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2250 7:30am Lectures Week 7 S2014

Last Modified: February 18, 2014, 05:57 MST.    Today: October 22, 2017, 04:18 MDT.
 Edwards-Penney, sections 4.4, 4.5, 4.6, 4.7, 5.1
  The textbook topics, definitions and theorems
Edwards-Penney 4.1, 4.2, 4.3, 4.4 (5.6 K, txt, 19 Dec 2013)
Edwards-Penney 4.5, 4.6, 4.7 (7.0 K, txt, 19 Dec 2013)
Edwards-Penney 5.1, 5.2, 5.3, 5.4 (15.6 K, txt, 19 Dec 2013)

Week 7, Sections 4.4, 4.5, 4.6, 4.7, 5.1

This is a 4-day week with only three lectures and one lab day. Monday was a holiday, President's Day.

Tuesday: Independence and Dependence. Subspaces. Sections 4.1, 4.2, 4.3, 4.7

Sections 4.1, 4.3 and some part of 4.7.
Quick Review of Vector spaces 4.1, 4.2
  Vectors as packages of data items. Vectors are not arrows.
  Examples of vector packaging in applications.
    Fixed vectors.
    Gibbs motions.
    Physics i,j,k vectors.
    Arrows in engineering force diagrams.
    Functions, solutions of DE.
    Matrices, digital photos.
    Sequences, coefficients of  Taylor and Fourier series.
    Hybrid packages.
  The toolkit of 8 properties.
  
Subspaces 4.1, 4.2, 4.3
   Data recorder example.
   Data conversion to fit physical models.
   Subspace criterion (Theorem 1, 4.2).
   Kernel theorem (Theorem 2, 4.2).
   Span Theorem (Theorem 1, 4.3)
   Not a Subspace Theorem (Theorem 1, 4.2, backwards)
   
Independence and dependence.
 Example: c1 e^x+ c2 xe^{-x} = 2 e^x + 3 e^{-x} ==> c1=2, c2=3.
 Solutions of differential equations are vectors.
 Geometric tests: Review
    One vector v1.
    Two vectors v1, v2.
    Three vectors v1, v2, v3.
 Abstract vector space tests: Review
    One vector v1.
    Two vectors v1, v2.
 Algebraic tests: Review
  Given vectors v1, v2, ... fill them into the columns of matrix A.
   Rank test: Independent if and only if rank(A)=# columns of A
   Determinant test: Independent if and only if |A| is nonzero.
   
Additional Algebraic Tests
   Pivot theorem.
   Additional tests
      Sampling test.
      Wronskian test.
      Orthogonal vector test.
Web References
Slides: Vector space, subspace, independence tests (168.4 K, pdf, 17 Feb 2014)
Slides: The pivot theorem and applications (189.2 K, pdf, 03 Mar 2012)
Slides: Orthogonality (124.8 K, pdf, 03 Mar 2012)
Manuscript: Vector space, Independence, Basis, Dimension, Rank (268.7 K, pdf, 22 Mar 2010)
Slides: Rank, nullity and elimination (156.3 K, pdf, 21 Dec 2012)
Slides: Base atom, atom, basis for linear DE (117.6 K, pdf, 03 Mar 2012)
Main Results
 THEOREM: Pivot columns are independent and non-pivot columns are
          linear combinations of the pivot columns.
 THEOREM: rank(A)=rank(A^T).
 DEF. DIMENSION.
   THEOREM. Two independent sets, each of which span a subspace S of a
            vector space V, must have the same number of vectors. This
            unique number is called the DIMENSION of the subspace S.
Slides: The pivot theorem, dimension, row rank = col rank (189.2 K, pdf, 03 Mar 2012) THEOREM: A set of nonzero pairwise orthogonal vectors is linearly independent.
Slides: Orthogonality, CSB-inequality, Pythagorean identity (124.8 K, pdf, 03 Mar 2012)
BASIS.
   Purpose of basis: General solution with a minimal number of terms.
   Definition: Basis == independence + span.
   Differential Equations: General solution and shortest answer.
   Examples: Find a basis from a general solution formula.
     The role of partial derivatives in extracting information
     Bases and partial derivatives of the general solution on the
       invented symbols t1, t2, ...
     DE Example: y = c1 e^x + c2 e^{-x} is the general solution.
                 What's the basis? Repeat for y = c1 + c2 exp(x).
   Basis calculations.
     Last Frame Algorithm: Basis for a linear system AX=0.
        Differentiate X on t1, t2, ... to find the basis.
   Pivot Theorem applications.
     The solution space of AX=0 is a subspace S (kernel theorem).
     S=span(columns of A)=span(pivot columns of A)
     Subspace basis from a spanning set.
       Apply the pivot theorem to find a largest set of independent
         vectors, generating a basis.
     Redundant vectors.
       Apply the pivot theorem to expunge irrelevant information and
         simplify representation of an answer.

