Chapter 3 One-Dimensional Systems
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Control Theory
Control theory S. Simrock DESY, Hamburg, Germany Abstract In engineering and mathematics, control theory deals with the behaviour of dynamical systems. The desired output of a system is called the reference. When one or more output variables of a system need to follow a certain ref- erence over time, a controller manipulates the inputs to a system to obtain the desired effect on the output of the system. Rapid advances in digital system technology have radically altered the control design options. It has become routinely practicable to design very complicated digital controllers and to carry out the extensive calculations required for their design. These advances in im- plementation and design capability can be obtained at low cost because of the widespread availability of inexpensive and powerful digital processing plat- forms and high-speed analog IO devices. 1 Introduction The emphasis of this tutorial on control theory is on the design of digital controls to achieve good dy- namic response and small errors while using signals that are sampled in time and quantized in amplitude. Both transform (classical control) and state-space (modern control) methods are described and applied to illustrative examples. The transform methods emphasized are the root-locus method of Evans and fre- quency response. The state-space methods developed are the technique of pole assignment augmented by an estimator (observer) and optimal quadratic-loss control. The optimal control problems use the steady-state constant gain solution. Other topics covered are system identification and non-linear control. System identification is a general term to describe mathematical tools and algorithms that build dynamical models from measured data. -
Phase Plane Methods
Chapter 10 Phase Plane Methods Contents 10.1 Planar Autonomous Systems . 680 10.2 Planar Constant Linear Systems . 694 10.3 Planar Almost Linear Systems . 705 10.4 Biological Models . 715 10.5 Mechanical Models . 730 Studied here are planar autonomous systems of differential equations. The topics: Planar Autonomous Systems: Phase Portraits, Stability. Planar Constant Linear Systems: Classification of isolated equilib- ria, Phase portraits. Planar Almost Linear Systems: Phase portraits, Nonlinear classi- fications of equilibria. Biological Models: Predator-prey models, Competition models, Survival of one species, Co-existence, Alligators, doomsday and extinction. Mechanical Models: Nonlinear spring-mass system, Soft and hard springs, Energy conservation, Phase plane and scenes. 680 Phase Plane Methods 10.1 Planar Autonomous Systems A set of two scalar differential equations of the form x0(t) = f(x(t); y(t)); (1) y0(t) = g(x(t); y(t)): is called a planar autonomous system. The term autonomous means self-governing, justified by the absence of the time variable t in the functions f(x; y), g(x; y). ! ! x(t) f(x; y) To obtain the vector form, let ~u(t) = , F~ (x; y) = y(t) g(x; y) and write (1) as the first order vector-matrix system d (2) ~u(t) = F~ (~u(t)): dt It is assumed that f, g are continuously differentiable in some region D in the xy-plane. This assumption makes F~ continuously differentiable in D and guarantees that Picard's existence-uniqueness theorem for initial d ~ value problems applies to the initial value problem dt ~u(t) = F (~u(t)), ~u(0) = ~u0. -
The Following Integration Formulas Will Be Provided on the Exam and You
The following integration formulas will be provided on the exam and you may apply any of these results directly without showing work/proof: Z 1 (ax + b)n+1 (ax + b)n dx = · + C a n + 1 Z 1 eax+b dx = · eax+b + C a Z 1 uax+b dx = · uax+b + C for u > 0; u 6= 1 a ln u Z 1 1 dx = · ln jax + bj + C ax + b a Z 1 sin(ax + b) dx = − · cos(ax + b) + C a Z 1 cos(ax + b) dx = · sin(ax + b) + C a Z 1 sec2(ax + b) dx = · tan(ax + b) + C a Z 1 csc2(ax + b) dx = · cot(ax + b) + C a Z 1 p dx = sin−1(x) + C 1 − x2 Z 1 dx = tan−1(x) + C 1 + x2 Z 1 p dx = sinh−1(x) + C 1 + x2 1 The following formulas for Laplace transform will also be provided f(t) = L−1fF (s)g F (s) = Lff(t)g f(t) = L−1fF (s)g F (s) = Lff(t)g 1 1 1 ; s > 0 eat ; s > a s s − a tf(t) −F 0(s) eatf(t) F (s − a) n! n! tn ; s > 0 tneat ; s > a sn+1 (s − a)n+1 w w sin(wt) ; s > 0 eat sin(wt) ; s > a s2 + w2 (s − a)2 + w2 s s − a cos(wt) ; s > 0 eat cos(wt) ; s > a s2 + w2 (s − a)2 + w2 e−as u(t − a); a ≥ 0 ; s > 0 δ(t − a); a ≥ 0 e−as; s > 0 s u(t − a)f(t) e−asLff(t + a)g δ(t − a)f(t) f(a)e−as Here, u(t) is the unit step (Heaviside) function and δ(t) is the Dirac Delta function Laplace transform of derivatives: Lff 0(t)g = sLff(t)g − f(0) Lff 00(t)g = s2Lff(t)g − sf(0) − f 0(0) Lff (n)(t)g = snLff(t)g − sn−1f(0) − sn−2f 0(0) − · · · − sf (n−2)(0) − f (n−1)(0) Convolution: Lf(f ∗ g)(t)g = Lff(t)gLfg(t)g = Lf(g ∗ f)(t)g 2 1 First Order Linear Differential Equation Differential equations of the form dy + p(t) y = g(t) (1) dt where t is the independent variable and y(t) is the unknown function. -
Systems Theory
