ENGG2013

Unit 1 Overview
Jan, 2011.
Course info
Textbook: Advanced Engineering Mathematics 9
th
edition,
by Erwin Kreyszig.
Lecturer: Kenneth Shum
Office: SHB 736
Ext: 8478
Office hour: Mon, Tue 2:00~3:00
Tutor: Li Huadong, Lou Wei
Grading:
Bi-Weekly homework (12%)
Midterm (38%)
Final Exam (50%)
Before midterm: Linear algebra
After midterm: Differential equations

kshum 2 ENGG2013
Erwin O. Kreyszig (6/1/1922~12/12/2008)
Academic Honesty
Attention is drawn to University policy and
regulations on honesty in academic work, and
to the disciplinary guidelines and procedures
applicable to breaches of such policy and
regulations. Details may be found at
http://www.cuhk.edu.hk/policy/academichon
esty/
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System of Linear Equations
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Two variables, two equations
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
-3
-2
-1
0
1
2
3
4
5
6
7
x
y
System of Linear Equations
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Three variables, three equations
-2
-1.5
-1
-0.5
0
0.5
-2
-1
0
1
-8
-6
-4
-2
0
2
4
6
x
y
z
System of Linear Equations
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Multiple variables, multiple equations
How to solve?
Determinant
Area of parallelogram
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(a,b)
(c,d)
3x3 Determinant
Volume of parallelepiped
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(a,b,c)
(d,e,f)
(g,h,i)
Nutrition problem
Find a combination of food A, B, C and D in
order to satisfy the nutrition requirement
exactly.
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Food A Food B Food C Food D Requirement
Protein 9 8 3 3 5
Carbohydrate 15 11 1 4 5
Vitamin A 0.02 0.003 0.01 0.006 0.01
Vitamin C 0.01 0.01 0.005 0.05 0.01
How to solve it using linear algebra?
Electronic Circuit (Static)
Find the current through each resistor
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System of linear equations
Electronic Circuit (dynamic)
Find the current through each resistor
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System of differential equations
inductor
alternating
current
Spring-mass system
Before t=0, the two springs and three masses
are at rest on a frictionless surface.
A horizontal force cos(wt) is applied to A for
t>0.
What is the motion of C?
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A

B

C

Second-order differential equation
System Modeling
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Physical System
Mathematical
description
Physical Laws
+
Simplifying
assumptions
Reality
Theory
How to model a typhoon?
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Lots of partial differential equations are required.
Example: Simple Pendulum
L = length of rod
m = mass of the bob
= angle
g = gravitational
constant
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L
m

mg
mg sin

Example: Simple Pendulum
arc length = s = L
velocity = v = L d/dt
acceleration = a
= L d
2
/dt
2
Apply Newtons law
F=ma to the tangential
axis:
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L
m

mg
mg sin

What are the assumptions?
The bob is a point mass
Mass of the rod is zero
The rod does not stretch
No air friction
The motion occurs in a 2-D plane*
Atmosphere pressure is neglected
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* Foucault pendulum @ wiki
Further simplification
Small-angle assumption
When is small, (in radian) is very close to sin .

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simplifies to
Solutions are elliptic functions.
Solutions are sinusoidal functions.
Modeling the pendulum
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modeling
Continuous-time dynamical system
or
for small angle
Discrete-time dynamical system
Compound interest
r = interest rate per month
p(t) = money in your account
t = 0,1,2,3,4


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Time is discrete
Discrete-time dynamical system
Logistic population growth
n(t) = population in the t-th year
t = 0,1,2,3,4



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Increase in
population
Proportionality constant
0 0.2 0.4 0.6 0.8 1 1.2 1.4
-0.25
-0.2
-0.15
-0.1
-0.05
0
0.05
0.1
0.15
0.2
0.25
n
n
*
(
1
-
n
/
K
)
An example for K=1
Graph of n(1-n)
S
l
o
w

g
r
o
w
t
h

f
a
s
t

g
r
o
w
t
h

S
l
o
w

g
r
o
w
t
h

n
e
g
a
t
i
v
e

g
r
o
w
t
h

Sample population growth
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0 5 10 15 20
0
0.2
0.4
0.6
0.8
1
t
n
(
t
)
a=0.8, K=1
Monotonically increasing
Initialized at n(1) = 0.01
a=2, K=1
Oscillating
0 5 10 15 20 25 30 35 40 45 50
0
0.2
0.4
0.6
0.8
1
1.2
1.4
t
n
(
t
)
Sample population growth
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0 10 20 30 40 50
0
0.2
0.4
0.6
0.8
1
1.2
1.4
t
n
(
t
)
a=2.8, K=1
Chaotic
Initialized at n(1) = 0.01
Rough classification
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System
Static Dynamic
Continuous-
time
Discrete-time
Probabilistic
systems are
treated in
ENGG2040
Determinism
From wikipedia: if you knew all of
the variables and rules you could
work out what will happen in the
future.
There is nothing called randomness.
Even flipping a coin is deterministic.
We cannot predict the result of coin
flipping because we do not know the
initial condition precisely.


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