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Chapter 5

Higher-Order Networks
Artemio P. Magabo
Professor of Electrical Engineering

Electrical and Electronics Engineering Institute


University of the Philippines - Diliman
Revised by Luis G. Sison, Jan, 2004
Revised by Michael Pedrasa, May 2012

Revised by Jhoanna Pedrasa, July 2005

Second-Order Transients
Consider the homogeneous differential equation

d2x
dx
a 2 +b
+ cx = 0
dt
dt

dx
with initial conditions x(0)=X0 and
(0)=X 0.
xt
The solution can be shown to be an exponential of
the form

x = K

st

where K and s are constants. Substitution gives


2

as K

st

+ bsK

st

+ cK

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st

=0
p2

After canceling the exponential term, we get the


characteristic equation
2

as + bs + c = 0
Using the quadratic formula, we get the two roots
2

- b b - 4ac
s1, s2 =
2a
Assuming the roots are real and distinct, the
solution will consist of two exponentials. Thus

x(t) = K1

s1t

+ K2

s2 t

dx
K1 and K2 can be evaluated using x(0) and
(0).
dt
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p3

Source-Free Series RLC Network


Consider the circuit
shown. From KVL, we
get for t 0

di
1
L + Ri + idt = 0
dt
C

t=0
E

+
-

L
+

vC

Differentiating, we get
2

di
di 1
L 2 +R
+ i=0
dt C
dt
This is a homogeneous second-order differential
equation.
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p4

The characteristic equation is

1
Ls + Rs + = 0
C
R
1
2
s + s+
=0
L
LC
2

or

From the quadratic formula, we get the two roots


2

R
1
R
s1 , s2 =

2L
LC
2L
Note: There are three types of root depending on
the value of the term inside the square root sign.
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p5

1. Overdamped Case: The roots are real and


distinct when
2

1
R
>
LC
2L
The solution is the sum of two exponential terms

x(t) = K1

s1t

+ K2

s2 t

2. Critically Damped Case: The roots are real but


repeated when
2

1
R
=
LC
2L
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p6

The solution can be shown to be

x(t) = (K1t + K2 )

st

3. Underdamped Case: The roots are complex


conjugates when
2

1
R
<
LC
2L
If the roots are
be shown to be

x(t) =

- t

s1, s2 = - jd, the solution can


(K1 cos dt + K2 sin dt)

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p7

Comparison of Responses
overdamped
critically damped

underdamped
e-t

underdamped envelope response

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p8

Example: The circuit has reached steady-state


when the switch is moved at t=0. Find
di +
t=0
R
1H
i(0+) and
(0 ).

dt

From KVL, we get


for t 0,

12V

+
-

vC
-

di
L
+ Ri + v c = 0
dt
Since the circuit has reached steady-state at t=0, i
(0+)=0 and vC(0+)=12V. Substitution gives

vc ( 0+ )
di +
(0 ) =
= 12 A/s
dt
L
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p9

Example: The circuit


has reached steady+
state. At t=0, the
12V
switch is moved.
Find i(t) for t 0.

t=0 10

1H
+

vC
-

1
F
16

From KVL, we get for t 0,

di
1 + 10i + 16 idt = 0
dt

Differentiating the
equation, we have

di
di
+ 10 + 16i = 0
2
dt
dt

The characteristic equation is thus


2

s + 10s + 16 = 0
whose roots are s1=-2 and s2=-8.
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p10

The roots are s1=-2 and s2=-8. Thus, we get


and

i(t) = K1 - 2t + K2 - 8t
di
= 2K1 - 2t 8K2 - 8t
dt

From the previous example, we ve found that


at t=0+,
di +
+
i(0 )=0 and
(0 ) = 12 A/s

dt

Substitution gives

i(0 ) = 0 = K1 + K2
di
(0+ ) = 12 = -2K1 - 8K 2
dt
+

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p11

Solving simultaneously, we get K1=-2 and K2=2.


Thus,

i(t) = -2 -2t + 2 -8t Amp t 0

Note: For an over-damped case, the solution


consists of two distinct exponential terms.

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p12

Example: The circuit


has reached steady+
state. At t=0, the 12V
switch is moved.
Find i(t) for t 0.

t=0

1H
+

vC
-

1
F
16

The characteristic equation can be shown to be


2

s + 8s + 16 = 0
whose roots are s1=-4 and s2=-4. Thus, we get

i(t) = K1 - 4t + K2 - 4t = K3 - 4t
A single exponential solution will not work since the
original differential equation is second-order.
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p13

Assume i(t) = y(t) -4t. Differentiating twice, we get

di
- 4t
- 4t
= -4y(t) + y' (t)
dt
d2i
- 4t
- 4t
- 4t
= 16 y(t) - 8 y' (t) + y' ' (t)
2
dt

The original differential equation is

d2i
di
+8
+ 16i = 0
2
dt
dt
Substitution gives

0 = 16y(t)

-4t

- 32y(t)

- 8y' (t)
- 4t

-4t

-4t

+ y' ' (t)


-4t

+ 8y' (t)

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-4t

+ 16y(t)

p14

Simplifying, we get
or

y' ' (t)

- 4t

=0

y' ' (t) = 0

Integrating twice, we get


or

y' (t) = K1
y(t) = K1t + K2

Finally, the solution is


or

i(t) = y(t)

- 4t

i(t) = K1t -4t + K2 -4t

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p15

i(t) = K1t -4t + K2 -4t


Differentiating the solution, we get

di
= -4K1t - 4t + K1 - 4t - 4K2 - 4t
dt
The initial conditions are
A/sec. Substitution gives

i(0+)=0

di +
and
(0 )=-12
dt

i(0+ ) = 0 = 0 + K2

di +
(0 ) = -12 = 0 + K1 - 4K2
dt
We get K1=-12 and K2=0. Thus

i ( t ) = -12t

-4t

Amp

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t0
p16

t=0

Example: The circuit


has reached steady+
state. At t=0, the
12V
switch is moved.
Find i(t) for t 0.

1H
+

1
F
16

vC

The characteristic equation can be shown to be


2

s + 6s + 16 = 0
whose roots are s1, s2=-3 j2.65. Thus, we get
or

i(t) = K1
i(t) =

(-3 + j2.65)t

-3t

(K1

+ K2

j2.65 t

(-3 - j2.65)t

+ K2

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- j2.65 t

)
p17

Euler s Identities:
(1)
(2)

jx = cos x + j sin x
jx = cos x - j sin x

To prove the first identity, let y=cos x + j sin x.


Differentiating, we get

dy
= -sin x + j cos x
dx
and since
as

j = 1, the equation can be re-written

dy
= j2 sin x + j cos x
dx

= j (cos x + j sin x)

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p18

We get
or

dy
= jy
dx

1
dy = j dx
y

Integrating both sides, we get

ln y = j x + K
Evaluate K. When x=0, y=1.

ln 1 = j0 + K

or

Thus we get ln y = jx, or

K=0

jx = cos x + j sin x

Note: The other Euler s identity can be verified


following the same analysis.
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p19

Back to the expression for the current

i(t) = -3t (K1 j2.65 t + K2 - j2.65 t )


From Euler s identities, we get

i(t) =

3t

[ K1 cos t + jK1 sin t

+ K2 cos t jK2 sin t]


where = 2.65. Combining the two cosine terms
and the two sine terms, we get

i(t) = 3t [ K3 cos t + K 4 sin t ]


where K3 = K1+K2 and K4 = j(K1-K2).
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p20

Differentiate to get

di
3t
= [K3 sin t + K 4 cos t ]
dt
3 3t [ K3 cos t + K 4 sin t ]

The initial conditions are


A/sec. Substitution gives

i(0+)=0

di +
and
(0 )=-12
dt

i(0 ) = 0 = K 3
+

di +
(0 ) = 12 = K 4
dt

or K 4 = 4.54

We get

i(t) = 4.54 3t sin 2.65 t


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Amp t 0
p21

Plot of the Currents


i(t)

R=10
R=8
R=6
Overdamped
Critically damped
Underdamped
time
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p22

Source-Free Parallel RLC Network


Consider the circuit
shown. From KCL,
Iu(-t)
we get for t 0

dv 1
1
C
+ v + vdt = 0
dt R
L

v L

Differentiating, we get
2

d v 1 dv 1
C 2 +
+ v=0
R dt L
dt
This is a homogeneous second-order differential
equation.
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p23

The characteristic equation is

1
1
Cs + s + = 0
R
L
1
1
2
s +
s+
=0
RC
LC
2

or

From the quadratic formula, we get the two roots


2

1
1
1
s1, s2 =

2RC
2RC LC
Note: We get three types of root depending on the
value of the term inside the square root sign.
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p24

Example: Find v(t)


for t 0. Assume
u(-t)
the circuit has
reached steadystate at t=0.

First we need to find v(0+) and


At t=0-, the circuit
has reached steadystate.

