LinearODEs8
LinearODEs8
1 Higher Dimensions
It is time for us to tackle the idea of n-dimensional space a little more directly. Here
n-dimensional space refers to a geometric space Rn with n spatial dimensions, where
n can be any positive integer. For example, R1 is an infinite line, R2 is an infinite plane,
and R3 is a three-dimensional space that is infinite in all directions. When n ≥ 4, the
space Rn is said to be higher-dimensional.
Before we discuss the mathematics of higher-dimensional spaces, a few words about
philosophy are in order. There is a basic philosophical objection to higher-dimensional
spaces, which is that there are only three dimensions in the physical world. What does
it even mean to discuss the geometry of four or five-dimensional space if these spaces
don’t really exist?
The answer is that we don’t need these spaces to exist physically to be able
to talk about them. Four and five-dimensional spaces exist on the same level as
other mathematical objects, such as the number 10, the function f ( x ) x 2 , or the
interval [−1, 1]. None of these things have any real physical existence—they are
The philosophy of mathematics is the abstractions, which exist in the sense that they refer to certain aspects of real things.
branch of philosophy that considers the Thus we can have ten books, or the temperature can be ten degrees, but the number 10
reality of mathematical objects and the
nature of mathematical truth. itself isn’t real in any physical sense.
What four-dimensional space refers to is the set of possibilities for a system that
can be described by four real variables. For example, if a chemical reaction involves
four different reactants, then the concentrations ( C 1 , C2 , C 3 , C 4 ) of the reactants are an
ordered quadruple of real numbers. If a sector of the economy involves four goods,
then the prices ( p1 , p2 , p 3 , p4 ) of the goods are an ordered quadruple of real numbers.
In each case, the set of all possible values for this quadruple can be thought of as a
four-dimensional space, with each specific quadruple being a point in this space.
The reason we refer to Rn as a “space” is that we would like to extend our geometric
As with most statements in philosophy, intuition for R2 and R3 to higher dimensions as much as possible. It turns out that
the assertions being made here are hardly Rn is similar enough to R2 and R3 that it helps to think about it in geometric terms.
noncontroversial. For example, a
But when we refer to a quadruple such as (5, 3, 2, 7) as a “point” in R4 , we are really
mathematical platonist, who believes in
the independent reality of mathematical just making an analogy to points in R2 and R3 . Because higher-dimensional spaces
objects, would reject the notion that R4 is only exist in the abstract, we must always be very careful to define geometric terms
any less of a geometric space than the precisely before using them in this context. For example, the term “distance” seems
world that we live in.
self-explanatory in two and three dimensions, but for higher dimensions we must say
exactly what we mean by “distance” before we can use this concept.
Thus, our description of higher dimensions will include precise definitions of
many basic geometric concepts. In most cases, these definitions will be based on
the descriptions of these concepts that we obtained in R2 and R3 . For example,
the Pythagorean theorem is a theorem of Euclidean plane geometry, but in higher
dimensions it becomes part of the definition of distance.
(5, 3, 2, 7)
has 5 as its x1 -coordinate, 3 as its x 2 -coordinate, 2 as its x3 -coordinate, and 7 as its
x4 -coordinate.
Vectors in Rn
A vector in Rn is a column of n real numbers:
v1
v2
v .
..
v n
v1 w1 v1 + w1
v2 + w2 v2 + w2
... ... ..
.
v n + w n
vn wn
v1 kv1
v2 kv2
k . .
.. ..
v n kv n
Again, we imagine this as having the same geometric meaning that it does in R2 and R3 .
For example, multiplying a vector by 3 should increase its length by a factor of 3 without
changing this direction, and multiplying a vector by −2 should double its length and
make it point in the opposite direction.
There are n different standard basis vectors in Rn , which we denote e1 , e2 , . . . , en .
1 0 0
0 1 0
e1 . , e2 . , ..., en .
.. .. ..
0 0 1
HIGHER DIMENSIONS 3
Any vector v in Rn can be written as a linear combination of the standard basis vectors:
v v 1 e1 + v2 e2 + · · · + v n en .
EXAMPLE 1
Find the magnitude of the vector (2, 4, 2, 5) .
SOLUTION We have
√
q
(2, 4, 2, 5) 22 + 42 + 22 + 52 49 7
Note then that the magnitude |p| of a point p represents its distance from the origin.