   Example. Last frame algorithm and the vector general solution.
   Example. Given general solution y = c1 exp(x) + c2 exp(-x),
            What's the basis?
        From fixed vectors and matrices we have learned that:
          dim=number of partial derivatives on invented symbols
          basis=answers to partials on invented symbols
        We guess c1, c2 to be the invented symbols.
        Then exp(x) and exp(-x) is the basis. Independence delayed.
   Example. The solution space W of y'' - y = 0 has dimension 2.
            S1={exp(x), exp(-x)} and S2={cosh(x), sinh(x)} are two
            independent sets in W. By the theory,
                        W=span(S1)=span(S2).
            This information simply means that there are two equally
            valid general solution formulas:
                  y = c1 exp(x) + c2 exp(-x), and
                  y = d1 cosh(x) + d2 sinh(x)
   FACT. Every nontrivial subspace has an infinite number of bases.
PIVOT THEOREM PROOF. [slides]
   The pivot theorem is Algorithm 2, section 4.5.
Slides: The pivot theorem, dimension, row rank = col rank (189.2 K, pdf, 03 Mar 2012)
FUNCTIONS are VECTORS
   How to represent functions as graphs and as infinitely long
     column vectors. 
Slides: Functions as infinitely long column vectors (123.8 K, pdf, 22 Dec 2012) Function rules for add and scalar multiply. Independence tests using functions as the vectors. Sampling Test Wronskian Test Web References:
Slides: Vector space, subspace, independence (168.4 K, pdf, 17 Feb 2014)
Slides: The pivot theorem, dimension, row rank = col rank (189.2 K, pdf, 03 Mar 2012)
Slides: Orthogonality, CSB-inequality, Pythagorean identity (124.8 K, pdf, 03 Mar 2012)
Manuscript: Vector space, Independence, Basis, Dimension, Rank (268.7 K, pdf, 22 Mar 2010)

Wednesday: Linear Algebra Toolkit for Differential Equations. Sections 4.7, 5.1

 PARTIAL FRACTION THEORY.
      DEF. Partial fraction = constant/poly with one root
      Failsafe Method of Sampling.
        Example: 1/(x^2+3x+2)=A/(x+1) + B/(x+2)
        Example: top=x-1, bottom=(x+1)(x^2+1)
        Example: top=x-1, bottom=(x+1)^2(x^2+1)^2
      Maple assist with convert(top/bottom,parfrac,x);
      The method of atoms.
        Example: 1/(x^2+3x+2)=A/(x+1) + B/(x+2)
      Heaviside's cover-up method.
        Example: 1/(x^2+3x+2)=A/(x+1) + B/(x+2)
      BOOT CAMP
        Your job is to dig trenches and then fill them up again.
        Briefly, do all the examples above by yourself, then throw
        away the scratch paper. Become a partial fraction expert,
        better than electrical engineer Oliver Heaviside.
 PROBLEM 4.7-26.
    How to solve y''+10y'=0 for general solution y=c1 + c2 exp(-10x)
    Tools: method of quadrature and integrating factors.
    
EULER SOLUTION ATOMS and INDEPENDENCE.
   Def. atom=x^n(base atom)
        base atom = 1, exp(ax), cos(bx), sin(bx), exp(ax) cos(bx),
                    exp(ax) sin(bx) for nonzero real a and positive real b
  THEOREM. Euler solution atoms are independent.
  EXAMPLE. Show 1, x^2, x^9 are independent by 3 methods.
  EXAMPLE. Independence of 1, x^2, x^(3/2) by the Wronskian test.
 REVISIT PROBLEM 4.7-26.
    Equation y''+10y'=0 has general solution y=c1 + c2 exp(-10x)
    The Euler solution atoms for this example are 1 and exp(-10x).
    Differential equations like this one have general solution a
    linear combination of atoms.
    
TOOLKIT for SOLVING LINEAR CONSTANT DIFFERENTIAL EQUATIONS
     Picard: Order n of a DE = dimension of the solution space.
     General solution = linear combination n independent atoms.
     Euler's theorem(s), an algorithm for solution atoms.
 ROW RANK=COL RANK PROOF by the PIVOT THEOREM
   rank(A)=rank(A^T). Theorem 3, section 4.5.
    PROOF: rank(A)=number of independent rows=number of pivots
    rank(A)=rank(rref(A))=number of consecutive identity columns in rref(A)
    =nunber of independent rows in A^T (by pivot theorem)=rank(A^T)
 ALGEBRAIC INDEPENDENCE TESTS: review and examples
   Sampling test.
      Application to x^2,exp(x)
   Wronskian test.
      Application to 1,x,x^2,x^3
   Orthogonal vector test.
      Example: (1,1,0),  (1,-1,0), ((0,0,1)
   Pivot theorem.
      Example: Find the independent columns in a matrix.
      Example: Find the maximum number of independent vectors in a list.
BASIS.
   Definition of basis and span.
   Examples: Find a basis from a general solution formula.
   Bases and the pivot theorem.
       Example: Find a basis for the row vectors in a matrix.
       Example: Find a basis or the column vectors in a matrix.
   Equivalence of bases.
       Example: A subspace S contains vectors v1,v2 and also vectors w1,w2.
                      When are both v1,v2 and w1,w2 bases for S?
   A computer test for equivalent bases (slides).
Web References:

Slides: Orthogonality, CSB-inequality, Pythagorean identity (124.8 K, pdf, 03 Mar 2012)
Slides: The pivot theorem, dimension, row rank = col rank (189.2 K, pdf, 03 Mar 2012)
Slides: Matrix add, scalar multiply and matrix multiply (156.7 K, pdf, 03 Mar 2012)
Slides: Vector space, subspace, independence (168.4 K, pdf, 17 Feb 2014)
Manuscript: Vector space, Independence, Basis, Dimension, Rank (268.7 K, pdf, 22 Mar 2010)

Thursday: Rebecca

Lab 7.
Details forthcoming in Week 7.
Some problems from Lab 6 are due Thursday.

