Preface

The purpose of this tutorial is to introduce students in APMA 0330 (Methods of Applied Mathematics - I) to the computer algebra system Sage. Sage is built out of nearly 100 open-source packages, and features a unified interface. Sage can be used to study elementary and advanced, pure and applied mathematics. This includes a huge range of mathematics including basic algebra, calculus, elementary to very advanced number theory, cryptography, numerical computation, commutative algebra, group theory, combinatorics, graph theory, exact linear algebra and much more. It utilizes various software packages and seamlessly integrates their functionality into a common experience.

The goal of this tutorial is two-fold. On one side, it provides tools to assist in solving problems based on an alternate software, that is free of charge---Sage. Therefore, this tutorial contains many scripts written is Sage. You, as the user, are free to use all codes for your needs, and have the right to distribute this tutorial and refer to this tutorial as long as this tutorial is accredited appropriately. On the other side, this tutorial supplements and accompanies the textbook Applied Differential Equations. The Primary Course by Vladimir Dobrushkin, CRC Press, 2015; http://www.crcpress.com/product/isbn/9781439851043. It contains many examples from real world problems that are used for demonstration and clarification of material presented in the textbook.

In this tutorial, the user learns the essential steps in mathematical modeling, including the identification of state variables, assumptions, the invocation of relevant science or empirical laws, the derivation of the governing differential equations, the avalable methods of solutions, the design of a computational algorithm, the generation of computer graphics, and the effect of the system's parameters. Therefore, the tutorial is an introduction to mathematical modeling with differential equations. Any comments and/or contributions for this tutorial are welcome; you can send your remarks to <Vladimir_Dobrushkin@brown.edu>

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  • Contents

    Introduction
    Case Sensitivity
    Basic Arithmetic Operations
    Complex numbers
    Arrays
    Functions (explicit and implicit)
    Calculus

    Part I: Plotting

    Plotting functions (Cartesian and polar coordinates)
    (a) explicitly
    (b) implicitly
    vertical and horizontal lines
    lables and texts
    arrows
    polar plot

    Part II: First Order ODEs

    Solving ODEs
    (a) Using DSolve
    (b) Verification
    (c) Plotting
    Direction fields
    Separable equations
    Equations reducible to separable equations.
    Exact equations
    Integrating Factors
    Linear and Bernoulli equations
    Riccati equation

    Existence and Uniqueness of solutions
    Qualitative analysis
    Applications

    Part III: Numerical Methods and Applications

    Recurrences
    Numerical solutions

    a) Euler methods
    b) Polynomial approximations
    c) Runge-Kutta methods
    d) Multistep methods
    4) Numerov's method

    Applications

    Part IV: Second and Higher Order Differential Equations

    Fundamental set of solutions. Wronskian
    General solution
    Reduction of order
    Non-homogeneous equations.
    Lagrange's method
    Method of undetermined coefficients

    Operator methods (not sure yet)
    Applications

    Part V: Series and Recurrences

    Recurrences
    Power series solutions to ODEs
    Bessel functions
    Airy functions
    Orthogonal polynomials
    a. Chebyshev
    b. Legendre
    c. Hermite
    d. Laguerre
    Euler Systems of equations

    Part VI: Laplace Transformation

    Laplace transform
    Heaviside function and discontinuous functions
    Inverse Laplace transformation
    Laplace transformation in differential equations
    ODE with discontinuous functions

    Mechanical and Electrical Vibrations
    Other applications

    Introduction

    Sage was initially created by William Stein in 2004--2005, using open source programs released under the GPL or a GPL-compatible license. The main goal of the project was to create a viable open source alternative to proprietary mathematical software to be used for research and teaching. The first release of the program was in February 2005. By the end of the year, Sage included Pari, GAP, and Singular libraries as standard and worked as a common interface to other mathematical programs like Mathematica and Maple.

     

    Distribution

     

    There are two ways in which Sage can be distributed. One is as a "regular" OS X, Windows and/or Linux application named something like Sage-VERSION. This version needs to be downloaded and installed in your machine. Although it's a Desktop application, the software opens in your primary browser acting as a native webapp. The binaries can be downloaded in the following links:

    For MAC OS X - http://www.sagemath.org/download-mac.html
    For LINUX - http://www.sagemath.org/download-windows.html
    For WINDOWS - http://www.sagemath.org/download-linux.html

    Although the desktop version has the advantage of working offline, the best choice is to use the online version, which is more user friendly and can store work in the cloud. The cloud version can be accessed in the following link:

    https://cloud.sagemath.com/

    1) Access the link:
    https://cloud.sagemath.com/

    2) Will be presented to you a login page in which you have to create an account
    with login and password.

