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by

Sept 2014

Zalani

Page 1

Assessment

Assignment and/or Quiz (Total 30%)

Mid-Sem Exam (20%)

Mock-Exam (10%)

Total carry marks = 60%

Final Examination = 40%

Lecture/Tutorial Schedule

When? = Wednesday 4 5pm

= Thursday 8 10am

Where? = Medan Syarahan Timur, MEST (maximum capacity of 115)

Facilitator

Dr. Muhamad Zalani Daud

Room: PPKK - Level 4

Ph: Ext. 3414

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Chapter 1

Laplace Transform and Series

Solution

1.1

variable) and its derivatives. The term ordinary is used in contrast with the term partial

dierential equation which may be with respect to more than one independent variable.

Example

dy

dx

+ y = ex

dy

dx

this function is called a first order ODE. To solve the first order ODE, two methods

can be used. The first one is called an Integrating Factor (IF) method, and the other

one is the Separation of Variable method.

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The integrating factor or IF method is a technique of solving a linear, first order ODEs

as follows:

a(x)y , + b(x)y = c(x)

The general form of the above equation can be re-arranged into a standard form as

follows

y , + p(x)y = q(x)

where p(x) and q(x) are functions of x and in some cases may be constants. From the

standard form of equation, p(x) is called an integrating factor (IF) that is

IF = e

p(x)dx

d

dx (IF.y)

= IF.q(x)

IF.y =

IF.q(x)dx

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To answer the problems related to solving an ODEs the following standard integrals

may be useful.

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Example 1

dy

x dx

y = x2 ,

y(1) = 3

Solution 1

Divide by x,

dy

dx

y

x

= x W Standard Form

IF = e

( x1 )dx

= eln(x) =

1

eln(x)

WIntegrating Factor

1

x

IF multiplication,

1 dy

x ( dx

xy ) = 1

d

dx [IF.y]

= 1 W remember??

d 1

dx [ x .y]

d

dx [IF.y]

= IF.q(x)

=1

d 1

dx [ x y]

1

xy

1dx

=x+c

At, x = 1 and y = 3,

i.e 3 = 1(1 + c)

c=2

Final Solution,

y = x(x + 2) W Exact Solution

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Example 2

dy

x dx

2y = x2

Solution 2

dy

dx

2y

x

W Standard Form, by x

=x

p(x) = x2

i.e

IF = e

W Integrating Factor

p(x).dx

= e2

1

dx

x

= e2ln(x) =

1

e2ln(x)

1

x2

IF multiplication,

1 dy

(

x2 dx

2y

x)

1

x

d

dx [IF.y]

1

x

d 1

dx [ x2 .y]

1

x

Integrate,

[ xy2 ] =

y

x2

1

x dx

= ln(x) + c

y = x2 (ln(x) + c)

W General Solution

Example 3

dy

dx

= ycot(x) = cos(x)

Solution 3

This equation is already in standard form

i.e

p(x) = cot(x) =

IF = e

p(x)dx

=e

1

tan(x)

cos(x)

sin(x)

cos(x)

sin(x)

= eln(sin(x)) = sin(x)

W Note that

cot(x)dx = ln(sin(x))

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dy

sin(x) dx

+ y cos(x)

sinx sin(x) = cos(x)sin(x)

d

dx [sin(x)y]

d

dx [IF.y]

= IF cos(x)

= sin(x)cos(y)

Integrate,

d

dx [sin(x)y]

sin(x)cos(x)dx

W can somebody proof this part??How??...

Try also rewrite the answer into lower order trigonometric functions..Think!!!

Exercise 4

dy

(x2 1) dx

+ 2xy = x

Solution 4

Make a standard form by (x2 1)

dy

dx

2xy

x2 1

x

x2 1

Integrating Factor,

2x

x2 1

p(x) =

IF = e

p(x)dx

=e

2x

x2 1

2 1)

= eln(x

= x2 1

dy

+

(x2 1) dx

2x

y(x2

x2 1

1) =

x

(x2

x2 1

1)

dy

(x2 1) dx

+ 2xy = x

d

2

dx [(x

1)y] = x

Integrate,

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d

dx [IF.y]

=x

W Note that

g (x)

g(x)

= ln|g(x)|

d

2

dx (x

1)y =

(x2 1)y =

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xdx

x2

2

+c

If one can rearrange an ordinary equation into the following Standard Form

dy

dx

= f (x)g(y)

h(x)dy = f (x)dx

The solution may be found by the technique of Separation of Variable

The result is obtained by re-arranging the Standard Form as above and then integration of both sides with respect to x.

Example 1

Solve y y + x = 0

Solution 1

Rewrite as,

Then,

dy

dx

ydy =

= xy

xdx

Integrate to get, 12 y 2 + c1 = 12 x2 + c2

Simplify, y 2 + 2c1 = x2 + 2c2

Assume that, C = 2c1 +2c2 is the arbitrary constant, we can simplify the final equation

to get

y 2 + x2 = C

Page 9

y=

c x2

, or

y = c x2

Example 2

dy

dx

= xy y(0) = 1

Solution 2

Divide through by y,

1

y dy

= xdx

1

y dy

ln(y) =

x2

2

xdx

+c

y = Ae

x2

2

Substitute, x = 0

y=1

02

1 = Ae 2

A=1

y=e

x2

2

Example 3

dy

dx

= 3x2 ey ; y(0) = 1

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Solution 3

Rearrange, y variables to the left hand side, x to the right, and integrate both sides,

ey dy =

3x2 dx

Therefore,

ey =

3x3

3

Solve y

W This is a G.S

y = ln(x3 + c)

When x = 0

y = 1,

e1 = 03 + c

A=e

and,

W This is a Particular Solution (P.S)

y = ln(x3 + e)

Example 4

dy

dx

y

x

1

y dy

1

x dx

= ln(x) + ln(k) W Say... c = ln(k)=const.

ln(y) ln(x) = ln(k)

ln( xy ) = ln(k)

y = kx

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Example 5

dy

dx

y+1

x1

y(0) = 1

1

y+1 dy

1

x1 dx

ln(y + 1) = ln(x 1) + c

ln(y + 1) = ln(x 1) + ln(k) W k=arbitrary constant

y+1

ln x1

= ln(k)

Substitute x = 0,

y = 1 in

k = 2

y = 2(x 1) + 1

= 2x + 3

Example 6

dy

y 2 dx

=x

y(0) = 1

Solution 6

y 2 dy =

y3

3

x2

2

+c

when y = 1

13

3

c=

02

2

xdx

W G.E

x=0

+c

1

3

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y+1

x1

=k

3

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3 y3 = ( x2 + 31 )3

2

W P.S

y 3 = 3 x2 + 1

Example 7

xy

x+1

dy

dx

Solution 7

1

y dy

W Note: For the right hand side the numerator and denomi-

x

x+1 dx

nator of same degree in x. Reduce the degree of numerator using long division.

Meaning than, we want to simplify

x

x+1

x+11

x+1

x+1

x+1

=1

x

x+1

as follows:

1

x+1

1

x+1

i.e,

1

y dy

= (1

1

x+1 )dx

ln(y) = x ln(x + 1) + c

W G.S

y = exln(x+1)+c

Youve done with many examples of solving the ODEs using the Separation of Variable technique. Now, try solve some other problems as follows:

Homework

1.