EXAMPLE 2
Find the distance between the points (8, 7, 0, 3) and (3, 1, 4, 1) in R4 .
v · w v1 w1 + v2 w2 + · · · + v n w n
We can use dot product to define the angle between vectors. If v and w are nonzero
vectors in Rn , the angle between v and w is defined to be the value of θ between 0◦
and 180◦ that satisfies the equation
We say that v and w are orthogonal if v · w 0. Two nonzero vectors are orthogonal if
and only if the angle between them is 90◦ .
HIGHER DIMENSIONS 4
Though cross product as such only makes sense in R3 , there is a nice generalization of cross
product to any number of dimensions. This operation takes n − 1 vectors in Rn as input, and
outputs a new vector that is orthogonal to all of them. For example, if u, v, and w are vectors
in R4 , then the determinant
e1 e2 e3 e4
A similar formula works in Rn , with the
u1 u2 u3 u4
standard basis vectors e1 , e2 , . . . , en on
the first row of an n × n determinant, and v1 v2 v3 v4
the n − 1 input vectors on the remaining w1 w2 w3 w4
rows.
yields a vector c in R4 that is orthogonal to u, v, and w. Moreover, the magnitude of c is
precisely the volume of the (3-dimensional) parallelepiped in R4 determined by u, v, and w.
Interestingly, in the case of R2 this generalized cross product takes only a single vector v
as input, and is given by the formula
i j
( v y , −v x ) .
vx vy
The resulting vector has the same magnitude as v, but is turned 90◦ clockwise. Thus the
operation of turning a vector 90◦ can be thought of as a two-dimensional analog of cross
product!
EXAMPLE 3
Find the angle between the vectors (2, 3, 4, 5) and (3, 1, 2, 2) in R4 .
becomes √ √
27 54 18 cos θ.
√
Solving for cos θ and simplifying yields cos θ 3 2, and therefore θ 30◦ .
Geometry in Rn
Essentially all of the geometry that we know in R2 and R3 continues to work in Rn ,
assuming we interpret all of the geometric terms correctly using vectors. For example,
four points a, b, c, d in Rn are said to be the vertices of a parallelogram if
a Figure 2: Four points a, b, c, d are the
vertices of a parallelogram in d − c b − a. c − d b − a,
EXAMPLE 4
Figure 4 shows a square in R4 . Find the coordinates of the point p.
SOLUTION Let v and w be the parallel vectors shown in Figure 5. We can find w by
subtracting the endpoints:
a Figure 4: The square from Example 4. This gives us the direction of v. The magnitude of v is the side length of the square, which is
the distance between the two bottom points:
q
(6, 4, 8, 1) − (1, 9, 3, 6) (5, −5, 5, −5) 52 + (−5) 2 + 52 + (−5) 2 10.
a Figure 5: The vectors v and w. p (1, 9, 3, 6) + v (1, 9, 3, 6) + (5, −5, −5, 5) (6, 4, −2, 11)
EXERCISES
1 5
2 −1
2. Find the angle between the vectors and in R4 .
3 5
4 3
4. Find the area of the triangle in R4 with vertices (1, 1, 0, 0) , (0, 1, 1, 0) , and (0, 0, 1, 1) .
HIGHER DIMENSIONS 6
ax + b y + cz d,
where a, b, c, d are constants and the coefficients a, b, c are not all zero. Any such
equation defines a plane in R3 .
Here are some examples of linear equations and the corresponding planes:
• The equation z 0 defines the x y-plane in R3 , since the points on the x y-plane
are precisely those points whose z-coordinate is zero.
a Figure 1: The x y -plane and several
other horizontal planes. • If d is any constant, the equation z d defines a horizontal plane in R3 , which is
parallel to the x y-plane. Figure 1 shows several such planes.
In general, two planes that do not intersect are said to be parallel. Such planes can be
defined by equations having the same coefficients of x, y, and z, but different constant
terms, i.e.
ax + b y + cz d and ax + b y + cz e
a Figure 2: The xz-plane and several for d , e. No point ( x, y, z ) can simultaneously satisfy both of these equations, so two
parallel planes.
planes of this form do not intersect.
EXAMPLE 1
Find an equation for the plane that is parallel to the plane 4x + y + 2z 8 and goes through
the point (3, 1, 2) .
