<?xml version="1.0" encoding="utf-8"?>
<!DOCTYPE document PUBLIC "-//CNX//DTD CNXML 0.5 plus MathML//EN" "http://cnx.rice.edu/cnxml/0.5/DTD/cnxml_mathml.dtd">
<document xmlns="http://cnx.rice.edu/cnxml" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:bib="http://bibtexml.sf.net/" id="m10169"> 

  <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">The Old Laplace Transform</name> 
  
  <metadata xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
  <md:version xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2.4</md:version>
  <md:created xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2001/07/06</md:created>
  <md:revised xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2002/07/16</md:revised>
  <md:authorlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
      <md:author xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="rainking">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Doug</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Daniels</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">rainking@alumni.rice.edu</md:email>
    </md:author>
      <md:author xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="cox">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Steven</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Cox</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">cox@rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="rainking">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Doug</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Daniels</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">rainking@alumni.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="cox">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Steven</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Cox</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">cox@rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">characteristic polynomial</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">determinant</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenvalues</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Laplace transform</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">MATLAB symbolic toolbox</md:keyword>
  </md:keywordlist>

  <md:abstract xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">This module examines the Laplace Transform, an analytical tool that produces exact solutions for small, closed-form, tractable systems.  We use the Laplace transform to move toward a solution for the nerve fiber potentials modeled by the dynamic Strang Quartet in the earlier module of the same name.</md:abstract>
</metadata>

  <content xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p1">
      The Laplace Transform is typically credited with taking
      dynamical problems into static problems.  Recall that the
      Laplace Transform of the function <m:math display="inline"><m:ci type="fn">h</m:ci></m:math> is

      <m:math display="block">
	<m:apply>
	  <m:equivalent/>
	  <m:apply>
	    <m:ci><m:mo>ℒ</m:mo></m:ci>
	    <m:apply>
	      <m:ci type="fn">h</m:ci>
	      <m:ci>s</m:ci>
	    </m:apply>
	  </m:apply>
	  <m:apply><m:int/>
	    <m:bvar><m:ci>t</m:ci></m:bvar>
	    <m:interval>
	      <m:cn>0</m:cn>
	      <m:infinity/>
	    </m:interval>
	    <m:apply><m:times/>
	      <m:apply><m:exp/>
		<m:apply><m:minus/>
		  <m:apply><m:times/>
		    <m:ci>s</m:ci>
		    <m:ci>t</m:ci>
		  </m:apply>
		</m:apply>
	      </m:apply>
	      <m:apply>
		<m:ci type="fn">h</m:ci>
		<m:ci>t</m:ci>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:apply>
	<m:mtext>.</m:mtext>
      </m:math>

      MATLAB is very adept at such things.  For example:
    </para>

    <example xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example1">
      <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">The Laplace Transform in MATLAB</name>
      <code xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" type="block">
	&gt;&gt; syms t

	&gt;&gt; laplace(exp(t))

	ans = 1/(s-1)

	&gt;&gt; laplace(t*(exp(-t))

	ans = 1/(s+1)^2
      </code>
    </example>

    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p2">
      The Laplace Transform of a matrix of functions is simply the
      matrix of Laplace transforms of the individual elements.
    </para>

    <example xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example2">
      <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Laplace Transform of a matrix of functions</name>
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example_p1">
	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>
	      <m:vector>
		<m:apply><m:exp/>
		  <m:ci>t</m:ci>
		</m:apply>
		<m:apply><m:times/>
		  <m:ci>t</m:ci>
		  <m:apply><m:exp/>
		    <m:apply><m:minus/>
		      <m:ci>t</m:ci>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:vector>
	    </m:apply>
	    <m:vector>
	      <m:apply><m:divide/>
		<m:cn>1</m:cn>
		<m:apply><m:minus/>
		  <m:ci>s</m:ci>
		  <m:cn>1</m:cn>
		</m:apply>
	      </m:apply>
	      <m:apply><m:divide/>
		<m:cn>1</m:cn>
		<m:apply><m:power/>
		  <m:apply><m:plus/>
		    <m:ci>s</m:ci>
		    <m:cn>1</m:cn>
		  </m:apply>
		  <m:cn>2</m:cn>
		</m:apply>
	      </m:apply>
	    </m:vector>
	  </m:apply> 
	</m:math>
      </para>
    </example>

