University of Florida/Egm4313/s12.teamboss/R5

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Report 5


Problem R5.1 Radii of Convergences

Statement

Find the radius of convergence for:

1)

r(x)=k=0(k+1)kxk

(1.0)


2)

r(x)=k=01kγkx2k

(1.1)



And find the radius of convergence for the Taylor series of 3) Sin(x) about x=0, 4) log(1+x) about x=0, and 5)log(1+x) about x=1.

Solution

1)---------------------------------------
First, we establish what dk is. As found in the notes (section 7-c), we consider an infinite power series of the form:

r(x)=k=0dkxk

(1.2)


The radius is then calculated using the formula below:

Rc=[klim|dk+1dk|]1

(1.3)


In the case of equation (1.0), dk is equals to:

dk=(k+1)(k)

(1.4)

This means, from equation (1.3):

Rc=[klim|(k+2)(k+1)(k+1)(k)|]1

(1.5)


This simplifies to:

Rc=[klim|(k+2)(k)|]1

(1.6)


This limit becomes , and thus L'hopital's rule is necessary. The radius of convergence is then represented by:

Rc=[klim|11|]1

(1.7)


This limit just becomes 1 and the radius of convergence is then established as 1.

2)---------------------------------------
In the case of equation (1.1), after making a bounds change where j=2k and then making k=j,dk is equal to:

dk=1k/2γk/2

(1.8)


This means, from equation (1.3):

Rc=[klim|(1k/2+1/2)(γk/2)(γk/2+1/2)(1k/2)|]1

(1.9)


γ is a constant in this case, and the radius of convergence simplifies to this form:

Rc=[klim|(11/2)(γ1/2)|]1

(1.10)


When taking the limit at infinity, the radius of convergence becomes γ1/2.

3)---------------------------------------
The Taylor series that represents sin(x) about x=0 is:

sinx=n=0(1)n(2n+1)!x2n+1

(1.11)


We put this in the form found in equation (1.2) first. This will allow us to get a dk. To put (1.11) in the form found in (1.2), we let k=2n+1:

r(x)=k=11k+12k!xk

(1.12)


This means dk would equal:

1k+12k!

(1.13)


This means, from equation (1.3):

Rc=[klim|(1k+22)(k)!(k+1)!(1k+12)|]1

(1.14)


This simplifies to:

Rc=[klim|(1.5)(k+1)|]1

(1.15)


This inverted limit makes Rc=. This is the best possible case, as this means the series converges for all values of x.
4)---------------------------------------
The Taylor series that represents log(1+x) about x=0 is:

sinx=k=1(1)kkxk

(1.16)


So dk would be defined as shown below:

dk=(1)kk

(1.17)


This means, from equation (1.3):

Rc=[klim|(1k+1)(k)(k+1)(1k)|]1

(1.18)


This simplifies to:

Rc=[klim|(1)(k)(k+1)|]1

(1.19)


This limit becomes , and thus L'hopital's rule is necessary. The radius of convergence is then represented by:

Rc=[klim|11|]1

(1.20)


This absolute, inverted limit just becomes 1 and the radius of convergence is then established as 1.

5)---------------------------------------
The Taylor series that represents log(1+x) about x=1 is:

sinx=k=1(1)kkxk

(1.21)


So dk would be defined as shown below:

dk=(1)kk

(1.22)


This means, from equation (1.3):

Rc=[klim|(1k+1)(k)(k+1)(1k)|]1

(1.23)


This simplifies to:

Rc=[klim|(1)(k)(k+1)|]1

(1.24)


This limit becomes , and thus L'hopital's rule is necessary. The radius of convergence is then represented by:

Rc=[klim|11|]1

(1.25)


This absolute, inverted limit just becomes 1 and the radius of convergence is then established as 1.

Author

Solved and Typed By -Egm4313.s12.team1.silvestri (talk) 17:26, 24 March 2012 (UTC)
Reviewed By - --Egm4313.s12.team1.durrance (talk) 17:33, 30 March 2012 (UTC)




Problem R5.2: Determining linear independence using Wronskian and Gramian

Statement

Determine whether the following functions are linear independent using the Wronskian.

f(x)=x2,g(x)=x4

(2.0)


f(x)=cos(x),g(x)=sin(3x)

(2.1)



Using the Gramian over interval [a,b] = [1,1] to come to the same conclusion.

