Polar plot

September 28, 2021September 27, 2021 / Michael Xue / Leave a comment

The polar coordinates $r$ and $\theta$ can be converted to the Cartesian coordinates $x$ and $y$ using the trigonometry functions:

$\begin{cases} x=r\cdot\cos(\theta) \\ y=r\cdot\sin(\theta)\end{cases}$

It follows that a figure specified in $(r, \theta)$ can be plotted by ‘plot2d’ as a parametric curve:

Fig. 1 $r = \cos(5\theta)$

It is possible to plot two or more parametric curves together:

Fig. 2 $r=\theta$ and $r=\cos(5\theta)$

An alternate is the ‘draw2d’ function, it draws graphic objects created by the ‘polar’ function:

Fig. 3 $r=\theta$ and $r=\cos(5\theta)$

Fig. 4 shows a graceful geometric curve that resembles a butterfly. Its equation is expressed in polar coordinates by

$r = e^{\sin(\theta)} - 2\cos(4\theta)+\sin(\frac{\theta}{12})^5$

Fig. 4

Let’s combine them!

September 25, 2021September 24, 2021 / Michael Xue / Leave a comment

It is possible to combine two or more plots into one picture.

For example, we solve the following initial-value problem

$\begin{cases} \frac{dy}{dx} = (x-y)/2 \\ y(0)=1 \end{cases}\quad\quad\quad(\star)$

and plot the analytic solution in Fig. 1.

Fig. 1

We can also solve $(\star)$ numerically and plot the discrete data points:

Fig. 2

Fig. 3 is the result of combining Fig.1 and Fig. 2.

Fig.3

It validates the numerical solution obtained by ‘rk’: the two figures clearly overlapped.

An Alternate Solver of ODEs

September 22, 2021September 22, 2021 / Michael Xue / Leave a comment

Besides ‘ode2’, ‘contrib_ode’ also solves differential equations.

For example,

$\frac{d^2y}{dx^2} - \frac{1+x}{x} \cdot \frac{dy}{dx}+ \frac{1}{x}\cdot y=0.$

While ‘ode2’ fails:

‘contrib_ode’ succeeds:

This is an example taking from page 4 of Bender and Orszag’s “Advanced Mathematical Methods for Scientists and Engineers“. On the same page, there is another good example:

$\frac{dy}{dx} = \frac{A^2}{x^4}-y^2, \quad\quad A$ is a constant.

Using ‘contrib_ode’, we have

It seems that ‘contrib_ode’ is a better differential equation solver than ‘ode2’:

Even though it is not perfect:

From the examples, we see the usage of ‘contrib_ode’ is the same as ‘ode2’. However, unlike ‘ode2’, ‘contrib_ode’ always return a list of solution(s). It means to solve either initial-value or boundary-value problem, the solution of the differential equation is often lifted out of this list first:

Exercise Solve the following differential equations without using a CAS:

$\frac{dy}{dx}= \frac{A^2}{x^4} - y^2$ (hint: Riccati Equation)
$\frac{d^2 y}{dx^2} = \frac{y \frac{dy}{dx}} {x}$

DIY

September 17, 2021September 17, 2021 / Michael Xue / Leave a comment

As far as I know, ‘bc2’, Maxima’s built-in function for solving two-point boundary value problem only handles the type:

$\begin{cases} y'' = f(x, y, y')\\ y(a)=\alpha, y'(b) = \beta \end{cases}\quad\quad\quad(*)$

For example, solving $\begin{cases} y'' + y (y')^3=0 \\y(0) = 1, y(1)=3 \end{cases}:$

But ‘bc2’ can not be applied to

$\begin{cases} -y'' + 9 y =12 \sin(t)\\ y(0)=y(2\pi), y'(0) = y'(2\pi) \end{cases}$

since it is not the type of (*). However, you can roll your own:

An error occurs on the line where the second boundary condition is specified. It attempts to differentiate the solution with respect to $t$ under the context that $t=0$ . i.e.,

diff(rhs(sol), 0);

which is absurd.

