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Lecture 1
Introduction
BENG 221
Mathematical Methods in Bioengineering
Overview
Ordinary
Differential
Equations
Linear
Time-Invariant
Systems
Lecture 1
Eigenmodes
Convolution and
Introduction
Response
Functions ODEs and Linear Systems
Further Reading
Gert Cauwenberghs
Department of Bioengineering
UC San Diego
1.1
BENG 221
Course Objectives
Lecture 1
Introduction
Overview
Ordinary
1. Acquire methods for quantitative analysis and prediction of
Differential
Equations
biophysical processes involving spatial and temporal
Linear
dynamics:
Time-Invariant
Systems
I Derive partial differential equations from physical principles;
Eigenmodes
I Formulate boundary conditions from physical and operational
Convolution and constraints;
Response
Functions
I Use engineering mathematical tools of linear systems
Further Reading
analysis to find a solution or a class of solutions;
2. Learn to apply these methods to solve engineering problems
in medicine and biology:
I Formulate a bioengineering problem in quantitative terms;
I Simplify (linearize) the problem where warranted;
I Solve the problem, interpret the results, and draw conclusions
to guide further design.
3. Enjoy!
1.2
BENG 221
Today’s Coverage:
Lecture 1
Introduction
Overview
Ordinary
Differential
Equations
Linear
Ordinary Differential Equations
Time-Invariant
Systems
Eigenmodes
Convolution and
Response
Linear Time-Invariant Systems
Functions
Further Reading
Eigenmodes
1.3
BENG 221
ODE Problem Formulation
Lecture 1
Introduction
Ordinary
(or other ordinate) t described by m differential equations:
Differential
Equations
ODE
Linear
Time-Invariant
Systems
Eigenmodes
d k x1
dx1
Convolution and Fi x1 , ,... ,...
Response
Functions
dt dt k
Further Reading dx2 d k x2
x2 , ,... ,... (1)
dt dt k
d k xn
dxn
xn , ,... = 0
dt dt k
Eigenmodes
Convolution and
Response
Two masses with coupled potential V (x):
Functions
2 2
Further Reading
1 dx1 1 dx2
m1 + m2 + V (x1 , x2 ) = 0 (3)
2 dt 2 dt
1.5
BENG 221
ODE in Canonical Form
Lecture 1
Introduction
Eigenmodes
Convolution and
Response dx1
Functions = f1 (x1 , x2 , . . . xn )
Further Reading dt
dx2
= f2 (x1 , x2 , . . . xn ) (5)
dt
..
.
dxn
= fn (x1 , x2 , . . . xn ).
dt
Overview
Ordinary
Differential
Equations Amplitude stabilized quadrature oscillator:
Linear
Time-Invariant dx
Systems
dt = −y − (x 2 + y 2 − 1) x
dy (6)
Eigenmodes
dt = x − (x 2 + y 2 − 1) y
Convolution and
Response
Functions
Further Reading Any first-order canonical ODE without explicit time dependence
can be solved by separation of variables, e.g.,
dx
= (1 + x 2 )/x (7)
dt
1.7
BENG 221
Initial and Boundary Conditions
Lecture 1
Introduction
Overview
Initial conditions are values for the variables, and some of their
Ordinary
derivatives of various order, specified at one initial point in time
Differential
Equations
t0 , e.g., t = 0:
Linear
Time-Invariant IC
Systems
Eigenmodes
Convolution and d i xj
Response (0) = cij , i = 0, . . . m, j = 1, . . . n. (8)
Functions dt i
Further Reading
d i xj
gl (. . . , (tk ), . . .) = 0. (9)
dt i
1.8
BENG 221
ICs in Canonical Form
Lecture 1
Introduction
Overview
Ordinary For ODEs in canonical form, initial conditions for each of the
Differential
Equations variables are specified at initial time t0 , e.g., t = 0:
Linear
Time-Invariant
Systems
Canonical IC
Eigenmodes
Convolution and
Response
Functions x1 (0) = c1
Further Reading
x2 (0) = c2 (10)
..
.
xn (0) = cn
ICs for first or higher order derivatives are not required for
canonical ODEs.