1 dy

y dx

x

x2 +1

Note:

dy

2. sec(x) dx

= sec2 y

f (x)

f (x) dx

= ln|f (x)| + c

dy

3. (1 x2 ) dx

+ x(y a) = 0,

1

cos2 (x)

where a is constant

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1.2

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1.2.1 Homogenous

For the second order ODE, we want to solve the equation of the form:

2

dy

a ddxy + b dx

+ cy = 0

I

The term homogenous is used in a dierent context with first order equation and its

use here is unrelated to that. Here, it simply means that the right hand side of the above

equation is zero. Since the ODE is second order, we expect the general solution to have

two arbitrary constants (these will be denoted as A and B)

Lets have a look at the following Example

y 12x = 0

y = 12x

Integrate (1st time) ,

y =

=

=

y (x)dx

12xdx

12x2

2

= 6x2 + c

Integrate (2nd time) ,

y(x) =

y (x)dx

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= (6x2 + c)dx

= 2x3 + cx + k

Meaning that = To solve the 2nd order equation we need to integrate two times from

the original equation.

In general, we can use a trial solution of the form y = Aemx as follows:

y = Aemx

y = Aemx

y = m(Aemx ) = my

y = my

y = m2 (Aemx )

= m2 y

ay + by + cy = 0

am2 y + bmy + cy = 0

y

am2 + bm + c = 0

The General Solution (G.S), y of the ODE is then constructed from the possible forms

(y1 and y2 ) of the trial solution. The A.E may have:

Real Dierent Roots m1 and m2 , y = y1 + y2 = Aem1 x + Bem2 x

Real Equal Roots m1 = m2 , y = y1 + xy2 = (A + Bx)em1 x

OR

OR

Example 1

Find the general solution of the following equation. Derive the appropriate particular

solution (P.S)

2y + 3y 2y = 0

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Solution 1

Note 1 This 2nd order ODE can be rewrite as am2 + bm + c = 0 to solve the quadratic

equation where a, b, c are constants.

Note 2 The quadratic formula may be used

m1 , m 2 =

b b2 4ac

2a

2y + 3y 2y = 0

Set

y = mAemx = my

y = Aemx

y = m2 Aemx = m2 y

= 2m2 y + 3my 2y = 0

2m2 + 3m 2 = 0

W This is an A.E

(2m 1)(m + 2) = 0

m = 21 ,

i.e

m = 2

y1 = Aem1 x = Ae 2 x

y2 = Bem2 x = Be2x W Two independent solutions

1

y = y1 + y2 = Ae 2 x + Be2x

Example 2

36y 36y + 13y = 0

Solution 2

The equation can be simplified to form an A.E as follows:

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Then, the solution can be found using quadratic formula,

yield,

m=

b b2 4ac

2a

m=

1

2

a = 36, b = 36, c = 13

13 i

1

Exercise

Find solutions for the following second order (Homogeneous) equations:

1. y 2y + y = 0

2. y = 4y

3. y + 6y + 9y = 0 ; y(0) = 1, y (0) = 2

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Some more rules...

Product Rule [f (x)g(x)] = f (x)g(x) + f (x)g (x)

Chain Rule [f g(x)] = f g(x) + g (x)

(x)

Quotient Rule [ fg(x)

] =

[g(x)]2

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1.2.2 Inhomogeneous

For inhomogeneous case of 2nd order ODE, we want to solve the equation of the form,

2

d y

dy

a dx

2 + b dx + cy = f (x)

In general, it is similar to 2nd order ODE (homogeneous), except the right hand side

is not equal to zero.

Steps to solve:

1. Find the general solution of the homogeneous equation [as ~ , except that f (x) = 0]

to obtain the complementary function, yCF

2. Find particular solution, yP S of the full equation (~). Assume that yP S is a more

general form of f (x), with undetermined coecients, as shown in Table 1.4

Table 1.1: General form of yP S

f (x)

Form of yP S

k (a constant)

linear in x

Cx + D

quadratic in x

Cx2 + Dx + E

ksin(px) or kcos(px)

Ccos(px)+Dsin(px)

kepx

Cepx

then multiply this suggested form by x

3. Substitution of yP S into (~) yields values for the undetermined coecients (C, D

and etc.)

Then, general solution of ~

Page 20

yCF + yP S

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Finding yCF

One considers the dierential equation with RightHandSide(RHS) = 0. Substituting

a trial solution of the form y = Aemx yields an Auxiliary Equation (A.E)

am2 + bm + c = 0

This will have two roots: m1 and m2 . The general solution yCF , when RHS = 0 is

then constructed from the possible forms (y1 and y2 ) of the trial solutions. The A.E may

have:

Real Equal Roots m1 = m2 , yCF = y1 + xy2 = (A + Bx)em1 x

OR

OR

Exercise 1

Solve

y 2y 3y = 6

Solution 1

Step 1 = F ind yCF

y 2y 3y = 0

A.E

m2 2m 3 = 0

(m 3)(m + 1) = 0

i.e

m1 = 3 , m2 = 1

Complementary Function

Page 21

Step 2 =

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Find the form of yP S according to f (x) value (i.e yP S more general form

of f (x))

W A constant (as referred to Table 1.4)

f (x) = 6

yP S = C (C=undetermined constant)

yP S = yP S = 0, when yP S =constant

Substitute,

yP S = C into the original inhomogeneous equation,

y 2y 3y = 6

0 2(0) 3C = 6

C = 2

Therefore the G.S, y = yCF + yP S = Ae3x + Bex 2

Exercise 2

y + 5y + 6y = 2x

Solve

Solution 2

y + 5y + 6y = 0

W A.E

m2 + 5m + 6 = 0

(m + 3)(m + 2) = 0

m1 = 3,

m2 = 2

f (x) = 2x

Therefore, yP S = Cx + D

yP S = C

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yP S = 0

Substitution,

yP S + 5yP S + 6yP S = 2x

0 + 5C + 6(Cx + D) = 2x

5C + 6D + 6Cx = 2x

Constant term :

5C + 6D

Coecient of x :

6Cx = 2x , thus C =

1

3

Then Find D,

5C + 6D = 0

5

D = 56 C = 56 ( 13 ) = 18

G.S

y = yCF + yP S

5

= Ae3x + Be2x + 31 x + ( 18

)

More Excercises...

1. y 2 y = sin(2x)

2. y + 5y 9y = cos(2x)

3. y + 8y + 17y = 2e3x

y(0) = 2

; y( 2 = 0)

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1.3

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Laplace Transform

Solution to D.E

L 1

Used to describe system behaviour

Used s-domain instead of frequency domain

In the case of Laplace Transform, initial value problems are often converted into

algebra problems (A process that can be shown in the above figure)

Given a function f (t) for t > 0, determine the Laplace Transform of f (t) as F (s)

where,

F (s) = L {f (t)} =

f (t) est dt

Note

X The only place where s appears is in the exponential

X The integral is a definite integral from 0 to

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I If f (t) = K, where K is a constant

Then,

F (s) = L {f (t)} =

K est dt

st

=[ Kes ]

0

= Ks

Now, what is the Laplace Transform of f (t) = 1 ?

I If f (t) = t

Then,

t est dt

st

st

1

=[ e s t ]

e

1 dt

0 + s

F (s) = L {f (t)} =

= 0

1

s L (1)

= 0

1

s2

1

s2

tn est dt

n est

n n1 st

=[ t s

]

e

dt

0 + s 0 t

F (s) = L {f (t)} =

= 0

n

n1 )

s L (t

n(n1)

L (tn2 )

s2

n(n1)(n2)

L (tn3 )

s3

n!

sn+1

Page 25

If f (t) = eat

F (s) = L {f (t)} =

=

eat est dt

e(as)t dt

=[

e(as)t

as ]0

1

as

1

sa

Suppose,

f (t) = ag(t) + bh(t)

applying Laplace Transform to f (t), yields

L {f (t)} = aL (g(t)) + bL (h(t))

so that

F (s) = aG(s) + bH(s)

To prove...

