SIMULTANEOUS DYNAMIC

EQUATIONS
Mathematical Methods in Economics II
Economics Core Course IV : ECOA-CC-2-4-Th-Tu Semester II
Anupa Ghosh
E-mail queries to: anupa.ghosh@thebges.edu.in
linear differential equation systems

 A linear system of two autonomous differential equations is given

as:
𝑦ሶ 1 = 𝑎11 𝑦1 + 𝑎12 𝑦2 + 𝑏1 … … … … . . (1)
𝑦ሶ 2 = 𝑎21 𝑦1 + 𝑎22 𝑦2 + 𝑏2 … … … . . … (2)
𝑑𝑦𝑖
where, 𝑦ሶ 𝑖 = ; ∀ 𝑎𝑙𝑙 𝑖
𝑑𝑡
 The above system is:
a. linear as it contains only linear differential equations
b. autonomous as the coefficients 𝑎𝑖𝑗 and the terms 𝑏𝑖 are constants
c. simultaneous because 𝑦ሶ1 depends on the solutions for 𝑦2 and 𝑦ሶ 2
depends on the solution for 𝑦1
solving linear differential equations

 Complementary Functions or Homogeneous Solutions

• The homogeneous form of the above equation system is:
𝑦ሶ1 = 𝑎11 𝑦1 + 𝑎12 𝑦2 … … … … … … (3)
𝑦ሶ 2 = 𝑎21 𝑦1 + 𝑎22 𝑦2 … … … … … … (4)
• Differentiating equation (3) once again we get,
𝑦ሷ1 = 𝑎11 𝑦ሶ 1 + 𝑎12 𝑦ሶ 2 … … … … … … … (5)
𝑑 2 𝑦𝑖 𝑑 𝑦ሶ 𝑖
where, 𝑦ሷ 𝑖 = = ; ∀ 𝑎𝑙𝑙 𝑖
𝑑𝑡 2 𝑑𝑡
• Substituting, (4) in (5) we get,
𝑦ሷ1 = 𝑎11 𝑦ሶ1 + 𝑎12 𝑎21 𝑦1 + 𝑎22 𝑦2 … … … (6)
solving linear differential equations (contd.)

 Complementary Functions or Homogeneous Solutions (contd.)

• From equation (3) we get,
𝑦ሶ1 − 𝑎11 𝑦1
𝑦2 = … … … … … … … … (7)
𝑎12
which when substituted in (6) gives,
𝑦ሶ1 − 𝑎11 𝑦1
𝑦ሷ1 = 𝑎11 𝑦ሶ 1 + 𝑎12 𝑎21 𝑦1 + 𝑎22
𝑎12
i.e., 𝑦ሷ1 − 𝑎11 + 𝑎22 𝑦ሶ1 + 𝑎11 𝑎22 − 𝑎12 𝑎21 𝑦1 = 0 … … … 8
Equation (8) is a second order, linear, homogeneous differential
equation.
solving linear differential equations (contd.)

 Complementary Functions or Homogeneous Solutions (contd.)

• Let the trial solution for equation (8) be,
𝑦1 𝑡 = 𝑦1 = 𝑚𝑒 𝑟𝑡 , ∀ 𝑎𝑙𝑙 𝑡
i.e., 𝑦ሶ1 𝑡 = 𝑦ሶ 1 = 𝑟𝑚𝑒 𝑟𝑡
and, 𝑦ሷ1 𝑡 = 𝑦ሷ1 = 𝑟 2 𝑚𝑒 𝑟𝑡
Hence, equation (8) can be expressed as,
𝑚𝑒 𝑟𝑡 𝑟 2 − 𝑎11 + 𝑎22 𝑟 + 𝑎11 𝑎22 − 𝑎12 𝑎21 = 0
Since, 𝑚 depends on the initial condition and may not necessarily be
zero, and as 𝑒 𝑟𝑡 ≠ 0, hence we get the characteristic equation to be,
𝑟 2 − 𝑎11 + 𝑎22 𝑟 + 𝑎11 𝑎22 − 𝑎12 𝑎21 = 0
solving linear differential equations (contd.)

 Complementary Functions or Homogeneous Solutions (contd.)