4x + y + 2z d
4x + y + 2z 17.
Note that the equation for a plane is not unique. For example, the planes defined
by the equations
are the same, since the second equation is just twice the first equation. In general, any
nonzero scalar multiple of the equation for a plane gives another equation for the same
plane.
PLANES AND HYPERPLANES 2
Intercepts
The intercepts of a plane are the locations at which the plane intersects the x, y, and z
axes. Most planes intersect each axis at exactly one point, and finding these intercepts
can help to give a sense of how a plane sits in space.
EXAMPLE 2
Find the points at which the plane 3x + 4y + 6z 12 intersects the three axes.
SOLUTION A point lies on the x-axis if and only if its y and z coordinates are both zero.
Thus, we can figure out where the plane intersects the x-axis by setting y and z equal to 0 and
then solving for x:
3x + 4 (0) + 6 (0) 12.
Solving for x gives x 4, so the plane intersects the x-axis at the point (4, 0, 0) .
A similar procedure can be used to determine the intersection with the y and z axes. In
particular, this plane intersects the y axis at the point (0, 3, 0) , and it intersects the z-axis at
a Figure 4: The plane 3x + 4y + 6z 12. the point (0, 0, 2) , as shown in Figure 4.
Normal Vectors
A normal vector to a plane is any vector whose direction is perpendicular to that of the
plane, as shown in Figure 5. For example, the vector (0, 0, 1) is normal to any horizontal
plane.
There is a close relationship between the linear equation for a plane and the normal
vector.
For example, the vector (3, 4, 2) is normal to the plane 3x + 4y + 2z 15, and the
vector (1, 0, 1) is normal to the plane x + z 3.
We can justify this formula using the dot product. First, consider a plane P that
goes through the origin (0, 0, 0) . Such a plane has an equation of the form
ax + b y + cz 0.
Using the dot product, we can rewrite this equation as
( a, b, c ) · ( x, y, z ) 0.
Geometrically, this equation says that the plane P consists of all points ( x, y, z ) whose
radial vector is orthogonal to ( a, b, c ) , as shown in Figure 6. It follows that ( a, b, c ) is
a normal vector for P. Since parallel planes have the same normal vectors, this also
holds for any plane of the form ax + b y + cz d.
a
Normal vectors are useful because a normal vector to a plane completely determines
Figure 6: The plane ax + b y + cz 0
consists of all points ( x, y, z ) whose radial
the direction of the plane. Indeed, specifying a normal vector is probably the most
vector is orthogonal to ( a, b, c ) . common way to describe how a plane is oriented in space. Note, however, that the
normal vector is not uniquely determined, since any nonzero scalar multiple of a
normal vector is again a normal vector.
PLANES AND HYPERPLANES 3
Parallel Vectors
A vector v is said to be parallel to a given plane if v can be moved so that its arrow lies
entirely on the plane, as shown in Figure 7. Equivalently, v is parallel to a given plane
if there exist points p and q on the plane so that v q − p.
Note that any vector parallel to a plane must be orthogonal to the normal vector.
Conversely, any vector that is orthogonal to the normal vector must be a parallel vector.
EXAMPLE 3
a Figure 7: A parallel vector to a plane. Find the value of t for which the vector (3, 1, t ) is parallel to the plane 2x + 4y + 5z 12.
SOLUTION The normal vector to this plane is (2, 4, 5) . We take the dot product of this with
the given vector:
The given vector will be parallel to the plane when this dot product is zero, which occurs
for t −2 .
Because the normal vector is orthogonal to all of the parallel vectors, the cross
product of any two parallel vectors that point in different directions will yield a normal
vector.
EXAMPLE 4
Find and equation for the plane through the point (2, 1, 3) that has normal vector (4, 2, 3) .
SOLUTION From the normal vector, we know that the plane has an equation of the form
4x + 2y + 3z d
for some constant d. Plugging in the point (2, 1, 3) gives the equation
4x + 2y + 3z 19.
We say that three points p, q, r are In the same way that any two points determine a line, any three points determine a
collinear if there is a line that goes plane. More precisely, if p, q, and r are three points in R3 that do not lie on a single
through all three of them. Thus any three line, then there exists a unique plane in R3 going through all three point.
non-collinear points determine a plane.
