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Fundamental Matrix (linear Differential Equation)
In mathematics, a fundamental matrix of a system of ''n'' homogeneous linear ordinary differential equations \dot(t) = A(t) \mathbf(t) is a matrix-valued function \Psi(t) whose columns are linearly independent solutions of the system. Then every solution to the system can be written as \mathbf(t) = \Psi(t) \mathbf, for some constant vector \mathbf (written as a column vector of height ). A matrix-valued function \Psi is a fundamental matrix of \dot(t) = A(t) \mathbf(t) if and only if \dot(t) = A(t) \Psi(t) and \Psi is a non-singular matrix for all Control theory The fundamental matrix is used to express the state-transition matrix, an essential component in the solution of a system of linear ordinary differential equations. See also * Flow *Linear differential equation *Liouville's formula In mathematics, Liouville's formula, also known as the Abel–Jacobi–Liouville identity, is an equation that expresses the determinant of a square-matrix solution of a first-o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Independence
In the theory of vector spaces, a set (mathematics), set of vector (mathematics), vectors is said to be if there exists no nontrivial linear combination of the vectors that equals the zero vector. If such a linear combination exists, then the vectors are said to be . These concepts are central to the definition of Dimension (vector space), dimension. A vector space can be of finite dimension or infinite dimension depending on the maximum number of linearly independent vectors. The definition of linear dependence and the ability to determine whether a subset of vectors in a vector space is linearly dependent are central to determining the dimension of a vector space. Definition A sequence of vectors \mathbf_1, \mathbf_2, \dots, \mathbf_k from a vector space is said to be ''linearly dependent'', if there exist Scalar (mathematics), scalars a_1, a_2, \dots, a_k, not all zero, such that :a_1\mathbf_1 + a_2\mathbf_2 + \cdots + a_k\mathbf_k = \mathbf, where \mathbf denotes ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Non-singular Matrix
In linear algebra, an invertible matrix (''non-singular'', ''non-degenarate'' or ''regular'') is a square matrix that has an inverse. In other words, if some other matrix is multiplied by the invertible matrix, the result can be multiplied by an inverse to undo the operation. An invertible matrix multiplied by its inverse yields the identity matrix. Invertible matrices are the same size as their inverse. Definition An -by- square matrix is called invertible if there exists an -by- square matrix such that\mathbf = \mathbf = \mathbf_n ,where denotes the -by- identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix is uniquely determined by , and is called the (multiplicative) ''inverse'' of , denoted by . Matrix inversion is the process of finding the matrix which when multiplied by the original matrix gives the identity matrix. Over a field, a square matrix that is ''not'' invertible is called singular or degenerat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
State-transition Matrix
In control theory, the state-transition matrix is a matrix whose product with the state vector x at an initial time t_0 gives x at a later time t. The state-transition matrix can be used to obtain the general solution of linear dynamical systems. Linear systems solutions The state-transition matrix is used to find the solution to a general state-space representation of a linear system in the following form : \dot(t) = \mathbf(t) \mathbf(t) + \mathbf(t) \mathbf(t) , \;\mathbf(t_0) = \mathbf_0 , where \mathbf(t) are the states of the system, \mathbf(t) is the input signal, \mathbf(t) and \mathbf(t) are matrix functions, and \mathbf_0 is the initial condition at t_0. Using the state-transition matrix \mathbf(t, \tau), the solution is given by: : \mathbf(t)= \mathbf (t, t_0)\mathbf(t_0)+\int_^t \mathbf(t, \tau)\mathbf(\tau)\mathbf(\tau)d\tau The first term is known as the zero-input response and represents how the system's state would evolve in the absence of any input. The se ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Flow (mathematics)
In mathematics, a flow formalizes the idea of the motion of particles in a fluid. Flows are ubiquitous in science, including engineering and physics. The notion of flow is basic to the study of ordinary differential equations. Informally, a flow may be viewed as a continuous motion of points over time. More formally, a flow is a group action of the real numbers on a set. The idea of a vector flow, that is, the flow determined by a vector field, occurs in the areas of differential topology, Riemannian geometry and Lie groups. Specific examples of vector flows include the geodesic flow, the Hamiltonian flow, the Ricci flow, the mean curvature flow, and Anosov flows. Flows may also be defined for systems of random variables and stochastic processes, and occur in the study of ergodic dynamical systems. The most celebrated of these is perhaps the Bernoulli flow. Formal definition A flow on a set is a group action of the additive group of real numbers on . More explicit ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Differential Equation
