3 = 0, and C5 + C4 = 0. These give
C1 = 2, C2 = −2, C3 = 3, C4 = −3, and C5 = 3. So the expansion is
2 2 3 3 3
X (s) = − 3 + 2 − +
s4 s s s s+1
1 3
x(t) = t − t 2 + 3t − 3 + 3e−t
3
2.4.3 COMPLEX ROOTS

When some of the roots of the transform denominator are complex, the expansion has
the same form as (2.2.3), because the roots are in fact distinct. Thus, the coefficients Ci
can be found from (2.2.4). However, these coefficients will be complex numbers, and
the form of the inverse transform given by (2.2.5) will not be convenient to use. We
now demonstrate two methods that can be used; the choice depends on whether or not
you want to avoid the use of complex-valued coefficients.
E X A M P L E 2.4.8 Two Complex Roots
■ Problem
Use two methods to obtain the inverse Laplace transform of
3s + 7 3s + 7
X (s) = =
4s 2 + 24s + 136 4(s + 6s + 34)
2
■ Solution
a. The denominator roots are s = −3 ± 5 j. To avoid complex-valued coefficients, we note
that the denominator of X (s) can be written as (s + 3)2 + 52 , and we can express X (s)
as follows:

1 3s + 7
X (s) = (1)
4 (s + 3)2 + 52
which can be expressed as the sum of two terms that are proportional to entries 10 and 11
in Table 2.2.1.

1 5 s+3
X (s) = C1 + C2
4 (s + 3)2 + 52 (s + 3)2 + 52
We can obtain the coefficients by noting that
5 s+3 5C1 + C2 (s + 3)
C1 + C2 = (2)
(s + 3)2 + 52 (s + 3)2 + 52 (s + 3)2 + 52
Comparing the numerators of equations (1) and (2), we see that
5C1 + C2 (s + 3) = C2 s + 5C1 + 3C2 = 3s + 7
which gives C2 = 3 and 5C1 + 3C2 = 7. Thus C1 = −2/5. The inverse
transform is
1 1 1 3
x(t) = C1 e−3t sin 5t + C2 e−3t cos 5t = − e−3t sin 5t + e−3t cos 5t
4 4 10 4
b. The denominator roots are distinct and the expansion (2.4.4) gives
3s + 7 3s + 7
X (s) = =
4s 2 + 24s + 136 4(s + 3 − 5 j)(s + 3 + 5 j)
C1 C2
= +
s + 3 − 5j s + 3 + 5j
where, from (2.4.4),
3s + 7
C1 = lim (s + 3 − 5 j)X (s) = lim
s→−3+5 j s→−3+5 j 4(s + 3 + 5 j)
−2 + 15 j 15 + 2 j
= =
40 j 40
This can be expressed in complex exponential form as follows (see Table 2.1.1):
√
15 + 2 j jφ 229 jφ
C1 = |C1 |e =
jφ e = e
40 40
where φ = tan−1 (2/15) = 0.1326 rad.
The second coefficient is
3s + 7
C2 = lim (s + 3 + 5 j)X (s) = lim
s→−3−5 j s→−3−5 j 4(s + 3 − 5 j)
2 + 15 j 15 − 2 j
= =
40 j 40
Note that C1 and C2 are complex conjugates. This will always be the case for coefficients
of complex-conjugate roots in a partial-fraction expansion. Thus, C2 = |C1 |e− jφ =
√
229e−0.1326 j /40.
The inverse transform gives
x(t) = C1 e(−3+5 j)t + C2 e(−3−5 j)t = C1 e−3t e5 jt + C2 e−3t e−5 jt

= |C1 |e−3t e(5t+φ) j + e−(5t+φ) j = 2|C1 |e−3t cos(5t + φ)
where we have used the relation e jθ + e− jθ = 2 cos θ, which can be derived from the Euler
identity (Table 2.1.2). Thus
√
229 −3t
x(t) = e cos(5t + 0.1326)
20
This answer is equivalent to that found in part (a), as can be seen by applying the
trigonometric identity cos(5t + φ) = cos 5t cos φ − sin 5t sin φ.
Free Response of a Second-Order Model with Complex Roots E X A M P L E 2.4.9
■ Problem
Use the Laplace transform to solve the following problem:
7 35
4ẍ + 24ẋ + 136x = 0 x(0) = ẋ(0) = −
4 4
■ Solution
4[s 2 X (s) − x(0)s − ẋ(0)] + 24[s X (s) − x(0)] + 136X (s) = 0

Solve for X (s) using the given values of x(0) and ẋ(0).
4[x(0)s + ẋ(0)] + 24x(0) 3s + 7
X (s) = =
4s 2 + 24s + 136 4(s 2 + 6s + 34)
The expansion was obtained in part (a) of Example 2.4.8. It is

1 5 3 s+3
X (s) = − +
10 (s + 3)2 + 52 4 (s + 3)2 + 52
1 −3t 3
x(t) = − e sin 5t + e−3t cos 5t
10 4
2.5 RESPONSE PARAMETERS AND STABILITY

Common differential equations encountered in system dynamics are linear, constant-
coefficient equations, each with a constant on the right-hand side. Two common cate-
gories are:
1. First-order equation: ẋ + ax = b a = 0
2. Second-order equation: ẍ + a ẋ + bx = c b = 0
The solution form for each case is given in Table 2.3.2. Note that the solution for
the second-order case can have one of four possible forms, depending on the nature of
the two roots. The case with imaginary roots is actually a special case of complex roots
where the real part is zero. Table 2.3.2 does not give formulas for the undetermined
constants in the solution, because often all we require is the general form of the solution.
To determine the values of these constants, you must be given the initial conditions.
2.5.1 ASSESSMENT OF SOLUTION BEHAVIOR

Note that the characteristic equation can be quickly identified from the ODE by replac-
ing ẋ with s, ẍ with s 2 , and so forth. For example, 3ẍ + 30ẋ + 222x = 148 has the
characteristic equation 3s 2 + 30s + 222 = 0 and the roots s = −5 ± 7 j. This is case 4
in Table 2.3.2, and the solution form is (since 148/222 = 2/3)
2
x(t) = e−5t (C1 sin 7t + C2 cos 7t) +
3
From this form we can tell that the solution will oscillate with a radian frequency of 7.
The oscillations will eventually disappear because of the exponential term e−5t , which
is less than 0.02 for t > 4/5. Thus, as t → ∞, x(t) → 2/3. Sometimes this is all the
information we need about the solution, and if so, we need not evaluate the constants C1
and C2 .
We have seen that responses can decay or increase exponentially and that they
can oscillate with increasing, decreasing, or constant amplitudes. In this section, we
introduce four parameters that help us describe the different types of responses. We also
treat the related concept of stability, which is a desirable property for many dynamic
systems.
2.5.2 THE TIME CONSTANT

The free response of the first-order model
ẋ + ax = b (2.5.1)
x(0) Figure 2.5.1 The free

response x (t) = x (0)e−t/τ .
x(t)
0.37x(0)
0.02x(0)
0
0 1 2 3 4 5
t/τ
may be written in the form

x(t) = x(0)e−at = x(0)e−t/τ (2.5.2)
where we have introduced a new parameter τ with the definition
1
τ= if a > 0 (2.5.3)
a
The equation ẋ + ax = b may be expressed in terms of τ by replacing a with 1/τ as
follows.
τ ẋ + x = bτ (2.5.4)
The new parameter τ has units of time and is the model’s time constant. It gives a
convenient measure of the exponential decay curve and an estimate of how long it will
take for the transient response to disappear, leaving only the steady-state response. The
free response and the meaning of the time constant are illustrated in Figure 2.5.1. After
a time equal to one time constant has elapsed, x has decayed to 37% of its initial value.
We can also say that x has decayed by 63%. At t = 4τ , x(t) has decayed to 2% of its
initial value. At t = 5τ , x(t) has decayed to 1% of its initial value. The time constant
is defined only when a > 0. If a ≤ 0 the free response does not decay to 0 and thus the
time constant has no meaning.
The time constant is useful also for analyzing the response when the forcing func-
tion is a constant. We can express the total response given by form (2.4.1) in terms of
τ by substituting a = 1/τ as follows.
x(t) = bτ + [x(0) − bτ ] e−t/τ = xss + [x(0) − xss ] e−t/τ (2.5.5)

steady state transient
where xss = b/a = bτ , which is the steady-state response. The response approaches
the constant value bτ as t → ∞. The forced response (for which x(0) = 0) is plotted
in Figure 2.5.2. At t = τ , the response is 63% of the steady-state value. At t = 4τ ,
the response is 98% of the steady-state value, and at t = 5τ , it is 99% of steady-state.
Thus, because the difference between 98% and 99% is so small, for most engineering
Figure 2.5.2 The step

response x (t) = x ss (1 − e−t/τ ). Slope = xss/τ
xss
x(t)
0.63xss
0.98xss
0
0 1 2 3 4 5
t/τ
purposes we may say that x(t) reaches steady-state at t = 4τ , although mathematically,

steady-state is not reached until t = ∞.
0, the response is shifted by x(0)e−t/τ . At t = τ , 37% of the difference
If x(0) =
between the initial value x(0) and the steady-state value remains. At t = 4τ , only 2%
of this difference remains.
E X A M P L E 2.5.1 Responses for Second-Order, Distinct Roots

■ Problem
Identify the transient, steady-state, free, and forced responses of the following equation, whose
characteristic roots are −2 and −5:
ẍ + 7ẋ + 10x = c
■ Solution
From Table 2.5.1, Entry 1, we see that the solution form is
c
x(t) = + C1 e−2t + C2 e−5t (1)
10
transient
steady state
where we have identified the transient and steady-state solutions. Because of the e−2t and e−5t
terms, the transient response eventually disappears as t increases. The coefficients C1 and C2
can be found in terms of arbitrary initial conditions in the usual way:
5 1 c 2 1 c
C1 =x(0) + ẋ(0) − C2 = − x(0) − ẋ(0) +
3 3 6 3 3 15
Substituting these expressions into equation (1) and isolating the initial conditions gives

5 1 2 1 1 1 1
x(t) = x(0) + ẋ(0) e−2t + − x(0) − ẋ(0) e−5t + c − e−2t + e−5t
3 3 3 3 10 6 15

free forced
Note that if the initial conditions are zero, the solution consists of only the forced response. If
the input c is zero, the solution consists of only the free response.
2.5.3 THE DOMINANT-ROOT APPROXIMATION

The time constant concept is not limited to first-order models. It can also be used to
estimate the response time of higher-order models. In Example 2.5.1, the two roots are
−2 and −5. They generate the exponentials e−2t and e−5t in the response. Because
e−5t decays to 0 faster than e−2t , the term C2 e−5t will disappear faster than the term
C1 e−2t , provided that |C2 | is not much greater than |C1 |. The time constant of the root
−5 is τ1 = 1/5, and thus the term C2 e−5t will be essentially 0 for t > 4τ1 = 4/5.
Thus, for t > 4/5, the response from equation (1) of the example is essentially given by
x(t) = c/10 +C1 e−2t . The root −2 is said to be the dominant root because it dominates
the response relative to the term C2 e−5t , and the time constant τ2 = 1/2 is said to be
the dominant time constant. We can estimate how long it will take for the transient
response to disappear by multiplying the dominant time constant by 4. Here the answer
is t = 4/2 = 2.
We cannot make exact predictions based on the dominant root because the initial
conditions that determine the values of C1 and C2 can be such that |C2 | >> |C1 |, so that
the second exponential influences the response for longer than expected. The dominant
root approximation, however, is often used to obtain a quick estimate of response time.
The farther away the dominant root is from the other roots (the “secondary” roots), the
better the approximation.
The dominant-root approximation can be applied to higher-order models. If all the
roots have negative real parts (some roots may be complex), the dominant root is the
one having the largest time constant, and the time it will take the transient response to
disappear can be estimated by multiplying the dominant time constant by 4.
Responses for Second-Order, Complex Roots E X A M P L E 2.5.2
■ Problem
characteristic roots are −3 ± 4 j:
ẍ + 6ẋ + 25x = c
■ Solution
c
x(t) = + e−3t (C1 sin 4t + C2 cos 4t) (1)
25
transient
steady state
where we have identified the transient and steady-state solutions. Because of the e−3t term, the
transient response, which is oscillatory, eventually disappears as t increases. The coefficients C1
and C2 can be found in terms of arbitrary initial conditions in the usual way.
c 25ẋ(0) + 75x(0) − 3c
C2 = x(0) − C1 =
25 100
Substituting these expressions into equation (1) and isolating the initial conditions gives

