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SM Partial - Theory

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Antonio Georgescu
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44 views20 pages

SM Partial - Theory

Uploaded by

Antonio Georgescu
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© © All Rights Reserved
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{Limean amd shemegenisus SdEs. Waemsksan — > SDE's navn fem: (4) Hy) = Oy OI + DI yt + Don WY py bal Kd 44) =I + San Ha tot Xam lk) Yr tbalx) pe! = Dany (8) Ft OAnlY a to + Amon!) Hmm tom (X) Assume trot O4¢ + ITOR amd by TAR O8 comtiupus Lwections oom insterval TCR , Mig 2m. bi =O, ¥F =m => HOMOGENEOUS angsteny Ca") Jet us comsidur tre emotax Ark) amo thu vectirs Vix, bir) - Qulx) Qig lk) - +» Ocgonlxi You aa Ar) ate) Qaglk) + Q amlxs entey wee 4 bilx) QenalX) Qinal¥) — dmoatk) 8 eat yy SBE eg. : (Yt) = Bow You +O) Phe hemegemeous SAE y+ Yixys Aor You) tach R° Hae GENERAL SOLUTION: i5 VNC ¥ u~———_— l arbitra constarsts () E rown it Com be ebtaimenl orn siludion of SdEs by 2 sw'tahe choice OY A. C1 jCay ym twiTine yewuk reoauen = Hdiog the sitetion 9f a) orcs!) aaa (vp) Which veufies IC. Yo ’ . 5 7 i hit endliti¢m sam (quality [Yor = Yo]” Cre). Xe EL ~ Wifial moment as ER™ ~ imitial posta . Existemer. aol umiquemess Hrusurn woe ame nmgugmess Hume) Aan Fee ive 0g re Aas Bon umique seluction . Prepesition A: Amy Limeor cambimotion of seluchions of ta hemnsgeneous system Is a so. of it. vy =AY, Preed: Yor) Yo ex) a solutions of (1!) i ay, 2 BY, Cla ER ~> the Limeon ewmbimation of You. Y=CuYs $02 Ya YT SCY #C2 Val = Cy AYE CAVA =A0G Vn tC, Va) = AY =D >[Weay] > Yis a sot. of @. => The set of the solutions sf a LINEAR HOMOGEN(OUS $6E 150 bad Limeor spacd, Seem veetrs [Uimeanly INDEPENDENT © Out +o im R™ ove: Limeoly SEPENAENT © det =oF OWagmskians a RT Ly Woy = Pe ditermimonnt with te: colurmans. Ya Yoy Yeh fhepesttions: Hu solutions uP) Wy) damlx) Yeon of @ ane Ulmeorty inner, Wix)=/420!) Aarts) + fanslxd on Ler cikend enlgids, Woy FO, thonity ‘fmt Yrmm () vx el. Pepe: Fes sol Yara Yo of (A) ow Gimeanty inaer. orl I$ frown CVs) + Ved +--+ Conlin) =O HX ET => > C=C elm =O. = Theis!) system with the jmndidovnimates Calm has oly the trivial ot. [ey =cy Huis is eguivatmt 49 the foct that Ww (x) ex el Pr => (Wiks Ho) GDS Ix T 5% CWiro) #0) => The Wronskiam 8 giver by Liouviete’s fovmula : porta of the motrix A x Wid = Wire) +e f Trattldt bs qxoyran+~+ 2mm 2 3 Prepesifiow as The stuctions Yi Yayo) Yoo 99 4) sect Ore Uimeorly AEPENKENT) omT cp ay Wipe ux el - befimition : & set of 0 solutions Yr YervY¥m 0 @ with & menprds Vrenskian Is eolled.a FUNBONENTHL SYSTENS# OF SOLUTIONS! of the hemegemeous SAE. Yous =Ca Vals + Cy Vn Ox) tt Cm Yen OX) 2.limeor amd hemegemi'eus SOE, —— CASET: the matuxA is DIAGONLIZABLE, Fae moohix A has [exactly) m Linntailig in DEPENBENT wigem vectors Ws) V2y-Ypmy € C™, cartespowolimg +8 my Am EC => A, HAL vigemvatues Ag Aap, we] tied [WM oVml HO o Mak a > Yims Vie ces Meter = Ven cep YoulaneVn"€ mrepesition : Tet We ctor fuckin form a. fumdarnentoh systom ef sae a). > they ov solutions af hemegonesus SAEs. 2 . i, Wr) so. freeh:ViiSs an wigervector af the motrix A IF ZAET St .