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6system of Equations

The document discusses systems of first order differential equations and their solutions. It introduces how to write an nth order differential equation as a system of n first order equations. It covers existence and uniqueness theorems for solutions. It also discusses solving linear systems, including finding the auxiliary equation and determining solutions based on the roots of the auxiliary equation being real/distinct, real/equal, or complex. Examples are provided to demonstrate finding the general solution for various systems.

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Somanshu Mishra
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
38 views

6system of Equations

The document discusses systems of first order differential equations and their solutions. It introduces how to write an nth order differential equation as a system of n first order equations. It covers existence and uniqueness theorems for solutions. It also discusses solving linear systems, including finding the auxiliary equation and determining solutions based on the roots of the auxiliary equation being real/distinct, real/equal, or complex. Examples are provided to demonstrate finding the general solution for various systems.

Uploaded by

Somanshu Mishra
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 33

System of First Order Equations

Dr. P. Dhanumjaya

System of First Order Equations p.1/33

System of first order


equations
We consider the system
y10 = f1 (x, y1 , y2 , , yn ),
y20 = f2 (x, y1 , y2 , , yn ),
..
.
(1)

yn0 = fn (x, y1 , y2 , , yn ),

here y1 (x), y2 (x), , yn (x) are unknown


functions of a single independent variable x.

System of First Order Equations p.2/33

The nth order differential equation is


(2)

(n)

= f x, y, y , , y

(n1)

This equation, we express as the first order


system as follows:
We put
0

00

y1 = y, y2 = y , y3 = y , , yn = y

(n1)

System of First Order Equations p.3/33

This gives
y10 = y2
y20 = y3
..
.
yn0 = f (x, y1 , y2 , , yn ).

System of First Order Equations p.4/33

The reduction of nth order equation to a system


of n first order equations have several
advantages.
We have a fixed point x = x0 is chosen and the
values of the unknown functions
y1 (x0 ) = 1 , y2 (x0 ) = 2 , , yn (x0 ) = n ,
are assigned.

System of First Order Equations p.5/33

For given values, from the equation (1), we find


the values of
y10 (x0 ), y20 (x0 ), , yn0 (x0 ).

System of First Order Equations p.6/33

Existence Theorem
Let the functions f1 , f2 , , fn and the partial
f1
fn
fn
1
derivatives f
,

,
,

,
,

,
y1
yn
y1
yn be
continuous in a region R of (x, y1 , y2 , , yn )
space. If (x0 , 1 , 2 , , n ) is an interior point of
R, then the system (1) has a unique solution
y1 (x), y2 (x), , yn (x)
that satisfies the initial conditions
y1 (x0 ) = 1 , y2 (x0 ) = 2 , , yn (x0 ) = n .

System of First Order Equations p.7/33

Theorem 1
Let the function f and the partial derivatives
f f
f
,
,

,
be continuous in a region R of
y y 0
y (n1)

(x, y, y 0 , , y (n1) ) space. If (x0 , 1 , 2 , , n ) is


an interior point of R, then (2) has a unique
solution y(x) that satisfies the initial conditions
y(x0 ) = 1 , y 0 (x0 ) = 2 , , y (n1) (x0 ) = n .

System of First Order Equations p.8/33

Example 1
We consider the second order differential
equation
y 00 x2 y 0 xy = 0.
We split into the system as follows:
y1 = y,

y2 = y 0 .

Then
y10 = y2
y20 = x2 y2 + xy1 .

System of First Order Equations p.9/33

Linear Systems
We consider the two first order equations in two
unknown functions of the form:
dx
= F (t, x, y)
dt
dy
= G(t, x, y).
dt

System of First Order Equations p.10/33

In particular, we consider the form


dx
= a1 (t)x + b1 (t)y + f1 (t)
dt
dy
= a2 (t)x + b2 (t)y + f2 (t).
dt
If f1 (t) = 0 and f2 (t) = 0 then we say the linear
system is homogeneous system.

System of First Order Equations p.11/33

We consider the homogeneous linear system


dx
= a1 (t)x + b1 (t)y,
dt
dy
= a2 (t)x + b2 (t)y,
dt
the solution can be expressed as
x = x(t),

y = y(t).

System of First Order Equations p.12/33

Example 2
Consider the linear system
dx
= 4x y,
dt
dy
= 2x + y,
dt
has the solutions
x = e3t ,

y = e3t

and
2t

x=e ,
on any closed interval.

y = 2e

2t

System of First Order Equations p.13/33

Note 1
We note that the system
dx
= a1 (t)x + b1 (t)y,
dt
dy
= a2 (t)x + b2 (t)y,
dt
has a trivial solution.

System of First Order Equations p.14/33

Theorem 2
If the homogeneous system
dx
= a1 (t)x + b1 (t)y,
dt
dy
= a2 (t)x + b2 (t)y,
dt
has two solutions
x = x1 (t), y = y1 (t)
and
x = x2 (t), y = y2 (t)
on [a, b].

System of First Order Equations p.15/33

Then
x(t) = c1 x1 (t) + c2 x2 (t)
y(t) = c1 y1 (t) + c2 y2 (t)
is also a solution on [a, b] for any constants c1 and
c2 .

