Skip to main content

Calculus III - 3-Dimensional Space: Equations of Lines

In this section we need to take a look at the equation of a line in  R 3 R 3 . As we saw in the previous section the equation  y = m x + b y = m x + b  does not describe a line in  R 3 R 3 , instead it describes a plane. This doesn’t mean however that we can’t write down an equation for a line in 3-D space. We’re just going to need a new way of writing down the equation of a curve. So, before we get into the equations of lines we first need to briefly look at vector functions. We’re going to take a more in depth look at vector functions later. At this point all that we need to worry about is notational issues and how they can be used to give the equation of a curve. The best way to get an idea of what a vector function is and what its graph looks like is to look at an example. So, consider the following vector function. → r ( t ) = ⟨ t , 1 ⟩ r → ( t ) = ⟨ t , 1 ⟩ A vector function is a function that takes one or more variables, one in this case, and returns a...

Differential Equations - Higher Order: Variation of Parameters - ii


So, we’ve got n equations, but notice that just like we got when we did this for 2nd order differential equations the unknowns in the system are not u1(t),u2(t),,un(t) but instead they are the derivatives, u1(t),u2(t),,un(t). This isn’t a major problem however. Provided we can solve this system we can then just integrate the solutions to get the functions that we’re after.
Also, recall that the y1(t),y2(t),,yn(t) are assumed to be known functions and so they along with their derivatives (which appear in the system) are all known quantities in the system.
Now, we need to think about how to solve this system. If there aren’t too many equations we can just solve it directly if we want to. However, for large n (and it won’t take much to get large here) that could be quite tedious and prone to error and it won’t work at all for general n as we have here.
The best solution method to use at this point is then Cramer’s Rule. We’ve used Cramer’s Rule several times in this course, but the best reference for our purposes here is when we used it when we first defined Fundamental Sets of Solutions back in the 2nd order material.
Upon using Cramer’s Rule to solve the system the resulting solution for each ui will be a quotient of two determinants of nn matrices. The denominator of each solution will be the determinant of the matrix of the known coefficients,
|y1y2yny1y2yny1(n1)y2(n1)yn(n1)|=W(y1,y2,yn)(t)
This however, is just the Wronskian of y1(t),y2(t),,yn(t) as noted above and because we have assumed that these form a fundamental set of solutions we also know that the Wronskian will not be zero. This in turn tells us that the system above is in fact solvable and all of the assumptions we apparently made out of the blue above did in fact work.
The numerators of the solution for ui will be the determinant of the matrix of coefficients with the ith column replaced with the column (0,0,0,,0,g(t)). For example, the numerator for the first one, u1 is,
|0y2yn0y2yng(t)y2(n1)yn(n1)|
Now, by a nice property of determinants if we factor something out of one of the columns of a matrix then the determinant of the resulting matrix will be the factor times the determinant of new matrix. In other words, if we factor g(t) out of this matrix we arrive at,
|0y2yn0y2yng(t)y2(n1)yn(n1)|=g(t)|0y2yn0y2yn1y2(n1)yn(n1)|
We did this only for the first one, but we could just as easily done this with any of the n solutions. So, let Wi represent the determinant we get by replacing the ith column of the Wronskian with the column (0,0,0,,0,1) and the solution to the system can then be written as,
u1=g(t)W1(t)W(t),u2=g(t)W2(t)W(t),,un=g(t)Wn(t)W(t)
Wow! That was a lot of effort to generate and solve the system but we’re almost there. With the solution to the system in hand we can now integrate each of these terms to determine just what the unknown functions, u1(t),u2(t),,un(t)we’ve after all along are.
u1=g(t)W1(t)W(t)dt,u2=g(t)W2(t)W(t)dt,,un=g(t)Wn(t)W(t)dt
Finally, a particular solution to (1) is then given by,
Y(t)=y1(t)g(t)W1(t)W(t)dt+y2(t)g(t)W2(t)W(t)dt++yn(t)g(t)Wn(t)W(t)dt
We should also note that in the derivation process here we assumed that the coefficient of the y(n) term was a one and that has been factored into the formula above. If the coefficient of this term is not one then we’ll need to make sure and divide it out before trying to use this formula.

Before we work an example here we really should note that while we can write this formula down actually computing these integrals may be all but impossible to do.
Okay let’s take a look at a quick example.