L {f (t)} =

(ag(t) + bh(t)) dt

= a 0 g(t) + b 0 h(t) dt

0

= a L g(t) + b L h(t)

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Tips

Laplace Transform.

Take the transform of individual function,

Then,

put any constant back in, add or subtract the result up.

Example 1

f (t) = 6e5t + e3t + 5t3 9

f (t) = eat

1

= sa

f (t)

F (s)

6e5t

1

6 s(5)

e3t

1

s3

5t3

n!

s1+n

3!

= 5 s1+3

9 1s

f (t) = 6e5t + e3t + 5t3 9

F (s) =

6

s+5

1

s3

30

s4

9

s

Example 2

g(t) = 4cos(4t) 9(4t) + 2cos(10t)

Step 1: Take the transform of individual function

Page 28

f (t)

F (s)

4cos(4t)

s

4 s2 +4

2

9sin(4t)

4

9 s2 +4

2

2cos(10t)

s

2 s2 +10

2

Zalani

g(t) = 4cos(4t) 9(4t) + 2cos(10t)

G(s) =

4s

s2 +16

36

s2 +16

2s

s2 +100

Example 3

g(t) = e3t + cos(6t) e3t cos(6t)

f (t)

F (s)

e3t

1

s3

cos(6t)

s

s2 +62

e3t cos(6t)

1

s

s3 s2 +62

Therefore,

G(s) =

1

s3

s

s2 +62

s

s3(s2 +62 )

Homework 1

Determine the Laplace Transform of the following equations.

1. 2sinh(t) 4

2. 4tsin(2t)

3. t cos(5t)

4. t3 3t + cos(4t)

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First Derivative

L {f (t)} = sF (s) f (0)

Second Derivative

L {f (t)} = s2 F (s) sf (0) f (0)

nth derivative...???

L {f n (t)} = sn F (s) sn1 f (0) sn2 f (0) sf (n2) (0) f (n1) (0)

Example 4

Find the solution of the initial value problem of...

y 4y = 1, where y(0) = 1

L [y 4y](t) = L [1](t)

L [y (t)] L [4y(t)] =

1

s

Y (s)(s 4) = y(0) +

Y (s)(s 4) = 1 +

1

s

1

s

1

s

(s 4)

Y (s) =

1

s4

1

s(s4)

In order to find the solution to the initial value problem, apply L to the Y (s)

i.e,

y(t) = L [Y (s)]

1

1

] + L [ s(s4)

= L [ s4

]

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1

L [ s4

] = e4t

1

] = 14 (e(0)t e4t ) = 14 (e4t 1)

L [ s(s4)

Note that,

1

(sa)(sb)

1

at

(ab) (e

ebt )

y(t) = e4t + 14 (e4t 1)

Example 5

Find the solution of the initial value problem of...

y + 4y = 1, where y(0) = 3

L [y (t)] + L [4y(t)] =

1

s

sY (s) + 3 + 4Y (s) =

(s + 4)Y (s) = 3 +

1

s

1

s

1

s

(s + 4)

1

+

Y (s) = 3 s+4

1

s(s+4)

3

1

y(t) = L [ s+4

] + L [ s(s+4)

]

3

1

y(t) = L [ s(4)

] + L [ (s0)(s(4))

]

y(t) = 3e4t +

1

(0)t

0(4) (e

y(t) = 3e4t +

1

4

e4t )

14 e4t

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12e4t e4t

4

y(t) =

4t

y(t) = 13e4

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1

4

1

4

Example 6

Example case for the equation with second derivative

y + 5y + 6y = 0

y(0) = 2

y (0) = 3

s2 Y (s) sy(0) y (0) + 5[sY (s) y(0)] + 6Y (s) = 0

s2 Y (s) 2s 3 + 5sY (s) 10 + 6Y (s) = 0

[s2 + 5s + 6]Y (s) 2s 13 = 0

Y (s) =

2s+13

s2 +5s+6

A

s+2

B

s+3

2s+13

(s+2)(s+3)

As+3A+Bs+2B

(s+2)(s+3)

2s+13

(s+2)(s+3)

(A + B)s + 3A + 2B = 2s + 13

A + B = 2 -Eq.1

3A + 2B = 13-Eq.2

3(2 B) + 2B = 13

3B + 2B = 13 6

B = 7

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A=9

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Y (s) =

2s+13

s2 +5s+6

9

s+2

7

s+3

9

7

y(t) = L [Y (s)] = L [ s+2

] + L [ s+3

]

1

1

= 9L [ s(2)

] 7L [ s(3)

]

= 9e2t 7e3t

More Excercises...

1. y + 4y = cos(t) ;

y(0) = 0

2. y 4y + 4y = cos(t) ;

3. y + 16y = 1 + t ;

y(0) = 1,

y(0) = 2,

y (0) = 1

y (0) = 1

Answer...

4 4t

1. y(t) = 17

e

+

2. y(t) =

22 2t

25 e

3. y(t) =

1

16

1

16 t

4

17 cos(t)

13 2t

5 te

1

17 sin(t)

3

25 cos(t)

33

16 cos(4t)

4

25 sin(t)

15

64 sin(4t)

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The laplace transforms are also useful in analysing systems of dierential equations. The

following example will illustrate a simple initial value problem for a 2 2 system.

Consider...

x 2x + 3y + 2y = 4 (a)

2y x + 3y = 0(b)

x(0) = x (0) = y(0) = 0

where

Answer

From (a),

s2 X(s) sx(0) x (0) 2[sX(s) x(0)] + 3[sY (s) y(0)] + 2Y (s) =

Substitute initial values,

s2 X(s) 2sX(s) + 3sY (s) + 2Y (s) =

4

s

(a)

From (b),

2[sY (s) y(0)] [sX(s) x(0)] + 3Y (s) = 0

Substitute initial values,

2sY (s) sX(s) + 3Y (s) = 0(b)

Solve Eq. (a) & (b) for X(s) and Y (s)

X(s) =

4s+6

s2 (s+2)(s1)

Y (s) =

2

s(s+2)(s1)

Yields...

X(s) =

Page 34

7 1

2 s

3 s12 +

1 1

6 s+2

10 1

3 s1

4

s

Y (s) = 1s +

1 1

3 s+2

Zalani

2 1

3 s1

x(t) = 72 3t + 16 e2t +

10 t

3 e

y(t) = 1 + 13 e2t + 32 et

The following RLC circuit can be solved using the Laplace Transform.

Applying Kirchos voltage law (KVL)

di

vi (t) = i(t)R + L dt

+

1

C

t

0

i(t)dt

Vi (s) = RI(s) + sLI(s) Li(0) +

=[R + sL +

1

sC ]I(s)

1

sC I(s)

Li(0)

Page 35

Zalani

Example 7

For the above figure, calculate current for each loop. Assume that both loop current and

the charges on the capacitor are initially zero.

Solution 7

Apply kirchos law to each loop.