Wronskian Solution (1)

The Wronskian is defined as:

W(f,g):=det[fgfg]=fggf

(2.2)



If the Wronskian does not equal zero, then the equations are linearly independent.

Values needed are:

f=2x

(2.3)


g=4x3

(2.4)



Substituting all of the conditions into Eq. (2.2):

W(f,g):=det[fgfg]=x2(4x3)2x(x4)=2x50

(2.5)


Because the Wronskian does not equal zero, Eqs. (2.0) are linearly independent.

Wronskian Solution (2)

The Wronskian is defined as:

W(f,g):=det[fgfg]=fggf

(2.2)



If the Wronskian does not equal zero, then the equations are linearly independent.

Values needed are:

f=sin(x)

(2.6)


g=3cos(3x)

(2.7)



Substituting all of the conditions into Eq. (5.2):

W(f,g)=det[fgfg]=3cos(x)(cos(3x))(sin(x))(sin(3x))0

(2.8)


Because the Wronskian does not equal zero, Eqs. (2.1) are linearly independent.

Gramian Solution (1)

The Gramian is defined as:

Γ(f,g):=det[f,ff,gg,fg,g]

(2.9)


Where the scalar product is defined as:

f,g:=abf(x)g(x)dx

(2.10)


When the Gramian does not equal zero, the functions are linearly independent.

So calculating the scalar products:

f,f=11(x2)(x2)dx=2/5

f,g=11(x2)(x4)dx=2/7
g,f=11(x4)(x2)dx=2/7
g,g=11(x4)(x4)dx=2/9

(2.11)



Substituting those values into Eq. (2.9) and calculating the determinant:

Γ(f,g):=det[f,ff,gg,fg,g]=(2/5)(2/9)(2/7)(2/7)=16/22050

(2.12)



Because the determinant does not equal zero, Eqs. (2.0) are linearly independent.

Gramian Solution (2)

The Gramian is defined as:

Γ(f,g):=det[f,ff,gg,fg,g]

(2.9)


Where the scalar product is defined as:

f,g:=abf(x)g(x)dx

(2.10)


When the Gramian does not equal zero, the functions are linearly independent.

So calculating the scalar products:

f,f=11cos(x)cos(x)dx=1.9998

f,g=11cos(x)sin(3x)dx=0
g,f=11sin(3x)cos(x)dx=0
g,g=11sin(3x)sin(3x)dx=0.0018

(2.13)



Substituting those values into Eq. (2.9) and calculating the determinant:

Γ(f,g):=det[f,ff,gg,fg,g]=1.998*0.00180=0.00360

(2.14)



Because the determinant does not equal zero, Eqs. (2.1) are linearly independent.

Author

Solved and Typed By - --Egm4313.s12.team1.durrance (talk) 18:35, 26 March 2012 (UTC)--128.227.12.77 18:17, 26 March 2012 (UTC)
Reviewed By ---Egm4313.s12.team1.stewart (talk) 19:03, 26 March 2012 (UTC)




Problem R5.3 Linear Independence of Vectors Using the Gramian

Statement

From Lect. 7c Pg. 38 Verify that 𝐛𝟏,𝐛𝟐 are linearly independent using the Gramian.

𝐛𝟏=2𝐞1+7𝐞2

(3.1)

𝐛𝟐=1.5𝐞1+3𝐞2

(3.2)

Solution

The Gramian:

Γ(f,g):=det[f,ff,gg,fg,g]

(3.3)


But for the vectors given the Gramian looks like this:

Γ(𝐛𝟏,𝐛𝟐):=det[𝐛𝟏,𝐛𝟏𝐛𝟏,𝐛𝟐𝐛𝟐,𝐛𝟏𝐛𝟐,𝐛𝟐]

(3.4)


And:

𝐛𝐢,𝐛𝐣𝐛𝐢𝐛𝐣

(3.5)


And for the scalar dot product:

𝐞1,𝐞2=0

(3.6)

Therefore:

𝐛𝟏,𝐛𝟏=(2𝐞1+7𝐞2)(2𝐞1+7𝐞2)=4𝐞1+49𝐞2=4+49=53

(3.7)


𝐛𝟏,𝐛𝟐=(2𝐞1+7𝐞2)(1.5𝐞1+3𝐞2)=3𝐞1+21𝐞2=3+21=24

(3.8)


