Mon Apr 2: Laplace transform and initial value problems like we studied in Chapter 5

Similar documents
t )? How would you have tried to solve this problem in Chapter 3?

graph of unit step function t

18.03SC Unit 3 Practice Exam and Solutions

Mon Apr 9 EP 7.6 Convolutions and Laplace transforms. Announcements: Warm-up Exercise:

To become more mathematically correct, Circuit equations are Algebraic Differential equations. from KVL, KCL from the constitutive relationship

EECE 301 Signals & Systems Prof. Mark Fowler

CHAPTER. Forced Equations and Systems { } ( ) ( ) 8.1 The Laplace Transform and Its Inverse. Transforms from the Definition.

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...

Exponential Sawtooth

Laplace Transform. Inverse Laplace Transform. e st f(t)dt. (2)

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

6.8 Laplace Transform: General Formulas

Chapter 6. Laplace Transforms

Chapter 6. Laplace Transforms

Math Week 12 continue ; also cover parts of , EP 7.6 Mon Nov 14

e a s a f t dt f t dt = p = p. t = a

EE Control Systems LECTURE 2

Randomized Perfect Bipartite Matching

Math 333 Problem Set #2 Solution 14 February 2003

Chapter 7: Inverse-Response Systems

Hint: There's a table of particular solutions at the end of today's notes.

EE202 Circuit Theory II

Announcements: Warm-up Exercise:

CONTROL SYSTEMS. Chapter 3 Mathematical Modelling of Physical Systems-Laplace Transforms. Prof.Dr. Fatih Mehmet Botsalı

Some Basic Information about M-S-D Systems

dt = C exp (3 ln t 4 ). t 4 W = C exp ( ln(4 t) 3) = C(4 t) 3.

Sample Final Exam (finals03) Covering Chapters 1-9 of Fundamentals of Signals & Systems

CHAPTER 7. Definition and Properties. of Laplace Transforms

Algorithmic Discrete Mathematics 6. Exercise Sheet

Chapter 9 - The Laplace Transform

Piecewise-Defined Functions and Periodic Functions

6.302 Feedback Systems Recitation : Phase-locked Loops Prof. Joel L. Dawson

More on ODEs by Laplace Transforms October 30, 2017

MATH 4330/5330, Fourier Analysis Section 6, Proof of Fourier s Theorem for Pointwise Convergence

u(t) Figure 1. Open loop control system

Physics 240: Worksheet 16 Name

CONTROL SYSTEMS. Chapter 10 : State Space Response

Let. x y. denote a bivariate time series with zero mean.

Problem Set If all directed edges in a network have distinct capacities, then there is a unique maximum flow.

CHAPTER 7: SECOND-ORDER CIRCUITS

Chapter 7: Solving Trig Equations

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.

LAPLACE TRANSFORM AND TRANSFER FUNCTION

Discussion Session 2 Constant Acceleration/Relative Motion Week 03

Math Wednesday March 3, , 4.3: First order systems of Differential Equations Why you should expect existence and uniqueness for the IVP

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

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

On the Exponential Operator Functions on Time Scales

Solutions to Assignment 1

1 CHAPTER 14 LAPLACE TRANSFORMS

dy dx = xey (a) y(0) = 2 (b) y(1) = 2.5 SOLUTION: See next page

Two Coupled Oscillators / Normal Modes

INDEX. Transient analysis 1 Initial Conditions 1

Angular Motion, Speed and Velocity

Laplace transfom: t-translation rule , Haynes Miller and Jeremy Orloff

13.1 Circuit Elements in the s Domain Circuit Analysis in the s Domain The Transfer Function and Natural Response 13.

Chapter 2. First Order Scalar Equations

Network Flows: Introduction & Maximum Flow

SOLUTIONS TO ECE 3084

6.2 Transforms of Derivatives and Integrals.

Additional Methods for Solving DSGE Models

1 Motivation and Basic Definitions

Math 2214 Solution Test 1A Spring 2016

Math 2142 Exam 1 Review Problems. x 2 + f (0) 3! for the 3rd Taylor polynomial at x = 0. To calculate the various quantities:

Linear Algebra Primer

The Residual Graph. 11 Augmenting Path Algorithms. Augmenting Path Algorithm. Augmenting Path Algorithm

) were both constant and we brought them from under the integral.