• Let, 𝑟1 and 𝑟2 be the characteristic roots for the above equation,
(𝑎11 +𝑎22 )± (𝑎11 +𝑎22 )2 −4(𝑎11 𝑎22 −𝑎12 𝑎21 )
• Therefore, 𝑟1 , 𝑟2 =
2
• The characteristic roots can be (i) real & Distinct, (ii) real and
equal and (iii) complex
• From these characteristic roots, the complementary function 𝑦1 (𝑡)
is obtained.
• The solution, 𝑦1 (𝑡) when substituted in equation (7) gives the
solution for 𝑦2 𝑡 as follows
solving linear differential equations (contd.)

 Complementary Functions or Homogeneous Solutions (contd.)

• Characteristic Roots are Real and distinct
• This happens when, (𝑎11 + 𝑎22 )2 −4 𝑎11 𝑎22 − 𝑎12 𝑎21 > 0
Hence, the complementary function for 𝑦1 is
𝑦1𝑐 𝑡 = 𝐶1 𝑒 𝑟1 𝑡 + 𝐶2 𝑒 𝑟2 𝑡 … … … … … … … … … … … … … … (9)
Therefore, 𝑦ሶ1 = 𝑟1 𝐶1 𝑒 𝑟1𝑡 + 𝑟2 𝐶2 𝑒 𝑟2𝑡
Substituting the above in equation (7) we get,
𝑟1 𝑡 + 𝑟 𝐶 𝑒 𝑟2 𝑡
𝑐
𝑟 𝐶
1 1 𝑒 2 2 𝑎11
𝑦2 𝑡 = − 𝐶1 𝑒 𝑟1 𝑡 + 𝐶2 𝑒 𝑟2 𝑡 … … (10)
𝑎12 𝑎12
Therefore, (9) and (10) together constitutes the complementary functions
of the given simultaneous equation system.
solving linear differential equations (contd.)
 Complementary Functions or Homogeneous Solutions (contd.)
• Characteristic Roots are Real and equal
This happens when, (𝑎11 + 𝑎22 )2 −4 𝑎11 𝑎22 − 𝑎12 𝑎21 = 0
Hence, the complementary function for 𝑦1 is
𝑦1𝑐 𝑡 = 𝐶1 𝑒 𝑟𝑡 + 𝐶2 𝑡𝑒 𝑟𝑡 … … … … … … … … … … … … … … (11)
Therefore, 𝑦ሶ1 = 𝑟𝐶1 𝑒 𝑟𝑡 + 𝑟𝐶2 𝑡𝑒 𝑟𝑡 + 𝐶2 𝑒 𝑟𝑡
Substituting the above in equation (7) we get,
𝑟𝑡 + 𝑟𝐶 𝑡𝑒 𝑟𝑡 + 𝐶 𝑒 𝑟𝑡
𝑐
𝑟𝐶 1 𝑒 2 2 𝑎11
𝑦2 𝑡 = − 𝐶1 𝑒 𝑟𝑡 + 𝐶2 𝑡𝑒 𝑟𝑡
𝑎12 𝑎12
𝑟−𝑎11 𝐶2
or, 𝑦2𝑐 𝑡 = 𝐶1 + 𝐶2 𝑡 + 𝑒 𝑟𝑡 … … … … … … … . . (12)
𝑎12 𝑎12
Therefore, (11) and (12) together constitutes the complementary functions
of the given simultaneous equation system.
solving linear differential equations (contd.)

 Complementary Functions or Homogeneous Solutions (contd.)

• Characteristic Roots are Complex
This happens when, (𝑎11 + 𝑎22 )2 −4 𝑎11 𝑎22 − 𝑎12 𝑎21 < 0
Hence, the complementary function for 𝑦1 is
𝑦1𝑐 𝑡 = 𝑒 ℎ𝑡 [𝐴1 𝑐𝑜𝑠 𝑣𝑡 + 𝐴2 𝑠𝑖𝑛 𝑣𝑡 ] … … … … … … … … … … … (13)
(𝑎11 +𝑎22 ) 4 𝑎11 𝑎22 −𝑎12 𝑎21 −(𝑎11 +𝑎22 )2
where, ℎ = and 𝑣 =
2 2
Therefore,
𝑦ሶ1 = ℎ𝑒 ℎ𝑡 𝐴1 𝑐𝑜𝑠(𝑣𝑡) + 𝐴2 𝑠𝑖𝑛 𝑣𝑡 + 𝑒 ℎ𝑡 −𝑣𝐴1 𝑠𝑖𝑛 𝑣𝑡 + 𝑣𝐴2 𝑐𝑜𝑠 𝑣𝑡
 solving linear differential equations (contd.)