ẋ(0) + 3x(0) −3t c 3
x(t) = x(0)e−3t cos 4t + e sin 4t + 1 − e−3t cos 4t − e−3t sin 4t
4 25 4

free forced
If the initial conditions are zero, the solution consists of only the forced response. If the input
c is zero, the solution consists of only the free response. Figure 2.5.3 shows the response for
c = 0, x(0) = 10, and ẋ(0) = 0.

Example 2.5.2.
x(t )
4
–2
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
2.5.4 TIME CONSTANTS AND COMPLEX ROOTS

The model in Example 2.5.2 has complex roots: −3 ± 4 j. These lead to the term e−3t
in the response. Thus we may apply the concept of a time constant to complex roots by
computing the time constant from the negative inverse of the real part of the roots. Here
the model’s time constant is τ = 1/3, and thus the response is essentially at steady
state for t > 4τ = 4/3 as shown in Figure 2.5.3. Since complex roots occur only in
conjugate pairs, each pair has the same time constant.
E X A M P L E 2.5.3 Responses for Second-Order, Imaginary Roots
■ Problem
characteristic roots are ±5 j:
ẍ + 25x = c
■ Solution
c
x(t) = + C1 sin 5t + C2 cos 5t
25
steady state
Because there are no terms that disappear as t → ∞, there is no transient response. Note that
part of the steady-state response is oscillatory. This example shows that the steady-state response
need not be constant.
To identify the free and forced responses, we must obtain the expressions for C1 and C2
as functions of the initial conditions. These are C2 = x(0) − c/25 and C1 = ẋ(0)/5. Thus the
solution can be expressed as

ẋ(0) c
x(t) = x(0) cos 5t + sin 5t + (1 − cos 5t)
5 25
free forced
Since the roots here have no real part, no time constant is defined for this model. This makes
sense because there is no transient response here.
2.5.5 NATURAL FREQUENCY

Consider the solution to the equation ẍ +25x = c given in Example 2.5.3. Suppose that
the input c is zero. The free response oscillates about x = 0 with a radian frequency
of 5. The period of the oscillation is 2π/5. Using our solution tables, we can generalize
this result to the equation
m ẍ + kx = 0 (2.5.6)
Its free response is given by
ẋ(0)
x(t) = x(0) cos ωn t + sin ωn t (2.5.7)
ωn
where
k
ωn = (2.5.8)
m
√
The radian frequency of oscillation of the free response will be ωn = k/m, and
is called the natural frequency. Similarly, the natural period of oscillation is given by
Pn = 2π/ωn .
The response is a constant-amplitude oscillation. The amplitude depends on the
initial conditions x(0) and ẋ(0), but the oscillation frequency and the period are inde-
pendent of the initial conditions.
2.5.6 DAMPED NATURAL FREQUENCY

Suppose the equation contains a first derivative term, as ẍ +6ẋ +25x = 0. The solution
is given in Example 2.5.2 with c = 0.
ẋ(0) + 3x(0) −3t
x(t) = x(0)e−3t cos 4t + e sin 4t
4
The free response oscillates with a radian frequency of 4. The period of the oscil-
lation is 2π/4 = π/2, but the amplitude decays with time. Note that the addition of
the derivative term 6ẋ changes the frequency from 5 to 4, and causes the oscillations
to decay. For reasons we will encounter in Chapter 4, the first-order derivative term is
called the damping term.
Using our solution tables, we can generalize this result to the equation
m ẍ + c ẋ + kx = 0 (2.5.9)
The characteristic equation is
ms 2 + cs + k = 0 (2.5.10)
and the roots are
√
−c ± c2 − 4mk
s= = −a ± bj (2.5.11)
2m
where we have assumed that the roots are complex (the only case to give oscillatory
response) and

c k c 2
a=− b= −
2m m 2m
The solution is

ẋ(0) + ax(0)
x(t) = e−at x(0) cos bt + sin bt (2.5.12)
b
The frequency of oscillation of the free response is b, and is called the damped
natural frequency. It is frequently denoted by the symbol ωd .