    3) Create your account.

    4) Once you created your account, log in with your username and password.

    Both desktop and cloud versions will open in your default browser. Although, with the cloud version you can use Sage, R, Octave, Python, Cython, GAP, Macaulay2,
    Singular, and much more. You can edit documents with inverse and forward search, and Sage mode. Collaboratively edit IPython notebooks, Sage worksheets, and all
    other document types Write, compile, and run code in most programming languages and also use command line terminals.

    One of the strengths of Sage is that it can be used over the network without requiring any installation of the application.
    The Sage Notebook is a web browser-based graphical user interface for Sage. It allows writing and running code, displaying
    embedded two and three dimensional plots, and organizing and sharing data with other users. The Sage Notebook works with
    most web browsers without the need for additional add-ons or extensions. However, Java is required to run Jmol, the Java
    applet used in Sage to plot 3D objects.

    In addition to these main options, Sage can be applied in alternative ways. For instance, a single cell containing Sage code can be embedded
    in any webpage and evaluated using a public single cell server. There is also support to embed Sage code and graphics in LaTeX documents
    using Sagetex.

    1) For you to use Sage, first you have to create a new project.

    2) Once you've created the new project and given a name and description, you will create a new Sage file. Once you created the .sagews file, your're all set! Just start using Sage.

    3) You execute commands by pressing Shif+Enter (simultaneously).

    Case Sensitivity

    Sage is case sensitive for both variables can be defined and for commands. The variable "a" (lower case) is different from "A" (upper case). You will know if the command that you enter is correct because the color of the command will change to black. The irartional constant Pi (=3.141926...) can be entered either as pi or, its numerical value float(pi), which gives output: 3.141592653589793.
    One of the key aspects of using Sage is knowing how to enter a command. Once you have typed the command, hit shift-enter.

    Basic Arithmetic Operations

    The goal of this document is not to teach you numerical analysis, but to explain how to express your ideas in Sage. By numerical computation, we essentially mean machine precision floating point computations.

    Type in the first cell, hold the shift key down, and press the enter key.

    sage: a=1
    You may be surprised that nothing appeared to happen. In fact, the value 1 was assigned to the variable a, but this result was not echoed. Repeat on the cell below; click on the cell, then use "shift-enter" or click on "evaluate". So if you type
    sage: a
    Sage will provide you the numerical value: 1. Similarly,
    sage: b=2; b

    This time the value 2 was assigned to b and then the value of b was echoed. The semicolon is used to separate commands appearing on the same line. The same thing could be done by typing "b=2", pressing enter, typing "b".

    Feel free to use whichever of these approaches is most comfortable to you.

    You may type more than one command in a window by placing semicolons between them.
    sage: 2+3/5; 34*18-33
    3/5
    579
    The underscore character refers to the previous result.
    sage: factor(_) 
    3 * 193
    Sage is using simple arithmetic expressions: “+”, “−”, “∗”, and “∕”. You will learn more later.

     

    Standard Functions

    Familiar from calculus functions such as exponential and power functions as well as many others are built-in into sage. For example, the square root and greatest common division are among them:
    sage:  sqrt(a)
    sage: gcd(b)
    The function exp(x) is an alternate form of e^x
    sage: e^2; exp(2) 
    e^2

    However, to use any function, one need first to define an intependent variable or variables. It can ve done as follows:

    sage:  x1 = var('x1'); x1
    x1
    sage: a, b, c = var('a, b, c ')

    or just

    sage: var('a, b, c ') 

    Logarithm function

    The absolute value function is denote by abs. Some examples:

    sage:  abs(pi*I)
    pi
    sage: abs(log(1/3))
    -log(1/3)

    The binomial coefficient

     

    Numerical Evaluations

    To echo a floating point number, you have to use the float() function with the
    variable you assigned the expression or fraction.

    sage: b=2/3
    sage: float(b)
    0.6666666666666666
    We can evaluate trigonometric expressions with numerical entries. For instance:

     

    sage: q = cos(2*pi/50)
    sage: numerical_approx(q))
    0.992114701314478
    sage: q.n()
    0.992114701314478
    sage: q.n(prec=100) # bits
    0.99211470131447783104979304279
    sage: q.n(digits=50) # decimal digits
    sage: n(q)
    0.992114701314478
    sage: N(q)
    0.992114701314478 sage: RealField(100) # Real Field with 100 bits of precision
    sage: RealField(100)(q)
    0.99211470131447783104979304279
    sage: RR # Real Field with 53 bits of precisio
    sage: RR(q)
    0.992114701314478
    sage: RealField(100) # Real Field with 100 bits of precision
    0.99211470131447783104979304279
    sage: a=2/pi*sqrt(3)
    sage: RealField(100)(a)
    1.1026577908435840990226529966
    The solve function solves equations. To use it, first specify some variables; then the arguments to solve are an equation (or a system of equations), together with the variables for which to solve:
    sage: u = var('u')
    sage: diff(sin(u), u)
    cos(u)