Example 1 Solve the following differential equation.y(3)2y21y18y=3+4et

The characteristic equation is,
r32r221r18=(r+3)(r+1)(r6)=0r1=3,r2=1,r3=6So, we have three real distinct roots here and so the complimentary solution is,
yc(t)=c1e3t+c2et+c3e6tOkay, we’ve now got several determinants to compute. We’ll leave it to you to verify the following determinant computations.
W=|e3tete6t3e3tet6e6t9e3tet36e6t|=126e2tW1=|0ete6t0et6e6t1et36e6t|=7e5tW2=|e3t0e6t3e3t06e6t9e3t136e6t|=9e3tW3=|e3tet03e3tet09e3tet1|=2e4tNow, given that g(t)=3+4et we can compute each of the ui. Here are those integrals.
u1=(3+4et)(7e5t)126e2tdt=1183e3t+4e2tdt=118(e3t+2e2t)u2=(3+4et)(9e3t)126e2tdt=1143et+4dt=114(3et+4t)u3=(3+4et)(2e4t)126e2tdt=1633e6t+4e7tdt=163(12e6t47e7t)Note that we didn’t include the constants of integration in each of these because including them would just have introduced a term that would get absorbed into the complementary solution just as we saw when we were dealing with 2nd order differential equations.
Finally, a particular solution for this differential equation is then,
YP=u1y1+u2y2+u3y3=118(e3t+2e2t)e3t114(3et+4t)et+163(12e6t47e7t)e6t=16+549et27tetThe general solution is then,
y(t)=c1e3t+c2et+c3e6t16+549et27tet


We’re only going to do a single example in this section to illustrate the process more than anything so with that we’ll close out this section.

Comments

Popular posts from this blog

Digital Signal Processing - Basic Continuous Time Signals

To test a system, generally, standard or basic signals are used. These signals are the basic building blocks for many complex signals. Hence, they play a very important role in the study of signals and systems. Unit Impulse or Delta Function A signal, which satisfies the condition,   δ ( t ) = lim ϵ → ∞ x ( t ) δ ( t ) = lim ϵ → ∞ x ( t )   is known as unit impulse signal. This signal tends to infinity when t = 0 and tends to zero when t ≠ 0 such that the area under its curve is always equals to one. The delta function has zero amplitude everywhere except at t = 0. Properties of Unit Impulse Signal δ(t) is an even signal. δ(t) is an example of neither energy nor power (NENP) signal. Area of unit impulse signal can be written as; A = ∫ ∞ − ∞ δ ( t ) d t = ∫ ∞ − ∞ lim ϵ → 0 x ( t ) d t = lim ϵ → 0 ∫ ∞ − ∞ [ x ( t ) d t ] = 1 Weight or strength of the signal can be written as; y ( t ) = A δ ( t ) y ( t ) = A δ ( t ) Area of the weighted impulse s...

Differential Equations - First Order: Bernoulli

In this section we are going to take a look at differential equations in the form, y ′ + p ( x ) y = q ( x ) y n y ′ + p ( x ) y = q ( x ) y n where  p ( x ) p ( x )  and  q ( x ) q ( x )  are continuous functions on the interval we’re working on and  n n  is a real number. Differential equations in this form are called  Bernoulli Equations . First notice that if  n = 0 n = 0  or  n = 1 n = 1  then the equation is linear and we already know how to solve it in these cases. Therefore, in this section we’re going to be looking at solutions for values of  n n  other than these two. In order to solve these we’ll first divide the differential equation by  y n y n  to get, y − n y ′ + p ( x ) y 1 − n = q ( x ) y − n y ′ + p ( x ) y 1 − n = q ( x ) We are now going to use the substitution  v = y 1 − n v = y 1 − n  to convert this into a differential equation in terms of  v v . As we’ll see th...

Differential Equations - Systems: Solutions

Now that we’ve got some of the basics out of the way for systems of differential equations it’s time to start thinking about how to solve a system of differential equations. We will start with the homogeneous system written in matrix form, → x ′ = A → x (1) (1) x → ′ = A x → where,  A A  is an  n × n n × n  matrix and  → x x →  is a vector whose components are the unknown functions in the system. Now, if we start with  n = 1 n = 1 then the system reduces to a fairly simple linear (or separable) first order differential equation. x ′ = a x x ′ = a x and this has the following solution, x ( t ) = c e a t x ( t ) = c e a t So, let’s use this as a guide and for a general  n n  let’s see if → x ( t ) = → η e r t (2) (2) x → ( t ) = η → e r t will be a solution. Note that the only real difference here is that we let the constant in front of the exponential be a vector. All we need to do then is plug this into the d...

