1
0
Fork 0

Improved syntax.

This commit is contained in:
Luc Bijl 2023-11-02 12:49:38 +01:00
parent c5aeff38b9
commit e971bf9bcf
6 changed files with 101 additions and 19 deletions

View file

@ -22,7 +22,12 @@ $$
\partial_{12} f(P) = \partial_{21} f(P), \partial_{12} f(P) = \partial_{21} f(P),
$$ $$
*Proof*: will be added later. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
## Total derivatives ## Total derivatives
@ -50,6 +55,13 @@ $$
with $\nabla f(\mathbf{a})$ the gradient of $f$. with $\nabla f(\mathbf{a})$ the gradient of $f$.
<details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
## Chain rule ## Chain rule
*Definition*: let $D \subseteq \mathbb{R}^n$ ($n=2$ for simplicity) and let $f: D \to \mathbb{R}$, also let $g: \mathbb{R} \to \mathbb{R}$ given by *Definition*: let $D \subseteq \mathbb{R}^n$ ($n=2$ for simplicity) and let $f: D \to \mathbb{R}$, also let $g: \mathbb{R} \to \mathbb{R}$ given by
@ -78,7 +90,10 @@ The direction of the gradient is the direction of steepest increase of $f$ at $\
*Theorem*: gradients are orthogonal to level lines and level surfaces. *Theorem*: gradients are orthogonal to level lines and level surfaces.
*Proof*: let $\mathbf{r}(t) = \big(x(t),\; y(t) \big)^T$ be a parameterization of the level curve of $f$ such that $\mathbf{r}(0) = \mathbf{a}$. Then for all $t$ near $0$, $f(\mathbf{r}(t)) = f(\mathbf{a})$. Differentiating this equation with respect to $t$ using the chain rule, we obtain <details>
<summary><em>Proof</em>:</summary>
let $\mathbf{r}(t) = \big(x(t),\; y(t) \big)^T$ be a parameterization of the level curve of $f$ such that $\mathbf{r}(0) = \mathbf{a}$. Then for all $t$ near $0$, $f(\mathbf{r}(t)) = f(\mathbf{a})$. Differentiating this equation with respect to $t$ using the chain rule, we obtain
$$ $$
\partial_1 f(\mathbf{x}) \dot x(t) + \partial_2 f(\mathbf{x}) \dot y(t) = 0, \partial_1 f(\mathbf{x}) \dot x(t) + \partial_2 f(\mathbf{x}) \dot y(t) = 0,
@ -91,6 +106,8 @@ $$
$$ $$
obtaining that $\nabla f$ is orthogonal to $\mathbf{\dot r}$. obtaining that $\nabla f$ is orthogonal to $\mathbf{\dot r}$.
</details>
<br>
## Directional derivatives ## Directional derivatives
@ -138,4 +155,10 @@ We have two interpretations:
* the composition of linear maps, * the composition of linear maps,
* the matrix multiplication of the Jacobian. * the matrix multiplication of the Jacobian.
*Proof*: will be added later. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>

View file

@ -26,7 +26,12 @@ $$
\phi' (x) = - \frac{\partial_1 f\big(x,\phi(x)\big)}{\partial_2 f\big(x,\phi(x)\big)}. \phi' (x) = - \frac{\partial_1 f\big(x,\phi(x)\big)}{\partial_2 f\big(x,\phi(x)\big)}.
$$ $$
*Proof*: will be added later. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
## General case ## General case
@ -51,4 +56,9 @@ $$
D \mathbf{\phi}(\mathbf{x}) = - \Big(D_2 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) \Big)^{-1} D_1 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big). D \mathbf{\phi}(\mathbf{x}) = - \Big(D_2 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) \Big)^{-1} D_1 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big).
$$ $$
*Proof*: will be added later. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>