1
H
8

1A

2F

dv + .
(0 )
dt
1

iL(0-)

vC(0-)
-

Since the inductor is shorted, vC(0-) = 0 V and iL


(0-) = 1A. Thus, v(0+) = 0 V.
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p25

The equivalent circuit at t > 0 is


1

iL

1
H
8

From KCL we get,

v
-

dv
2
+ 8v + 8 vdt = 0
dt

2F

We have found that v(0+) = 0 V and iL(0+) = 1A.


dv + = -0.5 V/s.
Substitution gives
(0 )
dt
Next, we solve the differential equation describing
the circuit. Differentiating our KCL equation we
get
d2v
dv

dt

+8

dt

+ 8v = 0

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p26

The characteristic equation is 2s2 + 8s + 8 = 0


whose roots are s1 = s2 = -2.
We have shown that for repeated roots, the
solution is of the form
v(t) = K1-2t + K2t-2t
and

dv
= -2K1 -2t + K2 -2t - 2K2t -2t
dt

Evaluating the solution and its derivate at t=0+ and


substituting the initial conditions v(0+)=0 V and

dv +
(0 ) = - 0.5 V/s we get K1 = 0 and K2 = -0.5.
dt
Thus,

v(t) = -0.5t-2t

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t>0
p27

End

Higher-Order Transients
Consider the homogeneous differential equation

dnx
dn1x
dx
an n + an1 n1 + ... + a1
+ a0x = 0
dt
dt
dt

dx
(0)=X
with initial conditions x(0)=X0,
xt
n 1
2

x
dx
'''''''
'' , d
(
0
)
=
X
(0) = X0
0
n 1
2
dx
dt

The solution can be shown to be an exponential of


the form
st

x = K

where K and s are constants.


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p29

Substitution gives

ansnK st + an 1sn 1K st + ... + a1sK st + a0K st = 0


After canceling the exponential term, we get the
characteristic equation.

ansn + an 1sn 1 + ... + a1s + a0 = 0


This is a polynomial of nth order and there will be n
roots. The type of response will depend on the
values of these roots. Assuming all the n roots are
real and distinct, the solution can be shown to be

x = K1

s1t

+ K2

s2 t

+ ... + Kn 1

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sn 1t

+ K n

snt

p30

Example: Consider the differential equation

d3v
d2v
dv
+ 14 2 + 56
+ 64v = 0
3
dt
dt
dt

dv
with initial conditions v(0)=7 volts,
(0)=-24 v/s
dt
d2v
2. Find v(t).
and
(0)=112
v/s
dt 2
The characteristic equation is

s3 + 14s2 + 56s + 64 = 0
The roots of the characteristic equation can be
shown to be s1=-2, s2=-4 and s3=-8.
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p31

Since the roots are real and distinct, the solution is

v(t) = K1

-2t

+ K2

-4t

+ K 3

-8t

Differentiating twice, we get

dv
= 2K1-2t 4K2- 4t 8K3-8t
dt
2
dv
-2t
- 4t
-8t
= 4K1 + 16K2 + 64K3
2
dt

2
dv
d
v at t=0
Evaluate the expressions for v,
and
2
dt
dt
and use the initial conditions.

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p32

We get

v(0) = 7 = K1 + K2 + K3
dv
(0) = 24 = 2K1 4K 2 8K3
dt
d2v
(0) = 112 = 4K1 + 16K2 + 64K3
2
dt
Solving simultaneously, we get K1=4, K2=2 and
K3=1. The final solution is

v(t) = 4

-2t

+ 2

-4t

+ 1

-8t

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V
p33

Example: Consider the differential equation

d3i
d2i
di
+ 10 2 + 32
+ 32i = 0
3
dt
dt
dt
The characteristic equation is
3

s + 10s + 32s + 32 = 0
The roots of the characteristic equation can be
shown to be s1=-2, s2=-4 and s3=-4. The solution
is

i(t) = K1-2t + K2t-4t + K3-4t

The constants K1, K2 and K3 can be evaluated if the


values of i, di/dt and d2i/dt2 are known at t=0.
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p34

Example: Consider the differential equation

d5i
d4i
d3i
d2i
di
+ 6 4 + 17 3 + 28 2 + 24
+ 8i = 0
5
dt
dt
dt
dt
dt
The characteristic equation is
5

s + 6s + 17s + 28s + 24s + 8 = 0


The roots of the characteristic equation are

s1 = -1, s2 = - 1, s3 = -2 and s4 , s5 = -1 j 3
The solution is of the form

i(t) = K1-t + K2t-t + K3-2t + -t (K4sin 3t + K5cos 3t )


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p35

Getting the Differential Equation


1. Using nodal analysis or loop analysis, write the
KCL or KVL equations that describe the circuit.
2. Differentiate the equations, if necessary, to
eliminate any integral expressions.
3. In every equation, replace the derivatives with
operators.
4. Eliminate all variables, except one, using any
appropriate method.
5. Simplify as necessary and replace the operators
with the corresponding derivative terms.
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p36

Example: Find the


differential equations
+
that describe the
v(t)
mesh currents i1 and
i2 in the network
shown.

8
i1

1H
1
F i2
16

10

First, write the mesh equations for the circuit.


Mesh 1:
Mesh 2:

8i1 + 16 (i1 i2 )dt = v(t)

t
di2
+ 10i2 + 16 (i2 i1 )dt = 0

dt

Then, differentiate the mesh equations to eliminate


the integrals.
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p37

We get

di1
d
8
+ 16i1 16i2 =
v(t)
dt
dt
d2i2
di2
16i1 + 2 + 10
+ 16i2 = 0
dt
dt

(a)
(b)

d
Using operators, let D= . Substitution gives
dt
(1)
(8D + 16) i1 16i2 = Dv(t)

16i1 + (D2 + 10D + 16)i2 = 0

(2)

Next, multiply equation (1) by 16 and equation (2)


by (8D+16), then add the resulting equations. This
will eliminate the current variable i1.
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p38

16
(8D+16)

(8D + 16) i1 16i2 = Dv(t)


2

16i1 + (D + 10D + 16)i2 = 0

(1)
(2)

We get

(8D3 + 96D2 + 288D) i2 = 16Dv(t)


which simplifies to

(D2 + 12D + 36) i2 = 2v(t)


The differential equation for the current i2 is

d2i2
di2
+ 12
+ 36 i2 = 2v(t)
2
dt
dt
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p39

Similarly, if we multiply equation (2) by 16 and


equation (1) by (D2+10D+16), then add the
resulting equations, we will eliminate the current
variable i2. We get
3

(8D + 96D + 288D) i1 = D(D + 10D + 16)v(t)


which simplifies to
2

(D + 12D + 36) i1 = (D + 10D + 16)v(t)


1
8

The differential equation for current i1 is

d2i1
di1
d2v(t)
+ 12
+ 36 i1 = 0.125
2
dt
dt
dt 2
dv(t)
+ 1.25
+ 2v(t)
dt

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p40

Alternative Procedure: First, solve for i1 from (b)


and differentiate the resulting equation. We get

and

i1 =

1
16

di1
=
dt

1
16

d2i2
+
2
dt
d3i2
+
3
dt

5
8

5
8

di2
+ i2
dt
d2i2 di2
+
2
dt
dt

Next, substitute the equations in (a). We get

d2i2
di2
+ 12
+ 36 i2 = 2v(t)
2
dt
dt
A similar procedure, applied on equation (a), will
result in the differential equation for current i1.
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p41

Example: Find the


differential equations
+
that describe the node
vS(t)
voltages v1 and v2 in
the network shown.

8 v1

1H

1
F
16

v2
10

REF
First, write the node equations for the circuit.
Node 1:

1 (v
1
8

vS ) +

Node 2: (v2

1
16

dv1 t
+ (v1 v2 )dt = 0
dt

1 v = 0
v1 )dt + 10
2

Then, differentiate the node equations to eliminate


the integrals.
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p42

We get

or

2
d
d
v1
1
1
(v1 vS ) + 16
+ v1 v2 = 0
8
2
dt
dt

dvS
d2v1
dv1
+2
+ 16v1 16v2 = 2
dt
dt
dt

v2 v1 +

and

1
10

dv2
=0
dt

(a)
(b)

Substituting the D operator,


2

(D + 2D + 16) v1 16v2 = 2DvS (1)

v1 + (0.1D + 1)v2 = 0
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(2)
p43

We can write v1 in terms of v2 from equation (2),

v1 = (0.1D + 1)v2

(3)

Substituting equation (3) into equation (1),


2

(D + 2D + 16) (0.1D + 1)v2 16v2 = 2DvS


Distributing terms and simplifying, we get
(D2 + 12D + 36)v2 = 20vS

(4)

Thus, the differential equation for v2 is


2

d v2
dv2
+ 12
+ 36v 2 = 20v S (t)
dt
dt
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p44

Re-write equation (4) to get the equation for v2,

20v S
v2 = 2
D + 12D + 36
Substituting into equation (3) and re-arranging
terms we get
(D2 + 12D + 36)v1 = 2DvS + 20vS
Thus, the differential equation for v1 is

dvS (t)
d2v1
dv1
+ 12
+ 36v1 = 2
+ 20v S (t)
2
dt
dt
dt
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p45

The Characteristic Equation


sn + an-1sn-1 + a1s + a0 = 0
The roots of the characteristic equation give the
form of the solution to the non-homogenous
differential equation. This is generally

x t = K1

s1t

+ K 2

s2 t

+ ... + Kn

snt

and is known as the transient response. The


solution is a sum of n exponential terms, where
n is the order of the differential equation.
An electric circuit will have a single characteristic
equation for all current or voltage variables in the
circuit.
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p46

Example: In our
previous example we
have found the
differential equations
for mesh currents i1
and i2 and node
voltages v1 and v2.