𝐛𝟐,𝐛𝟏=(1.5𝐞1+3𝐞2)(2𝐞1+7𝐞2)=3𝐞1+21𝐞2=3+21=24

(3.9)


𝐛𝟐,𝐛𝟐=(1.5𝐞1+3𝐞2)(1.5𝐞1+3𝐞2)=2.25𝐞1+9𝐞2=2.25+9=11.25

(3.10)


The determinant to solve for the Gramian is:

Γ(𝐛𝟏,𝐛𝟐):=det[𝐛𝟏,𝐛𝟏𝐛𝟏,𝐛𝟐𝐛𝟐,𝐛𝟏𝐛𝟐,𝐛𝟐]=𝐛𝟏,𝐛𝟏𝐛𝟐,𝐛𝟐𝐛𝟏,𝐛𝟐𝐛𝟐,𝐛𝟏

(3.11)


Plugging in values:

Γ(𝐛𝟏,𝐛𝟐)=(53)(11.25)(24)(24)

(3.12)


Γ(𝐛𝟏,𝐛𝟐)=596.25576

(3.13)


Γ(𝐛𝟏,𝐛𝟐)=20.25

(3.14)


Qualifications for a linearly independent system of vectors:

Γ0Γ𝟏exists𝐜=Γ1𝐝

(3.15)

So the vectors 𝐛𝟏,𝐛𝟐 are linearly independent because:

Γ=20.250

(3.16)

Author

Solved and Typed By - Egm4313.s12.team1.stewart (talk) 18:20, 25 March 2012 (UTC)
Reviewed By - Egm4313.s12.team1.rosenberg (talk) 05:20, 28 March 2012 (UTC)




Problem R5.4 Showing summation of particular solutions are overall particular solutions to L2-ODE-VC with summation of excitations

Statement

Show that yp(x)=i=0nyp,i(x) is indeed the overall particular solution of the L2-ODE-VC y'p,i+p(x)y'p,i+q(x)yp,i=ri(x) with the excitation r(x)=r1(x)+r2(x)+...+rn(x)=i=0nri(x). Discuss the choice of yp(x), in example for r(x)=Kcos(wx). Why would you need to have both cos(wx) and sin(wx) in yp(x)?

Solution

The following represent particular solutions and their derivatives, equated into a summation:

yp(x)=yp,1(x)+yp,2(x)+...+yp,n(x)yp(x)=i=0nyp,i(x)

(4.0)


yp(x)=yp,1(x)+yp,2(x)+...+yp,n(x)yp(x)=i=0nyp,i(x)

(4.1)


yp(x)=yp,1(x)+yp,2(x)+...+yp,n(x)yp(x)=i=0nyp,i(x)

(4.2)


Because the given ODE is in the form of L2-ODE-VC, it is linearly independent. Each yp,i is a solution for each ri, and when there are multiple excitations, the solution to a sum of these excitations is the sum of the particular solutions. Using these particular solutions, we can show that they are the solutions to the following L2-ODE-VC (4.3) with the given excitation:

yp,i+p(x)yp,i+q(x)yp,i=ri(x)

(4.3)


i=0nyp,i(x)+p(x)i=0nyp,i(x)+q(x)i=0nyp,i(x)=i=0nri(x)

(4.4)


For r(x)=Kcos(wx). You need to have both cos(wx) and sin(wx) in yp(x) because when solving for the particular solution, it is necessary to take derivatives of the particular solution, and in the case of r(x)=Kcos(wx) the derivatives will produce extra terms since the derivative of cos(wx) will produce both sin(wx) and cos(wx) terms. Having both cos(wx) and sin(wx) is necessary to eliminate the extra terms.

Author

Solved and Typed By - --Egm4313.s12.team1.wyattling (talk) 19:17, 26 March 2012 (UTC)
Reviewed By - Egm4313.s12.team1.armanious (talk) 05:25, 30 March 2012 (UTC)




Problem R5.5

Statement

1. Show that cos7x and sin7x are linearly independent using the Wronskian and the Gramian(1 period).
2. Find 2 equations for the two unknowns M, N, and solve for M, N.
3. Find the overall solution y(x) that corresponds to the initial condition (3b) p3-7. y(0)=1,y(0)=0 Plot the solution over 3 periods.

Solution

Part 1a
When using the Wronskian, if the solution does not equal to 0, then the two are linearly independent of each other.
The Wronskian can be defined as:

W(f,g):=det[fgfg]=fggf

(5.1)


Lets set f=cos(7x) and g=sin(7x) so that we can find f,g

f=7sin(7x),g=7cos(7x)

(5.2)


Plugging these values into the Wronskian equation yields:

W(f,g):=det[cos(7x)sin(7x)7sin(7x)7cos(7x)]=7cos2(7x)7sin2(7x)

(5.3)


7cos2(7x)7sin2(7x)0

(5.4)


Thus f and g are in fact linearly independent of each other.

Part 1b
Now we need to solve it using the Gramian
Gramian can be defined as:

Γ(f,g):=det[<f,f><f,g><g,f><g,g>]

(5.5)


Where like with the Wronskian, f and g are linearly independent of each other when Γ(f,g)0
Integrating over one period implies that our boundaries will be (0,2π7)

<f,f>=02π7cos2(7x)dx

(5.6)


Setting u=7x gives us du=7dx which also changes our integration factors to be (0,2π) giving us:

<f,f>=1702πcos2(u)du

(5.7)


Integrating gives us:

17[u2+14sin2u02π]

(5.8)


Which equals:

π7

(5.9)


<g,g>=02π7sin2(7x)dx

(5.10)


Setting u=7x gives us du=7dx which also changes our integration factors to be (0,2π) giving us:

<g,g>=1702πsin2(u)du

(5.11)


Integrating gives us:

17[u214sin2u02π]

(5.12)


Which equals:

π7

(5.13)


<f,g>=<g,f>=02π7cos(7x)sin(7x)dx

(5.14)


Because cos and sin are orthogonal of each other, without going through with the integration, we can say that <f,g>=<g,f>=0
Plugging these values into our Gramian equation gives us:

Γ(f,g):=det[π700π7]=π2490

(5.15)


Thus, we again see that f and g are linearly independent of each other.

Part 2
From the notes, we are given the following information:

y3y10y=3cos(7x)

(5.16)


yp(x)=Mcos(7x)+Nsin(7x)

(5.17)


y'p(x)=M7sin(7x)+N7cos(7x)

(5.18)


y'p(x)=M49cos(7x)N49sin(7x)

(5.19)


Plugging 5.17-19 back into our original equation in 5.16 yields:

M49cos(7x)N49sin(7x)+M21sin(7x)N21cos(7x)M10cos(7x)N10sin(7x)=3cos(7x)

(5.20)


Collecting like terms leaves us with:

59Mcos(7x)59Nsin(7x)+21Msin(7x)21Ncos(7x)=3cos(7x)

(5.21)


Now we can equate coefficients to solve of M and N:

59M=3,M=359

(5.22)


21N=3,N=17

(5.23)


Part 3
The overall solution to the equation is expressed as y(x)=yp(x)+yh(x). We must now find the homogeneous equation.
Writing our given equation in homogeneous form gives us:

y3y10=0

(5.24)


rewriting in characteristic form:

λ23λ10=0

(5.25)


We can solve for our roots using simple factoring:

(λ5)(λ+2)=0

(5.26)


Thus:

λ1,2=(5,2)

(5.27)


Yielding:

yh(x)=c1e5x+c2e2x

(5.28)


Now using the given initial conditions, we can solve for c1,c2

y'h(x)=5c1e5x2c2e2x

(5.29)


Plugging in initial conditions we have:

y(0)=c1+c2=1,y(0)=5c12c2=1

(5.30)


Solving for each gives us:

c1=27,c2=57

(5.31)


Therfore:

yh(x)=27e5x+57e2x

(5.32)


Now plugging in our answers from Step 2 into the general particular equation we get that:

yp(x)=359cos(7x)+17sin(7x)

(5.33)


so our final equation to is:

y(x)=27e5x+57e2x+359cos(7x)+17sin(7x)

(5.34)


To plot over 3 periods, we will plot from (0,6π7)

Author

Solved and Typed By - Egm4313.s12.team1.rosenberg (talk) 18:45, 30 March 2012 (UTC)
Reviewed By -Egm4313.s12.team1.silvestri (talk) 18:44, 30 March 2012 (UTC)




Problem R5.6: General Solution for Periodic Excitation

Statement

Consider the following L2-ODE-CC; see p.6-6:

y'4y+13y=2e2xcos(3x)

(6.0)

Homogeneous solution:

yh(x)=e2x[Acos3x+Bsin3x]

(6.1)

Particular solution:

yp(x)=xe2x[Mcos3x+Nsin3x]

(6.2)

Complete the solution for this problem.