* = Ay, = Aaa * Coleubot : Vers oradl BY rxy + om ae 4 v tO Yr Vxr={vie rare) “vile Me le awed € AY = A( vee Jala ve) OMS vee *\ => Lavi . te @ Dion) = BK =[Woe = Yee mais of. Of (i). » Coleeclate kiana: Coleuclats ttu_wnenskiam. me hy om]. Wx) =| Yin Yarxy Yana Yura [Vee Yae ts Ym ~ See em" | vy, Yoo Von | — foctins on (Vi, Yoj~-You) \~ edumms =S dut #o- Wixy 0! => the 50? av Ctmeorby INAS => the gemero! so. Mx x A ‘se =civie™ #C2 V2 e ew toot Om Vat s wrth cy Mbihorg constamts. »ptysith > Sloge I: Sotve the choracter'stics equatiey OY. the, motux 6: dette -\Im) =o omol diterrmime the eigenedt Da Avy adm > —sgel: Fa Xi, setve the Vinniar Aeren6g.emeses dlgebrie Systorn [A ~XE)V=8 ard ditevmime the eigernverlons Ve, Vay Vm —> fe TZ: Wrate the gerrerall solution : Yor=CaMq ens CaV2 ey Cm ymern. Lexloniirn + Fase och onidigtiat y af the eigemvalue d, duneted emg (A) fs the emoxirmurmn murmher of Uimeor ina, ugenveiter Wich cerespenel tor. rng (x) S malay mmg (4) = m-Ramk (a-ATY. Defimnitiern : Fhe olopleic: rmubtipliaity ©f the egemvatue 4, dimeted mma (a) is the onnee Chipbicn tee sf as root af the chonracteristical poLymermipl . © If mona) =nrmg (a HA € 316) =) emnatelx & diaggooal)zabt (> frecch mi, the cenathir has xoeby the mr of 3V)- O tf marr) Drmagin) ) VA € DLA) => emalrix A 15 WoT oeagenlds (has met oncegh Wr tr cover the oncabhiplecrtey oJ a) 3.CASEL : the moalux 4 (set) DIA CONALIZABLE The radtrix 6 has Jost onaugh) eigenvectors 40 cover th» rmubtiplcety athe ergunvalues in the spechunn ef A. reef: V fs am etgenvertor ef the matrix AER” Ie J EC S.th. thake Vasa dught caviwmen forte . fave dV) AV -AV = o [aw] MI {8 vela 7? (a =MmIV =O opie st W4d >> the system hos mengrs sl. => det (pT) <0 dit (4-1) 20 Charocteu'stic_eg vation. Qur, wee -.8 ln Dts Ogre ~ umd an aim wp | 22 77 Qe ae coo tt Dam am Ome” “2mm amas see ~ Qopm7d » ba) ba) er FA) EA 45 He ehoroctert'stic pilymgrmniok has the fevm: » ee 7+ Dir +6-)OrER => Poy = + Dogs “2 g => te eigrovolues Dd ore the resets Sf the choroctershe prbyneraiok oguotion. hepiraitiom : Pee ALGEBRIc Mublplinty vy the uguovolue A chun eed rmalal ts the rmeltpliaty sy Yas root of tr chorocteru'stic. polymerriad - hedtror ton: Pee GEOMETRIC rmultipliaty of the ergenvolued , Ayneted mg NES tre mnaxinnun? murmbr of Limeor tNA . etoraveddian hich einepends 40 X. mol ») Sma bX) mg (x) = m= Rank (A—rD) "ae © if crrain) = pmpiar WAC (AID ermabUix A Is digomatirase ( 4er rock 9 Hu mdtaix nas EXACTLY tu mn of V) ® if comet > rng(N) ¥ & O16) er mmabix A is nor oliageralizob & =? Me tmust add im tee ams sf thy spoce Q™ chaims ep a xed cioyavertins | ( primmes'po? vector) > = set y, Voy ey Vey Yarn» (mem =) => AN = dN VO BY =dVe +a @ freposition. Fe cach \¢ O10) cmd the chaim® +a BE ON) = Yn) = BYex) hag the sotuction: r»x d* Ys fe Vit 5 Na+ _ i. _ ; a 7 a z dx Yrs BS Vit cal Vater = View + ei Nin +a] e Frsel: Intreduet Vi im beth mumburs of Hee SOE (1°) dx ie wyp 2 Batt lit! Nptee ge 2& . 