    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p3">
      Now, in preparing to apply the Laplace transform to <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="eqn6_3" document="m10168" strength="9"> our equation from
      the dynamic strang quartet module</cnxn>:
      
      <m:math display="block">
	<m:apply><m:eq/>
	  <m:apply><m:diff/>
	    <m:ci type="vector">x</m:ci>
	  </m:apply>
	  <m:apply><m:plus/>
	    <m:apply><m:times/>
	      <m:ci type="matrix">B</m:ci>
	      <m:ci type="vector">x</m:ci>
	    </m:apply>
	    <m:ci type="vector">g</m:ci>
	  </m:apply>
	</m:apply>
	<m:mtext>,</m:mtext>
      </m:math>

      we write it as

      <equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn6_5">
	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>
	      <m:apply><m:diff/>
		<m:bvar><m:ci>t</m:ci></m:bvar>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>
	      <m:apply><m:plus/>
		<m:apply><m:times/>
		  <m:ci type="matrix">B</m:ci>
		  <m:ci type="vector">x</m:ci>
		</m:apply>
		<m:ci type="vector">g</m:ci>
	      </m:apply> 
	    </m:apply>
	  </m:apply>
	  <!-- Lx' = L * ( Bx + g ) -->
	</m:math>
      </equation>

      and so must determine how
      <m:math><m:mo>ℒ</m:mo></m:math> acts on derivatives
      and sums.  With respect to the latter it follows directly from
      the definition that

      <equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn6_6">
	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>
	      <m:apply><m:plus/>
		<m:apply><m:times/>
		  <m:ci type="matrix">B</m:ci>
		  <m:ci type="vector">x</m:ci>
		</m:apply>
		<m:ci type="vector">g</m:ci>
	      </m:apply> 
	    </m:apply>
	    <m:apply><m:plus/>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:apply>
		  <m:times/>
		  <m:ci type="matrix">B</m:ci>
		  <m:ci type="vector">x</m:ci>
		</m:apply>
	      </m:apply>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">g</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply><m:plus/>
	      <m:apply><m:times/>
		<m:ci type="matrix">B</m:ci>
		<m:apply>
		  <m:ci><m:mo>ℒ</m:mo></m:ci>
		  <m:ci type="vector">x</m:ci>
		</m:apply>
	      </m:apply>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">g</m:ci>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <m:mtext>.</m:mtext>
	  <!-- L * ( Bx + g ) = LBx + Lg = BLx + Lg -->
	</m:math>
      </equation>

      Regarding its effect on the derivative we find, on integrating
      by parts, that

      <m:math display="block">
	<m:apply><m:eq/>
	  <m:apply>
	    <m:ci><m:mo>ℒ</m:mo></m:ci>
	    <m:apply><m:diff/>
	      <m:bvar><m:ci>t</m:ci></m:bvar>
	      <m:ci type="vector">x</m:ci>
	    </m:apply>
	  </m:apply>
	  <m:apply><m:int/>
	    <m:bvar><m:ci>t</m:ci></m:bvar>
	    <m:interval>
	      <m:cn>0</m:cn>
	      <m:infinity/>
	    </m:interval>
	    <m:apply><m:times/>
	      <m:apply><m:exp/>
		<m:apply><m:minus/>
		  <m:apply><m:times/>
		    <m:ci>s</m:ci>
		    <m:ci>t</m:ci>
		  </m:apply>
		</m:apply>
	      </m:apply>
	      <m:apply><m:diff/>
		<m:bvar><m:ci>t</m:ci></m:bvar>
		<m:apply>
		  <m:ci type="vector">x</m:ci>
		  <m:ci>t</m:ci>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <m:apply><m:plus/>
	    <m:apply>
	      <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#evaluateat"/>
	      <m:interval>
		<m:cn>0</m:cn>
		<m:infinity/>
	      </m:interval>
	      <m:apply><m:times/>
		<m:apply>
		  <m:ci type="vector">x</m:ci>
		  <m:ci>t</m:ci>
		</m:apply>
		<m:apply><m:exp/>
		  <m:apply><m:minus/>
		    <m:apply><m:times/>
		      <m:ci>s</m:ci>
		      <m:ci>t</m:ci>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	    <m:apply><m:times/>
	      <m:ci>s</m:ci>
	      <m:apply><m:int/>
		<m:bvar><m:ci>t</m:ci></m:bvar>
		<m:interval>
		  <m:cn>0</m:cn>
		  <m:infinity/>
		</m:interval>
		<m:apply><m:times/>
		  <m:apply><m:exp/>
		    <m:apply><m:minus/>
		      <m:apply><m:times/>
			<m:ci>s</m:ci>
			<m:ci>t</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		  <m:apply>
		    <m:ci type="vector">x</m:ci>
		    <m:ci>t</m:ci>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:apply>
	<m:mtext>.</m:mtext>
	<!-- Lx' = int_0_to_infin( e^-(st) * x'(t)dt )
	= x(t) * e^-(st)  |_0_to_infin + 
	s * int_0_to_infin( e^(-st) * x(t) dt ) -->
      </m:math>
      
      Supposing that
      <m:math><m:ci type="fn">x</m:ci></m:math> and
      <m:math><m:ci>s</m:ci></m:math> are such that

      <m:math display="inline">
	<m:apply>
	  <m:tendsto/>
	  <m:apply><m:times/>
	    <m:apply>
	      <m:ci type="fn">x</m:ci>
	      <m:ci>t</m:ci>
	    </m:apply>
	    <m:apply><m:exp/>
	      <m:apply><m:minus/>
		<m:apply><m:times/>
		<m:ci>s</m:ci>
		  <m:ci>t</m:ci>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <m:cn>0</m:cn>
	</m:apply>
	<!-- x(t) * e^-(st) approaches 0 -->
      </m:math>

      as
      <m:math display="inline">
	<m:apply>
	  <m:tendsto/>
	  <m:ci>t</m:ci>
	  <m:infinity/>
	</m:apply>
	<!-- t approaches infinity -->
      </m:math>

      we arrive at
      <equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn6_7">
	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>
	      <m:apply><m:diff/>
		<m:bvar><m:ci>t</m:ci></m:bvar>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply><m:minus/>
	      <m:apply><m:times/>
		<m:ci>s</m:ci>
		<m:apply>
		  <m:ci><m:mo>ℒ</m:mo></m:ci>
		  <m:ci type="vector">x</m:ci>
		</m:apply>
	      </m:apply>
	      <m:apply>
		<m:ci type="fn">x</m:ci>
		<m:cn>0</m:cn>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <m:mtext>.</m:mtext>
	  <!-- L * x' = s * L * x - x(0) -->
	</m:math>
      </equation>
      
      Now, upon substituting <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="eqn6_6" strength="8"/> and
      <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="eqn6_7" strength="8"/> into <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="eqn6_5" strength="8"/> we find

      <m:math display="block">
	<m:apply><m:eq/>
	  <m:apply><m:minus/>
	    <m:apply><m:times/>
	      <m:ci>s</m:ci>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:ci type="vector">x</m:ci>
	      <m:cn>0</m:cn>
	    </m:apply>
	  </m:apply>
	  <m:apply><m:plus/>
	    <m:apply><m:times/>
	      <m:ci type="matrix">B</m:ci>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>   
	      <m:ci type="vector">g</m:ci>
	    </m:apply>
	  </m:apply>
	</m:apply>
	<m:mtext>,</m:mtext>
	<!-- sLx - x(0) = BLx + Lg -->
      </m:math>

      which is easily recognized to be a linear system for
      
      <m:math display="inline">
	<m:apply>
	  <m:ci><m:mo>ℒ</m:mo></m:ci>
	  <m:ci type="vector">x</m:ci>
	</m:apply>
      </m:math>, namely

      <equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn6_8">
	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply><m:times/>
	      <m:apply><m:minus/>
		<m:apply><m:times/>
		  <m:ci type="vector">s</m:ci>
		  <m:ci type="matrix">I</m:ci>
		</m:apply>
		<m:ci type="matrix">B</m:ci>
	      </m:apply>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply><m:plus/>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>  
		<m:ci type="vector">g</m:ci>
	      </m:apply>
	      <m:apply>
		<m:ci type="fn">x</m:ci>
		<m:cn>0</m:cn>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <m:mtext>.</m:mtext>
	  <!-- (sI - B) * Lx = Lg + x(0) -->
	</m:math>
      </equation>

      The only thing that distinguishes this system from those
      encountered since our <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" document="m10145" strength="4">first
      brush</cnxn> with these systems is the presence of the complex
      variable <m:math display="inline"><m:ci>s</m:ci></m:math>.  This
      complicates the mechanical steps of Gaussian Elimination or the
      Gauss-Jordan Method but the methods indeed apply without
      change. Taking up the latter method, we write

      <m:math display="block">
	<m:apply><m:eq/>
	  <m:apply>
	    <m:ci><m:mo>ℒ</m:mo></m:ci>
	    <m:ci type="vector">x</m:ci>
	  </m:apply>
	  <m:apply><m:times/>
	    <m:apply><m:inverse/>
	      <m:apply><m:minus/>
		<m:apply><m:times/>
		  <m:ci>s</m:ci>
		  <m:ci type="matrix">I</m:ci>
		</m:apply>
		<m:ci type="matrix">B</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply><m:plus/>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">g</m:ci>
	      </m:apply>
	      <m:apply>
		<m:ci type="fn">x</m:ci>
		<m:cn>0</m:cn>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:apply>
	<!-- Lx = ( sI - B )^(-1) * ( Lg + x(0) ) -->
	<m:mtext>.</m:mtext>
      </m:math>
      
      The matrix

      <m:math display="inline">
	<m:apply><m:inverse/>
	  <m:apply><m:minus/>
	    <m:apply><m:times/>
	      <m:ci>s</m:ci>
	      <m:ci type="matrix">I</m:ci>
	    </m:apply>
	    <m:ci type="matrix">B</m:ci>
	  </m:apply>
	</m:apply>
      </m:math>
      
      is typically called the <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">transfer function</term> or
      <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">resolvent</term>, associated with <m:math display="inline"><m:ci type="matrix">B</m:ci></m:math>, at
      <m:math display="inline"><m:ci>s</m:ci></m:math>.  We turn to
      MATLAB for its <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">symbolic</term> calculation.  (for more
      information, see <link xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" src="http://www.mathworks.com/access/helpdesk/help/toolbox/symbolic/symbolic.shtml">the
      tutorial</link> on MATLAB's symbolic toolbox).  For example,
    </para>

    <example xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example3">
      <code xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" type="block">
	&gt;&gt; B = [2 -1; -1 2]
	
	&gt;&gt; R = inv(s*eye(2)-B)
	
	R =
	
	[ (s-2)/(s*s-4*s+3), -1/(s*s-4*s+3)]
	
	[ -1/(s*s-4*s+3), (s-2)/(s*s-4*s+3)]
      </code>
    </example>

    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p4">
      We note that 

      <m:math display="inline">
	<m:apply><m:inverse/>
	  <m:apply><m:minus/>
	    <m:apply><m:times/>
	      <m:ci>s</m:ci>
	      <m:ci type="matrix">I</m:ci>
	    </m:apply>
	    <m:ci type="matrix">B</m:ci>
	  </m:apply>
	</m:apply>
	<!-- ( sI - B )^(-1) -->
      </m:math>
      
      is well defined except at the roots of the quadratic,

      <m:math display="inline">
	<m:apply><m:plus/>
	  <m:apply><m:minus/>
	    <m:apply><m:power/>
	      <m:ci>s</m:ci>
	      <m:cn>2</m:cn>
	    </m:apply>
	    <m:apply><m:times/>
	      <m:cn>4</m:cn>
	      <m:ci>s</m:ci>
	    </m:apply>
	  </m:apply>
	  <m:cn>3</m:cn>
	</m:apply>
	<!-- s^2 - 4s + 3 -->
      </m:math>.

      This quadratic is the <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">determinant</term> of 
      
      <m:math display="inline">
	<m:apply><m:minus/>
	  <m:apply><m:times/>
	    <m:ci>s</m:ci>
	    <m:ci type="matrix">I</m:ci>
	  </m:apply>
	  <m:ci type="matrix">B</m:ci>
	</m:apply>
	<!-- ( sI - B ) -->
      </m:math> 
      
      and is often referred to as the <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">characteristic
      polynomial</term> of <m:math display="inline"><m:ci type="matrix">B</m:ci></m:math>.  Its roots are called the
      <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenvalues</term> of <m:math><m:ci type="matrix">B</m:ci></m:math>.
    </para>
    
    <example xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example4">
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="example4_p1">
	As a second example let us take the <m:math display="inline"><m:ci type="matrix">B</m:ci></m:math> matrix
	of <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="eqn6_4" document="m10168" strength="9">the
	dynamic Strang quartet module</cnxn> with the parameter
	choices specified in <link xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" src="http://www.caam.rice.edu/~caam335/cox/lectures/fib3.m">fib3.m</link>,
	namely

	<equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn6_9">
	  <m:math display="block">
	    <m:apply><m:eq/>
	      <m:ci type="matrix">B</m:ci>
	      <m:matrix>
		<m:matrixrow><m:cn>-0.135</m:cn><m:cn>0.125</m:cn><m:cn>0</m:cn>
		</m:matrixrow>
		<m:matrixrow><m:cn>0.5</m:cn><m:cn>-1.01</m:cn><m:cn>0.5</m:cn>
		</m:matrixrow>
		<m:matrixrow><m:cn>0</m:cn><m:cn>0.5</m:cn><m:cn>-0.51</m:cn>
		</m:matrixrow>
	      </m:matrix>
	    </m:apply>
	  </m:math>
	</equation>

	The associated 

	<m:math display="inline">
	  <m:apply><m:inverse/>
	    <m:apply><m:minus/>
	      <m:apply><m:times/>
		<m:ci>s</m:ci>
		<m:ci type="matrix">I</m:ci>
	      </m:apply>
	      <m:ci type="matrix">B</m:ci>
	    </m:apply>
	  </m:apply>
	  <!-- ( sI - B )^(-1) -->
	</m:math>
	
	is a bit bulky (please run <link xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" src="http://www.caam.rice.edu/~caam335/cox/lectures/fib3.m">fib3.m</link>)
	so we display here only the denominator of each term,
	<foreign xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">i.e.</foreign>,

	<equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="eqn6_10">
	  <m:math display="block">
	    <m:apply><m:plus/>
	      <m:apply><m:power/>
		<m:ci>s</m:ci>
		<m:cn>3</m:cn>
	      </m:apply>
	      <m:apply><m:times/>
		<m:cn>1.655</m:cn>
		<m:apply><m:power/>
		  <m:ci>s</m:ci>
		  <m:cn>2</m:cn>
		</m:apply>
	      </m:apply>
	      <m:apply><m:times/>
		<m:cn>0.4078</m:cn>
		<m:ci>s</m:ci>
	      </m:apply>
	      <m:cn>0.0039</m:cn>
	    </m:apply>
	    <m:mtext>.</m:mtext>
	    <!-- s^3 + 1.655s^2 + 0.4078s + 0.0039 -->
	  </m:math>
	</equation>

	Assuming a current stimulus of the form

	<m:math display="inline">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci type="fn"><m:msub>
		  <m:mi>i</m:mi>
		  <m:mn>0</m:mn>
		</m:msub></m:ci>
	      <m:ci>t</m:ci>
	    </m:apply>
	    <m:apply><m:divide/>
	      <m:apply><m:times/>
		<m:apply><m:power/>
		  <m:ci>t</m:ci>
		  <m:cn>3</m:cn>
		</m:apply>
		<m:apply><m:exp/>
		  <m:apply><m:minus/>
		    <m:apply><m:divide/>
		      <m:ci>t</m:ci>
		      <m:cn>6</m:cn>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	      <m:cn>10000</m:cn>
	    </m:apply>
	  </m:apply>
	  <!-- i_0(t) = t^3 * exp( - t / 6 ) / 10000 -->
	</m:math> and

