forked from Sasserisop/MATH201
revise cauchy euler page
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we know how to solve second order equations where a,b,c are constants. Even if they're not constant some can be expressed as a linear equation. But not always will they be solvable. However, there is one class of second order equations with non constant coefficients that are always solvable.
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we know how to solve second order equations where a,b,c are constants. Even if they're not constant some can be expressed as a linear equation. But not always will they be solvable. However, there is one class of second order equations with non constant coefficients that are always solvable.
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# Cauchy-Euler equations
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# Cauchy-Euler equations
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*if it has a name in it, its very important, if it has 2 names its very important!*
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*If it has a name in it, its very important, if it has 2 names, its very very important!*
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$ax^2{\frac{d^2y}{dx^2}+bx{\frac{ dy }{ dx }}+cy=f(x)},\ x>0$
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#cauchy-euler equations are equations in the form:
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$$ax^2{\frac{d^2y}{dx^2}+bx{\frac{ dy }{ dx }}+cy=f(x)},\ x>0$$
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where $a,\ b,\ c$ are still constants and $\in \mathbb{R}$
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where $a,\ b,\ c$ are still constants and $\in \mathbb{R}$
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note if x=0 is not interesting as the derivative terms disappear.
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Note: x=0 is not interesting as the derivative terms disappear.
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how to solve? two approaches:
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How to solve? There are two approaches:
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textbook only use 2nd method. prof doesn't like this.
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Textbook only use 2nd method, prof doesn't like this. You can find both methods in the profs notes. Btw, do you know Stewart? Multimillionaire, he's living in a mansion in Ontario.
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you can find both methods in the profs notes.
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you know Stewart? multimillionaire, he's living in a mansion in Ontario.
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introduce change of variables:
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introduce change of variables:
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$x=e^t\Rightarrow t=\ln x$ (x is always +)
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$x=e^t\Rightarrow t=\ln x$ (x is always +)
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(do $x=-e^t$ if you need it to be negative.)
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(do $x=-e^t$ if you need it to be negative.)
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find derivatives with respect to t now. y is a function of t which is a function of x.
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find derivatives with respect to t now. y is a function of t which is a function of x.
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$\frac{dy}{dx}=\frac{dy}{dt}{\frac{dt}{dx}}=\frac{ dy }{ dt }{\frac{1}{x}}\Rightarrow \underset{ Impor\tan t }{ x\frac{dy}{dx}=\frac{dy}{dt} }$
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$\frac{dy}{dx}=\frac{dy}{dt}{\frac{dt}{dx}}=\frac{ dy }{ dt }{\frac{1}{x}}\Rightarrow \underset{ \text{Important} }{ x\frac{dy}{dx}=\frac{dy}{dt} }$
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compute 2nd derivative of y wrt to x:
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compute 2nd derivative of y wrt to x:
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$\frac{d^2y}{dx^2}=\frac{d^2y}{dt^2}\left( \frac{dt}{dx} \right)^2+\frac{dy}{dt}{\frac{d^2t}{dx^2}}=\frac{1}{x^2}{\frac{d^2y}{dt^2}}-\frac{\frac{1}{x^2}dy}{dt}$
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$\frac{d^2y}{dx^2}=\frac{d^2y}{dt^2} \frac{dt}{dx}\cdot \frac{dt}{dx}+\frac{dy}{dt}{\frac{d^2t}{dx^2}}=\frac{1}{x^2}{\frac{d^2y}{dt^2}}-\frac{\frac{1}{x^2}dy}{dt}$
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$\underset{ \mathrm{Im}por\tan t }{ x^22{\frac{d^2y}{dx^2}}=\frac{d^2y}{dt^2}-\frac{dy}{dt} }$
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$\underset{ \text{Important} }{ x^2{\frac{d^2y}{dx^2}}=\frac{d^2y}{dt^2}-\frac{dy}{dt} }$
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plugging those derivatives in we get:
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$$a\frac{d^2y}{dt^2}+(b-a){\frac{dy}{dt}}+cy=f(e^t)$$
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$$a\frac{d^2y}{dt^2}+(b-a){\frac{dy}{dt}}+cy=f(e^t)$$
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^ this is a constant coefficient equation now! We can solve it now using prior tools.
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^ this is a constant coefficient equation now! We can solve it now using prior tools.