Loop 1, Apply KVL

10 + 40i1 + 120(q1 q2 ) = 0

Loop 2, KVL also,

[120(q1 q2 )] + 60i2 + 120q2 = 0

60i2 + 120q2 = 120(q1 q2 )

Since i = q , we can write

q(t) =

t

0

i( )d + q(0)

Loop1,

40i + 120

0 [i1 ( )

40i + 120

Page 36

0 [i1 ( )

i2 ( )]d = 10

L99Eq1

Zalani

Loop2,

60i2 + 120

0 i2 ( )d

0 [i1 ( )

60i2 + 120

0 i2 ( )d

= 120

0 [i1 ( )

i2 ( )]d

L99Eq2

40I1 +

120

s I1

120

s I2

10

s

60I2 +

120

s I2

120

s I1

120

s I2

(s + 3)I1 3I2 =

1

4

L99Eq3

2I1 (s + 4)I2 = 0

L99Eq4

I1 (s) =

s+4

4(s+1)(s+6)

3 1

20 s+1

1 1

10 s+6

I2 (s) =

1

2(s+1)(s+6)

1 1

10 s+1

1 1

10 s+6

Finally solve for I1 (s) and I2 (s) using inverse Laplace Transform to get the currents i1 (t)

and i2 (t)

i1 (t) =

3 t

20 e

1

10 e 6t

i2 (t) =

1 t

10 e

1 6t

10 e

Page 37

1.4

Zalani

Power Series

f (x) =

Ci xi = C0 + C1 x + C2 x2 + C3 x3 +

i=0

Note 1: Power series open the door to the rapid calculation, manipulation and

interpretation of analytical expressions that are, otherwise dicult to deal with

Note 2: A standard series table can be used for problem solving as follows:

Example

Find the power series of the following equations:

1. e3x cos(2x) ,

2.

up to x3

1 + x e2x , up to x3

Page 38

3.

5+4x

(1+2x)(1x)

Zalani

up to x3

Solution - Example 1

e3x cos(2x) ,

up to x3

= ex = 1 + x +

x2

2!

x3

3

(3x)2

2!

= e3x = 1 + (3x) +

= 1 3x +

= cos(x) = 1

x2

2!

9x2

2

x4

4!

(2x)2

2

= cos(2x) = 1

9x3

2

(3x)3

3!

= 1 2x2 +

e3x cos(2x)

= (1 3x +

= 1 3x +

9x2

2

9x2

2

9x3

2 )(1

9x3

2

2x2 )

2x2 (1 3x)

= 1 3x + 92 x2 92 x3 2x2 + 6x3 +

= 1 3x +

94 2

2 x

129 3

2 x

Final solution,

e3x cos(2x) = 1 3x + 52 x2 + 32 x3 +

Solution - Example 2

Page 39

Zalani

More Exercises...

1. sin(x)ln(1 2x) , up to x4

2. cos(4x)ln(1 + 2x) , up to x4

3.

3+x

(2+x)(1+x)

4.

1+2x

13x

5.

1+x

12x

up to x3

up to x3

up to x3

Answer...

1. 2x2 2x3 73 x4 +

2. 2x 2x2

40 3

3 x

+ 12x4 +

74 x +

15 2

8 x

4. 1 + 4x +

23 2

2 x

+ 35x3 +

5. 1 + 32 x +

15 2

8 x

3.

3

2

31 3

16 x

51 3

16 x

Many D.Es cannot be solved explicitly in terms of finite combinations & simple

familiar functions

In such case, we use the method of power series, that is the solution of the form

y = f (x) =

Cn xn = C0 + C1 x + C2 x2 + C3 x3 +

n=0

The method is to substitute this expression into D.E & determine the values of the

coecients C0 , C1 , C2 , C3 , ...etc.

Page 40

Zalani

Example 4

y 2y = 0

Solution - Example 4

Assume that there is solution of the form

y=

Cn xn = C0 + C1 x + C2 x2 + C3 x3 + , Then,

n=0

nCn xn1

n=1

So,

y 2y = 0

nCn x

n1

n=1

Cn x n = 0

n=0

nCn x

n1

=2

n=1

n=0

(n + 1)Cn+1 x =

n=0

Cn x n

2Cn xn

n=0

Now by equating coecients of like terms, you obtain the recursion formula

(n + 1)Cn+1 = 2Cn ,

n0

Cn

Cn+1 = 2 n+1

,

C0

C1

C2

C3

C4

C0

21 C0

22 C0

2

23 C0

3!

24 C0

4!

C5

25 C0

5!

Using these values as the coecients for the solution series, we have

y=

2 n C0

n=0

n!

xn = C0

(2x)n

n=0

n!

=C0 e2x

Page 41

Zalani

Example 5

Use a power series to solve the D.E

y + xy + y = 0

Solution - Example 5

Assume that

Cn xn is a solution.

n=0

Therefore,

y=

Cn xn = C0 + C1 x + C2 x2 + C3 x3 +

n=0

Since the question consists of first and second derivative of y, the first derivative of y can

be derived as follows,

y =

n=1

whereas, for xy

xy = x[

n=1

= 0 + C1 x + 2C2 x2 + 3C3 x3 +

= 0C0 x0 + 1C1 x1 + 2C2 x2 + 3C3 x3 + W rearrange the Eq.

=

nCn xn

n=0

Second derivative of y

y =

n=2

Now, having determined the corresponding first and second order derivatives of y, do the

substitution to the original equation as follows,

y

xy

+y =

n(n 1)Cn x

n2

n=2

n=0

n=2

n=2

Page 42

nCn x +

Cn xn = 0

n=0

[nCn xn + Cn xn ] = 0

n=0

(n + 1)Cn xn = 0

n=0

n(n 1)Cn x

n2

n=2

Zalani

(n + 1)Cn xn = 0

n=0

left-hand sum, Therefore,

(n + 2)(n + 1)Cn+2 xn =

(n + 1)Cn xn = 0

n=0

n=0

(n + 2)(n + 1)Cn+2 = (n + 1)Cn

from which we obtain the recursive formula

Cn

Cn+2 = n+2

n0

Cn

Using the recursive formula of Cn+2 = n+2

put the values of n = 0, 1, 2, 3,

successively

Put n = 0,

Cn

C2 = n+2

= C20

Put n = 1,

C1

Cn

C3 = n+2

= 1+2

= C31

Put n = 2,

C2

Cn

C4 = n+2

= 2+2

=

C0

24

Put n = 3,

C3

Cn

C5 = n+2

= 3+2

=

1

3+2

Put n = 4,

C4

C0

Cn

1 C0

C6 = n+2

= 4+2

= 4+2

24 = 246

Put n = 5,

C5

Cn

C7 = n+2

= 5+2

=

C5

7

C1

3

C1

35

C1

= 357

C2k =

(1)k C0

2462k

C2k+1 =

(1)k C1

3572k+1

y = C0 (1

x2

2

x4

24

) + C1 (x

x3

3

x5

35

Page 43

= C0

Zalani

(1)k x2k+1

(1)k x2k

+ C1

2 4 6 2k

3 5 7 2k + 1

k=0

k=0

Homework

2. Solve also y 2xy + y = 0 using power series

Answer

1. C0

x2n

x2n+1

(1)

+ C1

(1)n

(2n)!

(2n + 1)!

n

n=2

2. C0 (1

n=0

1 2

2! x

3 7 (4n 5)

n=2

(2n)!

x2n ) + C1 (x +

n=1

end of chapter 1

Page 44

1 5 9 (4n 3)

(2n + 1)!

x2n+1 )

Chapter 2

2.1

Vector = is and ordered double (a,b) or triple (a,b,c) in which a,b and c are real

numbers.

The Norm (Magnitude) of a vector (a, b,c) { 3-D space } is defined by,

(a, b, c) =

a2 + b2 + c2

Example 1

45

Zalani

P = (1, 4, 1) = (1)2 + 42 + 12 = 18

vector addition and scalar multiplication defined that closed under both operations.

In addition satisfies the following axioms:

Note: symbol F refers to scalar Field, while V is for vector Space

( + )x = x + x,

(x) = ()x

x + y = y + x for all x, y V

x + (y + z) = (x + y) + z for all x, y, z V

(x + y) = x + y

x + y V

i.e. you cant leave V using vector addition and scalar multiplication. Also when we

write for , F and x V

( + )x

the + is in the field, whereas when we write x + y for x, y V , the + is in the vector

space.

Similarly, the product of real number, with a vector P in 3-D space is defined by

P = (a, b, c)

Page 46

Zalani

Example 2

Answer 2

3(2, 5, 1) = (6, 15, 3).

