Tests of Nonlinear Resonse Theory. We compare the results of direct NEMD simulation against Kawasaki and TTCF for 2- particle colour conductivity.

Size: px
Start display at page:

Download "Tests of Nonlinear Resonse Theory. We compare the results of direct NEMD simulation against Kawasaki and TTCF for 2- particle colour conductivity."

Transcription

1 ess of Nonlinear Resonse heory We compare he resuls of direc NEMD simulaion agains Kawasaki and CF for 2- paricle colour conduciviy Direc CF, BK and RK J x DIR KAW CF KAW-BARE

2 Direc BK and RK DIR KAW CF KAW-BARE J x CF

3 Enropy 3 S() k d Γ f( Γ,)ln f( Γ,) B S () = k d [ ln f(,)] f(, ) B + Γ 1 Γ Γ = k d f(, ) B ΓΓ Γ Γ =+ kb d f(, ) Γ Γ Γ Γ = 3Nk α() B In he seady sae where averages of phase funcions are by definiion, ime independen, he enropy diverges (a a consan rae) owards -! In he absence of a hermosa he enropy of any Hamilonian sysem is a consan of he moion (Gibbs, 1902)!

4 Insabiliy of Phase Space rajecories 4 p Γ()+δΓ() δγ() ~ δγ() e λ Γ() Γ(0)+δΓ(0) Γ(0) q he equaions of moion for he infiniesimal angen vecors are, d d ΓΓ ( ( )) δγi() ( Γ) δγi() = δγi(), ( i= 1,.., 6N). Γ (31) In he infiniesimal limi, δγ i (0) 0, he formal soluion of his equaion can be wrien as, δγi() exp L[ ds( Γ()] s ) δγi( 0) L() δγi( 0), 0 (32)

5 he Lyapunov exponens are also he logarihms of he eigenvalues of he symmeric marix, Λ, Λ= lim( ) Λ( ) = lim( )[ L ( ) L( ) ] he Liouville equaion saes ha, (1/f)df/d = 3Nα. We can see ha he accessible volume of phase space, V~1/f, decreases o zero. ( ) 1/ 2 d df ( Γ, ) d ln V Γ() Γ = = λi = 3N α F = S / k e d d F e 6N i= 1 B (33) (34) 5 V(Γ(0)) V(Γ()) In he seady sae,

6 6 H = 0= P γv 2K α 0 xy 6N 2 λ = 3N α = ηγ ( ) γ i= 1 i 2 ηγ ( ) γ V= 3Nk α so, B V k B 6N ηγ ( )= kb 2 Vγ i= 1 λ ( γ) We his he Lyapunov Sum Rule for shear viscosiy. i (35) Symplecic Marices We define J, K, as, 0I I0 J K, I0, ;,, 0I, (36) where I is he 3N x 3N ideniy marix and 0 is he 3Nx3N null marix. For

7 Hamilonian sysems,, saisfies he infiniesimally symplecic condiion, 7 J = J (37) I is known ha his condiion is saisfied if he marix, can be wrien in he form, = A B C -A where he marices B and C are symmeric. L, saisfies he globally symplecic condiion if, Ideniies: (38) L JL J (39) If Lis g - symplecic : L J L J Using he fac ha J J= 1, L J L= J L J L J= 1 L J L J L = L -1-1 L L J L J L = L L J L J L = 1 L J L = J

8 If, Λ L L hen Λis g symplecic Λ J Λ= J = Λ J Λ Pf : ( L L) J L L= L L J L L = L J L = J If L is g-symplecic and L() 0 e L () sds 8 hen is i-symplecic. Differeniae wr, L () J L+ L J () L= 0 J= J Conversely if is i-symplecic hen L is g-symplecic. () J= J (), K hen a = 0 L ( 0) J L( 0) = J (Because L( 0) = 1) K #

9 9 Differeniae wr : d L () J L() = L () ( () J+ J ()) L() d If we use we see ha d L () J L() = 0, d Combining his wih #, we see ha L () J L() = J,. L is g - symplecic iff is i symplecic i-form of he Symplecic Eigenvalue heorem If J= J

10 u = ν u i i i J u = ν J u i i i J u = ν J u i i i and herefore if ν i is an eigenvalue of he i-symplecic marix, so oo is -ν i *. 10 g-form of he Symplecic Eigenvalue heorem If, L is g - symplecic and L x = λx ( J x) L= x J L Bu from he g - symp condiion, L J L J J L= L J So, 1 1 ( J x) L= x L J

11 From he eigenvalue equaion ( L x) = x L = λx and x 1 1 L = λ x Subsiuing gives, 1 1 ( J x) L= λ x J = λ ( J x) and ( J x) is an eigenvecor of Lwih eigenvalue J xis an eigenvecor of L wih eigenvalue λ λ -1 is an eigenvalue of L -1 λ -1 11

12 Conjugae Pairing Rule for Lyapunov Exponens 12 he Lyapunov exponens are he logarihms of he eigenvalues of he real symmeric / marix Λ( ) = L () L() 1 2, and Λ lim Λ( ). If L is g-symplecic hen Λ is g- [ ] = symplecic so ha, Λ J Λ= Λ J Λ= J Clearly herefore, J Λ= Λ 1 J If u i is an eigenvecor of Λ wih real eigenvalue ν i, Λ u = ν u i i i J Λ u = ν J u 1 i i i Λ J ui = νij ui Rearranging gives ha, Λ J u = ν 1 J u i i i his implies ha J u i is an eigenvecor of Λ wih eigenvalue ν i 1. he Lyapunov exponen corresponding o he eigenvecor u i is λ i = ln(ν i ), and ha corresponding o