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#ex
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## Example:
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solve:
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#ex #second_order #second_order_nonhomogenous #cauchy-euler
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Find the general solution for:
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$$x^2{\frac{d^2y}{dx^2}}+3x{\frac{dy}{dx}}+y=x^{-1},\ x>0$$
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$$x^2{\frac{d^2y}{dx^2}}+3x{\frac{dy}{dx}}+y=x^{-1},\ x>0$$
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$x=e^t$
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substitute: $x=e^t$
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transform using the technique we showed just earlier:
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transform using the technique we showed just earlier:
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$\frac{d^2y}{dt^2}+2{\frac{dy}{dt}}+y=e^{-t}$
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$\frac{d^2y}{dt^2}+2{\frac{dy}{dt}}+y=e^{-t}$
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1) $r^2+2r+1=0$
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1) $r^2-2r+1=0$
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$r_{1,2}=-1$
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$r_{1,2}=-1$
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$y_{h}(t)=c_{1}e^{-t}+c_{2}te^{-t}$
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$y_{h}(t)=c_{1}e^{-t}+c_{2}te^{-t}$
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2) $y_{p}(t)=At^2e^{-t}$ <- using method of undetermined coefficients
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2) $y_{p}(t)=At^2e^{-t}$ <- using method of undetermined coefficients
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$A=\frac{1}{2}$
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$A=\frac{1}{2}$
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general solution in terms of t:
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general solution in terms of t:
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$y_{1}(t)=c_{1}e^t+c_{2}te^{-t}+\frac{1}{2}t^2e^{-t}$
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$y(t)=c_{1}e^{-t}+c_{2}te^{-t}+\frac{1}{2}t^2e^{-t}$
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bottom line: solution in terms of t, but we want solution wrt to x:
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but we want solution in terms of x:
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$y_{1}(x)=c_{1}e^{-\ln(x)}+c_{2}\ln(x)e^{-\ln(x)}+\frac{1}{2}\ln(x)^2e^{-\ln(x)}$
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$y(x)=c_{1}e^{-\ln(x)}+c_{2}\ln(x)e^{-\ln(x)}+\frac{1}{2}\ln(x)^2e^{-\ln(x)}$
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$=c_{1}x^-1+c_{2}\ln(x)x^-1+\frac{1}{2}{\ln(x)^2}x^-1$
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$$y(x)=c_{1}x^{-1}+c_{2}\ln(x)x^{-1}+\frac{1}{2}{\ln(x)^2}x^{-1}$$
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We are done.
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#end of lecture 10
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#end of lecture 10
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@ -99,7 +99,7 @@ $A=\frac{5}{4}$
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$\tan \phi=\frac{4}{3}$
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$\tan \phi=\frac{4}{3}$
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$\phi \approx 0.9273\dots$
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$\phi \approx 0.9273\dots$
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$$y(t)=\frac{5}{4}e^{-3t}\sin(4t+\phi)$$
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$$y(t)=\frac{5}{4}e^{-3t}\sin(4t+\phi)$$
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"I know engineers loves calculators, I know mathematicians hates calculators, and that's probably the only difference between mathematicians and engineers." -Peter (referring to calculating arctan(4/3) on an exam)
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"I know engineers love calculators, I know mathematicians hate calculators, and that's probably the only difference between mathematicians and engineers." -Peter (referring to calculating arctan(4/3) on an exam)
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3) b=10
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3) b=10
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$r_{1,2}=-5$
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$r_{1,2}=-5$
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$y(t)=(c_{1}+c_{2}t)e^{-5t}$
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$y(t)=(c_{1}+c_{2}t)e^{-5t}$
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@ -1,5 +1,5 @@
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#start of lec 13
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#start of lec 13
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He has good news. he's excited to tell us about electric currents! In particular, how a radio uses resonance to selectively listen to a particular frequency:
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He has good news. he's excited to tell us about electric currents! In particular, how a radios use resonance to selectively listen to a particular frequency:
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# Resonance
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# Resonance
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Let's imagine a mass spring system which has an applied force with a forcing frequency of $\gamma$ and an amplitude of $F_{o}$ (a constant):
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Let's imagine a mass spring system which has an applied force with a forcing frequency of $\gamma$ and an amplitude of $F_{o}$ (a constant):
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$my''+by'+ky=F_{o}\cos(\gamma t)$
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$my''+by'+ky=F_{o}\cos(\gamma t)$
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@ -35,10 +35,11 @@ take the derivative of $\mu$ wrt to $\gamma$:
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$\mu'(\gamma)=-\frac{{2m^2\gamma\left( \gamma^2-\left( \frac{k}{m}-\frac{b^2}{2m^2} \right) \right)}}{[(k-m\gamma^2)^2+b^2\gamma^2]^{3/2}}=0$
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$\mu'(\gamma)=-\frac{{2m^2\gamma\left( \gamma^2-\left( \frac{k}{m}-\frac{b^2}{2m^2} \right) \right)}}{[(k-m\gamma^2)^2+b^2\gamma^2]^{3/2}}=0$
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case one: $\gamma=0$ not interesting, because then the force applied would just a constant force.