1 Systems Theory BRUCE D. FRIEDMAN AND KAREN NEUMAN ALLEN iopsychosocial assessment and the develop - nature of the clinical enterprise, others have chal - Bment of appropriate intervention strategies for lenged the suitability of systems theory as an orga - a particular client require consideration of the indi - nizing framework for clinical practice (Fook, Ryan, vidual in relation to a larger social context. To & Hawkins, 1997; Wakefield, 1996a, 1996b). accomplish this, we use principles and concepts The term system emerged from Émile Durkheim’s derived from systems theory. Systems theory is a early study of social systems (Robbins, Chatterjee, way of elaborating increasingly complex systems & Canda, 2006), as well as from the work of across a continuum that encompasses the person-in- Talcott Parsons. However, within social work, sys - environment (Anderson, Carter, & Lowe, 1999). tems thinking has been more heavily influenced by Systems theory also enables us to understand the the work of the biologist Ludwig von Bertalanffy components and dynamics of client systems in order and later adaptations by the social psychologist Uri to interpret problems and develop balanced inter - Bronfenbrenner, who examined human biological vention strategies, with the goal of enhancing the systems within an ecological environment. With “goodness of fit” between individuals and their its roots in von Bertalanffy’s systems theory and environments. Systems theory does not specify par - Bronfenbrenner’s ecological environment, the ticular theoretical frameworks for understanding ecosys tems perspective provides a framework that problems, and it does not direct the social worker to permits users to draw on theories from different dis - specific intervention strategies. -
Chapter 8 Nonlinear Systems
Chapter 8 Nonlinear systems 8.1 Linearization, critical points, and equilibria Note: 1 lecture, §6.1–§6.2 in [EP], §9.2–§9.3 in [BD] Except for a few brief detours in chapter 1, we considered mostly linear equations. Linear equations suffice in many applications, but in reality most phenomena require nonlinear equations. Nonlinear equations, however, are notoriously more difficult to understand than linear ones, and many strange new phenomena appear when we allow our equations to be nonlinear. Not to worry, we did not waste all this time studying linear equations. Nonlinear equations can often be approximated by linear ones if we only need a solution “locally,” for example, only for a short period of time, or only for certain parameters. Understanding linear equations can also give us qualitative understanding about a more general nonlinear problem. The idea is similar to what you did in calculus in trying to approximate a function by a line with the right slope. In § 2.4 we looked at the pendulum of length L. The goal was to solve for the angle θ(t) as a function of the time t. The equation for the setup is the nonlinear equation L g θ�� + sinθ=0. θ L Instead of solving this equation, we solved the rather easier linear equation g θ�� + θ=0. L While the solution to the linear equation is not exactly what we were looking for, it is rather close to the original, as long as the angleθ is small and the time period involved is short. You might ask: Why don’t we just solve the nonlinear problem? Well, it might be very difficult, impractical, or impossible to solve analytically, depending on the equation in question. -
Building Biological Memory by Linking Positive Feedback Loops
Building biological memory by linking positive feedback loops Dong-Eun Changa, Shelly Leunga, Mariette R. Atkinsona, Aaron Reiflera, Daniel Forgerb, and Alexander J. Ninfaa,1 aDepartment of Biological Chemistry, University of Michigan Medical School; and bDepartment of Mathematics and Center for Computational Medicine and Biology, University of Michigan, Ann Arbor, MI 48109 Edited by Clyde A. Hutchison III, The J. Craig Venter Institute, San Diego, CA, and approved November 20, 2009 (received for review July 23, 2009) A common topology found in many bistable genetic systems is two transcriptional promoter to the concentration of activator protein interacting positive feedback loops. Here we explore how this must display a kinetic order or sensitivity greater than one (8, 10– relatively simple topology can allow bistability over a large range 12). If these minimal requirements are met, bistability may be of cellular conditions. On the basis of theoretical arguments, we anticipated to occur under some environmental conditions. predict that nonlinear interactions between two positive feedback An important example of a bistable genetic system consisting of loops can produce an ultrasensitive response that increases the a single positive feedback loop was provided by the work of range of cellular conditions at which bistability is observed. This Novick and Weiner, who studied the so-called “preinduction ef- prediction was experimentally tested by constructing a synthetic fect” of the lacZYA operon in Escherichia coli (13). The lac op- genetic -
Introduction to Mathematical Modeling Difference Equations, Differential Equations, & Linear Algebra (The First Course of a Two-Semester Sequence)
