Linear Systems

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Linear Systems

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homogeneous first order linear differential equations. The solutions of such

systems require much linear algebra (Math 220). But since it is not a

prerequisite for this course, we have to limit ourselves to the simplest

instances: those systems of two equations and two unknowns only. But first,

we shall have a brief overview and learn some notations and terminology.

A system of n linear first order differential equations in n unknowns (an n

n system of linear equations) has the general form:

x2 = a21 x1 + a22 x2 + + a2n xn + g2

x3 = a31 x1 + a32 x2 + + a3n xn + g3

:

:

:

:

(*)

:

:

Where the coefficients aijs, and gis are arbitrary functions of t. If every

term gi is constant zero, then the system is said to be homogeneous.

Otherwise, it is a nonhomogeneous system if even one of the gs is nonzero.

D-1 - 1

equation, in the form:

x = Ax + g

x a11

1

x 2 a 21

a

x3 = 31

: :

:

:

x a n1

n

x

a12

a 22

a32

:

:

an 2

... a1n x1 g1

... a 2 n x 2 g 2

... a3n x3 g 3

+

:

: : :

:

: : :

... a nn x n g n

system. The vectors x, x, and g are

x

1

x2

x3

x =

,

:

x n

x1

x

2

x3

x= ,

:

xn

g1

g

2

g3

g= .

:

g n

For a homogeneous system, g is the zero vector. Hence it has the form

x = Ax.

D-1 - 2

order linear equations.

Examples:

(i) The mechanical vibration equation m u + u + k u = F(t) is equivalent to

x1 =

x2 =

x2

k

F (t )

x1 x2 +

m

m

m

nonhomogeneous) if the original equation is homogeneous

(respectively, nonhomogeneous).

(ii)

y 2y + 3y 4y = 0

is equivalent to

x1 = x2

x2 = x3

x3 = 4 x1 3 x2 + 2 x3

D-1 - 3

This process can be easily generalized. Given an n-th order linear equation

any(n) + an1 y(n1) + an2 y(n2) + + a2 y + a1 y + a0 y = g(t).

Make the substitutions: x1 = y, x2 = y, x3 = y, , xn = y(n1), and xn = y(n).

The first n 1 equations follow thusly. Lastly, substitute the xs into the

original equation to rewrite it into the n-th equation and obtain the system of

the form:

x1

x2

x3

:

:

xn1

xn

=

=

=

:

:

=

x2

x3

x4

:

:

xn

a0

a

a

a

g (t )

x1 1 x2 2 x3 ... n1 xn +

an

an

an

an

an

can be rewritten into a single n-th order linear equation. (The result is not

unique. There are multiple ways to do this.)

D-1 - 4

Exercises D-1.1:

1 3 Convert each linear equation into a system of first order equations.

1.

y 4y + 5y = 0

2.

y 5y + 9y = t cos 2t

y(4) + 3y y + 2y 6y = 11

3.

4. Rewrite the system you found in (a) Exercise 1, and (b) Exercise 2, into a

matrix-vector equation.

5. Convert the third order linear equation below into a system of 3 first

order equation using (a) the usual substitutions, and (b) substitutions in the

reverse order: x1 = y, x2 = y, x3 = y. Deduce the fact that there are multiple

ways to rewrite each n-th order linear equation into a linear system of n

equations.

y + 6y + y 2y = 0

Answers D-1.1:

1.

x1 = x2

x2 = 5x1 + 4x2

3.

4. (a)

5. (a)

x1 =

x2 =

x3 =

x4 =

2.

x1 = x2

x2 = x3

x3 = 9x1 + 5x3 + t cos 2t

x2

x3

x4

6x1 2x2 + x3 3x4 + 11

0 1

x =

x

5 4

x1 = x2

x2 = x3

x3 = 2x1 x2 6x3

(b)

(b)

0 1 0 0

0 0 1 0

x =

x +

9 0 5 t cos 2t

x1 = 6x1 x2 + 2x3

x2 = x1

x3 = x2

D-1 - 5

Several weeks worth of matrix algebra in an hour (Relax, we will only

study the simplest case, that of 2 2 matrices.)

