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Introduction to Differential
Equations
Transient Analysis of
First-Order Networks
Electrical and Electronics Engineering Institute
University of the Philippines - Diliman
Revised by Michael Pedrasa, May 2012
Differential Equations
Definition: Differential equations are equations
that involve dependent variables and their
derivatives with respect to the independent
variables.
d 2u
+ ku = 0
2
dx
Simple harmonic
motion: u(x)
Wave equation in three
dimensions: u(x,y,z,t)
2
2u 2u 2u
u
2
+
+
=
c
x 2 y 2 z 2
t 2
EEE 33 - p2
d 2u( x )
+ ku = 0
2
dx
u(x) is the dependent variable
x is the independent variable
EEE 33 - p3
d 2y
dy
a2
+ a1
+ a0 = 0
2
dt
dt
dx
d 3x
=x 3
dt
dt
Electrical and Electronics Engineering Institute
2nd order
3rd order
EEE 33 - p4
Linearity
The important issue is how the unknown variable
(ie y) appears in the equation. A linear equation
must have constant coefficients, or coefficients
which depend on the independent variable. If
y or its derivatives appear in the coefficient the
equation is non-linear.
dy
+ y = 0 is linear
dt
dy
+ y 2 = 0 is non-linear
dt
Electrical and Electronics Engineering Institute
dy 2
+t = 0
dt
is linear
dy 2
y
+ t = 0 is non-linear
dt
EEE 33 - p5
Linearity - Summary
Linear
2y
dy
dt
(2 + 3 sin t) y
dy
t
dt
Electrical and Electronics Engineering Institute
Non-linear
y2
or
sin( y )
dy
y
dt
(2 3 y 2 ) y
dy
dt
EEE 33 - p6
Homogeniety
Put all the terms of the differential equation which
involve the dependent variable on the left hand
side (LHS) of the equation.
Homogeneous: If there is nothing left on the
right-hand side (RHS), the equation is
homogeneous. (unforced or free)
Nonhomogeneous: If there are terms left on
the RHS involving constants or the independent
variable, the equation is nonhomogeneous (forced)
Electrical and Electronics Engineering Institute
EEE 33 - p7
Examples of Classification
dy
+y=0
dx
2
d y
2
+
cos(
x
)
y
= sin( x)
2
dx
3
d y
5 3 4y = cos( x )
dx
1st Order
Linear
Homogeneous
2nd Order
Non-linear
Non-homogeneous
3rd Order
Linear
Non-homogeneous
EEE 33 - p8
dnx
d n1x
dx
an
+
a
+
...
+
a
+ a0 = v ( t )
n 1
1
n
n 1
dt
dt
dt
where
an, an-1,,a0 constants
x(t)
independent variable
v(t)
EEE 33 - p9
EEE 33 - p10
di
L
+ Ri = 0
dt
(1)
di
R
= dt
i
L
(2)
EEE 33 - p11
R
lni = t + K
L
(3)
ln k
ln i = ln e Rt / L + ln k
We know that
(4)
ln y + ln z = ln yz
EEE 33 - p12
ln i = ln ( ke Rt / L )
(5)
i = ke Rt / L
(6)
EEE 33 - p13
1.5e-250t
e-250t
0.5e-250t
Assume in the
previous circuit,
R=1k, L=4H.
Electrical and Electronics Engineering Institute
EEE 33 - p14
Transient Analysis of
First-Order Networks
Artemio P. Magabo
Professor of Electrical Engineering
First-Order Transients
Consider the homogeneous differential equation
dx
a
+ bx = 0
dt
x = K st
where K and s are constants. Substitution gives
asKst + bKst = 0
Electrical and Electronics Engineering Institute
EEE 33 - p16
as + b = 0
b
s=
a
or
x = K
b
t
a
x(0) = X 0 = K0 = K
The final solution is
x = X0
b
t
a
t0
EEE 33 - p17
Source-Free RL Network
Consider the circuit shown. Let
i(0) = I0. From KVL, we get
di
L
+ Ri = 0
dt
R
i
i = K
R
t
L
At t=0, we get
i(0) = I0 = K0 = K
Electrical and Electronics Engineering Institute
EEE 33 - p18
Substitution gives
i(t) = I0
R
t
L
vR = Ri = RI0
R
t
L
di
vL = L
= RI0
dt
R
t
L
= vR
EEE 33 - p19
Source-Free RC Network
Consider the circuit shown. Let
vC(0) = V0. From KCL, we get
for t 0
dv C 1
C
+ vC = 0
dt
R
R
i
+
-
vC
vC = K
1
t
RC
At t=0, we get
vC (0) = V0 = K0 = K
Electrical and Electronics Engineering Institute
EEE 33 - p20
Substitution gives
vC (t) = V0
1
t
RC
vC
V0
iR =
=
R
R
1
t
RC
dv C
V0 RC t
iC = C
=
= iR
dt
R
EEE 33 - p21
x(t) = X0
1
t
When t=0,
x(0) = X 00 = X 0
When t=,
x() = X0 1 = 0.368X0
When t=2,
x(2) = X0 2 = 0.135X0
When t=3,
x(3) = X0 3 = 0.050X0
When t=4,
x(4) = X0 4 = 0.018X0
When t=5,
x(5) = X0
= 0.007X0
EEE 33 - p22
1
..