13 J u i is λ i* = ln(ν i ). hus for dynamical sysems wih an i-symplecic local sabiliy marix (or equivalenly wih a g-symplecic angen propagaor marix L), Lyapunov exponens occur in conjugae pairs which sum o zero. 13 hermosaed Hamilonian sysems. L( ) = exp ds( s) = exp ds[ ' ( s) α( s) 1/ 2] L' ( ) e L 0 L 0 α/ 2 where α 1 α() sds 0. ' has he i-symplecic symmery so ' is i-symplecic and L' is g-symplecic. Leing Λ' = lim L' () L' () [ ] 1/ 2 we know ha Λ' is also g-symplecic and since, Λ=Λ'.exp[ α/2] and, Λ J Λ = J, so α α Λ J Λ= e Λ' J Λ' = e J J Λ= e α Λ 1 J. If

14 Λ u = ν u i i i 14 α J Λ u = e Λ 1 () J u = ν J u i i i i 1 α Λ() J ui = νi e J ui hus if u i is an eigenvecor wih eigenvalue ν i, J.u i is an eigenvecor wih eigenvalue ν 1 i e α. he Lyapunov exponen corresponding o he eigenvecor u i is λ i = ln(ν i ), and ha corresponding o J u i is λ i* = ln(ν i ) α. his in urn implies ha if λ i is a Lyapunov exponen, is conjugae exponen is λ i* = λ i α and he sum of he conjugae pairs of exponens is α, independen of he pair index. his is known as he Conjugae Pairing Rule. LF ( ) = e nk( λ ( Fe) + λ N( Fe)) 2 F e

Exercises: Similarity Transformation

Exercises: Similarity Transformation Exercises: Similariy Transformaion Problem. Diagonalize he following marix: A [ 2 4 Soluion. Marix A has wo eigenvalues λ 3 and λ 2 2. Since (i) A is a 2 2 marix and (ii) i has 2 disinc eigenvalues, we

More information

Solutions of Sample Problems for Third In-Class Exam Math 246, Spring 2011, Professor David Levermore

Solutions of Sample Problems for Third In-Class Exam Math 246, Spring 2011, Professor David Levermore Soluions of Sample Problems for Third In-Class Exam Mah 6, Spring, Professor David Levermore Compue he Laplace ransform of f e from is definiion Soluion The definiion of he Laplace ransform gives L[f]s

More information

EE363 homework 1 solutions

EE363 homework 1 solutions EE363 Prof. S. Boyd EE363 homework 1 soluions 1. LQR for a riple accumulaor. We consider he sysem x +1 = Ax + Bu, y = Cx, wih 1 1 A = 1 1, B =, C = [ 1 ]. 1 1 This sysem has ransfer funcion H(z) = (z 1)

More information

Let ( α, β be the eigenvector associated with the eigenvalue λ i

Let ( α, β be the eigenvector associated with the eigenvalue λ i ENGI 940 4.05 - Sabiliy Analysis (Linear) Page 4.5 Le ( α, be he eigenvecor associaed wih he eigenvalue λ i of he coefficien i i) marix A Le c, c be arbirary consans. a b c d Case of real, disinc, negaive

More information

Math 334 Fall 2011 Homework 11 Solutions

Math 334 Fall 2011 Homework 11 Solutions Dec. 2, 2 Mah 334 Fall 2 Homework Soluions Basic Problem. Transform he following iniial value problem ino an iniial value problem for a sysem: u + p()u + q() u g(), u() u, u () v. () Soluion. Le v u. Then

More information

Problem Set on Differential Equations

Problem Set on Differential Equations Problem Se on Differenial Equaions 1. Solve he following differenial equaions (a) x () = e x (), x () = 3/ 4. (b) x () = e x (), x (1) =. (c) xe () = + (1 x ()) e, x () =.. (An asse marke model). Le p()

More information

2.3 SCHRÖDINGER AND HEISENBERG REPRESENTATIONS

2.3 SCHRÖDINGER AND HEISENBERG REPRESENTATIONS Andrei Tokmakoff, MIT Deparmen of Chemisry, 2/22/2007 2-17 2.3 SCHRÖDINGER AND HEISENBERG REPRESENTATIONS The mahemaical formulaion of he dynamics of a quanum sysem is no unique. So far we have described

More information

Math Final Exam Solutions

Math Final Exam Solutions Mah 246 - Final Exam Soluions Friday, July h, 204 () Find explici soluions and give he inerval of definiion o he following iniial value problems (a) ( + 2 )y + 2y = e, y(0) = 0 Soluion: In normal form,

More information

Math Week 14 April 16-20: sections first order systems of linear differential equations; 7.4 mass-spring systems.

Math Week 14 April 16-20: sections first order systems of linear differential equations; 7.4 mass-spring systems. Mah 2250-004 Week 4 April 6-20 secions 7.-7.3 firs order sysems of linear differenial equaions; 7.4 mass-spring sysems. Mon Apr 6 7.-7.2 Sysems of differenial equaions (7.), and he vecor Calculus we need

More information

Announcements: Warm-up Exercise:

Announcements: Warm-up Exercise: Fri Apr 13 7.1 Sysems of differenial equaions - o model muli-componen sysems via comparmenal analysis hp//en.wikipedia.org/wiki/muli-comparmen_model Announcemens Warm-up Exercise Here's a relaively simple

More information

(1) (2) Differentiation of (1) and then substitution of (3) leads to. Therefore, we will simply consider the second-order linear system given by (4)