Find the overall solution y(x) that corresponds to the initial condition (3b) p.3-7

y(0)=1,y(0)=0

(6.3)

Solution

Start by finding yp and yp.

yp=e2x[(3Mx2Nx+N)sin3x+(2Mx+3Nx+M)cos3x]

(6.4)

yp=e2x[(12Mx6M5Nx4N)sin3x+(15Mx12M12Nx+6N)cos3x]

(6.5)

Substitute yp and its derivatives into (6.0) to find M and N.

yp+4yp+13yp=e2x[(6M)sin3x+(10Mx8M+6N)cos3x]

(6.6)

Separating terms and setting equal to the excitation from (6.0):

6Me2xsin3x+(8M+6N)e2xcos3x10Mxe2xcos3x=2e2xcos3x

(6.7)

From (6.7), we solve coefficients to get

6M=0

8M+6N=2

10M=0

(6.8)

Solving for M and N:

M=0

N=13

(6.9)

Which gives us the particular solution:

yp=13xe2xsin3x

(6.10)

For the general solution,

y=yh+yp

(6.11)

y=e2x[Acos3x+Bsin3x]+13xe2xsin3x

(6.12)

y=e2x[Acos3x+(B+13x)sin3x]

(6.13)

To solve for A and B, we use initial conditions from (6.3):

y(0)=e2(0)[Acos3(0)+(B+13(0))sin3(0)]=1

(6.14)

Which simplifies to:

A=1

(6.15)

For the second initial condition from (6.3):

y=e2x[(3A2B+13+23x)sin3x+(3B+x2)cos3x]

(6.16)

y(0)=e2(0)[(3A2B+13+23(0))sin3(0)+(3B+(0)2)cos3(0)]=0

(6.17)

3B2=0

(6.18)

B=23

(6.19)

We can now write y with all coefficients known.

y=e2x[(1)cos3x+(23+13x)sin3x]

(6.20)

Final Equation

y=e2x[cos3x+(23+13x)sin3x]

(6.21)

File:5.6.jpg

Author

Solved and Typed By - Egm4313.s12.team1.essenwein (talk) 00:28, 20 March 2012 (UTC)
Reviewed By - --Egm4313.s12.team1.stewart (talk) 18:29, 25 March 2012 (UTC)




Problem R5.7 Vector Components and the Gramian

Statement

See R5.7 Lect. 8b pg. 11:

𝐯=4𝐞1+2𝐞2=c1𝐛1+c2𝐛2

The oblique basis vectors b1,b2 are:

𝐛1=2𝐞1+7𝐞2

𝐛2=1.5𝐞1+3𝐞2


1. Find the components c1, c2 using the Gramian matrix.
2. Verify the result found above.

Solution

To find the components of the oblique basis vectors, the Gram matrix must be used. The Gram matrix is defined as such:

Γ(𝐛1,𝐛2):=[𝐛1,𝐛1𝐛1,𝐛2𝐛2,𝐛1𝐛2,𝐛2]

(7.0)

This matrix requires several scalar products to be found. one important feature of scalar products will be presented here and implicitly used throughout these calculations:

𝐞1,𝐞2=0

(7.1)

Equation 7.1 states that the scalar product of two perpendicular vectors is zero. To find the Gram matrix, three scalar products must be found:

𝐛1,𝐛1=(2)(2)+(7)(7)=53

(7.2)

𝐛1,𝐛2=𝐛2,𝐛1=(2)(1.5)+(7)(3)=24

(7.3)

𝐛2,𝐛2=(1.5)(1.5)+(3)(3)=11.25

(7.4)

Using the above values the Gram matrix is found to be:

Γ(𝐛1,𝐛2)=[53242411.25]

(7.5)

To find the components, the Gram matrix must be used to solve the following equation:

[𝐛1,𝐛1𝐛1,𝐛2𝐛2,𝐛1𝐛2,𝐛2]{c1c2}={𝐛1,𝐯𝐛2,𝐯}

(7.6)

The right hand side of the equation can be found using:

𝐛1,𝐯=(2)(4)+(7)(2)=22

(7.7)

𝐛2,𝐯=(1.5)(4)+(3)(2)=12

(7.8)

Using known values, 7.6 becomes:

[53242411.25]{c1c2}={2212}

(7.9)

To find the components, the Gramian (the determinant of the Gram matrix) and the inverse of the Gram must be found.