- t
..
x(t) = X0e
..
..
..
..
...
...
. ..
. . .. . . .. . . .
t0
EEE 33 - p23
Comments:
1. When R is expressed in ohms, L in Henrys
and C in Farads, the time constant is in
seconds.
2. For practical circuits, the typical values of
the parameters are: R in ohms, L in mH,
C in F.
3. Typically, = L
R
= RC
in msec
in sec
EEE 33 - p24
R ab
6(3)
=2+4+
6+3
=8
4 a
6
b
2
EEE 33 - p25
L
1
=
=
sec
R ab 80
Every current will be described by the exponential
K 80 t
t0
i1 = K1
80t
t0
i1(0+ ) = 2 = K10 = K1
Electrical and Electronics Engineering Institute
EEE 33 - p26
i1 = 2 80t
Amps
t0
or
3
1
i2 =
i1 = i1
3+6
3
2 80 t
i2 =
3
Amps
t0
Similarly, we get
4 80 t
i3 =
3
Amps
t0
EEE 33 - p27
R ab
6k(3k)
= 2k +
6k + 3k
= 4 k
2K
6k
a
b
3k
EEE 33 - p28
K 250 t
t0
vC = K 250 t
t0
vC (0+ ) = 20 = K0 = K
Electrical and Electronics Engineering Institute
EEE 33 - p29
vC = 20 250 t
volts
t0
dv C
iC = C
= 5 250 t
dt
mA
t0
6k
- 250 t
i(t) =
(-iC ) = 3.33 e
6k + 3k
mA
t0
EEE 33 - p30
End
R
+
t=0
di
L
+ Ri = E
dt
EEE 33 - p32
dit
L
+ Rit = 0
dt
The transient response for the RL circuit is
it = K
R
t
L
diss
L
+ Riss = E
dt
Electrical and Electronics Engineering Institute
EEE 33 - p33
diss
=0
dt
0 + RA = E
E
A=
R
EEE 33 - p34
i(t) = iss
t
E
+ it =
+ K L
R
t0
E
i(0 ) = 0 = + K0
R
+
or
E
K=
R
EEE 33 - p35
Finally,we get
E E
i(t) =
R R
R
t
L
t0
...
...
....
....
. . . . . . . . . . . . ..
...
...
....
....
iss
. . . . . . . . . . . . ..
E
R
i(t)
it
EEE 33 - p36
Transient Response
The transient response is the solution of the
homogeneous differential equation.
(1) It is an exponential function whose time
constant depends on the values of the electrical
parameters (R, L and C);
(2) It is also called the natural response since it is
a trademark of any network;
(3) It is independent of the source; and
(4) It serves as the transition from the initial
steady-state to the final steady-state value.
Electrical and Electronics Engineering Institute
EEE 33 - p37
Steady-State Response
The steady-state response is the solution of the
original differential equation.
(1) It is also called the forced response since its
form is forced on the electrical network by the
applied source;
(2) It is similar in form to the applied source plus
all its unique derivatives;
(3) It is independent of the initial conditions; and
(4) It exists for as long as the source is applied.
The forced response is the response that will be left after
the natural response dies out.
