:05 2013-11-5 Tuesday
ODE == Ordinary Differential Equations
9:06 2013-11-5
1st order ODE
y' = f(x, y)
9:34 2013-11-5
geometric view of ODE's
9:36 2013-11-5
analytic view
9:39 2013-11-5
y' = f(x, y) <----> direction fields
y(x) sol <----> integral curve
9:43 2013-11-5
integral curve
10:50 2013-11-5
isocline
11:06 2013-11-5
isocline, direction fields, integral curve
11:06 2013-11-5
solve ODE by separating variables
11:27 2013-11-5
lobster trap
11:31 2013-11-5
solution can not escape
11:32 2013-11-5
principle NO 1:
2 integrals curves can not cross by an angle
11:40 2013-11-5
2 integrals can not be tangent!
because EXISTENCE & UNIQUENESS THEOREM
-----------------------------------------------
15:13 2013-11-5
start 18.06 lec 2, Euler's numerical solution
15:13 2013-11-5
geometric solution, analytic solution,
numetic solutions
15:14 2013-11-5
initial condition
15:14 2013-11-5
IVP == Initial Value Problem
15:21 2013-11-5
step size
15:29 2013-11-5
be systematic
15:41 2013-11-5
convex, concave
15:53 2013-11-5
DE == Differential Equations
15:56 2013-11-5
you're automatically introducing a
systematic error!
15:58 2013-11-5
take small steps and it will follow better
15:58 2013-11-5
use small step size
16:02 2013-11-5
error e depends on the step size
16:04 2013-11-5
e ~ c1 * h // Euler is a first order method
16:06 2013-11-5
I halve the stepsize, I halve the error!
16:10 2013-11-5
however there are more efficient method
that get the results more quickly!
16:12 2013-11-5
find a better slope!
find a better value for An!
16:22 2013-11-5
improved Euler's method,
Modified Euler's method,
RK2
16:23 2013-11-5
RK2 is a 2nd order method
e2 ~ c2 * h * h
16:25 2013-11-5
you have to evaluate the slope 4 times!
in RK4
16:27 2013-11-5
RK4 is the standard method, it's not
very efficient, but it's very accurate!
16:28 2013-11-5
What is the RK4 method?
it's the Runge-Kutta method 4th order
16:29 2013-11-5
RK4 requires that you calculate 4 slopes:
(An + 2*Bn + 2*Cn + Dn) / 6 // super slope
16:34 2013-11-5
singularity
------------------------------------------------
19:28 2013-11-5
1st order linear equations
19:34 2013-11-5
constant coefficient
19:34 2013-11-5
homogeneous
19:40 2013-11-5
standard linear form
19:45 2013-11-5
temperature concentration model
19:57 2013-11-5
Newton's law of cooling
19:59 2013-11-5
Why "conduction model"?
trasmit heat by conduction
20:02 2013-11-5
It's proportional to the temperature difference
20:04 2013-11-5
Newton's law of cooling
dT/dt = k * (Te - T)
20:07 2013-11-5
external temperature, internal temperature
20:09 2013-11-5
the diffusion model
20:10 2013-11-5
salt concentration inside,
salt concentration outside
20:12 2013-11-5
membrane wall
20:13 2013-11-5
equation is the same, except it got
the name of diffusion equation
20:15 2013-11-5
internal concentration, external concentration
20:16 2013-11-5
this is the diffusion equation, and
this is the conduction equation
20:18 2013-11-5
let's put it into "standard linear form"
20:21 2013-11-5
What is a standard linear form?
y' + p(x)y = q(x)
20:29 2013-11-5
integrating factor
20:31 2013-11-5
What is an "integrating factor"?
in order to solve: y' + p(x)y = q(x)
using integrating factor: u(x)
uy' + puy = qu,
then uy' + puy == ( )' ??? probably
20:50 2013-11-5
separate variable
20:50 2013-11-5
indefinite integral
20:51 2013-11-5
we can find the integrating factor by
using a formula!