k c 2
ωd = − (2.5.13)
m 2m
From this we can see that the damping term c ẋ decreases the oscillation frequency. The
largest possible oscillation frequency occurs when c = 0, and in this case ωd equals ωn .
If c, the coefficient of the damping term, is large enough, then ωd will be zero or
imaginary. In this case, both roots are real and no oscillation occurs. The value of c for
which ωd = 0 and both roots are real and equal is the value
√
c = 2 mk (2.5.14)
This value is called the critical damping value, because it represents
√ the dividing line
between√ oscillatory and non-oscillatory free response. If c < 2 mk, oscillation occurs.
If c > 2 mk, the response is exponential.
2.5.7 THE DAMPING RATIO

If both roots are negative or have negative real parts, the free response of a second-order
equation can be conveniently characterized by the damping ratio, denoted by ζ (and
sometimes called the damping factor). For the characteristic equation ms 2 +cs +k = 0,
the damping ratio is defined as the ratio of the actual value of c to its critical value, as
c
ζ = √ (2.5.15)
2 mk
This definition is not arbitrary but is based on the way the roots change from real to
complex as the value of c is changed. Three cases can occur:
√ Damped Case: Repeated roots occur if c − 4mk = 0; that is, if

2
1. Critically
c = 2 mk. This value of the damping constant is the critical damping constant
and when c has this value the equation is said to be critically damped.
√
2. The Overdamped Case: If c > 2 mk, two distinct, real roots exist, and the
equation is overdamped.
√
3. The Underdamped Case: If c < 2 mk, complex roots occur, and the equation
is underdamped.
Note that
1. For a critically damped system, ζ = 1.
2. Exponential behavior occurs if ζ > 1 (the overdamped case).
3. Oscillations exist when and only when ζ < 1 (the underdamped case).
If any root is positive or has a positive real part, the damping ratio is meaningless
and therefore not defined. For example, because the equation s 2 − 4s + 25 = 0 has the
roots s = 2 ± 5 j, its free response will increase without bound, and the damping ratio
is negative and therefore meaningless.
The damping ratio can be used as a quick check for oscillatory behavior. For
example, with the characteristic
√ equation s 2 + 5ds + 4d 2 = 0, where d > 0, the
damping ratio is ζ = 5d/(2 4d ) = 5/4. Because ζ > 1, no oscillations can occur in
2
the free response regardless of the value of d > 0 and regardless of the initial conditions.
Equation (2.5.10) has three parameters, m, c, and k. We can reduce the number of
parameters to two by writing the characteristic equation in terms of the parameters ζ
and ωn . First divide (2.5.10) by m and use the facts that ωn2 = k/m and
⎛ ⎞

c ⎝
k ⎠=
c
2ζ ωn = 2 √
2 mk m m
The characteristic equation becomes

s 2 + 2ζ ωn s + ωn2 = 0
and the roots are

s = −ζ ωn ± jωn 1 − ζ2 (2.5.16)
where we have assumed that the roots are imaginary or complex and thus ζ ≤ 1. We
thus see that the damped frequency of oscillation can be expressed in terms of ζ and
ωn as

ωd = ωn 1 − ζ 2 (2.5.17)
When ζ ≤ 1, this equation shows that the damped frequency is always less than the
undamped frequency.
The real part of the root is the negative reciprocal of the time constant, and so we
have
1
τ= (2.5.18)
ζ ωn
Remember that this formula applies only if ζ ≤ 1. Table 2.5.1 summarizes the formulas
for these parameters.
The solution of ẍ + 6ẋ + 25x = 0 from Example 2.5.2 for ẋ(0) = 0 and x(0) = 10
is
15
x = 10e−3t cos 4t + sin 4t
2
Table 2.5.1 Response parameters for second-order models.