Review topics:

1. What is a matrix (pl. matrices)?

A matrix is any rectangular array of numbers (called entries). Each

entrys position is addressed by the row and column (in that order)

where it is located. For example, a52 represents the entry positioned at

the 5th row and the 2nd column of the matrix A.

The size of a matrix is specified by 2 numbers

[number of rows] [number of columns].

Therefore, an m n matrix is a matrix that contains m rows and n

columns. A matrix that has equal number of rows and columns is

called a square matrix. A square matrix of size n n is usually

referred to simply as a square matrix of size (or order) n.

1 n, or an m 1 matrix) is just a vector. A 1 n matrix is called a row

vector, and an m 1 matrix is called a column vector. Therefore, vectors are

really just special types of matrices. Hence, you will probably notice the

similarities between many of the matrix operations defined below and vector

operations that you might be familiar with.

D-1 - 6

Identity matrices (square matrices only)

The n n identity matrix is often denoted by In.

1 0

I2 = 0 1 ,

1 0 0

0 1 0

, etc.

I3 =

0 0 1

AI = IA = A

In x = x,

x = any n 1 vector

Properties:

A+0=0+A=A

A0 = 0 = 0A

(i) Addition / subtraction

a b e

c d g

f a e b f

=

h c g d h

D-1 - 7

a b ka kb

k

=

,

c d kc kd

a b

c d

e

g

f ae + bg

=

h ce + dg

af + bh

cf + dh

rows in B as there are columns in A. For example, when A is m k

and B is k n. The product matrix C is going to be of size m n, and

whose ij-th entry, cij, is equal to the vector dot product between the ith row of A and the j-th column of B. Since vectors are matrices, we

can also multiply together a matrix and a vector, assuming the above

restriction on their sizes is met. The product of a 2 2 matrix and a 2entry column vector is

a b x ax + by

c d y = cx + dy .

multiplied together. Because, obviously, having the same number of

rows and columns, they satisfy the size requirement outlined above.

Note 2: In general, AB BA. Indeed, depending on the sizes of A

and B, one product might not even be defined while the other product

is.

D-1 - 8

For a 2 2 matrix, its determinant is given by the formula

a b

det

= ad bc

c d

Note: The determinant is a function whose domain is the set of all

square matrices of a certain size, and whose range is the set of all real

(or complex) numbers.

Given an n n square matrix A, if there exists a matrix B (necessarily

of the same size) such that

AB = BA = In,

then the matrix B is called the inverse matrix of A, denoted A1. The

inverse matrix, if it exists, is unique for each A. A matrix is called

invertible if it has an inverse matrix.

a b

c d ,

A =

1

ad bc

d b

c a .

determinant is nonzero.

D-1 - 9

Examples: Let A =

1 2

5 2

and B =

2 3

1 4 .

4 (3)

1 2 2 3 2 2

=

(i) 2A B = 2

4 4

5 2 1 4 10 (1)

0 1

= 11 0

1 2 2 3 2 + 2 3 8 4 11

1 4 = 10 2 15 + 8 = 8 7

(ii) AB = 5

2

2 3 1 2 2 15 4 6 13 10

= 1 + 20 2 + 8 = 19

BA = 1 4 5

2

10

(iii) det(A) = 2 (10) = 12,

det(B) = 8 3 = 5.

(iv) A =

1

2 (10)

1/ 6

2 2 1 2 2 1 / 6

=

=

5 1 12 5 1 5 / 12 1 / 12

D-1 - 10

A system of linear (algebraic) equations, Ax = b, could have zero,

exactly one, or infinitely many solutions. (Recall that each linear

equation has a line as its graph. A solution of a linear system is a

common intersection point of all the equations graphs and there are

only 3 ways a set of lines could intersect.)