 Complementary Functions or Homogeneous Solutions (contd.)

• Characteristic Roots are Complex (contd.)
Substituting 𝑦ሶ1 from above in equation (7) we get,
ℎ𝑒 ℎ𝑡 𝐴1 𝑐𝑜𝑠(𝑣𝑡) + 𝐴2 𝑠𝑖𝑛 𝑣𝑡 + 𝑒 ℎ𝑡 −𝑣𝐴1 𝑠𝑖𝑛 𝑣𝑡 + 𝑣𝐴2 𝑐𝑜𝑠 𝑣𝑡 𝑎11 ℎ𝑡
𝑦2𝑐 𝑡 = − [𝑒 𝐴1 𝑐𝑜𝑠 𝑣𝑡 + 𝐴2 𝑠𝑖𝑛 𝑣𝑡 ]
𝑎12 𝑎12

ℎ−𝑎11 𝐴1 +𝑣𝐴2 (ℎ−𝑎11)𝐴2 −𝑣𝐴1

or, 𝑦2𝑐 𝑡 = 𝑒 ℎ𝑡 cos 𝑣𝑡 + sin 𝑣𝑡 … … … … . . (14)
𝑎12 𝑎12

Therefore, (13) and (14) together constitutes the complementary functions

of the given simultaneous equation system.
solving linear differential equations (contd.)

 Particular Solution
• The particular solution provides the steady state equilibrium. In a
simultaneous dynamic system, steady state solution is the pair of
values 𝑦ത1 and 𝑦ത2 at which 𝑦ሶ 1 = 0 and 𝑦ሶ 2 = 0
Therefore, at steady state, we can write the differential equation system
given in equations (1) and (2) as,
𝑎11 𝑦ത1 + 𝑎12 𝑦ത2 + 𝑏1 = 0
𝑎21 𝑦ത1 + 𝑎22 𝑦ത2 + 𝑏2 = 0
Applying Cramer’s rule, we therefore get,
𝑎12 𝑏2 −𝑎22 𝑏1 𝑎21 𝑏1 −𝑎11 𝑏2
𝑦ത1 = and 𝑦ത2 = ; provided 𝑎11 𝑎22 ≠ 𝑎12 𝑎21
𝑎11 𝑎22 −𝑎12 𝑎21 𝑎11 𝑎22 −𝑎12 𝑎21
solving linear differential equations (contd.)

 Complete Solution to a system of two linear differential equations:

𝑦1 𝑡 = 𝑦1𝑐 + 𝑦ത1
𝑦2 𝑡 = 𝑦2𝑐 + 𝑦ത2

𝑎12 𝑏2 −𝑎22 𝑏1
where, 𝑦ത1 =
𝑎11 𝑎22 −𝑎12 𝑎21
𝑎21 𝑏1 −𝑎11 𝑏2
and 𝑦ത2 = ;
𝑎11 𝑎22 −𝑎12 𝑎21

provided 𝑎11 𝑎22 ≠ 𝑎12 𝑎21

solving linear differential equations (contd.)

 Complete Solution to a system of two linear differential equations:

𝑦1 𝑡 = 𝑦1𝑐 + 𝑦ത1
𝑦2 𝑡 = 𝑦2𝑐 + 𝑦ത2
Hence, when
• Roots are Real and Distinct the complete solution is,
𝑦1 𝑡 = 𝐶1 𝑒 𝑟1𝑡 + 𝐶2 𝑒 𝑟2 𝑡 + 𝑦ത1
𝑟1 𝐶1 𝑒 𝑟1 𝑡 + 𝑟2 𝐶2 𝑒 𝑟2 𝑡 𝑎11
𝑦2 𝑡 = − 𝐶1 𝑒 𝑟1 𝑡 + 𝐶2 𝑒 𝑟2𝑡 + 𝑦ത2
𝑎12 𝑎12
(𝑎11 +𝑎22 )± (𝑎11 +𝑎22 )2 −4(𝑎11 𝑎22 −𝑎12 𝑎21 )
where, 𝑟1 , 𝑟2 =
2
solving linear differential equations (contd.)