(1) (2) Differentiation of (1) and then substitution of (3) leads to. Therefore, we will simply consider the second-order linear system given by (4) Phase Plane Analysis of Linear Sysems Adaped from Applied Nonlinear Conrol by Sloine and Li The general form of a linear second-order sysem is a c b d From and b bc d a Differeniaion of and hen subsiuion

More information

After the completion of this section the student. Theory of Linear Systems of ODEs. Autonomous Systems. Review Questions and Exercises

After the completion of this section the student. Theory of Linear Systems of ODEs. Autonomous Systems. Review Questions and Exercises Chaper V ODE V.5 Sysems of Ordinary Differenial Equaions 45 V.5 SYSTEMS OF FIRST ORDER LINEAR ODEs Objecives: Afer he compleion of his secion he suden - should recall he definiion of a sysem of linear

More information

System of Linear Differential Equations

System of Linear Differential Equations Sysem of Linear Differenial Equaions In "Ordinary Differenial Equaions" we've learned how o solve a differenial equaion for a variable, such as: y'k5$e K2$x =0 solve DE yx = K 5 2 ek2 x C_C1 2$y''C7$y

More information

4. Advanced Stability Theory

4. Advanced Stability Theory Applied Nonlinear Conrol Nguyen an ien - 4 4 Advanced Sabiliy heory he objecive of his chaper is o presen sabiliy analysis for non-auonomous sysems 41 Conceps of Sabiliy for Non-Auonomous Sysems Equilibrium

More information

DISCRETE GRONWALL LEMMA AND APPLICATIONS

DISCRETE GRONWALL LEMMA AND APPLICATIONS DISCRETE GRONWALL LEMMA AND APPLICATIONS JOHN M. HOLTE MAA NORTH CENTRAL SECTION MEETING AT UND 24 OCTOBER 29 Gronwall s lemma saes an inequaliy ha is useful in he heory of differenial equaions. Here is

More information

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t... Mah 228- Fri Mar 24 5.6 Marix exponenials and linear sysems: The analogy beween firs order sysems of linear differenial equaions (Chaper 5) and scalar linear differenial equaions (Chaper ) is much sronger

More information

4.6 One Dimensional Kinematics and Integration

4.6 One Dimensional Kinematics and Integration 4.6 One Dimensional Kinemaics and Inegraion When he acceleraion a( of an objec is a non-consan funcion of ime, we would like o deermine he ime dependence of he posiion funcion x( and he x -componen of

More information

Concourse Math Spring 2012 Worked Examples: Matrix Methods for Solving Systems of 1st Order Linear Differential Equations

Concourse Math Spring 2012 Worked Examples: Matrix Methods for Solving Systems of 1st Order Linear Differential Equations Concourse Mah 80 Spring 0 Worked Examples: Marix Mehods for Solving Sysems of s Order Linear Differenial Equaions The Main Idea: Given a sysem of s order linear differenial equaions d x d Ax wih iniial

More information

Let us start with a two dimensional case. We consider a vector ( x,

Let us start with a two dimensional case. We consider a vector ( x, Roaion marices We consider now roaion marices in wo and hree dimensions. We sar wih wo dimensions since wo dimensions are easier han hree o undersand, and one dimension is a lile oo simple. However, our

More information

Lecture 20: Riccati Equations and Least Squares Feedback Control

Lecture 20: Riccati Equations and Least Squares Feedback Control 34-5 LINEAR SYSTEMS Lecure : Riccai Equaions and Leas Squares Feedback Conrol 5.6.4 Sae Feedback via Riccai Equaions A recursive approach in generaing he marix-valued funcion W ( ) equaion for i for he

More information

Application 5.4 Defective Eigenvalues and Generalized Eigenvectors

Application 5.4 Defective Eigenvalues and Generalized Eigenvectors Applicaion 5.4 Defecive Eigenvalues and Generalized Eigenvecors The goal of his applicaion is he soluion of he linear sysems like where he coefficien marix is he exoic 5-by-5 marix x = Ax, (1) 9 11 21

More information

t + t sin t t cos t sin t. t cos t sin t dt t 2 = exp 2 log t log(t cos t sin t) = Multiplying by this factor and then integrating, we conclude that

t + t sin t t cos t sin t. t cos t sin t dt t 2 = exp 2 log t log(t cos t sin t) = Multiplying by this factor and then integrating, we conclude that ODEs, Homework #4 Soluions. Check ha y ( = is a soluion of he second-order ODE ( cos sin y + y sin y sin = 0 and hen use his fac o find all soluions of he ODE. When y =, we have y = and also y = 0, so

More information

Two Coupled Oscillators / Normal Modes

Two Coupled Oscillators / Normal Modes Lecure 3 Phys 3750 Two Coupled Oscillaors / Normal Modes Overview and Moivaion: Today we ake a small, bu significan, sep owards wave moion. We will no ye observe waves, bu his sep is imporan in is own

More information

10. State Space Methods

10. State Space Methods . Sae Space Mehods. Inroducion Sae space modelling was briefly inroduced in chaper. Here more coverage is provided of sae space mehods before some of heir uses in conrol sysem design are covered in he

More information

Chapter 6. Systems of First Order Linear Differential Equations

Chapter 6. Systems of First Order Linear Differential Equations Chaper 6 Sysems of Firs Order Linear Differenial Equaions We will only discuss firs order sysems However higher order sysems may be made ino firs order sysems by a rick shown below We will have a sligh

More information

Solutions for homework 12

Solutions for homework 12 y Soluions for homework Secion Nonlinear sysems: The linearizaion of a nonlinear sysem Consider he sysem y y y y y (i) Skech he nullclines Use a disincive marking for each nullcline so hey can be disinguished

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and

More information

Homework 10 (Stats 620, Winter 2017) Due Tuesday April 18, in class Questions are derived from problems in Stochastic Processes by S. Ross.