If the vector b on the right-hand side is the zero vector, then the

system is called homogeneous. A homogeneous linear system always

has a solution, namely the all-zero solution (that is, the origin). This

solution is called the trivial solution of the system. Therefore, a

homogeneous linear system Ax = 0 could have either exactly one

solution, or infinitely many solutions. There is no other possibility,

since it always has, at least, the trivial solution. If such a system has n

equations and exactly the same number of unknowns, then the number

of solution(s) the system has can be determined, without having to

solve the system, by the determinant of its coefficient matrix:

system Ax = 0 has exactly one solution (the trivial solution) if and

only if A is invertible (that is, it has a nonzero determinant). It

will have infinitely many solutions (the trivial solution, plus

infinitely many nonzero solutions) if A is not invertible

(equivalently, has zero determinant).

D-1 - 11

Given a square matrix A, suppose there are a constant r and a nonzero

vector x such that

Ax = r x,

then r is called an Eigenvalue of A, and x is an Eigenvector of A

corresponding to r.

Do eigenvalues/vectors always exist for any given square matrix?

The answer is yes. How do we find them, then?

Rewrite the above equation, we get Ax r x = 0. The next step would

be to factor out x. But doing so would give the expression

(A r ) x = 0.

Notice that it requires us to subtract a number from an n n matrix.

Thats an undefined operation. Hence, we need to further refined it by

rewriting the term r x = r I x, and then factoring out x, obtaining

(A r I) x = 0.

This is an n n system of homogeneous linear (algebraic) equations,

where the coefficient matrix is (A r I). We are looking for a nonzero

solution x of this system. Hence, by the theorem we have just seen,

the necessary and sufficient condition for the existence of such a

nonzero solution, which will become an eigenvector of A, is that the

coefficient matrix (A r I) must have zero determinant. Set its

determinant to zero and what we get is a degree n polynomial

equation in terms of r. The case of a 2 2 matrix is as follow:

a b

r

A rI =

c

d

1 0 a r

0 1 = c

b

d r .

D-1 - 12

b

a r

det

= (a r )(d r ) bc = r 2 (a + d )r + (ad bc) = 0

d r

c

It is a degree 2 polynomial equation of r, as you can see.

This polynomial on the left is called the characteristic polynomial of

the (original) matrix A, and the equation is the characteristic equation

of A. The root(s) of the characteristic polynomial are the eigenvalues

of A. Since any degree n polynomial always has n roots (real and/or

complex; not necessarily distinct), any n n matrix always has at least

one, and up to n different eigenvalues.

Once we have found the eigenvalue(s) of the given matrix, we put

each specific eigenvalue back into the linear system (A r I) x = 0 to

find the corresponding eigenvectors.

D-1 - 13

Examples:

A=

2 3

4 3

3

2 3

1 0 2 r

r

=

0 1 4

A rI =

3 r .

4 3

Its characteristic equation is

3

2 r

det

= (2 r )(3 r ) 12 = r 2 5r 6 = (r + 1)(r 6) = 0

3 r

4

The eigenvalues are, therefore, r = 1 and 6.

Next, we will substitute each of the 2 eigenvalues into the matrix

equation (A r I) x = 0.

For r = 1, the system of linear equations is

2 + 1 3

3 3

0

x

=

x

=

4 4

0 .

(A r I) x = (A + I) x =

3 + 1

4

Notice that the matrix equation represents a degenerated system of 2

linear equations. Both equations are constant multiples of the

equation x1 + x2 = 0. There is now only 1 equation for the 2

unknowns, therefore, there are infinitely many possible solutions.

This is always the case when solving for eigenvectors. Necessarily,

there are infinitely many eigenvectors corresponding to each

eigenvalue.

D-1 - 14

the eigenvectors corresponding to r = 1 are all nonzero multiples of

1

k1 = .

1

3

2 6

4 3

0

x

=

x

=

4 3

0 .

(A r I) x = (A 6 I) x =

3 6

4

Both equations in this second linear system are equivalent to

4 x1 3 x2 = 0. Its solutions are given by the relation 4 x1 = 3 x2.

