Scribd
Upload
14 views

Chapter 8

Uploaded by

netfliexislove5678
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
14 views

Chapter 8

Uploaded by

netfliexislove5678
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 18

Chapter 8: Systems of ODEs

( [1], 10th edition, Dennis G. Zill )


Introduction
Mixtures
(Follows from 3.3)

Figure 3.3.1: Connecting Mixture Tanks


𝑑𝑥1 2 1
= − 𝑥1 + 𝑥2
𝑑𝑡 25 50
(3)
𝑑𝑥2 2 1
= 𝑥 − 𝑥
𝑑𝑡 25 1 50 2

A predator-Prey Model

𝑑𝑥
= −𝑎𝑥 + 𝑏𝑥𝑦
𝑑𝑡
(8)
𝑑𝑦
= 𝑐𝑦 − 𝑑𝑥𝑦
𝑑𝑡

Networks

Figure 3.3.3
𝑖1 (𝑡) = 𝑖2 (𝑡) + 𝑖3 (𝑡) (14)
𝑑𝑖2
𝐿1 + (𝑅1 + 𝑅2 )𝑖2 + 𝑅1 𝑖3 = 𝐸 (𝑡)
𝑑𝑡
(17)
𝑑𝑖3
𝐿3 + 𝑅1 𝑖2 + 𝑅1 𝑖3 = 𝐸(𝑡)
𝑑𝑡

8.1 Preliminary Theory – Linear Equations

Example 1 Systems in Matrix Form


𝑋 ′ = 𝐴(𝑡)𝑋 + 𝐹(𝑡)
Exercise 8.1 Page-332 1 – 5, 11 – 14.
8.2 Homogeneous Linear Systems

Lemma 8.2.1 If 𝜆 is an eigenvalue and 𝑉 is the


corresponding eigenvector of the matrix 𝐴, then
𝑋(𝑡) = 𝑒 𝜆𝑡 𝑉 is a solution of the system 𝑋 ′ = 𝐴𝑋.

Proof. Given that 𝜆 is an eigenvalue and 𝑉 is the


corresponding eigenvector of the matrix 𝐴. i.e.
𝐴𝑉 = 𝜆𝑉 (1)
Now, 𝑋(𝑡) = 𝑒 𝜆𝑡 𝑉
=> 𝑋 ′ (𝑡) = 𝜆𝑒 𝜆𝑡 𝑉 = 𝑒 𝜆𝑡 (𝜆𝑉) = 𝑒 𝜆𝑡 (𝐴𝑉) = 𝐴𝑒 𝜆𝑡 𝑉
= 𝐴𝑋 

Theorem 8.2.1 The general solution of the 𝑛 × 𝑛 system


of DEs 𝑋 ′ = 𝐴𝑋 is given by
𝑋 = 𝐶1 𝑒 𝜆1𝑡 𝑉1 + 𝐶2 𝑒 𝜆2𝑡 𝑉2 + ⋯ + 𝐶𝑛 𝑒 𝜆𝑛 𝑡 𝑉𝑛

where, 𝜆𝑖 , 𝑖 = 1,2, ⋯ , 𝑛, are the 𝑛-distinct eigenvalues


and 𝑉𝑖 , 𝑖 = 1,2, ⋯ , 𝑛 are the corresponding linearly
independent eigenvectors of the Matrix 𝐴.

Proof. By Lemma 8.2.1,

𝑋1 (𝑡) = 𝑒 𝜆1 𝑡 𝑉1 , 𝑋2 (𝑡) = 𝑒 𝜆1 𝑡 𝑉2 , ⋯ , 𝑋𝑛 (𝑡) = 𝑒 𝜆𝑛 𝑡 𝑉𝑛

are 𝑛 linearly independent solutions of the system. Then


by theorem 8.1.5, the general solution of the system
𝑋 ′ = 𝐴𝑋 is given by
𝑋 = 𝐶1 𝑋1 + 𝐶2 𝑋2 + ⋯ + 𝐶𝑛 𝑋𝑛

𝑋 = 𝐶1 𝑒 𝜆1𝑡 𝑉1 + 𝐶2 𝑒 𝜆2𝑡 𝑉2 + ⋯ + 𝐶𝑛 𝑒 𝜆𝑛 𝑡 𝑉𝑛


Examples: 1 - 4

8.2.1 Distinct Eigen-values


Example 1 Solve
𝑑𝑥
= 2𝑥 + 3𝑦
𝑑𝑡

𝑑𝑦
= 2𝑥 + 𝑦
𝑑𝑡

Example 2 Solve
8.2.2 Repeated Eigen-values

Example 3 Solve

Example 4 Solve
Exercise: 8.2 Page-346 1 – 10…., 19 – 22…..
8.3 Nonhomogeneous Linear System
𝑋 ′ = 𝐴𝑥 + 𝐹 (𝑡)
8.3.1 Method of Undermined Coefficient
Example 2 Solve the System
6 1 6𝑡
𝑋′ = ( )𝑋 + ( )
4 3 −10𝑡 + 4
𝑋 ′ = 𝐴𝑥 + 𝐹 (𝑡)
𝑋(𝑡) = 𝑋𝑐 + 𝑋𝑝

𝑋𝑐 = Φ(𝑡)𝐶
Exercise: 8.3 Page-354 1 – 9, 11 – 20.
Find the general solution by the method of undetermined coefficient
Find the general solution by the method of variation of parameters

You might also like