The correct way is to express the boundary conditions using ‘at’ instead of ‘ev’:

The following works too as the derivative is obtained before using ‘ev’:

Nonetheless, I still think using ’at’ is a better way:

Solving x = a x + b

August 27, 2021August 28, 2021 / Michael Xue / Leave a comment

Problem: Solving $x = ax +b$ for $x$ .

Solution:

Choose $x_0$ arbitrarily, we generate the sequence $\{x_i\}$ recursively from $x_i = a x_{i-1} + b, i=1, 2, ...$ :

$x_1= a x_0 + b,$

$x_2 = a x_1 +b =a(a x_0+b)+b =a^2 x_0 +ab + b,$

$x_3 = a x_2 + b = a (a^2 x_0 + ab +b) +b = a^3 x_0 +a^2b +ab +b,$

$\ddots$

$x_n = a x_{n-1} +b = a^n x_0 + b \sum\limits_{i=0}^{n-1} a^i=a^n x_0 + b\cdot\frac{1-a^{n}}{1-a}.$

It follows that for $|a| <1$ ,

$x = \lim\limits_{n \rightarrow \infty} x_n = \lim\limits_{n\rightarrow \infty}a^n x_0+\frac{b(1-a^n)}{1-a}= \lim\limits_{n\rightarrow \infty}a^n x_0+ \lim\limits_{n \rightarrow \infty}\frac{b(1-a^n)}{1-a}\overset{(\star)}{=}0\cdot x_0 + \frac{b(1-0)}{1-a}.$

i.e.,

$x = \frac{b}{1-a}.$

Fig. 1 shows a CAS -aided solution using Omega CAS Explorer:

Fig. 1

For $|a|> 1$ , we rewrite $x=ax +b$ as

$x = \frac{1}{a}x - \frac{b}{a} \overset{A=\frac{1}{a}, B=-\frac{b}{a}}{=} Ax +B.$

Since $|a| >1 \implies \frac{1}{|a|} = |A| <1\implies \lim\limits_{n\rightarrow \infty}A^n = 0$ ,

$x =\lim\limits_{n \rightarrow \infty}A^n x_0 + B\cdot \frac{1-A^n}{1-A}\frac{}{} = \frac{B}{1-A} = \frac{-\frac{b}{a}}{1-\frac{1}{a}} = \frac{-b}{a-1} = \frac{b}{1-a}.$

We have used fact that

$|a| < 1 \implies \lim\limits_{n \rightarrow \infty} a^n = 0.\quad\quad\quad(\star)$

A proof is as follows:

Since

$|a^n| = |\underbrace{a\cdot a\cdot a ... a}_{n\;a's}| =\overbrace{|a||a|...|a|}^{n\;|a|'s} = |a|^n,$

if $a=0$ then $a^n = 0\cdot 0 ... 0 = 0.$ It means

$(\forall \epsilon >0, \forall n \in N^+, |a^n-0|<\epsilon)\implies \lim\limits_{n \rightarrow \infty} a^n = 0.$

Otherwise ( $a \ne 0$ ),

$\forall \epsilon >0, |a^n-0| =|a|^n < \epsilon \implies n \log(|a|)<\log(\epsilon).$

For $|a|<1,$

$n\log(|a|)<\log(\epsilon) \overset{\log(|a|) < 0}{\implies} n > \frac{\log(\epsilon)}{\log(|a|)}.$

And so,

$(\forall \epsilon > 0, \exists n^* = \lceil\frac{\log(\epsilon)}{\log(|a|)}\rceil \ni n > n^*, |a^n-0| < \epsilon) \implies \lim\limits_{n \rightarrow \infty}a^n = 0.$

Exercise-1 Prove by mathematical induction:

$(x_{k} = a x_{k-1} + b, k=1,2,...,n ) \implies x_n = a^n x_0 + b\sum\limits_{i=0}^{n-1}a^i.$

“Instrumental Flying”