Hence, the eigenvectors corresponding to r = 6 are all nonzero

multiples of

3

k2 = .

4

D-1 - 15

a 0

0 d , or

a b

0 d , or

a 0

c d .

Then the eigenvalues are just the main diagonal entries, r = a and d in all 3

examples above.

2. If A is any 2 2 matrix, then its characteristic equation is

a r

det

c

b

= r 2 (a + d )r + (ad bc) = 0

d r

equation can be memorized rather easily as

r 2 Trace(A) r + det(A) = 0.

Note: For any square matrix A, Trace(A) = [sum of all entries on the main

diagonal (running from top-left to bottom-right)]. For a 2 2 matrix A,

Trace(A) = a + d.

D-1 - 16

Similarly, there is a trick that enables us to find the eigenvectors of any 2 2

matrix without having to go through the whole process of solving systems of

linear equations. This short-cut is especially handy when the eigenvalues

are complex numbers, since it avoids the need to solve the linear equations

which will have complex number coefficients. (Warning: This method does

not work for any matrix of size larger than 2 2.)

We first find the eigenvalue(s) and then write down, for each eigenvalue, the

matrix (A r I) as usual. Then we take any row of (A r I) that is not

consisted of entirely zero entries, say it is the row vector ( , ). We put a

minus sign in front of one of the entries, for example, ( , ). Then an

engenvector of the matrix A is found by switching the two entries in the

above vector, that is, k = ( , ).

Example:

2 3

4 3

3 3

.

which has roots r = 1 and 6. For r = 1, the matrix (A r I) is

4 4

Take the first row, (3, 3), which is a non-zero vector; put a minus sign to the

first entry to get (3, 3); then switch the entry, we now have k1 = (3, 3). It

is indeed an eigenvector, since it is a nonzero constant multiple of the vector

we found earlier.

On very rare occasions, both rows of the matrix (A r I) have all zero

entries. If so, the above algorithm will not be able to find an eigenvector.

Instead, under this circumstance any non-zero vector will be an eigenvector.

D-1 - 17

Exercises D-1.2:

Let C =

5 1

7

3

and

D=

0

2

2 1 .

2. Compute: (i) CD and (ii) DC.

3. Compute: (i) det(C), (ii) det(D), (iii) det(CD), (iv) det(DC).

4. Compute: (i) C 1, (ii) D 1, (iii) (CD) 1.

5. Find the eigenvalues and their corresponding eigenvectors of C and D.

Answers D-1.2:

1 1

25 3

,

(ii)

31 14

1

8 1

10 2

,

(ii)

2. (i)

3

1

8 3

1. (i)

3

3 / 8 1 / 8

1 / 2 0

3 / 16 1 / 16

,

(ii)

,

(iii)

1 1

1/ 2 1/ 2

5 / 8

s

s

5. (i) r1 = 2, k1 =

; r2 = 4, k 2 = ; s = any nonzero number

7 s

s

s

0

(ii) r1 = 2, k1 =

; r2 = 1, k 2 = ; s = any nonzero number

2 s / 3

s

4. (i)

7/8

D-1 - 18

Consider a system of 2 simultaneous first order linear equations

x1 = a x1 + b x2

x2 = c x1 + d x2

It has the alternate matrix-vector representation

x =

a b

c d x.

homogeneous linear differential equation. As a result, we know that the

general solution contains two linearly independent parts. As well, the

solution will be consisted of some type of exponential functions. Therefore,

assume that x = k e rt is a solution of the system, where k is a vector of

coefficients (of x1 and x2). Substitute x and x = r k e rt into the equation

x = Ax, and we have

r k e rt = A k e rt.

Since e rt is never zero, we can always divide both sides by e rt and get

r k = A k.

