BENG 221

Lecture 1
Introduction
BENG 221
Mathematical Methods in Bioengineering
Overview

Ordinary
Differential
Equations

Linear
Time-Invariant
Systems
Lecture 1
Eigenmodes

Convolution and
Introduction
Response
Functions ODEs and Linear Systems
Further Reading

Gert Cauwenberghs
Department of Bioengineering
UC San Diego
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BENG 221
Course Objectives
Lecture 1
Introduction

Overview

Ordinary
1. Acquire methods for quantitative analysis and prediction of
Differential
Equations
biophysical processes involving spatial and temporal
Linear
dynamics:
Time-Invariant
Systems
I Derive partial differential equations from physical principles;
Eigenmodes
I Formulate boundary conditions from physical and operational
Convolution and constraints;
Response
Functions
I Use engineering mathematical tools of linear systems
Further Reading
analysis to find a solution or a class of solutions;
2. Learn to apply these methods to solve engineering problems
in medicine and biology:
I Formulate a bioengineering problem in quantitative terms;
I Simplify (linearize) the problem where warranted;
I Solve the problem, interpret the results, and draw conclusions
to guide further design.
3. Enjoy!

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BENG 221
Today’s Coverage:
Lecture 1
Introduction

Overview

Ordinary
Differential
Equations

Linear
Ordinary Differential Equations
Time-Invariant
Systems

Eigenmodes

Convolution and
Response
Linear Time-Invariant Systems
Functions

Further Reading

Eigenmodes

Convolution and Response Functions

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BENG 221
ODE Problem Formulation
Lecture 1
Introduction

Solve for the dynamics of n variables x1 (t), x2 (t), . . . xn (t) in time

Overview

Ordinary
(or other ordinate) t described by m differential equations:
Differential
Equations
ODE
Linear
Time-Invariant
Systems

Eigenmodes
d k x1

dx1
Convolution and Fi x1 , ,... ,...
Response
Functions
dt dt k
Further Reading dx2 d k x2
x2 , ,... ,... (1)
dt dt k
d k xn

dxn
xn , ,... = 0
dt dt k

for i = 1, . . . m, where m ≤ n and k ≤ n. Solutions are generally

not unique. A unique solution, or a reduced set of solutions, is
determined by specifying initial or boundary conditions on the
variables.
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BENG 221
ODE Examples
Lecture 1
Introduction

Overview Kinetics of mass m with potential V (x):

Ordinary
Differential  2
Equations 1 dx
Linear
m + V (x) = 0 (2)
Time-Invariant 2 dt
Systems

Eigenmodes

Convolution and
Response
Two masses with coupled potential V (x):
Functions
 2  2
Further Reading
1 dx1 1 dx2
m1 + m2 + V (x1 , x2 ) = 0 (3)
2 dt 2 dt

Second order nonlinear ODE:

2
d 2x

1 dx
x 2 = (4)
dt 2 dt

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BENG 221
ODE in Canonical Form
Lecture 1
Introduction

In canonical form, a set of n ODEs specify the first order

Overview derivatives of each of n single variables in the other variables,
Ordinary without coupling between derivatives or to higher order
Differential
Equations derivatives:
Linear
Time-Invariant Canonical ODE
Systems

Eigenmodes

Convolution and
Response dx1
Functions = f1 (x1 , x2 , . . . xn )
Further Reading dt
dx2
= f2 (x1 , x2 , . . . xn ) (5)
dt
..
.
dxn
= fn (x1 , x2 , . . . xn ).
dt

Not every system of ODEs can be formulated in canonical form.

