Module 3: Ordinary Differential Equations

Lesson 36

Methods for Solving Simultaneous Ordinary Differential Equations

In this lesson we shall consider systems of simultaneous linear differential equations

which contain a single independent variable and two or more dependent variables. We
will consider two different techniques, mainly the method of elimination and the method
of differentiation, for solving system of differential equations.

36.1 Simultaneous Ordinary Linear Differential Equations

Let x and y be the dependent and t be the independent variable. Thus, in such equations
there occur differential coefficients of x, y with respect to t. Let D = d/dt, then such
equations can be put into the form

f1 (D)x + f2 (D)y = T1 (36.1)

g1 (D)x + g2 (D)y = T2 (36.2)

where T1 and T2 are functions of the independent variable t and f1 (D), f2 (D), g1 (D), and
g2 (D) are all rational integral functions of D with constant coefficients. In general, the
number of equations will be equal to the number of dependent variables, i.e., if there are
n dependent variables there will be n equations.

36.2 Method of Elimination

In order to eliminate y between equations (36.1) and (36.2), operating on both sides of
(36.1) by g2 (D) and on both sides of (36.2) by f2 (D) and subtracting, we get

(f1 (D)g2 (D) − g1 (D)f2 (D)) x = g2 (D)T1 − f2 (D)T2 (36.3)

This is a linear differential equation with constant coefficients in x and t and can be solved
to give the value of x in terms of t. Substituting this value of x in either (36.1) or (36.2),
we get the value of y in terms of t.
 Methods for Solving Simultaneous Ordinary Differential Equations

Remark 1: The above Equations (36.1) and (36.2) can be also solved by first elimi-
nating x between them and solving the resulting equation to get y in terms of t. Substitut-
ing this value of y in either (36.1) or (36.2), we get the value of x in terms of t.

Remark 2: In the general solutions of (36.1) and (36.2) the number of arbitrary
constants will be equal to the sum of the orders of the equations (36.1) and (36.2).

36.3 Example Problems

36.3.1 Problem 1

Solve the simultaneous equations

dx
− 7x + y = 0 (36.4)
dt
dy
− 2x − 5y = 0 (36.5)
dt

Solution: Writing D for d/dt, the given equations can be rewritten in the following
symbolic form as

(D − 7)x + y = 0 (36.6)
−2x + (D − 5)y = 0 (36.7)

Now, we eliminate x by multiplying Equation (36.6) by 2 and operating (36.7) by (D − 7)

as follows

2(D − 7)x + 2y = 0 (36.8)

−2(D − 7)x + (D − 7)(D − 5)y = 0 (36.9)

Adding (36.8) and (36.9), we get

[(D − 7)(D − 5) + 2]y = 0

or
(D 2 − 12D + 37)y = 0

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 Methods for Solving Simultaneous Ordinary Differential Equations

This is a linear equation with constants coefficients. Its auxiliary equation is

(m2 − 12m + 37) = 0

The roots of the auxiliary equation are m = 6 ± i. Therefore, we get the general solution
for the variable y as

y = e6t (c1 cos t + c2 sin t), (36.10)

where c1 and c2 being arbitrary constants. We now find x by using Equation (36.7). Now
from (36.10), differentiating w.r.t. t, we get

Dy = 6e6t [(c1 cos t + c2 sin t) + e6t (−c1 sin t + c2 cos t)],

or on simplifications we obtain

Dy = 6e6t [(6c1 + c2 ) cos t + (−c1 + 6c2 ) sin t] (36.11)

Now, substituting y and Dy in the Equation (36.7), we get

x = (1/2) × e6t [(c1 + c2 ) cos t + (−c1 + c2 ) sin t] (36.12)

Thus, equations (36.10) and (36.12) give the desired general solution.

36.3.2 Problem 2

Solve the linear system of differential equations

D 2 y − y + 5Dv = x (36.13)
2Dy − D 2 v + 4v = 2 (36.14)

Solution: Multiplying (36.13) by 2D and (36.14) by (D2 − 1) and then subtracting (36.14)
from the Equation (36.13) we obtain

[10D 2 + (D 2 − 1)(D 2 − 4)]v = 2Dx − (D 2 − 1)2

or

(D 4 + 5D 2 + 4)v = 4 (36.15)

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 Methods for Solving Simultaneous Ordinary Differential Equations