Friday: Intro to Linear Differential Equations, Sections 4.7, 5.1

Summary for Higher Order Differential Equations

Slides: Atoms, Euler's theorem, 7 examples (130.5 K, pdf, 26 Feb 2013)
Slides: Base atom, atom, basis for linear DE (117.6 K, pdf, 03 Mar 2012) EXAMPLE. The equation y'' +10y'=0. Review. How to solve y'' + 10y' = 0, chapter 1 methods. Midterm 1 problem 1(d). Idea: Let v=x'(t) to get a first order DE in v and a quadrature equation x'(t)=v(t). Solve the first order DE by the linear integrating factor method. Then insert the answer into x'(t)=v(t) and continue to solve for x(t) by quadrature. Vector space of functions: solution space of a differential equation. A basis for the solution space of y'' + 10y'=0 is {1,exp(-10x)} PICARDS THEOREM The theorem of Picard and Lindelof for y'=f(x,y) has an extension for systems of equations, which applies to scalar higher order linear differential equations. THEOREM [Picard] A homogeneous nth order linear differential equation with continuous coefficients has a general solution written as a linear combination of n independent solutions. This means that the solution space of the differential equation has dimension n. PICARD FAILURE. Although Picard's structure theorem does not provide an algorithm for construction of independent solutions, the theorems of Euler do that. Combined, there is an easy path to finding a basis for the solution space of an nth order linear differential equation. EULER'S THEOREM for CONSTRUCTING a SOLUTION BASIS It says y=exp(rx) is a solution of ay'' + by' + cy = 0 <==> r is a root of the characteristic equation ar^2+br+c=0. REAL EXPONENTIALS: If the root r is real, then the exponential is a real solution. THEOREM. A real root r=a (positive, negative or zero) produces one Euler solution atom exp(ax). COMPLEX EXPONENTIALS: If a nonreal root r=a+ib occurs, a complex number, then there is a conjugate root a-ib. The pair of roots produce two real solutions from EULER'S FORMULA (a trig topic): exp(i theta) = cos(theta) + i sin(theta) Details to obtain the two solutions will be delayed. The answer is THEOREM. A conjugate root pair a+ib,a-ib produces two independent Euler solution atoms exp(ax) cos(bx), exp(ax) sin(bx). HIGHER MULTIPLICITY For roots of the characteristic equation of multiplicity greater than one, there is a correction to the answer obtained in the two theorems above: Multiply the answers from the theorems by powers of x until the number of Euler solution atoms produced equals the multiplicity. EXAMPLE: If r=3,3,3,3,3 (multiplicity 5), then multiply exp(3x) by 1, x, x^2, x^3, x^4 to obtain 5 Euler solution atoms. EXAMPLE: If r=5+3i,5+3i (multiplicity 2), then there are roots r=5-3i,5-3i, making 4 roots. Multiply the two Euler atoms exp(5x)cos(3x), exp(4x)sin(3x) by 1, x to obtain 4 Euler solution atoms. SHORTCUT: The characteristic equation can be synthetically formed from the differential equation ay''+by'+cy=0 by the formal replacement y ==> 1, y' ==> r, y'' ==> r^2. EULER'S SOLUTION ATOMS Leonhard Euler described a complete solution to finding n independent solutions in the special case when the coefficients are constant. The Euler solutions are called atoms in these lectures. THE TERM ATOM. The term atom abbreviates Euler solution atom of a linear differential equation. The main theorem says that the answer to a homogeneous constant coefficient linear differential equation of higher order is a linear combinations of atoms. EULER SOLUTION ATOMS for LINEAR DIFFERENTIAL EQUATIONS DEF. Base atoms are 1, exp(a x), cos(b x), sin(b x), exp(ax)cos(bx), exp(ax)sin(bx). DEF: atom = x^n (base atom) for n=0,1,2,... THEOREM. Euler solution atoms are independent. THEOREM. Solutions of constant-coefficient homogeneous differential equations are linear combinations of a complete set of Euler solution atoms. EXAMPLE. The equation y''+10y'=0 has characteristic equation r^2+10r=0 with roots r=0, r=-10. Then Euler's theorem says exp(0x) and exp(-10x) are solutions. By vector space dimension theory, the Euler solution atoms 1, exp(-10x) are a basis for the solution space of the differential equation. Then the general solution is y = a linear combination of the Euler solution atoms y = c1 (1) + c2 (exp(-10x)).