Γ=|53242411.25|=(53)(11.25)(24)(24)=20.25

(7.10)

Γ1=120.25[11.25242453]=[593227322721281]

(7.11)

This can be used in the matrix equation to solve for the components:

{c1c2}=[593227322721281]{2212}={2163}

(7.12)

Therefore the matrix v with respect to the oblique vectors is:

𝐯=2𝐛1+163𝐛2

(7.13)

As a check, the definitions of each vectors with respect to the basis e1 and e2:

4𝐞1+2𝐞2=2(2𝐞1+7𝐞2)+163(1.5𝐞1+3𝐞2)=4𝐞114𝐞2+8𝐞1+16𝐞2

(7.14)

Which reduces to:

4𝐞1+2𝐞2=4𝐞1+2𝐞2

(7.15)

Author

Solved and Typed By - Egm4313.s12.team1.armanious (talk) 01:40, 25 March 2012 (UTC)
Reviewed By - --Egm4313.s12.team1.stewart (talk) 18:31, 25 March 2012 (UTC)




Problem R5.8 Finding the Integral of a Logarithmic Function

Statement

see R5.8 Lect. 8b pg. 16:
Find the integral:
xnlog(1+x)dx

Solution

xnlog(1+x)dx

(8.0)

To find this integral, integration by parts must be used. The formula for integration by parts is:

udv=uvvdu+C

(8.1)

u=log(1+x)

(8.2)

du=dx1+x

(8.3)

dv=xndx

(8.4)

v=xn+1n+1

(8.5)

Using these expressions in the formula yields:

xnlog(1+x)dx=xn+1n+1log(1+x)1n+1xn+11+xdx+C

(8.6)

Now, the integral xn+11+xdx must be found. To start, the fraction must be expanded using long division:

xn+11+x=xnxn1+xn2xn3+...+(1)n+1x+1=(1)n+1x+1+k=0n(1)kxnk

(8.7)

This expression can now be easily integrated to yield the following:

xn+11+xdx=(1)n+1x+1dx+k=0n(1)kxnkdx

(8.8)

(1)n+1x+1dx=(1)n+1log(1+x)

(8.9)

k=0n(1)kxnkdx=k=0n(1)kxnkdx=k=0n(1)knk+1xnk+1

(8.10)

Therefore:

xn+11+xdx=(1)n+1log(1+x)+k=0n(1)knk+1xnk+1

(8.11)

Substituting into the original equation:

xnlog(1+x)dx=xn+1n+1log(1+x)1n+1((1)n+1log(1+x)+k=0n(1)knk+1xnk+1)+C

(8.12)

Simplifying this yields:

xnlog(1+x)dx=1n+1[(xn+1(1)n+1)log(1+x)k=0n(1)knk+1xnk+1]+C

(8.13)

To illustrate this, two test cases with n=0 and n=1 will be used.
For n=0

x0log(1+x)dx=10+1[(x0+1(1)0+1)log(1+x)(1)000+1x00+1]+C

(8.14)

This simplifies to:

log(1+x)dx=(x+1)log(1+x)x+C

(8.15)

For n=1

x1log(1+x)dx=11+1[(x1+1(1)1+1)log(1+x)(1)010+1x10+1(1)111+1x11+1]+C

(8.16)

This simplifies to:

xlog(1+x)dx=12[(x21)log(1+x)12x2+x]+C

(8.17)

In fact, this formula can be further generalized for any xnlog(r+x)dx where r is any real number.

The most notable step that changes is the long division expansion. Each term in the expansion increases by a factor of rk. The result is:

xn+1r+x=xnrxn1+r2xn2r3xn3+...+(r)n+1x+r=(r)n+1x+r+k=0n(r)kxnk

(8.18)

It is important to note that this particular step will fail when r=0 because 00 is undefined. A special case with r=0 will also be shown for full generality. The rest of the process is identical to that shown above, with every log(1+x) term replaced with log(r+x). The final result of the integration yields:

xnlog(r+x)dx=1n+1[(xn+1(r)n+1)log(r+x)k=0n(r)knk+1xnk+1]+C;r0

(8.19)

When r=0, the integral is of the form xnlog(x)dx, which can be integrated using integration by parts.