P + Q = (a1 + a2 , b1 + b2 , c1 + c2 )

Example 3

Answer 3

(4, , 2) + (16, 1, 5) = (12, + 1, 3)

Note: substraction of those vectors is also the same, i.e. - sign replaces the + sign.

Example 4

are the unit vector to the direction of x and y respectively.

F = 2i j

G =ij

Page 47

Answer 4

(b) F G = (2i j) (i j) = 2i i j + j = 3i

Page 48

Zalani

Zalani

Homework

Compute F + G , F G , F , G ,2 F , and 3 G

(a) F = 2i 3j + 5k

G = 2i + 6j 5k

Answer

F + G = (2 + 2)i + 3j

F G = (2 2)i 9j + 10k

F = 4 + 9 + 25 = 38

G = 4 + 36 + 25 = 63

2 F = 4i 6j + 10k

3 G = 3 2i + 18j 15k

F G = a1 a2 + b1 b2 + c1 c2

where

F = a1 i + b1 j + c1 k

G = a2 i + b2 j + c2 k

Example 5

Answer 5

( 3i + 4j k) (2i + 6j + 3k)

= 2 3 + 24 3

Page 49

Zalani

F G=GF

(F + G) H = F H + G H

( F G ) = ( F ) G = F ( G )

F F = F |2

F F = 0 if and only if F = 0

Homework

In each of the problems through 1 to 3 , compute the dot product of the vectors and the

1. i ,

2i 3j + k

2. 4i 2j + 3k

3. i 3k

6i 2j k

2j + 6k

Note:

cos() =

Answer

1. F G = 2

cos() =

2

14

2. F G = 23

cos() =

23

29 41

3. F G = 18

cos() =

Page 50

10

29 40

9

= 10

F G

F G

Zalani

where

F = a1 i + b1 j + c1 k

F = a2 i + b2 j + c2 k

Example 6

Answer 6

i j k

F G = 1 2 3

2 1 4

2 3

=

i = (8 + 3)i

1 4

1 3

+

j = (6 4)j

2 4

1 2

+

k = (1 + 4)k

2 1

F G = 11i + 2j + 5k

Properties of the cross product

F G = G F

Page 51

Zalani

if F and G are not zero vector, then F G = 0 if and only if F and G are

parallel

F (G + H) = F G + F H

( F G ) = ( F ) G = F ( G )

Example 7

A parallelogram has the sides extending from (0,1,-2) to (1,2,2) and from (0,1,-2) to

(1,4,1). Find the area of the parallelogram.

Answer 7

F = (1, 2, 2) (0, 1, 2) = i + j + 4k

G = (1, 4, 1) (0, 1, 2) = i + 3j + 3k

Calculate

i j k

F G = 1 1 4

1 3 3

= 9i + j + 2k

Page 52

Zalani

Homework

Compute F G then use the dot product to compute the cosine of the angle between

F and G and use this to determine sin(). Then calculate F G sin() and verify

1. F = 3i + 6j + k ,

G = i 2j + k

2. F = 2i 3j + 4k ,

G = 3i + 2j

3. F = 5i + 3j + 4k ,

G = 20i + 6k

Answer

Compare results with your friends...

2.2

x1 2x2 x3 + 4x4 = 0

3x1 4x2 + 2x3 6x4 = 0

x1 3x2 2x3 + x4 = 0

1

2

1

4

A = 3 4 2 6

1 3 2 1

Matrix addition

A + B = [aij + bij ]

where A = [aij ] and B = [bij ]

Page 53

Zalani

A = [aij ], where A = [aij ], and is a scalar.

Multiplication of Matrices

AB = [ai1 b1j + ai2 b2j + + airbrj ] =

aik bkj

k=1

or

= Elements of AB = [rows of A][Column j of B]

Hence the number of columns of A must equal the number of rows of B for AB to be

defined.

Example 1

1 3

Given A =

, and

2 5

1 1 3

B=

.

2 1 4

Find AB

Answer 1

AB =

=

=

2 5

2 1 4

2(1) + 5(2) 2(1) + 5(1) 2(3) + 5(4)

12 7 26

Given a system as follows:

2x1 x2 + 3x3 + x4 = 1

x1 + 3x2

2x4 = 0

From which we

2 1

A=

3

1

4 1

Page 54

3 1

0 2

2 9

and

Zalani

x1

x2

x=

x3

x4

Then,

B=

0

3

and

x1

2

1

3

1

x2

Ax =

3 0 2

1

= 0 ,

x3

3

4 1 2 9

x4

Ax = B

Reduced Row Echelon Matrix

A matrix is reduced in Reduced Row Echelon Form (RREF) provided that the

following conditions (Rules) are satisfied.

2. If any row has its leading entry in column j then all other elements of column j are

zero.

3. If row i is a non-zero row and row k is a zero row, then i < k. (means all non-zero

row appears above zero row)

4. If the leading entry of row r1 is in column c1 and leading entry of row r2 is in

column c2 and if r1 < r2 , then c1 < c2

Page 55

Example 2

Some examples of RREF,

1 0 3

0 1 5

0 0 5

1 0 7

0 1 3

The

0 0

0 0

0 1

1 0 0

0 0 1

0 1 2

0 5

1 3

0 1

0 0

1 0 2 4

0 1 0 1

0 0 0 0

Page 56

Zalani

Zalani

Example 3

Convert the matrix below to RREF

1

2

1

A=

2 3 1

3

5 0

Answer 3

I Multiply row 1 by 2 and add to row 2:

A(2, :) = 2 A(1, :) + A(2, :)

1

2

1

3

5

0

1

2

1

= 0 1 3

3 5 0

A(3, :) = 3 A(1, :) + A(3, :)

1

1 2

=

3

0 1

0 1 3

A(3, :) = 1 A(2, :) + A(3, :)

1 2 1

=

0 1 3

0 0 0

Page 57

Zalani

A(1, :) = 2 A(2, :) + A(1, :)

1 0 5

=

0 1 3

0 0 0

Homework

Reduce B to BR

0 0 0 0

0 0 2 0

B=

0 1 0 1

0 4 3 4

Answer ...

0

BR =

1 0 1 0

0 1 0 0

0 0 0 1

0 0 0 0

homogeneous systems Ax = 0 and AR x = 0 have the same solutions. This can be

explained by following the below example.

Example 4

Solution of homogeneous systems of linear equations

x1 3x2 + 2x3 = 0

2x1 + x2 3x3 = 0

2 + equation

1 2

equation

5x2 + x3 = 0

x2 = 15 x3

3 in equation

1

substitute

Page 58

Zalani

x1 3( 15 x3 ) + 2x3 = 0

x1 = 75 x3

x1 = 75

x2 = 15

x3 =

In this case, we can also use matrix (RREF) to solve this equation as follows.

x1

1 3 2

A=

x=

,

x2

2 1 3

xx3

Now, reduce A we find that

7

1 0 5

AR =

0 1 15

The system AR x = 0 is exactly the same.

x1 + 75 x3 = 0

x2 15 x3 = 0

Example 5

Solve the system.

x1 3x2 + x3 7x4 + 4x5 = 0

x1 + 2x2 3x3

x2 4x3 +

=0

x5 = 0

Answer 5

This is the system Ax = 0 with

Page 59

Zalani

7 4

3 0 0

4 0 1

13

0 35

16

16

20

0 28

16

16

9

7

16

1 16

1 3

A=

1 2

0 1

1 0

AR =

0 1

0 0

The systems Ax = 0 and AR x = 0 have the same solutions. But the equations of the

reduced system, AR x = 0 are

x1

35

16 x4

13

16 x5

=0

x2 +

28

16 x4

20

16 x5

=0

x3 +

7

16 x4

9

16

=0

x1 =

35

16

13

16

x2 = 28

16 +

20

16

7

x3 = 16

+

9

16

Therefore,

35

16

28

x=

16 +

7

16

+

13

16

20

16

9

16

Matrix Inverses

Let A be an n m matrix. Then B is an inverse of A if

AB = BA = I

where I is called an Identity matrix.

