Lesson 02 / Theory and practice

The mathematics of change

Derivatives, integrals, initial-value problems and the connection between poles and responses.

Third-year engineering · 100 minutes

Before you begin: derivatives, integrals, complex numbers and quadratic equations.

After this lesson you can: solve a linear initial-value problem and retain initial conditions in the Laplace transform.

Work through the explanation, examples, practical experiment and independent exercises.

A derivative is a rate of change

If rotor speed increases by 4 rad/s in 0.2 s, average acceleration is 20 rad/s². The derivative is the limiting rate over a short interval. A horizontal speed trace has nearly zero acceleration; a steep upward trace has large positive acceleration. Zero speed does not imply zero acceleration.

dω/dt ≈ [ω(t + Δt) − ω(t)]/Δt

An integral accumulates change

ω(t) = ω₀ + ∫₀ᵗ α(ξ) dξ

At a constant acceleration of 10 rad/s² for 0.3 s, speed increases by 3 rad/s. If ω₀ = 5 rad/s, the result is 8 rad/s. An integral is a signed area: negative acceleration subtracts speed. Integrating current gives charge, and integrating power gives energy. Units provide a useful check: W·s = J.

From a physical law to an equation

J dω/dt = M − bω; dω/dt = (M − bω)/J

With constant applied torque and viscous friction, the current speed determines its own slope. Increasing speed raises friction and reduces acceleration until M = bω. A numerical solver follows these local slopes without knowing ω(t) beforehand. An initial condition such as ω(0) = 0 selects starting from rest; the equation alone describes many possible motions.

The state vector

For a motor, collect current and speed as y = [i, ω]. The right-hand side receives both states and returns their derivatives in the same order. Never change that order between equations, initial conditions and output interpretation.

def rhs(t, y):
    current, speed = y
    di = (12 - 2*current - 0.1*speed) / 0.02
    dw = (0.1*current - 0.002*speed) / 0.002
    return [di, dw]

These returned numbers are rates, not the next current and speed. Their units are A/s and rad/s². The solver, not this function, integrates them.

Initial conditions and the Laplace transform

ℒ{x′} = sX(s) − x₀
τx′ + x = Ku ⇒ X(s) = [KU(s) + τx₀]/(τs + 1)

A transfer function G(s) = K/(τs + 1) describes the input–output relation with zero initial state. Nonzero initial energy contributes a separate term. For x′ = Ax + Bu, the operator equation is (sI − A)X = BU + x₀. With constant inputs and an existing equilibrium, x(t) = x∞ + exp(At)(x₀ − x∞).

Physical balance, state equation and operator representation
Physical balance, state equation and operator representation. Select the image to enlarge it.

Second order: roots and motion

x″ + 2ζωnx′ + ωn²x = ωn²u
s₁,₂ = −ζωn ± ωn√(ζ² − 1)

For ζ > 1, the poles are distinct negative real numbers; at ζ = 1 they coincide; for 0 < ζ < 1 they are complex conjugates. The oscillatory natural response has an exp(−ζωₙt) envelope and damped frequency ωd = ωₙ√(1 − ζ²). Negative real parts produce decay; zero real parts do not give asymptotic stability.

Overshoot = exp[−πζ/√(1 − ζ²)]
First peak time = π/ωd

These peak formulas apply to the standard second-order system without zeros, for a unit step and zero initial conditions. They do not automatically apply to every output of a multivariable model.

Further reading: Swarthmore College: second-order poles and responses. Notation may differ from this course.

Independent exercises

1. Solve 0.2x′ + x = 5 with x₀ = 1. Find X(s), x(0.2) and x′(0⁺).

Show solution

X(s) = [5/s + 0.2]/(0.2s + 1). The solution is x = 5 − 4e⁻⁵ᵗ, so x(0.2) = 3.528 and x′(0⁺) = 20.

2. Find the poles, damping ratio, damped frequency and overshoot of x″ + 6x′ + 25x = 25u.

Show solution

ωₙ = 5 rad/s, ζ = 0.6, poles −3 ± 4j s⁻¹ and ωd = 4 rad/s. Standard step overshoot is 9.48%; the first peak occurs at 0.785 s.

Practical work

Check an analytical first-order solution by substitution and by its initial value. List the units of every derivative in the motor right-hand side. Compare real and complex pole cases. Explain why a second-order equation needs two independent initial conditions.

Calculated illustrations

Speed and its tangent
Speed and its tangent. Generated from the downloadable Python examples.
Acceleration and accumulated speed change
Acceleration and accumulated speed change. Generated from the downloadable Python examples.

Key takeaways

Derivatives describe local change and integrals accumulate it. State the variable order, derivative units and initial conditions before using a solver.

Download Python examples ↓

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