Introduction to Mathematical Modeling Difference Equations, Differential Equations, & Linear Algebra (The First Course of a Two-Semester Sequence) Dr. Eric R. Sullivan [email protected] Department of Mathematics Carroll College, Helena, MT Content Last Updated: January 8, 2018 1 ©Eric Sullivan. Some Rights Reserved. This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. You may copy, distribute, display, remix, rework, and per- form this copyrighted work, but only if you give credit to Eric Sullivan, and all deriva- tive works based upon it must be published under the Creative Commons Attribution- NonCommercial-Share Alike 4.0 United States License. Please attribute this work to Eric Sullivan, Mathematics Faculty at Carroll College, [email protected]. To view a copy of this license, visit https://creativecommons.org/licenses/by-nc-sa/4.0/ or send a letter to Creative Commons, 171 Second Street, Suite 300, San Francisco, Cali- fornia, 94105, USA. Contents 0 To the Student and the Instructor5 0.1 An Inquiry Based Approach...........................5 0.2 Online Texts and Other Resources........................7 0.3 To the Instructor..................................7 1 Fundamental Notions from Calculus9 1.1 Sections from Active Calculus..........................9 1.2 Modeling Explorations with Calculus...................... 10 2 An Introduction to Linear Algebra 16 2.1 Why Linear Algebra?............................... 16 2.2 Matrix Operations and Gaussian Elimination................. 20 2.3 Gaussian Elimination: A First Look At Solving Systems........... 23 2.4 Systems of Linear Equations........................... 28 2.5 Linear Combinations............................... 35 2.6 Inverses and Determinants............................ 38 2.6.1 Inverses................................... 40 2.6.2 Determinants.............................. -
PHYS2100: Hamiltonian Dynamics and Chaos
PHYS2100: Hamiltonian dynamics and chaos M. J. Davis September 2006 Chapter 1 Introduction Lecturer: Dr Matthew Davis. Room: 6-403 (Physics Annexe, ARC Centre of Excellence for Quantum-Atom Optics) Phone: (334) 69824 email: [email protected] Office hours: Friday 8-10am, or by appointment. Useful texts Rasband: Chaotic dynamics of nonlinear systems. Q172.5.C45 R37 1990. • Percival and Richards: Introduction to dynamics. QA614.8 P47 1982. • Baker and Gollub: Chaotic dynamics: an introduction. QA862 .P4 B35 1996. • Gleick: Chaos: making a new science. Q172.5.C45 G54 1998. • Abramowitz and Stegun, editors: Handbook of mathematical functions: with formulas, graphs, and• mathematical tables. QA47.L8 1975 The lecture notes will be complete: However you can only improve your understanding by reading more. We will begin this section of the course with a brief reminder of a few essential conncepts from the first part of the course taught by Dr Karen Dancer. 1.1 Basics A mechanical system is known as conservative if F dr = 0. (1.1) I · Frictional or dissipative systems do not satisfy Eq. (1.1). Using vector analysis it can be shown that Eq. (1.1) implies that there exists a potential function 1 such that F = V (r). (1.2) −∇ for some V (r). We will assume that conservative systems have time-independent potentials. A holonomic constraint is a constraint written in terms of an equality e.g. r = a, a> 0. (1.3) | | A non-holonomic constraint is written as an inequality e.g. r a. | | ≥ 1.2 Lagrangian mechanics For a mechanical system of N particles with k holonomic constraints, there are a total of 3N k degrees of freedom. -
Phaser: an R Package for Phase Plane Analysis of Autonomous ODE Systems by Michael J
CONTRIBUTED RESEARCH ARTICLES 43 phaseR: An R Package for Phase Plane Analysis of Autonomous ODE Systems by Michael J. Grayling Abstract When modelling physical systems, analysts will frequently be confronted by differential equations which cannot be solved analytically. In this instance, numerical integration will usually be the only way forward. However, for autonomous systems of ordinary differential equations (ODEs) in one or two dimensions, it is possible to employ an instructive qualitative analysis foregoing this requirement, using so-called phase plane methods. Moreover, this qualitative analysis can even prove to be highly useful for systems that can be solved analytically, or will be solved numerically anyway. The package phaseR allows the user to perform such phase plane analyses: determining the stability of any equilibrium points easily, and producing informative plots. Introduction Repeatedly, when a system of differential equations is written down, it cannot be solved analytically. This is particularly true in the non-linear case, which unfortunately habitually arises when modelling physical systems. As such, it is common that numerical integration is the only way for a modeller to analyse the properties of their system. Consequently, many software packages exist today to assist in this step. In R, for example, the package deSolve (Soetaert et al., 2010) deals with many classes of differential equation. It allows users to solve first-order stiff and non-stiff initial value problem ODEs, as well as stiff and non-stiff delay differential equations (DDEs), and differential algebraic equations (DAEs) up to index 3. Moreover, it can tackle partial differential equations (PDEs) with the assistance ReacTran (Soetaert and Meysman, 2012). -
