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Old June 26th, 2009, 01:09 AM
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Quote:
Originally Posted by topsquark View Post
So I'm working on this Physics problem, which (alas!) turns into an unsolvable Math problem. I have the equation (as a function of t):
e^{at} = a^{\prime} t + b^{\prime};~~0 \leq t \leq T
where a is presumed known.

The question boils down to how to find reasonable values for a' and b' that best model the above equation. (I can't simply do a Taylor Expansion on the left hand side because T could be large.) Now, being the Physicist I am I would know how find an estimate if the equation were
e^{at} = b^{\prime};~~0 \leq t \leq T
The "best fit" in this case would be to find the average of the exponential function as t goes from 0 to T.

Is there a way to think of this equation as a "best fit" problem by using the exponential function as if it were "data?"

-Dan
There are at least two answers to this (assuming a is a known numeric value)

1. Set up a model in Excel and use the solver to minimise:

\int_{t=0}^T [e^{at}-(a't+b')]^2 dt

of course this will be discretised so you will have to find (a', b') that minimises:

\sum_{t_i} [e^{at_i}-(a't_i+b')]^2

2. Expand e^{at} in orthogonal polynomials on (0,T) stopping at the linear term.

CB
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