20:52 2013-11-5
summarize it as a clearcut method
21:00 2013-11-5
I.F. == Integrating Factor
21:20 2013-11-5
Linear Differential Equation with Constant Coefficient
21:20 2013-11-5
LCCDE == Linear Constant-Coefficient Differential Equation
21:28 2013-11-5
engineer literature
21:30 2013-11-5
definite integral solutions
indefinite integral solutions
21:33 2013-11-5
steady-state solution, transient solution
----------------------------------------------
21:54 2013-11-5
start ODE lec 04, change variables,
substitution in ODE
21:56 2013-11-5
change of variables(substitution)
21:57 2013-11-5
scaling
22:02 2013-11-5
internal temperature, external temperature
22:04 2013-11-5
dimensionless,
there is no unit attached to it
22:10 2013-11-5
they are lumped for you, and you just give
the lump a new name
22:11 2013-11-5
we'll render unsolvable problems suddenly
solvable
22:11 2013-11-5
there is two kind of substitution:
1. direct ~
2. inverse ~
22:13 2013-11-5
direct substitution, inverse substitution
22:17 2013-11-5
What is a direct substitution?
a new varible is the combination of the old varialble
22:18 2013-11-5
What is a inverse substitution?
old varialbe = f(new, old);
22:29 2013-11-5
Bernoulli Equations
22:31 2013-11-5
What is a Bernoulli equation?
y' = p(x)y + q(x)exp(y, n)
22:39 2013-11-5
linear equation
22:39 2013-11-5
standard linear form
22:45 2013-11-5
Let's put into standard form!
22:45 2013-11-5
that's a linear equation that is in
standard linear form
22:52 2013-11-5
arbitrary constant
22:55 2013-11-5
homogeneous 1st order ODEs
22:56 2013-11-5
homogeneous ODE
22:58 2013-11-5
What is a homogeneous ODE?
y' = f(y/x)
22:59 2013-11-5
that's a homogenous equation, because I
can see it can be written that way
23:00 2013-11-5
you can tuck inside the square root
23:02 2013-11-5
invariant under zoom
23:03 2013-11-5
I'm expanding equally, that's what I called
zoom..
23:06 2013-11-5
since I scale them equally
23:07 2013-11-5
identical equation
23:10 2013-11-5
direct substitution, inverse substitution
23:14 2013-11-5
beam of light, drug boat
23:17 2013-11-5
the angle between the beam & the boat
23:19 2013-11-5
What's the boat's path?
23:20 2013-11-5
the slope of the curve makes a constant angle
23:20 2013-11-5
differential equations
23:32 2013-11-5
homogeneous equation
23:44 2013-11-5
exponential spiral
//
10:07 2013-11-6
1st order autonomous differential equation
10:09 2013-11-6
What is an autonomous ODE?
dy/dt = f(y) // no t on RHS
10:09 2013-11-6
RHS == RightHandSide
10:15 2013-11-6
What does it mean by "autonomous"?
autonomous == no independent variable on RHS
10:19 2013-11-6
to get qualitative solutions without
having to solve the equation!
10:20 2013-11-6
How does the direction fields look?
10:27 2013-11-6
critical point
10:39 2013-11-6
integral curve
10:49 2013-11-6
continuous interest rate
10:51 2013-11-6
w is the rate of embezzlement
10:53 2013-11-6
I want to analyze this equation using
the method of critical point!
11:06 2013-11-6
logistic equation(population equation)
11:09 2013-11-6
net birth rate(growth rate)
11:10 2013-11-6
if k is constant, then it's called a simple
population growth
11:16 2013-11-6
partial fraction
11:19 2013-11-6
critical point method
11:21 2013-11-6
here is my dy/dt axis, and here is my y axis
11:26 2013-11-6
increasing aymptotically to the level curve a/b
11:27 2013-11-6
physically they do not mean anything, but
mathematically they exist
11:29 2013-11-6
this is called a stable solution, because every
tries closer & closer to it!
