Differential equations and SageMath

The files below were on my teaching page when I was a college teacher. Since I retired, they disappeared. Samuel Lelièvre found an archived copy on the web, so I’m posting them here.

The files are licensed under the Attribution-ShareAlike Creative Commons license.

  1. Partial fractions handout, pdf
  2. Introduction to matrix determinants handout, pdf
  3. Impulse-response handout, pdf
  4. Introduction to ODEs, pdf
  5. Initial value problems, pdf
  6. Existence and uniqueness, pdf
  7. Euler’s method for numerically approximating solutions to DEs, pdf.
    Includes both 1st order DE case (with Euler and improved Euler) and higher order DE and systems of DEs cases, without improved Euler.
  8. Direction fields and isoclines, pdf
  9. 1st order ODEs, separable and linear cases, pdf
  10. A falling body problem in Newtonian mechanics, pdf
  11. A mixing problem, pdf
  12. Linear ODEs, I, pdf
  13. Linear ODEs, II, pdf
  14. Undetermined coefficients for non-homogeneous 2nd order constant coefficient ODEs, pdf
  15. Variation of parameters for non-homogeneous 2nd order constant coefficient ODEs, pdf.
  16. Annihilator method for non-homogeneous 2nd order constant coefficient ODEs, pdf.
    I found students preferred (the more-or-less equivalent) undetermined coefficient method, so didn’t put much effort into these notes.
  17. Springs, I, pdf
  18. Springs, II, pdf
  19. Springs, III, pdf
  20. LRC circuits, pdf
  21. Power series methods, I, pdf
  22. Power series methods, II, pdf
  23. Introduction to Laplace transform methods, I, pdf
  24. Introduction to Laplace transform methods, II, pdf
  25. Lanchester’s equations modeling the battle between two armies, pdf
  26. Row reduction/Gauss elimination method for systems of linear equations, pdf.
  27. Eigenvalue method for homogeneous constant coefficient 2×2 systems of 1st order ODEs, pdf.
  28. Variation of parameters for first order non-homogeneous linear constant coefficient systems of ODEs, pdf.
  29. Electrical networks using Laplace transforms, pdf
  30. Separation of variables and the Transport PDE, pdf
  31. Fourier series, pdf.
  32. one-dimensional heat equation using Fourier series, pdf.
  33. one-dimensional wave equation using Fourier series, pdf.
  34. one-dimensional Schroedinger’s wave equation for a “free particle in a box” using Fourier series, pdf.
  35. All these lectures collected as one pdf (216 pages).
    While licensed Attribution-ShareAlike CC, in the US this book is in the public domain, as it was written while I was a US federal government employee as part of my official duties. A warning – it has lots of typos. The latest version, written with Marshall Hampton, is a JHUP book, much more polished, available on amazon and the JHUP website. Google “Introduction to Differential Equations Using Sage”.

Course review: pdf

Love, War, and Zombies, pdf
This set of slides is of a lecture I would give if there was enough time towards the end of the semester

Linear systems of graphs in Sage

Let \Gamma be a graph. A divisor on \Gamma is an element of the free group generated by the vertices V, {\mathbb{Z}}[V].

We say that divisors D and D^\prime are linearly equivalent and write D \sim D^\prime if D^\prime-D is a principal divisor, i.e., if D^\prime = D + \text{div}(f) for some function f : V \rightarrow {\mathbb{Z}}. Note that if D and D^\prime are linearly equivalent, they must have the same degree, since the degree of every principal divisor is 0. Divisors of degree 0 are linearly equivalent if and only if they determine the same element of the Jacobian. If D is a divisor of degree 0, we denote by [D] the element of the Jacobian determined by D. A divisor D is said to be effective if D(v) \geq 0 for all vertices v. We write D \geq 0 to mean that D is effective. The linear system associated to a divisor D is the set

|D| = \{ D^\prime \in \text{Div}(\Gamma ) : D^\prime \geq 0 \text{ and } D^\prime \sim D\},

i.e., |D| is the set of all effective divisors linearly equivalent to D. Note that if D_1 \sim D_2, then |D_1| = |D_2|. We note also that if \text{deg}(D)<0, then |D| must be empty.

Sage can be used to compute the linear system of any divisor on a graph.

def linear_system(D, Gamma):
    """
    Returns linear system attached to the divisor D.