u=log(x)

(8.20)

du=dxx

(8.21)

dv=xndx

(8.22)

v=xn+1n+1

(8.23)

Using these in (8.1) yields:

xnlog(x)dx=xn+1n+1log(x)1n+1xn+1xdx+C

(8.24)

Now, the integral xn+1xdx must be found. This is simply:

xn+1xdx=xndx=xn+1n+1+C

(8.25)

Substituting (8.25) into (8.24) yields:

xnlog(x)dx=xn+1n+1log(x)xn+1(n+1)2+C

(8.26)

Thus, the overall solution for any real value of r is

xnlog(r+x)dx={1n+1[(xn+1(r)n+1)log(r+x)k=0n(r)knk+1xnk+1]+C if r0xn+1n+1log(x)xn+1(n+1)2+C if r=0

(8.27)

Author

Solved and Typed By - Egm4313.s12.team1.armanious (talk) 02:51, 25 March 2012 (UTC)
Reviewed By - Egm4313.s12.team1.silvestri (talk) 18:29, 30 March 2012 (UTC)




Problem R5.9 Using the Gramian in ODEs

Statement

Consider the following L2-ODE-CC with log(1+x) as the excitation:

r(x)=y3y+2y

(9.0)


r(x)=log(1+x)

(9.1)


Also, consider the initial conditions:

y(34)=1,y(34)=0

(9.2)


1)Project the excitation r(x) on the polynomial basis

{bj(x)=xj,j=0,1,...n}

(9.3)


i.e., find dj such that:

r(x)rn(x)=j=0ndjxj

(9.4)


for x in [-.75, 3], and for n= 0,1.
Plot r(x) and rn(x) to show uniform approximation and convergence.
Note that <xi,r>=abxilog(1+x)dx
In a separate series of plots, compare the approximation of the function log(1+x) by 2 methods:

A. Projection on Polynomial basis (1) p8-17

B. Taylor series expansion about x^=0


Observe and discuss the pros and cons of each method.

2) Find yn(x) such that:

y'n+ay'n+byn=rn(x)

(9.5)


With the same initial conditions (9.2).
Plot yn(x) for n=0,1 for x in [-.75,3]
In a series of separate plots, compare the results obtained with the projected excitation on polynomial basis to those with truncated Taylor series of the excitation. Plot also the numerical solution as a baseline for comparison.

Solution

Part 1
First to project the excitation r(x)=log(1+x) onto the polynomial basis. We know that <bi,bj>dj=<bi,r>. <b0,b0> is the only term of concern for the γ matrix when n=0.

<b0,b0>=3/43x0x1dx=(3+3/4)=3.75

(9.6)


<bi,r> when n=0 is calculated below:

<b0,r>=3/43x0log(1+x)dx=2.141751035

(9.7)


This means that, as stated in the opening sentence:

<bi,bj>d0=<bi,r>

3.75d0=2.141751035
d0=.571136093

(9.8)


With that in mind, rn(x) is developed from equation (9.4) as shown below:

r(x)rn(x)=j=0ndjxj=j=00djx0=.571136093

(9.9)


Now projecting the excitation onto the polynomial basis with n=1:
We know that (in matrix form) γdj=<bi,r>. Beginning with the γ matrix:

γ=[<b0,b0><b0,b1><b1,b0><b1,b1>]

(9.9)


This matrix becomes:

γ=[3.754.218754.218759.140625]

(9.10)


The matrix containing <bi,r> is shown below, defined as matrix c:

c={<bo,r><b1,r>}===={3/43x0log(1+x))3/43x1log(1+x))}===={2.1417510355.007550553}

(9.10)


We then find the dj matrix in the following way:

γ1c=dj={.0939750342.5912076831}

(9.11)


With that in mind, rn(x) is developed from equation (9.4) as shown below:

r(x)rn(x)=j=0ndjxj=j=01djxj=.0939750342+.5912076831x

(9.12)


Graphed out compared to the actual excitation of log(1+x) [in red], the projections with n=0[in blue],1[in green] are compared below:

Part 2
First we create the characteristic equation in standard form:

λ23λ+2=0

(9.13)


Then, by setting it equal to zero, we can find what λ equals:

(λ2)(λ1)=0

(9.14)


λ=2,λ=1

(9.15)

Given two, distinct, real roots, the homogeneous solution looks like this:

yh(x)=C1e2x+C2ex

(9.16)