11:29 2013-11-6
unstable solution
11:29 2013-11-6
c.p. == critical point
11:30 2013-11-6
stable critical point
unstable critical point
11:32 2013-11-6
there is a long-term solution
11:35 2013-11-6
How would the corresponding curve look?
11:35 2013-11-6
If I start below it, I rise to it
If I start above it, I leave it!
11:36 2013-11-6
stable on one side, and unstable on the
other side, it's called semi-stable
11:40 2013-11-6
logistic equation with harvesting
11:42 2013-11-6
harvest is at a constant-time rate
11:59 2013-11-6
so this curve has no critical point attached
to it!
-----------------------------------------------
12:14 2013-11-6
review ODE lec 5, autonomous equations
-----------------------------------------------
15:14 2013-11-6
start ODE lec 6, Complex Numbers
15:15 2013-11-6
complex conjugate
15:16 2013-11-6
What is a complex conjugate?
if z = a + bi, then its complex conjugate
is z' = a - bi
15:19 2013-11-6
polar representation
15:20 2013-11-6
polar coordinate
15:23 2013-11-6
Euler's formula
15:27 2013-11-6
exponential function
15:28 2013-11-6
exponential law
15:28 2013-11-6
Why exponential function exp(e, x) is so popular?
because the derivative of exp(e, x) is exp(e, x)
itself
15:35 2013-11-6
infinite series
15:39 2013-11-6
using the method of grouping
15:42 2013-11-6
trignometric identity
15:46 2013-11-6
complex-valued funtion of a real-valued variable
15:47 2013-11-6
see exp(i*theta) as a blackbox system, then
input == real, but output == complex!
15:50 2013-11-6
real part + imaginary part
16:02 2013-11-6
polar form of a complex number
exp(a + ib) == exp(a) * exp(ib)
16:05 2013-11-6
r == modulus
16:10 2013-11-6
Why polar coordinate?
because polar form is good for multiplication
16:11 2013-11-6
cartesian form, polar form
16:14 2013-11-6
How to multiply two complex numbers in polar form?
1. multiply modulus
2. add arguments
16:18 2013-11-6
integration by part
16:40 2013-11-6
cos(x) is the real part of e to the ix
16:44 2013-11-6
complex exponential
16:53 2013-11-6
find the nth root of 1 in the complex domain?
16:55 2013-11-6
here is the unit circle
16:56 2013-11-6
geometrically it's clear that these
are the 5th roots of 1
17:00 2013-11-6
Is this the fifth root of 1?
17:02 2013-11-6
since 2pi and zero are the same angle
-----------------------------------------
17:21 2013-11-6
start ODE lec 7, first order differential equations
17:22 2013-11-6
temperature concentration model
17:25 2013-11-6
integrating factor
17:29 2013-11-6
steady-state solution(long-term solution),
transient solution
17:32 2013-11-6
SSS == Steady-State Solution
17:47 2013-11-6
the input is the RHS of the differential
equation!
17:48 2013-11-6
the external water bath temperature
17:50 2013-11-6
driving external temperature
17:51 2013-11-6
response is the solution to the differential
equation!
17:57 2013-11-6
physical input: Qe(t)
17:57 2013-11-6
superposition principle
18:00 2013-11-6
higher-order equations
18:00 2013-11-6
lineararity of the ODE
18:01 2013-11-6
What happening if input is trignometric?
