Lecture 3

E12 Linear Physical Systems Analysis

Prof. Emad Masroor

2026-01-27

Introducing differential equations in time

Definition: An equation in which derivatives of an unknown function, such as \(x(t)\), appear.
In E12: differential equations will always have time \(t\) as the independent variable.
To solve a differential equation means to find the unknown function \(x(t)\), usually by performing integration.
Integration is ‘unique up to an additive constant’ i.e. a constant of integration.
So we need an additional equation to fully specify the solution. This additional equation is known as the initial condition.

A differential equation and its solution

Consider the differential equation “the position of a car \(x\) is changing at a rate equal to 3 m/s” \[ \dot{x} = \frac{dx}{dt} = 3 \]
Multiply by \(dt\) and integrate \[ \int dx = \int 3 dt \]
We now have \(x\) as a function of \(t\), or \(x(t)\) \[ x = 3 t + c \]
But \(x(t)\) is not unique. To find \(x(t)\) uniquely, you need to know the starting position.
Bring in some additional info*: “The car was located at \(x=5\) meters at time \(t=0\)”.
Now use this to substitute a pair \(\{ t , x \}\) \[ 5 = 3 \cdot 0 + c \implies c = 5 \]
We now have a unique solution \[ \boxed{x(t) = 3t + 5} \]
*additional info is the initial condition

Illustrating the solutions of \(\dot{x} =3\)

Code

import numpy as np
import matplotlib.pyplot as plt
t       = np.linspace(0,5,11)
c_vals  = list(range(-6,6,2)) 
def xt(t,c):
  return 3*t + c
xs = [xt(t,c) for c in c_vals]
for j in range(len(c_vals)):
  plt.plot(t,xs[j],label="c = "+str(c_vals[j]),color="gray",linewidth=1)
plt.legend(fontsize=14)
plt.xlabel("Time t",fontsize=20)
plt.ylabel("x(t)",fontsize=20)
plt.show()

General solution \[x(t) = 3t + c\]

Illustrating the solutions of \(\dot{x} =3\)

Code

import numpy as np
import matplotlib.pyplot as plt
t       = np.linspace(0,5,11)
c_vals  = list(range(-6,6,2)) 
def xt(t,c):
  return 3*t + c
xs = [xt(t,c) for c in c_vals]
for j in range(len(c_vals)):
  plt.plot(t,xs[j],label="c = "+str(c_vals[j]),color="gray",linewidth=1)
plt.plot(t,xt(t,2),color="red",linewidth=3)
plt.scatter([0],[2],marker="o",s=100)
plt.legend(fontsize=14)
plt.xlabel("Time t",fontsize=20)
plt.ylabel("x(t)",fontsize=20)
plt.show()

Particular solution \[\boxed{x(t) = 3t + 2}\] when initial condition is specified \(x(0) = 2\)

Initial Value Problems (IVP)

\[ \text{Differential equation } \\ + \\ \text{ Initial Condition } \\ = \\ \text{ Initial Value Problem} \]

For a differential equation of order \(n\), you need \(n\) initial conditions to have a ‘well-posed Initial Value Problem’
First-order IVP \[ \begin{align} \dot{x} &= f(x,t) \\ x(0) &= \text{ some value } \end{align} \]
Second-order IVP \[ \begin{align} \ddot{x} &= f(x,\dot{x},t) \\ x(0) &= \text{ some value } \\ \dot{x}(0) &= \text{ some other value } \end{align} \]

Note about class progression

Week	Lecture Topic	Due	Lab
1	Math preliminaries	HW 0
2	First-order systems in time domain	HW 1	1: Impulse Response
3	Frequency domain; Laplace Transform	HW 2	1: Impulse Response
4	Block diagrams & Simulink	HW 3	2: Numerical Soln
5	Second-order systems with no damping	HW 4	2: Numerical Soln
6	State-variable approach	HW 5	3: Biomechanics
7	Second-order systems with damping	HW 6	3: Biomechanics