View file

@ -24,12 +24,18 @@ $$
f(\mathbf{x}) = T(\mathbf{x}) + \frac{1}{(n+1)!} \partial_\mathbf{h}^{n+1} f(\mathbf{a} + \theta \mathbf{h}). f(\mathbf{x}) = T(\mathbf{x}) + \frac{1}{(n+1)!} \partial_\mathbf{h}^{n+1} f(\mathbf{a} + \theta \mathbf{h}).
$$ $$
*Proof*: Apply Taylors theorem in 1D and the chain rule to the function $\phi : [0, 1] \to \mathbb{R}$ given by <details>
<summary><em>Proof</em>:</summary>
apply Taylors theorem in 1D and the chain rule to the function $\phi : [0, 1] \to \mathbb{R}$ given by
$$ $$
\phi(\theta) := f(\mathbf{a} + \theta \mathbf{h}). \phi(\theta) := f(\mathbf{a} + \theta \mathbf{h}).
$$ $$
</details>
<br>
## Other methods ## Other methods
Creating multivariable Taylor polynomials by using 1D Taylor polynomials of the different variables and composing them. Creating multivariable Taylor polynomials by using 1D Taylor polynomials of the different variables and composing them.

View file

@ -18,7 +18,12 @@ $$
on the interval where both are defined. on the interval where both are defined.
*Proof*: will be added sometime. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
If $c \in \mathbb{R}$ then $cf$ also has a Laplace transform and, If $c \in \mathbb{R}$ then $cf$ also has a Laplace transform and,
@ -40,7 +45,12 @@ $$
on this interval on this interval
*Proof*: will be added sometime. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
**More shifting**: let $a>0$, if $f$ has a Laplace transform $F$ on $s_0, \infty$ then the function $g$ given by **More shifting**: let $a>0$, if $f$ has a Laplace transform $F$ on $s_0, \infty$ then the function $g$ given by
@ -56,7 +66,12 @@ $$
on this interval. on this interval.
*Proof*: will be added sometime. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
**Scaling**: let $a > 0$. If $f$ has a Laplace transform $F$ on $(s_0, \infty)$ then the function $g$ given by **Scaling**: let $a > 0$. If $f$ has a Laplace transform $F$ on $(s_0, \infty)$ then the function $g$ given by
@ -72,7 +87,12 @@ $$
on this interval. on this interval.
*Proof*: will be added sometime. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
**Derivatives**: if $f$ has a derivative $g$ having a Laplace transform $G$ on the interval $(s_0,\infty)$ then $f$ has a Laplace transform on the same interval, and **Derivatives**: if $f$ has a derivative $g$ having a Laplace transform $G$ on the interval $(s_0,\infty)$ then $f$ has a Laplace transform on the same interval, and
@ -86,7 +106,10 @@ $$
\mathcal{L}[f^{(n)}](s) = s^n F(s) - \sum_{k=0}^{n-1} s^k f^{(n-1-k)}(0) \mathcal{L}[f^{(n)}](s) = s^n F(s) - \sum_{k=0}^{n-1} s^k f^{(n-1-k)}(0)
$$ $$
*Proof*: for large enough $s$, the case $n=1$ follows by integration by parts <details>
<summary><em>Proof</em>:</summary>
for large enough $s$, the case $n=1$ follows by integration by parts
$$ $$
\begin{align*} \mathcal{L}[f'](s) &= \int_0^\infty e^{-st} f'(t)dt, \\ &= \Big[e^{-st} f(t) \Big]_0^\infty + s\int_0^\infty e^{-st}f(t), \\ &= sF(s) - f(0) \end{align*}, \begin{align*} \mathcal{L}[f'](s) &= \int_0^\infty e^{-st} f'(t)dt, \\ &= \Big[e^{-st} f(t) \Big]_0^\infty + s\int_0^\infty e^{-st}f(t), \\ &= sF(s) - f(0) \end{align*},
@ -98,6 +121,9 @@ $$
\begin{align*} \mathcal{L}[f^{k+1}](s) &= \int_0^\infty e^{-st} f^{(k+1)}(t)dt , \\ &= \Big[e^{-st} f^{(k+1)}(t) \Big]_0^\infty + s\int_0^\infty e^{-st}f^{(k)}(t), \\ &= s \mathcal{L}[f^{(k)}] - f^{(k)}(0), \\ &= s \Big(s^k F(s) - \sum_{r=0}^{k-1} s^r f^{(k-1-r)}(0)\Big) - f^{(k)}(0), \\ &= s^{k+1} F(s) - \sum_{r=0}^{k} s^r f^{(k-r)}(0) \end{align*}. \begin{align*} \mathcal{L}[f^{k+1}](s) &= \int_0^\infty e^{-st} f^{(k+1)}(t)dt , \\ &= \Big[e^{-st} f^{(k+1)}(t) \Big]_0^\infty + s\int_0^\infty e^{-st}f^{(k)}(t), \\ &= s \mathcal{L}[f^{(k)}] - f^{(k)}(0), \\ &= s \Big(s^k F(s) - \sum_{r=0}^{k-1} s^r f^{(k-1-r)}(0)\Big) - f^{(k)}(0), \\ &= s^{k+1} F(s) - \sum_{r=0}^{k} s^r f^{(k-r)}(0) \end{align*}.
$$ $$
</details>
<br>
## Examples ## Examples
**Solving a second order linear ODE**: with $y: \mathbb{K} \to \mathbb{R}$ given by **Solving a second order linear ODE**: with $y: \mathbb{K} \to \mathbb{R}$ given by