Homework 10 (Stats 620, Winter 2017) Due Tuesday April 18, in class Questions are derived from problems in Stochastic Processes by S. Ross. Homework (Sas 6, Winer 7 Due Tuesday April 8, in class Quesions are derived from problems in Sochasic Processes by S. Ross.. A sochasic process {X(, } is said o be saionary if X(,..., X( n has he same

More information

Ch.1. Group Work Units. Continuum Mechanics Course (MMC) - ETSECCPB - UPC

Ch.1. Group Work Units. Continuum Mechanics Course (MMC) - ETSECCPB - UPC Ch.. Group Work Unis Coninuum Mechanics Course (MMC) - ETSECCPB - UPC Uni 2 Jusify wheher he following saemens are rue or false: a) Two sreamlines, corresponding o a same insan of ime, can never inersec

More information

ODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004

ODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004 ODEs II, Lecure : Homogeneous Linear Sysems - I Mike Raugh March 8, 4 Inroducion. In he firs lecure we discussed a sysem of linear ODEs for modeling he excreion of lead from he human body, saw how o ransform

More information

Dissipation and the Foundations of Classical Statistical

Dissipation and the Foundations of Classical Statistical Dissipaion and he Foundaions of Classical Saisical Denis J. Evans, Sephen R. Williams Research School of Chemisry, Ausralian Naional Universiy, Canberra, Ausralia and Debra J. Searles Griffih Universiy,

More information

Tracking Adversarial Targets

Tracking Adversarial Targets A. Proofs Proof of Lemma 3. Consider he Bellman equaion λ + V π,l x, a lx, a + V π,l Ax + Ba, πax + Ba. We prove he lemma by showing ha he given quadraic form is he unique soluion of he Bellman equaion.

More information

THE WAVE EQUATION. part hand-in for week 9 b. Any dilation v(x, t) = u(λx, λt) of u(x, t) is also a solution (where λ is constant).

THE WAVE EQUATION. part hand-in for week 9 b. Any dilation v(x, t) = u(λx, λt) of u(x, t) is also a solution (where λ is constant). THE WAVE EQUATION 43. (S) Le u(x, ) be a soluion of he wave equaion u u xx = 0. Show ha Q43(a) (c) is a. Any ranslaion v(x, ) = u(x + x 0, + 0 ) of u(x, ) is also a soluion (where x 0, 0 are consans).

More information

Empirical Process Theory

Empirical Process Theory Empirical Process heory 4.384 ime Series Analysis, Fall 27 Reciaion by Paul Schrimpf Supplemenary o lecures given by Anna Mikusheva Ocober 7, 28 Reciaion 7 Empirical Process heory Le x be a real-valued

More information

Second quantization and gauge invariance.

Second quantization and gauge invariance. 1 Second quanizaion and gauge invariance. Dan Solomon Rauland-Borg Corporaion Moun Prospec, IL Email: dsolom@uic.edu June, 1. Absrac. I is well known ha he single paricle Dirac equaion is gauge invarian.

More information

Essential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems

Essential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems Essenial Microeconomics -- 6.5: OPIMAL CONROL Consider he following class of opimizaion problems Max{ U( k, x) + U+ ( k+ ) k+ k F( k, x)}. { x, k+ } = In he language of conrol heory, he vecor k is he vecor

More information

SUFFICIENT CONDITIONS FOR EXISTENCE SOLUTION OF LINEAR TWO-POINT BOUNDARY PROBLEM IN MINIMIZATION OF QUADRATIC FUNCTIONAL

SUFFICIENT CONDITIONS FOR EXISTENCE SOLUTION OF LINEAR TWO-POINT BOUNDARY PROBLEM IN MINIMIZATION OF QUADRATIC FUNCTIONAL HE PUBLISHING HOUSE PROCEEDINGS OF HE ROMANIAN ACADEMY, Series A, OF HE ROMANIAN ACADEMY Volume, Number 4/200, pp 287 293 SUFFICIEN CONDIIONS FOR EXISENCE SOLUION OF LINEAR WO-POIN BOUNDARY PROBLEM IN

More information

Ch1: Introduction and Review

Ch1: Introduction and Review //6 Ch: Inroducion and Review. Soli and flui; Coninuum hypohesis; Transpor phenomena (i) Solid vs. Fluid No exernal force : An elemen of solid has a preferred shape; fluid does no. Under he acion of a

More information

KEY. Math 334 Midterm III Winter 2008 section 002 Instructor: Scott Glasgow

KEY. Math 334 Midterm III Winter 2008 section 002 Instructor: Scott Glasgow KEY Mah 334 Miderm III Winer 008 secion 00 Insrucor: Sco Glasgow Please do NOT wrie on his exam. No credi will be given for such work. Raher wrie in a blue book, or on your own paper, preferably engineering

More information

ψ ( t) = c n ( t ) n

ψ ( t) = c n ( t ) n p. 31 PERTURBATION THEORY Given a Hamilonian H ( ) = H + V( ) where we know he eigenkes for H H n = En n we ofen wan o calculae changes in he ampliudes of n induced by V( ) : where ψ ( ) = c n ( ) n n

More information

Problem Set #3: AK models

Problem Set #3: AK models Universiy of Warwick EC9A2 Advanced Macroeconomic Analysis Problem Se #3: AK models Jorge F. Chavez December 3, 2012 Problem 1 Consider a compeiive economy, in which he level of echnology, which is exernal

