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Tomas Co
1 Review of Functions 5
1.1 Mathematical Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Drills . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Answers to Drills . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3
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°
Chapter 1
Review of Functions
2. ea+b = ea eb
3. eln(x) = x
4. ln (ex ) = x
³a´
6. ln = ln(a) − ln(b)
b
7. ln (xa ) = a ln(x)
ln(x) ln(x)
8. log (x) = ≈
ln(10) 2.303
5
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°
15. (a + b) (a − b) = a2 − b2
√
Define the imaginary number: i = −1
eit + e−it
21. cos(t) =
2
eit − e−it
22. sin(t) =
2i
d a
23. t = a ta−1
dt
d t
24. a = at ln(a)
dt
d at
25. e = aeat
dt
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° 7
d 1
26. ln (at) =
dt t
d
27. sin(t) = cos(t)
dt
d
28. cos(t) = − sin (t)
dt
d ³ ´ df dg
29. Derivative of Sums: f (t) + g(t) = +
dt dt dt
µ ¶ µ ¶
d ³ ´ df dg
30. Derivative of Products: f (t)g(t) = g(t) + f (t)
dt dt dt
µ ¶ µ µ ¶¶
d f (t) 1 dg df
31. Derivative of Fractions: = 2 f (t) − g(t)
dt g(t) f (t) dt dt
d ³ ´ df du
32. Chain Rule: f u(t) =
dt du dt
Z b³ ´ Z b Z b
33. p f (t) + q g(t) dt = p f (t)dt + q g(t)dt
a a a
Z b Z c Z c
34. f (t)dt + f (t)dt = f (t)dt
a b a
Z v(b) ³ ´ Z u(b)
35. Integration by parts: u dv = u(b)v(b) − u(a)v(a) − v du
v(a) u(a)
1.2 Drills
d ¡ 1+3t ¢
1. Find 2e − t2 + 10
dt
d ³ 2
´
2. Find ln (at) et+it
dt
Z 10 ³ ´
2 −2t
7. Find 2+t e dt
0
d ¡ ¢ dr
2πr2 + 5r = (4πr + 5)
dt dt
9. Find k and φ such that: 2 cos (3t) + 4 sin (3t) = k sin (3t + φ)
Z 2
t if t ≤ 1
10. Find tf (t)dt, where f (t) =
0
2−t if t > 1
4. x=1
6.
³
(a + ib) ep+iq + (a − ib) ep−iq = ep (a + ib) (cos(q) + i sin(q))
´
(a − ib) (cos(q) − i sin(q))
³ ´
= ep 2a cos(q) − 2b sin(q)
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° 9
81 221 −20
7. − e
4 4
8. Hint: use chain rule
9.
Z 1 Z 2
2
10. t dt + (2 − t)tdt = 1
0 1
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Chapter 2
11
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µZ ¶
• Solution: Let φ = exp p(t)dt be an integrating factor, then
µ Z t ¶
1
x= x0 + q(τ )φ(τ )dτ
φ(t) 0
• Example:
dx
+ 2tx = 4t x(0) = x0
dt
then p(t) = 2t and q(t) = 4t,
R 2
2tdt
φ(t) = e = et
and
µ Z t ¶
−t2 τ2
x = e x0 + 4τ e dτ
0
2
³ 2
´
= e−t x0 − 2 + 2et
2
= 2 + (x0 − 2) e−t
where
dn xc dxc
an n
+ · · · + a1 + a0 xc = 0
dt dt
dn xp dxp
an n
+ · · · + a1 + a0 xp = q(t)
dt dt
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° 13
d2 x dx
a2 + a 1 + a0 x = q(t)
dt2 dt
Step 1: Find xc :