 Complete Solution to a system of two linear differential equations:

𝑦1 𝑡 = 𝑦1𝑐 + 𝑦ത1
𝑦2 𝑡 = 𝑦2𝑐 + 𝑦ത2
Hence, when
• Roots are Real and Equal the complete solution is,
𝑦1 𝑡 = 𝐶1 𝑒 𝑟𝑡 + 𝐶2 𝑡𝑒 𝑟𝑡 + 𝑦ത1
𝑟 − 𝑎11 𝐶2 𝑟𝑡
𝑦2 𝑡 = [ 𝐶1 + 𝐶2 𝑡 + ]𝑒 + 𝑦ത2
𝑎12 𝑎12
(𝑎11 +𝑎22 )
where, 𝑟 =
2
solving linear differential equations (contd.)

 Complete Solution to a system of two linear differential equations:

𝑦1 𝑡 = 𝑦1𝑐 + 𝑦ത1
𝑦2 𝑡 = 𝑦2𝑐 + 𝑦ത2
Hence, when
• Roots are Complex the complete solution is,
𝑦1 𝑡 = 𝑒 ℎ𝑡 [𝐴1 𝑐𝑜𝑠 𝑣𝑡 + 𝐴2 𝑠𝑖𝑛 𝑣𝑡 ] + 𝑦ത1
ℎ𝑡
ℎ − 𝑎11 𝐴1 + 𝑣𝐴2 (ℎ − 𝑎11)𝐴2−𝑣𝐴1
𝑦2 𝑡 = 𝑒 cos 𝑣𝑡 + sin 𝑣𝑡 + 𝑦ത2
𝑎12 𝑎12
(𝑎11 +𝑎22 ) 4 𝑎11 𝑎22 −𝑎12 𝑎21 −(𝑎11 +𝑎22 )2
where, ℎ = and 𝑣 =
2 2
solving linear differential equation
systems – using matrices
 The linear system of two autonomous differential equations:
𝑦ሶ1 = 𝑎11 𝑦1 + 𝑎12 𝑦2 + 𝑏1 … … … … . . (1)
𝑦ሶ 2 = 𝑎21 𝑦1 + 𝑎22 𝑦2 + 𝑏2 … … … . . … (2)
𝑑𝑦𝑖
where, 𝑦ሶ 𝑖 = ; ∀ 𝑎𝑙𝑙 𝑖
𝑑𝑡
may also be solved using matrix notation as follows:
 We rewrite the system as,
𝑦ሶ1 + 0. 𝑦ሶ 2 − 𝑎11 𝑦1 − 𝑎12 𝑦2 = 𝑏1 … … … … . . (1𝑎)
0. 𝑦ሶ1 + 𝑦ሶ 2 − 𝑎21 𝑦1 − 𝑎22 𝑦2 = 𝑏2 … … … . . … (2𝑎)
solving linear differential equation
systems – using matrices (contd.)
 We rewrite the system as,
𝑦ሶ1 + 0. 𝑦ሶ 2 − 𝑎11 𝑦1 − 𝑎12 𝑦2 = 𝑏1 … … … … . . (1𝑎)
0. 𝑦ሶ 1 + 𝑦ሶ 2 − 𝑎21 𝑦1 − 𝑎22 𝑦2 = 𝑏2 … … … . . … (2𝑏)
1 0 𝑦ሶ1 −𝑎11 −𝑎12 𝑦1 𝑏1
i.e., + −𝑎 −𝑎 𝑦 = … … … (3𝑎)
0 1 𝑦ሶ 2 21 22 2 𝑏2
i.e., 𝐼𝑢 + 𝐾𝑣 = 𝑑 … … … … … … … … … … … … … … … . . (4𝑎)
1 0 𝑦ሶ 1 −𝑎11 −𝑎12 𝑦1 𝑏1
where, 𝐼 = ;𝑢 = ; 𝐾 = −𝑎 −𝑎 ;𝑣 = 𝑦 ;𝑑 =
0 1 𝑦ሶ 2 21 22 2 𝑏2
 solving linear differential equation