System of First Order Equations p.16/33

Theorem 3
Let x = x1 (t), y = y1 (t) and x = x2 (t), y = y2 (t)
be the two linearly independent solutions of the
homogeneous system
dx
= a1 (t)x + b1 (t)y,
dt
dy
= a2 (t)x + b2 (t)y,
dt
on [a, b]

System of First Order Equations p.17/33

and if x = xp (t), y = yp (t) is any particular


solution of
dx
= a1 (t)x + b1 (t)y + f1 (t)
dt
dy
= a2 (t)x + b2 (t)y + f2 (t).
dt
on this interval,

System of First Order Equations p.18/33

then
x = c1 x1 (t) + c2 x2 (t) + xp (t)
y = c1 y1 (t) + c2 y2 (t) + yp (t)
is the general solution of nonhomogeneous
system on [a, b].

System of First Order Equations p.19/33

Consider the system

(3)

dx
= a1 x + b1 y,
dt
dy
= a2 x + b2 y,
dt

where a1 , b1 , a2 and b2 are given constants.


Let x(t) = Aemt and y(t) = Bemt be the solutions
of the linear system (3), where A and B are
constants.

System of First Order Equations p.20/33

Then
(a1 m)A + b1 B = 0,
a2 A + (b2 m)B = 0.

(4)

For a nontrivial solution, we have







(a1 m)
b1
= 0.
a2
(b2 m)

System of First Order Equations p.21/33

This gives
(5)

m2 (a1 + b2 )m + a1 b2 a2 b1 = 0.

We call (5) is the auxiliary equation of the system


(3).
The solution of the linear system (3) depends on
the roots of the auxiliary equation (5).

System of First Order Equations p.22/33

Case(i)
Let m1 and m2 are real and distinct roots of the
auxiliary equation.
We now replace m in (4) by m1 , then the
resulting equations have nontrivial solution A1
and B1 . Therefore,
(6)

x(t) = A1 em1 t
y(t) = B1 em1 t

is the nontrivial solution of the system (3).

System of First Order Equations p.23/33

Similarly, replacing m by m2 , we find another


nontrivial solution
(7)

x(t) = A2 em2 t
y(t) = B2 em2 t .

We note that (6) and (7) are linearly independent


and
x(t) = c1 A1 em1 t + c2 A2 em2 t
y(t) = c1 B1 em1 t + c2 B2 em2 t
is the general solution of (3).

System of First Order Equations p.24/33

Example 3
Find the general solution of
dx
= 3x + 4y
dt
dy
= 2x + 3y.
dt
Solution. The general solution is

x(t) = c1 2et + c2 et ,
y(t) = c1 et + c2 et ,
where c1 and c2 are arbitrary constants.

System of First Order Equations p.25/33

Case(ii)
If m1 and m2 are real and equal then we get only
one pair of linearly independent solutions
x(t) = Aemt
y(t) = Bemt .
The second linearly independent solution of the
form
x(t) = (A1 + A2 t)emt
y(t) = (B1 + B2 t)emt .

System of First Order Equations p.26/33

Example 4
Find the general solution of
dx
= 4x y
dt
dy
= x 2y.
dt
Solution. The general solution is

x(t) = c1 (e3t ) + c2 (1 t)e3t


y(t) = c1 e3t + c2 te3t ,
where c1 and c2 are arbitrary constants.

System of First Order Equations p.27/33

Case(iii)
Let m1 and m2 are two distinct complex numbers
of the form a ib, where a and b are real
numbers and b 6= 0.
We can choose two linearly independent
solutions
x(t) = A1 e(a+ib)t , y(t) = B1 e(a+ib)t
and
x(t) = A2 e(aib)t , y(t) = B2 e(aib)t ,
where A1 = A1 + iA2 and B1 = B1 + iB2 .

System of First Order Equations p.28/33

We have
x(t) = (A1 + iA2 )eat (cos bt + i sin bt)
y(t) = (B1 + iB2 )eat (cos bt + i sin bt)
(or)
x(t) =
+
y(t) =
+

eat [(A1 cos bt A2 sin bt)


i(A1 sin bt + A2 cos bt)]
eat [(B1 cos bt B2 sin bt)
i(B1 sin bt + B2 cos bt)].

System of First Order Equations p.29/33

We get two real valued solutions are


x(t) = eat (A1 cos bt A2 sin bt) ,
y(t) = eat (B1 cos bt B2 sin bt) ,
and
x(t) = eat (A1 sin bt + A2 cos bt)
y(t) = eat (B1 sin bt + B2 cos bt) .

System of First Order Equations p.30/33

The general solution is


x(t) =
+
y(t) =
+

eat [c1 (A1 cos bt A2 sin bt)


c2 (A1 sin bt + A2 cos bt)]
eat [c1 (B1 cos bt B2 sin bt)
c2 (B1 sin bt + B2 cos bt)].

System of First Order Equations p.31/33

Example 5
Find the general solution of
dx
= 4x 2y
dt
dy
= 5x + 2y.
dt
Solution. The general solution is

x(t) = e3t [c1 ( cos 3t sin 3t)


+ c2 ( sin 3t + cos 3t)],

System of First Order Equations p.32/33

and
y(t) = e3t [c1 (cos 3t sin 3t)
+ c2 (sin 3t cos 3t)],
where c1 and c2 are arbitrary constants.

System of First Order Equations p.33/33

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