2250-1 7:30am Lecture Record Week 13 S2010

Last Modified: April 20, 2010, 11:23 MDT.    Today: October 16, 2017, 19:44 MDT.

Week 13, Apr 12 to 16: Sections 6.1,6.2,7.3, 7.4

12-13 Apr: Sections 6.1, 6.2, 7.3

EIGENANALYSIS WARNING
  Reading Edwards-Penney Chapter 6 may deliver the wrong ideas
  about how to solve for eigenpairs.

     HISTORY. Chapter 6 originally appeared in the 2280 book
     as a summary, which assumed a linear algebra course. The
     chapter was copied without changes into the Edwards-Penney
     Differential Equations and Linear Algebra textbook, which you
     currently own. The text contains only shortcuts. There is
     no discussion of a general method for finding eigenpairs.
     You will have to fill in the details by yourself. The online
     lecture notes and slides were created to fill in the gap.

Lecture: Fourier's Model. Intro to Eigenanalysis, Ch6.
  Examples and motivation.
  Fourier's model.
  History.
    J.B.Fourier's 1822 treatise on the theory of heat.
    The rod example.
      Physical Rod: a welding rod of unit length, insulated on the
                    lateral surface and ice packed on the ends.
    Define f(x)=thermometer reading at loc=x along the rod at t=0.
    Define u(x,t)=thermometer reading at loc=x and time=t>0.
    Problem: Find u(x,t).
      Fourier's solution assume that
      f(x) = 17 sin (pi x) + 29 sin(5 pi x)
           = 17 v1 + 29 v2
      Packages v1, v2 are vectors in a vector space V of functions on [0,1].
      Fourier computes u(x,t) by re-scaling v1, v2 with numbers Lambda_1,
      Lambda_2 that depend on t. This idea is called Fourier's Model.

      u(x,t) = 17 ( exp(-pi^2 t) sin(pi x)) + 29 ( exp(-25 pi^2 t) sin (5 pi x))
             = 17 (Lambda_1 v1) + 29 (Lambda_2 v2)

  Eigenanalysis of u'=Au is the identical idea.
     u(0) = c1 v1 + c2 v2  implies
     u(t) = c1 exp(lambda_1 t) v1 + c2 exp(lambda_2 t) v2
     Fourier's re-scaling idea from 1822, applied to u'=Au,
       replaces v1 and v2 in the expression
                c1 v1 + c2 v2
       by their re-scaled versions to obtain the answer
                c1 (Lambda1 v1) + c2 (Lambda2 v2)
       where
         Lambda1 = exp(lambda_1 t), Lambda2 = exp(lambda_2 t).
Main Theorem on Fourier's Model

  THEOREM. Fourier's model
     A(c1 v1 + c2 v2) = c1 (lambda1 v1) + c2 (lambda2 v2)
  with v1, v2 a basis of R^2 holds [for all constants c1, c2]
    if and only if
  the vector-matrix system
    A(v1) = lambda1 v1,
    A(v2) = lambda2 v2,
  has a solution with vectors v1, v2 independent
    if and only if
  the diagonal matrix D=diag(lambda1,lambda2) and
  the augmented matrix P=aug(v1,v2) satisfy
     1. det(P) not zero [then v1, v2 are independent]
     2. AP=PD

  THEOREM. The eigenvalues of A are found from the determinant
    equation
                        det(A -lambda I)=0,
    which is called the characteristic equation.
  THEOREM. The eigenvectors of A are found from the frame
    sequence which starts with B=A-lambda I [lambda a root of
    the characteristic equation], ending with last frame rref(B).

    The eigenvectors for lambda are the partial derivatives of
    the general solution obtained by the Last Frame Algorithm,
    with respect to the invented symbols t1, t2, t3, ...
 
Algebraic Eigenanalysis Section 6.2.
  Calculation of eigenpairs to produce Fourier's model.
    Connection between Fourier's model and a diagonalizable matrix.
    How to find the variables lambda and v in Fourier's model using
      determinants and frame sequences.
  Solved in class: examples similar to the problems in 6.1 and 6.2.
    Web slides and problem notes exist for the 6.1 and 6.2 problems.
  Examples where A has an eigenvalue of multiplicity
    greater than one.


