revised March 14, 2013

1
Concourse 18.03 Lecture #9
We continue the study of mass-spring-dashpot systems and categorize these according to whether they are
underdamped, overdamped, or critically damped. Well solve each of the homogeneous cases by producing
linearly independent solutions that span all solutions. Linear differential operators will be introduced to explain
why the solutions we derive actually span all solutions. We introduce a few more definitions: zero state, zero
state response, and zero input response. We also introduce the Exponential Response Formula (ERF) that well
soon be using extensively.
Mass-Spring-Dashpot systems
We derived last time that in the case of a spring with an attached mass, friction supplied by a dashpot, and no
external force with the mass moving relative to its equilibrium position, the system is described by the
differential equation 0 mx cx kx + + = or 0
c k
m m
x x x + + = . If the system is driven by moving either the fixed
end of the spring or by moving the fixed end of the dashpot, we would more generally describe such a system
by the inhomogeneous differential equation ( )
c k
m m
x x x q t + + = .
In the simplest case of a spring system with no friction and no external driving force, the ODE is simply
0
k
m
x x + = , and if we let
2
k
m
e = this becomes
2
0 x x e + = . We solved this to get solutions in the form
1 2
( )
i t i t
x t c e c e
e e
= + where
1 2
, c c are complex constants; or, preferably in the form ( ) cos sin x t a t b t e e = +
where a and b are real constants. We can also express this as ( ) cos( ) x t A t e | = where
2 2
A a b = + and
tan
b
a
| = .
Introducing friction (but no drive)
In the more general homogeneous case governed by 0
c k
m m
x x x + + = , we can again seek exponential-type
solutions. The characteristic roots will be determined by
2
( ) 0
c k
m m
p s s s = + + = . We can solve this by the
quadratic formula to get
( ) ( )
2
2
4
4
2 2
c c k
m m m c c km
s
m


= = . At this point, we have to look at cases.
Underdamped case
If
2
4 0 c km < or
2
4 c km < , well get complex roots that we can write as
2
4
2
c i km c
s a i
m
e

= = where
0
2
c
a
m
= < and
2
4
2
km c
m
e

= . This yields solutions
{ } { }
( ) ( )
, ,
a i t a i t at i t at i t
e e e e e e
e e e e +
= . As in the case of the
spring without friction, we can use Eulers Formula to get the equivalent set
{ }
cos , sin
at at
e t e t e e . Thus all
homogeneous solutions can be expressed as
1 2
( ) ( cos sin )
at
x t e c t c t e e = + with 0 a < , i.e. decaying oscillatory
solutions. We can equivalently express this in the form ( ) cos( )
at
x t Ae t e | = for appropriate values of , A | .
This is the underdamped case where the friction is small relative to the stiffness of the spring.
Example: Find the general solution of the homogeneous ODE: 2 3 0 x x x + + =
Solution: The characteristic polynomial is
2
( ) 2 3 0 p s s s = + + = . This gives roots 1 2 s i = . As described
above, all solutions may be expressed in the form
1 2
( ) ( cos( 2 ) sin( 2 ))
t
x t e c t c t

= + or as
( ) cos( 2 )
t
x t Ae t |

= for appropriate , A | .

revised March 14, 2013
2
Overdamped case
If
2
4 0 c km > or
2
4 c km > , well get two real roots
2
1
2 2
4
c
m m
s c km = . Because
2 2
4 c km c < its also
easy to see that both of these roots will be negative and equidistant from
2
c
m
. If we call these two roots
1 2
0 s s < < , these will yield two independent (decaying) solutions
1
s t
e and
2
s t
e and all homogeneous solutions
can be expressed as
1 2
1 2
( )
s t s t
x t c e c e = + with
1 2
0 s s < < . This is the overdamped case where the friction is large
relative to the stiffness of the spring.
Example: Find the general solution of the homogeneous ODE: 3 2 0 x x x + + =
Solution: The characteristic polynomial is
2
( ) 3 2 ( 2)( 1) 0 p s s s s s = + + = + + = . This gives roots
1
2 s = and
2
1 s = . As described above, all solutions may be expressed in the form
2
1 2
( )
t t
x t c e c e

= + .
Critically damped case
Perhaps the most interesting case is when
2
4 0 c km = or
2
4 c km = . In this case we get a repeated root
2
c
m
s a = = with multiplicity 2. We know that
at
e must be a solution, but this will not span all solutions. In
fact, all solutions are spanned by
{ }
,
at at
e te , i.e. all solutions are of the form
1 2
( )
at at
x t c e c te = + . Why? The idea
is easily seen via an example.
Example: Find the general solution of the ODE: 4 4 0 x x x + + =
Solution: The characteristic polynomial is
2 2
( ) 4 4 ( 2) 0 p s s s s = + + = + = . This yields the solution
2t
e

. Now
consider this differential equation in terms of a composition of linear operators, namely
( 2) ( 2) ( ) 0 D D x t + + = . If we let ( 2) ( ) ( ) D x t y t + = , then ( 2) ( ) 0 D y t + = or 2 0
dy
dt
y + = or 2
dy
dt
y = . This
is easily solved to get
2
1
( )
t
y t c e

= . If we then substitute this into ( 2) ( ) ( ) D x t y t + = , we have

2
1
2
t
dx
dt
x c e

+ = .
This can be solved using the integrating factor
2t
e . This gives
( )
2 2 2
1
2
t t t
dx d
dt dt
e e x e x c + = = , and this is easily
integrated to give
2
1 2
t
e x c t c = + . Multiplication by
2t
e

then gives
2 2
1 2
( )
t t
x t c te c e

= + . That is, the solutions are
given by
{ }
2 2
Span ,
t t
e te

.
This method outlined in the example clearly works for any repeated root s a = with multiplicity 2. That these
solutions are linearly independent should be clear, but formally the Wronskian determinant gives that
2 2 2
(1 ) 0
(1 )
at at
at at at
at at
e te
at e ate e
ae at e
= + = =
+
. In the case where the multiplicity is 3, we would write the
differential equation as a composition of three identical operators and
iterate the method to yield solutions
{ }
2
, ,
at at at
e te t e . In general, we
would produce as many independent solutions as the multiplicity of the
root.
We can categorize the possibilities (underdamped, overdamped, and
critically damped in terms of the relationship between the coefficient of
friction c and the spring constant k. This can be viewed graphically in
terms of the bifurcation locus shown at the right.
Its also helpful in each case to draw a root diagram showing where
in the complex plane the characteristic roots lie. The underdamped case
gives a complex conjugate pair with negative real part; the overdamped
case gives two negative real roots; and the critically damped case gives
a repeated (negative) real root.
revised March 14, 2013
3
Some terminology
Given a driven system governed by an ODE such as ( ) ( ) ( ) x p t x q t x f t + + = with initial conditions
0 0
( ) x t x =
and
0 0
( ) x t x = , we generally identify the left-hand expression ( ) ( ) x p t x q t x + + as the system and the
inhomogeneity on the right-hand side ( ) f t as the input signal or impulse. We use the same terminology for
higher order ODEs. There is some useful terminology relevant to these types of ODEs.
If
0
( ) 0 x t = and
0
( ) 0 x t = , we refer to this as the zero state.
If we solve ( ) ( ) ( ) x p t x q t x f t + + = for the zero state, we refer to this solution ( )
f
x t as the zero state response
(ZSR).
If we seek homogeneous solutions to the ODE ( ) ( ) 0 x p t x q t x + + = for any state with
0 0
( ) x t x = and
0 0
( ) x t x = ,
this will have a unique solution ( )
h
x t called the zero input response (ZIR).
In general, the solution to the ODE ( ) ( ) ( ) x p t x q t x f t + + = will be ( ) ( ) ( )
h p
x t x t x t = + for some particular
solution ( )
p
x t , but note that the zero state response (ZSR) is such a particular solution, so ( ) ( ) ( )
h f
x t x t x t = + .
That is, ( ) x t = + ZIR ZSR. Note that
0 0 0 0 0 0
0 0 0 0 0 0
( ) ( ) ( ) ( ) 0 ( )
( ) ( ) ( ) ( ) 0 ( )
h f h h
h f h h
x t x t x t x t x t x
x t x t x t x t x t x
= + = + = =
`
= + = + = =
)

, so ( ) ( ) ( )
h p
x t x t x t = +
satisfies the initial value problem (IVP) without the need to introduce any additional constants.
Differential operators
We have previously defined a linear differential operator as a transformation which acts linearly (preserves
scaling and addition) and that takes functions to other functions, i.e.
1 1 1 2 1 1 1 2
( ) ( ) ( ) T c f c f c T f c T f + = + . There are
many such operators, but some basic operators are of special interest to us as building blocks for more gerenal
linear differential operators. In particular:
(1) Df f ' = acts linearly. That is, | |
1 1 2 2 1 1 2 2
( ) ( ) ( ) ( )
d
dt
c f t c f t c f t c f t ' ' + = + .
(2)
| |
( )
( ) ( ) ( )
h t
M f t h t f t = , i.e. multiplication by the function ( ) h t also acts linearly. [This is just the
Distributive Law.
(3) The shift-by-a operator defined by
| | ( ) ( ) ( )
a
L f t f t a = also acts linearly. This is also called a time
shift if the independent variable t represents time.
(4) The Identity operator ( ) I f f = is a linear operator.
Its routine to prove the following facts:
Fact 1: Any composition of linear operators is also a linear operator.
Fact 2: Any linear combination of linear operators is also a linear operator.
These facts enable us to express a linear ODE with constant coefficients in a simple and useful way. For
example, in the case of a mass-spring-dashpot system with ODE ( ) mx cx kx f t + + = , we can write this as
2
[ ] ( ) ( ) mD cD kI x t f t + + = and, if we let
2
L mD cD kI = + + we could write simply [ ( )] ( ) L x t f t = . The linear
operator L represents the system, and the function f represents the input signal. For any linear ODE with
constant coefficients of the form
1
1 1 1 0
( ) ( )
n n
n n n
d x d x dx
dt dt dt
a a a x t q t