1. Model: m ẍ + c ẋ + kx = f (t)
2. Characteristic Equation: ms 2 +! cs + k = 0
k
3. Natural Frequency: ωn =
m
c
4. Damping Ratio: ζ = √
2 mk
5. Damped Natural Frequency: ωd = ωn 1 − ζ 2
2m 1
6. Time Constant (if ζ ≤ 1): τ= =
c ζ ωn

System Dynamics 3 Edition willPALM (038-090)

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

System Dynamics 3 Edition willPALM (038-090)

Hochgeladen von

Copyright:

Verfügbare Formate

1.

4 Function Identification and Parameter Estimation 25

102 Figure 1.4.9 Log-log plot of

40 Figure 1.4.10 Comparison of

previously to compute b and m (with h replacing x and f replacing y), we have

1.4.3 FITTING MODELS TO SCATTERED DATA

1.5 CHAPTER REVIEW

Section 1.3 Developing Linear Models

Section 1.4 Function Identification and Parameter Estimation

Year 2005 2006 2007 2008 2009 2010

functional description of the data.

Time (s) 0 0.1 0.2 0.3 0.4 0.5 0.6

Temperature (◦ F) 100 120 140 160 180 200 220

Time (sec) 1800 2100 2400 2700 3000

Dynamic Response and the Laplace

ynamic models are differential equations that describe a dynamic system. In

D this chapter, we develop methods for obtaining analytical solutions to differ-

2.1 DIFFERENTIAL EQUATIONS

2.1.1 INITIAL CONDITIONS

2.1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

whereas the following equations are nonlinear:

2.1.3 SOLUTION BY DIRECT INTEGRATION

Suppose that a(t) = 6t 2 , t0 = 0, and v(0) = 5. Then

Thus v(t) = 5 + 2t . Now if the initial displacement is x(0) = 7,

2.1.4 SEPARATION OF VARIABLES

Separation of Variables for a Linear Equation E X A M P L E 2.1.1

The integral on the left can be evaluated as follows:

ln[20 − 2x(t)] − ln[20 − 2(3)] = −2t

Solve for x(t) to obtain

x(t) = 10 − 7e−2t (2)

The plot of this function is shown in Figure 2.1.1.

Figure 2.1.1 Response for 12

2.1.5 TRIAL-SOLUTION METHOD

2.1.6 ROOTS AND COMPLEX NUMBERS

Table 2.1.1 Roots and complex numbers.

Imaginary Figure 2.1.2 Polar

Figure 2.1.3 Polar Imaginary

Table 2.1.2 The exponential function.

Imaginary Figure 2.1.4 Polar

2.2 THE LAPLACE TRANSFORM METHOD

but is usually expressed more compactly as

Table 2.2.1 Table of Laplace transform pairs.

Table 2.2.1 (Continued)

2.2.1 TRANSFORMS OF COMMON FUNCTIONS

E X A M P L E 2.2.1 Transform of a Constant

and is undefined and discontinuous at t = 0.

The Exponential Function E X A M P L E 2.2.2

2.2.2 THE LINEARITY PROPERTY

Table 2.2.2 Properties of the Laplace transform.

4. s n X (s) − s n−k gk−1

For Entries 2, 3, 4, and 5, if x = 0 for t < 0, then replace the initial

E X A M P L E 2.2.3 The Sine and Cosine Functions

e−at (cos ωt + j sin ωt) = e−at e jωt = e−(a− jω)t (1)

Thus with x = s + a and y = ω, equation (2) becomes

The Function te−at E X A M P L E 2.2.4

Another property is multiplication by t. It states that

E X A M P L E 2.2.5 The Function t cos ωt

E X A M P L E 2.2.6 The Shifted Step Function

Thus the transform of the shifted unit-step function u s (t − D) is e−s D /s.

E X A M P L E 2.2.7 The Rectangular Pulse Function

P(t) Figure 2.2.3 (a) Rectangular

2.2.3 THE DERIVATIVE PROPERTY

2.2.4 THE INITIAL VALUE THEOREM