14 Apr: First Order Systems. Sections 7.1-7.4

Solving DE System u' = Au by Eigenanalysis Example: Solving a 2x2 dynamical system Study of u'=Au, u(0)=vector([1,2]), A=matrix([[2,3],[0,4]]). Dynamical system scalar form is x' = 2x + 3y, y' = 4y, x(0)=1, y(0)=2. Find the eigenpairs (2, v1), (4,v2) where v1=vector([1,0]) and v2=vector([3,2]). THEOREM. The solution of u'Au in the 2x2 case is u(t) = c1 exp(lambda1 t) v1 + c2 exp(lambda2 t) v2 APPLICATION: u(t) = c1 exp(2t) v1 + c2 exp(4t) v2 [ 1 ] [ 3 ] u(t) = c1 e^{2t} [ ] + c2 e^4t} [ ] [ 0 ] [ 2 ] which means x(t) = c1 exp(2t) + 3 c2 exp(4t), y(t) = 2 c2 exp(4t). Drill Problems In the case of a 2x2 matrix A, FOURIER'S MODEL is A(c1 v1 + c2 v2) = c1(lambda1 v1) + c2(lambda2 v2) where v1,v2 are a basis for the plane equivalent to DIAGONALIZATION AP=PD, where D=diag(lamba1,lambda2), P=augment(v1,v2), where det(P) is not zero equivalent to EIGENPAIR EQUATIONS A(v1)=lambda1 v1, A(v2)=lambda2 v2, where vectors v1,v2 are independent 1. Problem: Given P and D, find A in the relation AP=PD. 2. Problem: Given Fourier's model, find A. 3. Problem: Given A, find Fourier's model. 4. Problem: Given A, find all eigenpairs. 5. Problem: Given A, find packages P and D such that AP=PD. 6. Problem: Give an example of a matrix A which has no Fourier's model. 7. Problem: Give an example of a matrix A which is not diagonalizable. 8. Problem: Given 2 eigenpairs, find the 2x2 matrix A. Cayley-Hamilton topics, Section 6.3. Computing powers of matrices. Stochastic matrices. Example of 1984 telecom companies ATT, MCI, SPRINT with discrete dynamical system u(n+1)=A u(n). Matrix A is stochastic. EXAMPLE: [ 6 1 5 ] [ a(t) ] 10 A = [ 2 7 1 ] u(t) = [ m(t) ] [ 2 2 4 ] [ s(t) ] Meaning: 60% stay with ATT and 20% switch to MCI, 20% switch to SPRINT. 70% stay with MCI and 20% switch to SPRINT, 10% switch to ATT. 40% stay with SPRINT and 50% switch to ATT, 10% switch to MCI. Determinant problem from chapter 3: B(n+1)=2B(n)-B(n-1). This is a second order difference equation. Methods to solve dynamical systems like x'=x-5y, y'=x-y, x(0)=1, y(0)=2. Cayley-Hamilton-Ziebur method. Laplace resolvent. Eigenanalysis method. Exponential matrix using maple Putzer's method Spectral methods [ch8; not studied in 2250] Survey of Methods for solving a 2x2 dynamical system 1. Cayley-Hamilton-Ziebur method for u'=Au Solution: u(t)=(atom_1)vec(c_1)+ ... + (atom_n)vec(c_n) Atoms: They are constructed by Euler's theorem from roots of det(A-rI)=0 Vectors: Symbols vec(c_1), ..., vec(c_n) are not arbitrary. They are determined from A and u(0). Algorithm outlined above for 2x2. 2. Laplace resolvent L(u)=(s I - A)^(-1) u(0) 3. Eigenanalysis u(t) = exp(lambda_1 t) v1 + exp(lambda_2 t) v2 4. Putzer's method for the 2x2 matrix exponential. Solution of u'=Au is: u(t) = exp(A t)u(0) THEOREM: exp(A t) = r1(t) I + r2(t) (A-lambda_1 I), Lambda Symbols: lambda_1 and lambda_2 are the roots of det(A-lambda I)=0. The DE System: r1'(t) = lambda_1 r1(t), r1(0)=0, r2'(t) = lambda_2 r2(t) + r1(t), r2(0)=0 THEOREM. The formula can be used as e^{r1 t} - e^{r2 t} e^{At} = e^{r1 t} I + ------------------- (A-r1 I) r1 - r2 where r1=lambda_1, r2=lambda_2 are the eigenavalues of A.


16 Apr: Second Order Systems. Section 7.4

Second Order Systems

     How to convert mx''+cx'+kx=F0 cos (omega t) into a
       dynamical system  u'=Au+F(t).
     Electrical systems u'=Au+E(t) from LRC circuit equations.
     Electrical systems of order two: networks
     Mechanical systems of order two: coupled systems
     Second order systems u''=Au+F
       Examples are railway cars, earthquakes,
       vibrations of multi- component systems,
       electrical networks.