18:08 2013-11-6
Ω is the angular frequency
18:10 2013-11-6
What is an angular frequency?
number of complete oscillatins in
2 pi distance
18:19 2013-11-6
complex exponential is the eigenfunction
of LTI system
18:25 2013-11-6
the real part will solve the original ODE
18:30 2013-11-6
integrating factor
18:37 2013-11-6
polar coordinate, cartesian coordinate
18:47 2013-11-6
right triangle
18:50 2013-11-6
complex solution
18:57 2013-11-6
phase delay(phase lag)
19:06 2013-11-6
amplitude, phase lag
/
9:11 2013-11-7 Thursday
start ODE lec 08
9:17 2013-11-7
phase lag
9:21 2013-11-7
complex conjugate
9:21 2013-11-7
What is a complex conjugate?
the complex conjugate of a + ib is
a - ib, complex conjugates are symmetric
about the x axis!
9:26 2013-11-7
trigonometric identity
9:55 2013-11-7
unit vector
9:56 2013-11-7
scalar product(dot product)
10:16 2013-11-7
linear equation
10:17 2013-11-7
basic linear ODE
10:20 2013-11-7
definite integral, indefinite integral
10:21 2013-11-7
first thing first!
10:23 2013-11-7
mixing example
10:23 2013-11-7
flow rate
10:23 2013-11-7
x(t): amount of salt in tank at time t
10:26 2013-11-7
Ce: concentration of the incoming salt
10:29 2013-11-7
rate of change of salt in the tank
10:31 2013-11-7
rate of change of salt inflow,
rate of change of salt outflow
10:35 2013-11-7
concentration diffusion equation
10:36 2013-11-7
let's put it in standard form
10:42 2013-11-7
Newton's law of diffusion,
Newton's law of cooling
10:43 2013-11-7
concentration model
10:58 2013-11-7
since the current throught the capacitor
does not make sense, you have to talk charge
on the capacitor!
11:05 2013-11-7
radioactive substance decay
11:08 2013-11-7
radioactive decay law
11:14 2013-11-7
initial condition
----------------------------------------
11:50 2013-11-7
start ODE, lec 09, linear 2nd order ODE
11:56 2013-11-7
constant coefficient
11:57 2013-11-7
homogeneous
11:58 2013-11-7
inhomogeneous
-------------------------------------
16:50 2013-11-7
start ODE lec 09
/
16:22 2013-11-8 Friday
start ODE lec 09, 2nd order LCCDE
16:22 2013-11-8
dashpot
16:23 2013-11-8
spring-mass-dashpot
17:05 2013-11-8
characteristic equation
17:28 2013-11-8
heavily damped
17:32 2013-11-8
damping constant
17:40 2013-11-8
overdamped case
17:43 2013-11-8
complex roots
17:52 2013-11-8
real constant
17:58 2013-11-8
trigonometric identity
18:19 2013-11-8
underdamped case
18:20 2013-11-8
critically damped
--------------------------------------
18:36 2013-11-8
start lec 10, oscillations
17:43 2013-11-8
complex roots
17:52 2013-11-8
real constant
17:58 2013-11-8
trigonometric identity
18:19 2013-11-8
underdamped case
18:20 2013-11-8
critically damped
--------------------------------------
18:36 2013-11-8
start lec 10, oscillations
18:36 2013-11-8
oscillations corresponds to complex roots
18:50 2013-11-8
general solution
19:08 2013-11-8
complex conjugate
20:27 2013-11-8
damped case
--------------------------------------------------
///
21:25 2014-2-14
start ODE, lec 1, geometric view of ...
21:25 2014-2-14
1st order ODE
21:30 2014-2-14
y' = f(x, y)
21:30 2014-2-14
solve by separate variables
21:30 2014-2-14
geometric view of looking at differential equations
21:32 2014-2-14
analytic method
numeric method
geometric method
21:33 2014-2-14
y' = f(x, y) <=> direction field
y(x) solution <=> integral curve
21:34 2014-2-14
integral curve of direction fields
21:44 2014-2-14
how to draw direction field?
21:50 2014-2-14
level curve //isocline
21:54 2014-2-14
What is an isocline?
f(x, y) = c // slope at all points on the isocline are equal!