Math 116 Practice for Exam 2

PHYSICS 151 Notes for Online Lecture #4

10. State Space Methods

MATH 31B: MIDTERM 2 REVIEW. x 2 e x2 2x dx = 1. ue u du 2. x 2 e x2 e x2] + C 2. dx = x ln(x) 2 2. ln x dx = x ln x x + C. 2, or dx = 2u du.

( ) a system of differential equations with continuous parametrization ( T = R + These look like, respectively:

The Residual Graph. 12 Augmenting Path Algorithms. Augmenting Path Algorithm. Augmenting Path Algorithm

Chapter 6. Systems of First Order Linear Differential Equations

Introduction to SLE Lecture Notes

Fractional Method of Characteristics for Fractional Partial Differential Equations

CHAPTER HIGHER-ORDER SYSTEMS: SECOND-ORDER AND TRANSPORTATION LAG. 7.1 SECOND-ORDER SYSTEM Transfer Function

Chapter 7 Response of First-order RL and RC Circuits

ENGI 9420 Engineering Analysis Assignment 2 Solutions

AP Calculus BC Chapter 10 Part 1 AP Exam Problems

Echocardiography Project and Finite Fourier Series

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients

Math 2214 Solution Test 1 B Spring 2016

Math 115 Final Exam December 14, 2017

EXERCISES FOR SECTION 1.5

From Complex Fourier Series to Fourier Transforms

Basic Circuit Elements Professor J R Lucas November 2001

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

MATH 128A, SUMMER 2009, FINAL EXAM SOLUTION

Instrumentation & Process Control

Guest Lectures for Dr. MacFarlane s EE3350 Part Deux

Notes on cointegration of real interest rates and real exchange rates. ρ (2)

EECE 301 Signals & Systems Prof. Mark Fowler

Linear Response Theory: The connection between QFT and experiments

= ( ) ) or a system of differential equations with continuous parametrization (T = R

23.5. Half-Range Series. Introduction. Prerequisites. Learning Outcomes

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

Math 334 Fall 2011 Homework 11 Solutions

Finish reading Chapter 2 of Spivak, rereading earlier sections as necessary. handout and fill in some missing details!

δ (τ )dτ denotes the unit step function, and

Transcription:

Mah 225-4 Week 2 April 2-6 coninue.-.3; alo cover par of.4-.5, EP 7.6 Mon Apr 2:.-.3 Laplace ranform and iniial value problem like we udied in Chaper 5 Announcemen: Warm-up Exercie:

Recall, The Laplace ranform i a linear ranformaion " " ha conver piecewie coninuou funcion f, defined for and wih a mo exponenial growh ( f Ce M for ome value of C and M), ino funcion F defined by he ranformaion formula F = f f e d. Noice ha he inegral formula for F i only defined for ufficienly large, and cerainly for M, becaue a oon a M he inegrand i decaying exponenially, o he improper inegral from = o converge. The convenion i o ue lower cae leer for he inpu funcion and (he ame) capial leer for heir Laplace ranform, a we did for f and F above. Thu if we called he inpu funcion x hen we would denoe he Laplace ranform by X.

Exercie ) (o review) Ue he able enrie we compued la Wedneday, o compue a) 4 5 co 3 2e 4 in 2 b) 2 2 2 2 5. f F f Ce M f e d for M c f c 2 f 2 c F c 2 F 2 e ( ( a co k in k 2 k 2 ( k 2 k 2 ( e a co k a a 2 k 2 ( a e a in k k a 2 k 2 a f F f f 2 F f f Laplace ranform able

Exercie 2) (o review) Ue Laplace ranform o olve he IVP for an underdamped, unforced ocillaor DE. Compare o Chaper 5 mehod. x 6 x 34 x = x = 3 x =

We'll fill in more able enrie oday. (Compare o fron cover of your ex, which conain hi informaion bu maybe more compacly.) f, wih f Ce M F f e d for M verified c f c 2 f 2 c F c 2 F 2 2 n, n e ( 2 2 3 n! n ( co k in k coh k inh k e a co k e a in k f f f n, n f d f 2 f n f, n f co k 2 k in k 2 k 2 ( k 2 k 2 ( 2 k 2 ( k k 2 k 2 ( k a a 2 k 2 ( a k a 2 k 2 a F f 2 F f f n F n f... f n F F F n F n F d 2 k 2 2 k 2 2 2 k 2 2

2 k 3 in k k co k 2 k 2 2 e a f F a e a n e a, n a 2 n! a n Laplace ranform able work down he able... 3a) coh k = 3b) inh k = 2 k 2 k 2 k 2.