Electrical and Electronics Engineering Institute
EEE 33 - p38
R
+
t=0
vC
-
Since
Ri + vC = E
dv C
, we get
i=C
dt
dv C
RC
+ vC = E
dt
EEE 33 - p39
vC,t = K
1
t
RC
dv C,ss
dt
Substitute in
RC
=0
dv C,ss
dt
+ vC,ss = E
EEE 33 - p40
We get
0+A =E
A =E
or
vC = vC,ss + vC,t = E + K
1
t
RC
vC (0 ) = V0 = E + K
or
Finally,we get
vC (t) = E + (V0 E)
Electrical and Electronics Engineering Institute
1
t
RC
K = V0 E
t0
EEE 33 - p41
iC C
L
+
vL
+ V0 -
If the current is
constant, then
If the voltage is
constant, then
dI0
vL = L
=0
dt
dV0
iC = C
=0
dt
EEE 33 - p42
10
24V
+
-
+ vR -
vL
iss
24
=
= 2.4 A
10
+
-
+ vR,ss -
iss
vL,ss
-
+
-
vR ,ss = 24 V
vL ,ss = 0
EEE 33 - p43
10
24V
+
-
+ vR -
vC
-
iss = 0
10
24V
+
-
+ vR,ss -
iss
vC,ss
-
vR ,ss = 0
v C,ss = 24 V
EEE 33 - p44
vC
-
iL ,ss
24
=
=2A
12
iL
9
3
+
24V -
vC,ss
-
iL,ss
9
EEE 33 - p45
iL1
4
8
vC1
vC2
iL2
C3 vC3
-
4
24V
+
-
VC1
-
VC2
-
IL2
C3 VC3
IL1
IL2
VC1
VC2
VC3
=0
=2A
= 16 V
=0
= 16 V
EEE 33 - p46
t=0
10mH
it = K
R
t
L
= K
400 t
t0
Iss
12
=
=3A
4
4
12V
Iss
EEE 33 - p47
i(t) = iss + it = 3 + K
400 t
t0
i(0 ) = 0 = 3 + K
+
or
K = 3
Thus, we get
i(t) = 3 3 400 t A
Electrical and Electronics Engineering Institute
t0
EEE 33 - p48
RL and RC Networks
The solution of a non-homogeneous differential
equation consists of two components: the transient
response and the steady-state response
RL Network with
Constant Source
i( t ) = A + K
steady-state
response
RC Network with
Constant Source
R
t
L
transient
response
v( t ) = A + K
steady-state
response
1
t
RC
transient
response
EEE 33 - p49
+
-
vC
t=0
i
1F
vC,ss = 12 V = vC (0 )
12V
+
-
6V
5k
+
-
vC,ss
-
EEE 33 - p50
10k
1
Ri +
C
At t=0+,
or
1F
idt = E
+
-
E=6V
Ri(0 ) + vC (0 ) = E
+
E vC (0 )
i(0 ) =
R
+
vC (0+ ) = vC (0- ) = 12 V
Electrical and Electronics Engineering Institute
EEE 33 - p51
We get
6 12
+
i(0 ) =
= 0.6 mA
10k
V (0
C
it = K
1
t
RC
= K
+)
=12V
10k
100 t
1uF
+
-
6V
t0
i(t) = 0.6
100 t
mA
t0
EEE 33 - p52
Comments:
+
VC
-
10k
- VR +
1uF
6V
vR = Ri(t) = 6
100 t
vC = 6 vR = 6 + 6
Electrical and Electronics Engineering Institute
V
100 t
t0
V
t0
EEE 33 - p53
Comments:
3. The energy stored in the capacitor decreases
from 72 J to 18 J.
WC (0 + ) = 12 Cv C2 (0 + ) = 12 (1F)(12) 2 = 72 J
WC () = 12 Cv C2 () = 12 (1F)(6) 2 = 18 J
The resistor will dissipate a total energy of 18 J.