More information

2. Nonlinear Conservation Law Equations

2. Nonlinear Conservation Law Equations . Nonlinear Conservaion Law Equaions One of he clear lessons learned over recen years in sudying nonlinear parial differenial equaions is ha i is generally no wise o ry o aack a general class of nonlinear

More information

Ordinary Differential Equations

Ordinary Differential Equations Ordinary Differenial Equaions 5. Examples of linear differenial equaions and heir applicaions We consider some examples of sysems of linear differenial equaions wih consan coefficiens y = a y +... + a

More information

LECTURE 1: GENERALIZED RAY KNIGHT THEOREM FOR FINITE MARKOV CHAINS

LECTURE 1: GENERALIZED RAY KNIGHT THEOREM FOR FINITE MARKOV CHAINS LECTURE : GENERALIZED RAY KNIGHT THEOREM FOR FINITE MARKOV CHAINS We will work wih a coninuous ime reversible Markov chain X on a finie conneced sae space, wih generaor Lf(x = y q x,yf(y. (Recall ha q

More information

Example on p. 157

Example on p. 157 Example 2.5.3. Le where BV [, 1] = Example 2.5.3. on p. 157 { g : [, 1] C g() =, g() = g( + ) [, 1), var (g) = sup g( j+1 ) g( j ) he supremum is aken over all he pariions of [, 1] (1) : = < 1 < < n =

More information

SOLUTIONS TO ECE 3084

SOLUTIONS TO ECE 3084 SOLUTIONS TO ECE 384 PROBLEM 2.. For each sysem below, specify wheher or no i is: (i) memoryless; (ii) causal; (iii) inverible; (iv) linear; (v) ime invarian; Explain your reasoning. If he propery is no

More information

Non-Asymptotic Theory of Random Matrices Lecture 8: DUDLEY S INTEGRAL INEQUALITY

Non-Asymptotic Theory of Random Matrices Lecture 8: DUDLEY S INTEGRAL INEQUALITY Non-Asympoic Theory of Random Marices Lecure 8: DUDLEY S INTEGRAL INEQUALITY Lecurer: Roman Vershynin Scribe: Igor Rumanov Tuesday, January 30, 2007 Le A : m n marix wih i.i.d. enries, m > n. We wan o

More information

Chapter Three Systems of Linear Differential Equations

Chapter Three Systems of Linear Differential Equations Chaper Three Sysems of Linear Differenial Equaions In his chaper we are going o consier sysems of firs orer orinary ifferenial equaions. These are sysems of he form x a x a x a n x n x a x a x a n x n

More information

Γ(h)=0 h 0. Γ(h)=cov(X 0,X 0-h ). A stationary process is called white noise if its autocovariance

Γ(h)=0 h 0. Γ(h)=cov(X 0,X 0-h ). A stationary process is called white noise if its autocovariance A family, Z,of random vecors : Ω R k defined on a probabiliy space Ω, A,P) is called a saionary process if he mean vecors E E =E M = M k E and he auocovariance marices are independen of. k cov, -h )=E

More information

ENGI 9420 Engineering Analysis Assignment 2 Solutions

ENGI 9420 Engineering Analysis Assignment 2 Solutions ENGI 940 Engineering Analysis Assignmen Soluions 0 Fall [Second order ODEs, Laplace ransforms; Secions.0-.09]. Use Laplace ransforms o solve he iniial value problem [0] dy y, y( 0) 4 d + [This was Quesion

More information

Sample Autocorrelations for Financial Time Series Models. Richard A. Davis Colorado State University Thomas Mikosch University of Copenhagen

Sample Autocorrelations for Financial Time Series Models. Richard A. Davis Colorado State University Thomas Mikosch University of Copenhagen Sample Auocorrelaions for Financial Time Series Models Richard A. Davis Colorado Sae Universiy Thomas Mikosch Universiy of Copenhagen Ouline Characerisics of some financial ime series IBM reurns NZ-USA

More information

Vanishing Viscosity Method. There are another instructive and perhaps more natural discontinuous solutions of the conservation law

Vanishing Viscosity Method. There are another instructive and perhaps more natural discontinuous solutions of the conservation law Vanishing Viscosiy Mehod. There are anoher insrucive and perhaps more naural disconinuous soluions of he conservaion law (1 u +(q(u x 0, he so called vanishing viscosiy mehod. This mehod consiss in viewing

More information

Richard A. Davis Colorado State University Bojan Basrak Eurandom Thomas Mikosch University of Groningen

Richard A. Davis Colorado State University Bojan Basrak Eurandom Thomas Mikosch University of Groningen Mulivariae Regular Variaion wih Applicaion o Financial Time Series Models Richard A. Davis Colorado Sae Universiy Bojan Basrak Eurandom Thomas Mikosch Universiy of Groningen Ouline + Characerisics of some

More information

SPECTRAL EVOLUTION OF A ONE PARAMETER EXTENSION OF A REAL SYMMETRIC TOEPLITZ MATRIX* William F. Trench. SIAM J. Matrix Anal. Appl. 11 (1990),

SPECTRAL EVOLUTION OF A ONE PARAMETER EXTENSION OF A REAL SYMMETRIC TOEPLITZ MATRIX* William F. Trench. SIAM J. Matrix Anal. Appl. 11 (1990), SPECTRAL EVOLUTION OF A ONE PARAMETER EXTENSION OF A REAL SYMMETRIC TOEPLITZ MATRIX* William F Trench SIAM J Marix Anal Appl 11 (1990), 601-611 Absrac Le T n = ( i j ) n i,j=1 (n 3) be a real symmeric

More information

Math 10B: Mock Mid II. April 13, 2016

Math 10B: Mock Mid II. April 13, 2016 Name: Soluions Mah 10B: Mock Mid II April 13, 016 1. ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True.

