Submitted by:

Group No: 01
Submitted To:
Md. Ziaul Amin
Student Id: Lecturer of ECE Discipline
090902,090918,090934
Discipline: ECE
Session: 2009-10
Topics:
Characteristics of Linear system
and
Solution of Linear Differential Equation
 Importance of Linear system :

The study of linear systems is important for two reasons:

1. A great majority of engineering situations are linear, at least within
specified ranges.
2. Exact solutions of the behavior of linear systems can usually be found
by standard techniques.

Linear system from a physical viewpoint:

Suppose that an excitation function e1 (t) which varies with time in a specified
manner , produces a response function ω1 (t), and that a second excitation function e2 (t)
produces a second response function ω2 (t)

Excitation Physical system Response

Fig: A physical situation

Symbolically we can write
e1 (t) ω1 (t)
e2 (t) ω2 (t)

Then for a linear system,

e1 (t) + e2 (t) ω1 (t) + ω2 (t) ……….(1)

A necessary condition for a system to be linear is that the principle of superposition

applies.
If there are n identical excitations applied to the same part of the system that is, if
e1 (t) = e2 (t)= - - - - - -= en (t)
Then for a linear system

……….(2)

Characteristics of a linear system is that the magnitude scale factor is preserved. This
characteristics is sometimes referred to the property of homogeneity.
A system is linear if and only if both eqn-1 and eqn-2 are satisfied.
 Nonlinear
e1 (t) + e2 (t) Filter-1 ω1 (t) + ω2 (t)
Device-1

Filter-2 Nonlinear
Device-2

Fig: A nonlinear system

Let in this fig represent a nonlinear system in which the filter 1 and 2 separate the
Input signal or excitation into two nonoverlapping spectral bands. Then if the spectrum Of e1
(t) falls entirely inside the passband of filter-1 and that of e2 (t) falls entirely inside the
passband of filter 2,relation (2) would be satisfied and yet the system remains nonlinear
.Here, than we have a situation where relation (2) does not imply relation (3).It is for this
reason that the properties of superposition and homogeneity should be regarded as two
separate requirements for a linear system. A system is linear if and if both (2) and (3) equation
are satisfied.

why linear systems create no new frequencies:

When a 60-cycle source is applied to a network of fixed, linear elements R,L, and C, the
voltages and currents in all parts of the network will also be of 60-cycle frequency ; no
frequencies other than that of the source can exist in the network after transients have died
out. In other words, stationary(non-time-varying) linear systems create no new frequencies.
The qualification of stationarity implies that if

Where is an arbitrary time delay

Superposition Theorem:
Superposition means that the presence of the excitation does not effect the
response due to other excitations, there is no interactions among responses of different
excitation within a linear system.

Linear system from mathematical viewpoint:

In mathematical language we can define linear system as systems
whose behavior is governed by linear equation, or linear differential equation.
Let us be more specific with a typical linear differential equation is

…………(1)

Here t is used as the independent variable ,e is the excitation function, and w is the
response function. Coefficients a1 and a0 are system parameters determined entirely by
the number, type, and arrangement of the of the system. The validity of the principle
of superposition here can be verified as follows:
We assume that the excitation e1(t) and e2(t) give rise to responses w1(t) and w2(t)
respectively, as before. Hence
……………(2)
 ………….(3)

Adding Eqs(2) and (3), we have directly

Differential equation:
The differential equation is an equation involving derivatives or differentials of one
or more dependent variables is called a differential equation.
dy
Examples:. 1.  2x  3
dx

A differential equation is linear, if

1. Dependent variable and its derivatives are of degree one,
2. Coefficients of a term does not depend upon dependent variable.
2
d y dy
Example: 1.
2
 3  9 y  0. is linear.
dx dx
4
d 3
y  dy 
Example: 2.     6y  3
 dx 
3
dx

is non - linear because in 2nd term is not of degree one.

 d2y dy
Example: 3. x 2
 y  x 3

dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4.  sin y
dx y3
is non - linear because sin y  y    is non – linear
3!
Example: 5.

Is non-linear because the third term, ,is a second power of

the dependent variable.

Partial differential equation:

A differential equation involving partial derivatives with respect to more than one
Independent variable is called a partial differential equation

 2u  2u
Example: 1.  2 0
x 2
y
 CHAPTER-2
CLASSICAL SOLULIONS OF LINEAR DIFFERENTIAL EQUATIONS

Introduction:
The separation of the general solution to a differential equation into two parts-

1. The Complementary function represents the transient response of the system and
depends entirely on the type, size and arrangement of system element.

2. Whereas the particular integral represents the steady-state response of the

system and depends not only on the system itself but also on the excitation.

Now we shall first discuss classical methods of solving general linear

differential equation of the first order.
 Linear Differential Equation of the first order:

A differential equation of the form

Where P,Q are functions of x or constants, is called the linear differential equation of the first order.

Solution:
1.Write integrating factor,

2. The Complementary function: yc

3.The Particular Integral : yp

4.Hence the general solution is

y=yc + yp
Example-1: Solve the following linear first- order differential equation:

Solution: Here the integrating factor is

Complementary function:

wc

Particular Integral:
wp

Hence the general solution is

w =wc +wp
Higher-order linear differential equation with constant
Coefficients:
A differential equation of the form
…………….(1)

Where
differential equation of nth order.
And if a1,a2…….an are all constant (not function of x) and X is some function of x, then
the equation is a linear differential equation.
The operator D:
A symbol D to denote the differentiating operation with respect to the independent

D for , D2 for , ……….., Dn for

And in term of the operator D the differential equation (1) can be written as
Solution:
The general solution of Higher-order linear differential equation with constant
Coefficients consists of three parts:

1.Firstly ,operation form, ……..(2)

and then calculated the roots of operator form.
2.Calculate Complementary function
3.Calculate Particular Integral.
4.Hence the complete solution is
Dependent variable= Complementary function + Particular Integral

Solution rule of complementary function:

Case -1: When the roots of opertion form are real and different.
If s1,s2,s3……….sn be the n different roots of (2)
, yc
Case-2: operation form having equal roots.
If s1=s2 but other roots real and different
,yc
 Case-3: Operation form having imaginary roots:
Let be the imaginary roots of an equation of second order(Since imaginary
roots occur in pairs)
yc = /

Solution rule of Particular integral:

Case-1: When
yp

Example-2: solve

Solution:
In operation notation,

Or,(D+1)(2D+1)=0
 The complementary function, wc
wp

Hence the complete solution is

Case-2:When X
yp
Consider, f(D)
yp
Example-3:
Solution:
In operation notation,
The operation part,

The complementary function, wc

wp
Hence the complete solution is

Case-3:When

Consider,
yp
Example-4:
Solution:
In operation notation,
The operation part,

The complementary function, wc

wp

Hence the complete solution is

w=wp+ wc