8 v1
+

vS(t)

1H

1
F i2
16

i1

v2
10

REF

The differential equation for the mesh currents are

d2i1
di1
+ 12
+ 36 i1 =
2
dt
dt

2
d
vS (t)
1
+
8
2
dt

1
0.8

dvS (t)
+ 2vS (t)
dt

d2i2
di2
+ 12
+ 36 i2 = 2vS (t)
2
dt
dt
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p47

The differential equation for the node voltages are

dvS (t)
d2v1
dv1
+ 12
+ 36v1 = 2
+ 20v S (t)
dt
dt
dt
d2v2
dv2
+ 12
+ 36v 2 = 20v S (t)
dt
dt
The characteristic equation for this circuit is
S2 + 12s + 36 = 0
with repeated roots s1 = s2 = -6.
Thus, the transient response of all currents and
voltages in this circuit is of the form
x(t) = K1-6t + K2t-6t
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p48

Example: The switch is moved from b to a at t=0.


Find the differential equations that describe the
voltages v1 and v2 for t 0.
a
4 +v2
+

v(t)
From KCL, we get
for t 0
Node 1:
Node 2:

b t=0
+
-

+v1

6
1H

REF

v1 - v2
+ v1dt = 0
6

v2 - v(t) v2 v1 1 dv 2
+
+
=0
4
6
4 dt

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1
F
4

(1)
(2)
p49

Differentiate (1) and re-write the equations. We get


the differential equations

1 dv1
1 dv2
+ v1
=0
6 dt
6 dt

1
1 dv 2
5
1
- v1 +
+
v2 = v(t)
6
4 dt
12
4
The equations can be simplified into

dv1
dv 2
+ 6v1
=0
(D + 6)v1 Dv2 = 0
dt
dt
dv 2
- 2v1 + 3
+ 5v2 = 3v(t)
dt
- 2v1 + (3D + 5)v2 = 3v(t)
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p50

Using operators, we get

(D + 6)v1 Dv2 = 0
- 2v1 + (3D + 5)v2 = 3v(t)

(1)
(2)

Multiply equation (1) by (3D+5) and (2) by D, then


add the resulting equations. This will eliminate the
variable v2. We get
2

(D + 7D + 10)v1 = Dv(t)
which yields the differential equation for v1.
2

d v1
dv1
d
+7
+ 10v1 =
v(t)
2
dt
dt
dt
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p51

Multiply equation (1) by 2 and (2) by (D+6), then


add the resulting equations. This will eliminate the
variable v1. We get
2

(D + 7D + 10) v2 = (D + 6)v(t)
or

d v2
dv 2
d
+7
+ 10v2 =
v(t) + 6v(t)
2
dt
dt
dt

Note: The characteristic equation for v1 and v2 is


the same.

Department of Electrical and Electronics Engineering

p52

Example: At t=0, the


switch is opened. Find the
differential equations that
describe the currents i1 1
+
and i2 for t 0.
v(t)
For t 0, we get from KVL

t=0
3

i1

1
F i2
20

1H

di2
+ 20 (i2 i1 ) dt = 0
4i1 + 20 (i1 i2 ) dt = v(t) and
dt

Differentiating,

di1
dv(t)
4
+ 20i1 20i2 =
dt
dt

d2i2
+ 20i2 20i1 = 0
2
dt

Department of Electrical and Electronics Engineering

p53

Using operators, we get

(4D + 20) i1 20i2 = Dv(t)


20i1 + (D2 + 20) i2 = 0

(1)
(2)

Multiply equation (1) by (D2+20) and (2) by 20,


then add the resulting equations. This will eliminate
the variable i2. We get
2

(D + 5D + 20) i1 = ( D + 5) v(t)
1
4

The differential equation for i1 is


2

d i1
di1
+5
+ 20 i1 =
2
dt
dt

1
4

d v(t)
+ 5 v(t)
2
dt

Department of Electrical and Electronics Engineering

p54

Multiply equation (1) by 20 and (2) by (4D+20),


then add the resulting equations. This will eliminate
the variable i1. We get
2

(D + 5D + 20) i2 = 5v(t)
The differential equation for i2 is
2

d i2
di2
+5
+ 20 i2 = 5v(t)
2
dt
dt

Department of Electrical and Electronics Engineering

p55

End

Why Get Initial Conditions?


Complete Response:
1. Steady-state Response
2. Transient Response
Transient Response: General form is exponential

x = K1 s1t + K2 s2t + ... + Kn 1 sn1t + Kn snt


where K1, K2, Kn are arbitrary constants.
Answer: The initial conditions are necessary in
the determination of the numerical values of the
arbitrary constants K1, K2, Kn.
Department of Electrical and Electronics Engineering

p57

Evaluating Initial Conditions


1. Assume switching operation at t=0.
2. Evaluate the inductor currents and capacitor
voltages at t=0-.
3. Find inductor currents and capacitor voltages
at t=0+.
4. Write the KVL and KCL equations describing the
network for t 0.
5. Use the KVL and KCL equations for t 0 and
their derivatives, plus the inductor currents
and capacitor voltages at t=0+ to evaluate
the required initial conditions.
Department of Electrical and Electronics Engineering

p58

Example: The circuit has reached steady-state


condition with the switch in position a. At t=0, the
switch is moved to position b. If the capacitor is
initially uncharged, find i(0+),
a
1k
2
di +
di +
(0 ) and 2 (0 ).
b t=0

dt

dt

100V

The circuit is at steady


state for t<0.

100
i L ,ss (0 ) =
= 0 .1 A
1k

v C (0 ) = 0

0.1F

1H

1k
100V

Department of Electrical and Electronics Engineering

+
-

iL,ss

p59

From KVL, we get for t 0,

di
1
(1) L
+ Ri + idt = 0
dt
C
whose derivative is

0.1F

1k
i

1H

d2i
di 1
(2) L
+R
+ i=0
2
dt C
dt
At t=0+,

i(0+ ) = iL,ss = 0.1 A


v C (0 + ) = 0
Department of Electrical and Electronics Engineering

p60

From (1), we get at t=0+

0
di +
+
+
L
(0 ) + Ri(0 ) + vC (0 ) = 0
dt

which gives

di +
R +
(0 ) = i(0 ) = 100 A/s
dt
L
From (2), we get

d2i +
1
di +
1
+
(
0
)
=
[
R
(
0
)
+
i
(
0
)]
2
L
dt
C
dt

= -900 kA/s2
Department of Electrical and Electronics Engineering

p61

Example: The network is initially at steady-state


condition with the switch open. At t=0, the switch
is closed. Find i1(0+), i2(0+),
t=0

di1 +
di2 +
(0 ) and
(0 ) .
dt
dt

10

120V
At

t=0-,

we get

i1

20
1H

i2

20

1F

10
+

120V

20
iL(0-)

vC(0-)
-

120
iL (0 ) =
=4A
30
-

vC (0- ) = 20iL (0 ) = 80 V

Department of Electrical and Electronics Engineering

p62

For t 0, we get from KVL

di1
(1)
+ 20i1 = 120
dt
6

(2) 20i2 + 10

120V

20

i1

i2dt = 120

1H

i2

20

1F

At t=0+, we get

i1(0+ ) = iL (0- ) = 4 A

v C (0 + ) = v C (0- ) = 80 V
From equation (2), we get

i2 (0+ ) =

1
20

[120 vC (0+ )] = 2 A

Department of Electrical and Electronics Engineering

p63

di1
(1)
+ 20i1 = 120
dt

(2) 20i2 + 10

i2dt = 120

From equation (1), we get

di1 +
(0 ) = 120 20i1(0+ ) = 40 A/s
dt

di2
To get an equation involving
, differentiate (2).
dt
We get

di2
20
+ 106 i2 = 0
dt

At t=0+, we get

di2 +
(0 ) = -100 kA/sec
dt
Department of Electrical and Electronics Engineering

p64

Example: The network is initially unenergized. At


t=0, the switch is closed. Determine i1(0+), i2(0+),
di2 +
di1 +
t=0 C
R2
(0 ) and
(0 ).

dt

dt

+
-

i1

R1

i2

For t 0, we get from


KVL,
(1)
(2)

1
i1dt + R1(i1 i2 ) = E

C
di2
L
+ (R 1 + R 2 )i2 R 1i1 = 0
dt

Department of Electrical and Electronics Engineering

p65

(1)
(2)