8	Mechanical modeling of coupled sys	Midterm 03/19 7PM	4: Coupled pendulum
9	Damping ratio, settling time, etc.	HW 7	No Lab
10	Second-order systems with Laplace	HW 8	4: Coupled pendulum
11	Bode plots	HW 9	No Lab
12	Introduction to Fourier Series	HW 10	5: Fourier Series
13	Vibrations; modes; normal modes	HW 11	5: Fourier Series
14	Further second-order models	HW 12

A simple second-order differential equation

Consider the differential equation
\[ \ddot{y} = -g \]

with two initial conditions \[ \begin{align} \dot{y} &= 5 \text{ at } t = 0 \\ y &= 3 \text{ at } t = 0 \end{align} \]
To solve this, let’s write it as \[ \frac{d}{dt} \frac{dy}{dt} = -g \]
Multiplying by \(dt\) and integrating once, we get \[ \int d \left( \frac{dy}{dt} \right) = \int -g dt \]
Which simplifies to \[ \frac{dy}{dt} = \dot{y} = -g \cdot t + c_1 \]
We can now use our first initial condition “\(\dot{y} = 5\) when \(t = 0\)” to solve for \(c_1\): \[ 5 = -g \cdot 0 + c_1 \implies c_1 = 5 \implies \dot{y} = -gt + 5 \]
Now, we integrate again \[ \begin{align} \dot{y} = \frac{dy}{dt} &= -gt + 5 \\ \int dy &= \int (- gt + 5) dt \end{align} \]
and by the usual rules of integration, we find \[ \begin{align} y &= -\frac{1}{2} g t^2 + 5t + c_2 \\ \end{align} \]
Now, we use our second initial condition “\(y = 3\) when \(t = 0\)” to solve for \(c_2\). \[ 3 = -\frac{1}{2} g (0)^2 + 5(0) + c_2 \implies c_2 = 3 \]
So the solution to our initial value problem is \[ \boxed{y(t) = -\frac{1}{2} g t^2 + 5t + 3} \]

Back to first-order systems

In this class, we are concerned with systems of the kind \[ \dot{x} = f(x,t) \] where \(f\) is linear in \(x\).
We can write all linear first-order systems in the form \[ \boxed{\dot{x} + a x= f(t)} \] where \(f\) is a different function; now only a function of time.
\(a\) is a constant. Does not depend on \(x\) or \(t\).
Often, but not always:
- \(x(t)\) is the output: what you want to know about
- and \(f(t)\) is the input: what you control

First-order systems: types of input

We will tackle first-order systems \[\dot{x} + a x = f(t)\] in order of increasing complexity of \(f(t)\)

\(f(t) = 0\) (‘unforced’ system)
\(f(t) = \text{const.}\) (‘constant input’)
\(f(t) = c t\) (‘ramp input’)
\(f(t) = \sin(\omega t)\) (‘periodic input’)
\(f(t) =\) ‘arbitrary input’

Integrating gets more difficult
Introduce other tools including Laplace Transform, ode45/solve_ivp

An example first-order system from E11

A voltage source \(v_i(t)\) is applied
Voltage is measured using perfect voltmeters at both \(C_1\) and \(R_1\).
Start with \(v_i(t) = 0\)
In this case, \(v_C = v_R = v\).

An example first-order system from E11

Resistor \(\displaystyle i_R = \frac{v}{R}\)
Capacitor: \(\displaystyle i_C = C \frac{d v}{dt}\)
At node A: \[ \sum i_{\text{all}} = 0 \implies i_{C} + i_{R} = 0 \implies C\frac{dv}{dt} + \frac{v}{R} = 0\]
Note that \(R\) and \(C\) are both always positive. \[R C \frac{dv}{dt} + v = 0 \]

Solving first-order RC circuits with no input

\[RC \frac{dv}{dt} + v = 0\]

\[ \frac{dv}{dt} + \frac{1}{RC} v = 0\]

Suppose we start with \(v(0) = 5\) volts across the capacitor.