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case one: $\gamma=0$ not interesting, because then the force applied would just a constant force.
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case two:
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case two:
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$\gamma_{r}=\sqrt{ \frac{k}{m}-\frac{b^2}{2m^2} }$ where the r means resonance
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$$\gamma_{r}=\sqrt{ \frac{k}{m}-\frac{b^2}{2m^2} }$$
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By plugging in $\gamma_{r}$ into $\mu()$ we can know the maximum amplitude at resonance: $\mu_{max}(\gamma_{r})=\mu(\gamma_{r})=\frac{2m}{b\sqrt{ 4mk-b^2 }}$
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where the r means resonance.
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By plugging in $\gamma_{r}$ into $\mu()$ we can know the maximum amplitude at resonance: $$\mu_{max}(\gamma_{r})=\mu(\gamma_{r})=\frac{2m}{b\sqrt{ 4mk-b^2 }}$$
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if $b^2\geq 4mk>2mk$ (overly damped/critically damped case) (no resonance, imaginary numbers) $\gamma=0$
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if $b^2\geq 4mk>2mk$ (overly damped/critically damped case) (no resonance, imaginary numbers) $\gamma=0$
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if $b^2<2mk<4mk$ (assumed from the very beginning above) then we get a resonant frequency: $\gamma_{r}=\sqrt{\frac{ 2mk-b^2}{2m^2}}$
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if $b^2<2mk<4mk$ (assumed from the very beginning above) then we get a resonant frequency $\gamma_{r}$ which can be calculated as shown above.
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what if b=0? (no resistance):
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what if b=0? (no resistance):
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$my''+ky=F_{o}\cos(\gamma t)$
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$my''+ky=F_{o}\cos(\gamma t)$
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@ -48,8 +49,7 @@ $=A\sin(\omega t+\phi)$
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$y_{p}(t)=A_{1}\cos(\gamma t)+A_{2}\sin(\gamma t)$
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$y_{p}(t)=A_{1}\cos(\gamma t)+A_{2}\sin(\gamma t)$
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assume $\gamma=\omega$ with zero resistance we get:
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assume $\gamma=\omega$ with zero resistance we get:
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$y_{p}(t)=\frac{F_{o}}{2m\omega}t\sin \omega t \underset{ t\to \infty }{ \to }\infty$ (your circuit blows up! Or equivalently, your bridge collapses.)
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$y_{p}(t)=\frac{F_{o}}{2m\omega}t\sin \omega t \underset{ t\to \infty }{ \to }\infty$ (your circuit blows up! Or equivalently, your bridge collapses.)
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#end of lec 13
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#end of lec 13 #start of lecture 14
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#start of lecture 14
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# Amplitude modulation
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# Amplitude modulation
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Last lecture we showed we can selectively listen to a specific signal by using resonance.
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Last lecture we showed we can selectively listen to a specific signal by using resonance.
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He has something else he's excited to show us; amplitude modulation! Lets recall from last lecture:
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He has something else he's excited to show us; amplitude modulation! Lets recall from last lecture:
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@ -74,7 +74,7 @@ This is an amplitude modulated signal! also can be seen as a "beating frequency"
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To recap, taking a frictionless mass spring system which is initially at rest, and applying a driving frequency that is strictly different from the system's natural frequency, results in a displacement that follows an AM modulated signal. How cool is that!
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To recap, taking a frictionless mass spring system which is initially at rest, and applying a driving frequency that is strictly different from the system's natural frequency, results in a displacement that follows an AM modulated signal. How cool is that!
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>Sometimes I feel this effect when I'm sitting in the back of the bus, where the bus is stopped at a red light. I wonder if this modulated vibration pattern is attributed to this exact phenomenon.
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>Sometimes I feel this effect when I'm sitting in the back of the bus, where the bus is stopped at a red light. I wonder if this modulated vibration pattern is attributed to this exact phenomenon.
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# Shortcut for solving DE of a mass spring system
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# Shortcut for solving DE of a mass-spring system
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![[Drawing 2023-10-06 13.24.11.excalidraw]]
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![[Drawing 2023-10-06 13.24.11.excalidraw]]
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$my''+by'+ky=mg+F$
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$my''+by'+ky=mg+F$
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move $mg$ to LHS and replace $y$ with $y_{new}$ (remember, the $\frac{mg}{k}$ is a constant, its derivative is 0):
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move $mg$ to LHS and replace $y$ with $y_{new}$ (remember, the $\frac{mg}{k}$ is a constant, its derivative is 0):
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# Variation of parameters
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# Variation of parameters
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#voparam
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>[Professors definition/derivations during lecture](prof-variation-of-parameters.html) <- I found this to be too big brain for me. Here is a simplified definition:
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>[Professors definition/derivations during lecture](prof-variation-of-parameters.html) <- I found this to be too big brain for me. Here is a simplified definition:
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## Variation of parameters is a method to solve:
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## Variation of parameters is a method to solve:
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## $$ay''+by'+cy=f(t)$$
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## $$ay''+by'+cy=f(t)$$
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#voparam
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Variation of parameters is generally known to be a more powerful replacement for method of undetermined coefficients.