1
i1dt + R1(i1 i2 ) = E

C
di2
L
+ (R 1 + R 2 )i2 R 1i1 = 0
dt

Since the circuit is initially unenergized, we know


that vC(0+)=0 and iL(0+)=0. Thus

i2(0+ ) = 0
From (1), we get

vC (0+ ) + R1i1(0+ ) R1i2 (0+ ) = E


or

E
i1(0 ) =
R1
+

Department of Electrical and Electronics Engineering

p66

1
i1dt + R1(i1 i2 ) = E
(1)

C
di2
(2) L
+ (R 1 + R 2 )i2 R 1i1 = 0
dt
E
+
+
i1(0 ) =
i2(0 ) = 0
R1

From (2), we get

di2 +
L
(0 ) + (R1 + R 2 )i2 (0+ ) R1i1(0+ ) = 0
dt
which gives

di2 +
R1
E
+
(0 ) =
i1(0 ) =
dt
L
L

Department of Electrical and Electronics Engineering

p67

1
i1dt + R1(i1 i2 ) = E
(1)

C
di2
(2) L
+ (R 1 + R 2 )i2 R 1i1 = 0
dt
Differentiate equation (1). We get

1
di1
di2
i1 + R1
R1
=0
C
dt
dt

At t=0+, we get

1
di1 +
di2 +
+
i1(0 ) + R1
(0 ) R1
(0 ) = 0
C
dt
dt
or

di1 +
E
E
(0 ) = 2
dt
L R1 C

Department of Electrical and Electronics Engineering

p68

Example: The network


has reached steadystate condition with the
switch open. At t=0, the
switch is closed. Find
the necessary initial
conditions for mesh
currents i1, i2, and i3.
Equivalent circuit at
-

R2=1k

i2

C1

i1 1H

i3

C2

vC1(0 ) + vC2 (0 ) = 18 V

C2=2C1=2F

R2

t=0-

iL (0 ) = 9 mA = iL (0 )
-

R1=2k

E=27V

+
-

Department of Electrical and Electronics Engineering

R1
iL(0-)

vC1(0-)

vC2(0-)
-

p69

For t<0, C1 and C2 are in series. Thus, iC1=iC2.


Since
t

q=

idt

then qC1(0-)=qC2(0-). This means that at t=0or

C1vC1(0- ) = C2vC2(0- )
vC1(0- ) = 2vC2 (0- )

And we know that

vC1(0- ) + vC2 (0- ) = 18 V

Solving for the voltages, we get

vC1(0- ) = 12 V = vC1(0 + )
vC2 (0- ) = 6 V = vC2(0 + )
Department of Electrical and Electronics Engineering

p70

R2=1k

Equivalent circuit for t 0


E=27V

C2=2C1=2F
E

R1=2k

i2

C1

i1 1H

i3

C2

From KVL, we get


(1)
(2)
(3)

1
1
27 = R 2i1 +
i2dt +
i3dt

C1
C2
1
0 = R1(i2 i1 ) +
i2dt

C1
d
1
0=L
(i3 i1 ) +
i3dt

dt
C2

Department of Electrical and Electronics Engineering

p71

(1)

27 = R 2i1 +

1
C1

i2dt +
1
C1

(2)

0 = R1(i2 i1 ) +

(3)

d
1
0 =L
(i3 i1 ) +
dt
C2

1
C2

i dt
3

i dt
2

i dt
3

At t=0+, we get from (1)

1
+
+
i1(0 ) =
[27 vC1(0 ) vC2(0 )] = 9 mA
R2
+

Since i1(0+) - i3(0+)=iL(0+), then

i3 (0+ ) = i1(0+ ) iL (0+ ) = 0


Department of Electrical and Electronics Engineering

p72

(1)

27 = R 2i1 +

1
C1

i2dt +
1
C1

(2)

0 = R1(i2 i1 ) +

(3)

d
1
0 =L
(i3 i1 ) +
dt
C2

1
C2

i dt
3

i dt
2

i dt
3

For resistor R1, we get

vR1(0+ ) = R1[i1(0+ ) i2 (0+ )] = vC1(0+ )


or

+
v
(
0
)
+
+
C1
i2 (0 ) = i1(0 )
= 3 mA
R1

Department of Electrical and Electronics Engineering

p73

(1)
(2)

1
27 = R 2i1 +
C1

1
i2dt + C2 i3dt
1
0 = R1(i2 i1 ) +
i2dt

C1

Differentiate equations (1) and (2). We get


(4)

di1
1
1
0 = R2
+
i2 +
i3
dt C1
C2

(5)

di2
di1
1
0 = R1
R1
+
i2
dt
dt C1

At t=0+, we get from (4)

di1 +
1 1
1
+
(0 ) =
[ i2(0 ) +
i3(0+ )]
dt
R 2 C1
C2

= 3 A / s
Department of Electrical and Electronics Engineering

p74

(3)
(5)

d
1
(i3 i1 ) +
i3dt

dt
C2
di
di
1
0 = R1 2 R1 1 +
i2
dt
dt
C1

0 =L

At t=0+, we get from (5)

di2 +
di1 +
1
(0 ) =
(0 )
i2 (0+ )
dt
dt
R1C1
= 4.5 A / s
At t=0+, we get from (3)

di3 +
di1 +
1
(0 ) =
(0 ) v C2 (0 + )
dt
dt
L

= 9 A / s
Department of Electrical and Electronics Engineering

p75

(4)
(5)

di1
1
1
+
i2 +
i3
dt C1
C2
di2
di1
1
0 = R1
R1
+
i2
dt
dt
C1
0 = R2

Differentiate equations (4) and (5) and evaluate at


t=0.
d2i1
1 di2
1 di3
0 = R2
+
+
(6)
2

dt

C1 dt

C2 dt

d2i2
d2i1
1 di2 (7)
0 = R1
R1
+
2
2
C1 dt
dt
dt
From (6)

d2i1 +
2
(0
)
=
9
kA/sec
dt2

From (7)

d2i2 +
2
(0
)
=
11.25
kA/sec
dt2

Department of Electrical and Electronics Engineering

p76

d
1
0 =L
(i3 i1 ) +
dt
C2

(3)

i dt
3

Differentiate equation (3) and evaluate at t=0.

d2i3
d2i1
1
0 =L
L
+
i3
2
2
C2
dt
dt
or

d2i3 +
2
(0
)
=
9
kA/sec
dt2

Note: This is a third-order network so we


needed three initial conditions for each mesh
current,
2
di
d
iX +
+
X
iX(0+),
(0 ) and
(0 )
2
dt
dt
Department of Electrical and Electronics Engineering

p77

Example: The network has reached steady-state


condition with the switch closed. At t=0, the switch
is opened. Find i(0+), v(0+),
t=0

dv +
di +
(0 ) and
(0 ).
dt
dt

60V

20

1H

10
10-3F

Equivalent circuit at t=0-

60
iL (0 ) =
=3A
20

vC (0 ) = 60 V

60V

20

iL(0-)

Department of Electrical and Electronics Engineering

10

vC(0-)
-

p78

Equivalent circuit for t 0


(1)

di
+ 20i = v
dt
3

(2) 10i + 10
At t=0+, we get

20
i

1H

idt = v

+
v
- C
-

10
10-3F

i(0+ ) = iL (0 ) = 3 A
vC (0+ ) = vC (0 ) = 60 V
From equation (2), we get

10i(0 ) vC (0 ) = v(0 )
+

or

v(0 ) = 30 V
+

Department of Electrical and Electronics Engineering

p79

(1)

di
+ 20i = v
dt

(2)

10i + 10

idt = v

From (1), we get

di +
(0 ) = v(0+ ) 20i(0+ ) = 30 A/s
dt
Differentiate equation (2). We get

di
dv
3
10
+ 10 i =
dt
dt

At t=0+, we get

dv +
di +
(0 ) = 10 (0 ) 103 i(0 + ) = -2,700 V/s
dt
dt
Department of Electrical and Electronics Engineering

p80

Example: The switch has been in position b for a


long time. At t=0, the switch is moved to a. Find
a
dv 1 +
4 +v2
+
+
v1(0 ), v2(0 ),
(0 )
dt
b t=0
dv 2 +
+
6
and
(0 ).
1
+
+v
120V
1
dt
F
60V
4
1H
REF

Equivalent circuit at t=0-

iL (0 ) = 6 A = iL (0+ )

60V

vC (0 ) = 36 V = vC (0 )