1 Bat Batty TT ap vent ea Se 4 xia ta : a” Seporte thie 12 ws ° Yee Taye tA Wa ewe Re witneact ed wut hh uL BND tay Pett t PNj-n + ANE je" | Low” Law, Lapa Lave Pay NY | wet Viv ax rm eer Vien Nad 0 [ve Bo vet fea OF (al => WAY 2 Yilm) or s&- of ru SOE f= Fm ° 24. Fumdormenstal matrix Limeor amd NON hemspann bus SDEs. Definite, —__ Properties i)-v). Defimiton: “Fhe qJundarmente? makrix of te haw IS SpE ic the mabrix formed with elms Y, Ya, . ie ou tar= [Yc } Yatnne) =) Far ye)] 5 ara omxen omadn caus Yen “RonYuoy Yoo'iny Rod Yo © ; Valxy = Ca = a O oe [2 3. Yoo = Cre 4] Ve) Nm Ox) = Cre | ° a| © ) Yaloy = Bou Ye ogy freporties : ad 0 dx 10x Xe) = Ary Yexixe) 3 {ore %6) =ly - 3) Her seluctionn of the WP ~ Yow = Yox)xel fo 4) Youxay Pores) = Yori) — (Hu senniqnecap preparty ) DM Yay%e) = Poxe0 1¥x) x0 GR Praod : 4) Derivation of a wmotiux is by airivimg, abl its alamemks a 1 5 Ys8-Y dx foun) a (i Mey Yond = DY? 2] © B {evs ae AYm | eat Ye Yeo Yml= A-¥tx,x0) => 4 Fe > Fe theme) = Are Yin, Xe) HM) >) Peploes x by Xe * 4 (Xe )Xe) = Ne txosne! Yao) Yoot re} = Nose = [e, Oye era fh: WO ~ 2) reduc Joos Youixey Yo im YH Arm Yur aml Yoes X Fy = $ (oxixa Yo) 22 Youre) Yo = Bow Lox %e) Ye = Yoxy - i = Aw “noer) = Ain" Tew = Yay = Arig Lb varies ty soe) Yona) = 00) Xe) Yo = TinYo 20 = Yine) *Yo 7 _ L watfies thy ie = Yin) isthe set 9f INP. Yeu: = frxi%0) Yo ‘) s Aixi%e) = Aix Tix x0) » ata matex with => Vim = Hix; Xe)" Ye Yh proponties 1) ona), 5 is a vetution of ve. Mex xe) 1s y ee ~ Yixy = Mix, ¥0) aa You) Yon Thxyxo)= Hix,%0) 4 (rer): Yixy = 41x) x0)” Yo feos} : Yery = You) Yo Y= Xe Ka x x feuix} + You = Yexpxa You Fhe values of the ip. VP => solution You = Ph %4) Pons) xo) “Yo butte set ed Ess, is umigue = Yoxine)’ fxs %0) Yo =Yix)%0) "Yo )# YoER™ He rmotuxes ofe equod Tix, x) Yes 1x0) = finned? ®) iff ise squat mater J matrix ts the Inverse oF > >A's6 if bel Toke hx Yoyo) ) & Yixor*) BA=YIK0,%) Pixjxo) 2 Vireo) 22 Ip => + = an -! AK => Tru%e = fixe) x) __ 5. Peome - Goer formu. . Cases Ace) — ruspectively 4 eonstont motnix. 6) Asean Fa Teams -haker feum ule: Yersse= ier § acs) auf Als) - £ A1S:)-de, by 4 EG sn f MS) --- — Sener monclegdennaeh _ ke Xe © y . Aix -%) F) if 8 is a constant motr'x > Hfraxe = ™ , whine eT 9 BIA eee Meng “Timea and © Seuakiom sf porarmelins Jovmudle. ——— > Yplw = Cy Wie to+-#Con fe Ymtoo( WPF ) mew hemeguneous CueK)..Cmtxer ded im eboss C1L) see" bin = Bow You +bi tomsidr the IVP: ne y. moe ; ee eal Nexo) = Ye L (eneneseaguesus) Tht quanad stution of Soe @: Ypo = YrxsnoyC jeodsenbiong fate, Whar ¢ 2/5] 4 bi tomb. [| 's om Hino ams >We apply ty VPF amd we Look fa a. solution 0 @ of tre Jovm: t Yon = Y1%)%e) Coy” , Where Coa = (cu Crue + Cmoxr| > ‘inpiae Yee tm beth omen bers Of the