systems – using matrices (contd.)
 Particular Integrals,
Let the trial solution be,
𝑦1 𝑡 = 𝑦ത1 , 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 and 𝑦2 𝑡 = 𝑦ത2 , 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡; ∀ 𝑎𝑙𝑙 𝑡
Therefore, 𝑦ሶ1 = 0 and 𝑦ሶ 2 = 0
Hence, (3a) can be rewritten as,
−𝑎11 −𝑎12 𝑦ത1 𝑏1
−𝑎21 −𝑎22 𝑦ത2 = 𝑏2 … … … … … … … … … … … . . (5𝑎)
𝑦ത1 −𝑎11 −𝑎12 −1 𝑏1
i.e., = −𝑎
𝑦ത2 21 −𝑎22 𝑏2
𝑎 𝑏 −𝑎 𝑏 𝑎 𝑏 −𝑎 𝑏
Solving we therefore get, 𝑦ത1 = 12 2 22 1 and 𝑦ത2 = 21 1 11 2 ; provided
𝑎11 𝑎22 −𝑎12 𝑎21 𝑎11 𝑎22 −𝑎12 𝑎21
𝑡ℎ𝑒 𝑚𝑎𝑡𝑟𝑖𝑥 𝐾 𝑖𝑠 𝑛𝑜𝑛 − 𝑠𝑖𝑛𝑔𝑢𝑙𝑎𝑟
Note that the result is identical to what had been obtained in slide 13
 solving linear differential equation
systems – using matrices (contd.)
 Complementary Functions,
Let the trial solutions be,
𝑦1 (𝑡) = 𝑚𝑒 𝑟𝑡 and 𝑦2 (𝑡) = 𝑛𝑒 𝑟𝑡
Therefore, 𝑦ሶ1 = 𝑟𝑚𝑒 𝑟𝑡 and 𝑦ሶ 2 = 𝑟𝑛𝑒 𝑟𝑡
Hence the reduced form of (4a) can now be expressed as,
𝐼𝑢 + 𝐾𝑣 = 0
𝑚 𝑟𝑡 𝑚 𝑟𝑡
i.e., 𝐼 𝑟𝑒 + 𝐾 𝑒 =0
𝑛 𝑛
𝑚 𝑟𝑡 −𝑟𝑡 𝑚 𝑟𝑡 −𝑟𝑡
i.e., 𝐼 𝑟𝑒 𝑒 +𝐾 𝑒 𝑒 = 0, 𝑤ℎ𝑒𝑟𝑒 𝑏𝑜𝑡ℎ 𝑟 & 𝑒 𝑟𝑡 𝑎𝑟𝑒 𝑠𝑐𝑎𝑙𝑎𝑟
𝑛 𝑛
𝑚
i.e., 𝑟𝐼 + 𝐾 = 0 … … … … … … … … … … … … … … … … . (6𝑎)
𝑛
 solving linear differential equation
systems – using matrices (contd.)
 Complementary Functions,
𝑚 𝑚 0
The system, 𝑟𝐼 + 𝐾 = 0, has a trivial solution, =
𝑛 𝑛 0
For non-trivial solution to exist, it is necessary that,
𝑟𝐼 + 𝐾 = 0,
𝑟 − 𝑎11 −𝑎12
i.e., −𝑎21 𝑟 − 𝑎22 = 0
i.e., 𝑟 − 𝑎11 𝑟 − 𝑎22 − 𝑎12 𝑎21 = 0
i.e., 𝑟 2 − 𝑟 𝑎11 + 𝑎22 + 𝑎11 𝑎22 − 𝑎12 𝑎21 = 0
(𝑎11 +𝑎22 )± (𝑎11 +𝑎22 )2 −4(𝑎11 𝑎22 −𝑎12 𝑎21 )
i.e., 𝑟1 , 𝑟2 =
2
 solving linear differential equation
systems – using matrices (contd.)
