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x h ( t ) = c 1 e λ 1 t + c 2 t e λ 1 t + c 3 e λ 2 t + c 4 t e λ 2 t + c 5 t 2 e λ 2 t .

Consider the decay model in which a quantity of an unstable isotope decreases at a rate proportional to the quanity of unstable isotope remaining. Thus, the decay of the isotope is modeled by the first order linear constant coefficient differential equation

d x d t + r x = 0

where r is some real rate. This differential equation could easily be solved through straightforward integration. However, the methods described above will be used instead. Note that the forcing function is zero, so only a homogenous solution is needed. It is easy to see that the characteristic polynomial is λ + r = 0 , so there is one root λ 1 = r . Thus the solution is of the form

x ( t ) = c 1 e r t .

Given a rate and an initial condition, this can be applied to a specific situation. For instance, we know that carbon-14 decays at a rate of approximately r = 1 . 21 x 10 - 4 year - 1 , and if we normalize the natural concentration of carbon-14 to x ( 0 ) = 1 the solution becomes x ( t ) = e - 1 . 21 x 10 - 4 t . Knowledge of this curve would be useful for radioisotope based dating.

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Finding the particular solution

Finding the particular solution is slightly more complicated task than finding the homogeneous solution. A formal method, called variation of parameters accomplishes this, and there are also several heuristics that can be used. It can also be found through convolution of the input with the unit impulse response, once the unit impulse response is known. Finding the particular solution to a differential equation is discussed further in the chapter concerning the Laplace transform, which greatly simplifies the procedure for solving linear constant coefficient ordinary differential equations using frequency domain tools.

Consider the series RLC circuit shown in [link] . This system can be modeled using differential equations. We can use the voltage equations for each circuit element and Kirchoff's voltage law to write a second order linear constant coefficient differential equation describing the charge on the capacitor.

The voltage across the battery is simply V . The voltage across the capacitor is 1 C q . The voltage across the resistor is R d q d t . Finally, the voltage across the inductor is L d 2 q d t 2 . Therefore, by Kirchoff's voltage law, it follows that

L d 2 q d t 2 + R d q d t + 1 C q = V .
A series RLC circuit.

First, the homogeneous solution is found. It is easy to see that the characteristic polynomial is L λ 2 + R λ + 1 C = 0 . Therefore, the two roots are λ 1 = - R - R 2 - 4 L C 2 L and λ 2 = - R + R 2 - 4 L C 2 L . Often, these are stated in terms of the attenuation factor α = R 2 C L and the resonant frequency ω 0 = 1 L C . Thus, λ 1 = - α - α 2 - ω 0 2 and λ 2 = - α + α 2 - ω 0 2 .

Thus, the homogeneous equation is of the form

x h ( t ) = c 1 e - α - α 2 - ω 0 2 t + c 2 e - α + α 2 - ω 0 2 t .

It turns out that the response to the constant voltage source forcing function is a constant, so

x p ( t ) = V C .

Hence, the general solution is

x ( t ) = V C + c 1 e - α - α 2 - ω 0 2 t + c 2 e - α + α 2 - ω 0 2 t

where c 1 and c 2 depend on the initial conditions. The system demonstrates a rich array of behaviors based on the relative values of α and ω 0 , which the reader is encouraged to explore.

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Solving differential equations summary

Linear constant coefficient ordinary differential equations are useful for modeling a wide variety of continuous time systems. The approach to solving them is to find the general form of all possible solutions to the equation and then apply a number of conditions to find the appropriate solution. This is done by finding the homogeneous solution to the differential equation that does not depend on the forcing function input and a particular solution to the differential equation that does depend on the forcing function input.

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Source:  OpenStax, Signals and systems. OpenStax CNX. Aug 14, 2014 Download for free at http://legacy.cnx.org/content/col10064/1.15
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