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2280 12:55pm Lectures Week 11 S2016

Last Modified: March 22, 2016, 12:20 MDT.    Today: November 20, 2017, 08:36 MST.
 Edwards-Penney, sections 4.1, 4.2, 5.1 to 5.6
  The textbook topics, definitions and theorems
Edwards-Penney 4.1 to 4.3 (10.7 K, txt, 05 Jan 2015)
Edwards-Penney 5.1 to 5.6 (24.0 K, txt, 06 Jan 2015)

Week 11: Sections 4.3, 5.1, 5.2, 5.3, 5.4

Monday and Tuesday (after Spring Break): Systems of differential equations, 5.1, 5.2, 5.3

 Numerical Methods for Systems: Section 4.3

 Review of Scalar methods 
   Euler, Heun, RK4

 Change the methods to the vector case, based upon the statement of
 the IVP in Picard's Theorem. It amounts to putting arrows over y and f.

 Vector Methods
   Euler, Heun, RK4
   Manuscript: Vector Methods

 EXAMPLE. Solve the vector problem u'=Au, u(0)=u_0 with A=Matrix([[3,-2],[5,-4]]) and
           u_0 = <3,6> using Euler's method and Heuns's method with step size h=0.1.
           This is the scalar problem x'=3x-2y, y'=5x-4y, x(0)=3, y(0)=6.
Details: PDF: maple Example 1, section 4.3
Review of Eigenanalysis
  Eigenvalue
  Eigenvector
  Eigenpair
  Fourier's Model
  Diagonalizable matrix

  Main theorem for solving u'=Au by eigenanalysis
  Example 1. Consider the 2x2 system
    x'=x+3y, y'=2y, x(0)=1, y(0)=-1.
    Method 1: Linear integrating factor method for triangular systems
    Method 2: Cayley-Hamilton-Ziebur, textbook shortcuts applied to 2x2
    Method 3: Eigenanalysis
    Method 4: Laplace resolvent
    Method 5: Exponential matrix, maple or Putzer's method
 
Slides: Cayley-Hamilton-Ziebur method for solving vector-matrix system u'=Au. (137.4 K, pdf, 14 Mar 2016)
Slides: Laplace resolvent method (81.0 K, pdf, 14 Mar 2016)
Slides: Matrix Exponential, Putzer Formula, Variation Parameters (122.0 K, pdf, 14 Mar 2016)
Applications
    Brine tank models.
    Recirculating brine tanks.
    Pond pollution.
    Home heating.
    Earthquakes.
    Railway cars.
    All are 2x2 or 3x3 or nxn system applications that can be solved by Laplace methods.
    We investigate 3 fundamental methods: Eigenanalysis, Laplace, Cayley-Hamilton-Ziebur

  Methods to solve dynamical systems
  Example 2. Consider the 2x2 system
    x'=x-5y, y'=x-y, x(0)=1, y(0)=2.
   Cayley-Hamilton-Ziebur method.
     Textbook shortcut preferred, section 4.2 example 1
   Laplace resolvent.
   Eigenanalysis method.
   Exponential matrix using maple
   Putzer's method to compute the exponential matrix [slides, not in the textbook]
 Survey of Methods for solving a 2x2 dynamical system
  1. Cayley-Hamilton-Ziebur method for u'=Au
    Solution: u(t)=(atom_1)vec(d_1)+ (atom_2)vec(d_2)
    Atoms: They are constructed by Euler's theorem from roots of det(A-rI)=0
    THEOREM. Vectors vec(d_1),vec(d_2) are found from the equation
             [d1 | d2]=[u(0) | Au(0)](W(0)^T)^(-1)
    where W(t) is the Wronskian matrix of the two atoms.http://www.math.utah.edu/~gustafso/s2016/2280/maple/numerical-4.3-systems-example1.pdf
  2. Laplace resolvent L(u)=(s I - A)^(-1) u(0)
     See slides for details about the resolvent equation.
  3. Eigenanalysis  u(t) = exp(lambda_1 t) v1 + exp(lambda_2 t) v2
      See chapter 5 in Edwards-Penney for examples and details.
      This method fails when matrix A is not diagonalizable.
    EXAMPLE. Solve a homogeneous system u'=Au, u(0)=vector([1,2]),
             A=matrix([[2,3],[0,4]]) using
             Zeibur's method, Laplace resolvent and eigenanalysis.

 Next week: Brine tank models.
    Recirculating brine tanks.
    Pond pollution.
    Home heating.
    Earthquakes.
    Railway cars.
    All are 2x2 or 3x3 or nxn system applications that can be solved by Laplace methods.
    We investigate 3 fundamental methods: Eigenanalysis, Laplace, Cayley-Hamilton-Ziebur

References for Eigenanalysis and Systems of Differential Equations.
 