4
+
-

Department of Electrical and Electronics Engineering

6
iL(0-)

vC(0-)
-

p81

4 +v2

Equivalent circuit for t 0


From KCL, we get

120V

v2 v1
= v1dt
(1)
6
120 v2
v2 v1
(2)
=
+
4
6

+v1

1
4

dv 2
dt

6
1H

1
F
4

REF

At t=0+,

v2 (0+ ) = vC (0+ ) = 36 V
From (1), we get

v1(0+ ) = v2 (0+ ) 6iL (0+ ) = 0


Department of Electrical and Electronics Engineering

p82

(1)

v2 v1
=
6

v dt
1

120 v2
v2 v1
=
+
(2)
4
6

1
4

dv 2
dt

From (2), we get

dv 2 +
(0 ) = 60 V/s
dt
Differentiate equation (1). We get

At t=0+,

dv1
dv 2
=
6v1
dt
dt

dv1 +
dv 2 +
(0 ) =
(0 ) 6v1(0 + ) = 60 V/s
dt
dt
Department of Electrical and Electronics Engineering

p83

End

The Steady-State Response


dnx
dn1x
dx
an n + an1 n1 + ... + a1
+ a0x = g(t)
dt
dt
dt
The steady-state response is the solution to the
non-homogenous differential equation. It is similar
in form to the forcing function g(t) plus all its
unique derivatives.
In practical electric circuits, the driving forces are
represented by a few mathematical forms, such as
a constant or a sinusoid. The method of
undetermined coefficients can be used to evaluate
the steady-state response.
Department of Electrical and Electronics Engineering

p85

Method of Undetermined Coefficients


The method of undetermined coefficients is
applied by selecting trial functions of all possible
forms that might satisfy the differential equation.
Format of Forcing
Function g(t)

Trial Function

K (constant)

c (constant)

Ktm

cmtm + cm-1tm-1 + + c1t + c0

Kt

ct

K cos t
K sin t

c1 cos t + c2 sin t

Department of Electrical and Electronics Engineering

p86

Method of Undetermined Coefficients


1. Find the form of the transient response by
solving for the roots of the characteristic
equation.
2. Write the trial form of the steady-state response
for each forcing function using the table. If any
term in the trial function appears in the
transient response, the trial function should be
multiplied by t. If the modified trial function still
has common terms with the transient response,
another t must be multiplied until no common
term exists.
Department of Electrical and Electronics Engineering

p87

Method of Undetermined Coefficients


3. Differentiate the trial solution as many time as
needed and substitute into the differential
equation. By equating coefficients of like terms,
form a set of algebraic equations in the
undetermined coefficients.
4. Solve for the undetermined coefficients. These
coefficients must be in terms of circuit and
driving force parameters. There are no arbitrary
constants in the steady-state response.

Department of Electrical and Electronics Engineering

p88

Example: Find the steady-state response of the


second order non-homogeneous differential
2
equation

dv
dv
+5
+ 4v = 2 sin 2t
2
dt
dt

The characteristic equation is s2 + 5s + 4 = 0 with


roots s1 = -4 and s2 = -1.
Thus, the transient response is of the form
vt(t) = K1-4t + K2-t
The steady-state response is of the same form as
the right hand side of the differential equation.
From the table, the trial solution for this forcing
function is
vss(t) = c1 cos 2t + c2 sin 2t
Department of Electrical and Electronics Engineering

p89

vss(t) = c1 cos 2t + c2 sin 2t


Differentiating vss(t) twice,
dvss(t)/dt = -2c1 sin 2t + 2c2 cos 2t
d2vss(t)/dt2 = -4c1 cos 2t - 4c2 sin 2t
Our original differential equation is

d2v
dv
+5
+ 4v = 2 sin 2t
2
dt
dt
Substituting the trial solution and its derivatives
into the differential equation, we get
-4c1 cos 2t - 4c2 sin 2t + 5(-2c1 sin 2t + 2c2 cos 2t)
+ 4(c1 cos 2t + c2 sin 2t) = 2 sin 2t
Department of Electrical and Electronics Engineering

p90

Distributing terms and simplifying,


10c2 cos 2t - 10c1 sin 2t = 2 sin 2t
Comparing the coefficients of the left-hand side of
the equation to the right hand side,
Coefficient of cos: 10c2 = 0
Coefficient of sin: -10c1 = 2
We get

c1 = -0.2

and

c2 = 0

The steady-state response is


vss(t) = -0.2 cos 2t

Department of Electrical and Electronics Engineering

p91

Example: Consider the second order


non-homogeneous differential equation

d2i
di
2
+
3
+
2i
=
12t
dt
dt2
Find the steady-state response.
The characteristic equation is s2 + 3s + 2 = 0 with
roots s1 = -1 and s2 = -2.
The transient response is of the form
it(t) = K1-t + K2-2t
From the table, the trial solution for the steadystate response is
iss(t) = c1t2 + c2t + c3
Department of Electrical and Electronics Engineering

p92

Differentiating twice, we get

diSS
= 2c1t + c2
dt

and

d2iSS
= 2c1
2
dt

Substituting the trial solution and its derivatives


into the differential equation,
or

2c1 + 3(2c1t + c2) + 2(c1t2 + c2t + c3) = 12t2


2c1t2 + (6c1 + 2c2)t + 2c3+ 3c2+ 2c1 = 12t2

Comparing coefficients,
2c1 = 12
6c1 + 2c2 = 0
2c3+ 3c2+ 2c1 = 0
Department of Electrical and Electronics Engineering

p93

We get that c1 = 6, c2 = -18 and c3 = 21.


Thus, the steady-state response is
iss(t) = 6t2 -18t + 21
Note: The complete response is
i(t) = it(t) + iss(t)
= K1-t + K2-2t + 6t2 -18t + 21
The arbitrary constants K1 and K2 can be evaluated
if the initial conditions i(0) and

Department of Electrical and Electronics Engineering

di
(0) are known.
dt
p94

Example: Consider the second order


non-homogeneous differential equation

d2x
dx
+ 12
+ 36x = 18
2
dt
dt
Find the steady-state response.
The characteristic equation is
s2 + 12s + 36 = 0
with roots s1 = -6 and s2 = -6.
The transient response is of the form
xt(t) = K1-6t + K2t-6t
Department of Electrical and Electronics Engineering

p95

From the table, the trial solution for the steadystate response is
xss(t) = c1

and

d2xss dxss
=
=0
2
dt
dt

Substituting the trial solution and its derivatives


into our differential equation we get
36c1 = 18

or c1 = 0.5

Thus, the steady-state response is

xSS = 0.5

Note: The complete solution is


x(t) = xt(t) + xss(t) = K1-6t + K2t-6t + 0.5
The arbitrary constants K1 and K2 can be evaluated
if the initial conditions are known.
Department of Electrical and Electronics Engineering

p96

Example: Consider the second order


non-homogeneous differential equation

d2i
di
-4t
+
12
+
36i
=
18

dt
dt2
Formulate the complete response.
The transient response is of the form
it(t) = K1-6t + K2t-6t
The trial solution for an exponential is
iSS(t) = c-4t
and

diss
= 4c-4t
dt

d2iss
-4t
=
16c

dt2

Department of Electrical and Electronics Engineering

p97

Substituting into the differential equation,

16c

4t

-4t

+ 12(-4c

-4t

) + 36(c

-4t

) = 18

Canceling the exponential terms we get

4c = 18

or

c = 4.5

Thus the steady-state response is


iss(t) = 4.5-4t A
And the complete response is
i(t) = K1-6t + K2t-6t + 4.5-4t

where K1 and K2 can be evaluated using initial


conditions.
Department of Electrical and Electronics Engineering

p98

Example: Consider the second order differential


equation

d2i
di
-4t
+
12
+
36i
=
18
+
18
dt
dt2
Find the steady-state response.
The transient response is of the form
it(t) = K1-6t + K2t-6t
The right-hand side of the equation is the response
due to a constant source and an exponentially
decaying source. From the principle of
superposition, the trial solution is
iss(t) = K + c-4t
Department of Electrical and Electronics Engineering

p99

Differentiating, we get

diss
= 4c-4t
dt

and

d2iss
-4t
=
16c

dt2

Substituting into the differential equation,

16c 4t + 12(-4c-4t ) + 36(K + c-4t ) = 18 + 18-4t


Which simplifies into
36K + 4c-4t = 18 + 18-4t
Comparing coefficients, we get
36K = 18
or
K = 0.5
4c-4t = 18-4t or
c = 4.5
Thus the steady-state response is
iss(t) = 0.5 + 4.5-4t A
Department of Electrical and Electronics Engineering

p100

Example: Consider the second order differential


equation

d2i
di
-6t
+
12
+
36i
=
18

dt
dt2
Formulate the steady-state response.
The transient response is of the form
it(t) = K1-6t + K2t-6t
The trial solution of the steady-state response is
iSS(t) = c-6t
This will not work as it is of the form as the first
term of the transient response.
Department of Electrical and Electronics Engineering

p101

Multiplying the trial solution by t, we get


iSS(t) = ct-6t
This is still of the same form as one of the terms of
the transient response, so we multiply it by again
by t.
iSS(t) = ct2-6t
This is now the final form of the trial solution.
Differentiating twice, we get

diss
= 2ct-6t 6ct 2-6t
dt
d2iss
-6t
-6t
2 -6t
=
2c

24ct

+
36ct

2
dt

Department of Electrical and Electronics Engineering

p102

Substituting into the original differential equation,


36ct2-6t - 24ct-6t + 2c-6t +12(2ct-6t - 6ct2-6t)
+ 36ct2-6t = 18-6t
Canceling the exponential terms and simplifying,
we get
2c = 18
or
c=9
Thus the steady-state response is
iss(t) = 9t2-6t