  The model u'' = Ax + F(t)
  Coupled Spring-Mass System. Problem 7.4-6
    A:=matrix([[-6,4],[2,-4]]);
  Railway cars. Problem 7.4-24
     Cayley-Hamilton-Ziebur method
     Laplace Resolvent method for second order
     Maple routines for second order

16 Apr: Non-Homogeneous Systems. Section 8.2

Non-Homogeneous Systems
    Direct solution methods with the Laplace Resolvent
    Computer Algebra System methods
    Variation of Parameters Formula for systems



Exercise solutions: ch7 and ch8.
    Slides on Dynamical Systems
    Manuscript: Systems theory and examples (785.8 K, pdf, 16 Nov 2008)
    Slides: Laplace second order systems, spring-mass,boxcars, earthquakes (248.9 K, pdf, 01 Nov 2009)
    Slides: Introduction to dynamical systems (126.2 K, pdf, 30 Nov 2009)
    Slides: Phase Portraits for dynamical systems (205.5 K, pdf, 11 Dec 2009)
    Slides: Stability for dynamical systems (125.7 K, pdf, 30 Nov 2009)
    References for Eigenanalysis and Systems of Differential Equations.
    Manuscript: Algebraic eigenanalysis (127.8 K, pdf, 23 Nov 2009)
    Manuscript: What's eigenanalysis 2008 (126.8 K, pdf, 11 Apr 2010)
    Manuscript: What's eigenanalysis, draft 1 (152.2 K, pdf, 01 Apr 2008)
    Manuscript: What's eigenanalysis, draft 2 (124.0 K, pdf, 14 Nov 2007)
    Slides: Cayley-Hamilton-Ziebur method for solving vector-matrix system u'=Au. (111.4 K, pdf, 30 Nov 2009)
    Slides: Laplace resolvent method (56.4 K, pdf, 01 Nov 2009)
    Slides: Laplace second order systems (248.9 K, pdf, 01 Nov 2009)
    Manuscript: Systems of DE examples and theory (785.8 K, pdf, 16 Nov 2008)
    Slides: Home heating, attic, main floor, basement (73.8 K, pdf, 30 Nov 2009)
    Text: Lawrence Page's pagerank algorithm (0.7 K, txt, 06 Oct 2008)
    Text: History of telecom companies (1.4 K, txt, 30 Dec 2009)
    Systems of Differential Equations references
    Slides: Cable hoist example (73.2 K, pdf, 21 Aug 2008)
    Slides: Sliding plates example (105.8 K, pdf, 21 Aug 2008)

Extra Credit Maple Project: Tacoma narrows. Explore an alternative explanation for what caused the bridge to fail, based on the hanging cables.
    Laplace theory references
    Slides: Laplace and Newton calculus. Photos. (145.3 K, pdf, 01 Nov 2009)
    Slides: Intro to Laplace theory. Calculus assumed. (109.5 K, pdf, 01 Nov 2009)
    Slides: Laplace rules (112.2 K, pdf, 01 Nov 2009)
    Slides: Laplace table proofs (130.3 K, pdf, 01 Nov 2009)
    Slides: Laplace examples (101.2 K, pdf, 07 Nov 2009)
    Slides: Piecewise functions and Laplace theory (64.7 K, pdf, 01 Nov 2009)
    MAPLE: Maple Lab 7. Laplace applications (0.0 K, pdf, 31 Dec 1969)
    Manuscript: DE systems, examples, theory (785.8 K, pdf, 16 Nov 2008)
    Slides: Laplace resolvent method (56.4 K, pdf, 01 Nov 2009)
    Slides: Laplace second order systems (248.9 K, pdf, 01 Nov 2009)
    Slides: Home heating, attic, main floor, basement (73.8 K, pdf, 30 Nov 2009)
    Slides: Cable hoist example (73.2 K, pdf, 21 Aug 2008)
    Slides: Sliding plates example (105.8 K, pdf, 21 Aug 2008)
    Manuscript: Heaviside's method 2008 (186.8 K, pdf, 20 Oct 2009)
    Manuscript: Laplace theory 2008 (350.5 K, pdf, 06 Mar 2009)
    Transparencies: Ch10 Laplace solutions 10.1 to 10.4 (1968.3 K, pdf, 13 Nov 2003)
    Text: Laplace theory problem notes F2008 (8.9 K, txt, 31 Dec 2009)
    Text: Final exam study guide (7.6 K, txt, 12 Dec 2009)