21:57 2014-2-14
isocline => direction fields => integral curve
22:04 2014-2-14
it's like a lobster trap
22:16 2014-2-14
two integral curve cannot cross!
// because you cannot have two different slope at a single point!
22:19 2014-2-14
two integral curves cannot be tangent(touch)!
22:22 2014-2-14
existence & uniqueness theorem
/
16:35 2014-2-15 Saturday
ODE, lec 2, Euler's numeric method
16:35 2014-2-15
numeric solution
16:36 2014-2-15
IVP == Initial Value Problem
16:36 2014-2-15
IVP == Differential Equation + initial value
16:37 2014-2-15
Euler's method
16:37 2014-2-15
uniform stepsize which usually called h
16:41 2014-2-15
h // step size
16:44 2014-2-15
convex, concave
17:50 2014-2-15
the bigger the stepsize, the bigger the error!
17:55 2014-2-15
e ~ c1 * h // Euler is a 1st order method
17:58 2014-2-15
have the stepsize, have the error!
18:00 2014-2-15
better methods:
find a better value for An (the slope)!
18:03 2014-2-15
improved Euler's method,
modified Euler's method,
RK2
18:13 2014-2-15
RK2 is a 2nd order method
18:13 2014-2-15
RK4 is the standard method,
accurate but inefficient!
18:19 2014-2-15
Runge-Kutta 4th order method
18:24 2014-2-15
singularity // singular point
18:24 2014-2-15
start ODE, lec 3, solving 1st order linear equation
18:27 2014-2-15
standard linear form for 1st order linear equation:
y' + p(x)y = q(x)
19:27 2014-2-15
models:
temperature-concentration model
mixing model
19:28 2014-2-15
water bath
19:32 2014-2-15
Newton's law of cooling
19:33 2014-2-15
diffusion model
19:38 2014-2-15
external water bath
19:38 2014-2-15
salt concentration inside,
salt concentration outside
19:41 2014-2-15
dT/dt = k(Te - T)
19:44 2014-2-15
let's put it into standard linear form!
19:44 2014-2-15
integrating factor
19:49 2014-2-15
calculating integrating factor
21:38 2014-2-15
* linear with k constant
22:09 2014-2-15
steady-state solution,
transient solution
22:18 2014-2-15
start ODE, lec 4
22:19 2014-2-15
substitution // change of variables
22:19 2014-2-15
*linear equations
*equations with variables that are separable
22:21 2014-2-15
change of variables:
* scaling
22:25 2014-2-15
for big temperature difference, Newton's cooling law
breaks down, ...
22:33 2014-2-15
go to bed...
//
16:37 2014-2-17 Monday
ODE, lec 4, substitution in DE,
change of variables
16:37 2014-2-17
* scaling
16:41 2014-2-17
external temperature, internal temperature
16:48 2014-2-17
lumping constant
16:55 2014-2-17
direct substitution
inverse substitution
16:57 2014-2-17
Bernoulli equation => linear equation // direct substitution
17:07 2014-2-17
integrating factor
17:16 2014-2-17
homogeneous 1st order ODEs
17:23 2014-2-17
"invariant under zoom"
17:29 2014-2-17
direct subsitution <=> inverse substitution
17:38 2014-2-17
light house, beam, drug boat
17:43 2014-2-17
start ODE, lec 05
1st-order autonomous ...