We see that this new equation is exactly the relation that defines eigenvalues

and eigenvectors of the coefficient matrix A. In other words, in order for a

function x = k e rt to satisfy our system of differential equations, the number r

must be an eigenvalue of A, and the vector k must be an eigenvector of A

corresponding to r. Just like the solution of a second order homogeneous

linear equation, there are three possibilities, depending on the number of

distinct, and the type of, eigenvalues the coefficient matrix A has.

D-1 - 19

I.

II.

III.

Complex conjugate eigenvalues

A repeated eigenvalue

A related note, (from linear algebra,) we know that eigenvectors that each

corresponds to a different eigenvalue are always linearly independent from

each others. Consequently, if r1 and r2 are two different eigenvalues, then

their respective eigenvectors k1 anf k2, and therefore the corresponding

solutions, are always linearly independent.

D-1 - 20

Case I

If the coefficient matrix A has two distinct real eigenvalues r1 and r2, and

their respective eigenvectors are k1 and k2. Then the 2 2 system x = Ax

has a general solution

x = C1 k1 e r1 t + C2 k2 e r2 t .

Example:

x =

2 3

4 3 x.

r = 1 and 6. And they each respectively has an eigenvector

1

k1 = ,

1

3

k2 = .

4

1 t

3 6 t

x = C1 e + C2 e

1

4

D-1 - 21

Example:

x =

3 2

2 2 x,

1

x(0) = 1

eigenvalues are r = 1 and 2. They have, respectively, eigenvectors

For r = 1, the system is

3 + 1 2

4 2

0

x

=

x

=

2 1

0 .

(A r I) x = (A + I) x =

2 + 1

2

Solving the bottom equation of the system: 2x1 x2 = 0, we get the

relation x2 = 2 x1. Hence,

1

k1 = ,

2

For r = 2, the system is

2

3 2

1 2

0

x

=

x

=

2 4

0 .

(A r I) x = (A 2 I) x =

2 2

2

Solving the first equation of the system: x1 2x2 = 0, we get the

relation x1 = 2x2. Hence,

2

k2 = .

1

D-1 - 22

1

x = C1 e t + C2

2

2 2 t

1 e .

1

x(0) = C1 e 0 + C2

2

2 0 C1 + 2C2 1

1 e = 2C + C = 1 .

2

1

That is

C1 + 2C2

2C1 + C2

= 1

= 1 .

1 t

2 2 t e t + 2e 2 t

x= e + e =

t

2t .

2

1

2e + e

D-1 - 23

Case II

i. Also suppose k = a + b i is an eigenvector (necessarily has complexvalued entries) of the eigenvalue + i. Then the 2 2 system x = Ax has a

real-valued general solution

A little detail: Similar to what we have done before, first there was the

complex-valued general solution in the form

x = C1 k1 e( + i ) t + C2 k2 e( i ) t .

We filter out the imaginary parts by carefully choosing two sets of

coefficients to obtain two corresponding real-valued solutions that are also

linearly independent:

u = e t (a cos( t ) b sin( t ) )

v = e t (a sin( t ) + b cos( t ) )

it might be useful to know how u and v could be derived by expanding the

following complex-valued expression (the front half of the complex-valued

general solution):

= et (a cos( t ) + ia sin( t ) + ib cos( t ) + i 2b sin( t ))

= et (a cos( t ) b sin( t )) + i et (a sin( t ) + b cos( t ))

Then, u is just the real part of this complex-valued function, and v is its

imaginary part.

D-1 - 24

Example:

x =

2 5

1 2 x

That is, = 0 and =1.

Take the first (the one with positive imaginary part) eigenvalue r = i,

and find one of its eigenvectors:

5

2 i

0

x

=

0 .

(A r I) x =

2 i

1

Solving the first equation of the system: (2 i) x1 5x2 = 0, we get

the relation (2 i) x1 = 5x2. Hence,

5 5 0

k=

= 2 + 1 i = a + bi

2

0

0

x = C1 e0t cos(t ) sin(t ) + C2 e0 t sin(t ) + cos(t )

1

1

2

5 cos(t )

5 sin(t )

+ C2

= C1

2

cos(

t

)

+

sin(

t

)

2

sin(

t

)

cos(

t

)

D-1 - 25

Example:

x =

1 6

3

5 x,

0

x(0) = 2 .

r = 2 3i. Thus, = 2 and =3.