To solve this system, rearrange and integrate \[ \int dv = - \int (1/RC) v dt \]
which is straightforward \[ \begin{align} \int \frac{dv}{v} &= - \int (1/RC) dt \\ \implies \log v &= - \frac{t}{RC} + c_1 \\ \implies e^{\log v} &= e^{ -\frac{t}{RC} + c_1} = e^{-\frac{t}{RC}} e^{c_1} \\ \implies v &= ke^{-\frac{t}{RC}} \end{align} \]

Then, we use the initial condition \[ 5 = k e^{0} \implies k = 5 \]
to write down the particular solution \[ \boxed{v(t) = 5e^{-\frac{t}{RC}}} \]
now, let’s plot it assuming \(RC=1\).

Illustrating first-order systems

Code

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation

fig, ax = plt.subplots()

N = 100
t_end = 10
t = np.linspace(0, t_end, N)

def ft(t):
    return 5*np.exp(-t)
v = ft(t)



scat = ax.scatter(t[0], v[0], c="b", s=5, label='v(t)')
ax.set(xlim=[0, t_end], ylim=[-1, 6])
ax.set_xlabel('Time [seconds]',fontsize=16)
ax.set_ylabel('V [volts]', fontsize=16)
plt.grid()
ax.legend()


def update(frame):
    # for each frame, update the data stored on each artist.
    x = t[:frame]
    y = v[:frame]
    # update the scatter plot:
    data = np.stack([x, y]).T
    scat.set_offsets(data)
    ax.set_title(f'time = {t[frame]:.2f} s, v = {v[frame]:.2e}',fontsize=16) 
    return scat


ani = animation.FuncAnimation(fig=fig, func=update, frames=N, interval=30)
writer1 = animation.PillowWriter(fps=15) # Set frames per second (fps)
ani.save("first-order.gif",writer = writer1)

A first-order RC circuit \(RC \dot{v} + v = 0\)

Code

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation

fig, ax = plt.subplots()

N = 100
t_end = 10
t = np.linspace(0, t_end, N)

def ft(t,v0):
    return v0*np.exp(-t)

v0s = list(range(6))
vs = [ft(t,v0) for v0 in v0s]

for j in range(len(v0s)):
  plt.plot(t,vs[j],color="gray",linewidth=1,label="v(0) = "+str(v0s[j]))

ax.set(xlim=[0, t_end], ylim=[-1, 6])
ax.set_xlabel('Time [seconds]',fontsize=16)
ax.set_ylabel('V [volts]', fontsize=16)
ax.legend()
plt.grid()
fig.set_figwidth(6) 


plt.show()

General solution \[v(t) = c e^{-t/RC}\] when initial condition is not specified

A first-order RC circuit \(RC \dot{v} + v = 0\)

Code

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation

fig, ax = plt.subplots()

N = 100
t_end = 10
t = np.linspace(0, t_end, N)

def ft(t,v0):
    return v0*np.exp(-t)

v0s = list(range(6))
vs = [ft(t,v0) for v0 in v0s]

for j in range(len(v0s)):
  plt.plot(t,vs[j],color="gray",linewidth=1,label="v(0) = "+str(v0s[j]))

ax.set(xlim=[0, t_end], ylim=[-1, 6])
ax.set_xlabel('Time [seconds]',fontsize=16)
ax.set_ylabel('V [volts]', fontsize=16)
ax.legend()
plt.grid()

plt.plot(t,vs[3],linewidth=3,color="red")
fig.set_figwidth(6) 

plt.show()

Particular solution \[\boxed{v(t) = 3 e^{-t/RC}}\] when initial condition is specified \(v(0) = 3\)

The mechanical/electrical analogy

Both systems have equations of the form \[\frac{dx}{dt} + (\text{some positive const.}) \times x = 0\]

\[RC \dot{v} + v = 0\]

\[m\dot{v} + bv = 0\]

and their solutions are decaying exponentials

A first-order system with an input

Recall that first order systems have the form \[ \dot{x} + a x = f(t) \]
We looked at systems for which \(f(t) = 0\)
We will now consider the simplest \(f(t)\): a constant.
- Electrical systems: D.C. current source or voltage source
- Mechanical systems: constant force applied

An RC Circuit with constant voltage source

\(\displaystyle i_R = \frac{v_R}{R}\)
\(\displaystyle i_C = C\frac{d v_c}{dt}\)
use KCL and KVL to derive governing differential equation for \(v_C\)