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First, find the homogenous solution:
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First, find the homogenous solution:
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$y_{h}=c_{1}y_{1}(t)+c_{2}y_{2}(t)$
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$y_{h}=c_{1}y_{1}(t)+c_{2}y_{2}(t)$
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Now we need the particular solution, let $y_{p}$ be in the following form:
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Now we need the particular solution, let $y_{p}$ be in the following form:
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@ -34,7 +35,8 @@ Alternatively, you could memorize the system of equations and solve for $v_{1}'$
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This is what the prof likes. I love you Dr. Minev, but this I personally disagree with. I think I'll stick with the formulas.
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This is what the prof likes. I love you Dr. Minev, but this I personally disagree with. I think I'll stick with the formulas.
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---
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---
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#ex #second_order #IVP #voparam #mouc
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#ex #second_order #IVP #voparam #mouc
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$y''+4y=2\tan(2t)-e^t \qquad y(0)=0 \qquad y'(0)=\frac{4}{5}$
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Solve the IVP:
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$$y''+4y=2\tan(2t)-e^t \qquad y(0)=0 \qquad y'(0)=\frac{4}{5}$$
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Can we use undetermined coefficients? Yes and no. We can use it on the $e^t$ term. However, guessing and checking $y_{p}$ for the $2\tan(2t)$ term might take a really, really long time.
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Can we use undetermined coefficients? Yes and no. We can use it on the $e^t$ term. However, guessing and checking $y_{p}$ for the $2\tan(2t)$ term might take a really, really long time.
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First, find general solution to homogenous counterpart:
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First, find general solution to homogenous counterpart:
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$y''+4y=0$ -> $r^2+4=0$ -> $r_{1,2}=\pm 2i$
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$y''+4y=0$ -> $r^2+4=0$ -> $r_{1,2}=\pm 2i$
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@ -77,6 +79,7 @@ $$y(t)=\frac{1}{5}\cos(2t)+\sin(2t)-\frac{1}{5}e^t+v_{1}(t)\cos(2t)+v_{2}(t)\sin
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#end of lecture 9 #start of lecture 10
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#end of lecture 9 #start of lecture 10
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#ex #second_order #voparam #mouc
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#ex #second_order #voparam #mouc
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Find the general solution for:
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$$y''-2y'+y=e^t\ln(t)+2\cos(t)$$
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$$y''-2y'+y=e^t\ln(t)+2\cos(t)$$
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Find homogenous solution first:
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Find homogenous solution first:
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$r^2-2r+1=0$
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$r^2-2r+1=0$
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@ -10,7 +10,7 @@ I have written these notes for myself, I thought it would be cool to share them.
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[Second order homogenous linear equations (lec 5-7)](second-order-homogenous-linear-equations-lec-5-7.html)
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[Second order homogenous linear equations (lec 5-7)](second-order-homogenous-linear-equations-lec-5-7.html)
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[Method of undetermined coefficients (lec 8-9)](method-of-undetermined-coefficients-lec-8-9.html)
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[Method of undetermined coefficients (lec 8-9)](method-of-undetermined-coefficients-lec-8-9.html)
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[Variation of parameters (lec 9-10)](variation-of-parameters-lec-9-10.html)
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[Variation of parameters (lec 9-10)](variation-of-parameters-lec-9-10.html)
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[Cauchy-Euler equations (lec 10)](cauchy-euler-equations-lec-10.html) (raw notes, not reviewed or revised yet.)
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[Cauchy-Euler equations (lec 10)](cauchy-euler-equations-lec-10.html)
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[Free vibrations (lec 11-12)](free-vibrations-lec-11-12.html) (raw notes, not reviewed or revised yet.)
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[Free vibrations (lec 11-12)](free-vibrations-lec-11-12.html) (raw notes, not reviewed or revised yet.)
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[Resonance & AM (lec 13-14)](resonance-am-lec-13-14.html)
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[Resonance & AM (lec 13-14)](resonance-am-lec-13-14.html)
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[Laplace transform (lec 14)](laplace-transform-lec-14.html)
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[Laplace transform (lec 14)](laplace-transform-lec-14.html)
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