An important class of ODEs that can be formulated in canonical
form are linear ODEs.
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BENG 221
Canonical ODE Examples
Lecture 1
Introduction

Overview

Ordinary
Differential
Equations Amplitude stabilized quadrature oscillator:
Linear
Time-Invariant  dx
Systems
dt = −y − (x 2 + y 2 − 1) x
dy (6)
Eigenmodes
dt = x − (x 2 + y 2 − 1) y
Convolution and
Response
Functions

Further Reading Any first-order canonical ODE without explicit time dependence
can be solved by separation of variables, e.g.,

dx
= (1 + x 2 )/x (7)
dt

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BENG 221
Initial and Boundary Conditions
Lecture 1
Introduction

Overview
Initial conditions are values for the variables, and some of their
Ordinary
derivatives of various order, specified at one initial point in time
Differential
Equations
t0 , e.g., t = 0:
Linear
Time-Invariant IC
Systems

Eigenmodes

Convolution and d i xj
Response (0) = cij , i = 0, . . . m, j = 1, . . . n. (8)
Functions dt i
Further Reading

Boundary conditions are more general conditions linking the

variables, and/or their first and higher derivatives, at one or
several points in time tk :
BC

d i xj
gl (. . . , (tk ), . . .) = 0. (9)
dt i

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BENG 221
ICs in Canonical Form
Lecture 1
Introduction

Overview

Ordinary For ODEs in canonical form, initial conditions for each of the
Differential
Equations variables are specified at initial time t0 , e.g., t = 0:
Linear
Time-Invariant
Systems
Canonical IC
Eigenmodes

Convolution and
Response
Functions x1 (0) = c1
Further Reading
x2 (0) = c2 (10)
..
.
xn (0) = cn

ICs for first or higher order derivatives are not required for
canonical ODEs.

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BENG 221
Linear Canonical ODEs
Lecture 1
Introduction
Linear time-invariant (LTI) systems can be described by linear
canonical ODEs with constant coefficients:
Overview

Ordinary LTI ODE

Differential
Equations

Linear dx
Time-Invariant
Systems
=Ax+b (11)
dt
Eigenmodes

Convolution and
Response with x = (x1 , . . . xn )T , and with linear initial conditions:
Functions

Further Reading LTI IC

x(0) = e (12)

or linear boundary conditions at two, or more generally several,

time points:
LTI BC

C x(0) + D x(T ) = e (13)

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BENG 221
LTI Systems ODE Examples
Lecture 1
Introduction

Overview

Ordinary
Differential
Examples abound in biomechanical and electromechanical
Equations systems (including cardiovascular system, and MEMS
Linear
Time-Invariant
biosensors), and more recently bioinformatics and systems
Systems
biology.
Eigenmodes
A classic example is the harmonic oscillator (k = 0), and more
Convolution and
Response generally the damped oscillator or resonator:
Functions

Further Reading
 du
dt = v
(14)
m dv
dt = −k u − γ v + fext

where u represents some physical form of deflection, and v its

velocity. Typical parameters include mass/inertia m, stiffness k ,
and friction γ. The inhomogeneous term fext represents an
external force acting on the resonator.

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BENG 221
LTI Homogeneous ODEs
Lecture 1
Introduction
In general, LTI ODEs are inhomogeneous. Homogeneous LTI
ODEs are those for which x ≡ 0 is a valid solution. This is the
Overview
case for LTI ODEs with zero driving force b = 0 and zero IC/BC:
Ordinary
Differential
Equations LTI Homogeneous ODE
Linear
Time-Invariant
Systems
dx
Eigenmodes =Ax (15)
Convolution and
dt
Response
Functions

Further Reading LTI Homogeneous IC

C x(0) = 0 (16)

LTI Homogeneous BC

C x(0) + D x(T ) = 0. (17)

Eigenmodes, arbitrarily scaled non-trivial solutions x 6= 0, exist

1.12 for under-determined IC/BC (rank-deficient C and D).
BENG 221
Eigenmode Analysis
Lecture 1
Introduction

Overview

Ordinary
Differential
Eigenvalue-eigenvector decomposition of the matrix A yields the
Equations eigenmodes of LTI homogeneous ODEs. Let:
Linear
Time-Invariant
Systems A xi = λi xi (18)
Eigenmodes

Convolution and
Response
with eigenvectors xi and corresponding eigenvalues λi . Then
Functions

Further Reading Eigenmodes

x(t) = ci xi eλi t (19)

are eigenmode solutions to the LTI homogeneous ODEs (15) for

any scalars ci . There are n such eigenmodes, where n is the
rank of A (typically, the number of LTI homogeneous ODEs).