An RC Circuit with constant voltage source

\(\displaystyle i_R = \frac{v_R}{R}\)
\(\displaystyle i_C = C\frac{d v_c}{dt}\)
use KCL and KVL to derive governing differential equation for \(v_C\)

The governing equation simplifies to \[ \boxed{RC \frac{d v_C}{dt} + v_C = v_s} \]

A first-order RC circuit \(RC \dot{v}_c + v_c = v_s\)

Let’s illustrate before we learn how to derive it

Code

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation
from scipy.integrate import solve_ivp

RC = 1
t_final = 5
N = 100

t_list = np.linspace(0,t_final,N)

def rhs_diffeq(t,x):
    return (5 - x)/RC

init_conds = np.arange(0,5,0.5)

sol = solve_ivp(rhs_diffeq, [0,t_final], init_conds,t_eval=t_list)

for j in range(len(init_conds)):
    plt.plot(sol.t,sol.y[j],color='gray',label="vc(0) = "+str(init_conds[j]))

plt.grid()
plt.title("Voltage across capacitor. RC = 1",fontsize=16)
plt.xlabel("Time [s]",fontsize=16)
plt.ylabel("Voltage [V]",fontsize=16)
plt.legend()
plt.gcf().set_figwidth(6)
plt.show()

General solution when initial condition is not specified

A first-order RC circuit \(RC \dot{v}_c + v_c = v_s\)

Let’s illustrate before we learn how to derive it

Code

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation
from scipy.integrate import solve_ivp

RC = 1
t_final = 5
N = 100

t_list = np.linspace(0,t_final,N)

def rhs_diffeq(t,x):
    return (5 - x)/RC

init_conds = np.arange(0,5,0.5)

sol = solve_ivp(rhs_diffeq, [0,t_final], init_conds,t_eval=t_list)

for j in range(len(init_conds)):
    plt.plot(sol.t,sol.y[j],color='gray',label="vc(0) = "+str(init_conds[j]))

plt.plot(sol.t,sol.y[6],color='red')
plt.grid()
plt.title("Voltage across capacitor. RC = 1",fontsize=16)
plt.xlabel("Time [s]",fontsize=16)
plt.ylabel("Voltage [V]",fontsize=16)
plt.legend()
plt.gcf().set_figwidth(6)
plt.show()

Particular solution when initial condition is specified \(v_c(0) = 3\)

Solve \(RC \dot{v} + v = v_s\) with \(v(0) = v_0\)

The solution is \[ \boxed{v(t) = \frac{3}{2} - \frac{3}{2} e^{-2t} + v_0 e^{-2t}} \qquad \qquad \qquad \qquad \]
Solution viewed as transient plus steady-state terms: \[ v(t) = \underbrace{e^{-2t} \left[ v_0 - \frac{3}{2}\right]}_{\text{transient}} + \underbrace{\frac{3}{2}}_{\text{steady-state}} \]
or as the sum of a forced response and a free response: \[ v(t) = \underbrace{\frac{3}{2}-\frac{3}{2}e^{-2t}}_{\text{forced response}} + \underbrace{v_0 e^{-2t}}_{\text{free response}} \]

Note: This slide has been corrected on Jan 30

RC Circuit with ramp input

Recall: \[\dot{x} + a x = f(t) \]

\(f(t) = 0\) (‘unforced’ system) ✓
\(f(t) = \text{const.}\) (‘constant input’) ✓
\(f(t) = c t\) (‘ramp input’)
\(f(t) = \sin(\omega t)\) (‘periodic input’)
\(f(t) =\) ‘arbitrary input’

Variable voltage source is set to ‘ramp up’ \(v_s(t) = 3t\)
Equation is still \[RC \dot{v}_c + v_c = v_s\]

Solve \(RC \dot{v} + v = v_s(t)\) with \(v(0) = v_0\)

Let’s solve equation in this form: \[\frac{dx}{dt} + 2x = 3t\]

General solution is \[ \boxed{x(t) = ce^{-2t} + \frac{3}{2}t - \frac{3}{4}} \] (We haven’t derived this yet)