And the complete response is


i(t) = K1-6t + K2t-6t + 9t2-6t

where K1 and K2 can be evaluated using initial


conditions.
Department of Electrical and Electronics Engineering

p103

Example: Formulate the complete response of


the second-order differential equation

d2i
+ i = sin t
2
dt

The characteristic equation is s2 +1 = 0 with roots


s1 = +j and s2 = -j.
The transient response is of the form
it(t) = K1 cos t + K2 sin t
The trial solution for the steady-state response is
and

iss(t) = c1t cos t + c2t sin t

d iss
= c1(-t cos t - 2sin t) + c2(-t sin t + 2cos t)
2
dt
Department of Electrical and Electronics Engineering

p104

Substituting the trial solution and its derivatives


into the differential equation, we get
-2 c1 sin t + 2 c2 cos t = sin t
Comparing coefficients, we get c1=-0.5 and c2= 0.
The steady-state response is
iss(t) = -0.5t cos t
And the complete response is
i(t) = K1 cos t + K2 sin t -0.5t cos t

Department of Electrical and Electronics Engineering

p105

Solving the Differential Equation


Consider the nth-order differential equation

dnx
dn1x
dx
an n + an1 n1 + ... + a1
+ a0x = g(t)
dt
dt
dt
1. Find the transient response xt. This is generally
an exponential of the form

x t = K1 s1t + K2 s2t + ... + Kn snt


2. Find the steady-state response xss. This is
similar in form to the forcing function g(t) plus
all its unique derivatives.
Department of Electrical and Electronics Engineering

p106

3. Evaluate the initial conditions. We need the

d2x
dn1x
dx
values of x(0),
(0),
(0),
(0).
2
n 1
xt
dt
dx

4. Find the total response. Add the steady-state


response and transient response.

x(t) = x ss + K1

s1t

+ K 2

s2 t

+ ... + Kn

snt

5. Differentiate the total response (n-1) times.


6. Using the expressions for x(t) and its (n-1)
derivatives in step 5, and the initial conditions in
step 3, find the arbitrary constants K1, K2, Kn.

Department of Electrical and Electronics Engineering

p107

Example: The network


is initially unenergized.
At t=0, the switch is
closed. Find currents i1
(t) and i2(t) for t 0.

t=0 4 1H
+
-

24V

i1

4
i2

2H

First, get the differential equations that describe


currents i1(t) and i2 for t 0. The mesh equations
are

di1
+ 12i1 8i2 = 24
dt

di2
2
+ 12i2 8i1 = 0
dt
Department of Electrical and Electronics Engineering

(1)
(2)
p108

Using operators we get


(1)

di1
+ 12i1 8i2 = 24
dt

(D+12)i1 8i2 = 24 (a)

(2)

di2
2
+ 12i2 8i1 = 0
dt

-8i1 + (2D+12)i2 = 0 (b)

To eliminate i2, multiply (a) by (2D+12) and (b)


by 8 and add the resulting equations. We get
(D2 + 18D + 40)i1 = (D+12)12
or

d2i1
di1
+ 18
+ 40i1 = 144
2
dt
dt

Department of Electrical and Electronics Engineering

p109

Similarly, we eliminate i1 by multiplying (a) by 8


and (b) by (D+12) and adding the equations. We
get
(D2 + 18D + 40)i2 = 96
or

d i2
di2
+ 18
+ 40i2 = 96
2
dt
dt

Alternatively, we can solve for i2 in equation (1)


and differentiate the resulting equation. We get

and

di1 3
i2 =
+ 2 i1 3
dt
di2 1 d2i1 3 di1
= 8 2 +2
dt
dt
dt
1
8

Department of Electrical and Electronics Engineering

(3)
(4)
p110

Substitute (3) and (4) in equation (2). We get

d2i1
di1
+ 18
+ 40i1 = 144
2
dt
dt
This is the required differential equation for i1.
Solve for i1 in equation (2) and differentiate the
resulting equation. We get

i1 =

1
4

di2 3
di1
(5)
+ 2 i2
and
=
dt
dt

1
4

d2i2
+
2
dt

3
2

di2
dt

(6)

Substitute (5) and (6) in equation (1). We get

d2i2
di2
+ 18
+ 40i2 = 96
2
dt
dt

This is the required differential equation for i2.


Department of Electrical and Electronics Engineering

p111

Next, we find the transient response.


Setting the right-hand side of the differential
equations to zero, we get the characteristic
equation

s2 + 18s + 40 = 0

Solving for the roots, we get s1=-2.6 and


s2=-15.4.
Thus, we get the transient response to be of the
form

i1t = K1-2.6t + K2-15.4t


i2t = K3

-2.6t

+ K 4

-15.4t

Department of Electrical and Electronics Engineering

p112

Next, we determine the steady-state response


i1,ss and i2,ss which are both constant. The
differential equation for i1 is
Since the

d2i1ss
dt2

or

di1ss
+ 18
+ 40i1ss = 144
dt

i1,ss

144
=
= 3.6 A
40

From the differential equation for i2


2

d i2
di2
+ 18
+ 40i2 = 96
2
dt
dt
we get
96
i2,ss =
= 2.4 A
40
Department of Electrical and Electronics Engineering

forcing function
is a constant
(24V) the
steady-state
response of any
current or
voltage should
also be a
constant. Thus,
i1,ss = A
di1,ss/dt = 0
d2i1,ss/dt2 = 0
p113

Alternatively, We can also draw the equivalent


circuit at steady state. We get
4
4

12i1,ss 8i2,ss = 24
8i1,ss + 12i2,ss = 0

24V

i1,ss 8

i2,ss

which gives i1,ss= 3.6 Amps


and i2,ss= 2.4 Amps.
Next, we find the initial conditions. We need
di1 +
di2 +
i1(0+),
+
i2(0 ),
(0 ) and
(0 ).
dt
dt
Department of Electrical and Electronics Engineering

p114

Since the circuit was initially unenergized, we get

i1(0+ ) = i2 (0+ ) = 0
We ve previously formulated the mesh equations

di1
+ 12i1 8i2 = 24
dt

(1)

di2
(2)
2
+ 12i2 8i1 = 0
dt
di1 +
From (1), we get
(0 ) = 24 A/s
dt
di2 +
From (2), we get
(0 ) = 0
dt
Department of Electrical and Electronics Engineering

p115

Next, formulate the complete response. We get

i1( t ) = 3.6 + K 1 - 2.6t + K 2 -15.4t


i2 ( t ) = 2.4 + K 3 -2.6t + K 4 -15.4t
whose derivatives are

di1
-2.6t
-15.4t
= !2.6K1"
! 15.4K 2"
dt
di2
-2.6t
-15.4t
= !2.6K 3"
! 15.4K 4"
dt

Department of Electrical and Electronics Engineering

p116

Evaluate the constants K1 and K2. At t=0+, we get

i1(0 ) = 0 = 3.6 + K1 + K2
+

di1 +
(0 ) = 24 = 2.6K1 15.4K2
dt

Solving simultaneously, we get K1=-2.46 and


K2=-1.14. The final expression for current i1 is

i1(t) = 3.6 2.46

-2.6t

1.14

-15.4t

Evaluate the constants K3 and K4. We get K3=-2.89


and K4=0.49. Thus
-2.6t

i2(t) = 2.4 2.89

-15.4t

+ 0.49

Department of Electrical and Electronics Engineering

A
p117

Plot of the Currents

I2
I1

t=0
+
-

24

4
i1

4
8

Department of Electrical and Electronics Engineering

i2

p118

End

Example: The switch has been in position b for a


long time. At t=0, the switch is moved to a. Find
v1(t) and v2(t) for t 0.
a
4 +v2
+

120V
-

b t=0
+
-

60V

+v1

6
1H

1
F
4

REF

In a previous example, we got the differential


equations that describe the voltages v1 and v2
(slide 49). In another example, we derived the
initial conditions (slide 81).
Department of Electrical and Electronics Engineering

p120

Example: The switch is moved from b to a at t=0.


Find the differential equations that describe the
voltages v1 and v2 for t 0.
a
4 +v2
+

v(t)
From KCL, we get
for t 0
Node 1:
Node 2:

b t=0
+
-

+v1

6
1H

REF

v1 - v2
+ v1dt = 0
6

v2 - v(t) v2 v1 1 dv 2
+
+
=0
4
6
4 dt

Department of Electrical and Electronics Engineering

1
F
4

(1)
(2)
p121

Differentiate (1) and re-write the equations. We get


the differential equations

1 dv1
1 dv2
+ v1
=0
6 dt
6 dt

1
1 dv 2
5
1
- v1 +
+
v2 = v(t)
6
4 dt
12
4
The equations can be simplified into

dv1
dv 2
+ 6v1
=0
(D + 6)v1 Dv2 = 0
dt
dt
dv 2
- 2v1 + 3
+ 5v2 = 3v(t)
dt
- 2v1 + (3D + 5)v2 = 3v(t)
Department of Electrical and Electronics Engineering

p122

Using operators, we get

(D + 6)v1 Dv2 = 0
- 2v1 + (3D + 5)v2 = 3v(t)

(1)
(2)

Multiply equation (1) by (3D+5) and (2) by D, then


add the resulting equations. This will eliminate the
variable v2. We get
2

(D + 7D + 10)v1 = Dv(t)
which yields the differential equation for v1.
2

d v1
dv1
d
+7
+ 10v1 =
v(t)
2
dt
dt
dt
Department of Electrical and Electronics Engineering

p123

Multiply equation (1) by 2 and (2) by (D+6), then


add the resulting equations. This will eliminate the
variable v1. We get
2

(D + 7D + 10) v2 = (D + 6)v(t)
or

d v2
dv 2
d
+7
+ 10v2 =
v(t) + 6v(t)
2
dt
dt
dt

Note: The characteristic equation for v1 and v2 is


the same.