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information

arxiv: v1 [math.ca] 15 Nov 2016

arxiv: v1 [math.ca] 15 Nov 2016 arxiv:6.599v [mah.ca] 5 Nov 26 Counerexamples on Jumarie s hree basic fracional calculus formulae for non-differeniable coninuous funcions Cheng-shi Liu Deparmen of Mahemaics Norheas Peroleum Universiy

More information

Homework Solution Set # 3. Thursday, September 22, Textbook: Claude Cohen Tannoudji, Bernard Diu and Franck Lalo, Second Volume Complement G X

Homework Solution Set # 3. Thursday, September 22, Textbook: Claude Cohen Tannoudji, Bernard Diu and Franck Lalo, Second Volume Complement G X Deparmen of Physics Quanum Mechanics II, 570 Temple Universiy Insrucor: Z.-E. Meziani Homework Soluion Se # 3 Thursday, Sepember, 06 Texbook: Claude Cohen Tannoudji, Bernard Diu and Franck Lalo, Second

More information

2 Some Property of Exponential Map of Matrix

2 Some Property of Exponential Map of Matrix Soluion Se for Exercise Session No8 Course: Mahemaical Aspecs of Symmeries in Physics, ICFP Maser Program for M 22nd, January 205, a Room 235A Lecure by Amir-Kian Kashani-Poor email: kashani@lpensfr Exercise

More information

556: MATHEMATICAL STATISTICS I

556: MATHEMATICAL STATISTICS I 556: MATHEMATICAL STATISTICS I INEQUALITIES 5.1 Concenraion and Tail Probabiliy Inequaliies Lemma (CHEBYCHEV S LEMMA) c > 0, If X is a random variable, hen for non-negaive funcion h, and P X [h(x) c] E

More information

Introduction to Physical Oceanography Homework 5 - Solutions

Introduction to Physical Oceanography Homework 5 - Solutions Laure Zanna //5 Inroducion o Phsical Oceanograph Homework 5 - Soluions. Inerial oscillaions wih boom fricion non-selecive scale: The governing equaions for his problem are This ssem can be wrien as where

More information

d 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3

d 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3 and d = c b - b c c d = c b - b c c This process is coninued unil he nh row has been compleed. The complee array of coefficiens is riangular. Noe ha in developing he array an enire row may be divided or

More information

GEM4 Summer School OpenCourseWare

GEM4 Summer School OpenCourseWare GEM4 Summer School OpenCourseWare hp://gem4.educommons.ne/ hp://www.gem4.org/ Lecure: Thermal Forces and Brownian Moion by Ju Li. Given Augus 11, 2006 during he GEM4 session a MIT in Cambridge, MA. Please

More information

Finite element method for structural dynamic and stability analyses

Finite element method for structural dynamic and stability analyses Finie elemen mehod for srucural dynamic and sabiliy analyses Module- Nonlinear FE Models Lecure-39 Toal and updaed Lagrangian formulaions Prof C Manohar Deparmen of Civil Engineering IIc, Bangalore 56

More information

Hamilton- J acobi Equation: Explicit Formulas In this lecture we try to apply the method of characteristics to the Hamilton-Jacobi equation: u t

Hamilton- J acobi Equation: Explicit Formulas In this lecture we try to apply the method of characteristics to the Hamilton-Jacobi equation: u t M ah 5 2 7 Fall 2 0 0 9 L ecure 1 0 O c. 7, 2 0 0 9 Hamilon- J acobi Equaion: Explici Formulas In his lecure we ry o apply he mehod of characerisics o he Hamilon-Jacobi equaion: u + H D u, x = 0 in R n

More information

ψ ( t) = c n ( t) t n ( )ψ( ) t ku t,t 0 ψ I V kn

ψ ( t) = c n ( t) t n ( )ψ( ) t ku t,t 0 ψ I V kn MIT Deparmen of Chemisry 5.74, Spring 4: Inroducory Quanum Mechanics II p. 33 Insrucor: Prof. Andrei Tokmakoff PERTURBATION THEORY Given a Hamilonian H ( ) = H + V ( ) where we know he eigenkes for H H

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

Asymptotic instability of nonlinear differential equations

Asymptotic instability of nonlinear differential equations Elecronic Journal of Differenial Equaions, Vol. 1997(1997), No. 16, pp. 1 7. ISSN: 172-6691. URL: hp://ejde.mah.sw.edu or hp://ejde.mah.un.edu fp (login: fp) 147.26.13.11 or 129.12.3.113 Asympoic insabiliy

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

Regular Variation and Financial Time Series Models

Regular Variation and Financial Time Series Models Regular Variaion and Financial Time Series Models Richard A. Davis Colorado Sae Universiy www.sa.colosae.edu/~rdavis Thomas Mikosch Universiy of Copenhagen Bojan Basrak Eurandom Ouline Characerisics of

More information

Second Law. first draft 9/23/04, second Sept Oct 2005 minor changes 2006, used spell check, expanded example

Second Law. first draft 9/23/04, second Sept Oct 2005 minor changes 2006, used spell check, expanded example Second Law firs draf 9/3/4, second Sep Oc 5 minor changes 6, used spell check, expanded example Kelvin-Planck: I is impossible o consruc a device ha will operae in a cycle and produce no effec oher han

More information

SMT 2014 Calculus Test Solutions February 15, 2014 = 3 5 = 15.