    EXAMPLES:
        sage: Gamma2 = graphs.CubeGraph(2)
        sage: Gamma1 = Gamma2.subgraph(vertices = ['00', '01'], edges = [('00', '01')])
        sage: f = [['00', '01', '10', '11'], ['00', '01', '00', '01']]
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f)
        True
        sage: PhiV = matrix_of_graph_morphism_vertices(Gamma1, Gamma2, f); PhiV
        [1 0 1 0]
        [0 1 0 1]
        sage: D = vector([1,0,0,1])
        sage: PhiV*D
        (1, 1)
        sage: linear_system(PhiV*D, Gamma1)
        [(2, 0), (1, 1), (0, 2)]
        sage: linear_system(D, Gamma2)
        [(0, 2, 0, 0), (0, 0, 2, 0), (1, 0, 0, 1)]
        sage: [PhiV*x for x in linear_system(D, Gamma2)]
        [(0, 2), (2, 0), (1, 1)]

    """
    Q = Gamma.laplacian_matrix()
    CS = Q.column_space()
    N = len(D.list())
    d = sum(D.list())
    #print d
    lin_sys = []
    if d < 0:
        return lin_sys
    if (d == 0) and (D in CS):
        lin_sys = [CS(0)]
        return lin_sys
    elif (d == 0):
        return lin_sys
    S = IntegerModRing(d+1)^N
    V = QQ^N
    for v in S:
        v = V(v)
        #print D-v,v,D
        if D-v in CS:
            lin_sys.append(v)
    return lin_sys

 

Differential calculus using Sagemath

Granville’s classic text book Elements of the Differential and Integral Calculus fell into the public domain and then much of it (but not all, at the time of this writing) was scanned into wikisource primarily by R. J. Hall. Granville’s entire book contains material on differential, integral, and even multivariable calculus. The material in the subset here is restricted to differential calculus topics, though contains some material which might properly belong to an elementary differential geometry course. The above-mentioned wikisource document uses mathml and latex and some Greek letter fonts.

In particular, the existence of this document owes itself primarily to three great open source projects: TeX/LaTeX, Wikipedia, and Sagemath (http://www.sagemath.org). Some material from Sean Mauch’s public domain text on Applied Mathematics, was also included.

The current latex document is due to David Joyner, who is responsible for re-formatting, editing for readability, the correction (or introduction) of typos from the scanned version, and any extra material added (for example, the hyperlinked cross references, and the Sagemath material). Please email corrections to wdjoyner@gmail.com.

Though the original text of Granville is public domain, the extra material added in this version is licensed under the GNU Free Documentation License (please see the FDL) as is most of Wikipedia.

Acknowledgements: I thank the following readers for reporting typos: Mario Pernici, Jacob Hicks.

Now available from amazon.com for $20 (not including shipping).

Discrete Fourier transforms using Sagemath

Here are some Sagemath examples for DFTs, DCTs, and DST’s. You can try copying and pasting them into the Sagemath cloud, for example.

The Sagemath dft command applies to a sequence S indexed by a set J computes the un-normalized DFT: (in Python)

[sum([S[i]*chi(zeta**(i*j)) for i in J]) for j in J]Here are some examples which explain the syntax:

sage: J = range(6)
sage: A = [ZZ(1) for i in J]
sage: s = IndexedSequence(A,J)
sage: s.dft(lambda x:x^2)
   Indexed sequence: [6, 0, 0, 6, 0, 0]
   indexed by [0, 1, 2, 3, 4, 5]
sage: s.dft()
   Indexed sequence: [6, 0, 0, 0, 0, 0]
   indexed by [0, 1, 2, 3, 4, 5]
sage: G = SymmetricGroup(3)
sage: J = G.conjugacy_classes_representatives()
sage: s = IndexedSequence([1,2,3],J) # 1,2,3 are the values of a class fcn on G
sage: s.dft()   # the "scalar-valued Fourier transform" of this class fcn
    Indexed sequence: [8, 2, 2]
    indexed by [(), (1,2), (1,2,3)]
sage: J = AbelianGroup(2,[2,3],names='ab')
sage: s = IndexedSequence([1,2,3,4,5,6],J)
sage: s.dft()   # the precision of output is somewhat random and arch. dependent.
    Indexed sequence: [21.0000000000000, -2.99999999999997 - 1.73205080756885*I, -2.99999999999999 + 1.73205080756888*I, -9.00000000000000 + 0.0000000000000485744257349999*I, -0.00000000000000976996261670137 - 0.0000000000000159872115546022*I, -0.00000000000000621724893790087 - 0.0000000000000106581410364015*I]                
     indexed by Multiplicative Abelian Group isomorphic to C2 x C3
sage: J = CyclicPermutationGroup(6)
sage: s = IndexedSequence([1,2,3,4,5,6],J)
sage: s.dft()   # the precision of output is somewhat random and arch. dependent.
    Indexed sequence: [21.0000000000000, -2.99999999999997 - 1.73205080756885*I, -2.99999999999999 + 1.73205080756888*I, -9.00000000000000 + 0.0000000000000485744257349999*I, -0.00000000000000976996261670137 - 0.0000000000000159872115546022*I, -0.00000000000000621724893790087 - 0.0000000000000106581410364015*I]
     indexed by Cyclic group of order 6 as a permutation group
sage: p = 7; J = range(p); A = [kronecker_symbol(j,p) for j in J]
age: s = IndexedSequence(A,J)
sage: Fs = s.dft()
sage: c = Fs.list()[1]; [x/c for x in Fs.list()]; s.list()
     [0, 1, 1, -1, 1, -1, -1]
     [0, 1, 1, -1, 1, -1, -1]

