Theorem 3.

52
Assume that the matrix function and the vector
function are continuous on an open interval that
contains a point Given a vector in
the initial-value problem
(3.5)
has a unique solution on .
Example 3.6
The initial-value problem for the linear system

Lectures1,18+19,
Semester Lecture10+14
19, 26 September
April 2012 2009
24
can be written as

and it has a constant matrix . The unique solution on the

interval is

25
Theorem 3.6 (Principle of superposition)
Let be solutions on of the homogeneous
linear system
(3.6)
If are constants, then the linear combination

is a solution of (3.6) on In other words, the nonempty set

of solutions of (3.6) is vector space.
Proof (in class): to be known.

26
Example 3.7

and
being solutions of

on the vector function

is a solution of this system on

27
 Definition and Theorem 3.8
Let be solutions on of the homogeneous
linear system (3.6) where is continuous on
1. The functions are linearly independent
if the following equation has only the trivial
solution:

28
 This is equivalent to saying that the Wronskian

..

of the vector functions is different from

for every
2. The functions are linearly dependent if
there exist constants some of which are
different from zero such that

29
This is equivalent to

30
 Example 3.9
The solutions
and
of

on are linearly independent. Indeed:

1. Method A

is the algebraic system

31
 the matrix of which has determinant

Thus
2. Method B
/ from above.

32
 Theorem and Definition 3.10
1. Let be linearly independent solutions
on of the homogeneous linear system (3.6) where
is continuous on If is any other solution
on , there exist unique constants such
that
(3.7)
or
.. .. (3.8)

33
2. By definition

..

is called a fundamental matrix solution of the linear

system.
3. The homogeneous system (3.6) always admits
linearly independent solutions on
4. An alternative formulation of the statements in 1)
and 3) above is: the vector space of solutions
of (3.6) has dimension
34
5. By definition, equation (3.7) or (3.8) with arbi-
trary constants and linearly independent
solution is the general solution of
the homogeneous linear system (3.6). The gen-
eral solution is an -parameter family of vector
functions.
Homework 3.11
Write down the solutions (3.7) or (3.8) coordi-
natewise.
Self-study: the proof of part 1 of Theorem 3.10
must be known: see Theorem 3, page 358, in
35
the textbook (check the similarity with the scalar
linear second-order equation that we studied in
detail)
Self-study: the proof of part 3 of Theorem 3.10
must be known: see Remark, page 359, in the
textbook (check the similarity with the scalar
linear second-order equation that we studied in
detail).

36
Example 3.12

is the general solution on of

37
Theorem and Definition 3.13
Let be a particular solution of the linear system

(3.9)
on an open interval where and are continuous..
Let be linearly independent solutions on of the
associated homogeneous linear system

Then any other solution of (3.9) has the form

(3.10)
for unique constants
By definition, Eq. (3.10) with arbitrary constants is the
general solution of (3.9).

38
Example 3.14
The general solution of the system

is

Homework 3.15
Self-study: the proof of Theorem 3.13 must be known, see
Theorem 4, page 362 in the textbook (check the similarity
with the scalar linear second-order equation that we studied
in detail).
39
 Example 3.16
Solve the initial-value problem

1. Theorem 3.5 guarantees existence and uniqueness

of solution on
2.

are solutions of the equation and these solutions

40
are linearly independent on since

41
3. The general solution is

4. Find the vector such that

42
5. Show by Gauss elimination method that

Thus the solution is

6. Question: how to find the linearly independent

solutions and

43