August 14, 2021August 14, 2021 / Michael Xue / Leave a comment

Consider the following set

$S_1 = \{(x,y) | x=\frac{e^y-e^{-y}}{2}\}.\quad\quad\quad(1-1)$

For all $(x, y_1), (x, y_2) \in S_1$ , we have

$\frac{e^{y_1}-e^{-y_1}}{2}=x, \frac{e^{y_2}-e^{-y_2}}{2}=x.$

That is,

$(x, y_1), (x, y_2) \in S_1 \implies \frac{e^{y_1}-e^{-y_1}}{2}- \frac{e^{y_2}-e^{-y_2}}{2}= 0.\quad\quad\quad(1-2)$

Since $\frac{e^{y_1}-e^{-y_1}}{2}- \frac{e^{y_2}-e^{-y_2}}{2}= 0$ if and only if $y_1 = y_2$ (Exercise-1),

$\frac{e^{y_1}-e^{-y_1}}{2}-\frac{e^{y_2}-e^{-y_2}}{2}=0 \implies y_1 = y_2.\quad\quad\quad(1-3)$

From (1-2) and (1-3), we conclude:

$\forall (x, y_1), (x, y_2) \in S_1 \implies y_1 = y_2.$

i.e., $S_1$ defines a function.

Alternatively, (1-1) can be expressed as

$S_1 = \{(x, y) | x = \sinh(y)\}.$

It shows that $S_1$ is the inverse of $\sinh(x)$ . Therefore, we name the function defined by (1-1) $\sinh^{-1}$ and write it as

$y = \sinh^{-1}(x).$

Let’s look at another set:

$S_2 = \{(x,y)|x=\frac{e^y+e^{-y}}{2}\}.\quad\quad\quad(2-1)$

For a pair $(x, y_1>0) \in S_2$ , we have

$x=\frac{e^{y_1}+e^{-y_1}}{2}.\quad\quad\quad(2-2)$

For another pair $(x, y_2=-y_1)$ ,

$\frac{e^{y_2} + e^{-y_2}}{2} = \frac{e^{-y_1}+e^{-(-y_1)}}{2} = \frac{e^{-y_1} + e^{y_1}}{2} \overset{(2-2)}{=} x\implies (x, y_2=-y_1) \in S_2.$

Since $y_1>0, y_2 = -y_1 \neq y_1, (x, y_1), (x, y_2) \in S_1$ does not implie $y_1 = y_2$ . It means $S_2$ does not define a function.

However, modification of $S_2$ gives

$S_3 = \{(x, y) | x=\frac{e^y+e^{-y}}{2}, y \ge 0\}.\quad\quad\quad(2-3)$

It defines a function.

Rewrite (2-3) as

$S_3 = \{(x, y) | x = \cosh(y), y \ge 0\}.\quad\quad\quad(2-4)$

Then $\forall (x, y_1), (x, y_2) \in S_3$ , we have

$x=\cosh(y_1), x=\cosh(y_2)\implies \cosh(y_1) = \cosh(y_2).\quad\quad\quad(2-5)$

Notice that by (2-3), $y_1, y_2 \ge 0.$

Cleary, (2-5) is true if and only if $y_1 =y_2$ . For if $y_1 \ne y_2$ , by $(\star)$ , $\cosh(y_1) \ne \cosh(y_2).$

Therefore,

$(x, y_1), (x, y_2) \in S_3 \implies y_1 = y_2.$

We name the function defined by (2-3) $\cosh^{-1}$ as (2-4) shows that it is the inverse of $\cosh(x).$

See “Deriving Two Inverse Functions” for the explicit expressions of $\sinh^{-1}$ and $\cosh^{-1}$ .

Prove

$t_1 \ge 0, t_2 \ge 0, t_1 \ne t_2 \implies \cosh(t_1) \ne \cosh(t_2).\quad\quad\quad(\star)$

Without loss of generality, we assume that $t_2 > t_1.$ By Lagrange’s mean-value theorem (see “A Sprint to FTC“),

$\cosh(t_2) -\cos(t_1) =\cosh'(\xi) (t_2-t_1)$

where $\xi \in (t_1, t_2).$

We have

$t_2 > t_1 \implies t_2 - t_1 >0$

and

$\forall t > 0, (\cosh(t))' = (\frac{e^t+e^{-t}}{2})' = \frac{e^t-e^{-t}}{2} \overset{t>0\implies t >-t \implies e^t >e^{-t}}{>} 0.$

Consequently,

$\cosh(t_2) - \cosh(t_1) = \cosh'(\xi) (t_2-t_1) > 0.$

i.e.,

$\cosh(t_2) \ne \cosh(t_1).$

Exercise-1 Show that $\frac{e^{y_1}-e^{-y_1}}{2}- \frac{e^{y_2}-e^{-y_2}}{2}= 0$ if and only if $y_1 = y_2$ .