18:08 2014-2-17
autonomous: no independent varialbe on the RHS
18:08 2014-2-17
qualitative information
20:03 2014-2-17
critical point
20:07 2014-2-17
analyze the equation using the method of critical point
20:20 2014-2-17
logistic equation // population equation
population behavior
20:32 2014-2-17
dy/dt = k * y // k is the growth rate
20:33 2014-2-17
k constant: simple growth
k is not constant: logistic growth
20:33 2014-2-17
c.p. == critical point
20:42 2014-2-17
stable critical point,
unstable critical point
20:48 2014-2-17
logistic equation with harvesting
20:55 2014-2-17
maximum rate of harvesting
21:07 2014-2-17
start ODE, lec 06, complex numbers
21:08 2014-2-17
complex conjugate
21:17 2014-2-17
polar representation of complex numbers
21:21 2014-2-17
exponential law // law of exponents
21:25 2014-2-17
exponential function
21:26 2014-2-17
infinite series
21:30 2014-2-17
the method of grouping
21:33 2014-2-17
trigonometric identity
21:36 2014-2-17
complex-valued function of a real variable
21:44 2014-2-17
polar form of a complex number
rectangular form of a ~
21:57 2014-2-17
r == modulus
theta == argument
22:00 2014-2-17
advantage of polar form is that it's good
for multiplication
22:01 2014-2-17
real part, imaginary part
22:14 2014-2-17
calculating the nth roots of 1
22:21 2014-2-17
ODE lec 07, 1st-order linear
/
17:57 2014-2-18
steady-state solution // long term solution
17:57 2014-2-18
input => response
18:03 2014-2-18
steady-state solution // newton's law of cooling
18:04 2014-2-18
physical input == trigonometric functions
18:08 2014-2-18
input, response
19:41 2014-2-18
complexify the problem
19:42 2014-2-18
driving frequency, driving angular frequency
20:05 2014-2-18
phase lag // phase delay
20:05 2014-2-18
response function
20:11 2014-2-18
signals & systems view of ODE
20:11 2014-2-18
SSS == Steady-State Solution
22:01 2014-2-18
input(drive): temperature of the water bath
output(response): internal temperature
22:06 2014-2-18
the principle of superposition
22:11 2014-2-18
linearity of the ODE
22:12 2014-2-18
what if the input == trignometric function?
22:14 2014-2-18
angular frequency(circular frequency)
22:15 2014-2-18
start ODE, lec 08, continuation...
22:17 2014-2-18
transport the problem into the complex domain
22:17 2014-2-18
polar method <-> Cartesian method
22:20 2014-2-18
same frequency, with changed amplitude & phase shift
22:39 2014-2-18
basic linear ODE
22:57 2014-2-18
Temperature-Concentration Model
Conduction-Diffusion Model
22:57 2014-2-18
Mixing problem
23:02 2014-2-18
flow rate in,
flow rate out
23:03 2014-2-18
x(t): amout of salt in the tank at the time t
23:03 2014-2-18
amount of salt
23:06 2014-2-18
incoming concentration
23:10 2014-2-18
diffusion model <=> mixing model
23:23 2014-2-18
radioactive chain decay
23:32 2014-2-18
go to bed
/
14:39 2014-2-19
start ODE, lec 09,
LCCDE 2nd-order
14:40 2014-2-19
inhomogeneous
14:42 2014-2-19
spring-mass-dashpot system
14:47 2014-2-19
characteristic equation of the ODE
15:01 2014-2-19
damping constant, spring constant
15:05 2014-2-19
initial condition,
IVP == Initial Value Problem
15:09 2014-2-19
this is heavily damped
15:09 2014-2-19
equilibrium position
15:33 2014-2-19
overdamped
15:35 2014-2-19
complex roots
15:35 2014-2-19
stiff spring
15:47 2014-2-19
underdamped case
15:56 2014-2-19
critical damped
16:07 2014-2-19
ODE, lec 10 continuation of ....
16:18 2014-2-19
oscillations
16:18 2014-2-19
oscillations associates with complex roots
16:19 2014-2-19
oscillations <=> complex roots
16:36 2014-2-19
complex conjugate
16:48 2014-2-19
complex => oscillations
17:08 2014-2-19
harmonic motion // undamped case
17:11 2014-2-19
it's crossing the axis periodically
17:25 2014-2-19
start ODE, lec 11, theory of general 2nd-order
LCCDE
17:38 2014-2-19
superposition principle
17:53 2014-2-19
linear homogeneous ODE
17:53 2014-2-19
differentiation operator
17:54 2014-2-19
I'm applying D to y! not multiply D with y!