1.9
BENG 221
Linear Canonical ODEs
Lecture 1
Introduction
Linear time-invariant (LTI) systems can be described by linear
canonical ODEs with constant coefficients:
Overview
Linear dx
Time-Invariant
Systems
=Ax+b (11)
dt
Eigenmodes
Convolution and
Response with x = (x1 , . . . xn )T , and with linear initial conditions:
Functions
x(0) = e (12)
Overview
Ordinary
Differential
Examples abound in biomechanical and electromechanical
Equations systems (including cardiovascular system, and MEMS
Linear
Time-Invariant
biosensors), and more recently bioinformatics and systems
Systems
biology.
Eigenmodes
A classic example is the harmonic oscillator (k = 0), and more
Convolution and
Response generally the damped oscillator or resonator:
Functions
Further Reading
du
dt = v
(14)
m dv
dt = −k u − γ v + fext
1.11
BENG 221
LTI Homogeneous ODEs
Lecture 1
Introduction
In general, LTI ODEs are inhomogeneous. Homogeneous LTI
ODEs are those for which x ≡ 0 is a valid solution. This is the
Overview
case for LTI ODEs with zero driving force b = 0 and zero IC/BC:
Ordinary
Differential
Equations LTI Homogeneous ODE
Linear
Time-Invariant
Systems
dx
Eigenmodes =Ax (15)
Convolution and
dt
Response
Functions
C x(0) = 0 (16)
LTI Homogeneous BC
Overview
Ordinary
Differential
Eigenvalue-eigenvector decomposition of the matrix A yields the
Equations eigenmodes of LTI homogeneous ODEs. Let:
Linear
Time-Invariant
Systems A xi = λi xi (18)
Eigenmodes
Convolution and
Response
with eigenvectors xi and corresponding eigenvalues λi . Then
Functions
1.13
BENG 221
Orthonormality and Inhomogeneous IC/BCs
Lecture 1
Introduction
Overview
The general solution is expressed as a linear combination of
Ordinary
eigenmodes:
Differential Xn
Equations
x(t) = ci xi eλi t (20)
Linear
Time-Invariant i=1
Systems
xTi xj = δij
Response
Functions (21)
Further Reading
n
X
x(t) = xTi x(0) xi eλi t (22)
i=1
1.14
BENG 221
Superposition and Time-Invariance
Lecture 1
Introduction
Overview
Linear time-invariant (LTI) homogeneous ODE systems satisfy
Ordinary
Differential the following useful properties:
Equations
Linear
Time-Invariant
LTI ODE
Systems
1.15
BENG 221
Impulse Response and Convolution
Lecture 1
Introduction
Overview
Let h(t) the impulse response of a LTI system to a delta Dirac
Ordinary
function at time zero:
Differential
Equations
dh
Linear = L(h) + δ(t) (23)
Time-Invariant dt
Systems
Further Reading du
= L(u) + f (t) (24)
dt
is given by:
Convolution
Z +∞
u(t) = f (θ) h(t − θ) dθ. (25)
−∞
1.16
BENG 221
Fourier Transfer Function
Lecture 1
Introduction
Overview
Ordinary
Linear convolution in the time domain (25)
Differential
Equations Z +∞
Linear
Time-Invariant
u(t) = f (θ) h(t − θ) dθ
Systems −∞
Eigenmodes
Convolution and
transforms to a linear product in the Fourier domain:
Response
Functions
Further Reading
U(jω) = F (jω) H(jω) (26)
where Z +∞
U(jω) = F(u(t)) = u(θ) e−jωθ dθ (27)
−∞
1.17
BENG 221
Laplace Transfer Function
Lecture 1
Introduction
Overview
Ordinary
Differential For causal systems
Equations
Linear
Time-Invariant h(t) ≡ 0 for t <0 (28)
Systems
Eigenmodes
the identical product form (26)
Convolution and
Response
Functions
U(s) = F (s) H(s) (29)
Further Reading
where s = jω.
1.18
BENG 221
Bibliography
Lecture 1
Introduction
Overview
Ordinary
Differential
Equations
Linear
Time-Invariant
Systems
Eigenmodes
Wikipedia, Ordinary Differential Equation,
Convolution and
Response http://en.wikipedia.org/wiki/Ordinary_differential_equation.
Functions
1.19