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UNIT NUMBER

15.9

ORDINARY

DIFFERENTIAL EQUATIONS 9

(Simultaneous equations (B))

by

A.J.Hobson

15.9.1

15.9.2

15.9.3

15.9.4

Introduction

Matrix methods for homogeneous systems

Exercises

Answers to exercises

SIMULTANEOUS EQUATIONS (B)

15.9.1 INTRODUCTION

For students who have studied the principles of eigenvalues and eigenvectors (see Unit 9.6), a

second method of solving two simultaneous linear differential equations is to interpret them

as a single equation using matrix notation. The discussion will be limited to the simpler

kinds of example, and we shall find it convenient to use t, x1 and x2 rather than x, y and z.

15.9.2 MATRIX METHODS FOR HOMOGENEOUS SYSTEMS

To introduce the technique, we begin by considering two simultaneous differential equations

of the form

dx1

= ax1 + bx2 ,

dt

dx2

= cx1 + dx2 .

dt

which are of the homogeneous type, since no functions of t, other than x1 and x2 , appear

on the right hand sides.

(i) First, we write the differential equations in matrix form as

d x1

a b

x

=

. 1 ,

c d

x2

dt x2

dX

x

a b

= MX where X = 1 , and M =

.

x2

c d

dt

(ii) Secondly, in a similar way to the method appropriate to a single differential equation,

we make a trial solution of the form

X = Ket ,

1

where

K=

k1

k2

This requires that

Ket = MKet or K = MK,

which we may recognise as the condition that is an eigenvalue of the matrix M, and K is

an eigenvector of M.

The solutions for are obtained from the characteristic equation

|M I| = 0.

In other words,

a

c

b

= 0,

b

leading to a quadratic equation having real and distinct solutions ( = 1 and = 2 ), real

and coincident solutions ( only) or conjugate complex solutions ( = l jm).

(iii) The possibilities for the matrix K are obtained by solving the homogeneous linear equations

(a 1 k1 + bk2 = 0,

ck1 + (d 1 )k2 = 0,

giving k1 : k2 = 1 : (say)

and

2

(a 2 )k1 + bk2 = 0,

ck1 + (d 2 )k2 = 0,

giving k1 : k2 = 1 : (say).

Finally, it may be shown that, according to the types of solution to the auxiliary equation,

the solution of the differential equation will take one of the following three forms, in which

A and B are arbitrary constants:

(a)

1 1 t

1 2 t

e +B

e ;

(b)

A 0

1

(At + B)

+

b 1

et ;

or

(c)

elt

A

B

cos mt +

sin mt ,

pA + qB

pB qA

EXAMPLES

1. Determine the general solution of the simultaneous differential equations

dx1

= 4x1 + 5x2 ,

dt

dx2

= x1 + 2x2 .

dt

3

Solution

The characteristic equation is

4

1

5

= 0.

2

That is,

2 + 2 3 = 0 or ( 1)( + 3) = 0.

When = 1, we need to solve the homogeneous equations

5k1 + 5k2 = 0,

k1 + k2 = 0,

When = 3, we need to solve the homogeneous equations

k1 + 5k2 = 0,

k1 + 5k2 = 0,

The general solution is therefore

x1

1 t

1

=A

e + B 1 e3t

x2

1

5

x1

1 t

5 3t

=A

e +B

e ,

x2

1

1

or, alternatively,

dx1

= x1 x2 ,

dt

dx2

= x1 + 3x2 .

dt

Solution

The characteristic equation is

1

1

1

= 0.

3

That is,

2 4 + 4 = 0 or ( 2)2 = 0.

When = 2, we need to solve the homogeneous equations

k1 k2 = 0,

k1 + k2 = 0,

The general solution is therefore

x1

1

0

= (At + B)

A

x2

1

1

e2t ,

3. Determine the general solution of the simultaneous differential equations

dx1

= x1 5x2 ,

dt

dx2

= 2x1 + 3x2 .

dt

Solution

The characteristic equation is

1

2

5

= 0.

3

That is,

2 4 + 13 = 0,

which gives = 2 j3.

When = 2 + j3, we need to solve the homogeneous equations

(1 j3)k1 5k2 = 0,

2k1 + (1 j3)k2 = 0,

.

both of which give k1 : k2 = 1 : 1j3

5

When = 2 j3, we need to solve the homogeneous equations

(1 + j3)k1 5k2 =

2k1 + (1 + j3)k2 = 0,

0,

.

5

The general solution is therefore

e2t

5

A

B

cos 3t +

sin 3t ,

A + 3B

B 3A

Note:

From any set of simultaneous differential equations of the form

dx1

dx2

+b

+ cx1 + dx2 = 0,

dt

dt

dx1

dx2

a0

+ b0

+ b0 x1 + c0 x2 = 0,

dt

dt

a

2

1

and dx

in turn, in order to obtain two equivalent equations

it is possible to eliminate dx

dt

dt

of the form discussed in the above examples.

15.9.3 EXERCISES

1. Determine the general solution of the simultaneous differential equations

dx1

= x1 + 3x2 ,

dt

dx2

= 3x1 + x2 .

dt

2. Solve completely, the simultaneous differential equations

dx1

= 3x1 + 2x2 ,

dt

dx2

= 4x1 + x2 ,

dt

given that x1 = 3 and x2 = 3 when t = 0.

3. Solve completely, the simultaneous differential equations

dx1

= x1 + 9x2 ,

dt

dx2

= 11x1 + x2 ,

dt

given that x1 = 20 and x2 = 20 when t = 0.

4. Solve completely, the simultaneous differential equations

dx1 dx2

+ 2x1 2x2 = 0,

dt

dt

dx1

dx2

+2

7x1 5x2 = 0,

dt

dt

given that x1 = 2 and x2 = 0 when t = 0.

7

dx1

= 5x1 + 2x2 ,

dt

dx2

= 2x1 + x2 .

dt

6. Determine the general solution of the simultaneous differential equations

dx1

= 8x1 + x2 ,

dt

dx2

= 5x1 + 6x2 .

dt

1.

1 4t

1

A

e +B

e2t .

1

1

2.

1 5t

1

e +2

et .

1

2

3.

1

18 10t

e10t +

e .

1

22

4.

1 4t

1

e +

e2t .

1

1

5.

A 0

1

(At + B)

+

1

2 1

e3t .

6.

7t

A

B

cos 2t +

sin 2t .

A + 2B

B 2A

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