1

Chapter 9
Differential Equations: Classical Methods
A differential equation (DE) may be
defined as an equation involving one or
more derivatives of an unknown
dependent variable or several variables
with respect to one or more independent
variable or variables.
2
Linear DE versus Non-Linear DE
A linear differential equation is one in
which the dependent variable and its
derivatives with respect to the independent
variable are of the first degree and all
multiplicative factors are either constants
or functions of the independent variable.
An example follows.
2
2
2 5 3 sin 4
d y dy
y t
dt dt
+ + =
3
Two Examples of Non-Linear
Differential Equations
2
10
dy
y y
dt
+ =
2
5 20
dy
y
dt
| |
+ =
|
\ .
4
Ordinary DE versus Partial DE
The preceding equations have been
ordinary types since the dependent
variable was a function of only one
independent variable. An example of a
partial differential equation follows.
2 2
2 2
y y
a b
x t
c c
+ =
c c
5
Continuous-Time versus Discrete-Time
The preceding definitions relate to
continuous-time or "analog systems.
However, the same forms may be
adapted to discrete-time or "digital"
systems. In such cases, the equations are
generally known as difference equations.
Most numerical methods involve
approximating differential equations as
difference equations.
6
Boundary Conditions or
Initial Conditions
The solution of an Nth order DE usually
involves N arbitrary constants. These
constants are determined from the
boundary conditions. When these
conditions are specified as the initial
value of the function and the first N-1
derivatives, they are called initial
conditions.
7
Example 9-1. Classify the following
DE in several ways:
2
2 2
2
2 5
t
d y dy
t t y e
dt dt

+ + =
The DE is linear since none of the
coefficients are functions of y and there
are no higher degree terms in y or its
derivatives.

The DE is an ordinary type since y is a
function only of t.
8
Constant Coefficient Linear Ordinary
Differential Equation (CCLODE)
1
1 1 0
1
.... ( )
m m
m m
m m
d y d y dy
b b b b y f t
dt dt dt

+ + + + =
9
Example 9-2. Classify the DE below.
4 3 2
2
4 3 2
3 5 7 8 4 cos5
d y d y d y dy
y t t
dt dt dt dt
+ + + + = +
This DE is a CCLODE type.

It is a 4th order DE.
10
Simple Integrable Forms
( )
k
k
k
d y
b f t
dt
=
In theory, this equation may be solved by
integrating both sides k times. It may be
convenient to introduce new variables so
that only first derivative forms need be
integrated at each step.
11
Example 9-3. An object is dropped
from a height h at t = 0. Determine
velocity v and displacement y.
dv
g
dt
=
dv gdt =
1
v gt C = +
1
0 C =
v gt =
12
Example 9-3. Continuation.
dy
gt
dt
= dy gtdt =
2
2
1
2
y gt C = +
2
0 C =
2
1
2
y gt =
13
Example 9-4. Consider situation below
and solve for velocity and displacement
in both x and y directions.
u
x
y
0
v
14
Example 9-4. Continuation.
0
(0) sin
y
v v u =
y
dv
g
dt
=
1 y
v gt C = +
1 0
sin C v u =
0
sin
y
v gt v u = +
15
Example 9-4. Continuation.
(0) 0 y =
0
sin
y
dy
v gt v
dt
u = = +
2
0 2
1
( sin )
2
y gt v t C u = + +
2
0 C =
2
0
1
( sin )
2
y gt v t u = +
16
Example 9-4. Continuation.
0
(0) cos
x
v v u =
0
x
dv
dt
=
3 x
v C =
3 0
cos C v u =
0
cos
x
v v u =
17
Example 9-4. Continuation.
(0) 0 x =
0
cos
x
dx
v v
dt
u = =
0 4
( cos ) x v t C u = +
4
0 C =
0
( cos ) x v t u =
18
Constant Coefficient Linear Ordinary
Differential Equations (CCLODE)
1
1 1 0
1
.... ( )
m m
m m
m m
d y d y dy
b b b b y f t
dt dt dt

+ + + + =
The general solution consists of a
homogeneous solution plus a particular
solution. The homogeneous solution is
also called the complementary solution.
h p
y y y = +
19
Homogeneous Equation
1
1 1 0
1
.... 0
m m
m m
m m
d y d y dy
b b b b y
dt dt dt

+ + + + =
20
Homogeneous Solution
pt
y Ce =
pt
dy
pCe
dt
=
2
2
2
pt
d y
p Ce
dt
=
m
m pt
m
d y
p Ce
dt
=
21
Characteristic Equation
Substitute the form on the previous slide
in the DE and cancel the common
exponential factor. The result is the
characteristic equation shown below.
1
1 1 0
... 0
m m
m m
b p b p b p b

+ + + + =
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Homogeneous Solution Form
The m roots of the characteristic equation
are determined, and the form of the
homogeneous solution for non-repeated
roots is shown below. Note that if f(t) = 0,
this result is the complete solution.
1 2
1 2
...
m
p t p t p t
h m
y C e C e C e = + + +
23
Particular Solution
The particular solution depends on the
form of f(t). Assuming non-repeated roots,
the table below shows the forms involved.
Form of ( ) f t
Form assumed for
p
y
K A
Kt
1 0
At A +
2
Kt
2
2 1 0
A t At A + +
1 2
cos and/or sin K t K t e e
1 2
sin cos A t A t e e +
t
Ke
o t
Ae
o
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Combining Particular and
Homogeneous Solutions
1. The form of the particular solution is
substituted in the DE and its constants
are determined.
2. The homogeneous and particular
solutions are combined and the
arbitrary constants from homogeneous
solution are determined from boundary
or initial conditions.
25
Example 9-5. Solve DE given below.
2 0
dy
y
dt
+ = (0) 10 y =
2 0 p + = 2 p =
2t
y Ce