Deriving Two Inverse Functions

July 22, 2021September 9, 2021 / Michael Xue / Leave a comment

In “Instrumental Flying“, we defined function $y=\sinh^{-1}(x)$ as

$\{(x, y) | x = \frac{e^y-e^{-y}}{2}\}.\quad\quad\quad(1)$

From $x = \frac{e^y-e^{-y}}{2}$ , we obtain

$(e^y)^2-2x\cdot e^y-1=0.$

It means either $e^y = x-\sqrt{x^2+1}$ or $e^y = x+\sqrt{x^2+1}.$

But $e^y = x-\sqrt{x^2+1}$ suggests $e^y < 0$ (see Exercise-1), contradicts the fact that $\forall t \in R, e^t > 0$ (see “Two Peas in a Pod, Part 2“).

Therefore,

$e^y = x+\sqrt{x^2+1} \implies y = \log(x + \sqrt{x^2+1}).$

i.e.,

$\sinh^{-1}(x) = \log(x + \sqrt{x^2+1}), \;\;x \in (-\infty, +\infty).$

We also defined a non-negative valued function $y = \cosh^{-1}(x)$ :

$\{(x, y) | x = \frac{e^y + e^{-y}}{2}, y \ge 0\}.\quad\quad\quad(2)$

Simplifying $x=\frac{e^y+e^{-y}}{2}$ yields

$(e^y)^2-2x\cdot e^y+1=0.$

It follows that either $e^y = x-\sqrt{x^2-1}$ or $e^y=x+\sqrt{x^2-1}.$

For both expressions’ right-hand side to be valid requires that $x \ge 1$ . However, when $x = 2$ ,

$e^y = x-\sqrt{x^2-1} = 2 - \sqrt{3} < 1$

suggests that $y < 0$ (see Exercise-2,3), contradicts (2).

Hence,

$e^y = x+\sqrt{x^2-1} \implies y = \log(x+\sqrt{x^2-1}).$

i.e.,

$\cosh^{-1}(x) = \log(x+\sqrt{x^2-1}), \;\;x \in [1, +\infty).$

Beltrami’s Identity

July 19, 2021July 18, 2021 / Michael Xue / Leave a comment

The Beltrami’s identity

$F - y' \frac{\partial F}{\partial y'} = C$

where $C$ is a constant, is a reduced form of Euler-Lagrange equation for the special case when $F$ does not dependent explicitly on $x$ .

For $F = F(y, y')$ ,

$\frac{dF}{dx} = \frac{\partial F}{\partial y} y' + \frac{\partial F}{\partial y'} y''.\quad\quad\quad(1)$

From Euler-Lagrange equation

$\frac{\partial F}{\partial y} - \frac{d}{dx}(\frac{\partial F}{\partial y'}) = 0,$

we have

$\frac{\partial F}{\partial y} = \frac{d}{dx}(\frac{\partial F}{\partial y'}).\quad\quad\quad(2)$

Substituting (2) into (1) gives

$\frac{dF}{dx} = \frac{d}{dx}(\frac{\partial F}{\partial y'}) y' + \frac{\partial F}{\partial y'} y''.\quad\quad\quad(3)$

Consequently, when (3) is expressed as

$\frac{dF}{dx} = \frac{d}{dx}(\frac{\partial F}{\partial y'}) y' + \frac{\partial F}{\partial y'} \frac{dy'}{dx},$

it becomes clear that

$\frac{dF}{dx} = \frac{d}{dx}(\frac{\partial F}{\partial y'}y').$

Therefore,

$\frac{d}{dx}(F-\frac{\partial F}{\partial y'}y') = 0.$

i.e.,

$F - y' \frac{\partial F}{\partial y'} = C.$

In “A Relentless Pursuit”, we derived differential equation

$\frac{dy}{dx} = \frac{\sqrt{y^2-C_1^2}}{\pm C_1}\quad\quad\quad(4)$

from Euler-Lagrange equation without taking advantage of the fact that $F=y\sqrt{1+(y')^2}$ has no explicit dependency on $x$ . The derivation was mostly done by a CAS.