To find the equation of such a plane, observe that the vectors v q − p and w r − p
are parallel to the plane, and therefore the cross product n v × w is a normal vector.
PLANES AND HYPERPLANES 4
EXAMPLE 5
Find the equation of the plane that goes through the points (2, 5, 1) , (3, 6, 1) , and (2, 6, 3) .
a Figure 8: The plane from Example 5. Both of these vectors are parallel to the plane, so their cross product is a normal vector:
i j k
n v×w 1 1 0 (2, −2, 1) .
Note that (2, −2, 1) is orthogonal to both
(1, 1, 0) and (0, 1, 2) . 0 1 2
2x − 2y + z d
for some constant d. Plugging in any one of the three points gives d −5, so one equation for
It is easy to check that all three of the
given points satisfy this equation. the plane is 2x − 2y + z −5 .
EXAMPLE 6
Find the distance from the point p (8, 0, 9) to the plane 3x − 2y + 4z 2.
SOLUTION We start by choosing any point r on the plane, i.e. any values of x, y, and z that
satisfy the given equation. There are many possible choices, but let’s use r (0, 1, 1) . Then
The vector n (3, −2, 4) is normal to the plane, so a unit normal vector is
a Figure 10: The right triangle made by a 1 1
point p, its projection q, and another point r u n √ (3, −2, 4) .
on the plane. |n| 29
Then
1 58 √
h · u (8, −1, 8) · √ (3, −2, 4) √ 2 29.
29 29
√
so the distance is 2 29 .
PLANES AND HYPERPLANES 5
SOLUTION The corresponding normal vectors are v (1, 0, 1) and w (1, 1, 1) . The formula
If we had switched the direction of one v · w |v| |w| cos θ gives
√ √
the normal vectors, such as using 2 2 3 cos θ.
w (−1, −1, −1) , Then
!
then the angle between v and w would 2
have been θ cos−1 √ ≈ 35.26◦ .
6
180◦ − 35.26◦ 144.74◦ .
Note that each plane has normal vectors in two possible directions, which are
opposite from one another.
Hyperplanes
A linear equation in four variables has the form
a1 x1 + a 2 x2 + a3 x 3 + a4 x4 b,
Any vector between two points in a hyperplane is said to be parallel to the hyperplane.
A vector is normal to a hyperplane if it is orthogonal to every parallel vector. As in R3 ,
the hyperplane in R4 defined by the equation a 1 x1 + a2 x 2 + a3 x3 + a − 4x4 b has
( a1 , a2 , a3 , a4 ) as a normal vector.
PLANES AND HYPERPLANES 6
Here the word flat refers to any infinite, In general, the word “hyperplane” refers to an ( n − 1) -dimensional flat in Rn .
boundless shape that does not bend or For example, hyperplanes in R5 are 4-dimensional flats and hyperplanes in R17 are
curve. Lines and planes are examples of
flats, but in Rn a flat may have any 16-dimensional flats. Any hyperplane in Rn can be defined by a linear equation of the
number of dimensions from 1 to n − 1. form
a 1 x1 + a2 x 2 + · · · + a n x n b,
where a 1 , a 2 , . . . , a n and b are constants. Such a hyperplane always has ( a1 , a 2 , . . . , a n )
as a normal vector.
EXERCISES
1. Find the equation of the plane that is parallel to x − 3y + 2z 4 and goes through
the point (2, 1, 5) .
2. Find the points at which the plane 4x − 2y + 5z 20 intersects the x, y, and z axes.
3–4 Find an equation for the plane through the point p that has normal vector n.
5. Find an equation for the plane that goes through the points (1, 1, 0) , (2, 0, 1) ,
and (3, 1, 3) .
6. Let L be the line in R3 that goes through the points (2, −4, 5) and (3, 0, 7) . Find an
equation for the plane through (2, −4, 5) that is perpendicular to L.
8. (a) Find the distance from the point (5, 6, 3) to the plane x + y + z 2.
(b) Find the projection of the point (5, 6, 3) onto this plane.
(c) Find the reflection of the point (5, 6, 3) across this plane.
10. x + y + 2z 3, 2x − y + z 1 11. x + z 5, 3x + 5y − 3z 7
12. Find an equation for the hyperplane in R4 that goes through the point (2, 1, 5, 2)
and has normal vector (1, −1, 1, −1) .