View file

@ -52,7 +52,12 @@ $$
y(t) = (c_1 + c_2t) e^{\lambda_1 t}. y(t) = (c_1 + c_2t) e^{\lambda_1 t}.
$$ $$
*Proof*: will at some point be added. <details>
<summary><em>Proof</em>:</summary>
will be added later.
</details>
<br>
#### Example #### Example
@ -75,19 +80,25 @@ $$
*Theorem*: let $y_p$ be a particular solution to $(*)$. Then the general solution to $(*)$ is given by *Theorem*: let $y_p$ be a particular solution to $(*)$. Then the general solution to $(*)$ is given by
$$ $$
y = y_H + y_p, y = y_h + y_p,
$$ $$
with $y_H$ the solution to the homegeneous case. with $y_h$ the solution to the homegeneous case.
*Proof*: let $y$ be a solution to $(*)$, then $L[y - y_p] = L[y] - L[y_p] = f - f = 0$. Therefore $y = (y - y_p) + y_p = y_H + y_p$. <details>
<summary><em>Proof</em>:</summary>
let $y$ be a solution to $(*)$, then $L[y - y_p] = L[y] - L[y_p] = f - f = 0$. Therefore $y = (y - y_p) + y_p = y_h + y_p$.
</details>
<br>
#### Method of variation of parameters #### Method of variation of parameters
We need the general solution to the homogeneous case We need the general solution to the homogeneous case
$$ $$
y_H(t) = c_1 y_1(t) + c_2 y_2(t), \qquad c_1,c_2 \in \mathbb{C}. y_h(t) = c_1 y_1(t) + c_2 y_2(t), \qquad c_1,c_2 \in \mathbb{C}.
$$ $$
Ansatz: let $y_p(t) = c_1(t) y_2(t) + c_2(t) y_2(t)$, then taking the derivative of $y_p(t)$ Ansatz: let $y_p(t) = c_1(t) y_2(t) + c_2(t) y_2(t)$, then taking the derivative of $y_p(t)$

View file

@ -44,13 +44,19 @@ $$
\mathbf{\dot y}(t) = A \mathbf{y}(t) + \mathbf{f}(t), \qquad t \in I. \qquad (*) \mathbf{\dot y}(t) = A \mathbf{y}(t) + \mathbf{f}(t), \qquad t \in I. \qquad (*)
$$ $$
*Theorem*: let $\mathbf{y}_p: I \to \mathbb{R}^n$ a particular solution for $(*)$ and $\mathbf{y}_H$ the general solution to the homegeneous system. Then the general solutions of the inhomogeneous system $(*)$ is given by *Theorem*: let $\mathbf{y}_p: I \to \mathbb{R}^n$ a particular solution for $(*)$ and $\mathbf{y}_h$ the general solution to the homegeneous system. Then the general solutions of the inhomogeneous system $(*)$ is given by
$$ $$
\mathbf{y}(t) = \mathbf{y}_p(t) + \mathbf{y}_H(t), \qquad t \in I \mathbf{y}(t) = \mathbf{y}_p(t) + \mathbf{y}_h(t), \qquad t \in I
$$ $$
*Proof*: similar to 1d case, will possibly be added later. <details>
<summary><em>Proof</em>:</summary>
similar to 1d case, will be added later.
</details>
<br>
### Method of variation of parameters ### Method of variation of parameters