SMT 2014 Calculus Test Solutions February 15, 2014 = 3 5 = 15. SMT Calculus Tes Soluions February 5,. Le f() = and le g() =. Compue f ()g (). Answer: 5 Soluion: We noe ha f () = and g () = 6. Then f ()g () =. Plugging in = we ge f ()g () = 6 = 3 5 = 5.. There is a

More information

Differential Equations

Differential Equations Mah 21 (Fall 29) Differenial Equaions Soluion #3 1. Find he paricular soluion of he following differenial equaion by variaion of parameer (a) y + y = csc (b) 2 y + y y = ln, > Soluion: (a) The corresponding

More information

On a Fractional Stochastic Landau-Ginzburg Equation

On a Fractional Stochastic Landau-Ginzburg Equation Applied Mahemaical Sciences, Vol. 4, 1, no. 7, 317-35 On a Fracional Sochasic Landau-Ginzburg Equaion Nguyen Tien Dung Deparmen of Mahemaics, FPT Universiy 15B Pham Hung Sree, Hanoi, Vienam dungn@fp.edu.vn

More information

Chapter 3 Boundary Value Problem

Chapter 3 Boundary Value Problem Chaper 3 Boundary Value Problem A boundary value problem (BVP) is a problem, ypically an ODE or a PDE, which has values assigned on he physical boundary of he domain in which he problem is specified. Le

More information

non -negative cone Population dynamics motivates the study of linear models whose coefficient matrices are non-negative or positive.

non -negative cone Population dynamics motivates the study of linear models whose coefficient matrices are non-negative or positive. LECTURE 3 Linear/Nonnegaive Marix Models x ( = Px ( A= m m marix, x= m vecor Linear sysems of difference equaions arise in several difference conexs: Linear approximaions (linearizaion Perurbaion analysis

More information

MATH 128A, SUMMER 2009, FINAL EXAM SOLUTION

MATH 128A, SUMMER 2009, FINAL EXAM SOLUTION MATH 28A, SUMME 2009, FINAL EXAM SOLUTION BENJAMIN JOHNSON () (8 poins) [Lagrange Inerpolaion] (a) (4 poins) Le f be a funcion defined a some real numbers x 0,..., x n. Give a defining equaion for he Lagrange

More information

Singular perturbation control problems: a BSDE approach

Singular perturbation control problems: a BSDE approach Singular perurbaion conrol problems: a BSDE approach Join work wih Francois Delarue Universié de Nice and Giuseppina Guaeri Poliecnico di Milano Le Mans 8h of Ocober 215 Conference in honour of Vlad Bally

More information

( ) ( ) if t = t. It must satisfy the identity. So, bulkiness of the unit impulse (hyper)function is equal to 1. The defining characteristic is

( ) ( ) if t = t. It must satisfy the identity. So, bulkiness of the unit impulse (hyper)function is equal to 1. The defining characteristic is UNIT IMPULSE RESPONSE, UNIT STEP RESPONSE, STABILITY. Uni impulse funcion (Dirac dela funcion, dela funcion) rigorously defined is no sricly a funcion, bu disribuion (or measure), precise reamen requires

More information

Nonlinear observation over erasure channel

Nonlinear observation over erasure channel Nonlinear observaion over erasure channel Ami Diwadkar Umesh Vaidya Absrac In his paper, we sudy he problem of sae observaion of nonlinear sysems over an erasure channel. The noion of mean square exponenial

More information

ANSWERS TO EVEN NUMBERED EXERCISES IN CHAPTER 6 SECTION 6.1: LIFE CYCLE CONSUMPTION AND WEALTH T 1. . Let ct. ) is a strictly concave function of c

ANSWERS TO EVEN NUMBERED EXERCISES IN CHAPTER 6 SECTION 6.1: LIFE CYCLE CONSUMPTION AND WEALTH T 1. . Let ct. ) is a strictly concave function of c John Riley December 00 S O EVEN NUMBERED EXERCISES IN CHAPER 6 SECION 6: LIFE CYCLE CONSUMPION AND WEALH Eercise 6-: Opimal saving wih more han one commodiy A consumer has a period uiliy funcion δ u (

More information

An Introduction to Malliavin calculus and its applications

An Introduction to Malliavin calculus and its applications An Inroducion o Malliavin calculus and is applicaions Lecure 5: Smoohness of he densiy and Hörmander s heorem David Nualar Deparmen of Mahemaics Kansas Universiy Universiy of Wyoming Summer School 214

More information

Answers to 1 Homework

Answers to 1 Homework Answers o Homework. x + and y x 5 y To eliminae he parameer, solve for x. Subsiue ino y s equaion o ge y x.. x and y, x y x To eliminae he parameer, solve for. Subsiue ino y s equaion o ge x y, x. (Noe:

More information

Ann. Funct. Anal. 2 (2011), no. 2, A nnals of F unctional A nalysis ISSN: (electronic) URL:

Ann. Funct. Anal. 2 (2011), no. 2, A nnals of F unctional A nalysis ISSN: (electronic) URL: Ann. Func. Anal. 2 2011, no. 2, 34 41 A nnals of F uncional A nalysis ISSN: 2008-8752 elecronic URL: www.emis.de/journals/afa/ CLASSIFICAION OF POSIIVE SOLUIONS OF NONLINEAR SYSEMS OF VOLERRA INEGRAL EQUAIONS

More information

POSITIVE AND MONOTONE SYSTEMS IN A PARTIALLY ORDERED SPACE

POSITIVE AND MONOTONE SYSTEMS IN A PARTIALLY ORDERED SPACE Urainian Mahemaical Journal, Vol. 55, No. 2, 2003 POSITIVE AND MONOTONE SYSTEMS IN A PARTIALLY ORDERED SPACE A. G. Mazo UDC 517.983.27 We invesigae properies of posiive and monoone differenial sysems wih