Exercie 4) Recall we ued inegraion by par on Wedneday o derive g = g g. Ue ha ideniy o how a) f = 2 F f f, b) f = 3 F 2 f f f, c) f n = n F n f n 2 f... f n, n. d) f d = F. Thee are he ideniie ha make Laplace ranform work o well for iniial value problem uch a we udied in Chaper 5... wih Laplace ranform he "free parameer" when you wrie down he oluion x = x P x H are exacly he iniial value for he differenial equaion, raher han he linear combinaion coefficien in he general homogeneou oluion, o you definiely ave a ep here, in olving IVP.

Exercie 5) Find 2 4 a) uing he reul of 4d. b) uing parial fracion. Exercie 6) Show n n! =, n, uing he reul of 4, namely n f n = n F n f n 2 f... f n, n.

Mah 225-4 Tue Apr 3.2-.3 Laplace ranform, and applicaion o DE IVP, including Chaper 5. Today we'll coninue o fill in he Laplace ranform able, and o ue he able enrie o olve linear differenial equaion. One focu oday will be o review parial fracion, ince he able enrie are e up preciely o how he invere Laplace ranform of he componen of parial fracion decompoiion. Announcemen: Warm-up Exercie:

F = f f e d. Exercie ) Check why hi able enry i rue - noice ha i generalize how he Laplace ranform of co k, in k are relaed o hoe of e a co k, e a in k : e a f F a Exercie 2) Ue he able enry n, n n! n and Exercie o ge he able enry n e a n! a n

A harder able enry o underand i he following one - go hrough hi compuaion and ee why i eem reaonable, even hough here' one ep ha we don' compleely juify. The able enry i f F We recognize ha i will be helpful for applicaion problem where reonance occur. Here' how we ge i: F = f d d F = d d f e d = f e d d d f e d. I' hi la ep which i rue, bu need more juificaion. We know ha he derivaive of a um i he um of he derivaive, and he inegral i a limi of Riemann um, o hi ep doe a lea eem reaonable. The re i raighforward: d d f e d = f e d = f.

For reonance and oher applicaion... Exercie 4) Ue f = F 2 k 2 a) co k = 2 k 2 2 b) 2 k in k = 2 k 2 2 c) Then ue a and he ideniy 2 k 2 2 = 2 k 2 2 k 2 2 k 2 2 k 2 2 2 k 2 2 o verify he able enry 2 k 2 2 = 2 k 2 in k co k. k

Noice how he Laplace ranform able i e up o ue parial fracion decompoiion. And be amazed a how i le you quickly deduce he oluion o imporan DE IVP, like hi reonance problem: Exercie 5a) Ue Laplace ranform o wrie down he oluion o 2 x x = F in x = x x = v. wha phenomenon do he oluion o hi IVP exhibi? (Compare, in your homework you will re-olve he IVP when he forcing i F co. We worked prey hard in Chaper 5, o derive hi general oluion formula.) 5b) Ue Laplace ranform o olve he general undamped forced ocillaion problem, when x 2 x = F in x = x : x = v wha phenomenon o he oluion o hi IVP exhibi when you'll do hi wih forcing F in. Thi will mirror work we did in Chaper 5.) (bu )? (In your homework,

f, wih f Ce M F f e d for M verified c f c 2 f 2 c F c 2 F 2 2 n, n 2 2 3 n! n ( e ( a co k in k coh k inh k e a co k e a in k 2 k 2 ( k 2 k 2 ( 2 k 2 ( k k 2 k 2 ( k a a 2 k 2 ( a k a 2 k 2 a e a f F a f f f n, n f d f 2 f n f, n f co k F f 2 F f f n F n f... f n F F F n F n F d 2 k 2 2 k 2 2

2 k in k 2 k 3 in k k co k e a n e a, n 2 k 2 2 2 k 2 2 a 2 n! a n Laplace ranform able

The pendulum applicaion ha we didn' cover carefully in Chaper 5...we'll ue hi for a equence of example uing Laplace ranform over he nex everal lecure.

Mah 225-4 Wed Apr 4.3 parial fracion;.5 piecewie forcing. Announcemen: Warm-up Exercie:

parial fracion occur naurally when olving iniial value problem wih Laplace ranform, a we've already een. Here' a moderaely-involved example: Exercie ) Solve he following IVP. Ue hi example o recall he general parial fracion algorihm. x 4 x = 8 e 2 x = x =

Wolfram alpha can check mo of your ep, once you've e up he problem. Or, if i' a ridiculou problem don' ry o even work i by hand: Exercie 2a) Wha i he form of he parial fracion decompoiion for 356 45 2 4 5 9 4 39 3 6 X = 3 3 2 4 2. 4 2b) Check exac number wih Wolfram alpha 2c) Wha i x = X? 2d) Have Wolfram alpha compue he invere Laplace ranform direcly. Noice ha being fluid wih Euler' formula i ueful.

.5 Piecewie coninuou forcing funcion...e.g. urning he forcing on and off. The following Laplace ranform maerial i ueful in yem where we urn forcing funcion on and off, and when we have righ hand ide "forcing funcion" ha are more complicaed han wha undeermined coefficien can handle. We will coninue hi dicuion on Friday, wih a few more able enrie including "he dela (impule) funcion". f wih f Ce M F f e d for M commen u a uni ep funcion e a for urning componen on and off a = a. f a u a e a F more complicaed on/off f f d F G "convoluion" for invering produc of Laplace ranform The uni ep funcion wih jump a = i defined o be, u =,. IThi funcion i alo called he "Heaviide" funcion, e.g. in Maple and Wolfram alpha. In Wolfram alpha i' alo called he "hea" funcion. Oliver Heaviide wa a an accomplihed phyici in he 8'. The name i no becaue he graph i heavy on one ide. :-) hp://en.wikipedia.org/wiki/oliver_heaviide > wih plo : plo Heaviide, = 3..3, color = green, ile = `graph of uni ep funcion` ; graph of uni ep funcion.6.2 3 2 2 3 Noice ha echnically he verical line hould no be here - a more precie picure would have a olid poin a, and a hollow circle a,, for he graph of u. In erm of Laplace ranform inegral definiion i doen' acually maer wha we define u o be.

Then, a ; i.e. a u a =, a ; i.e. a and ha graph ha i a horizonal ranlaion by a o he righ, of he original graph, e.g. for a = 2: Exercie 3) Verify he able enrie u a uni ep funcion e a for urning componen on and off a = a. f a u a e a F more complicaed on/off

Exercie 4) Conider he funcion f which i zero for 4 and wih he following graph. Ue lineariy and he uni ep funcion enry o compue he Laplace ranform F. Thi hould remind you of a homework problem from he aignmen due omorrow - alhough you're aked o find he Laplace ranform of ha ep funcion direcly from he definiion. In your nex week' homework aignmen you will re-do ha problem uing uni ep funcion. (Of coure, you could alo check your anwer in hi week' homework wih hi mehod.) 2 2 3 4 5 6 7 8

Exercie 5a) Explain why he decripion above lead o he differenial equaion iniial value problem for x x x =.2 co u x = x = 5b) Find x. Show ha afer he paren op puhing, he child i ocillaing wih an ampliude of exacly meer (in our linearized model).

Picure for he wing: > plo plo. in, =.. Pi, color = black : plo2 plo Pi in, = Pi..2 Pi, color = black : plo3 plo Pi, = Pi..2 Pi, color = black, lineyle = 2 : plo4 plo Pi, = Pi..2 Pi, color = black, lineyle = 2 : plo5 plo., =.. Pi, color = black, lineyle = 2 : plo6 plo., =.. Pi, color = black, lineyle = 2 : diplay plo, plo2, plo3, plo4, plo5, plo6, ile = `advenure a he winge` ; 3 3 advenure a he winge 2 4 6 8 2 6 2 Alernae approach via Chaper 5: ep ) olve for. ep 2) Then olve and e x = y for. x x =.2 co x = x = y y = y = x y = x