 Complementary Functions,
The characteristics roots are obtained as,
(𝑎11 +𝑎22 )± (𝑎11 +𝑎22 )2 −4(𝑎11 𝑎22 −𝑎12 𝑎21 )
𝑟1 , 𝑟2 =
2
Note, that the result is identical to what had been obtained in slide 7
Substituting in (6a) we get,
𝑟1 − 𝑎11 −𝑎12 𝑚
−𝑎21 𝑟1 − 𝑎22 𝑛 = 0, 𝑤ℎ𝑒𝑛 𝑟 = 𝑟1
𝑟2 − 𝑎11 −𝑎12 𝑚
and, −𝑎21 𝑟2 − 𝑎22 𝑛 = 0, 𝑤ℎ𝑒𝑛 𝑟 = 𝑟2
Solving the above, will give results identical to those obtained in slides 8, 10, 11 & 12
simultaneous differential equations –
example 1
 Find the complete solution for the following system of differential
1
equations: 𝑦ሶ1 = 𝑦1 − 3𝑦2 − 5 and 𝑦ሶ 2 = 𝑦1 + 3𝑦2 − 5
4
 Solution:
1
Given that, 𝑦ሶ1 = 𝑦1 − 3𝑦2 − 5 and 𝑦ሶ 2 = 𝑦1 + 3𝑦2 − 5 … … … … … . (1 & 2)
4
Complementary functions:
The reduced form equations are,
1
𝑦ሶ1 = 𝑦1 − 3𝑦2 and 𝑦ሶ 2 = 𝑦 + 3𝑦2 … … … … … … … … … … (3 & 4)
4 1
simultaneous differential equations –
example 1 (contd.)
Hence from (3) we get,
𝑦ሷ1 = 𝑦ሶ 1 − 3𝑦ሶ 2 … … … … … … … … … … … … … (5).
1
i.e., 𝑦ሷ1 = 𝑦ሶ 1 − 3 𝑦 + 3𝑦2 ; 𝑓𝑟𝑜𝑚 4 … . … … 6
4 1
From (3) we have, 3𝑦2 = 𝑦1 − 𝑦ሶ1 … … … … … … … … … … … … … … … (7)
Substituting 𝑦2 in (6) we get,
1
𝑦ሷ 1 = 𝑦ሶ1 − 3 𝑦1 + 𝑦1 − 𝑦ሶ1
4
15
i.e., 𝑦ሷ1 − 4𝑦ሶ1 + 𝑦 = 0 … … … … … … … … … … … . (8)
4 1
simultaneous differential equations –
example 1 (contd.)
Let, the trial solution be, 𝑦1 = 𝑚𝑒 𝑟𝑡
Hence, 𝑦ሶ 1 = 𝑟𝑚𝑒 𝑟𝑡 and 𝑦ሷ1 = 𝑟 2 𝑚𝑒 𝑟𝑡
Therefore substituting in equation (8) we get the characteristic equation as,
𝑟𝑡 2
15
𝑚𝑒 𝑟 − 4𝑟 + =0
4
Since, 𝑚 depends on the initial condition and is unlikely to be zero, and since
15
𝑒 𝑟𝑡 ≠ 0, hence we get, 𝑟 2 − 4𝑟 + =0
4