More information

k 1 k 2 x (1) x 2 = k 1 x 1 = k 2 k 1 +k 2 x (2) x k series x (3) k 2 x 2 = k 1 k 2 = k 1+k 2 = 1 k k 2 k series

k 1 k 2 x (1) x 2 = k 1 x 1 = k 2 k 1 +k 2 x (2) x k series x (3) k 2 x 2 = k 1 k 2 = k 1+k 2 = 1 k k 2 k series Final Review A Puzzle... Consider wo massless springs wih spring consans k 1 and k and he same equilibrium lengh. 1. If hese springs ac on a mass m in parallel, hey would be equivalen o a single spring

More information

ME 391 Mechanical Engineering Analysis

ME 391 Mechanical Engineering Analysis Fall 04 ME 39 Mechanical Engineering Analsis Eam # Soluions Direcions: Open noes (including course web posings). No books, compuers, or phones. An calculaor is fair game. Problem Deermine he posiion of

More information

Sliding Mode Extremum Seeking Control for Linear Quadratic Dynamic Game

Sliding Mode Extremum Seeking Control for Linear Quadratic Dynamic Game Sliding Mode Exremum Seeking Conrol for Linear Quadraic Dynamic Game Yaodong Pan and Ümi Özgüner ITS Research Group, AIST Tsukuba Eas Namiki --, Tsukuba-shi,Ibaraki-ken 5-856, Japan e-mail: pan.yaodong@ais.go.jp

More information

Solutions Problem Set 3 Macro II (14.452)

Solutions Problem Set 3 Macro II (14.452) Soluions Problem Se 3 Macro II (14.452) Francisco A. Gallego 04/27/2005 1 Q heory of invesmen in coninuous ime and no uncerainy Consider he in nie horizon model of a rm facing adjusmen coss o invesmen.

More information

Uniqueness of solutions to quadratic BSDEs. BSDEs with convex generators and unbounded terminal conditions

Uniqueness of solutions to quadratic BSDEs. BSDEs with convex generators and unbounded terminal conditions Recalls and basic resuls on BSDEs Uniqueness resul Links wih PDEs On he uniqueness of soluions o quadraic BSDEs wih convex generaors and unbounded erminal condiions IRMAR, Universié Rennes 1 Châeau de

More information

KEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow

KEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow 1 KEY Mah 4 Miderm I Fall 8 secions 1 and Insrucor: Sco Glasgow Please do NOT wrie on his eam. No credi will be given for such work. Raher wrie in a blue book, or on our own paper, preferabl engineering

More information

Lie Derivatives operator vector field flow push back Lie derivative of

Lie Derivatives operator vector field flow push back Lie derivative of Lie Derivaives The Lie derivaive is a mehod of compuing he direcional derivaive of a vecor field wih respec o anoher vecor field We already know how o make sense of a direcional derivaive of real valued

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Lecture 9: Advanced DFT concepts: The Exchange-correlation functional and time-dependent DFT

Lecture 9: Advanced DFT concepts: The Exchange-correlation functional and time-dependent DFT Lecure 9: Advanced DFT conceps: The Exchange-correlaion funcional and ime-dependen DFT Marie Curie Tuorial Series: Modeling Biomolecules December 6-11, 2004 Mark Tuckerman Dep. of Chemisry and Couran Insiue

More information

DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 2008

DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 2008 [E5] IMPERIAL COLLEGE LONDON DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 008 EEE/ISE PART II MEng BEng and ACGI SIGNALS AND LINEAR SYSTEMS Time allowed: :00 hours There are FOUR quesions

More information

IMPLICIT AND INVERSE FUNCTION THEOREMS PAUL SCHRIMPF 1 OCTOBER 25, 2013

IMPLICIT AND INVERSE FUNCTION THEOREMS PAUL SCHRIMPF 1 OCTOBER 25, 2013 IMPLICI AND INVERSE FUNCION HEOREMS PAUL SCHRIMPF 1 OCOBER 25, 213 UNIVERSIY OF BRIISH COLUMBIA ECONOMICS 526 We have exensively sudied how o solve sysems of linear equaions. We know how o check wheher

More information

Roller-Coaster Coordinate System

Roller-Coaster Coordinate System Winer 200 MECH 220: Mechanics 2 Roller-Coaser Coordinae Sysem Imagine you are riding on a roller-coaer in which he rack goes up and down, wiss and urns. Your velociy and acceleraion will change (quie abruply),

More information

Math Week 15: Section 7.4, mass-spring systems. These are notes for Monday. There will also be course review notes for Tuesday, posted later.

Math Week 15: Section 7.4, mass-spring systems. These are notes for Monday. There will also be course review notes for Tuesday, posted later. Mah 50-004 Week 5: Secion 7.4, mass-spring sysems. These are noes for Monday. There will also be course review noes for Tuesday, posed laer. Mon Apr 3 7.4 mass-spring sysems. Announcemens: Warm up exercise:

More information

Second Order Linear Differential Equations

Second Order Linear Differential Equations Second Order Linear Differenial Equaions Second order linear equaions wih consan coefficiens; Fundamenal soluions; Wronskian; Exisence and Uniqueness of soluions; he characerisic equaion; soluions of homogeneous

More information

The expectation value of the field operator.

The expectation value of the field operator. The expecaion value of he field operaor. Dan Solomon Universiy of Illinois Chicago, IL dsolom@uic.edu June, 04 Absrac. Much of he mahemaical developmen of quanum field heory has been in suppor of deermining

More information