+ + + + = , we can express this simply as
1
1 1 0
( ) ( )
n n
n
D a D a D a I x t q t

( + + + + =

and as
1
1 1 0
( ) 0
n n
n
D a D a D a I x t

( + + + + =

for a homogeneous
system. The fact that the system
1
1 1 0
n n
n
D a D a D a I

+ + + + is independent of t is why we refer to such an

operator as a Linear, Time-Invariant (LTI) operator.

revised March 14, 2013
4
Characteristic polynomial, exponential solutions
Given the operator
1
1 1 0
n n
n
D a D a D a I

+ + + + and the fact that [ ]

rt rt
D e re = ,
2 2
[ ]
rt rt
D e r e = , etc., it follows
that
1 1 1
1 1 0 1 1 0 1 1 0
( )
n n rt n rt n rt rt rt n n rt
n n n
D a D a D a I e r e a r e a re a e r a r a r a e


( + + + + = + + + + = + + + +

.
We have already defined
1
1 1 0
( )
n n
n
p r r a r a r a

= + + + + as the characteristic polynomial. We can also

formally write
1
1 1 0
( )
n n
n
p D D a D a D a I

= + + + + , and write simply

| |
( ) ( )
rt rt
p D e p r e = . In the case of a
homogeneous system, this means we would have
| | ( ) ( ) 0
rt rt
p D e p r e = = for all t, and this is only possible
when ( ) 0 p r = , i.e. when r is a root of the characteristic polynomial (called a characteristic root). According to
the Fundamental Theorem of Algebra, we should, in principle, be able to fact ( ) p r into a product of linear and
irreducible quadratic factors and produce n roots, possible with multiplicity, and possibly including complex
conjugate pairs.
If the ODE is not homogeneous but is in the simple form
| |
( ) ( )
rt
p D x t ae = for some (possibly complex)
numbers a and r, we can use the method of undetermined coefficients to produce a particular solution. That is, if
we let ( )
rt
x t Ae = , this will be a particular solution if:
| |
1 1
1 1 0 1 1 0
( ) ( ) ( )
rt n n rt n n rt rt rt
n n
p D Ae D a D a D a I Ae A r a r a r a e Ap r e ae


( = + + + + = + + + + = =


Cancellation of the exponential factors and division by ( ) p r gives
( )
a
p r
A = , so ( )
( )
rt
p
ae
x t
p r
= .
Exponential Response Formula (ERF): Suppose the ODE
| |
( ) ( )
rt
p D x t ae = has characteristic polynomial
( ) p s and that r is not a characteristic root, then a particular solution will be ( )
( )
rt
p
ae
x t
p r
= .
This result can make easy work of solving constant coefficient linear ODEs in this form.
Example: Solve the ODE
3
3 2 5
t
x x x e + + = with (0) 2 x = , (0) 3 x = .
Solution: The characteristic polynomial is
2
( ) 3 2 ( 2)( 1) p s s s s s = + + = + + . This gives roots
1
2 s = ,
2
1 s = ,
and the homogeneous solutions are of the form
2
1 2
( )
t t
h
x t c e c e

= + . If we use the Exponential Response
Formula, we calculate (3) 9 9 2 20 p = + + = , so a particular solution is
3 3
3
1
4
5 5
( )
(3) 20
t t
t
p
e e
x t e
p
= = = . The general
solution is therefore
2 3
1 2
1
4
( )
t t t
x t c e c e e

= + + . Differentiation gives
2 3
1 2
3
4
( ) 2
t t t
x t c e c e e

= + . Evaluating
these at 0 t = gives
1 2
1 2
1 2
1
4 23
4 3
4
(0) 2
4,
(0) 2 3
x c c
c c
x c c
= + + =

= =
`
= + =

)

, so
2 3
23 1
4 4
( ) 4
t t t
x t e e e

= + + .
Next time well apply the Exponential Response Formula to the case where the input is sinusoidal or a product
of a sinusoidal function and an exponential function. Both cases are handled the same way using complex
replacement and the Exponential Response Formula. This approach is especially beneficial if we express the
solution in terms of gain and lag.
Notes by Robert Winters