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**1: Introduction to Systems of First Order Linear Equations
**

Elementary Differential Equations and Boundary Value Problems, 9th edition, by William E. Boyce and Richard C. DiPrima, ©2009 by John Wiley & Sons, Inc.

**A system of simultaneous first order ordinary differential equations has the general form
**

′ = F1 (t , x1 , x2 , … xn ) x1 x′ 2 = F2 (t , x1 , x2 , … xn ) ⋮ ′ = Fn (t , x1 , x2 , … xn ) xn

where each xk is a function of t. If each Fk is a linear function of x1, x2, …, xn, then the system of equations is said to be linear, otherwise it is nonlinear. Systems of higher order differential equations can similarly be defined.

125 x2 x2 .125 x2 + x1 = 0 x2 or ′ = x2 x1 ′ = − x1 − 0.Example 1 The motion of a certain spring-mass system from Section 3.125 u ′(t ) + u (t ) = 0 This second order equation can be converted into a system of first order equations by letting x1 = u and x2 = u'. Thus ′ = x2 x1 ′ + 0.7 was described by the differential equation u ′′(t ) + 0.

x2 . y ′′. first by defining x1 = y. … . … . x1 . x2 = y′. x3 = y′′. y. xn = y ( n −1) Then ′ = x2 x1 ′ = x3 x2 ⋮ ′ −1 = xn xn ′ = F (t . y′.Nth Order ODEs and Linear 1st Order Systems The method illustrated in previous example can be used to transform an arbitrary nth order equation y ( n ) = F t . y ( n −1) ( ) into a system of n first order equations. … xn ) xn .

Initial conditions may also be prescribed to give an IVP: 0 0 x1 (t0 ) = x10 . x2 . x1 . xn = φn (t ) that are differentiable on I and satisfy the system of equations at all points t in I.… . … xn ). … xn ) x1 ⋮ x′ n = Fn (t . x1 . … . x2 (t0 ) = x2 . xn (t0 ) = xn .Solutions of First Order Systems A system of simultaneous first order ordinary differential equations has the general form ′ = F1 (t . x2 . It has a solution on I: α < t < β if there exists n functions x1 = φ1 (t ). x2 = φ2 (t ).

1.Theorem 7. αn < xn < βn. t0 + h) there exists a unique solution x1 = φ1 (t ). xn = φn (t ) that satisfies the IVP.1 Suppose F1. x2 = φ2 (t ).…. Then in some interval (t0 . Fn and ∂F1/∂x1.… xn ) x1 ′ = F2 (t . … xn ) x2 ⋮ ′ = Fn (t .…. x .h. ∂Fn/∂ x1. α1 < x1 < β1. ∂Fn/∂xn. ∂F1/∂xn.…. x1 .…. x1 . x2 . x2 . x2 .…. x ) 0 0 1 0 2 0 n be contained in R. ′ = F1 (t . are continuous in the region R of t x1 x2…xn-space defined by α < t < β. ….… xn ) xn . x1 .… . x . and let the point (t .

Linear Systems If each Fk is a linear function of x1. x2. …. xn. otherwise it is nonhomogeneous. . then the system is homogeneous. then the system of equations has the general form ′ = p11 (t ) x1 + p12 (t ) x2 + … + p1n (t ) xn + g1 (t ) x1 x′ 2 = p21 (t ) x1 + p22 (t ) x2 + … + p2 n (t ) xn + g 2 (t ) ⋮ ′ = pn1 (t ) x1 + pn 2 (t ) x2 + … + pnn (t ) xn + g n (t ) xn If each of the gk(t) is zero on I.

x2 = φ2 (t ).1. gn are continuous on an interval I: α < t < β with t0 in I. p12.… .…. xn prescribe the initial conditions. … . and exists throughout I. ′ = p11 (t ) x1 + p12 (t ) x2 + … + p1n (t ) xn + g1 (t ) x1 ′ = p21 (t ) x1 + p22 (t ) x2 + … + p2 n (t ) xn + g 2 (t ) x2 ⋮ ′ = pn1 (t ) x1 + pn 2 (t ) x2 + … + pnn (t ) xn + g n (t ) xn . x2 . Then there exists a unique solution x1 = φ1 (t ). xn = φn (t ) that satisfies the IVP. pnn. and let 0 0 x10 .2 Suppose p11.….Theorem 7. g1.

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