Department of Electrical and Electronics Engineering

p124

Example: The switch has been in position b for a


long time. At t=0, the switch is moved to a. Find
a
dv 1 +
4 +v2
+
+
v1(0 ), v2(0 ),
(0 )
dt
b t=0
dv 2 +
+
6
and
(0 ).
1
+
+v
120V
1
dt
F
60V
4
1H
REF

Equivalent circuit at t=0-

iL (0 ) = 6 A = iL (0+ )

60V

vC (0 ) = 36 V = vC (0 )

4
+
-

Department of Electrical and Electronics Engineering

6
iL(0-)

vC(0-)
-

p125

4 +v2

Equivalent circuit for t 0


From KCL, we get

120V

v2 v1
= v1dt
(1)
6
120 v2
v2 v1
(2)
=
+
4
6

+v1

1
4

dv 2
dt

6
1H

1
F
4

REF

At t=0+,

v2 (0+ ) = vC (0+ ) = 36 V
From (1), we get

v1(0+ ) = v2 (0+ ) 6iL (0+ ) = 0


Department of Electrical and Electronics Engineering

p126

(1)

v2 v1
=
6

v dt
1

120 v2
v2 v1
=
+
(2)
4
6

1
4

dv 2
dt

From (2), we get

dv 2 +
(0 ) = 60 V/s
dt
Differentiate equation (1). We get

At t=0+,

dv1
dv 2
=
6v1
dt
dt

dv1 +
dv 2 +
(0 ) =
(0 ) 6v1(0 + ) = 60 V/s
dt
dt
Department of Electrical and Electronics Engineering

p127

The differential equations are

d2v1
dv1
+7
+ 10v1 = 0
2
dt
dt
2
d v2
dv 2
+7
+ 10v2 = 720
2
dt
dt

(1)

(2)

with initial conditions

v1(0+ ) = 0
v2(0+ ) = 36 V
dv1 +
dv 2 +
(0 ) =
(0 ) = 60 V/s
dt
dt
Department of Electrical and Electronics Engineering

p128

Transient response: The characteristic equation


2
is

s + 7s + 10 = 0

whose roots are s1=-2 and s2=-5. We get

v1t = K1

-2t

v2t = K 3

-2t

+ K2

-5t

+ K 4

-5t

Steady-state response:
We can draw the equivalent circuit at steady state.
4

v1,ss = 0

v2,ss

6
=
(120) = 72 V
10

+
-

120V

Department of Electrical and Electronics Engineering

v1,ss

+
-

v2,ss
p129

Alternatively, from the differential equations

d2v1
dv1
+7
+ 10v1 = 0
2
dt
dt
d2v2
dv 2
+7
+ 10v2 = 720
2
dt
dt
We get

v1,ss = 0
v2,ss

720
=
= 72 V
10

Department of Electrical and Electronics Engineering

(1)
(2)

v1,ss = A

v2,ss = B

dv1,ss
=0
dt

dv2,ss
=0
dt

d2v1,ss
=0
2
dt

d2v1,ss
=0
2
dt

p130

Complete response: We get

v1(t) = K1-2t + K2-5t


v2 (t) = 72 + K3-2t + K 4-5t
The derivatives are

dv1
= 2K1-2t 5K 2-5t
dt
dv 2
= 2K3-2t 5K 4-5t
dt
At t=0+, we get

v1(0 ) = 0 = K1 + K2
+

dv1 +
(0 ) = 60 = 2K1 5K 2
dt

Department of Electrical and Electronics Engineering

p131

Solving simultaneously, we get K1=20 and K2=-20.


Also at t=0+, we get

v2 (0 + ) = 36 = 72 + K3 + K 4
dv 2 +
(0 ) = 60 = 2K3 5K4
dt
Solving simultaneously, we get K3=-40 and
K4=4. The final expressions are

v1(t) = 20-2t 20-5t


v2(t) = 72 40

-2t

+ 4

Department of Electrical and Electronics Engineering

V
-5t

t0
V

t 0
p132

Plot of the Voltages

V2
4
+

120
-

+
-

t=0
60V

+v2

+v1

6
1

1
F
4

REF

V1

Department of Electrical and Electronics Engineering

p133

Example: The network


is initially unenergized.
At t=0, the switch is
closed. Find current i2(t)
for t 0. Assume v(t)
=20 cos 4t volts.

t=0 8 2H
+
-

v(t)

i1

i2

1H

For t 0, the mesh equations are

di1
2
+ 12i1 4i2 = v(t)
dt

(1)

di2
+ 4i2 4i1 = 0
dt

(2)

Department of Electrical and Electronics Engineering

p134

Solve for i1 in equation (2) and differentiate the


resulting equation. We get

i1 =
and

di1
=
dt

1
4

di2
+ i2
dt

(3)

1
4

d2i2 di2
+
2
dt
dt

(4)

Substitute (3) and (4) in equation (1). We get

d2i2
di2
+ 10
+ 16i2 = 2v(t)
2
dt
dt

(5)

where v(t)=20 cos 4t volts.


Department of Electrical and Electronics Engineering

p135

d2i2
di2
+ 10
+ 16i2 = 40 cos 4t
2
dt
dt

(5)

Transient response: The characteristic equation is

s2 + 10s + 16 = 0
The roots are s1=-2 and s2=-8. Thus

i2,t = K1 2t + K2 8t
Forced Response: Since the source is sinusoidal,

i2,ss = A cos 4t + B sin 4t


di2,ss

= 4A sin 4t + 4B cos 4t

dt
d2i2,ss
= 16A cos 4t - 16B sin 4t
2
dt
Department of Electrical and Electronics Engineering

p136

d2i2
di2
+ 10
+ 16i2 = 40 cos 4t
2
dt
dt

(5)

Substitute in the differential equation (5). We get

16A cos 4t - 16B sin 4t - 40A sin 4t


+ 40B cos 4t + 16A cos 4t + 16B sin 4t = 40 cos 4t
Simplifying and comparing coefficients, we get

40 = 16A + 40B + 16A


0 = 16B 40A + 16B
Solving simultaneously, we get A=0 and B=1. Thus

i2,ss = sin 4t
Department of Electrical and Electronics Engineering

p137

Initial Conditions:
The circuit is initially
unenergized so
i1(0+)

i2(0+)

=0

t=0 8 2H
+
-

v(t)

i1

i2

1H

For t 0, we ve formulated the mesh equations as

di1
2
+ 12i1 4i2 = 20 cos 4t
dt

di2
+ 4i2 4i1 = 0
dt
From (2), we get

(1)
(2)

di2
(0+) = 0
dt

Department of Electrical and Electronics Engineering

p138

Complete response:

i2(t) = sin 4t + K1 2t + K2 8t
di2
= 4 cos 4t - 2K1 2t 8K2 8t
dt

Evaluating these equations at t=0 and substituting


initial conditions,

0 = K1 + K2
0 = 4 - 2K1 8K2
Solving simultaneously, we get K1=-K2=-2/3. Thus

i2 (t) = sin 4t -
2
3

2 t

2
3

Department of Electrical and Electronics Engineering

8 t

A t0
p139

Plot of the Current & Voltage


V(t) = 20 cos (4t)

i2

Department of Electrical and Electronics Engineering

p140

Example: Find the


complete response
vc(t) if vc(0) = 1V and
iL(0) = -62.5 mA.