Control System Design Methods
Christiansen-Sec.19.qxd 06:08:2004 6:43 PM Page 19.1 The Electronics Engineers' Handbook, 5th Edition McGraw-Hill, Section 19, pp. 19.1-19.30, 2005. SECTION 19 CONTROL SYSTEMS Control is used to modify the behavior of a system so it behaves in a specific desirable way over time. For example, we may want the speed of a car on the highway to remain as close as possible to 60 miles per hour in spite of possible hills or adverse wind; or we may want an aircraft to follow a desired altitude, heading, and velocity profile independent of wind gusts; or we may want the temperature and pressure in a reactor vessel in a chemical process plant to be maintained at desired levels. All these are being accomplished today by control methods and the above are examples of what automatic control systems are designed to do, without human intervention. Control is used whenever quantities such as speed, altitude, temperature, or voltage must be made to behave in some desirable way over time. This section provides an introduction to control system design methods. P.A., Z.G. In This Section: CHAPTER 19.1 CONTROL SYSTEM DESIGN 19.3 INTRODUCTION 19.3 Proportional-Integral-Derivative Control 19.3 The Role of Control Theory 19.4 MATHEMATICAL DESCRIPTIONS 19.4 Linear Differential Equations 19.4 State Variable Descriptions 19.5 Transfer Functions 19.7 Frequency Response 19.9 ANALYSIS OF DYNAMICAL BEHAVIOR 19.10 System Response, Modes and Stability 19.10 Response of First and Second Order Systems 19.11 Transient Response Performance Specifications for a Second Order -
Mathematical Modeling of Control Systems
OGATA-CH02-013-062hr 7/14/09 1:51 PM Page 13 2 Mathematical Modeling of Control Systems 2–1 INTRODUCTION In studying control systems the reader must be able to model dynamic systems in math- ematical terms and analyze their dynamic characteristics.A mathematical model of a dy- namic system is defined as a set of equations that represents the dynamics of the system accurately, or at least fairly well. Note that a mathematical model is not unique to a given system.A system may be represented in many different ways and, therefore, may have many mathematical models, depending on one’s perspective. The dynamics of many systems, whether they are mechanical, electrical, thermal, economic, biological, and so on, may be described in terms of differential equations. Such differential equations may be obtained by using physical laws governing a partic- ular system—for example, Newton’s laws for mechanical systems and Kirchhoff’s laws for electrical systems. We must always keep in mind that deriving reasonable mathe- matical models is the most important part of the entire analysis of control systems. Throughout this book we assume that the principle of causality applies to the systems considered.This means that the current output of the system (the output at time t=0) depends on the past input (the input for t<0) but does not depend on the future input (the input for t>0). Mathematical Models. Mathematical models may assume many different forms. Depending on the particular system and the particular circumstances, one mathemati- cal model may be better suited than other models. -
1991-Automated Phase Portrait Analysis by Integrating Qualitative
From: AAAI-91 Proceedings. Copyright ©1991, AAAI (www.aaai.org). All rights reserved. Toyoaki Nishida and Kenji Department of Information Science Kyoto University Sakyo-ku, Kyoto 606, Japan email: [email protected] Abstract intelligent mathematical reasoner. We have chosen two-dimensional nonlinear difFeren- It has been widely believed that qualitative analysis tial equations as a domain and analysis of long-term guides quantitative analysis, while sufficient study has behavior including asymptotic behavior as a task. The not been made from technical viewpoints. In this pa- domain is not too trivial, for it contains wide varieties per, we present a case study with PSX2NL, a pro- of phenomena; while it is not too hard for the first step, gram which autonomously analyzes the behavior of for we can step aside from several hard representational two-dimensional nonlinear differential equations, by in- issues which constitute an independent research sub- tegrating knowledge-based methods and numerical al- ject by themselves. The task is novel in qualitative gorithms. PSX2NL focuses on geometric properties of physics, for nobody except a few researchers has ever solution curves of ordinary differential equations in the addressed it. phase space. PSX2NL is designed based on a couple of novel ideas: (a) a set of flow mappings which is an abstract description of the behavior of solution curves, Analysis of Two-dimensional Nonlinear and (b) a flow grammar which specifies all possible pat- Ordinary ifferentid Equations terns of solution curves, enabling PSX2NL to derive the The following is a typical ordinary differential equation most plausible interpretation when complete informa- (ODE) we investigate in this paper: tion is not available.