WR =
36
v2
200 t
dt =
dt = 18 J
0 10 k
R
EEE 33 - p54
+
-
t=0
5F
vC1
vC1,ss = 100 V
vC2
-
20F
10k
+
vC1,ss
-
EEE 33 - p55
Equivalent circuit at
vC1(0+ ) = 100 V
v C2 (0 + ) = 0
2.5k
t=0+
+
vC1(0+)
i(0+)
C1
C2
vC2(0+)
C eq = 4 F
= RC eq = 10 ms
5F
+
-
+
-
20F
EEE 33 - p56
i(t) = K
1
t
RC
= K 100t
t0
i(t) = 40
100 t
mA
t0
C2
C2 0
= 20 20 100 t V t 0
Electrical and Electronics Engineering Institute
EEE 33 - p57
vC1 = vR + vC2
= 20 + 80
100 t
t0
Comments:
1. The current decays to zero but vC1 And vC2 do
not decay to zero. At steady-state (t=),
VC1,ss = VC2,ss = 20 V
2. The initial energy stored in C1 and C2
2
C1
WC1(0 ) =
1
2
C1v (0 ) = 25 mJ
WC2 (0+ ) =
1
2
C2v2C2 (0+ ) = 0
EEE 33 - p58
WC1() =
1
2
C1v2C1() = 1 mJ
WC2 () =
1
2
C2v2C2 () = 4 mJ
WR =
i Rdt =
4 200 t dt = 20 mJ
EEE 33 - p59
0.1H
IL ,ss
12 36
=
+
1k 2k
= 30 mA
12V
1k
+
-
IL,ss
36V
2k
+
- 36V
EEE 33 - p60
1k
i t = K
R
t
L
= K
12V
10, 000 t
+
-
0.1H
i( t ) = 12 + K
10, 000 t
mA t 0
i( t ) = 12 + 18 10,000t mA t 0
Electrical and Electronics Engineering Institute
EEE 33 - p61
Note: When solving for the initial and final values, treat the
capacitors as open circuits & the inductors as short circuits.
EEE 33 - p62
NOTES:
1. f(t) = f() + [f(0+) - f()] e-t/
forced response
natural response
vC(t0+) = vC(t0-)
iL(t0+) = iL(t0-)
EEE 33 - p63
t=0
+
vC1
_
1 k i (t)
R
3 uF
6 uF
+
vC2
_
1 k 12 mA
3 uF
6 uF
v C2 (0 + ) = v C2 (0 ) = 0V
+
+
v
(0
)
v
(0
) 12 0
+
C1
C2
iR (0 ) =
=
= 12mA
1k
1k
Electrical and Electronics Engineering Institute
EEE 33 - p64
Q1 Q2
=
2Q1 = Q2
3u 6u
Initial charge stored = final charge stored
+
4V
_
1 k
3 uF
0 mA
6 uF
+
4V
_
EEE 33 - p65
-t / 2ms
mA
-t / 2ms
EEE 33 - p66
12
iR(t) = 12 e -t / 2ms mA iR
vC1(t) = 4 + 8 e -t / 2ms VvvC1
C2
vC2(t) = 4 - 4 e -t / 2ms V
10
0
0
0.002
0.004
0.006
0.008
0.01
0.012
EEE 33 - p67
t=0
10 V
2.4 k
iL(t)
80 uH
+
vL(t)
_
vL(0+) = 10 V
80 uH
+
0V
_
vL() = 0 V
iL() = 102400= 4.167 mA
EEE 33 - p68
Leq = 80 uH
EEE 33 - p69
i
L
iL(t) = 4.167 - 4.167 e-t/33.33n mA
v
L
9
8
vL(t) = 10 e-t/33.33u V
Transient
response
iL()=4.167mA
iL(0+)=0A
vL()=0V
vL(0+)=10V
Steady-state
Response
5
4
3
2
1
0
0
0.2
0.4
0.6
=33.33 ns
0.8
1.2
1.4
5=1.67x10-4
1.6
1.8
2
x 10
-4
EEE 33 - p70
3A
vA
24V
2vA
-+
-+
2F
vo
3A
4
+
vA
24V
2vA
-+
-+
vC(0-)
vA(0-)=3A(4)
= 12V
+
-
vC(0-)= 2vA+24+vA
= 60 V
EEE 33 - p71
At t=0+,
v0(0+) = vC(0+) = vC(0-) = 60V
Step 2: Final conditions
24V
-+
4
3A
vA
2vA
-+
+
vo
vA,ss = 0
v0,ss = 24V
EEE 33 - p72
Determine vOC
v0C = 24V
Get iSC
3A
24V
-+
+
3A
24V
-+
4
+
vA
vA
2vA
-+
vOC
2vA
-+
iSC
From KVL,
2vA + vA = -24
vA = -8V
iSC = 4 A
EEE 33 - p73
EEE 33 - p74
End
t<0
t>0
+
_
u(t)
u(t)
u(t)
1
EEE 33 - p76
Example
5u(t)
5 u(t) V
5V
+
_
t
t > 0:
t < 0:
5V
+
_
EEE 33 - p77
Translated
Step Function
Step Function
Inverted in Time
0 t < to
u (t to) =
1 t > to
1 t < to
u (to t ) =
0 t > to
u(t0-t)
u(t-t0)
1
t0
t0
EEE 33 - p78
Example
2u(2-t)
2mA
2 u(2 - t)
mA
2 - t > 0 or t < 2 s:
2 - t < 0 or t > 2 s:
2 mA
EEE 33 - p79
Example: The circuit shown is initially at steadystate condition. Formulate the expression for vC(t)
and iR(t) for t>0.