Let’s derive (4) from Beltrami’s Identity. This time, we will not use CAS.

For $F=y\sqrt{1+(y')^2}$ , the Beltrami’s Identity is

$y\sqrt{1+(y')^2} - y'\cdot\left(y\cdot\frac{1}{2}\frac{2y'}{\sqrt{1+(y')^2}}\right) = C.$

It simplifies to

$\frac{y}{\sqrt{1+(y')^2}} = C.$

Further simplification yields

$C^2(y')^2 = y^2-C^2.$

For $C \ne 0$ ,

$(y')^2 = \frac{y^2-C^2}{C^2}.$

Therefore,

$\frac{dy}{dx} = \pm \sqrt{\frac{y^2-C^2}{C^2}}=\frac{\sqrt{y^2-C^2}}{\pm C}.$

Prequel to “A Relentless Pursuit”

July 15, 2021August 18, 2021 / Michael Xue / Leave a comment

Fig. 1

Illustrated in Fig. 2 are two circular hoops of unit radius, centered on a common x-axis and a distance $2a$ apart. There is also a soap films extends between the two hoops, taking the form of a surface of revolution about the x-axis. If gravity is negligible, the film takes up a state of stable, equilibrium in which its surface area is a minimum.

Fig. 2

Our problem is to find the function $y(x)$ , satisfying the boundary conditions

$y(-a) = y(a) = 1,\quad\quad\quad(1)$

which makes the surface area

$A=2\pi\displaystyle\int\limits_{-a}^{a}y\sqrt{1+(y')^2}\;dx\quad\quad\quad(2)$

a minimum.

Let

$F(x,y, y') = 2\pi y \sqrt{1+(y')^2}.$

We have

$\frac{\partial F}{\partial y} = 2\pi \sqrt{1+(y')^2}$

and

$\frac{\partial F}{\partial y'} = 2 \pi y \cdot\frac{1}{2}\left(1+(y')^2\right)^{-\frac{1}{2}}\cdot 2y'=\frac{2 \pi y y'}{\sqrt{1+(y')^2}}.$

The Euler-Lagrange equation

$\frac{\partial F}{\partial y} - \frac{d}{dx}\left(\frac{\partial F}{\partial y'}\right) = 0$

becomes

$\sqrt{1+(y')^2} - \frac{d}{dx}\left(\frac{y y'}{\sqrt{1+(y')^2}}\right) = 0.$

Fig. 3

Using Omega CAS Explorer (see Fig. 3), it can be simplified to:

$y \frac{d^2 y}{dx^2}- \left(\frac{dy}{dx}\right)^2=1.$

This is the differential equation solved in “A Relentless Pursuit” whose solution is

$y = C_1\cdot \cosh(\frac{x+C_2}{C_1}).$

We must then find $C_1$ and $C_2$ subject to the boundary condition (1), i.e.,

$C_1\cdot \cosh(\frac{a+C_2}{C_1}) = C_1\cdot\cosh(\frac{-a+C_2}{C_1})\implies \cosh(\frac{a+C_2}{C_1}) = \cosh(\frac{-a+C_2}{C_1}).$

The fact that $\cosh$ is an even function implies either

$a+C_2 = -a+C_2\quad\quad\quad(3)$

$a+C_2 = -(-a+C_2).\quad\quad\quad(4)$

While (3) is clearly false since it claims for all $a >0, a = -a$ , (4) gives

$C_2=0.$

And so, the solution to boundary-value problem

$\begin{cases} y \frac{d^2 y}{dx^2}- \left(\frac{dy}{dx}\right)^2=1,\\ y(-a)=y(a)=1\end{cases}\quad\quad\quad(5)$

$y = C_1\cdot \cosh(\frac{x}{C_1}).\quad\quad\quad(6)$

To determine $C_1$ , we deduce the following equation from the boundary conditions that $y=1$ at $x=\pm a:$

$C_1\cdot \cosh(\frac{a}{C_1}) = 1.\quad\quad\quad(7)$

This is a transcendental equation for $C_1$ that can not be solved explicitly. Nonetheless, we can examine it qualitatively.