Sildes: Algebraic eigenanalysis (173.4 K, pdf, 14 Mar 2016)
Slides: What's eigenanalysis? (124.0 K, pdf, 14 Nov 2007)
Slides: Advanced topics in Linear Algebra, Cayley-Hamilton, Jordan form (334.7 K, pdf, 19 Mar 2016)
Slides: Cayley-Hamilton-Ziebur method for solving vector-matrix system u'=Au. (137.4 K, pdf, 14 Mar 2016)
Slides: Laplace resolvent method (81.0 K, pdf, 14 Mar 2016)
Slides: Laplace second order systems (273.7 K, pdf, 14 Mar 2016)
Manuscript: Systems of DE examples and theory (730.9 K, pdf, 10 Apr 2014)
Slides: Home heating, attic, main floor, basement (99.3 K, pdf, 14 Mar 2016)
Slides: Introduction to dynamical systems (144.9 K, pdf, 14 Mar 2016)
Slides: Matrix Exponential, Putzer Formula, Variation Parameters (122.0 K, pdf, 14 Mar 2016)


Wednesday and Friday: Eigenanalysis; Second Order Systems. Sections 5.3, 5.4

   Eigenvalues
     A 4x4 matrix.
     Block determinant theorem.
   Eigenvectors for a 4x4.
      B:=matrix([[5,0,0,0],[0,5,0,0],[0,0,0,3],[0,0,-3,0]]);
         lambda=5,5,3i,-3i
         v1=[1,0,0,0], v2=[0,1,0,0], v3=[0,0,i,-1], v4=[0,0,i,1]
     One panel for lambda=5
       First frame is A-5I with 0 appended
       Find rref
       Apply last frame algorithm
       Scalar general solution
       Take partials on t1, t2 to find v1,v2
       Eigenpairs are (5,v1), (5,v2)
     One panel for lambda=3i
       Same outline as lambda=5
       Get one eigenpair (3i,v3)
       Other eigenpair=(-3i,v4) where v4 is the conjugate of v3.

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.
 Second Order Vector-Matrix Differential Equations
Slides: Laplace second order systems (273.7 K, pdf, 14 Mar 2016) The model u'' = Ax + F(t) Coupled Spring-Mass System. Problem 5.3-6 A:=matrix([[-6,4],[2,-4]]); eigenvals(A); lambda1= -2, lambda2= -8 Ziebur's Method roots for Ziebur's theorem are plus or minus sqrt(lambda) Roots = sqrt(2)i, sqrt(8)i, -sqrt(2)i, -sqrt(8)i Atoms = cos (sqrt(2)t), sin(sqrt(2)t), cos(sqrt(8)t), sin(sqrt(8)t) Vector x(t) = vector linear combination of the above 4 atoms Maple routines for second order de1:=diff(x(t),t,t)=-6*x(t)+4*y(t); de2:=diff(y(t),t,t)=2*x(t)-4*y(t); dsolve({de1,de2},{x(t),y(t)}); x(t) = _C1*sin(sqrt(2)*t)+_C2*cos(sqrt(2)*t)+_C3*sin(2*sqrt(2)*t)+_C4*cos(2*sqrt(2)*t), y(t) = _C1*sin(sqrt(2)*t)+_C2*cos(sqrt(2)*t)-(1/2)*_C3*sin(2*sqrt(2)*t)-(1/2)*_C4*cos(2*sqrt(2)*t)} Eigenanalysis method Ch5 u(t) = (a1 cos(sqrt(2)t) + b1 sin(sqrt(2)t)) v1 + (a2 cos(sqrt(8)t) + b2 sin(sqrt(8)t)) v2 where (-2,v1), (-8,v2) are the eigenpairs of A. The two vector terms in u(t) are called the natural modes of oscillation. The natural frequencies are sqrt(2), sqrt(8). Eigenanalysis of A gives v1=[1,1], v2=[2,-1]. Railway cars. Problem 5.3-24 Cayley-Hamilton-Ziebur method Laplace Resolvent method for second order Eigenanalysis method section 5.3
Matrix Exponential Topics
Slides: Matrix Exponential, Putzer Formula, Variation Parameters (122.0 K, pdf, 14 Mar 2016) Fundamental matrix Phi(t) Matrix Variation of Parameters Definition of the exponential matrix exp(At) 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 See the slides and manuscript on systems for proofs and details. 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 eigenvalues of A. EXAMPLE. Solve a homogeneous system u'=Au, u(0)=vector([1,2]), A=matrix([[2,3],[0,4]]) using the matrix exponential, Zeibur's method, Laplace resolvent and eigenanalysis. EXAMPLE. Solve a non-homogeneous system u'=Au+F(t), u(0)=vector([0,0]), A=matrix([[2,3],[0,4]]), F(t)=vector([3,1]) using variation of parameters.