6

1 ( 2 + 3i )

3 3i 6 0

x

=

3

= 0 .

(A r I) x =

3

5

(

2

+

3

i

)

3

3

i

Solving the second equation of the system: 3x1 + (3 3i) x2 = 0, we

get the relation x1 = (1 + i) x2. Hence,

1 + i 1 1

k=

= 1 + 0 i = a + bi

1

1

1

x = C1 e 2t cos(3t ) sin(3t ) + C2 e 2 t sin(3t ) + cos(3t )

0

0

1

cos(3t ) sin(3t )

2 t cos(3t ) sin(3t )

+ C2 e

= C1 e

cos(

3

t

)

sin(

3

t

)

2t

D-1 - 26

1

1

x(0) = C1 e 0 cos(0) sin(0) + C2 e 0 sin(0) + cos(0)

0

0

1

1

1 C + C2 0

= C1 + C2 = 1

=

1

0 C1 2

Therefore, C1 = 2 and C2 = 2. Consequently, the particular solution is

cos(3t ) sin(3t )

cos(3t ) sin(3t )

+ 2e 2t

x = 2e 2t

cos(3t )

sin(3t )

4 sin(3t )

2t

=e

2 cos(3t ) + 2 sin(3t )

D-1 - 27

Case III

Suppose the coefficient matrix A has a repeated real eigenvalues r, there are

2 sub-cases.

(i) If r has two linearly independent eigenvectors k1 and k2. Then the 2 2

system x = Ax has a general solution

x = C1 k1 e rt + C2 k2 e rt.

Note: For 2 2 matrices, this possibility only occurs when the coefficient

matrix A is a scalar multiple of the identity matrix. That is, A has the form

1 0 0

= 0 ,

0

1

Example:

x =

2 0

0 2 x.

independent eigenvectors, which could be represented by any 2

nonzero vectors that are not constant multiples of each other. For

example

1

k1 = ,

0

0

k2 = .

1

1

x = C1 e 2t + C2

0

2008, 2012 Zachary S Tseng

0 2 t

1 e .

D-1 - 28

Then the 2 2 system x = Ax has a general solution

x = C1 k e rt + C2 (k t e rt + e rt).

Where the second vector is any solution of the nonhomogeneous linear

system of algebraic equations

(A r I ) = k .

Example:

x =

1 4

4 7 x,

2

x(0) = 1 .

4

1 + 3

4 4

0

x

=

x

=

4 4

0 .

(A r I) x =

7 + 3

4

Both equations of the system are 4x1 4x2 = 0, we get the same

relation x1 = x2. Hence, there is only one linearly independent

eigenvector:

1

k= .

1

D-1 - 29

4 4

4 4

1

= 1 .

.

2

1 / 4

Choose 2 = 0, we get = 0 .

A general solution is, therefore,

1 3t 1 4 3t

1 3 t

x = C1 e + C2 t e + e

1

0

1

solution is

1

12t 2 3t

1

1 4

x = e 3 t 12 t e 3t + e 3t =

e

1

0

1

12t + 1

D-1 - 30

First Order Equations in Two Unknowns

Given:

x = Ax.

First find the two eigenvalues, r, and their respective corresponding

eigenvectors, k, of the coefficient matrix A. Depending on the eigenvalues

and eigenvectors, the general solution is:

I. Two distinct real eigenvalues r1 and r2:

x = C1 k1 e r1 t + C2 k2 e r2 t .

II. Two complex conjugate eigenvalues i, where + i has as an

eigenvector k = a + b i:

(i) When two linearly independent eigenvectors exist

x = C1 k1 e rt + C2 k2 e rt.

(ii) When only one linearly independent eigenvector exist

x = C1 k e rt + C2 (k t e rt + e rt).