Page 60

Zalani

Example 6

This example proves that AB = BA = I

1

4

1

4

2 1 7 7 7 7 2 1

= I?

1

1

2

2

7

7

1 4

1 4

7

7

4

4

1

1

2

1

4

1

2( 7 ) + 1( 7 ) 2( 7 ) + 1( 7 ) 2( 7 ) + 1( 7 ) 1( 7 ) + 4( 7 ) 1 0

=

=

0 1

1( 47 ) + 4( 71 ) 1( 17 ) + 4( 27 )

2( 17 ) + 1( 27 ) 1( 17 ) + 4( 27 )

2. In is non-singular1 and

In1 = In

3. If A and B are non-singular n n matrices, then AB is non-singular and,

(AB)1 = B 1 A1

4. If A is non-singular, so is A1 and

(A1 )1

5. If A is non-singular, so is At and

(At )1 = (A1 )t

6. If A and B are n n and either is singular, then AB and BA are both singular.

A = AR or A1 A = In

If AR = In then = A1 , if AR = In , then A has no inverse.

can be found by adjoining In to the left of A to form an n 2n matrix

[In |A]

1

A square matrix is said to be non-singular if it has an inverse. If it has no inverse, the matrix is called

singular.

Page 61

Zalani

Example 7

5 1

A=

. Determine whether A is non-singular or singular?

6 8

Answer 7

Here we want to find that is an inverse matrix of A, i.e = A1 . It can simply be

done by adjoining In to the left of A to form an n 2n matrix as follows:

5 1

1 0

[I2 |A] =

0 1

6 8

Reduce A

[I2 |A]

1

5

1

5

5

5

(Row 1) 99K

5

46 (Row

1

5 (Row

5

2) 99K

6

46

1

5

65

15

46

5

1 51

0 1

0

5

46

15

8

46

2) + (Row 1) 99K

6

46

1

46 0

5

46

1 0

0 1

8 1

1

A1 = 46

6 5

Example 8

3 21

Do the similar way as in Example 7 for A =

4 28

Answer 8

Page 62

Zalani

More Exercises

Find the inverse of the matrix or show that the matrix is singular.

1 2

1 2

1. A =

Answer A = 15

2 1

2 1

2 2

5 2

1

2. A =

Answer A = 12

1 5

1 2

3 2

6 2

1

3. A =

Answer A = 12

3 3

3 6

3

4

1

A=

1 2 0

1 1 3

4.

6

11

2

1

Answer A = 31 3 10 1

1 7 10

Determinant

The determinant is associated with a square matrix and is denoted by

det(A) = |A|

Let

a

a

11 12

A=

,

a21 a22

Determinant Theorem

1. If A has zero row, then |A| = 0

2. Let B formed from A by multiplying row k by a scalar . Then,

|B| = |A|

3. Let B formed from A by interchanging two rows, then

|A| = |B|

Page 63

proof

a

a

11 12

A=

a21 a22

|A| = a11 a22 a12 a21

Zalani

a

a

21 22

B=

a11 a12

|B| = a21 a12 a22 a11

Co-factor expansion of Row or Column:

n

|A| =

(1)1+j aij Mij

j=1

n

|A| =

(1)1+i aij Mij

i=1

Example 9

Co-factor expansion

6 3

Let A =

12 5

2

4

by row.

3 3 Matrix, n = 3

|A| =

j=1

Therefore,

12 5

12 9

5 9

|A| = (1)1+1 (6)

+ (1)1+3 (7)

+ (1)1+2 (3)

4

2

2 6

4 6

= 6(30 + 36) 3(72 + 18) + 7(48 + 10)

= 172

Page 64

Zalani

|A| =

j=1

3

6 7

6 3

7

|A| = (1)3+1 (2)

+ (1)3+2 (4)

+ (1)3+3 (6)

5 9

12 9

12 5

= 2(27 + 35) 4(54 84) 6(30 36)

= 172

Example 10

Co-factor expansion

6 3

Let A =

12 5

2

4

by column.

3 3 Matrix, n = 3

|A| =

i=1

5 9

3 7

3

7

|A| = (1)1+1 (6)

+ (1)1+2 (12)

+ (1)1+3 (2)

6

4

4 6

5 9

= 6(30 + 36) 12(18 28) + 2(27 + 35)

= 172

Similarly if we expand by column 2 we get,

|A| =

i=1

6 7

6 7

12 9

|A| = (1)1+2 (3)

+ (1)3+2 (4)

+ (1)2+2 (5)

12 9

2 6

2 6

= 3(72 + 18) 5(36 14) + 4(54 84)

= 172

There is a simple trick on how you can solve for the above problems...how?

Page 65

Zalani

Homework

Use co-factor expansion to evaluate the determinant of the matrix

4 2 8

1. A =

Answer 32

1

0

1

1 3 0

7 3 1

2. A =

Answer 3

1 2 4

3 1 0

1

6

5 0

7

2 1 3

3. A =

Answer 773

4

5

8

1 1 6

2

Cramers Rule

and non-singular.

In this case the system has a unique solution x = A1 B where x can be calculated

by computing A1 and then A1 B

Let A be a non-singular n n matrix of numbers. Then the unique solution of Ax = B

is,

x1

x

2

x3 , where

.

..

xn

Page 66

xk =

1

|A| |A(k; B)|

Zalani

Example 11

Solve the system

x1 3x2 4x3 = 1

x1 + x2 3x3 = 14

x2 3x3 = 5

Solution 11

The matrix

A=

1

of coecient is

3 4

1 3

1 3

B=

14

5

Since column 1 has zero, select column 1,

we expand by column 1

|A| =

i=1

1 3

3 4

1+1

1+2

= (1) (1)

+ (1) (1)

1 3

1 3

= [3 (3)] + (1)(1)[+9 + (4)]

= 13

x1 =

1

|A| |A(1; B)|

Page 67

1 3 4

1

= 13 14 1 3

5

1 3

}

{

1 3

3 4

3 4

1

= 13 (1)2 (1)

+ (1)3 (14)

+ (1)4 (5)

1 3

1 3

1 3

{

}

=

1

13

0 + 14(9 + 4) + 5(9 + 4)

= 117

13

= 9

x2 =

1

|A| |A(2; B)|

1

1 4

1

= 13

1 14 3

0

5 3

}

{

14 3

1 4

1

(1)2 (1)

= 13

+ (1)3 (1)

5

3

5

3

{

}

=

1

13

1

13 (10)

x3 =

1

|A| |A(3; B)|

1 3 1

1

= 13 1 1 14

0

1

5

}

{

3 1

1 14

1

3

2

= 13 (1) (1)

+ (1) (1)

1 5

1 5

Page 68

Zalani

Zalani

}

1(5 14) + (1)(15 1)

1

13

1

13 (9

16)

= 25

13

Homework

Find the solutions by Cramers Rule

1. 15x1 4x2 = 5

8x1 + x2 = 4

2.

x1 + 5x2 x3 = 5

2x1 + 6x2 + x3 = 4

3. x1 + x2 3x3 = 0

x2 4x3 = 0

x1 x2 x3 = 5

Solution

11

1. x1 = 47

,

2. x1 = 21 ,

3. x1 = 65 ,

x2 = 100

47

x2 = 19

22 ,

x2 = 10

13 ,

x3 =

2

11

x3 = 56

Page 69

2.3

Zalani

matrix i.e vector E such that,

AE = E

: Eigenvalue of A

E: Eigenvector

with the eigenvalue

A(E) = (AE) = (E) = (E)

This means that non-zero scalar multiplies of eigenvectors are again eigenvectors.