In mathematics, a linear differential equation is a differential equation that is linear equation, linear in the unknown function and its derivatives, so it can be written in the form a_0(x)y + a_1(x)y' + a_2(x)y'' \cdots + a_n(x)y^ = b(x) where and are arbitrary differentiable functions that do not need to be linear, and are the successive derivatives of an unknown function of the variable . Such an equation is an ordinary differential equation (ODE). A ''linear differential equation'' may also be a linear partial differential equation (PDE), if the unknown function depends on several variables, and the derivatives that appear in the equation are partial derivatives. Types of solution A linear differential equation or a system of linear equations such that the associated homogeneous equations have constant coefficients may be solved by quadrature, which means that the solutions may be expressed in terms of antiderivative, integrals. This is also true for a linear equation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Liouville's Formula
In mathematics, Liouville's formula, also known as the Abel–Jacobi–Liouville identity, is an equation that expresses the determinant of a square-matrix solution of a first-order system of homogeneous linear differential equations in terms of the sum of the diagonal coefficients of the system. The formula is named after the French mathematician Joseph Liouville. Jacobi's formula provides another representation of the same mathematical relationship. Liouville's formula is a generalization of Abel's identity and can be used to prove it. Since Liouville's formula relates the different linearly independent solutions of the system of differential equations, it can help to find one solution from the other(s), see the example application below. Statement of Liouville's formula Consider the -dimensional first-order homogeneous linear differential equation :y'=A(t)y on an interval of the real line, where for denotes a square matrix of dimension with real or complex entries. Le ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ordinary Differential Equation
In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable (mathematics), variable. As with any other DE, its unknown(s) consists of one (or more) Function (mathematics), function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equation, ''partial'' differential equations (PDEs) which may be with respect to one independent variable, and, less commonly, in contrast with stochastic differential equations, ''stochastic'' differential equations (SDEs) where the progression is random. Differential equations A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form :a_0(x)y +a_1(x)y' + a_2(x)y'' +\cdots +a_n(x)y^+b(x)=0, where a_0(x),\ldots,a_n(x) and b(x) are arbitrary differentiable functions that do not need to be linea ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Matrices (mathematics)
Matrix (: matrices or matrixes) or MATRIX may refer to: Science and mathematics * Matrix (mathematics), a rectangular array of numbers, symbols or expressions * Matrix (logic), part of a formula in prenex normal form * Matrix (biology), the material in between a eukaryotic organism's cells * Matrix (chemical analysis), the non-analyte components of a sample * Matrix (geology), the fine-grained material in which larger objects are embedded * Matrix (composite), the constituent of a composite material * Hair matrix, produces hair * Nail matrix, part of the nail in anatomy Technology * Matrix (mass spectrometry), a compound that promotes the formation of ions * Matrix (numismatics), a tool used in coin manufacturing * Matrix (printing), a mould for casting letters * Matrix (protocol), an open standard for real-time communication * Matrix (record production), or master, a disc used in the production of phonograph records ** Matrix number, of a gramophone record * D ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Differential Calculus
In mathematics, differential calculus is a subfield of calculus that studies the rates at which quantities change. It is one of the two traditional divisions of calculus, the other being integral calculus—the study of the area beneath a curve. The primary objects of study in differential calculus are the derivative of a Function (mathematics), function, related notions such as the Differential of a function, differential, and their applications. The derivative of a function at a chosen input value describes the Rate (mathematics)#Of_change, rate of change of the function near that input value. The process of finding a derivative is called differentiation. Geometrically, the derivative at a point is the slope of the tangent, tangent line to the graph of a function, graph of the function at that point, provided that the derivative exists and is defined at that point. For a real-valued function of a single real variable, the derivative of a function at a point generally determines ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