     

    Some Numbers

    Sage understands π, e, and i or j (the square of i or j is −1).
    sage: 3*pi; n(_); n(e); I^2
    3*pi
    9.42477796076938
    2.71828182845905
    -1

    Sage knows some famous numbers. For instance, the golden ratio \( \phi = \dfrac{1 + \sqrt{5}}{2} \approx 1.618\) can be invoked as follows

    sage: R = RealField(n) #n is the number of decimal places you want
    sage: R
    sage: R(golden_ratio)

    For example,

    sage: R = RealField(16)
    sage: R
    Real Field with 16 bits of precision
    sage: R(golden_ratio)
    1.618
    sage: R = RealField(50)
    sage: R(golden_ratio) 1.6180339887499

    The binomial coefficient

    \[ \binom{x}{k} = x(x-1)(x-2) \cdots (x-k+1)/k! \]
    is defined for arbitrary x and non-negative integer k. The expression in the numerator is called falling factorial and denoted as
    \[ x^{\underline{k}} = x(x-1)(x-2) \cdots (x-k+1) . \]
    sage: n=var('n')
    sage: binomial(n, 2)
    1/2*(n-1)*n
    sage: binomial(5, 2)
    10

     

    Multinomial coefficients \( \binom{n}{a,b,c,\ldots} = \dfrac{n!}{a! \,b! \,c!\, \cdots} , \quad n=a+b+c+\cdots ,\) (and in particular, binomial coefficients \( \binom{n}{a} = \dfrac{n!}{a! \,(n-a)!} \) ) can be evaluated using the factorial operator. For instance, multinomial coefficient \( \binom{213}{14\,26\,43\, 53\, 77} \) is divisible by 2^(13), but not divisible by 2^(14):

    sage: (factorial(213)/(factorial(14)*factorial(26)*factorial(43)*factorial(53)*factorial(77)))/(2^13)
    93363309484444679588239580775138831058136467706688777059897484314845545215474470906701382347877254311222104806441347873998876875

     

    Complex Numbers


    sage: z = complex(-3,4);
    sage: z
    (-3+4j)
    sage: real(z)
    -3.0
    sage: imag(z)
    4.0
    sage: abs(z)
    5.0
    sage: arg(z)
    (2.214297435588181+0j)
    sage: conjugate(z)
    (-3-4j)
    sage: z1 = complex(-3,4);
    sage: z1
    (-3+4j)
    sage: z2=z1*i;
    sage: z2
    (-4-3j)
    sage: a = arrow((0,0),(real(z1),imag(z1)))
    sage: a
    sage: plot(a)
    sage: b = arrow((0,0),(real(z2),imag(z2)))
    sage: b
    sage: plot(b)
    sage: plot(a+b)
    sage: z = 1+i
    sage: a = arg(z)
    sage: a
    1/4*pi
    sage: b = abs(z)
    sage: b
    sqrt(2)
    sage: c = abs(z)*e^(I*(arg(z)));
    sage: c
    sqrt(2)*e^(1/4*I*pi)
    sage: simplify(c)
    I + 1
    sage: sqrt(-8,all=true)
    [2*sqrt(-2), -2*sqrt(-2)]
    sage: solve( x^3 == -8, x )
    [x == I*sqrt(3)*(-1)^(1/3) - (-1)^(1/3), x == -I*sqrt(3)*(-1)^(1/3) - (-1)^(1/3), x == 2*(-1)^(1/3)]

     

    I. How to define functions

    There are several ways to define things which might deserve to be called “functions”. If one just start

    sage: def f(z): return z^2
    sage: type(f)
    type 'function'
    sage: f(2)
    4
    sage: plot(f,0 2)
    Graphics object consisting of 1 graphic primitive

    As you see, this function can be plotted, but not differentiated or integrated because z is a dummy variable. It can be fixed by typing:

    sage: var('z') # define z to be a variable
    z
    sage: f(z)
    z^2
    sage: plot(f(z),0 2)
    Graphics object consisting of 1 graphic primitive

    Another way is to define a “callable symbolic expression”. These can be plotted, differentiated, and integrated. To define a function, just type in the formula. There are some examples.