Example 1

2

3 2

Show that E = is an eigenvector of A =

corresponding to = 4

1

3 2

Solution

We need to proof that A has eigenvector of E and eigenvalue of . Therefore,

AE

= E

3 2 2 2

= 4

3 2

1

1

3(2) + 2(1)

4(1)

6 + 2 8

=

6 + 2

4

Page 70

Zalani

8 8

=

4

4

n n matrix A, the following steps can be used.

2. Subtract the identity matrix multiple from the matrix A

3. Find the determinant of the matrix that has been solved in step 1

4. Solve for the values of that satisfy the equation

det(A = I) = 0

5. Solve for the corresponding vector to each

Example 2

Find the eigenvalue and eigenvector of the matrix

7 3

A=

3 1

Solution

Step 1

1 0 0

I =

=

0 1

0

Step 2

3

7 3 0 7

A I =

3 1

0

3

1

Page 71

Zalani

Step 3

3

7

det(A I) = det

3

1

= (7 )(1 ) (3)(3)

= 7 7 + + 2 9

= 2 6 14

Step 4

2 6 14 = 0

( 8)( + 2) = 0

=8,

= 2

Eigenvalues of matrix A

Step 5

3

7

3

1

For = 8 the corresponding eigenvector is solved as follows:

Substitute to the above matrix

3 1 3

7 8

=

=B

3

1 8

3 9

Now we need to solve

Bx = 0

1

3

x1 0

=

3 9

x2

0

Page 72

x1

W Say, E = = x

x2

Zalani

Do row reduction,

3(Row 1) + Row 2 Row 2

0

0

1 3

1 3

3 9

0

0 0

0

Rearrange, and solve for x

1 3 x1 0

=

0

x2

0 0

x1 + 3x2 = 0

3x2 = x1

Let x2 = 1,

3(1) = x1

i.e,

x1 = 3,

x2 = 1

3

Therefore, eigenvector corresponding to eigenvalue of = 8

1

Check

7 3 3 3

= 8

3 1

1

1

24 24

=

8

8

3

7 (2)

9 3

=

=B

3

1 (2)

3 1

Page 73

Bx = 0

Zalani

x1

W Say, E = = x

x2

9 3 x1 0

=

0

x2

3 1

Do row reduction,

-3(Row 2) + Row 1 Row 1

0

0

9 3

0 0

3 1

0

3 1

0

Rearrange, and solve for x

0 0 x1 0

=

x2

0

3 1

3x1 + x2 = 0

x2 = 3x1

Pick a random values for x1

Let x1 = 1

x2 = 3

1

Eigenvector = corresponding to the eigenvalue 2

3

Example 3

Solve for eigenvalue and eigenvector for A

0 5 7

A=

2

7

7

1 1 4

Solution

Page 74

Zalani

Homework

Find the eigenvalue and eigenvector for each of the problem below.

6

6

1 3

2

2

;

1

1.

Answer

1

+

6

,

6

,

1

1

2 1

0

5 0

7

2.

Answer 5 , ; 2 ,

1

1 2

1

1

1

1 2

3.

Answer 12 (1 + 15i) ,

; 2 (1 15i) ,

1

1

2 0

4 (1 15i)

4 (1 + 15i

2

0

0

4.

1 0 2

0 0 3

Answer 0 ,

0

1

0

2 ,

2

1 ;

0

3 ,

0

2

3

Page 75

2.4

Zalani

Matrix Diagonalisation

d1 0

0 d2

..

.

0

Theorem of Diagonalisation

d1 0 0

..

.

0 d2

Let D = .

..

..

0

dn

0

..

..

dn

and

w1 0

0 w2

W =

..

.

..

0

..

.

wn

Then,

d1 w1

d 2 w2

0

1. DW = W D =

..

..

.

.

0

..

.

d n wn

3. D is non-singular if and only if each main diagonal element is non-zero

4. If each dj = 0, then

1

d1 0

0 d12

1

D =

..

..

.

.

0

..

1

dn

6. An eigenvector associated with dj is

Page 76

Zalani

0

.

..

1 with 1 in row j and all other elements are zero.

.

..

0

7. An n n matrix A is diagonalisable if there exit an n n matrix P such that

P 1 AP is a diagonal matrix. When such P exist, we say that P diagonalises A.

Example 1

Example of diagonal matrix.

7 0 0

0 5 0

W The matrix is denoted by diag(7,5,6)

0 0 6

Example 2

1

4

1

Let A =

. A has eigenvalues -1, 3 and corresponding eigenvectors and

0 3

0

1

, respectively.

1

Now, we can assume P as,

1 1

1 1

P =

and its inverse, P 1 =

0 1

0 0

Now compute

1

1

1

4

1

1

1

0

P 1 AP =

0 1

0 3

0 1

0 3

Page 77

1 1

1

1

Q=

, corresponding to eigenvectors and then we get

0 1

1

0

3 0

Q1 AQ =

0 1

Therefore matrix A is doagonalisable

Steps to find that whether a matrix is diagonalisable or not:

2. Form a matrix P , from the eigenvectors values

3. Compute P 1 AP

4. The matrix is diagonalisable if

x

0

0

1

x1 0

P AP =

or

0 x2 0 if 3 3

0 x2

0 0 x3

Homework

Find out whether the following matrices are diagonalisable

2 6

1.

0 1

1 1

2.

2 4

3 1

3.

4 2

1 1

4.

13 5

Page 78

Zalani

Zalani

Answer

2 0

1.

0 1

2 0

2.

0 3

2 0

3.

0 1

0 0

4.

1 0

Not diagonalisable

end of chapter 2

Page 79

Chapter 3

Dierential Equations

3.1

equation

linear equations) has the general form:

x1 = a11 x1 + a12 x2 + + a1n xn + g1

x2 = a21 x1 + a22 x2 + + a2n xn + g2

x3 = a31 x1 + a32 x2 + + a3n xn + g3

..

.

xn = an1 x1 + an2 x2 + + ann xn + gn

where the coecients aij and gi are arbitrary functions of t. If every term gi is constant

zero, then the system is said to be homogeneous. Otherwise, it is inhomogeneous if even

one of the gs is non-zero. The above system is most often given in a shorthand format

as a matrix-vector equation, in the form:

80

Zalani

x = Ax + g

or,

x

1 a11 a12

x a

2 21 a22

x3 = a31 a32

. .

..

.. ..

.

an1 an2

xn

..

.

a1n x1 g1

a2n

x2 g2

+

a3n

x3 g3

. .

..

. .

.

. .

ann

xn

gn

For a homogeneous system, g is the zero vector. Hence it has the form:

x = Ax

Note: Every n-th order linear equation is equivalent to a system of n first order linear

equations.

Example 1

Covert the following linear equation into a first order equations.

mu + u + ku = F (t)

Solution 1

This equation refers to a mechanical vibration equation that is second order. Therefore,

it can be converted into two first order systems of linear D.E as follows:

step 1: rearrange equation,

u +

mu

k

mu

k

u = m

u

mu

F (t)

m

F (t)

m

x1 = u

x2 = u = x1

u3 = u = x2

Page 81

Zalani

step 3: do substitution,

x1 = u = x2

k

x2 = u = m

x1

m x2

F (t)

m

Example 2

y 2y + 3y 4y = 0

Solution 2

x1 = x2

x2 = x3

x3 = 4x1 3x2 + 2x3

or can do substitution in reverse order which has the solution as,

x1 = 2x1 3x2 + 4x3

x2 = x1

x3 = x2

The processes shown in Example 1 and 2 can be easily generalised. Given an n-th order

linear equation

an y (n) + an1 y (n1) + an2 y (n2) + + a2 y + a1 y + a0 y = g(t)

Make the substitutions: x1 = y, x2 = y , x3 = y , , xn = y (n1) , and xn = y (n)

The first n 1 equations follow thusly. Lastly, substitute the xs into the original

equation to rewrite it into the n-th equation and obtain the system of the form:

x1 = x2

x2 = x3

x3 = x4

..