Note: Solve the system (A r I) = k to find the vector .

D-1 - 31

Exercises D-1.3:

1. Rewrite the following second order linear equation into a system of two

equations.

y + 5y 6y = 0

Then: (a) show that both the given equation and the new system have the

same characteristic equation. (b) Find the systems general solution.

2 7 Find the general solution of each system below.

2

2.

x =

x.

5 10

4.

8 4

x =

x.

1 4

6.

2 1

x =

x.

1 2

3 6

x.

3 3

3.

x =

5.

3 2

x =

x.

1 5

7.

2 5

x =

x.

1 4

4

1 1

8.

x =

x,

x(0) = .

2

1 1

9.

4 0

x =

x,

0 4

5

x(3) = .

2

10.

1

x =

2

4

x,

3

0

x(1) = .

3

11.

x =

2

8

x,

6

8

x(0) = .

0

12.

1

x =

1

1

x,

1

6

x(0) = .

4

D-1 - 32

9

x,

3

3

x(55) = .

5

3

x,

1

1

x(20) = .

1

13.

x =

1

14.

x =

2

15. For each of the initial value problems #8 through #14, how does the

solution behave as t ?

16. Find the general solution of the system below, and determine the

possible values of and such that the initial value problem has a solution

that tends to the zero vector as t .

5 1

x =

x

,

x

(0)

=

.

3

7

Answers D-1.3:

1 6 t

(b) x = C1 e + C 2

6

1

+ C 2 e 5 t

1

1. (a) r2 + 5r 6 = 0,

1 t

1 e

7 3 t

2. x = C1 e

5

cos( 3t ) + sin( 3t )

cos( 3t ) + sin( 3t )

+ C2

3. x = C1

cos( 3t )

sin( 3t )

6t

6t

6t

4. x = C1 e + C2 t e + e

1

1

0

D-1 - 33

4 t cos( t ) sin( t )

4 t cos( t ) + sin( t )

+

C

e

5. x = C1 e

2

sin( t )

cos( t )

1 t

1 3t

6. x = C1 e + C 2 e

1

1

5 t

7. x = C1 e + C 2

1

1 3t

1 e

4 cos t 2 sin t

x

=

e

8.

2 cos t 4 sin t

2e5t 5 2e t +1

10. x = 5t 5

t +1

2e + e

5 + e 2t

12. x =

2t

5 e

5e 3t 60 6e 4t 80

14. x =

3t 60

+ 4e 4t 80

5e

t

5e 4t + 12

9. x =

4 t + 12

2e

4e 2t + 4e10t

11. x =

2t

10 t

2e + 2e

9 6e 6t +330

13. x =

6 t +330

3 + 2e

0

x(t ) = . For #10, 11, 12, and 14, the limits do not

15. For #8 and 9, tlim

0

exist, as x(t) moves infinitely far away from the origin. For #13,

9

lim x(t ) =

t

3

1 2t

1 4t

x

=

C

e

+

C

16.

1

2

7

1

zero as t provided that C1 = 0, which can be achieved whenever the

initial condition is such that = (i.e., + = 0, including the case = =

0).

D-1 - 34

Solving Systems of Linear Equations

(Optional topic)

The method of Laplace transforms, in addition to solving individual linear

differential equations, can also be used to solve systems of simultaneous

linear equations. The same basic steps of transforming, simplifying, and

taking the inverse transform of the solution still apply.

Example:

x =

1 4

4 7 x,

2

x(0) = 1 .