iR
3k
+
vc
24u(t) 24u(t-4ms)
1F
6k
24V 1
t
24u(t)
4ms
24V
t
24u(t-4ms)
4ms
24u(t) - 24u(t-4ms)
EEE 33 - p80
iR(0+)
3k
+
vC
24V
-
(0+)=0
+
-
1F
vC(0+) = vC(0-) = 0
6k
iR(0+) = 0
EEE 33 - p81
= R eqC
= (2 K)(1F)
= 2 msec
24 V
iR
3k
+
vC
1F
6k
vC,t = K1e
-500t
i R ,t = K 2e
6
v C,ss =
(24 V) = 16V
3+ 6
24V
i R ,ss =
= 2.67 mA
3k + 6k
24 V
-500t
iR,ss
3k
+
vC,ss
-
6k
EEE 33 - p82
Complete Response
v C ( t ) = 16 + K1e-500t V
i R ( t ) = 2.67 + K 2e-500t mA
Evaluate the constants K1 and K2 using initial
conditions.
v C (0 + ) = 0 = 16 + K1 or K 1 = -16
v C ( t ) = 16 16e -500t V
i R (t ) = 2.67 2.67e-500t mA
Electrical and Electronics Engineering Institute
v C (4 ms ) = 16 16e
-500(0.004 )
13.83 V
At t = 4ms+
3k
vC(4ms+) +
13.83V -
vC(4ms+) = vC(4ms-)
= 13.83 V
iR
1F
6k
iR(4ms+) = 13.83 6k
= 2.305 mA
Note:
EEE 33 - p84
iR
3k
' = R eq C = (2 K)(1F)
vC
+
-
1F
6k
= 2 msec
This is a source-free network, so at steady-state
i R,ss=0 and v C,ss=0.
Let t=t +4 ms. For t 0, the capacitor voltage
and resistor current is described by
EEE 33 - p85
iR(t) =
16 16e-500t V,
t < 4ms
13.83e-500(t-4ms) V,
t > 4ms
t > 4ms
EEE 33 - p86
V
VCC(t)
(t)
(V)
(V)
16 16e-500t V
16 16e-500t V,
t < 4ms
13.83e-500(t-4ms) V,
t > 4ms
=2 ms
5= 10 ms
13.83e-500(t-4ms)
t
Electrical and Electronics Engineering Institute
EEE 33 - p87
iR(t)
(mA)
2.67 2.67e-500t mA
t > 4ms
=2 ms
5= 10 ms
2.305e-500(t-4ms) mA
t
Electrical and Electronics Engineering Institute
EEE 33 - p88
Equivalent of Switching
Vu(t-t0)
+
_
General
General
V +
_
Network
v(t)
V
Network
t0
t0
Equivalent circuit
i(t)
Iu(t-t0)
General
Network
General
I
Network
Equivalent circuit
EEE 33 - p89
50
i
30
2H
2 u(t)
+
_
100 u(t)
50
i
i
30
2H
30
2H
2A
+
_
100 V
i(0+) = i(0-) = 0 A
Electrical and Electronics Engineering Institute
EEE 33 - p90
2A
+
_
100 V
From KCL, i + ix = 2
KVL yields
-100 30ix + 50i = 0
Thus, i = 2 A and ix = 0 i
() = 2 A
Time constant:
Leq = 2 H
= 0.025 s
Req = 30 + 50 = 80
Finally, i(t) = i() + [i(0+) i()]e-t/
EEE 33 - p91
Sinusoidal Sources
Consider the network shown.
Let v(t)=Vm sin t where Vm
+
and are constant.
v(t)
For t 0, we get from KVL
-
R
t=0
i
di
L
+ Ri = Vm sin t
dt
The transient response is
it = K
R
t
L
t0
EEE 33 - p92
di
L
+ Ri = Vm sin t
dt
EEE 33 - p93
Substitution gives
Vm = RK1 LK2
and
0 = RK2 + LK1
RVm
K1 = 2
2 2
R +L
LVm
and K 2 = 2
2 2
R +L
EEE 33 - p94
iss
Vm
= 2
(R sin t L cos t)
2 2
R +L
Vm
i(t) = 2
(R sin t L cos t)
2 2
R +L
R
+ K
t0
EEE 33 - p95
End