sae (A). Yow = 3 =z (foxx Cx) = 4, tenner} Cw Tere’ Cow A " (cx - straps). Coes + By Tex nod «Clear = Brg Coe nord Go) *YvaC = as Box-Yog 6.029 = Bom “fox xe) “Coy + 00/7? Tr x0) Cloy~Som as Yow) = Arn “Y,00 +605) Y= Yeh, = Porvon ultiply by Yixixoy = fixe) ) Cex = fixe, ¥) brxy Pr . = Imtegrat, & Imtervol Lxe,xI = Cray = KT See Li xo)x1 bow Ax x > Replote Im "O >> Yin = Tixxe) “Kk + Sfx) "Lbx015) “ben se Xe ct .veeter xe > Yo = Yr.) Tx ore HK itaGee — Ko = KeYo es lag = Thre) Yo +$ % ims) bro dx. L vourotiony 0 promelrs tomule 2M Ty kek. . Stobidrty » (Yee = AY it has Me set-: Yin) = et Ive Yu / Yixe) =° =) fs am EQUILIBRUM Position. Definrhiom: 1) Phe system y! is > the skin =™. Yo Yougfies IVnll2@ ¥x20 5.th. C3a>0, ¥ E>0 2) The systermn ig ONSTABLE) i it Ia (mitt) pasitiom Yoo R” Yixe) = Yo Yo=o is met stable. SI Yelle e O° ae . system stab fu sytem is As¥nprorieny STABLE tee co Y : dom Yin = 0 #0 op oe Yo Yo: UNSTRBLE AS. STABLE 4 ex: JetmM=A: oy fie | eVghegienrga, | Y= aE = bt 4m Well

_ KeDaa) ¥d € ala). 2)The system is UNSTPMLEY ol p¥rAC dA) 4) Re Also) OMg(X) > omg in) Thu System 15 StABLE , but (NOT) asympicheallgs <> e [ReOied ¥d €dlh) Re) =0 1 0™Ma (N) = tg (A) y Proof: For ge € oe e! * net isins. Rez=% xe A St A ye we oe (de -e -e’? =e (se tIsive) Re ae Jom oft: £ =Y4) cer isiney’ 3 i Gibse Ls paiay le J= ee ® alert Keldx) Re (A) =e] = Nie : pv xe ‘ a a>0 =) bm © se *Comsion the Limit tym eo; ae Reo ALO => A=-b 1, b>o0 . 4 ax a 7 oe tg et eS i X00 x05 koe © CH yor bee* ee Cay xb SS tim 364-4) * | SAA) BA SS ry : ax co a>o0 ‘oo Redo => him xe" = =f ee — ° QLo x3” ~ LL oO ker Giron Yon) 20 =) the systorn 1s AS. STABLE: 2) Rer> ola \¥ d¢ OIA) =) tee sotutroms which cemhenr durctions dike x42 —5 9 ore veelirs with 2 as comporens =) the system is UNSTABLE. kiN eo YE DA) | fa d\ with Relrjso => B Meld) = mga) => >> the coveespernding. set. comtalms only eM >(e"| wee = oye Is bownded ond dleesm't tomo! tea =) thy mater 2” is boumded 3 H>° 51h. lle" \en | vXZBO + Fee amy E>o ,rake a a / : ye weer aie oe / > ty sedlutiom Yu =e % | verugies el yoHlel el elle ned = Wen Eb ere, TD = & sth. *Yo with I Yoll ed’ => [Yo tu system is STABLE | +by oe = Vin) ol=> th system lsmilt M6 .sTene 4) Ren) =O) MQ (AI > dmpIA) =the 68 cam contaim jumetions of the Joven cee 424 bee} =xt fe) OO xe o-x é = oc: = k& — 43% =) xe => the systom is UNSTABLE - 8. dyopumev equation ———_——_._ | Pte adjsimt sf a mmatu'x fi. A= (ou = ) ayy EC <0" a7 _[x =[2iq] = O-rI-0 eae inva mmatelx ©) 5 _ Qwico D AAT EA =A => >A=Aa* lie. A is syrmggteeat ) betonivon A ometrix? xm is positive DEFINITE! ig p =P ~ V.P-V>0 ,¥VEEC )V#O. el Ca belimition a: P jg positive dyiwite if ecpr (ees) V*.pyoo,4ve™ V#o yopamay Thun: Fay system is ‘AS. STABLE: => LSTA tu ty Syponey tqustion BTPHPHISXE Q mol symfelaicad , pasitive defimite P, de A dual, symmetric), pesitive oltfimite pmaluix Q , PoP. ro Pu Pia, TL. siymnnmebaral . Setudion P= [faa fas Pull Py Pay P33 = ax ax Freed. Necessity: Tho solution of (L) : Pag Cae ck We cam prove that if the system is Ag. sTARLE => =the venprepor Irotegnak im P is CONVERGENT Pis positive dsfion'te aLo Cae ox, en div ado Sudficiendy ; Let us asswme what J armatux P>O 5. th. ; a P4+PH2-Q Ja some matuxk Q>o. Gmsidir that AV= ANE )r€ aA), 7 Azd Vso! hv ee Sana a ; postmuttiply by V aa x » > Vilar PAN =—V-Q-v ey h Vey 4v* PUA =-VAY=> =) (dtd) v™ Pv <-av i Het : Asati => 2 Rel v"Py = -V OV=a aRel(r) AV adv JVza-ik > kts 20 = Po rr Lo = Rel do \K re IA) => the system is ASYMPTOTICALLY STABLE: esses” ht 3. bidderemtiabi Qty ef umchons of id rant pociben) vor'abes . the complex plame C. een C=$2 =lx,y) yeRd aeek ONS Sars Prapooition ., The set €! 15 a fetal arp comutaty) ~ oddition : 114s) r0arge) =[0ms4¥0) ifs +42)) - mutt plication . (xan) “Cxai ge) = (xa %a-Bada xe dat Yor) Pnepositi 2: The set €, =4 2 <(,0) [ERY ts a subjietd Toe Gi isa frebd gHed Faepesition 3: Hu Jumetio f:ROC fee = (x 0) tis am isomenphisem ej tields. ‘a GUECTIVE => Six. 4X2) fixe Joe) £1 a MoneHisn of fretds => 40%) = tom) Lina). Capos: ie sie Eulis dovenule i ar > a-a(é co ee 2 =f ye? L=pef Ly the exponential form of 2 complex mumber. eo -T-—_ Letts & a roraphs fumebion.. ' let $:b>€ a complex fumetion 42) =uboy si vinyyy , z axle Defimitiow: The fumetionn fis Trichet Aigfpemtabe ot Zo ed if ew oxist ; Fie - bo Cimeor onal comtimusus ganction . =. fumetion WiB*E+C With & ta omy bee with t+heb = me : death) re =a haules) A> tHe derivoty ah the fumchien 4 ot poimt 2 “Pareags Trueunen : Fee durch & ts thicket ditmmtabe! ot Bo x+ig ae thr sul dumetioms u omd Vv ¢ (Pow Feichut diffambiab® ok (x.y) > thug wnity the Couchy. Riemann conditions of bg). >) Lth)=agh , 2,6 90 ov x 14) = a (4d). ou Oy By! = — ayy , free$: We have thot Oyd » WI%h) aro commpRx om- Qa: Qattay => Jhes, tthe Wier) = 4 (%4 oye) + FWalx, 4) biyha) jwl= wits wi => 0 6)erl + {FI and os [ta] fe | => lm bro Fl din =o a ° 2 FR] <° tis Lif trom ial ee at ECN@ 4(2+h)- tie)s aby -+ula,h) MIX shay +a) ON x dhe, =| 4 a.) Al x44) — —Nix 4) = D4 112) Chi ti hi) +WittW, © SS ee th Hatha) ~ulv4) = Behi - Osh, 4s & Vi Kathu) Yt ba) — ~ VIX) © Othe pda ha tWr ©) MN OU Erchet “diffrentioble ot (x)4 )y a ou du _ [ EDS A By DUE) tO ae OU) * 3g (Mal ov Ou _ oy DD x Dergde @a Sa (xype Qa oR eg) pa oe (x¥)=-Qy ©) ft verify the Cauchy Riewarvn wlohiens.y Defienition: Pf thefwretiom fxb—> C th Trechet deffersntiob® at omy pot Zeb => f is ame ANALYTIC! ow thy domaim d. ‘Re cstecax ox funasshinnnr LSA NTA ALBA SAL AAPM) {ONL yr Aibergl oral fapposi tions 14 the fet Lex) = telx, ye X,Y) is BNawTic om Sb => uk omdV ane HARMONIC! Od. ————a e_ °° ~@ —- 4 | freed: Assunme thot u omdV av ©{ clase a, | Dut is ef class C*(b) => the mixed secomol erder porh'al duvohs Ore comtimusus _. ou ou Oxdy © Sokwart!s Commmnutotivity Guiteulen o4 o% ox oO ar > 4 =ho* oxo, Le =>/2 [24 a Iau _ ty 4 am * OK : aye 340% aU 5 => Vis HARNONIC a4 end

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