Before we start, let us rewrite the problem into the explicit form of

individual linear equations:

x1 = x1 4 x2

x2 = 4 x1 7 x2

x1(0) = 2

x2(0) = 1

Laplace transform:

(1)

(2)

(s 1)L{x1} + 4L{x2} = 2

(1*)

4L{x1} + (s + 7)L{x2} = 1

(2*)

D-1 - 35

(1**)

(2**)

[(s 1) (s + 7) (16)]L{x2} = s 9

(s2 + 6s + 9)L{x2} = s 9

Therefore,

s 9

1

12

=

L{x2} = ( s + 3) 2 s + 3 ( s + 3) 2

(3)

(4)

[(s 1) (s + 7) + 16]L{x1} = 2s 18

(s2 + 6s + 9)L{x1} = 2s 18

2s 18

12

L{x1} = ( s + 3) 2 = s + 3 ( s + 3) 2

D-1 - 36

Therefore,

x1 12 te 3 t 2 e 3 t 12 t 2 3 t

x= =

=

e

3t

3t

x

12

t

+

1

12

te

+

e

2

Which agree with the solution we have found earlier using the

eigenvector method.

The method above can also, without any modification, be used to solve

nonhomogeneous systems of linear differential equations. It gives us a way

to solve nonhomogeneous linear systems without having to learn a separate

technique. In addition, it also allows us to tackle linear systems with

discontinuous forcing functions, if necessary.

Example:

x =

4 2

3

1 x +

t

2t 1 ,

3

x(0) = 5 .

x1 = 4x1 2x2 t

x2 = 3 x1 + x2 + 2t 1

x1(0) = 3

x2(0) = 5

sL{x2} + 5 = 3L{x1} + L{x2} +

1

s2

2 1

s2 s

(5)

(6)

Simplify:

D-1 - 37

1

3s 2 1

(s + 4)L{x1} + 2L{x2} = 2 + 3 =

s

s2

(5*)

2 1

5s 2 s + 2

3L{x1} + (s 1)L{x2} = 2 5 =

s

s

s2

(6*)

Multiplying eq. (5*) by s 1 and eq. (6*) by 2, then subtract the latter

from the former. We eliminate L{x2}, to find L{x1}.

3s 3 + 7 s 2 + s 3

(s + 3s + 2)L{x1} =

s2

2

Therefore,

3s 3 + 7 s 2 + s 3

1

3

11

L{x1} = s 2 ( s + 1)( s + 2) = 4( s + 2) 2s 2 + 4s

x1 =

1 2t 3 11

e t+

4

2

4

them together. We find L{x2}.

5s 3 12s 2 2s + 5

(s + 3s + 2)L{x2} =

s2

2

Therefore,

5s 3 12s 2 2s + 5

1

5 19

L{x2} = s 2 ( s + 1)(s + 2) = 4( s + 2) + 2s 2 4s

1 2t 5 19

e + t

x2 =

4

2

4

D-1 - 38

Finally,

11

1 2t 3

e

t

+

1 e 2 t 6 t + 11

x1 4

2

4

x= =

= 2 t

.

1

5

19

2

t

4

e

10

t

19

2 e + t

2

4

4

Exercise D-1.4:

Use Laplace transforms to solve each nonhomogeneous linear system.

5e 3t

10

1 3

1.

x =

x+

,

x

(0)

=

3.

3t

2 4

6e

2.

2 1

1

x =

x

+

8 ,

1 2

1

x(0) = .

1

3.

3 0

4 sin 2t

x =

x+

,

5 2

cos 2t

2

x(0) = .

1

4.

2 8

x =

x +

1 4

0

x(0) = .

4

3t + 1

6t 2 ,

D-1 - 39

Answers D-1.4:

13 3 t 51 2 t 3 5 t

10 e + 5 e 2 e

x=

1.

17 3 t 17 2 t

5t

e +

e + 3e

5

5

e 2 t cos t + 4 e 2 t sin t + 2

2. x =

2t

2t

4

e

cos

t

+

e

sin

t

18 3 t 8

12

e

+

cos

2

t

+

sin

2

t

13

13

13

x

=

3.

18 3 t 117 2 t

7

113

e

e

cos 2 t +

sin 2 t

52

52

52

13

7

55

55 6 t

2

e

t

t

+

12

2

12

x

=

55 6 t 3 2 1

4.

41

e t + t+

4

4

24

24

D-1 - 40

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