a2 s2 + a1 s + a0 = 0
xc = C1 y1 (t) + C2 y2 (t)
where
y1 (t) = er1 t
er2 t if r1 6= r2
y2 (t) =
ter1 t if r1 = r2
where C1 and C2 are constants, evaluated later to fit the initial conditions
Step 2: Find xp :
• Numerical Example:
d2 x dx dx
+ − 6x = e−t sin (2t) subject to x(0) = 1, (0) = 0
dt2 dt dt
– Step 1: complementary solution
s2 + s − 6 = 0 → r1 = −3 ; r2 = 2 → y1 = e−3t ; y2 = e2t
xc = C1 e−3t + C2 e2t
– Step 2: particular solution
W (t) = 5e−t
1 2t ³ ´
u1 (t) = e cos(2t) − sin(2t)
20
1 −3t ³ ´
u2 (t) = e −2 cos(2t) − 3 sin(2t)
65
1 −t ³ ´
→ xp (t) = e cos(2t) − 5 sin(2t)
52
– Step 3: determine integration constant
x = xc + x p
1 −t ³ ´
= C1 e−3t + C2 e2t + e cos(2t) − 5 sin(2t)
52
1
x(0) = 0 = C1 + C2 +
52
dx 11
(0) = 0 = −3C1 + 2C2 −
dt 52
7 41
→ C1 = C2 =
20 65
7 41 1 ³ ´
Solution: x(t) = e−3t + e2t + e−t cos(2t) − 5 sin(2t)
20 65 52
2.3 Drills
Solve the following differential equations
dx
1. = e−t (x + 2) subject to x(0) = 1
dt
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° 15
dx
2. + (1 + t) x = sin(2t) subject to x(0) = 1
dt
d ¡ 2t ¢
3. e x = e−t subject to x(0) = 2
dt
d2 x dx dx
4. + 4 + 4x = 3 + e−t sin (t) subject to x(0) = 2 and (0) = 0
dt2 dt dt
d2 x dx dx
5. 2
− e−2t = −5 − 6x subject to x(0) = 0 and (0) = 0
dt dt dt
17
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Example:
µ ¶ −1 2 µ ¶ µ ¶
1 1 −1 (−1 + 2 − 1) (2 + 2 + 0) 0 4
2 2 = =
2 2 3 (−2 + 4 + 3) (4 + 4 + 0) 5 8
1 0
4. Transpose:
T
a11 · · · a1n a11 · · · a1m
.. ... .. . ..
. . = .. . . . .
am1 · · · amn an1 · · · anm
T
1 2 µ ¶
Example: 3 4 = 1 3 5
2 4 6
5 6
3.2 Determinants
Notation: det(A) = |A|
1. 2 × 2 Matrices: ¯µ ¶¯
¯ a11 a12 ¯
¯ ¯
¯ a21 a22 ¯ = a11 a22 − a12 a21
¯µ ¶¯
¯ 1 2 ¯
Example: ¯ ¯
¯ 3 2 ¯ = 1 · 2 − 2 · 3 = −4
2. n × n Matrices:
Method 1: row expansion
(a) Given matrix A, choose any row, say row i.
(b) Let Aij↓ be matrix A with row i and column j removed.
(c) The determinant can be determined recursively by
Xn ¯ ¯
¯ ¯
|A| = (−1)i+j ¯Aij↓ ¯
j=1
µ ¶µ ¶−1 µ ¶
−1 −1/2 1/2 1 2 1 0
Checking: A A= =
3/4 −1/4 3 2 0 1
2. n × n Matrices:
(a) Given matrix A, let Aij↓ be matrix A with row i and column j removed.
(b) Build a new matrix B,
b11 · · · b1n
B = ... . . . ...
bn1 · · · bnn
where bij = (−1)i+j |Aij↓ |.
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3.4 Drills
1 2 1 −1 1 µ ¶ µ ¶
2 1 1 0
Let A = 3 4 , B= 3 2 0 , C= and I2 =
3 2 0 1
1 1 1 2 2
and let s be a scalar variable.
Evaluate the following:
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° 21
1. AAT − B
2. ACAT
3. B −1
³ ´−1
4. sI2 − C
5. BC