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1
Hao Lian, programmer-poet.
Another property, which is significant in the light that matrix Proof. Suppose u1 = cu2 . Then (r1 − r2 )u1 = 0, implying for
multiplication is not commutative: a contradiction that r1 = r2 because we know u1 6= 0.
2
Hao Lian, programmer-poet.
nonzero vector u that satisfies (A−rI)k u = 0 for some positive order linear equations.
k is a generalized eigenvector.)
Compute x = exp(r t) exp(t(A − rI)), using the Taylor ex- y 00 + 2t y 0 − 4 y = 1 with y(0) = y 0 (0) = 0
pansion for the last exponential. It becomes one of the n
3 s
1 d(µY ) s
= − e−s /4
2
0
linindep solutions to the system. The expansion will be finite Y + − Y =− 2 ⇒
s 2 2s ds 2
because (A − rI)i ui = 0 for some i ∈ [1, mi ]. The hardest
es /4
2
part is finding such a ui each time. 1
Y (s) = 2 + C 3 . (2)
s s
u(t|t < 0) = 0
Definition 5.2. A function is piecewise continuous on the
interval [a, b] iff it is continous on that interval except at a u(t|0 < t) = 1.
finite number of points at which a jump discontinuity occurs.
We can then express any piecewise function in terms of the
step function for easier transformation. For example,
The jump at f (x) = 1/x for x = 0 would, for example,
count as an “infinite” jump and not a jump discontinuity. f (t|t < 2) = 3
f (t|2 < t < 5) = 1
Theorem 5.1. Roughly, L{ f } exists for s > α if f does not
f (t|5 < t < 8) = t
grow faster than an exponential function of some positive order
α and f is piecewise continuous on [0, ∞). f (t|8 < t) = t 2 /10
f (t) = 3 − (1 − 3)u(t − 2) + (t − 1)u(t − 5)
The proof follows from expanding out the exponential
+ (t 2 /10 − t)u(t − 8).
order test and then performing an integral comparison test.
For s > 0: 1 to 1/s, t n to n!/s n+1 , sin bt to b/(s2 + b2 ), and Properties:
cos bt to s2 /(s2 + b2 ). For s > a, e at to 1/(s − a) and e at t n to
n!/(s−a)n+1 . Finally, f (n) to s n F (s)−s n−1 f (0)−· · ·− f (n−1) (0). L{u(t − a)}(s) = e−as /s
Also, L −1{e−as F (s)}(t) = f (t − a)u(t − a)
N.B. L{e at f (t)}(s) = F (s − a).
L{e at f (t)}(s) = F (s − a)
L{t n f (t)}(s) = (−1)n F (n) (s). The solution to a constant-coefficient linear second-order
differential equation with a stepped non-homogeneous ex-
pression can be, magically, a continous function. However, its
5.1 Inverse Laplace second derivative is instead discontinuous.
L −1 , like L , is a linear operator, implying L −1{ f1 + f2 } =
L −1{ f1 } + L −1{ f2 } and L −1{c f } = cL −1{ f }. To take the
inverse, you basically consult the table. For rational polyno-
mial fractions, partial function decomposition is needed with
a small twist: