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MaplePrimes Posts are for sharing your experiences, techniques and opinions about Maple, MapleSim and related products, as well as general interests in math and computing.

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  • Hi,
    Some people using the Windows platform have had problems installing MapleCloud packages, including the Maplesoft Physics Updates. This problem does not happen in Macintosh or Linux/Unix, also does not happen with all Windows computers but with some of them, and is not a problem of the MapleCloud packages themselves, but a problem of the installer of packages.

    I understand that a solution to this problem will be presented within an upcoming Maple dot release.

    Meantime, there is a solution by installing a helper library; after that, MapleCloud packages install without problems in all Windows machines. So whoever is having trouble installing MapleCloud packages in Windows and prefers not to wait until that dot release, instead wants to install this helper library, please email me at physics@maplesoft.com

    Edgardo S. Cheb-Terrab
    Physics, Differential Equations and Mathematical Functions, Maplesoft

    Caution, certain kinds of earlier input can affect the results from using the 2D Input syntax for operator assignment.

    kernelopts(version)

    `Maple 2020.1, X86 64 LINUX, Jun 8 2020, Build ID 1474533`

    restart

    f := proc (x) options operator, arrow; sqrt(x) end proc


    The following now produces a remember-table assignment,
    instead of assigning a procedure to name f, even though by default
         Typesetting:-Settings(functionassign)
    is set to true.

    "f(x):=x^(2)*sin(x)"

    x^2*sin(x)

    f(t)

    t^(1/2)

    f(1.4), 1.4^2*sin(1.4)

    1.183215957, 1.931481471

    restart

    NULL


    With the previous line of code commented-out the following
    line assigns a procedure to name f, as expected.

    If you uncomment the previous line, and re-execute the whole
    worksheet using !!! from the menubar, then the following will
    do a remember-table assignment instead.

    "f(x):=x^(2)*sin(x)"

    proc (x) options operator, arrow, function_assign; x^2*sin(x) end proc

    f(t)

    t^2*sin(t)

    f(1.4), 1.4^2*sin(1.4)

    1.931481471, 1.931481471

    ``

    Download operator_assignment_2dmath.mw

    HI,
     

    This post concerns the simulation of a physical system whose behavior is governed by ODEs.
    It is likely that some people will think that all which follows is nothing but embellishments  or a waste of time.
    And in some sense they will be right.
    I was thinking the same until I received some sharp remarks at the occasion of a few presentations of my works. 
    So experience has proven me that doing a presentation in front of project managers with only 2D curves often leads to smiles, not to speak about those who raise their eyes to heaven in front of the poverty of the slides. 
    Tired of this attitude, I decided to replace these 2D curves with a short film, which of course does not reveal more than what these 2D curves were already revealing, but which is pretty enough for the financing keeps going on.

    For those of you who might regret this situation, just consider this work as a demonstration of the capabilities of Maple in 3D rendering.


    PS: all the display outputs have been removed to avoid loading an unnecessary huge file.
          The two last commands must be uncommented to play the animation.

     

    Download ODE_Movie.mw

     

    Newton raphson method is used for optimization of functions and is based on taylor series expansion. Here is the code for a three level newton raphson method.
     

    restart; with(Student[MultivariateCalculus]); ff := proc (xx) xx^3-2*xx+2 end proc; ii := 0; XX[ii] := 2; while ii < 25 do GR := Gradient(ff(xx), [xx] = [XX[ii]]); GR1 := evalf(GR[1]); HESS := Student[VectorCalculus]:-Hessian(ff(xx), [xx] = [XX[ii]]); HESS1 := evalf(HESS[1]); YY[ii] := XX[ii]-GR1[1]/HESS1[1]; GR := Gradient(ff(xx), [xx] = [YY[ii]]); GR1 := evalf(GR[1]); HESS := Student[VectorCalculus]:-Hessian(ff(xx), [xx] = [YY[ii]]); HESS1 := evalf(HESS[1]); ZZ[ii] := YY[ii]-GR1[1]/HESS1[1]; GR := Gradient(ff(xx), [xx] = [ZZ[ii]]); GR1 := evalf(GR[1]); HESS := Student[VectorCalculus]:-Hessian(ff(xx), [xx] = [ZZ[ii]]); HESS1 := evalf(HESS[1]); ii := ii+1; XX[ii] := ZZ[ii-1]-GR1[1]/HESS1[1]; printf("%a\n", XX[ii]) end do

    .8180854533
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808
    .8164965808

     

    ff(.8164965808)

    .911337892

    (1)

    with(Optimization); Minimize(xx^3-2*xx+2, xx = -2 .. 2)

    [HFloat(0.9113378920963653), [xx = HFloat(0.8164965785244629)]]

    (2)

    NULL


     

    Download THREE_LEVEL_NEWTON_RAPHSON_METHOD1.mw

    What are the things you most like to see improved/add to next version of Maple? 

    This is my list for a starter:

    1.  Improve the debugger. Debugger is very useful but needs more work. At least be able to see code listing in larger view as one steps in for example. See Matlab debugger for inspiration.

    2.  Improve Latex. It still does not do fractions well. Posted about this before.

    3. Eliminate hangs when using timelimit(). On long runs, random hangs happen when timelimit() do not expire as requested. Posted about this before.

     

     

    In the present work we are going to demonstrate the importance of the study of vector analysis, with modeling and simulation criteria, using the MapleSim scientific software from MapleSoft. Nowadays, the majority of higher education centers direct their teaching of vector analysis in an abstract way and there are few or no teachers who carry out applications using modeling and simulation. (In spanish)

    IPN_CICATA_2020.pdf

    Expo_MapleSim_CICATA.zip

     

    We have just released an update to Maple, Maple 2020.1.1. This update includes the following:

    • Correction to a problem that occurred when printing or exporting documents to PDF. If the document included a 3-D plot, nearby text was sometimes missing from the printed/exported document.
    • Correction to an issue that prevented users from installing between-release updates to the Physics package

    This update is available through Tools>Check for Updates in Maple, and is also available from our website on the Maple 2020.1.1 download page. If you are a MapleSim user, you can obtain this update from the corresponding MapleSim menu or MapleSim 2020.1.1  download page.

    In particular, please note that this update fixes the problems reported on MaplePrimes in Maple 2020.1 issue with print to PDF  and installing the Maplesoft Physics updates. As always, we appreciate the feedback.

    The strandbeest is a walking machine developed by Theo Jansen. Its cleverly designed legs consist of single-degree-of-freedom linkage mechanisms, actuated by the turning of a wind-powered crankshaft.

    His working models are generally large - something of the order of the size of a bus. Look for videos on YouTube.  Commercially made small toy models are also available.  This one sells for under $10 and it's fun to assemble and works quite well. Beware that the kit consists of over 100 tiny pieces - so assembling it is not for the impatient type.

    Here is a Maple worksheet that produces an animated strandbeest. Link lengths are taken from Theo Jansen's video (go to his site above and click on Explains) where he explains that he calculated the optimal link lengths by applying a genetic algorithm.

    Here is a Maple animation of a single leg.  The yellow disk represents the crankshaft.

    And here are two legs working in tandem:

    Here is the complete beest, running on six legs. The crankshaft turns at a constant angular velocity.

    The toy model noted above runs on twelve legs for greater stability.

    Download the worksheet: strandbeest.mw

     

    This may be of interest to anyone curious about why the effective area of an isotropic antenna is λ^2/4π.


     

    Friis Transmission Equation

    NULL

    Initialise

       

    NULL``

    The Hertzian Dipole antenna

     

    The Hertzian Dipole is a conceptual antenna that carries a constant current along its length.

     

     

    By laying a number of these small current elements end to end, it is possible to model a physical antenna (such as a half-wave dipole for example).  But since we are only interested in obtaining an expression for the effective area of an Isotropic Antenna (in order to derive The Friis Transmission Equation) the Hertzian Dipole will be sufficient for our needs.``

    NULL

    ``

    Maxwell's Equations

     

    Since the purpose of a radio antenna is to either launch or to receive radio waves, we know that both the antenna, and the space surrounding the antenna, must satisfy Maxwell's Equations. We define Maxwell's Equations in terms of vector functions using spherical coordinates:

     

    Maxwell–Faraday equation:

    Maxwell_1 := Curl(E_(r, theta, `&varphi;`, t)) = -mu*(diff(H_(r, theta, `&varphi;`, t), t))

    Physics:-Vectors:-Curl(E_(r, theta, varphi, t)) = -mu*(diff(H_(r, theta, varphi, t), t))

    (3.1)

    Ampère's circuital law (with Maxwell's addition):

    Maxwell_2 := Curl(H_(r, theta, `&varphi;`, t)) = J_(r, theta, `&varphi;`, t)+epsilon*(diff(E_(r, theta, `&varphi;`, t), t))

    Physics:-Vectors:-Curl(H_(r, theta, varphi, t)) = J_(r, theta, varphi, t)+varepsilon*(diff(E_(r, theta, varphi, t), t))

    (3.2)

    Gauss' Law:

    Maxwell_3 := Divergence(E_(r, theta, `&varphi;`, t)) = rho/epsilon

    Physics:-Vectors:-Divergence(E_(r, theta, varphi, t)) = rho/varepsilon

    (3.3)

    Gauss' Law for Magnetism:

    Maxwell_4 := Divergence(H_(r, theta, `&varphi;`, t)) = 0

    Physics:-Vectors:-Divergence(H_(r, theta, varphi, t)) = 0

    (3.4)

    Where:

            E is the electric field strength [Volts/m]

            H is the magnetic field strength [Amperes/m]

            J is the current density (current per unit area) [Amperes/m2]

            ρ is the charge density (charge per unit volume) [Coulombs/m3]

            ε is Electric Permittivity

            μ is Magnetic Permeability

    NULL

    Helmholtz decomposition

     

    The Helmholtz Decomposition Theorem states that providing a vector field, (F) satisfies appropriate smoothness and decay conditions, it can be decomposed as the sum of components derived from a scalar field, (Φ) called the "scalar potential", and a vector field (A) called the "vector potential".

     

    F = -VΦ + V×A

     

    And that the scalar (Φ) and vector (A) potentials can be calculated from the field (F) as follows (image from https://en.wikipedia.org/wiki/Helmholtz_decomposition):

     

    Where:

            r is the vector from the origin to the observation point (P) at which we wish to know the scalar or vector potential.

            r' is the vector from the origin to the source of the scalar or vector potential (i.e. a point on the Hertzian Dipole antenna).

            V'·F(r')  is the Divergence of the vector field (F) at source position r'.

            V'×F(r')  is the Curl of the vector field (F) at source position r'.

     

     

    Calculating the Scalar Potential for the magnetic Field, H

     

    We know that the Divergence of the magnetic field (H) is zero:

    Maxwell_4

    Physics:-Vectors:-Divergence(H_(r, theta, varphi, t)) = 0

    (4.1.1)

    And so the magnetic field (H) must have a scalar vector potential of zero:

    `&Phi;__H` := 0

    0

    (4.1.2)

     

    Calculating the Vector Potential for the magnetic Field, H

     

    We know that the Curl of the magnetic field (H) is equal to the sum of current density (J) and the rate of change of the electric filled (E):

    Maxwell_2

    Physics:-Vectors:-Curl(H_(r, theta, varphi, t)) = J_(r, theta, varphi, t)+varepsilon*(diff(E_(r, theta, varphi, t), t))

    (4.2.1)

    Since the Hertzian Dipole is a conductor, we need only concern ourselves with the current density (J) when calculating the vector potential (A). Integrating current density (J) over the volume of the antenna, is equivalent to integrating current along the length of the antenna (L).

     

    We know that Maxwell's Equations can be solved for single frequency (monochromatic) fields, so we will excite our antenna with a single frequency current:

    "`I__antenna`(t):=`I__0`*(e)^(j*omega*t);"

    proc (t) options operator, arrow, function_assign; Physics:-`*`(I__0, exp(Physics:-`*`(I, omega, t))) end proc

    (4.2.2)

    We can simplify the integral for the vector potential (A) by recognising that:

     

    1. 

    Our observation point (P) will be a long way from the antenna and so (r) will be very large.

    2. 

    The length of the antenna (L) will be very small and so (r') will be very small.

     

    Since |r|>>|r'|, we can substitute |r-r'| with r.

     

    Because we have decided that the observation point at r will be a long way from the antenna, we must allow for the fact that the observed antenna current will be delayed.  The delay will be equal to the distance from the antenna to the observation point |r-r'| (which we have simplified to r), divided by the speed of light (c).  The time delay will therefore be approximately equal to r/c and so the observed antenna current becomes:

    "`I__observed`(t):=`I__0`*(e)^(j*omega*(t-r/(c)));"

    proc (t) options operator, arrow, function_assign; Physics:-`*`(I__0, exp(Physics:-`*`(I, omega, Physics:-Vectors:-`+`(t, -Physics:-`*`(r, Physics:-`^`(c, -1)))))) end proc

    (4.2.3)

     

    Since the length, L of the antenna will be very small, we can assume that the current is in phase at all points along its length.  Working in the Cartesian coordinate system, the final integral for the vector potential for the magnetic field is therefore:

    A__H_ := (int(I__0*exp(I*omega*(t-r/c))*_k/r, z = -(1/2)*L .. (1/2)*L))/(4*Pi)

    (1/4)*I__0*exp(I*omega*(t-r/c))*_k*L/(Pi*r)

    (4.2.4)

     

    We will now convert to the spherical coordinate system, which is more convenient when working with radio antenna radiation patterns:

    The radial component of the observed current (and therefore vector potential), will be at a maximum when the observer is on the z-axis (that is when θ=0 or θ=π) and will be zero when the observer is in the x-y-plane:

    A__Hr := (A__H_._k)*cos(theta)

    (1/4)*I__0*exp(I*omega*t-I*omega*r/c)*L*cos(theta)/(Pi*r)

    (4.2.5)

    The angular component of the observed current (and therefore vector potential), in the θ direction will be zero when the observer is on the z-axis (that is when θ=0 or θ=π) and will be at a maximum when the observer is in the x-y-plane:

    `A__H&theta;` := -(A__H_._k)*sin(theta)

    -(1/4)*I__0*exp(I*omega*t-I*omega*r/c)*L*sin(theta)/(Pi*r)

    (4.2.6)

    Since the observed current (and therefore vector potential) flows along the z-axis, there will be no variation in the ϕ direction.  That is to say, that varying ϕ will have no impact on the observed vector potential.

    `A__H&varphi;` := 0

    0

    (4.2.7)

    And so the vector potential for the magnetic field (H) expressed using spherical coordinate system is:

    A__H_ := A__Hr*_r+_theta*`A__H&theta;`+`A__H&varphi;`*`_&varphi;`

    (1/4)*I__0*exp(I*omega*t-I*omega*r/c)*L*cos(theta)*_r/(Pi*r)-(1/4)*I__0*exp(I*omega*t-I*omega*r/c)*L*sin(theta)*_theta/(Pi*r)

    (4.2.8)

    NULLNULL

    Calculating the Magnetic Field components

     

    The Helmholtz Decomposition Theorem states that providing a vector field (F) satisfies appropriate smoothness and decay conditions, it can be decomposed as the sum of components derived from a scalar field (Φ) called "scalar potential", and a vector field (A) called the vector potential.

     

    F = -VΦ + V×A

    NULL

    And so the magnetic field, H will be:

    NULL

    H_ = -(Gradient(`&Phi;__H`))+Curl(A__H_)

    H_ = ((1/4)*I)*I__0*L*exp(I*omega*t-I*omega*r/c)*sin(theta)*omega*_phi/(c*Pi*r)+(1/4)*I__0*L*exp(I*omega*t-I*omega*r/c)*sin(theta)*_phi/(Pi*r^2)

    (4.3.1)

    We see that the magnetic field comprises two components, one is inversely proportional to the distance from the antenna (r) and the other falls off with r2.  Since we are interested in the far-field radiation pattern for the antenna, we can ignore the r2 component and so the expression for the magnetic field reduces to:

    H_ := I*omega*I__0*L*exp(I*omega*(t-r/c))*sin(theta)*_phi/(4*Pi*c*r)

    ((1/4)*I)*omega*I__0*L*exp(I*omega*(t-r/c))*sin(theta)*_phi/(Pi*c*r)

    (4.3.2)

    We can further simplify by substituting ω/c for 2π/λ:``

    H_ := (I*2)*Pi*L*I__0*exp(I*omega*t-(I*2)*Pi*r/lambda)*sin(theta)*_phi/(4*Pi*lambda*r)

    ((1/2)*I)*L*I__0*exp(I*omega*t-(2*I)*Pi*r/lambda)*sin(theta)*_phi/(lambda*r)

    (4.3.3)

    ````

    ````

     

    Calculating the Poynting Vector

     

    We know that the magnitude of the Poynting Vector (S) can be calculated as the cross product of the electric field vector (E) and the magnetic field vector (H) :

            S = -E x H which is analogous to a resistive circuit where power is the product of voltage and current: P=V*I.

    We also know that the impedance of free space (Z) can be calculated as the ratio of the electric field (E) and magnetic field (H) vectors: Z = E /H = "sqrt((mu)/(`&epsilon;`))."

    This is analogous to a resistive circuit where resistance is the ratio of voltage and current: R=V/I.

     

    This provides two more methods for calculating the Poynting Vector (S):

            S = -E·E/Z which is analogous to a resistive circuit where power, P=V2/R, and:

            S = -H·H*Z which is analogous to a resistive circuit where power, P=I2R.

     

    Since we have obtained an expression for the magnetic field vector (H), we can derive an expression for the Poynting Vector (S):

    S_ = -(H_.H_)*Z*_r

    S_ = (1/4)*L^2*I__0^2*(exp(I*omega*t-(2*I)*Pi*r/lambda))^2*sin(theta)^2*Z*_r/(lambda^2*r^2)

    (5.1)

    We can separate out the time variable part to yield:

    S_ := S__0*(exp(I*omega*t-(I*2)*Pi*r/lambda))^2*_r

    S__0*(exp(I*omega*t-(2*I)*Pi*r/lambda))^2*_r

    (5.2)

    Where:

    S__0 := L^2*I__0^2*sin(theta)^2*Z/(4*lambda^2*r^2)

    (1/4)*L^2*I__0^2*sin(theta)^2*Z/(lambda^2*r^2)

    (5.3)

    And we can visualise this radiation pattern using Maple's plotting tools:

    AntennaAxis := arrow(`<,>`(0, 0, -1), `<,>`(0, 0, 1), difference, color = "LightSteelBlue")``

    AntennaPattern := plot3d(sin(theta)^2, phi = 0 .. 2*Pi, theta = 0 .. Pi, coords = spherical, scaling = constrained, size = [800, 800], labels = [x, y, z], title = ["The Electromagnetic radiation pattern of a Hertzian Dipole\n\nThe blue arrow represents the axis of the antenna", font = [Times, bold, 20]])
    ``

    display(AntennaAxis, AntennaPattern, scaling = constrained, axes = frame)

     

    So the Hertzian Dipole produces a electromagnetic radiation pattern with a pleasing doughnut shape :-)``

    NULL``

    Calculating Antenna Gain

     

    We can calculate the total power radiated by the Hertzian Dipole by integrating the power flux density over all solid angles dΩ=sin(θ) dθ dφ.  Since we have expressed power flux density in terms of watts per square meter, we multiply the solid angle by r2 to convert the solid angle expressed in steradians into an area expressed in m2.

    NULL

    P__tx := int(int(S__0*r^2*sin(theta), theta = 0 .. Pi), phi = 0 .. 2*Pi)

    (2/3)*L^2*I__0^2*Z*Pi/lambda^2

    (6.1)

    We can now use this power to calculate the power flux density that would be produced by an isotropic antenna by dividing the total transmitted power by the area of a sphere with radius r:

    S__Isotropic := P__tx/(4*Pi*r^2)

    (1/6)*L^2*I__0^2*Z/(lambda^2*r^2)

    (6.2)

    ``

    ``

    The Gain of the Hertzian Dipole is defined as the ratio between the maximum power flux density produced by the Hertzian Dipole and the maximum power flux density produced by the isotropic antenna:

    G__HertzianDipole := S__0/S__Isotropic

    (3/2)*sin(theta)^2

    (6.3)

    AntennaAxis := arrow(`<,>`(-1, 0), `<,>`(1, 0), difference, color = "LightSteelBlue")

    Gain := polarplot(G__HertzianDipole, theta = -Pi .. Pi, axis[radial] = [color = "Blue"], angularorigin = top, angulardirection = clockwise, size = [800, 800], labels = [x, z], title = ["The Gain of a Hertzian Dipole over an isotropic antenna  \n\nThe blue arrow represents the axis of the antenna", font = [Times, bold, 20]])

    display(AntennaAxis, Gain, scaling = constrained, axes = frame)

     

    ````

    ````

    Calculating Radiation Resistance

     

    The input impedance of the Hertzian Dipole will have both a real and a reactive part.  The reactive part will be associated with energy storage in the near field and will not contribute to the Poynting Vector in the far-field.  For an ideal antenna (with no resistive power loss) the real part will be responsible for the radiated power:

    P__tx = I__0^2*R__rad

    (2/3)*L^2*I__0^2*Z*Pi/lambda^2 = I__0^2*R__rad

    (7.1)

    R__rad := solve((2/3)*L^2*I__0^2*Z*Pi/lambda^2 = I__0^2*R__rad, R__rad)

    (2/3)*L^2*Z*Pi/lambda^2

    (7.2)

    ````

    ``

    Calculating the power received by a Hertzian Dipole

     

    If an electromagnetic field (E) is incident on the Hertzian Dipole antenna, it will generate an Electro-Motive Force (EMF) at the antenna terminals.  The EMF will be at a maximum when the transmitter is on the x-y-plane (that is when θ=π/2) and will be zero when the transmitter is on the z-axis.

     

    For and incident E-field:

    E := E__0*exp(I*omega*t)

    E__0*exp(I*omega*t)

    (8.1)

    The z-axis component will be:

    E__z := E*sin(theta)

    E__0*exp(I*omega*t)*sin(theta)

    (8.2)

    The z-axis component of the E-field will create an EMF at the antenna terminals that will draw charge out of the receiver to each tip of the antenna. We can calculate the work done per unit charge by integrating the z-axis component of (E) over the length of the antenna (L):

    V__emf := int(E__z, z = -(1/2)*L .. (1/2)*L)

    E__0*exp(I*omega*t)*sin(theta)*L

    (8.3)

    In order to extract the maximum possible power from the antenna, we will form a conjugate match between the impedance of the antenna and the load.  This means that the load resistance must be the same as the radiation resistance of the antenna.  The voltage developed across the load resistance will therefore be half of the open circuit EMF:

    V__pd := (1/2)*V__emf

    (1/2)*E__0*exp(I*omega*t)*sin(theta)*L

    (8.4)

    And so the power delivered to the load will be:

    P__rx := V__pd^2/R__rad

    (3/8)*E__0^2*(exp(I*omega*t))^2*sin(theta)^2*lambda^2/(Pi*Z)

    (8.5)

    NULL

    ``

    Calculating the Effective area of an Isotropic Antenna

     

    We can also calculate the power received by the Hertzian Dipole by multiplying the power flux density arriving at the antenna with the effective area of an isotropic antenna and the gain of the Hertzian Dipole relative to an isotropic antenna:

    P__rx = G__HertzianDipole*A__Isotropic*S__rx

    (3/8)*E__0^2*(exp(I*omega*t))^2*sin(theta)^2*lambda^2/(Pi*Z) = (3/2)*sin(theta)^2*A__Isotropic*S__rx

    (9.1)

    We can express the incident power flux density in terms of electric field strength and wave impedance:

    subs(S__rx = E^2/Z, (3/8)*E__0^2*(exp(I*omega*t))^2*sin(theta)^2*lambda^2/(Pi*Z) = (3/2)*sin(theta)^2*A__Isotropic*S__rx)

    (3/8)*E__0^2*(exp(I*omega*t))^2*sin(theta)^2*lambda^2/(Pi*Z) = (3/2)*sin(theta)^2*A__Isotropic*E__0^2*(exp(I*omega*t))^2/Z

    (9.2)

    Rearranging, we obtain an expression for the effective area of the isotropic antenna:

    A__Isotropic := solve((3/8)*E__0^2*(exp(I*omega*t))^2*sin(theta)^2*lambda^2/(Pi*Z) = (3/2)*sin(theta)^2*A__Isotropic*E__0^2*(exp(I*omega*t))^2/Z, A__Isotropic)

    (1/4)*lambda^2/Pi

    (9.3)

    NULL

    ``

    The Friis Transmission Equation

     

    P__tx := 'P__tx'

    We can calculate the power flux density that would be produced by an isotropic antenna at a distance r from the antenna by dividing the total transmitted power Ptx by the area of a sphere with radius r:

    P__tx/(4*Pi*r^2)

    (1/4)*P__tx/(Pi*r^2)

    (10.1)

    And so the power flux density that would be produced by an antenna with gain Gtx is:

    S__tx := (1/4)*G__tx*P__tx/(Pi*r^2)

    (1/4)*G__tx*P__tx/(Pi*r^2)

    (10.2)

    We can calculate the power received by an isotropic antenna by multiplying the power flux density incident onto the antenna with the effective area of an isotropic antenna:

    S__tx*A__Isotropic

    (1/16)*G__tx*P__tx*lambda^2/(Pi^2*r^2)

    (10.3)

    And so the power that would be received by an antenna with gain Grx is:

    P__rx := (1/16)*G__rx*G__tx*P__tx*lambda^2/(Pi^2*r^2)

    (1/16)*G__rx*G__tx*P__tx*lambda^2/(Pi^2*r^2)

    (10.4)

    The free space path loss is defined as the ratio between the received power and the transmitted power:

    P__rx/P__tx

    (1/16)*G__rx*G__tx*lambda^2/(Pi^2*r^2)

    (10.5)

    And so:

    PathLoss := G__tx*G__rx*(lambda/(4*Pi*r))^2

    (1/16)*G__rx*G__tx*lambda^2/(Pi^2*r^2)

    (10.6)

    ````

    ````

    NULL


     

    Download Friis_Transmission_Equation.mw

    Question about deflection and vibration of beams occur with some regularity in this forum.  Search for "beam" to see several pages of hits.

    In this post I present a general approach to calculating the vibrational modes of a beam that applies to both single-span and multi-span beams.  The code is not perfectly polished, but it is sufficiently documented to enable the interested user to modify/extend it as needed.

    Vibrational modes of multi-span Euler-Bernoulli beams

    through Krylov-Dunction functions

    Rouben Rostamian
    2020-07-19

    restart;

    Note:  Maple defines the imaginary unit I = sqrt(-1). We want to use the
    symbol I as the beam's cross-sectional moment of inertia.
    Therefore we redefine the imaginary unit (for which we have no

    use) as II and free up the symbol I for our use.

    interface(imaginaryunit=II):

    with(LinearAlgebra):

     

    The Euler-Bernoulli beam equation
    "rho*A*((&PartialD;)^2u)/((&PartialD;)^( )t^2)+E*I*((&PartialD;)^(4)u)/((&PartialD;)^( )x^(4))=0".

     

    We wish to determine the natural modes of vibration of

    a possibly multi-span Euler-Bernoulli beam.


    Separate the variables by setting u(x, t) = X(x)*T(t).   We get
    -
    "(rho*A)/(E*I)*(T ' ')/(T)=(X^((4)))/(X)=mu^(4)  "
    whence
    "T ' ' +(E*I)/(rho*A)*mu^(4)*T =0,           X^((4))-mu^(4)*X=0".

    Let omega = sqrt(I*E/(rho*A))*mu^2.  Then

    T(t) = C__1*cos(omega*t)+C__2*sin(omega*t)

     and
    "X(x)=`c__1`*cosh(mu*x)+`c__2`*sinh(mu*x)+`c__3`*sin(mu*x)+`c__4`*cos(mu*x)."

     

    The idea behind the Krylov-Duncan technique is to express X(x) 

    in terms an alternative (and equivalent) set of basis
    functions K__1 through K__4,, as
    X(x) = a__1*K__1(mu*x)+a__2*K__2(mu*x)+a__3*K__3(mu*x)+a__4*K__4(mu*x),

    where the functions K__1 through K__4 are defined in the next section.

    In some literature the symbols S, T, U, V, are used for these

    functions but I find it more sensible to use the indexed function

    notation.

    The Krylov-Duncan approach is particularly effective in formulating
    and finding a multi-span beam's natural modes of vibration.

     

     

    The Krylov-Duncan functions

     

    The K[i](x) defined by this proc evaluates to the ith

    Krylov-Duncan function.

     

    Normally the index i will be in the set{1, 2, 3, 4}, however the proc is

    set up to accept any integer index (positive or negative).  The proc evaluates

    the index modulo 4 to bring the index into the set {1, 2, 3, 4}.   For

    instance, K[5](x) and K[-3](x)i are equivalent to K[1](x) .

    K := proc(x)
            local n := op(procname);

            if not type(n, integer) then
                    return 'procname'(args);
            else
                    n := 1 + modp(n-1,4);  # reduce n modulo 4
            end if;

            if n=1 then
                    (cosh(x) + cos(x))/2;
            elif n=2 then
                    (sinh(x) + sin(x))/2;
            elif n=3 then
                     (cosh(x) - cos(x))/2;
            elif n=4 then
                    (sinh(x) - sin(x))/2;
            else
                    error "shouldn't be here!";
            end if;

    end proc:

    Here are the Krylov-Duncan basis functions:

    seq(print(cat(`K__`,i)(x) = K[i](x)), i=1..4);

    K__1(x) = (1/2)*cosh(x)+(1/2)*cos(x)

    K__2(x) = (1/2)*sinh(x)+(1/2)*sin(x)

    K__3(x) = (1/2)*cosh(x)-(1/2)*cos(x)

    K__4(x) = (1/2)*sinh(x)-(1/2)*sin(x)

    and here is what they look like.  All grow exponentially for large x
    but are significantly different near the origin.

    plot([K[i](x) $i=1..4], x=-Pi..Pi,
            color=["red","Green","blue","cyan"],
            thickness=2,
            legend=['K[1](x)', 'K[2](x)', 'K[3](x)', 'K[4](x)']);

    The cyclic property of the derivatives: 
    We have diff(K__i(x), x) = `K__i-1`.  Let's verify that:

    diff(K[i](x),x) - K[i-1](x) $i=1..4;

    0, 0, 0, 0

    The fourth derivative of each K__i  function equals itself. This is a consequence of the cyclic property:

    diff(K[i](x), x$4) - K[i](x) $ i=1..4;

    0, 0, 0, 0

    The essential property of the Krylov-Duncan basis function is that their

    zeroth through third derivatives at x = 0 form a basis for R^4:

    seq((D@@n)(K[1])(0), n=0..3);
    seq((D@@n)(K[2])(0), n=0..3);
    seq((D@@n)(K[3])(0), n=0..3);
    seq((D@@n)(K[4])(0), n=0..3);

    1, 0, 0, 0

    0, 1, 0, 0

    0, 0, 1, 0

    0, 0, 0, 1

    As noted earlier, in the case of a single-span beam, the modal  shapes

    are expressed as
    X(x) = a__1*K__1(mu*x)+a__2*K__2(mu*x)+a__3*K__3(mu*x)+a__4*K__4(mu*x).

    Then, due to the cyclic property of the derivatives of the Krylov-Duncan

    functions, we see that:
    "X '(x) = mu*(`a__1`*`K__4`(mu*x)+`a__2`*`K__1`(mu*x)+`a__3`*`K__2`(mu*x)+`a__4`*`K__3`(mu*x))".
    X*('`&InvisibleTimes;`')(x) = mu^2*(a__1*K__3(mu*x)+a__2*K__4(mu*x)+a__3*K__1(mu*x)+a__4*K__2(mu*x)).
    "X ' ' '(x) = mu^(3)*(`a__1`*`K__2`(mu*x)+`a__2`*`K__3`(mu*x)+`a__3`*`K__4`(mu*x)+`a__4`*`K__1`(mu*x))".
    Let us note, in particular, that
    X(0) = a__1,
    "X '(0)=mu*`a__2`",
    X*('`&InvisibleTimes;`')(0) = mu^2*a__3,
    "X ' ' '(0)=mu^(3)*`a__4`".

     

    A general approach for solving multi-span beams

     

    In a multi-span beam, we write X__i(x) for the deflection of the ith span, where

    0 < x and x < L__i and where L__i is the span's length.  The x coordinate indicates the

    location within the span, with x = 0 corresponding to the span's left endpoint.

    Thus, each span has its own x coordinate system.

     
    We assume that the interface of the two adjoining spans is supported on springs

    which (a) resist transverse displacement proportional to the displacement (constant of

    proportionality of k__d  (d for displacement), and (b) resist rotation proportional to the
    slope (constant of proportionality of k__t  (t for torsion or twist). The spans are numbered

    from left to right. The interface conditions between spans i and i+1 are

     

    1. 

    The displacements at the interface match:
    X__i(L__i) = `X__i+1`(0).

    2. 

    The slopes at the interface match
    X*`'i`(L__i) = X*`'i+1`(0).

    3. 

    The difference of the moments just to the left and just to the right of the
    support is due to the torque exerted by the torsional spring:
    "E*I*(X ' `'i+1`(0)-X ' `'i `(`L__i`))=-`k__t` * X `'i+1`(0),"

    4. 

    The difference of the shear forces just to the left and just to the right of the
    support is due to the force exerted by the linear spring:

    "E*I*(X ' ' `'i+1`(0)-X ' ' '(`L__i`))= -`k__d` * `X__i+1`(0).  "

    The special case of a pinned support corresponds to k__t = 0 and k__d = infinity.
    In that case, condition 3 above implies that X*'`'i+1`(0) = X'*`'i`(L__i),
    and condition 4 implies that `X__i+1`(0) = 0.


    Let us write the displacements X__i and `X__i+1` in terms of the Krylov-Duncan

    functions as:

     

    "`X__i`(x)=`a__i,1`*`K__1`(mu*x)+`a__i,2`*`K__2`(mu*x)+`a__i,3`*`K__3`(mu*x)+`a__i,4`*`K__4`(mu*x),  "
    "`X__i+1`(x)=`a__i+1,1`*`K__1`(mu*x)+`a__I+1,2`*`K__2`(mu*x)+`a__i+1,3`*`K__3`(mu*x)+`a__i+1,4`*`K__4`(mu*x)."


    Then applying the cyclic properties of the Krylov-Duncan functions described

    earlier, the four interface conditions translate to the following system of four
    equations involving the eight coefficients `a__i,1`, `a__i,2`, () .. (), `a__i+13`, `a__i+1,4`.

    "`a__i,1`*`K__1`(mu*`L__i`)+ `a__i,2`*`K__2`(mu*`L__i`)+`a__i,3`*`K__3`(mu*`L__i`)+`a__i,4`*`K__4`(mu*`L__i`)=`a__i+1,1`,"
    mu*(`a__i,1`*K__4(mu*L__i)+`a__i,2`*K__1(mu*L__i)+`a__i,3`*K__2(mu*L__i)+`a__i,4`*K__3(mu*L__i)) = mu*`a__i+1,2`,
    mu^2*(`a__i,1`*K__3(mu*L__i)+`a__i,2`*K__4(mu*L__i)+`a__i,3`*K__1(mu*L__i)+`a__i,4`*K__2(mu*L__i)-`a__i+1,3`) = -k__t*mu*`a__i+1,2`/(I*E)
    mu^3*(`a__i,1`*K__2(mu*L__i)+`a__i,2`*K__3(mu*L__i)+`a__i,3`*K__4(mu*L__i)+`a__i,4`*K__1(mu*L__i)-`a__i+1,4`) = -k__d*`a__i+1,1`/(I*E)

    which we write as a matrix equation
    (Matrix(4, 8, {(1, 1) = K__1(mu*L__i), (1, 2) = K__2(mu*L__i), (1, 3) = K__3(mu*L__i), (1, 4) = K__4(mu*L__i), (1, 5) = -1, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (2, 1) = K__4(mu*L__i), (2, 2) = K__1(mu*L__i), (2, 3) = K__2(mu*L__i), (2, 4) = K__3(mu*L__i), (2, 5) = 0, (2, 6) = -1, (2, 7) = 0, (2, 8) = 0, (3, 1) = K__3(mu*L__i), (3, 2) = K__4(mu*L__i), (3, 3) = K__1(mu*L__i), (3, 4) = K__2(mu*L__i), (3, 5) = 0, (3, 6) = -I*k__t/(mu*E), (3, 7) = -1, (3, 8) = 0, (4, 1) = K__2(mu*L__i), (4, 2) = K__3(mu*L__i), (4, 3) = K__4(mu*L__i), (4, 4) = K__1(mu*L__i), (4, 5) = -I*k__d/(mu^3*E), (4, 6) = 0, (4, 7) = 0, (4, 8) = -1}))*(Vector(8, {(1) = `a__i,1`, (2) = `a__i,2`, (3) = `a__i,3`, (4) = `a__i,4`, (5) = `a__i+1,1`, (6) = `a__i+1,2`, (7) = `a__i+1,3`, (8) = `a__i+1,4`})) = (Vector(8, {(1) = 0, (2) = 0, (3) = 0, (4) = 0, (5) = 0, (6) = 0, (7) = 0, (8) = 0})).

    That 4*8 coefficient matrix plays a central role in solving

    for modal shapes of multi-span beams.  Let's call it M__interface.

    Note that the value of I*E enters that matrix only in combinations with
    k__d and k__t.  Therefore we introduce the new symbols

    K__d = k__d/(I*E),    K__t = k__t/(I*E).

     

    The following proc generates the matrix `#msub(mi("M"),mi("interface"))`.  The parameters K__d and K__t 

    are optional and are assigned the default values of infinity and zero, which

    corresponds to a pinned support.

     

    The % sign in front of each Krylov function makes the function inert, that is, it
    prevents it from expanding into trig functions.  This is so that we can

    see, visually, what our expressions look like in terms of the K functions.  To

    force the evaluation of those inert function, we will apply Maple's value function,

    as seen in the subsequent demos.

    M_interface := proc(mu, L, {Kd:=infinity, Kt:=0})
            local row1, row2, row3, row4;
            row1 := %K[1](mu*L), %K[2](mu*L), %K[3](mu*L), %K[4](mu*L), -1,  0, 0, 0;
            row2 := %K[4](mu*L), %K[1](mu*L), %K[2](mu*L), %K[3](mu*L),  0, -1, 0, 0;
            row3 := %K[3](mu*L), %K[4](mu*L), %K[1](mu*L), %K[2](mu*L),  0, Kt/mu, -1, 0;
            if Kd = infinity then
                    row4 := 0, 0, 0, 0, 1, 0, 0, 0 ;
            else
                    row4 := %K[2](mu*L), %K[3](mu*L), %K[4](mu*L), %K[1](mu*L), Kd/mu^3, 0, 0, -1;
            end if:
                    return < <row1> | <row2> | <row3> | <row4> >^+;
    end proc:

    Here is the interface matrix for a pinned support:

    M_interface(mu, L);

    Matrix(4, 8, {(1, 1) = %K[1](L*mu), (1, 2) = %K[2](L*mu), (1, 3) = %K[3](L*mu), (1, 4) = %K[4](L*mu), (1, 5) = -1, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (2, 1) = %K[4](L*mu), (2, 2) = %K[1](L*mu), (2, 3) = %K[2](L*mu), (2, 4) = %K[3](L*mu), (2, 5) = 0, (2, 6) = -1, (2, 7) = 0, (2, 8) = 0, (3, 1) = %K[3](L*mu), (3, 2) = %K[4](L*mu), (3, 3) = %K[1](L*mu), (3, 4) = %K[2](L*mu), (3, 5) = 0, (3, 6) = 0, (3, 7) = -1, (3, 8) = 0, (4, 1) = 0, (4, 2) = 0, (4, 3) = 0, (4, 4) = 0, (4, 5) = 1, (4, 6) = 0, (4, 7) = 0, (4, 8) = 0})

    And here is the interface matrix for a general springy support:

    M_interface(mu, L, 'Kd'=a, 'Kt'=b);

    Matrix(4, 8, {(1, 1) = %K[1](L*mu), (1, 2) = %K[2](L*mu), (1, 3) = %K[3](L*mu), (1, 4) = %K[4](L*mu), (1, 5) = -1, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (2, 1) = %K[4](L*mu), (2, 2) = %K[1](L*mu), (2, 3) = %K[2](L*mu), (2, 4) = %K[3](L*mu), (2, 5) = 0, (2, 6) = -1, (2, 7) = 0, (2, 8) = 0, (3, 1) = %K[3](L*mu), (3, 2) = %K[4](L*mu), (3, 3) = %K[1](L*mu), (3, 4) = %K[2](L*mu), (3, 5) = 0, (3, 6) = b/mu, (3, 7) = -1, (3, 8) = 0, (4, 1) = %K[2](L*mu), (4, 2) = %K[3](L*mu), (4, 3) = %K[4](L*mu), (4, 4) = %K[1](L*mu), (4, 5) = a/mu^3, (4, 6) = 0, (4, 7) = 0, (4, 8) = -1})

    Note:  In Maple's Java interface, inert quantities are shown in gray.


    Note:  The L in this matrix is the length of the span to the left of the interface.
    Recall that it is L__i , not `L__i+1`, in the derivation that leads to that matrix.

    In a beam consisting of N spans, we write the ith span's deflection X__i(x) as
    "`X__i`(x)=`a__i 1`*`K__1`(mu*x)+`a__i 2`*`K__2`(mu*x)+`a__i 3`*`K__3`(mu*x)+`a__i 4`*`K__4`(mu*x)."

    Solving the beam amounts to determining the 4*N unknowns `a__i j`, i = 1 .. N, j = 1 .. 4.

    which we order as

     

    `a__1,1`, `a__1,2`, `a__1,3`, `a__1,4`, `a__2,1`, `a__2,2`, () .. (), `a__N,1`, `a__N,2`, `a__N,3`, `a__N,4`

    At each of the N-1 interface supports we have a set of four equations as derived
    above, for a total of 4*(N-1) equations.  Additionally, we have four user-supplied

    boundary conditions -- two at the extreme left and two at the extreme right of the

    overall beam.  Thus, altogether we have 4*N equations which then we solve for the
    4*N
     unknown coefficients a__ij.   

    The user-supplied boundary conditions at the left end are two equations, each in the
    form of a linear combination of the coefficients a__11, a__12, a__13, a__14.  We write M__left for the
    2*4 coefficient matrix of that set of equations.  Similarly, the user-supplied boundary
    conditions at the right end are two equations, each in the form of a linear combination
    of the coefficients a__N1, a__N2, a__N3, a__N4.  We write M__right for the 2*4 coefficient matrix of
    that set of equations.   Putting these equations together with those obtained at the interfaces,

    we get a linear set of equations represented by a (4*N*4)*N matrix Mwhich can be assembled

    easily from the matrices M__left, M__right, and M__interface.  In the case of a 4-span beam the

    assembled 16*16matrix Mlooks like this:

    The pattern generalizes to any number of spans in the obvious way.

    For future use, here we record a few frequently occurring M__left and M__right matrices.

    M_left_pinned := <
            1, 0, 0, 0;
            0, 0, 1, 0 >;

    Matrix(2, 4, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 1, (2, 4) = 0})

    M_right_pinned := (mu,L) -> <
            %K[1](mu*L), %K[2](mu*L), %K[3](mu*L), %K[4](mu*L);
            %K[3](mu*L), %K[4](mu*L), %K[1](mu*L), %K[2](mu*L) >;  

    proc (mu, L) options operator, arrow; `<,>`(`<|>`(%K[1](L*mu), %K[2](L*mu), %K[3](L*mu), %K[4](L*mu)), `<|>`(%K[3](L*mu), %K[4](L*mu), %K[1](L*mu), %K[2](L*mu))) end proc

    M_left_clamped := <
            1, 0, 0, 0;
                    0, 1, 0, 0 >;

    Matrix(2, 4, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (2, 1) = 0, (2, 2) = 1, (2, 3) = 0, (2, 4) = 0})

    M_right_clamped := (mu,L) -> <
            %K[1](mu*L), %K[2](mu*L), %K[3](mu*L), %K[4](mu*L);
            %K[4](mu*L), %K[1](mu*L), %K[2](mu*L), %K[3](mu*L) >;

    proc (mu, L) options operator, arrow; `<,>`(`<|>`(%K[1](L*mu), %K[2](L*mu), %K[3](L*mu), %K[4](L*mu)), `<|>`(%K[4](L*mu), %K[1](L*mu), %K[2](L*mu), %K[3](L*mu))) end proc

    M_left_free := <
            0, 0, 1, 0;
                    0, 0, 0, 1 >;

    Matrix(2, 4, {(1, 1) = 0, (1, 2) = 0, (1, 3) = 1, (1, 4) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 0, (2, 4) = 1})

    M_right_free := (mu,L) -> <
            %K[3](mu*L), %K[4](mu*L), %K[1](mu*L), %K[2](mu*L);
            %K[2](mu*L), %K[3](mu*L), %K[4](mu*L), %K[1](mu*L) >;

    proc (mu, L) options operator, arrow; `<,>`(`<|>`(%K[3](L*mu), %K[4](L*mu), %K[1](L*mu), %K[2](L*mu)), `<|>`(%K[2](L*mu), %K[3](L*mu), %K[4](L*mu), %K[1](L*mu))) end proc

    The following proc builds the overall matrixM in the general case.  It takes
    two or three arguments.  The first two arguments are the 2*4 matrices
    which are called M__left and M__right in the discussion above.  If the beam
    consists of a single span, that's all the information that need be supplied.
    There is no need for the third argument.

     

    In the case of a multi-span beam, in the third argument we supply the
    list of the interface matrices M__interface , as in [M__1, M__2, () .. ()], listed in order
    of the supports,  from left to right.   An empty list is also
    acceptable and is interpreted as having no internal supports,
    i.e., a single-span beam.

    build_matrix := proc(left_bc::Matrix(2,4), right_bc::Matrix(2,4), interface_matrices::list)
            local N, n, i, M;

            # n is the number of internal supports
            n := 0;

            # adjust n if a third argument is supplied
            if _npassed = 3 then
                    n := nops(interface_matrices);
                    if n > 0 then
                            for i from 1 to n do
                                    if not type(interface_matrices[i], 'Matrix(4,8)') then
                                            error "expected a 4x8 matrix for element %1 in the list of interface matrices", i;
                                    end if;
                            end do;
                    end if;
            end if;

            N := n + 1;                     # number of spans

            M := Matrix(4*N);
            M[1..2, 1..4] := left_bc;
            for i from 1 to n do
                    M[4*i-1..4*i+2, 4*i-3..4*i+4] := interface_matrices[i];
            end do;
            M[4*N-1..4*N, 4*N-3..4*N] := right_bc;
                    
            return M;
    end proc:

    For instance, for a single-span cantilever beam of length L we get the following M matrix:

    build_matrix(M_left_clamped, M_right_free(mu,L));

    Matrix(4, 4, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (2, 1) = 0, (2, 2) = 1, (2, 3) = 0, (2, 4) = 0, (3, 1) = %K[3](L*mu), (3, 2) = %K[4](L*mu), (3, 3) = %K[1](L*mu), (3, 4) = %K[2](L*mu), (4, 1) = %K[2](L*mu), (4, 2) = %K[3](L*mu), (4, 3) = %K[4](L*mu), (4, 4) = %K[1](L*mu)})

    For a two-span beam with with span lengths of L__1 and L__2, and all three
    supports pinned,  we get the following M matrix:

    build_matrix(M_left_pinned, M_right_pinned(mu,L[2]), [M_interface(mu, L[1])]);

    Matrix(%id = 18446884696906262398)

    The matrix M represents a homogeneous linear system (i.e., the right-hand side vector

    is zero.)  To obtain a nonzero solution, we set the determinant of M equal to zero.

    That gives us a generally transcendental equation in the single unknown mu.  Normally

    the equation has infinitely many solutions.  We call these `&mu;__n `, n = 1, 2, () .. () 

    Remark: In the special case of pinned supports at the interfaces, that is, when
    Kd = infinity, Kt = 0, the matrix M depends only on the span lengths "`L__1`, `L__2`. ..., `L__N`".
    It is independent of the parameters rho, A, E, I that enter the Euler-Bernoulli
    equations.  The frequencies `&omega;__n` = sqrt(I*E/(rho*A))*`&mu;__n`^2, however, depend on those parameters.

    This proc plots the calculated modal shape corresponding to the eigenvalue mu.
    The params argument is a set of equations which define the  numerical values

    of all the parameters that enter the problem's description, such as the span

    lengths.

     

    It is assumed that in a multi-span beam, the span lengths are named "L[1], L[2]," etc.,
    and in a single-span beam, the length is named L.

    plot_beam := proc(M::Matrix,mu::realcons, params::set)
            local null_space, N, a_vals, i, j, A, B, P;
            eval(M, params);
            eval(%, :-mu=mu);
            value(%);  #print(%);
            null_space := NullSpace(%);  #print(%);
            if nops(null_space) <> 1 then
                    error "Calculation failed. Increasing Digits and try again";
            end if;

            N := Dimension(M)[1]/4;  # number of spans
            a_vals := convert([seq(seq(a[i,j], j=1..4), i=1..N)] =~ null_space[1], list);

            if N = 1 then
                    eval(add(a[1,j]*K[j](mu*x), j=1..4), a_vals);
                    P[1] := plot(%, x=0..eval(L,params));
            else
                    A := 0;
                    B := 0;
                    for i from 1 to N do
                            B := A + eval(L[i], params);
                            eval(add(a[i,j]*K[j](mu*x), j=1..4), a_vals);
                            eval(%, x=x-A):
                            P[i] := plot(%, x=A..B);
                            A := B;
                    end do;
                    unassign('i');
            end if;
            plots:-display([P[i] $i=1..N]);

    end proc:

     

    A single-span pinned-pinned beam

     

    Here we calculate the natural modes of vibration of a single span

    beam, pinned at both ends.  The modes are of the form
    "X(x) = `a__11``K__1`(mu*x) + `a__12`*`K__2`(mu*x)+`a__13``K__3`(mu*x) + `a__14`*`K__4`(mu*x)."

    The matrix M is:

    M := build_matrix(M_left_pinned, M_right_pinned(mu,L));

    Matrix(4, 4, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 1, (2, 4) = 0, (3, 1) = %K[1](L*mu), (3, 2) = %K[2](L*mu), (3, 3) = %K[3](L*mu), (3, 4) = %K[4](L*mu), (4, 1) = %K[3](L*mu), (4, 2) = %K[4](L*mu), (4, 3) = %K[1](L*mu), (4, 4) = %K[2](L*mu)})

    The characteristic equation:

    Determinant(M);
    eq := simplify(value(%)) = 0;

    -%K[2](L*mu)^2+%K[4](L*mu)^2

    -sinh(L*mu)*sin(L*mu) = 0

    solve(eq, mu, allsolutions);

    Pi*_Z1/L, I*Pi*_Z2/L

    We conclude that the eigenvalues are `&mu;__n` = n*Pi/L, n = 1, 2, 3, () .. ().

     

    A non-trivial solution of the system M*A = 0 is in the null-space of M:

    eval(value(M), mu=n*Pi/L) assuming n::integer;
    N := NullSpace(%);

    Matrix(4, 4, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 1, (2, 4) = 0, (3, 1) = (1/2)*cosh(n*Pi)+(1/2)*(-1)^n, (3, 2) = (1/2)*sinh(n*Pi), (3, 3) = (1/2)*cosh(n*Pi)-(1/2)*(-1)^n, (3, 4) = (1/2)*sinh(n*Pi), (4, 1) = (1/2)*cosh(n*Pi)-(1/2)*(-1)^n, (4, 2) = (1/2)*sinh(n*Pi), (4, 3) = (1/2)*cosh(n*Pi)+(1/2)*(-1)^n, (4, 4) = (1/2)*sinh(n*Pi)})

    {Vector[column](%id = 18446884696899531350)}

    Here are the weights that go with the Krylov functions:

    a_vals := convert([a[1,j] $j=1..4] =~ N[1], set);

    {a[1, 1] = 0, a[1, 2] = -1, a[1, 3] = 0, a[1, 4] = 1}

    and here is the deflection:

    add(a[1,j]*K[j](mu*x), j=1..4);
    eval(%, a_vals);       # plug in the a_vals calculated above
    eval(%, mu=n*Pi/L);    # assert that n is an integer

    a[1, 1]*((1/2)*cosh(mu*x)+(1/2)*cos(mu*x))+a[1, 2]*((1/2)*sinh(mu*x)+(1/2)*sin(mu*x))+a[1, 3]*((1/2)*cosh(mu*x)-(1/2)*cos(mu*x))+a[1, 4]*((1/2)*sinh(mu*x)-(1/2)*sin(mu*x))

    -sin(mu*x)

    -sin(n*Pi*x/L)

    We see that the shape functions are simple sinusoids.

     

     

    A single-span free-free beam

     

    Here we calculate the natural modes of vibration of a single span

    beam, free at both ends.  The modes are of the form
    X(x) = a__11*K__1(mu*x)+a__12*K__2(mu*x)+a__13*K__3(mu*x)+a__14*K__4(mu*x).

    The reasoning behind the calculations is very similar to that in the

    previous section, therefore we don't comment on many details.

    M := build_matrix(M_left_free, M_right_free(mu,L));

    Matrix(4, 4, {(1, 1) = 0, (1, 2) = 0, (1, 3) = 1, (1, 4) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 0, (2, 4) = 1, (3, 1) = %K[3](L*mu), (3, 2) = %K[4](L*mu), (3, 3) = %K[1](L*mu), (3, 4) = %K[2](L*mu), (4, 1) = %K[2](L*mu), (4, 2) = %K[3](L*mu), (4, 3) = %K[4](L*mu), (4, 4) = %K[1](L*mu)})

    The characteristic equation:

    Determinant(M);
    simplify(value(%)) = 0;
    eq_tmp := isolate(%, cos(L*mu));

    %K[3](L*mu)^2-%K[2](L*mu)*%K[4](L*mu)

    1/2-(1/2)*cosh(L*mu)*cos(L*mu) = 0

    cos(L*mu) = 1/cosh(L*mu)

    Let lambda = L*mu.  Then the characteristic equation takes the form

    eq := algsubs(L*mu=lambda, eq_tmp);

    cos(lambda) = 1/cosh(lambda)

    Here are the graphs of the two sides of the characteristic equation:

    plot([lhs,rhs](eq), lambda=0..4*Pi, color=["red","Green"]);

    The first three roots are:

    lambda__1, lambda__2, lambda__3 :=
            fsolve(eq, lambda=Pi/2..4*Pi, maxsols=3);

    4.730040744, 7.853204624, 10.99560783

    params := { L=1 };

    {L = 1}

    mu__1, mu__2, mu__3 := (lambda__1, lambda__2, lambda__3) /~ eval(L, params);

    4.730040744, 7.853204624, 10.99560783

    plots:-display([
            plot_beam(M, mu__1, params),
            plot_beam(M, mu__2, params),
            plot_beam(M, mu__3, params)],
            color=["red","Green","blue"],
            legend=[mode1, mode2, mode3]);

     

     

    A single-span clamped-free cantilever

     

    We have a cantilever beam of length L.  It is clamped at the

    left end, and free at the right end.

    M := build_matrix(M_left_clamped, M_right_free(mu,L));

    Matrix(4, 4, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (2, 1) = 0, (2, 2) = 1, (2, 3) = 0, (2, 4) = 0, (3, 1) = %K[3](L*mu), (3, 2) = %K[4](L*mu), (3, 3) = %K[1](L*mu), (3, 4) = %K[2](L*mu), (4, 1) = %K[2](L*mu), (4, 2) = %K[3](L*mu), (4, 3) = %K[4](L*mu), (4, 4) = %K[1](L*mu)})

    Determinant(M);
    simplify(value(%)) = 0;
    eq_tmp := isolate(%, cos(L*mu));

    %K[1](L*mu)^2-%K[2](L*mu)*%K[4](L*mu)

    1/2+(1/2)*cosh(L*mu)*cos(L*mu) = 0

    cos(L*mu) = -1/cosh(L*mu)

    Let lambda = L*mu.  Then the characteristic equation takes the form

    eq := algsubs(L*mu=lambda, eq_tmp);

    cos(lambda) = -1/cosh(lambda)

    Here are the graphs of the two sides of the characteristic equation:

    plot([lhs,rhs](eq), lambda=0..3*Pi, color=["red","Green"]);

    lambda__1, lambda__2, lambda__3 :=
            fsolve(eq, lambda=Pi/2..3*Pi, maxsols=3);

    1.875104068, 4.694091132, 7.854757438

    params := { L=1 };

    {L = 1}

    mu__1, mu__2, mu__3 := (lambda__1, lambda__2, lambda__3) /~ eval(L, params);

    1.875104068, 4.694091132, 7.854757438

    plots:-display([
            plot_beam(M, mu__1, params),
            plot_beam(M, mu__2, params),
            plot_beam(M, mu__3, params)],
            color=["red","Green","blue"],
            legend=[mode1, mode2, mode3]);

     

     

    A dual-span pinned-pinned-free cantilever beam

     

    We have a two-span beam of span lengths L__1 and L__2, with the left end of the
    first span pinned, the right end of the second span free, and the interface

    between the spans on a pinned support.  .

    M := build_matrix(
            M_left_pinned,
            M_right_free(mu,L[2]),
                    [ M_interface(mu,L[1])] );

    Matrix(8, 8, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (1, 5) = 0, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 1, (2, 4) = 0, (2, 5) = 0, (2, 6) = 0, (2, 7) = 0, (2, 8) = 0, (3, 1) = %K[1](L[1]*mu), (3, 2) = %K[2](L[1]*mu), (3, 3) = %K[3](L[1]*mu), (3, 4) = %K[4](L[1]*mu), (3, 5) = -1, (3, 6) = 0, (3, 7) = 0, (3, 8) = 0, (4, 1) = %K[4](L[1]*mu), (4, 2) = %K[1](L[1]*mu), (4, 3) = %K[2](L[1]*mu), (4, 4) = %K[3](L[1]*mu), (4, 5) = 0, (4, 6) = -1, (4, 7) = 0, (4, 8) = 0, (5, 1) = %K[3](L[1]*mu), (5, 2) = %K[4](L[1]*mu), (5, 3) = %K[1](L[1]*mu), (5, 4) = %K[2](L[1]*mu), (5, 5) = 0, (5, 6) = 0, (5, 7) = -1, (5, 8) = 0, (6, 1) = 0, (6, 2) = 0, (6, 3) = 0, (6, 4) = 0, (6, 5) = 1, (6, 6) = 0, (6, 7) = 0, (6, 8) = 0, (7, 1) = 0, (7, 2) = 0, (7, 3) = 0, (7, 4) = 0, (7, 5) = %K[3](L[2]*mu), (7, 6) = %K[4](L[2]*mu), (7, 7) = %K[1](L[2]*mu), (7, 8) = %K[2](L[2]*mu), (8, 1) = 0, (8, 2) = 0, (8, 3) = 0, (8, 4) = 0, (8, 5) = %K[2](L[2]*mu), (8, 6) = %K[3](L[2]*mu), (8, 7) = %K[4](L[2]*mu), (8, 8) = %K[1](L[2]*mu)})

    The characteristic equation:

    Determinant(M);
    eq_tmp1 := simplify(value(%)) = 0;

    %K[4](L[1]*mu)^2*%K[4](L[2]*mu)*%K[2](L[2]*mu)-%K[4](L[1]*mu)^2*%K[1](L[2]*mu)^2-%K[4](L[1]*mu)*%K[1](L[1]*mu)*%K[4](L[2]*mu)*%K[1](L[2]*mu)+%K[4](L[1]*mu)*%K[1](L[1]*mu)*%K[3](L[2]*mu)*%K[2](L[2]*mu)+%K[4](L[2]*mu)*%K[1](L[2]*mu)*%K[3](L[1]*mu)*%K[2](L[1]*mu)-%K[4](L[2]*mu)*%K[2](L[2]*mu)*%K[2](L[1]*mu)^2+%K[1](L[2]*mu)^2*%K[2](L[1]*mu)^2-%K[3](L[2]*mu)*%K[2](L[2]*mu)*%K[3](L[1]*mu)*%K[2](L[1]*mu)

    (1/4)*(-cos(L[1]*mu)*sinh(L[2]*mu)*cos(L[2]*mu)+cos(L[1]*mu)*sin(L[2]*mu)*cosh(L[2]*mu)+2*sin(L[1]*mu)*cosh(L[2]*mu)*cos(L[2]*mu)+2*sin(L[1]*mu))*sinh(L[1]*mu)+(1/4)*sin(L[1]*mu)*cosh(L[1]*mu)*(sinh(L[2]*mu)*cos(L[2]*mu)-sin(L[2]*mu)*cosh(L[2]*mu)) = 0

    That equation does not seem to be amenable to simplification.  The special case of L__1 = L__2, however,

    is much nicer:

    eval(eq_tmp1, {L[1]=L, L[2]=L}):
    eq_tmp2 := simplify(%*4);

    (4*cosh(L*mu)*cos(L*mu)+2)*sinh(L*mu)*sin(L*mu)+cos(L*mu)^2-cosh(L*mu)^2 = 0

    Let L*mu = lambda:

    eq_tmp3 := algsubs(L*mu=lambda, eq_tmp2);

    (4*cosh(lambda)*cos(lambda)+2)*sinh(lambda)*sin(lambda)+cos(lambda)^2-cosh(lambda)^2 = 0

    That expression grows like cosh(lambda)^2, so we divide through by that to obtain

    a better-behaved equation

    eq := eq_tmp3/cosh(lambda)^2;

    ((4*cosh(lambda)*cos(lambda)+2)*sinh(lambda)*sin(lambda)+cos(lambda)^2-cosh(lambda)^2)/cosh(lambda)^2 = 0

    plot(lhs(eq), lambda=0..2*Pi);

    Here are the first three roots:

    lambda__1, lambda__2, lambda__3 :=
             fsolve(eq, lambda=1e-3..2*Pi, maxsols=3);

    1.505915458, 3.413100675, 4.437274304

    params := { L[1]=1, L[2]=1 };

    {L[1] = 1, L[2] = 1}

    mu__1, mu__2, mu__3 := (lambda__1, lambda__2, lambda__3) /~ eval(L[1], params);

    1.505915458, 3.413100675, 4.437274304

    plots:-display([
            plot_beam(M, mu__1, params),
            plot_beam(M, mu__2, params),
            plot_beam(M, mu__3, params)],
            color=["red","Green","blue"],
            legend=[mode1, mode2, mode3]);

     

     

    A dual-span clamped-pinned-free cantilever beam

     

    We have a two-span beam of span lengths L__1 and L__2, with the left end of the
    first span clamped, the right end of the second span free, and the interface

    between the spans on a pinned support.  This is different from the previous

    case only in the nature of the left boundary condition.

    M := build_matrix(
            M_left_clamped,
            M_right_free(mu,L[2]),
            [ M_interface(mu,L[1])] );

    Matrix(8, 8, {(1, 1) = 1, (1, 2) = 0, (1, 3) = 0, (1, 4) = 0, (1, 5) = 0, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (2, 1) = 0, (2, 2) = 1, (2, 3) = 0, (2, 4) = 0, (2, 5) = 0, (2, 6) = 0, (2, 7) = 0, (2, 8) = 0, (3, 1) = %K[1](L[1]*mu), (3, 2) = %K[2](L[1]*mu), (3, 3) = %K[3](L[1]*mu), (3, 4) = %K[4](L[1]*mu), (3, 5) = -1, (3, 6) = 0, (3, 7) = 0, (3, 8) = 0, (4, 1) = %K[4](L[1]*mu), (4, 2) = %K[1](L[1]*mu), (4, 3) = %K[2](L[1]*mu), (4, 4) = %K[3](L[1]*mu), (4, 5) = 0, (4, 6) = -1, (4, 7) = 0, (4, 8) = 0, (5, 1) = %K[3](L[1]*mu), (5, 2) = %K[4](L[1]*mu), (5, 3) = %K[1](L[1]*mu), (5, 4) = %K[2](L[1]*mu), (5, 5) = 0, (5, 6) = 0, (5, 7) = -1, (5, 8) = 0, (6, 1) = 0, (6, 2) = 0, (6, 3) = 0, (6, 4) = 0, (6, 5) = 1, (6, 6) = 0, (6, 7) = 0, (6, 8) = 0, (7, 1) = 0, (7, 2) = 0, (7, 3) = 0, (7, 4) = 0, (7, 5) = %K[3](L[2]*mu), (7, 6) = %K[4](L[2]*mu), (7, 7) = %K[1](L[2]*mu), (7, 8) = %K[2](L[2]*mu), (8, 1) = 0, (8, 2) = 0, (8, 3) = 0, (8, 4) = 0, (8, 5) = %K[2](L[2]*mu), (8, 6) = %K[3](L[2]*mu), (8, 7) = %K[4](L[2]*mu), (8, 8) = %K[1](L[2]*mu)})

    The characteristic equation:

    Determinant(M);
    eq_tmp1 := simplify(value(%)) = 0;

    %K[2](L[1]*mu)*%K[4](L[1]*mu)*%K[4](L[2]*mu)*%K[1](L[2]*mu)-%K[2](L[1]*mu)*%K[4](L[1]*mu)*%K[3](L[2]*mu)*%K[2](L[2]*mu)+%K[2](L[1]*mu)*%K[3](L[1]*mu)*%K[4](L[2]*mu)*%K[2](L[2]*mu)-%K[2](L[1]*mu)*%K[3](L[1]*mu)*%K[1](L[2]*mu)^2-%K[1](L[1]*mu)*%K[4](L[1]*mu)*%K[4](L[2]*mu)*%K[2](L[2]*mu)+%K[1](L[1]*mu)*%K[4](L[1]*mu)*%K[1](L[2]*mu)^2-%K[3](L[1]*mu)^2*%K[4](L[2]*mu)*%K[1](L[2]*mu)+%K[3](L[1]*mu)^2*%K[3](L[2]*mu)*%K[2](L[2]*mu)

    (1/4)*((-cos(L[1]*mu)*sin(L[2]*mu)-sin(L[1]*mu)*cos(L[2]*mu))*cosh(L[2]*mu)+cos(L[1]*mu)*sinh(L[2]*mu)*cos(L[2]*mu)-sin(L[1]*mu))*cosh(L[1]*mu)+(1/4)*(sinh(L[1]*mu)*cos(L[1]*mu)*cos(L[2]*mu)+sin(L[2]*mu))*cosh(L[2]*mu)+(1/4)*sinh(L[1]*mu)*cos(L[1]*mu)-(1/4)*sinh(L[2]*mu)*cos(L[2]*mu) = 0

    That equation does not seem to be amenable to simplification.  The special case of L__1 = L__2, however,

    is much nicer:

    eval(eq_tmp1, {L[1]=L, L[2]=L}):
    eq_tmp2 := simplify(%*4);

    -2*cosh(L*mu)*cos(L*mu)*(sin(L*mu)*cosh(L*mu)-sinh(L*mu)*cos(L*mu)) = 0

    Let L*mu = lambda:

    eq_tmp3 := algsubs(L*mu=lambda, eq_tmp2);

    -2*cosh(lambda)*cos(lambda)*(sin(lambda)*cosh(lambda)-sinh(lambda)*cos(lambda)) = 0

    That expression grows like cosh(lambda)^2, so we divide through by that to obtain

    a better-behaved equation

    eq := eq_tmp3/cosh(lambda)^2;

    -2*cos(lambda)*(sin(lambda)*cosh(lambda)-sinh(lambda)*cos(lambda))/cosh(lambda) = 0

    plot(lhs(eq), lambda=0..2*Pi);

    Here are the first three roots:

    lambda__1, lambda__2, lambda__3 :=
             fsolve(eq, lambda=1e-3..2*Pi, maxsols=3);

    1.570796326, 3.926602312, 4.712388980

    params := { L[1]=1, L[2]=1 };

    {L[1] = 1, L[2] = 1}

    mu__1, mu__2, mu__3 := (lambda__1, lambda__2, lambda__3) /~ eval(L[1], params);

    1.570796326, 3.926602312, 4.712388980

    plots:-display([
            plot_beam(M, mu__1, params),
            plot_beam(M, mu__2, params),
            plot_beam(M, mu__3, params)],
            color=["red","Green","blue"],
            legend=[mode1, mode2, mode3]);

     

     

    A triple-span free-pinned-pinned-free beam

     

    We have a triple-span beam with span lengths of L__1, L__2, L__3.  The beam is supported

    on two internal pinned supports.  The extreme ends of the beam are free.

    The graphs of the first three modes agree with those

    in Figure 3.22 on page 70 of the 2007 article of
    Henrik Åkesson, Tatiana Smirnova, Thomas Lagö, and Lars Håkansson.

    In the caption of Figure 2.12 on page 28 the span lengths are given
    as "`L__1`="3.5, "`L__2`="5.0, "`L__3`="21.5.

    interface(rtablesize=12):

    M := build_matrix(
            M_left_free,
            M_right_free(mu,L[3]),
            [ M_interface(mu,L[1]), M_interface(mu,L[2])] );

    Matrix(12, 12, {(1, 1) = 0, (1, 2) = 0, (1, 3) = 1, (1, 4) = 0, (1, 5) = 0, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (1, 9) = 0, (1, 10) = 0, (1, 11) = 0, (1, 12) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 0, (2, 4) = 1, (2, 5) = 0, (2, 6) = 0, (2, 7) = 0, (2, 8) = 0, (2, 9) = 0, (2, 10) = 0, (2, 11) = 0, (2, 12) = 0, (3, 1) = %K[1](L[1]*mu), (3, 2) = %K[2](L[1]*mu), (3, 3) = %K[3](L[1]*mu), (3, 4) = %K[4](L[1]*mu), (3, 5) = -1, (3, 6) = 0, (3, 7) = 0, (3, 8) = 0, (3, 9) = 0, (3, 10) = 0, (3, 11) = 0, (3, 12) = 0, (4, 1) = %K[4](L[1]*mu), (4, 2) = %K[1](L[1]*mu), (4, 3) = %K[2](L[1]*mu), (4, 4) = %K[3](L[1]*mu), (4, 5) = 0, (4, 6) = -1, (4, 7) = 0, (4, 8) = 0, (4, 9) = 0, (4, 10) = 0, (4, 11) = 0, (4, 12) = 0, (5, 1) = %K[3](L[1]*mu), (5, 2) = %K[4](L[1]*mu), (5, 3) = %K[1](L[1]*mu), (5, 4) = %K[2](L[1]*mu), (5, 5) = 0, (5, 6) = 0, (5, 7) = -1, (5, 8) = 0, (5, 9) = 0, (5, 10) = 0, (5, 11) = 0, (5, 12) = 0, (6, 1) = 0, (6, 2) = 0, (6, 3) = 0, (6, 4) = 0, (6, 5) = 1, (6, 6) = 0, (6, 7) = 0, (6, 8) = 0, (6, 9) = 0, (6, 10) = 0, (6, 11) = 0, (6, 12) = 0, (7, 1) = 0, (7, 2) = 0, (7, 3) = 0, (7, 4) = 0, (7, 5) = %K[1](L[2]*mu), (7, 6) = %K[2](L[2]*mu), (7, 7) = %K[3](L[2]*mu), (7, 8) = %K[4](L[2]*mu), (7, 9) = -1, (7, 10) = 0, (7, 11) = 0, (7, 12) = 0, (8, 1) = 0, (8, 2) = 0, (8, 3) = 0, (8, 4) = 0, (8, 5) = %K[4](L[2]*mu), (8, 6) = %K[1](L[2]*mu), (8, 7) = %K[2](L[2]*mu), (8, 8) = %K[3](L[2]*mu), (8, 9) = 0, (8, 10) = -1, (8, 11) = 0, (8, 12) = 0, (9, 1) = 0, (9, 2) = 0, (9, 3) = 0, (9, 4) = 0, (9, 5) = %K[3](L[2]*mu), (9, 6) = %K[4](L[2]*mu), (9, 7) = %K[1](L[2]*mu), (9, 8) = %K[2](L[2]*mu), (9, 9) = 0, (9, 10) = 0, (9, 11) = -1, (9, 12) = 0, (10, 1) = 0, (10, 2) = 0, (10, 3) = 0, (10, 4) = 0, (10, 5) = 0, (10, 6) = 0, (10, 7) = 0, (10, 8) = 0, (10, 9) = 1, (10, 10) = 0, (10, 11) = 0, (10, 12) = 0, (11, 1) = 0, (11, 2) = 0, (11, 3) = 0, (11, 4) = 0, (11, 5) = 0, (11, 6) = 0, (11, 7) = 0, (11, 8) = 0, (11, 9) = %K[3](L[3]*mu), (11, 10) = %K[4](L[3]*mu), (11, 11) = %K[1](L[3]*mu), (11, 12) = %K[2](L[3]*mu), (12, 1) = 0, (12, 2) = 0, (12, 3) = 0, (12, 4) = 0, (12, 5) = 0, (12, 6) = 0, (12, 7) = 0, (12, 8) = 0, (12, 9) = %K[2](L[3]*mu), (12, 10) = %K[3](L[3]*mu), (12, 11) = %K[4](L[3]*mu), (12, 12) = %K[1](L[3]*mu)})

    params := { L[1]=3.5, L[2]=5.0, L[3]=21.5 };

    {L[1] = 3.5, L[2] = 5.0, L[3] = 21.5}

    The characteristic equation

    simplify(Determinant(M)):
    value(%):
    eq := simplify(eval(%, params));

    (1/8)*(((2*sin(5.*mu)*sinh(5.*mu)*cos(3.5*mu)+sin(3.5*mu)*(cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu)))*cosh(3.5*mu)-sinh(3.5*mu)*(cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu))*cos(3.5*mu)+2*sinh(5.*mu)*sin(5.*mu))*cos(21.5*mu)+sin(21.5*mu)*(((cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu))*cos(3.5*mu)-cos(5.*mu)*cosh(5.*mu)*sin(3.5*mu)+sin(3.5*mu))*cosh(3.5*mu)+sinh(3.5*mu)*(cos(5.*mu)*cosh(5.*mu)-1)*cos(3.5*mu)+cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu)))*cosh(21.5*mu)-(1/8)*sinh(21.5*mu)*(((cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu))*cos(3.5*mu)-cos(5.*mu)*cosh(5.*mu)*sin(3.5*mu)+sin(3.5*mu))*cosh(3.5*mu)+sinh(3.5*mu)*(cos(5.*mu)*cosh(5.*mu)-1)*cos(3.5*mu)+cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu))*cos(21.5*mu)+(1/8)*(2*sin(5.*mu)*sinh(5.*mu)*cos(3.5*mu)+sin(3.5*mu)*(cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu)))*cosh(3.5*mu)-(1/8)*sinh(3.5*mu)*(cos(5.*mu)*sinh(5.*mu)-sin(5.*mu)*cosh(5.*mu))*cos(3.5*mu)+(1/4)*sinh(5.*mu)*sin(5.*mu)

    plot(eq, mu=0..0.4);

    That graphs grows much too fast to be useful.  We moderate it by dividing through
    the fastest growing cosh term:

    plot(eq/cosh(21.5*mu), mu=0..0.4);

    Here are the first three roots:

    mu__1, mu__2, mu__3 := fsolve(eq, mu=1e-3..0.4, maxsols=3);

    0.8148236435e-1, .2065743153, .3465175842

    plots:-display([
            plot_beam(M, mu__1, params),
            plot_beam(M, mu__2, params),
            plot_beam(M, mu__3, params)],
            color=["red","Green","blue"],
            legend=[mode1, mode2, mode3]);

     

     

    A triple-span free-spring-spring-free beam

     

    We have a triple-span beam with span lengths of L__1, L__2, L__3.  The beam is supported

    on two internal springy supports.  The extreme ends of the beam are free.
    The numerical data is from the worksheet posted on July 29, 2020 at
    https://www.mapleprimes.com/questions/230085-Elasticfoundation-Multispan-EulerBernoulli-Beamthreespan#comment271586

    The problem is pretty much the same as the one in the previous section, but the

    pinned supports have been replaced by spring supports.

    This section's calculations require a little more precision than

    Maple's default of 10 digits:

    Digits := 15;

    15

    interface(rtablesize=12):

    M := build_matrix(M_left_free, M_right_free(mu,L[3]),
                            [ M_interface(mu, L[1], 'Kd'=kd/(E*I), 'Kt'=kt/(E*I)),
                               M_interface(mu, L[2], 'Kd'=kd/(E*I), 'Kt'=kt/(E*I)) ]);

    Matrix(12, 12, {(1, 1) = 0, (1, 2) = 0, (1, 3) = 1, (1, 4) = 0, (1, 5) = 0, (1, 6) = 0, (1, 7) = 0, (1, 8) = 0, (1, 9) = 0, (1, 10) = 0, (1, 11) = 0, (1, 12) = 0, (2, 1) = 0, (2, 2) = 0, (2, 3) = 0, (2, 4) = 1, (2, 5) = 0, (2, 6) = 0, (2, 7) = 0, (2, 8) = 0, (2, 9) = 0, (2, 10) = 0, (2, 11) = 0, (2, 12) = 0, (3, 1) = %K[1](L[1]*mu), (3, 2) = %K[2](L[1]*mu), (3, 3) = %K[3](L[1]*mu), (3, 4) = %K[4](L[1]*mu), (3, 5) = -1, (3, 6) = 0, (3, 7) = 0, (3, 8) = 0, (3, 9) = 0, (3, 10) = 0, (3, 11) = 0, (3, 12) = 0, (4, 1) = %K[4](L[1]*mu), (4, 2) = %K[1](L[1]*mu), (4, 3) = %K[2](L[1]*mu), (4, 4) = %K[3](L[1]*mu), (4, 5) = 0, (4, 6) = -1, (4, 7) = 0, (4, 8) = 0, (4, 9) = 0, (4, 10) = 0, (4, 11) = 0, (4, 12) = 0, (5, 1) = %K[3](L[1]*mu), (5, 2) = %K[4](L[1]*mu), (5, 3) = %K[1](L[1]*mu), (5, 4) = %K[2](L[1]*mu), (5, 5) = 0, (5, 6) = -I*kt/(E*mu), (5, 7) = -1, (5, 8) = 0, (5, 9) = 0, (5, 10) = 0, (5, 11) = 0, (5, 12) = 0, (6, 1) = %K[2](L[1]*mu), (6, 2) = %K[3](L[1]*mu), (6, 3) = %K[4](L[1]*mu), (6, 4) = %K[1](L[1]*mu), (6, 5) = -I*kd/(E*mu^3), (6, 6) = 0, (6, 7) = 0, (6, 8) = -1, (6, 9) = 0, (6, 10) = 0, (6, 11) = 0, (6, 12) = 0, (7, 1) = 0, (7, 2) = 0, (7, 3) = 0, (7, 4) = 0, (7, 5) = %K[1](L[2]*mu), (7, 6) = %K[2](L[2]*mu), (7, 7) = %K[3](L[2]*mu), (7, 8) = %K[4](L[2]*mu), (7, 9) = -1, (7, 10) = 0, (7, 11) = 0, (7, 12) = 0, (8, 1) = 0, (8, 2) = 0, (8, 3) = 0, (8, 4) = 0, (8, 5) = %K[4](L[2]*mu), (8, 6) = %K[1](L[2]*mu), (8, 7) = %K[2](L[2]*mu), (8, 8) = %K[3](L[2]*mu), (8, 9) = 0, (8, 10) = -1, (8, 11) = 0, (8, 12) = 0, (9, 1) = 0, (9, 2) = 0, (9, 3) = 0, (9, 4) = 0, (9, 5) = %K[3](L[2]*mu), (9, 6) = %K[4](L[2]*mu), (9, 7) = %K[1](L[2]*mu), (9, 8) = %K[2](L[2]*mu), (9, 9) = 0, (9, 10) = -I*kt/(E*mu), (9, 11) = -1, (9, 12) = 0, (10, 1) = 0, (10, 2) = 0, (10, 3) = 0, (10, 4) = 0, (10, 5) = %K[2](L[2]*mu), (10, 6) = %K[3](L[2]*mu), (10, 7) = %K[4](L[2]*mu), (10, 8) = %K[1](L[2]*mu), (10, 9) = -I*kd/(E*mu^3), (10, 10) = 0, (10, 11) = 0, (10, 12) = -1, (11, 1) = 0, (11, 2) = 0, (11, 3) = 0, (11, 4) = 0, (11, 5) = 0, (11, 6) = 0, (11, 7) = 0, (11, 8) = 0, (11, 9) = %K[3](L[3]*mu), (11, 10) = %K[4](L[3]*mu), (11, 11) = %K[1](L[3]*mu), (11, 12) = %K[2](L[3]*mu), (12, 1) = 0, (12, 2) = 0, (12, 3) = 0, (12, 4) = 0, (12, 5) = 0, (12, 6) = 0, (12, 7) = 0, (12, 8) = 0, (12, 9) = %K[2](L[3]*mu), (12, 10) = %K[3](L[3]*mu), (12, 11) = %K[4](L[3]*mu), (12, 12) = %K[1](L[3]*mu)})

    Calculate the determinant of M.  The result is quite large, so we terminate the command
    with a colon so that not to have to look at the result.  If we bothered to peek,  however, we
    will see that the determinant has a factor of 1/mu^8.  But that quite obvious by looking at the
    entries of the matrix shown above. Two of its rows have 1/mu in them and another two have
    1/mu^3. When multiplied, they produce the overall factor of 1/mu^8.

    DET := Determinant(M):

    Here are the parameters that the determinant depends on:

    indets(DET, name);   # the parameters that make up M

    {E, I, kd, kt, mu, L[1], L[2], L[3]}

    So we provide values for those parameters:

    params := {
            L[1]=3.5, L[2]=5.0, L[3]=21.5,
        kd=4.881e9, kt=1.422e4,
        E = 2.05e11, I = 1.1385e-7 };

    {E = 0.205e12, I = 0.11385e-6, kd = 0.4881e10, kt = 0.1422e5, L[1] = 3.5, L[2] = 5.0, L[3] = 21.5}

    Here is the characteristic equation.  We multiply it by mu^8 to remove the singularity at mu = 0.

    mu^8 * value(DET):
    eq := eval(%, params):

    plot(eq, mu=0..0.6);

    We can't see anything useful in that graph.  Let's limit the vertical range:

    plot(eq, mu=0..0.6, view=-1e8..1e8);

    mu__1, mu__2, mu__3 := fsolve(eq, mu=1e-3..0.6, maxsols=3);

    0.843267855136311e-1, .211829475814118, .355117213056777

    plots:-display([
            plot_beam(M, mu__1, params),
            plot_beam(M, mu__2, params),
            plot_beam(M, mu__3, params)],
            color=["red","Green","blue"],
            legend=[mode1, mode2, mode3]);

    Digits := 10;  # restore the default

    10

     

     

     

     

     

     

    Download krylov-duncan.mw

     

    I am very pleased to announce that we have just begun a free public beta for a new online product, Maple Learn!  Maple Learn is a dynamic online environment designed specifically for teaching and learning math and solving math problems, from mid-high school to second year university.

    Maple Learn is much more than just a sophisticated online graphing calculator. We tried to create an environment that focuses on the things instructors and students in those courses have told us that they want/need in a math tool. Here are some of my personal favorites:

    • You can get the answer directly if you want it, but you can also work out problems line-by-line as you would on paper, or use a combination of manual steps and computations performed by Maple Learn.  
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    I don't stand by all I said here, so I'm deleting. I think there was valid criticism to be made, but I didn't make it any valid way.

    I found in the Application Center a quite old work (2010) titled Generation of correlated random numbers  (see here view.aspx).
    This work contains a few errors that I thought it was worth correcting. 

    Basically the works I refer to concern the sampling of linearly correlated random variables (or correlation in the Pearson sense). Classical textbooks about the subject generally discuss this topic by considering only gaussian random variables and present two methods to generate linearlycorrelated samples: one base on the Cholesky decomposition of the correlation matrix, the other based on its SVD decomposition.

    Now the question is: can we apply any of these two procedures to generate linearly correlated samples of arbitrary random variables?
    The answer is NO and the reason why it is so is strongly related to a fundamental property of gaussian random variables (GRV) that is that any linear combination of GRVs is still a GRV.
    But things are not that simple because even the multi gaussian case handmed with Cholesky's decomposition or SVD can lead to undesired results if no precautions are taken.

    The aim of this post is to show what are those wrong results we obtain by thoughtlessly applying these decompositiond and, of course, to show how we must proceed to avoid them.

    Let's start by a very simple point of natural good sense: suppose U1 and U2 are two independant identically distributed (iid) random variables and that we have some "function" F which, when applied to the couple (U1, U2) generate a couple (A1, A2) of linearly correlated random variables. Thus F(U1, U2) = (A1, A2).
    Let's suppose this same relation holds if we replace U1 and U2 by "a sample of U1" and "a sample of U2", and thus (A1, A2) by "a sample of the bivariate (A1, A2) whose components are linearly correlated". Let's call S the cloud one could obtain by using for instance the ScatterPlot(A1, A2) procedure of Maple.

    Let's suppose now that instead of computing F(U1, U2) I decide to compute (U2, U1). Let's call (A1' , A2') the corresponding joint sample and write S' := ScatterPlot(A2', A1').
    It seems natural (and it is!) to think that S and S' will be the same up to sampling artifacts. 

    Any correct method to generate samples from (linearly or not) correlated random variables must verify this similarity of patterns between S and S' S and S'. But this is not the case in this work view.aspx.

    The safer way to correlate, even in the Pearson's sense, random variables is to use the concept of COPULAS (there is a work on copulas in the Application Center, but for a quick overview see here Copula_(probability_theory)).
    For this special case of linear correlation on can use copulas without knowing it, and this is very simple: as soon as our  procedure F introduced above gives correct results if U1 and U2 are standard GRVs,

    • take any couple (R1, R2) of arbitrary random variables,
    • build a map M(R1, R2) --> (U1, U2),
    • generate (A1, A2) = F(U1, U2),
    • compute M^(-1)(A1, A2)


    What is the point of correcting a work that is 10 years old?
    A very simple answer is that the Cholesky's decomposition (or SVD) is still the emblematic method to use for linearly correlating random variable. This is the only one presented in scholar textbooks, the only one a lot of students have been taught about (unless they have  they have had an extensive background in probability or statistics), and thus a systematic source of wrong results users are not even aware of.


    Next point: it's well known that the Pearson's correlation cannot be lower than -1 or higher than +1, but this is common mistake to think any value between -1 and +1 can be reached.
    This is guaranteed for GRVs, but  not for some other random variables.
    For a classical counter-example see  04_correlation_2016_cost_symposium_fkuo_tagged.pdf 

    The notation used in the attached file are mainly those used in the initial work  view.aspx.

    restart:


    This work is aimed to correct the procedure used in  https://fr.maplesoft.com/applications/view.aspx?SID=99806
    to correlate arbitrary random variables in the (common) Pearson's sense.

    with(LinearAlgebra):
    with(plots):
    with(Statistics):

     

    GAUSSIAN RANDOM VARIABLES

     

    # First example: both A1 and A2 are centered gaussian random variables
    #                The order we use (A1 next A2 or A2 next A1) to define Ma doesn't matter

    Y   := RandomVariable(Normal(0, .25)):
    rho := .9:
    Q   := 10^4:
    A1  := Sample(Y, Q):
    A2  := Sample(Y, Q):
    Ma  := `<,>`(`<,>`(A1), `<,>`(A2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:


    opts := titlefont = [TIMES, BOLD, 12], symbol=point, transparency=0.5:
    A1A2 := ScatterPlot(Column(Rs2, 1), Column(Rs2, 2), title = "Correlated Normal RV", opts, color=blue):



    Ma  := `<,>`(`<,>`(A2), `<,>`(A1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    A2A1 := ScatterPlot(Column(Rs2, 2), Column(Rs2, 1), title = "Correlated Normal RV", opts, color=red):

    display(A1A2, A2A1);

     

    # Second example : both A1 and A2 are non-centered gaussian random variables with equal standard deviations.
    #                  The order we use to define Ma does matter

    Y   := RandomVariable(Normal(1, .25)):
    rho := .9:
    Q   := 10^4:
    A1  := Sample(Y, Q):
    A2  := Sample(Y, Q):
    Ma  := `<,>`(`<,>`(A1), `<,>`(A2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:


    opts := titlefont = [TIMES, BOLD, 12], symbol=point, transparency=0.5:


    A1A2 := ScatterPlot(Column(Rs2, 1), Column(Rs2, 2), title = "Correlated Normal RV", opts, color=blue):



    Ma  := `<,>`(`<,>`(A2), `<,>`(A1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    A2A1 := ScatterPlot(Column(Rs2, 2), Column(Rs2, 1), title = "Correlated Normal RV", opts, color=red):

    display(A1A2, A2A1);

     

     

    # Second example corrected: to avoid order's dependency proceed this way
    #    1/ center A1 and A2
    #    2/ correlate the now centered rvs
    #    3/ uncenter the couple of correlated rvs


    C1  := convert(Scale(A1, scale=Mean), Vector[row]):
    C2  := convert(Scale(A2, scale=Mean), Vector[row]):

    Ma  := `<,>`(`<,>`(C1), `<,>`(C2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:


    opts := titlefont = [TIMES, BOLD, 12], symbol=point, transparency=0.5:


    A1A2 := ScatterPlot(Column(Rs2, 1)+~Mean(A1), Column(Rs2, 2)+~Mean(A2), title = "Correlated Normal RV", opts, color=blue):



    Ma  := `<,>`(`<,>`(C2), `<,>`(C1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    A2A1 := ScatterPlot(Column(Rs2, 2)+~Mean(A1), Column(Rs2, 1)+~Mean(A2), title = "Correlated Normal RV", opts, color=red):

    display(A1A2, A2A1);

     

    # Third example : both A1 and A2 are centered gaussian random variables with unequal standard deviations.
    #                 The order we use to define Ma does matter

    rho := .9:
    Q   := 10^4:
    A1  := Sample(Normal(0, 1), Q):
    A2  := Sample(Normal(0, 2), Q):
    Ma  := `<,>`(`<,>`(A1), `<,>`(A2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:


    opts := titlefont = [TIMES, BOLD, 12], symbol=point, transparency=0.5:


    A1A2 := ScatterPlot(Column(Rs2, 1), Column(Rs2, 2), title = "Correlated Normal RV", opts, color=blue):



    Ma  := `<,>`(`<,>`(A2), `<,>`(A1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    A2A1 := ScatterPlot(Column(Rs2, 2), Column(Rs2, 1), title = "Correlated Normal RV", opts, color=red):

    display(A1A2, A2A1);

     

    # Third example corrected: to avoid order's dependency proceed this way
    #    1/ scale A1 and A2
    #    2/ correlate the now scaled rvs
    #    3/ unscale the couple of correlated rvs


    C1  := A1 /~ StandardDeviation(A1):
    C2  := A2 /~ StandardDeviation(A2):

    Ma  := `<,>`(`<,>`(C1), `<,>`(C2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:


    opts := titlefont = [TIMES, BOLD, 12], symbol=point, transparency=0.5:


    A1A2 := ScatterPlot(Column(Rs2, 1)*~StandardDeviation(A1), Column(Rs2, 2)*~StandardDeviation(A2), title = "Correlated Normal RV", opts, color=blue):



    Ma  := `<,>`(`<,>`(C2), `<,>`(C1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    A2A1 := ScatterPlot(Column(Rs2, 2)*~StandardDeviation(A1), Column(Rs2, 1)*~StandardDeviation(A2), title = "Correlated Normal RV", opts, color=red):

    display(A1A2, A2A1);

     

    # More generally: to avoid order's dependency proceed this way
    #    1/ transform A1 and A2 into standard gaussian random variables (mean and standard deviation scalings)
    #    2/ correlate the now scaled rvs
    #    3/ unscale the couple of correlated rvs

     

    A MORE COMPLEX EXAMPLE:

    NON GAUSSIAN RANDOM VARIABLES
    (here two LogNormal rvs)

     

     

    # Preliminary
    #   the expectation (mean) of a LogNormal rv cannot be 0;
    #   as a consequence it is expected that the order used to buid Ma will matter
    #
    # Proceed as Igor Hlivka did

     

    Y   := RandomVariable(LogNormal(.5, .25)):
    rho := .9:
    Q   := 1000:
    A1  := Sample(Y, Q):
    A2  := Sample(Y, Q):
    Ma  := `<,>`(`<,>`(A1), `<,>`(A2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    ScatterPlot(A1, A2, color = red, title = ["Raw LogNormal RV", font = [TIMES, BOLD, 12]]):
    A1A2 := ScatterPlot(Column(Rs2, 1), Column(Rs2, 2), title = "Correlated LogNormal RV", opts, color=blue):

    # And now change, as usual, the order in Ma

    Ma  := `<,>`(`<,>`(A2), `<,>`(A1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    A2A1 := ScatterPlot(Column(Rs2, 2), Column(Rs2, 1), title = "Correlated LogNormal RV", opts, color=red):

    display(A1A2, A2A1);

     

    # How can we avoid that the order used to assemble Ma do matter?
    #
    # A close examination of what was done with gaussiann rvs show that in all the cases we
    # went back to standard gaussian rvs before correlating them.
    # So let's just do the same thing here.
    #
    # Of course it's not as immediate as previously...
    # (please do not focus on the slowness of the code, it is written to clearly explain 
    # what is done, not to be fast)



    #-------------------------------------- from Y to standard gaussian
    G  := RandomVariable(Normal(0, 1)):
    G1 := Vector[row](Q, q -> Quantile(G, Probability(Y > A1[q], numeric), numeric)):
    G2 := Vector[row](Q, q -> Quantile(G, Probability(Y > A2[q], numeric), numeric)):
    # could be replaced by this faster code
    #   cdf_Y := unapply(CDF(Y, z), z) assuming z > 0;
    #   cdf_G := unapply(CDF(G, z), z);
    #   S1    := sort(A1):
    #   ini   := -10:
    #   V     := Vector[row](Q):
    #   for q from 1 to Q do
    #     V[q] := fsolve(cdf_G(z)=cdf_Y(S1[q]), z=ini);
    #     ini  := V[q]:
    #   end do:
    #------------------------------------------------------------------

    Ma  := `<,>`(`<,>`(G1), `<,>`(G2)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:


    opts := titlefont = [TIMES, BOLD, 12], symbol=point, transparency=0.5:


    #-------------------------------------- from standard gaussian to Y
    C1 := Vector[row](Q, q -> Quantile(Y, Probability(G > Rs2[q, 1], numeric), numeric)):
    C2 := Vector[row](Q, q -> Quantile(Y, Probability(G > Rs2[q, 2], numeric), numeric)):
    #------------------------------------------------------------------
    A1A2 := ScatterPlot(C1, C2, title = "Correlated Normal RV", opts, color=blue):



    Ma  := `<,>`(`<,>`(G2), `<,>`(G1)):
    MA  := Transpose(Ma):
    Cor := Matrix([[1, rho], [rho, 1]]):
    Cd2 := LUDecomposition(Cor, method = 'Cholesky', output = ['U']):
    Rs2 := MA . Cd2:

    #-------------------------------------- from standard gaussian to Y
    C1 := Vector[row](Q, q -> Quantile(Y, Probability(G > Rs2[q, 1], numeric), numeric)):
    C2 := Vector[row](Q, q -> Quantile(Y, Probability(G > Rs2[q, 2], numeric), numeric)):
    #------------------------------------------------------------------

    A2A1 := ScatterPlot(C2, C1, title = "Correlated Normal RV", opts, color=red):

    display(A1A2, A2A1);

     

     

    CONCLUSION: Be extremely careful when correlating non standard gaussian random variables,
                                 and more generally non gaussian random variables.


    Correlating rvs the way Igor Hlivka did can be replaced in the more general framework of COPULA THEORY.

    Mathematically a bidimensional copula C is a function from [0, 1] x [0, 1] to [0, 1] if C is joint CDF of a bivariate random variable
    both with uniform marginals on [0, 1].
    See for instanc here  https://en.wikipedia.org/wiki/Copula_(probability_theory)

    What I did here to "correlate" A1 and A2 was nothing but to apply in a step-by-step way a GAUSSIAN COPULA to the bivariate
    (A1, A2) random variable.
    In  Quantile(G, Probability(Y > A1[q], numeric), numeric) the blue expression maps A1 onto [0, 1] (as it is needed
    in the definition of a copula), while the brown sequence is the copula itself (when the same operation on A2 has been done).

     

     


     

    Download LInear_Correlated_Random_Variables.mw

    This year, the International Mathematics Competition for University Students  (IMC) took place online (due to Coronavirus), https://www.imc-math.org.uk/?year=2020

    One of the sponsors was Maplesoft.


    Here is a Maple solution for one of the most difficult problems.

     

    Problem 4, Day 1.

    A polynomial p with real coeffcients satisfies the equation

    p(x+1)-p(x) = x^100, for all real x.

    Prove that p(x) <= p(1-x) for   0 <= x and x <= 1/2.

     

    A Maple solution.

    Obviously, the degree of the polynomial must be 101.

    We shall find effectively p(x).

     

    restart;

    n:=100;

    100

    (1)

    p:= x -> add(a[k]*x^k, k=0..n+1):

    collect(expand( p(x+1) - p(x) - x^n ), x):

    S:=solve([coeffs(%,x)]):

    f:=unapply(expand(eval(p(1-x)-p(x), S)), x);

    proc (x) options operator, arrow; (94598037819122125295227433069493721872702841533066936133385696204311395415197247711/16665)*x-37349543370098022593228114650521983084038207650677468129990678687496120882031450*x^3-1185090416633200*x^87+5974737180020*x^89-(86465082200/3)*x^91+133396340*x^93-597520*x^95+2695*x^97-(50/3)*x^99+x^100-(2/101)*x^101+(16293234618989521508515025064456465992824384487957638029599182473343901462949018943/221)*x^5-69298763242215246970576715450882718421982355083931952097853888722419955069286800*x^7+(113991896447569512043394769396957538374962221763587431560580742819193991151970540/3)*x^9-(450021969146981792096716260960657763583495746057337083106755737535521294639081800/33)*x^11+3451079104335626303615205945922095523722898887765464179344409464422173275181060*x^13-648776866983969889704838151840901241863730925272452260127881376737469460326640*x^15+(1224135636503373678241493336115166408006020118605202014423201964267584789018590/13)*x^17-(32609269812588448517851078111423700053874956628293000710950261666057691492700/3)*x^19+(17369174852688147212979009419766100341356836811271344020859968314555332168046/17)*x^21-79714896335448291043424751268405443765709493999285019374276097663327217200*x^23+(26225149723490747954239730131127580683873943002539194987613420614551124468/5)*x^25-294965074792241210541282428184641838437329968596736990461830398732050600*x^27+(186430797065926226062569133543332579493666384095775768758650822594552980/13)*x^29-608766986011732859031810279841713016991034114339196337222615083429200*x^31+22758671683254934243234770245768111655371809025564559292966948184145*x^33-755022138514287934394628273773230341731572817528392747252537299270*x^35+(380420681562789081339436627697748498619486609696130138245054547645/17)*x^37-596110444235534895977389751553577405150617862905657345084592800*x^39+(186546013247587274869312959605954587283787420112828231587660264/13)*x^41-313678397368440441190125909536848768199325715147747522784400*x^43+6254306446857003025144445909566034709396500424382183891144*x^45-114204496639521606716779723226539643746613722246036949600*x^47+1916927215404111401325904884511116319416726263341690260*x^49-29677354167404548158728688629916697559643435320275800*x^51+(93950257927474972838978328999588595121346462082404180/221)*x^53-5650787690628744633775927032927548604440367748960*x^55+69888520126633344286255800412032531913013033640*x^57-806279422358340503473340514496960223283853200*x^59+8696895011389170857678332370276446830499368*x^61-87900576836101226420991143179656778525600*x^63+(10844299000116828980379757772973769420469/13)*x^65-7447304814595165455238549781183862150*x^67+(1065245686771269279784908613651828005/17)*x^69-497741911503981694520541768814800*x^71+3738596479537236832468307626580*x^73-26593490941061853727808593704*x^75+179403449737703736809514420*x^77-1149393958953185579079600*x^79+(21007540356807993839074/3)*x^81-(121855249152521399900/3)*x^83+(3818021878637120462/17)*x^85 end proc

    (2)

    plot(f, 0..1); # Visual check: f(x)>0 for 0<x<1/2

     

    f(0), f(1/4), f(1/2);

    0, 2903528346661097497054603834764435875077553006646158945080492319146997643370625023889353447129967354174648294748510553528692457632980625125/3213876088517980551083924184682325205044405987565585670602752, 0

    (3)

    sturm(f(x), x, 0, 1/2);

    1

    (4)

    So, the polynomial f has a unique zero in the interval (0, 1/2]. Since f(1/2) = 0  and f(1/4) > 0, it results that  f > 0 in the interval  (0, 1/2). Q.E.D.

     

    Download imc2020-1-4.mw

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