	<m:math display="inline">
	  <m:apply><m:eq/>
	    <m:ci><m:msub>
		<m:mi>E</m:mi>
		<m:mi>m</m:mi>
	      </m:msub></m:ci>
	    <m:cn>0</m:cn>
	  </m:apply>
	  <!-- E_m = 0 -->
	</m:math>

	brings

	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">g</m:ci>
	      </m:apply>
	      <m:ci>s</m:ci>
	    </m:apply>
	    <m:vector>
	      <m:apply><m:divide/>
		<m:cn>0.191</m:cn>
		<m:apply><m:power/>
		  <m:apply><m:plus/>
		    <m:ci>s</m:ci>
		    <m:apply><m:divide/>
		      <m:cn>1</m:cn>
		      <m:cn>6</m:cn>
		    </m:apply>
		  </m:apply>
		  <m:cn>4</m:cn>
		</m:apply>
	      </m:apply>
	      <m:cn>0</m:cn>
	      <m:cn>0</m:cn>
	    </m:vector>
	  </m:apply>
	  <!-- (Lg)(s) = [ 0.191 / ( s + 1/6 )^4 ; 0 ; 0 ] -->
	</m:math>

	and so <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="eqn6_10" strength="7"/> persists in

	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci><m:mo>ℒ</m:mo></m:ci>
	      <m:ci type="vector">x</m:ci>
	    </m:apply>
	    <m:apply><m:times/>
	      <m:apply><m:inverse/>
		<m:apply><m:minus/>
		  <m:apply><m:times/>
		    <m:ci>s</m:ci>
		    <m:ci type="matrix">I</m:ci>
		  </m:apply>
		  <m:ci type="matrix">B</m:ci>
		</m:apply>
	      </m:apply>
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">g</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:apply><m:times/>
	      <m:apply><m:divide/>
		<m:cn>0.191</m:cn>
		<m:apply><m:times/>
		  <m:apply><m:power/>
		    <m:apply><m:plus/>
		      <m:ci>s</m:ci>
		      <m:apply><m:divide/>
			<m:cn>1</m:cn>
			<m:cn>6</m:cn>
		      </m:apply>
		    </m:apply>
		    <m:cn>4</m:cn>
		  </m:apply>
		  <m:apply><m:plus/>
		    <m:apply><m:power/>
		      <m:ci>s</m:ci>
		      <m:cn>3</m:cn>
		    </m:apply>
		    <m:apply><m:times/>
		      <m:cn>1.655</m:cn>
		      <m:apply><m:power/>
			<m:ci>s</m:ci>
			<m:cn>2</m:cn>
		      </m:apply>
		    </m:apply>
		    <m:apply><m:times/>
		      <m:cn>0.4078</m:cn>
		      <m:ci>s</m:ci>
		    </m:apply>
		    <m:cn>0.0039</m:cn>
		  </m:apply>
		</m:apply>
	      </m:apply>
	      <m:vector>
		<m:apply><m:plus/>
		  <m:apply><m:power/>
		    <m:ci>s</m:ci>
		    <m:cn>2</m:cn>
		  </m:apply>
		  <m:apply><m:times/>
		    <m:cn>1.5</m:cn>
		    <m:ci>s</m:ci>
		  </m:apply>
		  <m:cn>0.27</m:cn>
		</m:apply>
		<m:apply><m:plus/>
		  <m:apply><m:times/>
		    <m:cn>0.5</m:cn>
		    <m:ci>s</m:ci>
		  </m:apply>
		  <m:cn>0.26</m:cn>
		</m:apply>
		<m:cn>0.2497</m:cn>
	      </m:vector>
	    </m:apply>
	  </m:apply>
	</m:math>
      </para>
    </example>

    <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p5">
      Now comes the rub.  A simple linear solve (or inversion) has
      left us with the Laplace transform of <m:math display="inline"><m:ci type="vector">x</m:ci></m:math>.  The
      accursed

      <rule xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="nofreelunch_ha_ha" type="theorem">
	<name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">No Free Lunch Theorem</name>
	<statement xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
	  <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="rulepara1">
	    We shall have to do some work in order to recover
	    <m:math display="inline"><m:ci type="vector">x</m:ci></m:math> from
	    
	    <m:math display="inline">
	      <m:apply>
		<m:ci><m:mo>ℒ</m:mo></m:ci>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	      <!-- Lx -->
	    </m:math>.
	  </para>
	</statement>
      </rule>
      confronts us.  We shall face it down in the <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" document="m10170" strength="9">Inverse Laplace module</cnxn>.
    </para>
  </content>
</document>