.

xn1 = xn

Page 82

xn = aan0 x1

a1

an x 2

an1

an xn +

Zalani

g(t)

an

Note: The reverse is also true. Given n n system of linear equations, it can be

rewritten into a single n-th order linear equation. (Meaning that, the result is not

unique and there are multiple ways to do this)

Exercise 1

1. Convert each linear equation into a system of first order equations.

a y 4y + 5y = 0

b y 5y + 9y = tcos(2t)

c y (4) + 3y y + 2y 6y = 11

2. Rewrite the system found in 1a. and 1b. into a matrix-vector equation.

3. Convert the third order linear equation below into a system of three first order

equation using (a)the usual substitution, and (b) using subtitutions in the reverse order:

x1 = y , x2 = y , x3 = y. Deduce the fact that there are multiple ways to rewrite each

n-th order linear equation into a linear system of n equations.

Answer - Exercise 1

1a. x1 = x2

x2 = 5x1 + 4x2

1b. x1 = x2

x2 = x3

x3 = 9x1 + 5x3 + tcos(2t)

1c. x1 = x2

x2 = x3

x3 = x4

Page 83

Zalani

0 1

2a. x =

x

5 4

0

0

1

0

2b. x =

0 0 1 x + 0

tcos(2t)

9 0 5

3a. x1 = x2

x2 = x3

x3 = 2x1 x2 6x3

3b. x1 = 6x1 x2 + 2x3

x2 = x1

x3 = x2

3.2

In previous section, the conversion of n-th order system into n first order system has

been discussed. The system can be arranged in matrix form as x=Ax+g so that the

solution of the system can be found by using the matrix method. In this case, it is much

easier to start with a 2 2 systems of homogeneous dierential equation equation with

g = 0.

Consider a system of 2 simultaneous first order linear equation as follows:

x1 = ax1 + bx2

x2 = cx1 + dx2

or in shorthand, x=Ax, if A is already known from context.

We know that the above system is equivalent to a second order homogeneous linear

dierential equation. As a result we know that the general solution contains two linearly

independent parts. As well, the solution will be consisted of some type of exponential

Page 84

Zalani

vector of coecients (of x1 and x2 ). Substitute x and x = rkert into the equation

x=Ax, and we have:

rkert = Akert

Since ert is never zero, we can always divide both sides by ert and get:

[

]

rk=Ak

E = AE

We see that this new equation is exactly the relation that defines eigenvalues and

eigenvectors of the coecient matrix A. In other words, in order for a function x=kert

to satisfy our system of dierential equations, the number r must be an eigenvalue of A

and the vector k must be and eigenvector of A corresponding to r.

Just like the solution of a second order homogeneous linear equation, there are three

possibilities, depending on the number of distinct, and the type of eigenvalues, the

coecient matrix A has.

The possibilities are that A has:

II. Complex conjugate eigenvalues

III. A repeated eigenvalue

If the coecient matrix A has two distinct real eigenvalues r1 and r2 , and their

respective eigenvectors are k1 and k2 . Then the 2 2 system x=Ax has a general

solution

x = C1 k1 er1 t + C2 k2 er2 t

Page 85

Example

2

x =

4

3

x

3

Solution 3

step 1: find the eigenvalue and eigenvector for the coecient matrix A

Page 86

Zalani

Zalani

x = C1 k1 er1 t + C2 k2 er2 t

Page 87

Example 4

3 2

x =

x

2 2

Solution 4

Page 88

Zalani

1

x(0) =

1

Zalani

If the coecient matrix A has two distinct complex conjugate eigenvalues i. Also

suppose k=a+bi is an eigenvector (necessarilly has complex-valued entries) of the

eigenvalue i. Then the 2 2 system x=Ax has a real-valued general solution

x = C1 et (acos(t) bsin(t)) + C2 et (asin(t) + bcos(t))

Example 5

2 5

x =

x

1 2

Solution 5

step 1: find eigenvalues and eigenvectors for coecient matrix A

Page 89

x = C1 et (acos(t) bsin(t)) + C2 et (asin(t) + bcos(t))

Page 90

Zalani

Example 6

1 6

x =

x

3

5

Zalani

0

x(0) =

2

Solution 6

Page 91

Page 92

Zalani

Zalani

Suppose that the coecient matrix A has a repeated real eigenvalues r, there are two

sub-cases.

sub-case 1

If r has two linearly independent eigenvector k1 and k2 . Then the 2 2 system x=Ax

has a general solution

x = C1 k1 ert + C2 k2 ert

Note: For 2 2 matrices, this possibility only occurs when the coecient matrix A is a

scalar

1

k

0

0 k 0

for any constant k

=

,

1

0 k

Example

2

x =

0

0

x

2

Solution 7

note: In matrix diagonal rules, the main diagonal elements are the eigenvalues of matrix

A. There fore, the eigenvalue, r = 2 (repeated). Here, the are two sets of linearly

independent eigenvectors, which could be represented by any 2 nonzero vectors that are

not constant multiples of each other. For example,

1

0

k1 = , k2 = .

0

1

Therefore, a general solution is

1

0

x = C1 e2t + C2 e2t

0

1

Page 93

Zalani

sub-case 2

If r, as it usually does, only has one linearly independent eigenvector k. Then the 2 2

system x=Ax has a general solution

x = C1 kert + C2 (ktert + ert )

where the second vector is any solution of the nonhomogeneous linear system of

algebraic equations.

(A rI) = k

Example 8

1 4

x =

x ,

4 7

Solution 8

Page 94

2

x(0) =

1

Zalani

Page 95

Zalani

Exercise 2

1. Find the general solution of each system below

7

2

a. x =

x

5 10

3 6

b. x =

x

3 3

8 4

c. x =

x

1 4

3 2

d. x =

x

1 5

2. Solve the following initial value problem

1

1

4

a. x =

x(0) =

x ,

1 1

2

4 0

5

b. x =

x , x(3) =

0 4

2

1 4

0

x(1) =

c. x =

x ,

2 3

3

6 8

8

d. x =

x(0) =

x ,

2 6

0

6 3

1

e. x =

x , x(20) =

2 1

1

Answer - Exercise 2

7

1

1a. x = C1 e3t + C2 e5t

5

1

cos(3t) + sin(3t)

cos(3t) + sin(3t)

1b. x = C1

+ C2

cos(3t)

sin(3t)

Page 96

Zalani

[

]

2 6t

2 6t 1 6t

1c. x = C1 e + C2 te + e

1

1

0

cos(t) sin(t)

cos(t) + sin(t)

1d. x = C1 e4t

+ C2 e4t

cos(t)

sin(t)

4cos(t) 2sin(t)

2a. x = et

2cos(t) 4sin(t)

5e4t+12

2b. x =

2e4t+12

5t5

t+1

2e

2e

2c. x =

2e5t5 + et+1

4e2t

4e10t

2d. x =

2e2t + 2e10t

2e. x =

5e3t60 + 4e4t80

5e3t60

6e4t80

Page 97

3.3

Zalani

More readings V The related notes are uploaded in Lantera for you to study and do

some exercises related to this topic.

-end of chapter 3 -

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