By using the method of undetermined coefficients, for n=0, the excitation 5.571136093 is analyzed to yield a particular solution:
In assessing a polynomial with a power of 0, the form of the particular solution will look like this:

yp(x)=A0

(9.17)


The first and second derivatives of A0, being a constant, are 0. So when plugging in yp(x) into (9.0), A0 is determined to be:

.571136093=2A0

.2855680465=A0

(9.18)


The general solution , after adding yh and yp then becomes:

yg(x)=C1e2x+C2ex+.2855680465

(9.18)


We consider the initial conditions by taking the first derivative of the general solution:

2C1e2x+C2ex=y'g(x)

(9.19)


By plugging in -3/4 for x, 1 for y, and 0 for y', we can solve for the constants C1,C2:

yg(3/4)=1=C1e2(3/4)+C2e3/4+.2855680465

(9.20)


y'g(3/4)=0=2C1e2(3/4)+C2e3/4

(9.21)


Solving the equations proves that C1=3.201861878,C2=3.024904915:
The resulting complete solution with consideration for initial conditions then becomes:

yg(x)=(3.024904915)e2x+(3.024904915)ex+.2855680465

(9.22)


By using the method of undetermined coefficients, for n=1, the excitation 5.571136093 is analyzed to yield a particular solution:
In assessing a polynomial with a power of 0, the form of the particular solution will look like this:

yp(x)=A1x+A0

(9.23)


The first derivative of yp is simply A1 and the second derivative is 0. So when plugging in yp(x) into (9.0), A0,A1 are determined to be:

.5912076831=2A1

.2956038416=A1
.0939750342=3A1+2A0
.0939750342=3(.2956038416)+2A0
.3964182452=A0

(9.24)


The general solution , after adding yh and yp then becomes:

yg(x)=C1e2x+C2ex+.2956038416x+.3964182452

(9.25)


We consider the initial conditions by taking the first derivative of the general solution:

2C1e2x+C2ex+.2956038416=y'g(x)

(9.26)


By plugging in -3/4 for x, 1 for y, and 0 for y', we can solve for the constants C1,C2:

yg(3/4)=1=C1e2(3/4)+C2e3/4+.2956038416(3/4)+.3964182452

(9.27)


y'g(3/4)=0=2C1e2(3/4)+C2e3/4+.2956038416

(9.28)


Solving the equations proves that C1=13.92092674,C2=12.54701279:
The resulting complete solution with consideration for initial conditions then becomes:

yg(x)=(13.92092674)e2x+(12.54701279)ex+.2956038416x+.3964182452

(9.29)


Graphed below, the approximations are shown. In green, the approximation with n=1, in blue, the approximation with n=0, and in red, the truncated Taylor series as n=1 is shown over the interval of [-3/4 to 3].

Author

Solved and Typed By - Egm4313.s12.team1.silvestri (talk) 21:26, 29 March 2012 (UTC)
Reviewed By - Egm4313.s12.team1.durrance (talk) 19:02, 30 March 2012 (UTC)




Contributing Members

Team Contribution Table
Problem Number Lecture Assigned To Solved By Typed By Proofread By
5.1 R5.8 Lect. 7c pg. 33 Emotion Silvestri Emotion Silvestri Emotion Silvestri Jesse Durrance
5.2 R5.3 Lect. 7c pgs. 36-37 Jesse Durrance Jesse Durrance Jesse Durrance Chris Stewart
5.3 Lect. 7c Pg. 38 Chris Stewart Chris Stewart Chris Stewart Steven Rosenberg
5.4 R5.4 Lect. 8a pg. 3 Wyatt Ling Wyatt Ling Wyatt Ling George Armanious
5.5 R5.5 Lect. 8b pg. 7 Steven Rosenberg Steven Rosenberg Steven Rosenberg Emotion Silvestri
5.6 Lect. 8 pgs. 6-7 Eric Essenwein Eric Essenwein Eric Essenwein Chris Stewart
5.7 R5.6 Lect. 8b pg. 11 George Armanious George Armanious George Armanious Chris Stewart
5.8 R5.8 Lect. 8b pg. 16 George Armanious George Armanious George Armanious Emotion Silvestri
5.9 R5.8 Lect. 8b pg. 18 Emotion Silvestri Emotion Silvestri Emotion Silvestri Jesse Durrance