=
0
10 Ce C

= =
2
10
t
y e

=
26
Example 9-6. Solve DE given below.
2 12
dy
y
dt
+ = (0) 10 y =
2t
h
y Ce

=
p
y A = 0 2 12 A + =
6 A=
2
6
t
h p
y y y Ce

= + = +
0
10 6 6 Ce C

= + = +
4 C =
6
p
y =
2
4 6
t
y e

= +
27
Example 9-7. Solve DE given below.
2 12sin 4
dy
y t
dt
+ =
(0) 10 y =
2t
h
y Ce

=
1 2
sin 4 cos 4
p
y A t A t = +
1 2
4 cos 4 4 sin 4
p
dy
A t A t
dt
=
28
Example 9-7. Continuation.
( )
1 2 1 2
4 cos4 4 sin4 2 sin4 cos4 12sin4 A t A t A t A t t + + =
( ) ( )
1 2 1 2
4 2 cos4 2 4 sin4 12sin4 A A t A A t t + + =
1 2
4 2 0 A A + =
1 2
2 4 12 A A =
1
1.2 A =
2
2.4 A =
29
Example 9-7. Continuation.
1.2sin 4 2.4cos 4
p
y t t =
2
1.2sin 4 2.4cos 4
t
y Ce t t

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

= + = +
12.4 C =
2
12.4 1.2sin 4 2.4cos 4
t
y e t t

= +
30
Example 9-8. Solve DE given below.
2
2
3 2 0
d y dy
y
dt dt
+ + =
(0) 10 and '(0) 0 y y = =
2
3 2 0 p p + + =
1 2
1 and 2 p p = =
2
1 2
t t
y C e C e

= +
2
1 2
2
t t
dy
Ce C e
dt

=
31
Example 9-8. Continuation.
1 2
10 C C = +
1 2
0 2 C C =
1
20 C =
2
10 C =
2
20 10
t t
y e e

=
32
Example 9-9. Solve DE given below.
2
2
3 2 24
d y dy
y
dt dt
+ + =
(0) 10 and '(0) 0 y y = =
2
1 2
t t
h
y C e C e

= + p
y A =
0 0 2 24 A + + =
12 A=
2
1 2
12
t t
y C e C e

= + +
2
1 2
2
t t
dy
Ce C e
dt

=
33
Example 9-9. Continuation.
1 2
10 12 C C = + +
1 2
0 2 C C =
1
4 C =
2
2 C =
2
4 2 12
t t
y e e

= + +
34
Some General Properties of Systems
Described by CCLODEs
homogeneous solution natural response
particular solution forced response
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Stability
natural response transient response
forced response steady-state response

A system is said to be stable if its natural

response approaches zero as the time
increases without limit. If this condition is
met, the system will be stable for any
finite forcing response. For a stable
system, the terms below are often used.
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Classification of Roots of the
Characteristic Equation
1. first-order and real
2. first-order and complex (including
purely imaginary)
3. multiple-order and real
4. multiple-order and complex (including
purely imaginary)
37
Example 9-10. Investigate properties
of DE below.
2
2
2 10 16 80
d y dy
y
dt dt
+ + =
2
2 10 16 0 p p + + =
1 2
1 and 4 p p = =
4
1 2
t t
h
y C e C e

= +
5
p
y A = =
4
1 2
5
t t
y C e C e

= + +
38
Example 9-10. Continuation.
The system is stable since both of the
terms in the homogeneous solution
approach zero as time increases.

Since the system is stable, the natural
response is a transient response, and the
forced response is a steady-state
response.
39
Second-Order Systems
2
2 1 0
2
( )
d y dy
b b b y f t
dt dt
+ + =
There are three cases: (1)roots are real
and different, (2) roots are real and
equal, and (3) roots are complex
(including purely imaginary).
2
2 1 0
0 b p b p b + + =
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Three Forms for Stable Systems
1 2
1 2
t t
h
y C e C e
o o
= +
0 1
( )
t
h
y C C t e
o
= +
1 2
sin cos
t t
h
y C e t C e t
o o
e e

= +
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Relative Damping
1. If the roots are real and unequal, the
system is said to be overdamped.
2. If the roots are real and equal, the
system is said to be critically damped.
3. If the roots are complex, the system is
said to be underdamped.
4. A special case of an underdamped system
is when there is no damping. the system
is then said to be undamped.
42
Example 9-11. Solve DE given below.
2
2
2 5 0
d y dy
y
dt dt
+ + =
(0) 0 and '(0) 10 y y = =
2
2 5 0 p p + + =
1 2
, 1 2 p p i =
1 2
sin 2 cos 2
t t
y C e t C e t

= +
43
Example 9-11. Continuation.
1 1
2 2
2 cos 2 sin 2
2 sin 2 cos 2
t t
t t
dy
C e t C e t
dt
C e t C e t


=

2
0 0 C = +
1 2
10 2 0 0 C C =
2 1
0 and 5 C C = =
5 sin 2
t
y e t

=
44
Example 9-12. Solve DE given
below.`
2
2
2 5 20
d y dy
y
dt dt
+ + =
(0) 0 and '(0) 10 y y = =
1 2
sin 2 cos 2
t t
h
y C e t C e t

= +
4
p
y A = =
1 2
sin 2 cos 2 4
t t
y C e t C e t

= + +
45
Example 9-12. Continuation.
1 1
2 2
2 cos 2 sin 2
2 sin 2 cos 2
t t
t t
dy
C e t C e t
dt
C e t C e t


=

2
0 0 4 C = + +
1 2
10 2 0 0 C C =
2
4 C =
1
3 C =
3 sin 2 4 cos 2 4
t t
y e t e t

= +