Circuit Response
every model has an edge, and the figure carries it
Series

Step response — the series

5 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. One step response, computed twice: from the poles, and by walking the network forward. A damping ratio of 0.22, so the overshoot is 49.2%. The two curves are drawn on top of each other; the panel below is the difference between them, which is the trapezoidal rule's error at 500 steps and reaches 1.70e-3 V.

    One step, computed twice

    A step response from the poles is exact. The same step walked forward in time is not, and the difference between them is the trapezoidal rule's own error rather than anything about the circuit. It falls by a factor of four every time the step is halved, which is a claim about a method and can be watched.

    part 1 · transients
  2. Stepped at 20 of its time constant, a 1 µs pole rings between 1.818 and 0.331 V, and needs 23 steps to settle. Marched with the trapezoidal rule at a step of 20.0 µs. A 1 µs pole (1 kΩ, 1 nF) drives, through a unity buffer, a 1 ms pole (1 kΩ, 1 µF). The fast node's exact response reaches its final volt within a few microseconds; the march's first values are 1.8182, 0.3306, 1.5477, 0.5519, 1.3666 V. Its distance from its final volt is multiplied by (1 − h/2τ)/(1 + h/2τ) = −0.8182 every step, measured and checked against that form, so it changes sign every step and takes 23 steps to fall below 1% — 460 µs. The slow node it drives is 1.23e-5 V from exact at 1 ms, because a 1 ms pole averages an alternation at half the stepping rate to nothing.

    The ringing that belongs to the rule

    The trapezoidal rule is stable for every stable circuit and every step size, and it is not damping. March a one-microsecond pole with twenty-microsecond steps and its node reads 1.818, 0.331, 1.548, 0.552 volts — an oscillation at half the stepping rate, its distance from the final volt multiplied by exactly −0.8182 every step, taking twenty-three steps to fall below one per cent. The slow node that pole drives is right to 1.2 × 10⁻⁵ V at a millisecond. One backward-Euler step at the discontinuity cuts the first swing from 0.818 V to 0.048 and two to 0.0023, because backward Euler multiplies the same error by 1/(1 + h/τ) and the trapezoidal rule by (1 − h/2τ)/(1 + h/2τ), which approaches −1.

    part 2 · transients
  3. At 20 steps a cycle, ten cycles of an undamped LC: the trapezoidal rule keeps the amplitude and falls 29.2° behind; backward Euler keeps 0.0082% of it. Marched, both rules, against 1 − cos ωt for a 1 kHz inductor–capacitor pair stepped with no resistance at all. At 20 steps a cycle the trapezoidal march's amplitude stays at 1.00000 a cycle and its frequency is slow: it loses 2.918° a cycle, measured from the march's own recurrence, against 2π − 2N·atan(π/N) = 2.918°, so after ten cycles it is 29.2° behind. Backward Euler keeps 0.3901 of its amplitude a cycle, against (1 + (2π/N)²)^(−N/2) = 0.3901, so 0.0082% is left after ten, and it loses 11.19° a cycle. No resistance is in the circuit; every loss is the rule's.

    The phase the rule loses

    An inductor and a capacitor with no resistance ring for ever, and two ways of marching them disagree about how. The trapezoidal rule keeps the amplitude exactly — its factor per step has a magnitude of one — and loses phase instead: 2π − 2N·atan(π/N) a cycle, 2.918° at twenty steps a cycle, so ten cycles later it is 29.2° behind the circuit. Backward Euler keeps 0.3901 of the amplitude a cycle at the same step, and after ten cycles 0.0082 per cent of the ringing is left, in a circuit that has no loss. The two errors fall at different rates: the trapezoidal rule's phase as the square of the steps a cycle, backward Euler's amplitude as the first power. A hundred cycles to within one per cent needs 182 steps a cycle of one and 196,404 of the other.

    part 3 · transients
  4. BDF2 loses amplitude as N⁻³ and phase as N⁻², four times the trapezoidal rule's: a hundred cycles to 1% needs 363 steps a cycle, against 182 and 196,404. Each rule's error a cycle on an undamped inductor–capacitor pair, against the steps a cycle, measured from BDF2 marches and drawn with the trapezoidal rule's and backward Euler's closed forms. BDF2 loses amplitude a cycle as the −2.91 power of N and phase as the −1.95 power, its phase loss 3.988 times the trapezoidal rule's at 128 steps a cycle. To keep 99% of the amplitude over a hundred cycles it needs 157 steps a cycle, and to stay within 1% of a cycle in phase 363; the trapezoidal rule needs 182 for the phase and loses no amplitude, and backward Euler needs 196,404 for the amplitude.

    The rule between the two

    The trapezoidal rule keeps an undamped ringing's amplitude and loses its phase, and it preserves a stiff pole's error with its sign alternating. Backward Euler damps the stiff error at once and damps the ringing too, keeping 0.0082 per cent after ten cycles at twenty steps a cycle. The second-order backward difference sits between them in a precise sense. It damps the stiff error by 1/√(3 + 2h/τ), 0.152 a step at twenty time constants, and settles in three steps where the trapezoidal rule needs twenty-three. It loses a ringing's amplitude only as the cube of the steps a cycle, and its phase as the square with a constant four times the trapezoidal rule's. A hundred cycles to one per cent costs 363 steps a cycle, against 182 and 196,404.

    part 4 · transients
  5. At 20 steps a cycle backward Euler cannot show a quality factor above 3.27 and BDF2 none above 77.9; the trapezoidal rule shows every Q, 1.6% high. computed by solving, not by drawing: a series resistor–inductor–capacitor resonance at 1 kHz, its quality factor set by the resistor, marched at 20 steps per undamped cycle with each rule; the quality factor the march shows — its decay per radian of its own ringing — against the circuit's, from 1 to 500. Lines are each rule's factor per step in closed form; dots are marched and measured from the record at Q = 3, 30, 300, agreeing to 0.3%. Backward Euler's shown Q flattens at 3.272 and BDF2's at 77.9, whatever the circuit's; the trapezoidal rule's sits 1.64% above the diagonal at every Q. Q 3: trapezoidal 3.05, BDF2 3.06, backward Euler 1.62; Q 30: trapezoidal 30.5, BDF2 22.5, backward Euler 2.97; Q 300: trapezoidal 305, BDF2 62.6, backward Euler 3.24.

    The Q a rule can show

    A resonance marched forward in time decays at the circuit's rate plus whatever the marching rule adds, and the rule's share has a ceiling built into it. At twenty steps a cycle backward Euler cannot show a quality factor above 3.27 and BDF2 none above 77.9, whatever resistor the circuit has; the ceilings rise as N/2π and N³/4π³. The trapezoidal rule has no ceiling at all — it shows every Q 1.64 per cent high at twenty steps a cycle, a ratio fixed by the step alone. So the steps a cycle needed to read a resonance's Q to one per cent are about 26 for the trapezoidal rule at any Q, 99 for BDF2 at Q = 100 and 62,202 for backward Euler. Marched at Q = 50, the circuit has 0.533 V of ringing left after ten cycles, the trapezoidal rule 0.536 and BDF2 0.346.

    part 5 · transients

All series