    sage: f(x)=(cos(x)-1)/x^2
    # f(x) is now defined and values can be passed
    sage: f(3)
    1/9*cos(3) - 1/9
    sage: f(pi)
    -2/pi^2
    sage: f(pi).n() # numerically evaluate
    -0.202642367284676 sage: type(f)
    type 'sage.symbolic.expression.Expression'
    Symbolic variables must be defined as such
    sage: var('a b')
    (a, b)
    sage: f(a+b)
    (cos(a + b) - 1)/(a + b)^2
    Simple example of constructing useful 2D function plot:
    sage: f(x).plot()
    # plot(function, (starting x pass to function, ending x pass to function), ymin = graphical range min, ymax = graphical range max
    sage:
    plot(f(x), (-2*pi, 2*pi),ymin = -1, ymax = 1)

     

     

    There are many functions, including special functions, that are available in Sage. We start with ceiling and floor functions that are denoted by

    \[ \lceil x \rceil \qquad\mbox{and} \qquad \lfloor x \rfloor , \]

    respectively. Here x is an arbitrary real number.

    sage: ceil(sin(8)/sin(2))
    2
    sage: ceil(5.37)
    6

    The error function, defined for real values of x, as

    \[ \mbox{erf}(x) = \frac{2}{\sqrt{\pi}}\, \int_0^x e^{-t^2}\,{\text d}t . \]
    This function is also defined for complex values, via analytic continuation.
    sage: erf(2)
    erf(2)
    sage: erf(2).n()
    0.995322265018953
    sage: erf(2).n(100)
    0.99532226501895273416206925637

     

    To define a discontinous function, intervals must be continuos and individually discrete i.e., intervals must connect to next but must be over a defined interval; variable definition is optional.

    sage: f1 = x^2
    sage: f2 = 4-x
    sage: f = piecewise([[(0,2),f1],[(2,4),f2]], x)
    # examples
    sage: f(1)
    1
    sage: f(2.5)
    1.50000000000000
    sage: f(1.5)
    2.25000000000000
    #important note!!!!!
    sage: f(2)
    3
    #function at the interval junction returns (f1(2)+f2(2))/2, true for all junctions

    Plot of piecewise function

    sage: f.plot()
    A derivative of a peicewise continuous function returns derivative of pieces
    sage: f.derivative()
    Piecewise defined function with 2 parts, [[(0, 2), x |--> 2*x], [(2, 4), x |--> -1]]

    Usefule attributes

    # Critical points only defined over individual functions, does not include interval points

    sage: f.critical_points()
    []
    sage: f.domain()
    (0, 4)
    sage: f.intervals()
    [(0, 2), (2, 4)]
    sage: f.end_points()
    [0, 2, 4]
    sage: f.which_function(1)
    x |--> x^2
    sage: f.which_function(3)
    x |--> -x + 4

    Calculus

    Some probabalistic problems


     

    1. Part 1: Plotting

    Part I. Plotting

    Plotting functions
    Implicit plot
    Vertical and horizontal lines
    Lables and texts
    Arrows
    Pollar plot
    Direction fields

     

     

    1. Part 2: First Order ODEs

    Solving ODEs
    Direction fields
    Separable equations
    Equations reducible to separable equations.
    Exact equations
    Integrating Factors
    Linear and Bernoulli equations
    Riccati equation

    Existence and Uniqueness of solutions
    Qualitative analysis
    Applications

     

     

    1. Part 3: Numerical Methods and Applications

    Recurrences
    Numerical solutions

    a) Euler methods
    b) Polynomial approximations
    c) Runge-Kutta methods
    d) Multistep methods
    4) Numerov's method

    Applications

     

    1. Part 4: Second and Higher Order ODEs

    Second order differential equations

    Fundamental set of solutions. Wronskian
    General solution
    Reduction of order
    Non-homogeneous equations.
    Lagrange's method
    Method of undetermined coefficients

    Operator methods (not sure yet)
    Applications

     

    1. Part 5: Series and Recurrences

    First order recurrences
    Second order recurrences
    Generating functions
    Series solutions for the first order equations
    Series solutions for the second order equations
    Generalized series solutions.
    Bessel equation
    Airy equation
    Chebyshev equations
    Legendre equation
    Hermite equation
    Laguerre equation
    Applications

     

    1. Part 6: Laplace Transform

    Laplace transform
    Heaviside function
    Laplace Transform of Discontinuous Functions
    Inverse Laplace transformation
    Laplace transformation in differential equations

    Mechanical and Electrical Vibrations
    Other applications

    Return to Sage page for the second course (APMA0340)

    Return to the main page (APMA0330)
    Return to the Part 1 (Plotting)
    Return to the Part 2 (First order ODEs)
    Return to the Part 3 (Numerical Methods)
    Return to the Part 4 (Second and Higher Order ODEs)
    Return to the Part 5 (Series and Recurrences)
    Return to the Part 6 (Laplace Transform)