f, wih f Ce M F f e d for M verified c f c 2 f 2 c F c 2 F 2 2 n, n 2 2 3 n! n ( e ( a co k in k coh k inh k e a co k e a in k e a f u a f a u a a f f f n, n 2 k 2 ( k 2 k 2 ( 2 k 2 ( k k 2 k 2 ( k a a 2 k 2 ( a k a 2 k 2 a F a e a e a F e a F f 2 F f f n F n f... f n

f d F f 2 f n f, n f co k 2 k in k 2 k 3 in k k co k e a n e a, n F F n F n F d 2 k 2 2 k 2 2 2 k 2 2 2 k 2 2 a 2 n! a n f g d F G f wih period p e p p f e d Laplace ranform able

Mah 225-4 Fri Apr 6.5, EP7.6 piecewie and implule forcing. Announcemen: Warm-up Exercie:

Laplace able enrie for oday. f wih f Ce M F f e d for M commen u a uni ep funcion e a for urning componen on and off a = a. f a u a e a F more complicaed on/off a e a uni impule/dela "funcion" EP 7.6 impule funcion and he operaor. Conider a force f acing on an objec for only on a very hor ime inerval a a, for example a when a ba hi a ball. Thi impule p of he force i defined o be he inegral p a a f d and i meaure he ne change in momenum of he objec ince by Newon' econd law m v = f a a m v d = m v a a a = a f d = p Since he impule p only depend on he inegral of f, and ince he exac form of f i unlikely o be known in any cae, he eaie model i o replace f wih a conan force having he ame oal impule, i.e. o e f = p d a, where d a, i he uni impule funcion given by = p., a, a a d a, =, a. Noice ha a d a, d = a d =. a a Here' a graph of d 2,., for example:

2 3 4

Since he uni impule funcion i a linear combinaion of uni ep funcion, we could olve differenial equaion wih impule funcion o-conruced. A far a Laplace ranform goe, i' even eaier o ake he limi a for he Laplace ranform d a,, and hi effecively model impule on very hor ime cale. d a, = u a u a d a, = e a e a = e a e. In Laplace land we can ue L'Hopial' rule (in he variable ) o ake he limi a : lim e a e = e a e lim = e a. The reul in ime pace i no really a funcion bu we call i he "dela funcion" a anyway, and viualize i a a funcion ha i zero everywhere excep a = a, and ha i i infinie a = a in uch a way ha i inegral over any open inerval conaining a equal one. A explained in EP7.6, he dela "funcion" can be hough of in a rigorou way a a linear ranformaion, no a a funcion. I can alo be hough of a he derivaive of he uni ep funcion u a, and hi i conien wih he Laplace able enrie for derivaive of funcion. In any cae, hi lead o he very ueful Laplace ranform able enry a uni impule funcion e a for impule forcing

Exercie ) Revii he wing from Wedneday' noe and olve he IVP below for x. In hi cae he paren i providing an impule each ime he child pae hrough equilibrium poiion afer compleing a cycle. x x =.2 2 4 6 8 x = x =.

> > wih plo : plo plo. in, =.. Pi, color = black : plo2 plo Pi in, = Pi..2 Pi, color = black : plo3 plo Pi, = Pi..2 Pi, color = black, lineyle = 2 : plo4 plo Pi, = Pi..2 Pi, color = black, lineyle = 2 : plo5 plo., =.. Pi, color = black, lineyle = 2 : plo6 plo., =.. Pi, color = black, lineyle = 2 : diplay plo, plo2, plo3, plo4, plo5, plo6, ile = `Wedneday advenure a he winge` ; 3 3 Wedneday advenure a he winge 2 4 6 8 2 4 6 8 2 > impule oluion: five equal impule o ge ame final ampliude of meer - Exercie : > f.2 Pi um Heaviide k 2 Pi in k 2 Pi, k =..4 : > plo f, =..2 Pi, color = black, ile = `lazy paren on Friday` ; > Or, an impule a = and anoher one a =. > g.2 Pi 2 in 3 Heaviide Pi in Pi : > plo g, =..2 Pi, color = black, ile = `very lazy paren` ; > 3 3 3 3 lazy paren on Friday 2 4 6 8 4 2 very lazy paren 2 4 6 8 4 2