Mathematics for Engineers Name:

Final Exam
November 2017
Time Limit: 90 Minutes

This exam contains 5 pages (including this cover page) and 4 exercises.
Total of points is 50.

Grade Table (for teacher use only)

Question Points Score
1 15
2 15
3 10
4 10
Total: 50

1. (15 points) Taylor series and eigenvalue decomposition

Figure 1: Geometry of the double pendulum considered.

The system we consider is that of the double pendulum, a relatively simple mechanical
system that nonetheless exhibits very complex dynamics. Figure 1 depicts a representa-
tion of such a system. Its dynamics are governed by the following set of two non-linearly
coupled second-order ordinary differential equations
m2 l2 m2 l2 2 g
θ̈1 = − θ̈2 cos(θ1 − θ2 ) − θ̇2 sin(θ1 − θ2 ) − sin(θ1 )
(m1 + m2 ) l1 (m1 + m2 ) l1 l1
(1)
l1 l1 2 g
θ̈2 = − θ̈1 cos(θ1 − θ2 ) + θ̇1 sin(θ1 − θ2 ) − sin(θ2 ).
l2 l2 l2
Mathematics for Engineers Final Exam - Page 2 of 5 November 2017

Assuming that

m2 l2 g g
α= β= γ= δ= ,
m1 + m2 l1 l1 l2

the previous set of equations can be more compactly re-written as

θ̈1 = −αβ θ̈2 cos(θ1 − θ2 ) − αβ θ̇22 sin(θ1 − θ2 ) − γ sin(θ1 )

1 1 (2)
θ̈2 = − θ̈1 cos(θ1 − θ2 ) + θ̇12 sin(θ1 − θ2 ) − δ sin(θ2 ).
β β
The objective of the present exercise is to use Taylor expansions and eigenvalue decom-
position as to get a better understanding of the influence of the parameters α, β, γ and
δ on the natural frequencies of the system.
(a) (5 points) Equations (2) involve trigonometric functions that may obscur the role
of the nonlinearities in the dynamics of the system. Based on Taylor expansions of
cos(θ1 − θ2 ), sin(θ1 − θ2 ), sin(θ1 ) and sin(θ2 ), approximate equations (2) as a set of
two nonlinearly coupled second-order ordinary differential equations involving only
linear and quadratic terms.
Hint: The Taylor expansion of a function f : R2 → R is given by
∂f ∂f
f (x, y) = f (x0 , y0 ) + (x − x0 ) + (y − y0 ) + · · ·
∂x ∂y

(b) (5 points) Assuming that the oscillations of the two pendulums are small, i.e.
ai  1 ∀i, one can neglect the nonlinear terms of the system derived above. Show
that, under this assumption of infinitesimal oscillations, the dynamics of the dou-
ble pendulum are governed by a set of two linearly coupled second-order ordinary
differential equations of the form

M ä + La = 0 (3)
 T
where a = θ1 θ2 . Give the expression of M and L.
(c) (5 points) The solution to (3) are of the form a ∝ eiωt , where ω is the eigenfrequency
of the system and i2 = −1. Injecting this ansatz into (3) results in the following
generalized eigenvalue problem

(L − ω 2 M )â = 0. (4)

Express ω 2 as a function of α, β, γ and δ.

Hint: The eigenvalues ω 2 are solution to det(L − ω 2 M ) = 0.
Mathematics for Engineers Final Exam - Page 3 of 5 November 2017

θi (t)
0
θ1
−1
θ2

0 20 40 60 80 100
t

Figure 2: Evolution of θ1 and θ2 for an unknown set of parameters (α, γ, δ).

2. (15 points) Least-squares

System identification is a particularly active area of research. In its simplest form, its
aims is to infer the parameters of the equations governing the dynamics of the system
under scrutiny solely based on measurements of its state vector. In this exercise, we will
consider the same double pendulum system as before. Figure 2 depicts a typical time
evolution of θ1 (t) and θ2 (t) for a given set of initial conditions and parameters (α, β, γ, δ).
Given these time series, the objective of this exercise is to determine by means of least-
squares analysis the four coefficients that characterize the present double pendulum. In
the rest of this exercise, we will assume for the sake of simplicity that the dynamics of
the double pendulum system are given by

θ̈1 = −αθ̈2 − γθ1

(5)
θ̈2 = −θ̈1 − δθ2 .

These equations are linear in the parameters (α, γ, δ). Given time series of θ1 , θ2 , θ̈1 and
θ̈2 , the equation for θ̈1 can be written as
   
θ̈1 (t1 ) θ̈2 (t1 ) θ1 (t1 )
θ̈ (t ) θ̈ (t ) θ (t )
 1 2   2 2 1 2 
 
θ̈1 (t3 ) θ̈2 (t3 ) θ1 (t3 ) α
  
 = − (6)
θ̈1 (t4 ) θ̈2 (t4 ) θ1 (t4 ) γ
 
   
θ̈1 (t5 ) θ̈2 (t5 ) θ1 (t5 )
θ̈1 (t6 ) θ̈2 (t6 ) θ1 (t6 )

where α and γ are the two parameters one aims to infer from the measurements reported
in table 1.
(a) (5 points) Using the measurements reported in table 1, solve equation (6) for α and
γ.
(b) (5 points) Based on the equation governing the dynamics of θ̈2 , write down the
least-squares problem one needs to solve to infer the coefficient δ and solve it.
(c) (5 points) Using the formula you have derived analytically in the previous exercise,
estimate what the eigenfrequencies of the double pendulum are using the values of
Mathematics for Engineers Final Exam - Page 4 of 5 November 2017

t1 t2 t3 t4 t5 t6
θ1 1.05 0.81 −0.55 −0.25 0.40 −0.66
θ2 1.60 1.21 −0.61 −0.40 0.79 −0.71
θ̈1 −0.51 −0.41 0.48 0.09 −0.015 0.61
θ̈2 −1.1 −0.80 0.12 0.30 −0.78 0.1

Table 1: Values of θ1 , θ2 , θ̈1 and θ̈2 obtained experimentally at six instants of time.

α, γ and δ you have inferred using least-squares. Looking at the evolution of θ1 and
θ2 depicted on figure 1, does this estimate seem reasonable?

3. (10 points) Scalar and vector products

Figure 3: Representation of the two vectors considered.

Given an orthornomal basis b = (ex , ey , ez ), the points A and B (see figure 3) are defined
such that
−→ −−→
kOAk = a kOBk = b with (a, b) ∈ R2
(a) (2 points) Give the properties defining the scalar product.
(b) (2 points) Give the properties defining the vector cross product.

−→ −−→
(c) (1 point) Give the coordinates of vectors OA and OB in the reference frame (O, b)
in terms of a, b, α and β.
−→ −−→
(d) (1 point) Express the scalar product OA · OB.
−→ −−→
(e) (1 point) Express the vector cross product OA × OB.
−→
(f) (2 points) Express the dual skew vector Wa associated to OA.

4. (10 points) Matrices, Eigenvalues and Singular values

(a) (5 points) Let us consider the matrix
 
2 2 −1
A = 1 3 −1
1 4 −2
Mathematics for Engineers Final Exam - Page 5 of 5 November 2017

• Express its characteristic polynomial as a function of its three invariants.

• Compute its eigenvalues and eigenvectors.
T
(b) (5 points)
 Verify that, if we compute the SVD A = U ΣV of the Fibonacci matrix
1 1
A= , one would obtain
1 0
√ 
1+ 5
0
Σ= 2 √
 
5−1

0
2