This is a linear differential equations with constant coefficients whose solution can easily
be found. The characteristic equation of the corresponding homogeneous equation is

m4 + 5m2 + 4 = 0 ⇒ (m2 + 1)(m2 + 4) = 0 ⇒ m = ±i, ±2i

The complimentary function is

C.F. = c1 cos x + +c2 sin x + c3 cos 2x + c4 sin 2x

The particular integral is

1
P.I. = 4e0x = 1
D4 + 5D 2 + 4
We write the general solution for v as

v = 1 + c1 cos x + c2 sin x + c3 cos 2x + c4 sin 2x (36.16)

Now we find an equation giving y in terms of v . This can be done by eliminating from the
equations (36.13) and (36.14) those terms which involve derivatives of y. So multiplying
Equation (36.13) by 2 and Equation (36.14) by D we get

(2D 2 − 2)y + 10Dv = 2x (36.17)

2D 2 y − (D 3 − 4D)v = 0 (36.18)

Subtracting (36.17) from (36.18) we get

2y − D 3 v − 6Dv = −2x (36.19)

or
1
y = −x + D 3 v + 3Dv (36.20)
2
Substitute v from (36.16) into the Equation (36.21) to obtain the expression for y as
5 5
y = −x − c1 cos x + c2 cos x + 2c4 cos 4x − 2c3 sin 2x, (36.21)
2 2

where c1 , c2 , c3 and c4 are arbitrary constants.

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 Methods for Solving Simultaneous Ordinary Differential Equations

36.4 Method of Differentiation

Sometimes, x and y can be eliminated if we differentiate (36.1) or (36.2). For example,

assume that the given equations (36.1) and (36.2) relates four quantities x, y, dx/dt and
dy/dt. Differentiating (36.1) and (36.2) with respect to t, we obtain four equations con-
taining x, dx/dt, d2 x/dt2 , y, dy/dt and d2 y/dt2 . Eliminating three quantities y, dy/dt and
d2 y/dt2 from these four equations, y is eliminated and we get an equation of the second
order with x as the dependent and t as the independent variable. Solving this equation we
get value of x in terms of t. Substituting this value of x in either (36.1) or (36.2), we get
value of y in terms of t. The technique will be illustrated by the following example.

36.4.1 Example

Determine the general solutions for x and y for

dx
−y =t
dt
dy
+x=1
dt

Solution: Writing D for d/dt, the given equations become

Dx − y = t (36.22)
x + Dy = 1 (36.23)

Differentiating the equation Equation (36.22) w.r.t. t we get

D 2 x − Dy = 1 (36.24)

Now we can eliminate y by adding equations (36.24) and (36.23) to get

(D 2 + 1)x = 2 (36.25)

The auxiliary equation of the above differential equation is m2 + 1 = 0 and therefore the
general solution of the homogeneous equation is

C.F. = c1 cos t + c2 sin t

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 Methods for Solving Simultaneous Ordinary Differential Equations

where c1 and c2 are arbitrary constants. The particular integral is

1
P.I = 2
2 = (1 + D 2 )−1 2 = (1 − D 2 + ...)2 = 2
D +1
Hence, the general solution of (36.25) is

x = c1 cos t + c2 sin t + 2 (36.26)

From Equation (36.22), we get

y = c2 cos t − c1 sin t − t (36.27)

Thus, the required solution is given by (36.26) and (36.27).

Suggested Readings

Waltman, P. (2004). A Second Course in Elementary Differential Equations. Dover Pub-

lications, Inc. New York.
Boyce, W.E. and DiPrima, R.C. (2001). Elementary Differential Equations and Boundary
Value Problems. Seventh Edition, John Willey & Sons, Inc., New York.
Dubey, R. (2010). Mathematics for Engineers (Volume II). Narosa Publishing House.
New Delhi.
McQuarrie, D.A. (2009). Mathematical Methods for Scientist and Engineers. First Indian
Edition. Viva Books Pvt. Ltd. New Delhi.
Raisinghania, M.D. (2005). Ordinary & Partial Differential Equation. Eighth Edition. S.
Chand & Company Ltd., New Delhi.
Kreyszig, E. (1993). Advanced Engineering Mathematics. Seventh Edition, John Willey
& Sons, Inc., New York.
Grewal, B.S. (2007). Higher Engineering Mathematics. Fourteenth Edition. Khanna
Publishilers, New Delhi.
Piskunov, N. (1996). Differential and Integral Calculus (Volume - 2). First Edition. CBS
Publisher, Moscow.