 

The DFT of the values of the quadratic residue symbol is itself, up to a constant factor (denoted c on the last line above).

Here is a 2nd example:

sage: J = range(5)
sage: A = [ZZ(1) for i in J]
sage: s = IndexedSequence(A,J)
sage: fs = s.dft(); fs
  Indexed sequence: [5, 0, 0, 0, 0]
   indexed by [0, 1, 2, 3, 4]
sage: it = fs.idft(); it
  Indexed sequence: [1, 1, 1, 1, 1]
   indexed by [0, 1, 2, 3, 4]
age: it == s
True
sage: t = IndexedSequence(B,J)
sage: s.convolution(t)
 [1, 2, 3, 4, 5, 4, 3, 2, 1]

Here is a 3rd example:

sage: J = range(5)
sage: A = [exp(-2*pi*i*I/5) for i in J]
sage: s = IndexedSequence(A,J)
sage: s.dct()    # discrete cosine
   Indexed sequence: [2.50000000000011 + 0.00000000000000582867087928207*I, 2.50000000000011 + 0.00000000000000582867087928207*I, 2.50000000000011 + 0.00000000000000582867087928207*I, 2.50000000000011 + 0.00000000000000582867087928207*I, 2.50000000000011 + 0.00000000000000582867087928207*I]
    indexed by [0, 1, 2, 3, 4]
sage: s.dst()        # discrete sine
  Indexed sequence: [0.0000000000000171529457304586 - 2.49999999999915*I, 0.0000000000000171529457304586 - 2.49999999999915*I, 0.0000000000000171529457304586 - 2.49999999999915*I, 0.0000000000000171529457304586 - 2.49999999999915*I, 0.0000000000000171529457304586 - 2.49999999999915*I]
   indexed by [0, 1, 2, 3, 4]

Here is a 4th example:

sage: I = range(3)
sage: A = [ZZ(i^2)+1 for i in I]
sage: s = IndexedSequence(A,I)
sage: P1 = s.plot()
sage: P2 = s.plot_histogram()

P1 and P2 are displayed below:

The plots of P1

The plot of P1

The plot of P2

The plot of P2

Examples of graph-theoretic harmonic maps using Sage

In the case of simple graphs (without multiple edges or loops), a map f between graphs \Gamma_2 = (V_2,E_2) and \Gamma_1 = (V_1, E_1) can be uniquely defined by specifying where the vertices of \Gamma_2 go. If n_2 = |V_2| and n_1 = |V_1| then this is a list of length n_2 consisting of elements taken from the n_1 vertices in V_1.

Let’s look at an example.

Example: Let \Gamma_2 denote the cube graph in {\mathbb{R}}^3 and let \Gamma_1 denote the “cube graph” (actually the unit square) in {\mathbb{R}}^2.

This is the 3-diml cube graph

This is the 3-diml cube graph \Gamma_2 in Sagemath

The cycle graph on 4 vertices

The cycle graph \Gamma_1 on 4 vertices (also called the cube graph in 2-dims, created using Sagemath.