17:55 2014-2-19
linear operator
17:56 2014-2-19
how to solve homogeneous differential equations?
take a system view, if the output == 0, what should
I put in as an input?
17:58 2014-2-19
linear combination
18:04 2014-2-19
fit initial conditions
18:11 2014-2-19
a pair of simultaneous linear equations
18:20 2014-2-19
Wronskian
18:35 2014-2-19
finding normalized solution
18:35 2014-2-19
sinh(x) // hyperbolic sine of x
cosh(x) // hyperbolic cosine of x
18:49 2014-2-19
why did engineers like normalized solutions?
18:50 2014-2-19
solving simultaneous linear equations
18:56 2014-2-19
existence & uniqueness theorem
21:09 2014-2-19
start ODE lec 12, continuation...
21:10 2014-2-19
inhomogeneous LCCDE
21:10 2014-2-19
input signal (driving term)(forcing term)
21:11 2014-2-19
response // the solution
21:11 2014-2-19
associated homogeneous equation
21:13 2014-2-19
reduced equation
21:13 2014-2-19
external force
21:21 2014-2-19
forced system <-> passive system
passive system // homogeneous system
21:26 2014-2-19
capacitance(C), inductance(L)
21:28 2014-2-19
the passive circuits without put extra electromagnetic force
21:35 2014-2-19
Ly = f(x) // L is the linear operator
// inhomogeneous equation
21:38 2014-2-19
y = yp + yc,
yp is the particular solution
yc is the complementary solution,// == yh, homogeneous solution
21:41 2014-2-19
linear operator
21:47 2014-2-19
inhomogeneous differential equations
21:49 2014-2-19
linear 1st-order equations
21:56 2014-2-19
associated homogeneous solution
21:59 2014-2-19
transient solution + steady-state solution
22:02 2014-2-19
ODE is stable, if the complementary goes to zero
22:11 2014-2-19
SSS == Steady-State Solution
22:11 2014-2-19
characteristic roots: roots of the characteristic equation
22:13 2014-2-19
stability condition
22:14 2014-2-19
stability condition:
the ODE is stable if the characteristic roots
have nagative real part!
22:21 2014-2-19
start ODE, lec 13, find particular solutions(Xp)
22:28 2014-2-19
general solution = particular solution + complementary solution
22:51 2014-2-19
the rule of substitution
22:58 2014-2-19
polynomial operator
22:58 2014-2-19
p(D) // simple quadratic polynomial
22:59 2014-2-19
input signal == complex exponential
23:00 2014-2-19
D // the differentiation operator
23:01 2014-2-19
exponential-input theorem
23:05 2014-2-19
decaying oscillation
23:13 2014-2-19
general solution = complementary solution + particular solution
23:14 2014-2-19
let's complexify it
23:15 2014-2-19
imaginary part of the complex exponentials
23:15 2014-2-19
complex solution to this complexified equation
23:28 2014-2-19
exponential-shift rule
23:28 2014-2-19
product rule
23:34 2014-2-19
D == the differentiation operator
23:34 2014-2-19
what if a is a double-root?
0:13 2014-2-20
go to bed
13:38 2014-2-20
start ODE, lec 14
13:38 2014-2-20
resonance
13:38 2014-2-20
driving term(forcing term)
13:42 2014-2-20
the driving frequency is different from the natrual frequency
13:43 2014-2-20
driving frequency(input frequency)
natrual frequency
13:43 2014-2-20
complexify the equation
13:44 2014-2-20
input => response
13:49 2014-2-20
driving frequency, natrual frequency,
resonance!