Calculus III - 3-Dimensional Space: Equations of Lines

In this section we need to take a look at the equation of a line in  R 3 R 3 . As we saw in the previous section the equation  y = m x + b y = m x + b  does not describe a line in  R 3 R 3 , instead it describes a plane. This doesn’t mean however that we can’t write down an equation for a line in 3-D space. We’re just going to need a new way of writing down the equation of a curve. So, before we get into the equations of lines we first need to briefly look at vector functions. We’re going to take a more in depth look at vector functions later. At this point all that we need to worry about is notational issues and how they can be used to give the equation of a curve. The best way to get an idea of what a vector function is and what its graph looks like is to look at an example. So, consider the following vector function. → r ( t ) = ⟨ t , 1 ⟩ r → ( t ) = ⟨ t , 1 ⟩ A vector function is a function that takes one or more variables, one in this case, and returns a...

Differential Equations - First Order: Modeling - i

We now move into one of the main applications of differential equations both in this class and in general. Modeling is the process of writing a differential equation to describe a physical situation. Almost all of the differential equations that you will use in your job (for the engineers out there in the audience) are there because somebody, at some time, modeled a situation to come up with the differential equation that you are using. This section is not intended to completely teach you how to go about modeling all physical situations. A whole course could be devoted to the subject of modeling and still not cover everything! This section is designed to introduce you to the process of modeling and show you what is involved in modeling. We will look at three different situations in this section : Mixing Problems, Population Problems, and Falling Objects. In all of these situations we will be forced to make assumptions that do not accurately depict reality in most cases, but wi...

Digital Signal Processing - Miscellaneous Signals

There are other signals, which are a result of operation performed on them. Some common type of signals are discussed below. Conjugate Signals Signals, which satisfies the condition  x ( t ) = x ∗ ( − t ) are called conjugate signals. Let  x ( t ) = a ( t ) + j b ( t ) So,  x ( − t ) = a ( − t ) + j b ( − t ) And  x ∗ ( − t ) = a ( − t ) − j b ( − t ) By Condition,  x ( t ) = x ∗ ( − t ) If we compare both the derived equations 1 and 2, we can see that the real part is even, whereas the imaginary part is odd. This is the condition for a signal to be a conjugate type. Conjugate Anti-Symmetric Signals Signals, which satisfy the condition  x ( t ) = − x ∗ ( − t ) are called conjugate anti-symmetric signal Let  x ( t ) = a ( t ) + j b ( t ) So  x ( − t ) = a ( − t ) + j b ( − t ) And  x ∗ ( − t ) = a ( − t ) − j b ( − t ) − x ∗ ( − t ) = − a ( − t ) + j b ( − t ) By Condition  x ( t ) = − x ∗ ( − t ) ...

Differential Equations - Systems: Repeated Eigenvalues - i

This is the final case that we need to take a look at. In this section we are going to look at solutions to the system, → x ′ = A → x x → ′ = A x → where the eigenvalues are repeated eigenvalues. Since we are going to be working with systems in which  A A  is a  2 × 2 2 × 2  matrix we will make that assumption from the start. So, the system will have a double eigenvalue,  λ λ . This presents us with a problem. We want two linearly independent solutions so that we can form a general solution. However, with a double eigenvalue we will have only one, → x 1 = → η e λ t x → 1 = η → e λ t So, we need to come up with a second solution. Recall that when we looked at the double root case with the second order differential equations we ran into a similar problem. In that section we simply added a  t t  to the solution and were able to get a second solution. Let’s see if the same thing will work in this case as well. We’ll see if → x = t e...