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BENG 221
Orthonormality and Inhomogeneous IC/BCs
Lecture 1
Introduction

Overview
The general solution is expressed as a linear combination of
Ordinary
eigenmodes:
Differential Xn
Equations
x(t) = ci xi eλi t (20)
Linear
Time-Invariant i=1
Systems

Eigenmodes The set of eigenvectors xi is orthonormal:

Convolution and

xTi xj = δij
Response
Functions (21)
Further Reading

so that the solution to the homogeneous ODEs (15) with

inhomogeneous ICs (12) reduces to cj = xTj x(0), or:

LTI inhomogenous IC solution

n
X
x(t) = xTi x(0) xi eλi t (22)
i=1

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BENG 221
Superposition and Time-Invariance
Lecture 1
Introduction

Overview
Linear time-invariant (LTI) homogeneous ODE systems satisfy
Ordinary
Differential the following useful properties:
Equations

Linear
Time-Invariant
LTI ODE
Systems

Eigenmodes 1. Superposition: If x(t) and y(t) are solutions, then

Convolution and
Response
A x(t) + B y(t) must also be solutions for any constant A
Functions and B.
Further Reading
2. Time Invariance: If x(t) is a solution, then so is x(t + ∆t) for
any time displacement ∆t.

An important consequence is that solutions to LTI

inhomogeneous ODEs are readily obtained from solutions to the
homogeneous problem through convolution. This observation is
the basis for extensive use of the Laplace and Fourier transforms
to study and solve LTI problems in engineering.

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BENG 221
Impulse Response and Convolution
Lecture 1
Introduction

Overview
Let h(t) the impulse response of a LTI system to a delta Dirac
Ordinary
function at time zero:
Differential
Equations
dh
Linear = L(h) + δ(t) (23)
Time-Invariant dt
Systems

Eigenmodes then, owing to the principle of superposition and time invariance,

Convolution and
Response
the response u(t) to an arbitrary stimulus over time f (t)
Functions

Further Reading du
= L(u) + f (t) (24)
dt
is given by:
Convolution

Z +∞
u(t) = f (θ) h(t − θ) dθ. (25)
−∞

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BENG 221
Fourier Transfer Function
Lecture 1
Introduction

Overview

Ordinary
Linear convolution in the time domain (25)
Differential
Equations Z +∞
Linear
Time-Invariant
u(t) = f (θ) h(t − θ) dθ
Systems −∞
Eigenmodes

Convolution and
transforms to a linear product in the Fourier domain:
Response
Functions

Further Reading
U(jω) = F (jω) H(jω) (26)

where Z +∞
U(jω) = F(u(t)) = u(θ) e−jωθ dθ (27)
−∞

is the Fourier transform of u.

The transfer function H(jω) is the Fourier transform of the
impulse response h(t).

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BENG 221
Laplace Transfer Function
Lecture 1
Introduction

Overview

Ordinary
Differential For causal systems
Equations

Linear
Time-Invariant h(t) ≡ 0 for t <0 (28)
Systems

Eigenmodes
the identical product form (26)
Convolution and
Response
Functions
U(s) = F (s) H(s) (29)
Further Reading

holds also for the Laplace transform

Z +∞
U(s) = L(u(t)) = u(θ) e−sθ dθ (30)
0

where s = jω.

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BENG 221
Bibliography
Lecture 1
Introduction

Overview

Ordinary
Differential
Equations

Linear
Time-Invariant
Systems

Eigenmodes
Wikipedia, Ordinary Differential Equation,
Convolution and
Response http://en.wikipedia.org/wiki/Ordinary_differential_equation.
Functions

Further Reading Wikipedia, LTI System Theory,

http://en.wikipedia.org/wiki/LTI_system_theory.

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