13:50 2014-2-20
complementary solution
14:08 2014-2-20
Backward Euler
14:21 2014-2-20
beats
14:30 2014-2-20
damped resonance
14:51 2014-2-20
natrual undamped frequency
14:52 2014-2-20
natrual damped frequency(pseudo-frequency)
14:55 2014-2-20
damped spring
14:58 2014-2-20
start ODE, lec 15
introduction to Fourier series
15:04 2014-2-20
why Fourier series?
y'' + ay' + by = f(t) // f(t) is the input
15:09 2014-2-20
f(t): the basic input is exponential, sine, cosine
15:11 2014-2-20
input:
response:
15:22 2014-2-20
why can I use a superposition principle?
because the ODE is linear
15:22 2014-2-20
orthogonal relations
15:50 2014-2-20
u(t) & v(t) are both periodic with 2 * pi,
they are orthogonal if....
15:54 2014-2-20
integration by parts
16:15 2014-2-20
orthogonality relations
16:47 2014-2-20
start ODE, lec 16 continuation more Fourier series
17:04 2014-2-20
even function, odd function => Fourier coefficient
17:23 2014-2-20
the uniqueness of Fourier series
17:25 2014-2-20
if f(t) is even, simplify the calculation of the
coefficient
17:29 2014-2-20
start ODE, lec 17
finding particular ...
18:05 2014-2-20
the mathematic basis for hearing
18:05 2014-2-20
square wave
18:16 2014-2-20
Fourier expansion
18:22 2014-2-20
associated homogeneous solution(reduced solution)
18:31 2014-2-20
driving frequency
18:36 2014-2-20
Fourier analysis is done by using resonance
19:12 2014-2-20
start ODE lec 19, introduction to Laplace transform
23:12 2014-2-20
go to bed
12:11 2014-2-21 Friday
start ODE, lec 18, Lapalace transform
12:11 2014-2-21
where does Laplace transform come from?
12:12 2014-2-21
power series
12:12 2014-2-21
continuous analog
12:23 2014-2-21
what's the difference between transform & operator?
transform: f(t) -> F(s)
operator: f(t) -> g(t)
12:36 2014-2-21
linear transform
12:36 2014-2-21
kernel
13:10 2014-2-21
exponential-shift formula
13:17 2014-2-21
backwards Euler formula
13:20 2014-2-21
start ODE, lec 20,
using Laplace transform to solve LCCDE
13:43 2014-2-21
exponential type
13:46 2014-2-21
rapidly growing exponential
13:46 2014-2-21
derivative formula for Laplace transform
16:01 2014-2-21
integrate by parts
16:08 2014-2-21
f(t) is of exponential type
16:11 2014-2-21
start ODE lec 21,
convolution formula for Laplace transform
16:14 2014-2-21
convolution integral,
convolution sum
16:16 2014-2-21
where does Laplace transform come?
Laplace transform is a continuous analog of power series
16:29 2014-2-21
double integral
16:46 2014-2-21
radioactive dumping
17:08 2014-2-21
example of convolution in practice
17:08 2014-2-21
radioactive waste
17:08 2014-2-21
dump rate
17:09 2014-2-21
dump rate * decay rate
17:25 2014-2-21
start ODE, lec 22, using Laplace transform
18:20 2014-2-21
why people like Laplace transform?
because it handles jump discontinuity very nicely
18:20 2014-2-21
unit box
18:24 2014-2-21
unit step function
18:39 2014-2-21
start ODE, lec 23, use with impulse input
18:42 2014-2-21
unit impulse
18:42 2014-2-21
impulse of a function f(t) within the integral
over [a, b]
19:16 2014-2-21
the impulse is the area under this curve
19:17 2014-2-21
unit step is not a differentiable
21:19 2014-2-21
equilibrium point
22:03 2014-2-21
transfer function: W(s)
22:11 2014-2-21
the weight function of the system: w(t)
22:12 2014-2-21
what w(t) really ?
it's "unit impulse response"
//
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