Differential Equations - Systems: Repeated Eigenvalues - ii

Example 3  Solve the following IVP. → x ′ = ( − 1 3 2 − 1 6 − 2 ) → x → x ( 2 ) = ( 1 0 ) x → ′ = ( − 1 3 2 − 1 6 − 2 ) x → x → ( 2 ) = ( 1 0 ) First the eigenvalue for the system. det ( A − λ I ) = ∣ ∣ ∣ ∣ − 1 − λ 3 2 − 1 6 − 2 − λ ∣ ∣ ∣ ∣ = λ 2 + 3 λ + 9 4 = ( λ + 3 2 ) 2 ⇒ λ 1 , 2 = − 3 2 det ( A − λ I ) = | − 1 − λ 3 2 − 1 6 − 2 − λ | = λ 2 + 3 λ + 9 4 = ( λ + 3 2 ) 2 ⇒ λ 1 , 2 = − 3 2 Now let’s get the eigenvector. ( 1 2 3 2 − 1 6 − 1 2 ) ( η 1 η 2 ) = ( 0 0 ) ⇒ 1 2 η 1 + 3 2 η 2 = 0 η 1 = − 3 η 2 ( 1 2 3 2 − 1 6 − 1 2 ) ( η 1 η 2 ) = ( 0 0 ) ⇒ 1 2 η 1 + 3 2 η 2 = 0 η 1 = − 3 η 2 → η = ( − 3 η 2 η 2 ) η 2 ≠ 0 → η ( 1 ) = ( − 3 1 ) η 2 = 1 η → = ( − 3 η 2 η 2 ) η 2 ≠ 0 η → ( 1 ) = ( − 3 1 ) η 2 = 1 Now find  → ρ ρ → , ( 1 2 3 2 − 1 6 − 1 2 ) ( ρ 1 ρ 2 ) = ( − 3 1 ) ⇒ 1 2 ρ 1 + 3 2 ρ 2 = − 3 ρ 1 = − 6 − 3 ρ 2 ( 1 2 3 2 − 1 6 − 1 2 ) ( ρ 1 ρ 2 ) = ( − 3 1 ) ⇒ 1 2 ρ 1 + 3 2 ρ 2 = − 3 ρ 1 = − 6 − 3 ρ 2 → ρ = ( − 6 − 3 ρ 2 ρ 2 ) ⇒ → ρ = ( − 6 0 ) if  ρ 2 = 0 ρ → ...

Differential Equations - Second Order: Repeated Roots

In this section we will be looking at the last case for the constant coefficient, linear, homogeneous second order differential equations. In this case we want solutions to a y ′′ + b y ′ + c y = 0 a y ″ + b y ′ + c y = 0 where solutions to the characteristic equation a r 2 + b r + c = 0 a r 2 + b r + c = 0 are double roots  r 1 = r 2 = r r 1 = r 2 = r . This leads to a problem however. Recall that the solutions are y 1 ( t ) = e r 1 t = e r t y 2 ( t ) = e r 2 t = e r t y 1 ( t ) = e r 1 t = e r t y 2 ( t ) = e r 2 t = e r t These are the same solution and will NOT be “nice enough” to form a general solution. We do promise that we’ll define “nice enough” eventually! So, we can use the first solution, but we’re going to need a second solution. Before finding this second solution let’s take a little side trip. The reason for the side trip will be clear eventually. From the quadratic formula we know that the roots to the characteristic equation are, r 1 , 2 = ...

Differential Equations - Laplace Transforms: Table

f ( t ) = L − 1 { F ( s ) } f ( t ) = L − 1 { F ( s ) } F ( s ) = L { f ( t ) } F ( s ) = L { f ( t ) }  1 1 s 1 s e a t e a t 1 s − a 1 s − a t n , n = 1 , 2 , 3 , … t n , n = 1 , 2 , 3 , … n ! s n + 1 n ! s n + 1 t p t p ,  p > − 1 p > − 1 Γ ( p + 1 ) s p + 1 Γ ( p + 1 ) s p + 1 √ t t √ π 2 s 3 2 π 2 s 3 2 t n − 1 2 , n = 1 , 2 , 3 , … t n − 1 2 , n = 1 , 2 , 3 , … 1 ⋅ 3 ⋅ 5 ⋯ ( 2 n − 1 ) √ π 2 n s n + 1 2 1 ⋅ 3 ⋅ 5 ⋯ ( 2 n − 1 ) π 2 n s n + 1 2 sin ( a t ) sin ⁡ ( a t ) a s 2 + a 2 a s 2 + a 2 cos ( a t ) cos ⁡ ( a t ) s s 2 + a 2 s s 2 + a 2 t sin ( a t ) t sin ⁡ ( a t ) 2 a s ( s 2 + a 2 ) 2 2 a s ( s 2 + a 2 ) 2 t cos ( a t ) t cos ⁡ ( a t ) s 2 − a 2 ( s 2 + a 2 ) 2 s 2 − a 2 ( s 2 + a 2 ) 2 sin ( a t ) − a t cos ( a t ) sin ⁡ ( a t ) − a t cos ⁡ ( a t ) 2 a 3 ( s 2 + a 2 ) 2 2 a 3 ( s 2 + a 2 ) 2 sin ( a t ) + a t cos ( a t ) sin ⁡ ( a t ) + a t cos ⁡ ( a t ) 2 a s 2 ( s 2 + a 2 ) 2 2 a s 2 ( s 2 + a 2 ) 2 cos ( a t ) − a t sin ( a t ) cos ⁡ (...