Let

$\mu = \frac{a}{C_1}$

and express (7) as

$\cosh(\mu) = \frac{\mu}{a}.\quad\quad\quad(8)$

Fig. 4

A plot of (8)’s two sides in Fig. 4 shows that for sufficient small $a$ , the curves $z = \cosh(\mu)$ and $z = \frac{\mu}{a}$ will intersect. However, as $a$ increases, $z=\frac{\mu}{a}$ , a line whose slope is $\frac{1}{a}$ rotates clockwise towards $\mu$ -axis. The curves will not intersect if $a$ is too large. The critical case is when $a=a^*$ , the curves touch at a single point, so that

$\cosh(\mu) = \frac{\mu}{a^*}\quad\quad\quad(9)$

and $y=\frac{\mu}{a}$ is the tangent line of $z=\cosh(\mu),$ i.e.,

$\sinh(\mu) = \frac{1}{a^*}.\quad\quad\quad(10)$

Dividing (9) by (10) yields

$\coth(\mu) = \mu. \quad\quad\quad(11)$

What the mathematical model (5) predicts then is, as we gradually move the rings apart, the soap film breaks when the distance between the two rings reaches $2a^*$ , and for $a > a^*$ , there is no more soap film surface connects the two rings. This is confirmed by an experiment (see Fig. 1).

We compute the value of $a^*$ , the maximum value of $a$ that supports a minimum area soap film surface as follows.

Fig. 5

Solving (11) for $\mu$ numerically (see Fig. 5), we obtain

$\mu = 1.1997.$

By (10), the corresponding value of

$a^* = \frac{1}{\sinh(\mu)} = \frac{1}{\sinh(1.1997)} = 0.6627$ .

We also compute the surface area of the soap film from (2) and (6) (see Fig. 6). Namely,

$A = 2\pi \displaystyle\int\limits_{-a}^{a} C_1 \cosh\left(\frac{x}{C_1}\right) \sqrt{1+\left(\frac{d}{dx}C_1\cosh\left(\frac{x}{C_1}\right)\right)^2}\;dx = \pi C_1^2\left(\sinh\left(\frac{2a}{C_1}\right) + \frac{2a}{C_1}\right).$

Fig. 6

Exercise-1 Given $a=\frac{1}{2}$ , solve (7) numerically for $C_1.$

Exercise-2 Without using a CAS, find the surface area of the soap film from (2) and (6).

An Epilogue to “A Relentless Pursuit”

July 1, 2021July 16, 2021 / Michael Xue / Leave a comment

Let

$p=\frac{dy}{dx},$

differential equation (1) in “A Relentless Pursuit” can be expressed as

$\frac{dp}{dy}-\frac{1}{y}p = \frac{1}{y}p^{-1}.$

This is Bernoulli’s equation

$\frac{dp}{dy} + f(y) p = g(y) p^{\alpha}$

with $f(y) = -\frac{1}{y}, g(y) = \frac{1}{y}$ and $\alpha = -1$ (see “Meeting Mr. Bernoulli“).

Hence,

$p^{1-\alpha} = e^{(\alpha-1)\displaystyle\int f(y)\;dy}\left((1-\alpha)\displaystyle\int e^{-(\alpha-1)\displaystyle\int f(y)\;dy} g(y)\;dy + C\right).\quad\quad\quad(1)$

Substitute $f(y), g(y)$ and $\alpha$ into (1) gives

$p^{1-(-1)} = e^{(-1-1)\displaystyle\int -\frac{1}{y}\; dy}\left((1-(-1))\displaystyle\int e^{-(-1-1)\displaystyle\int -\frac{1}{y}\;dy}\frac{1}{y}\;dy+C\right).$