We define a map f:\Gamma_2\to \Gamma_1 by

f = [[‘000’, ‘001’, ‘010’, ‘011’, ‘100’, ‘101’, ‘110’, ‘111’], [“00”, “00”, “01”, “01”, “10”, “10”, “11”, “11”]].

Definition: For any vertex v of a graph \Gamma, we define the star St_\Gamma(v) to be a subgraph of \Gamma induced by the edges incident to v. A map f : \Gamma_2 \to \Gamma_1 is called harmonic if for all vertices v' \in V(\Gamma_2), the quantity

|\phi^{-1}(e) \cap St_{\Gamma_2}(v')|

is independent of the choice of edge e in St_{\Gamma_1}(\phi(v')).

 
Here is Python code in Sagemath which tests if a function is harmonic:

def is_harmonic_graph_morphism(Gamma1, Gamma2, f, verbose = False):
    """
    Returns True if f defines a graph-theoretic mapping
    from Gamma2 to Gamma1 that is harmonic, and False otherwise. 

    Suppose Gamma2 has n vertices. A morphism 
              f: Gamma2 -> Gamma1
    is represented by a pair of lists [L2, L1],
    where L2 is the list of all n vertices of Gamma2,
    and L1 is the list of length n of the vertices
    in Gamma1 that form the corresponding image under
    the map f.

    EXAMPLES:
        sage: Gamma2 = graphs.CubeGraph(2)
        sage: Gamma1 = Gamma2.subgraph(vertices = ['00', '01'], edges = [('00', '01')])
        sage: f = [['00', '01', '10', '11'], ['00', '01', '00', '01']]
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f)
        True
        sage: Gamma2 = graphs.CubeGraph(3)
        sage: Gamma1 = graphs.TetrahedralGraph()
        sage: f = [['000', '001', '010', '011', '100', '101', '110', '111'], [0, 1, 2, 3, 3, 2, 1, 0]]
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f)
        True
        sage: Gamma2 = graphs.CubeGraph(3)
        sage: Gamma1 = graphs.CubeGraph(2)
        sage: f = [['000', '001', '010', '011', '100', '101', '110', '111'], ["00", "00", "01", "01", "10", "10", "11", "11"]]
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f)
        True
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f, verbose=True)
        This [, ]] passes the check: ['000', [1, 1]]
        This [, ]] passes the check: ['001', [1, 1]]
        This [, ]] passes the check: ['010', [1, 1]]
        This [, ]] passes the check: ['011', [1, 1]]
        This [, ]] passes the check: ['100', [1, 1]]
        This [, ]] passes the check: ['101', [1, 1]]
        This [, ]] passes the check: ['110', [1, 1]]
        This [, ]] passes the check: ['111', [1, 1]]
        True
        sage: Gamma2 = graphs.TetrahedralGraph()
        sage: Gamma1 = graphs.CycleGraph(3)
        sage: f = [[0,1,2,3],[0,1,2,0]]
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f)
        False
        sage: is_harmonic_graph_morphism(Gamma1, Gamma2, f, verbose=True)
        This [, ]] passes the check: [0, [1, 1]]
        This [, ]] fails the check: [1, [2, 1]]
        This [, ]] fails the check: [2, [2, 1]]
        False

    """
    V1 = Gamma1.vertices()
    n1 = len(V1)
    V2 = Gamma2.vertices()
    n2 = len(V2)
    E1 = Gamma1.edges()
    m1 = len(E1)
    E2 = Gamma2.edges()
    m2 = len(E2)
    edges_in_common = []
    for v2 in V2:
        w = image_of_vertex_under_graph_morphism(Gamma1, Gamma2, f, v2)
        str1 = star_subgraph(Gamma1, w)
        Ew = str1.edges()
        str2 = star_subgraph(Gamma2, v2)
        Ev2 = str2.edges()
        sizes = []
        for e in Ew:
            finv_e = preimage_of_edge_under_graph_morphism(Gamma1, Gamma2, f, e)
            L = [x for x in finv_e if x in Ev2]
            sizes.append(len(L))
            #print v2,e,L
        edges_in_common.append([v2, sizes])
    ans = True
    for x in edges_in_common:
        sizes = x[1]
        S = Set(sizes)
        if S.cardinality()>1:
            ans = False
            if verbose and ans==False:
                print "This [, ]] fails the check:", x
        if verbose and ans==True:
            print "This [, ]] passes the check:", x
    return ans
            

For further details (e.g., code to

star_subgraph

, etc), just ask in the comments.