10
+
-

vs(t)

2H
iL
8

+
vc
-

1
F
8

vs(t) = t2+3t+1
From KCL, we get
From KVL, we get

1 dv c 1
+ v c ! iL = 0
8 dt 8

diL
2
+ 10iL + vC = t2 + 3t + 1
dt

(1)

(2)

We can write iL in terms of vC in equation (1)

1 dvc 1
iL =
+ vc
8 dt 8
Department of Electrical and Electronics Engineering

p141

Differentiating the equation for iL

diL 1 d2vc 1 dvc


=
+
2
dt 8 dt
8 dt
Substituting iL and its derivative in (2) and
simplifying, we get the differential equation for vc

d2vc
dvc
2
+
6
+
9v
=
4t
+ 12t + 4
c
2
dt
dt

Transient response: The characteristic equation


for this circuit is s2 + 6s + 9 = 0 with repeated
roots s1 = s2 = -3.
This is the critically damped case and the transient
response is of the form
vc,t(t) = (K1 + K2t)-3t
Department of Electrical and Electronics Engineering

p142

Steady-state response: The differential


equation for vc is

d2vc
dvc
2
+
6
+
9v
=
4t
+ 12t + 4
c
2
dt
dt

(3)

From the table, the forced response is of the form


vc,ss(t) = c1t2 + c2t + c3
Differentiating vc,ss(t) twice,

dv c,ss
= 2c1t + c2
dt

and

d2vc,ss
dt

= 2c1

Next, we substitute the trial solution vc,ss(t) and


its derivatives into the differential equation.
Department of Electrical and Electronics Engineering

p143

We get
9c1t2 + (12c1+ 9c2)t + 2c1+ 6c2+9c3 = 4t2+12t+4
Comparing coefficients,
9c1 = 4
12c1+ 9c2 = 12
2c1+ 6c2+9c3 = 4

c1 = 0.4444
c2 = 0.7407
c3 = -0.1481

Initial conditions: We are given that vc(0) = 1V


and iL(0) = -62.5 mA. To find dvc(0)/dt, evaluate
equation (1) at t=0.

dvc
1

(0) = 8iL (0) vc (0) = 1.5V/sec


dt
8

Department of Electrical and Electronics Engineering

p144

Complete response:
vc(t) =0.4444t2 + 0.7407t 0.1481 + (K1 + K2t)-3t

dvc
= 0.8888t + 0.7407 + (-3K1 + K2 -3K2t)-3t
dt
Evaluating the complete response at t=0 and
substituting initial conditions
vc(0) = 1 = 0.1481 + K1

dv c
(0) = -1.5 = 0.7407-3K1 + K2
dt

K1 = 1.1481
K2 = 1.2036

Finally, we have the complete solution


vc(t) =0.4444t2 + 0.7407t 0.1481
+ (1.1481 + 1.2036 t)-3t
Department of Electrical and Electronics Engineering

p145

Numerical Methods of Solving


Differential Equations
Artemio P. Magabo
Professor of Electrical Engineering

Department of Electrical and Electronics Engineering


University of the Philippines - Diliman
Revised by Luis G. Sison, Jan 23, 2004

Revised by Jhoanna Pedrasa, July 2005

Numerical Methods
Solving differential equations is a fundamental
problem in science and engineering. Sometimes,
we can find closed-form solutions using calculus.
In general, however, there is no analytic solution
and the differential equation have to be solved
numerically.
Two methods for numerically approximating the
solution to ODEs are

w Euler Method
w Runge-Kutta Method
Department of Electrical and Electronics Engineering

p147

Comparison of Analytical and


Numerical Solutions of ODEs
Analytic solution method

Numerical solution method


y

t2, y2

t3, y3

t1, y1

y(0)=b

t0, y0

t
t

Solve the ODE to find a


family of solutions.
Choose the solution satisfying
the correct initial conditions.
Find an analytic formula for y
(t)

Start with the initial conditions


Solve one small time step at a
time
Solve approximately at each
time step
Find pairs of points (t0,y0),
(t1,y1),

Department of Electrical and Electronics Engineering

p148

Euler Method
Consider the first-order differential equation

dx = f(x,t)
dt
with initial condition x(t0) = X0. Integration gives

x(t) =

=
or

t0

f(x, t) dt

f(x, t) dt +

x(t) = X0 +

t0

t0

f(x, t) dt

f(x, t) dt

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If the interval from t0 to t is made very small, then

t 0 + t
f ( x , t )dt
t0

f ( x , t ) t0 ( t )

where t = t t0. Thus, we get

x(t0 + t) x(t0 ) + f(x, t) t t


0

Note: This simple method of numerical integration


is referred to as the Euler method. Unfortunately,
even with a small step size t, the method is not
very accurate.

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First-Order Differential Equation


Example: In the circuit shown, the switch is closed
at t=0. The source is described by v(t) = 20t volts.
Find i for t 0 using the Euler method. Use a step
size t=0.001 sec.
10
For t 0, we get from
KVL

v(t)

t=0

di
0.1
+ 10i = 20t
dt
di
or
= 200t 100i = f(i, t)
dt

0.1H

with initial condition i(0+)=0.


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Applying the Euler method successively, we get

i(0.001) = i(0+ ) + f(i, t) t =0+ (t)

= 0 + [200(0) 100(0)](0.001) = 0

i(0.002) = i(0.001) + f(i, t) t =0.001 (t)

= 0 + [200(0.001) 100(0)](0.001)
= 0.0002
i(0.003) = i(0.002) + f(i, t) t =0.002 (t)

= .0002 + [200(.002) 0.02](.001)


= 0.00058
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i(0.004) = i(0.003) + f(i, t) t =0.003 (t)

= .00058 + [200(.003) 0.058](.001)


= 0.00181
Continue!
Exact solution: The transient response is

it = K

R
t
L

= K

-100t

The steady-state response: Let iss=K1t+K2

diss
= K1
dt

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Substitution gives

0.1K1 + 10(K1t + K2 ) = 20t


Comparing coefficients, we get

10K1 = 20

and

0.1K1 + 10K2 = 0

or K1=2 and K2=-0.02. The steady-state response


is

iss = 2t 0.02 A

t0

Since i(0+)=0, we get

i(t) = 2t 0.02 + 0.02-100t


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t0
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Comparison of Results:
Time

Exact

Euler

Error

0.001

0.0000968

0.0000968

0.002

0.0003746

0.0002

0.0001746

0.003

0.0008164

0.00058

0.0002364

0.004

0.0014064

0.001122

0.0002844

0.005

0.0021306

0.0018098

0.0003208

Note: For better accuracy, use a smaller step size


t. Better yet, use a more accurate method.
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Solution of the State Equation


The Euler method for integrating a first-order
differential equation is of the form

x(t0 + t) x(t0 ) + f(x, t) t t


0
.

where x=f(x,t). The method can be extended to


the case when x is a vector. Consider the state
equation

x = f(x, t) = A x + Bu

Substitution gives

x(t0 + t) x(t0 ) + [Ax(t0 ) + Bu(t0 )]t


(I + tA) x(t0 ) + tB u(t0 )

Identity matrix

Step-size

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Example: The network is initially unenergized. At


t=0, the switch is closed. t=0
8 2H
Use the Euler method
with t=0.02 sec to find +
iL1 and iL2 for t 0. Let v
iL2
v(t) iL1 4
1H
(t)=20 cos 4t V.
For t 0, we get from KVL,

di1
2
+ 12i1 4i2 = v(t)
dt
di2
+ 4i2 4i1 = 0
dt
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In matrix form, we get

i L1

iL 2

iL1

iL 2

0 .5
0

v(t)

with initial conditions iL1(0+) = iL2(0+) = 0.


Recall the Euler method

x(t0 + t) (I + tA) x(t0 ) + tB u(t0 )


I+tA =

1 0
0 1

+ 0.02

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0.88 0.04
0.08 0.92
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x(t0 + t) (I + tA) x(t0 ) + tB u(t0 )


where
I+tA =

0.88 0.04
0.08 0.92

and

t=0.02

We get

iL1(t+t)
iL2(t+t)

0.88 0.04

iL1(t)

0.08 0.92

iL2(t)

0.88 0.04

iL1(0+)

0.08 0.92

iL2(0+)

0.2cos 4t
0

At t=0,

iL1(0.02)
iL2(0.02)

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0.2
0

0.2
0
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iL1(t+t)
iL2(t+t)

0.88 0.04

iL1(t)

= 0.08 0.92

iL2(t)

0.2cos 4t

We ve found
iL1(0+)
iL2(0+)

0
0

At t=0.02 second:
iL1(0.04)
0.88 0.04
=
iL2(0.04)
0.08 0.92

iL1(0.02)

and

0.2
0

iL2(0.02)

0.1994
0

0.2
0

0.3754
0.016

At t=0.04 second:
iL1(0.06)
iL2(0.06)

0.88 0.04

0.3754

0.08 0.92

0.016

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0.1974
0

0.5284
0.0448
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Comparison of Results
From a previous example, we got

i2 (t) = sin 4t - 23 2t + 23 8t A t 0
Comparing the actual value with the estimate,
Time

Actual

Euler

Error

0.02

0.00748

0.0

0.00748

0.04

0.02801

0.016

0.01201

0.06

0.05894

0.04475

0.01419

0.08

0.09800

0.08344

0.01456

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Plot of the Current

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Runge-Kutta Method
Euler s method is rarely used in practice because
truncation error per step size is relatively large. A
more popular method is the fourth-order RungeKutta method.

k1 = t f(xn, yn )
k 2 = t f(xn + 12 t, yn + 12 k1 )

k 3 = t f(xn + 12 t, yn + 12 k 2 )
and

k 4 = t f(xn + t, yn + k 3 )
yn+1 = yn + 16 k1 + 13 k 2 + 13 k 3 + 16 k 4

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