Therefore the characteristics roots are,

4 ± 16 − 15 3 5
𝑟1 , 𝑟2 = = , = 1.5, 2.5
2 2 2
simultaneous differential equations –
example 1 (contd.)
Therefore, the complementary function of 𝑦1 is
𝑦1𝑐 𝑡 = 𝐶1 𝑒1.5𝑡 + 𝐶2 𝑒 2.5𝑡 … … … … … … … … . . (9)
3 5
Hence, 𝑦ሶ1 = 𝐶1 𝑒 1.5𝑡 + 𝐶2 𝑒 2.5𝑡 … … … … … 10
2 2
Therefore from (7), (9) and (10) we get the complementary solution for 𝑦2 as,
1 1
𝑦2𝑐 𝑡 = − 𝐶1 𝑒 1.5𝑡
− 𝐶2 𝑒 2.5𝑡 … … (11)
6 2
simultaneous differential equations –
example 1 (contd.)
Particular Integral,
Let the trial solutions be, 𝑦1 = 𝑦ത1 , 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 and 𝑦2 = 𝑦ത2 , 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
Therefore, 𝑦ሶ 1 = 0 and 𝑦ሶ 2 = 0
Hence from (1) and (2) we get,
0 = 𝑦ത1 − 3𝑦ത2 − 5
1
0 = 𝑦ത1 + 3𝑦ത2 − 5
4
Solving the above simultaneous system we get,
𝑦ത1 = 8 𝑎𝑛𝑑 𝑦ത2 = 1
simultaneous differential equations –
example 1 (contd.)
Therefore, the complete solution is,
𝑦1 𝑡 = 𝑦1𝑐 + 𝑦ത1
𝑦2 𝑡 = 𝑦2𝑐 + 𝑦ത2
i.e., 𝑦1𝑐 𝑡 = 𝐶1 𝑒1.5𝑡 + 𝐶2 𝑒 2.5𝑡 + 8
1 1
and, 𝑦2𝑐 𝑡 = − 𝐶1 𝑒1.5𝑡 − 𝐶2 𝑒 2.5𝑡 +1
6 2
simultaneous differential equations –
example 2
 Find the complete solution for the following system of differential equations:
1
𝑦ሶ1 = 2𝑦1 + 5𝑦2 + 2 and 𝑦ሶ 2 = − 𝑦1 − 𝑦2 − 5, given that 𝑦1 0 = 4 and
2
𝑦2 0 = 5
 Solution:
1
Given that, 𝑦ሶ1 = 2𝑦1 + 5𝑦2 + 2 and 𝑦ሶ 2 = − 𝑦1 − 𝑦2 − 5 … … … … … . (1𝑎 & 2𝑎)
2
We can write,
−2 −5 𝑦
1 0 𝑦ሶ 1 1 2
+ 1 = … … … … . . … … (3𝑎)
0 1 𝑦ሶ 2 1 𝑦2 −5
2
And the reduced form equation as,
−2 −5 𝑦
1 0 𝑦ሶ1 1 0
+ 1 = … … … … . . … … (3𝑎′)
0 1 𝑦ሶ 2 1 𝑦2 0
2
simultaneous differential equations –
example 2 (contd.)
 Particular Integrals,
Let the trial solution be,
𝑦1 𝑡 = 𝑦ത1 , 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 and 𝑦2 𝑡 = 𝑦ത2 , 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡; ∀ 𝑎𝑙𝑙 𝑡
Therefore, 𝑦ሶ1 = 0 and 𝑦ሶ 2 = 0
Hence, (3a) can be rewritten as,
−2 −5 𝑦ത
1 1 2
= … … … … … … … … … … … . . (4𝑎)
1 𝑦ത2 −5
2
Therefore, solving (4a) we get,
𝑦ത1 = −46 𝑎𝑛𝑑 𝑦ത2 = 18
simultaneous differential equations –
example 2 (contd.)
 Complementary Functions,
Let the trial solutions be,
𝑦1 (𝑡) = 𝑚𝑒 𝑟𝑡 and 𝑦2 (𝑡) = 𝑛𝑒 𝑟𝑡
Therefore, 𝑦ሶ1 = 𝑟𝑚𝑒 𝑟𝑡 and 𝑦ሶ 2 = 𝑟𝑛𝑒 𝑟𝑡
Hence the reduced form (3a’) can now be expressed as,
1 0 𝑚 −2 −5 𝑚
𝑟𝑡 𝑟𝑡
i.e., 𝑟𝑒 + 1 𝑒 =0
0 1 𝑛 1 𝑛
2
1 0 −2 −5 𝑚
𝑟𝑡
i.e., 𝑟 + 1 = 0, 𝑠𝑖𝑛𝑐𝑒 𝑡ℎ𝑒 𝑠𝑐𝑎𝑙𝑎𝑟𝑒 ≠ 0 … … . (5𝑎)
0 1 2
1 𝑛
𝑟 − 2 −5 𝑚
i.e., 1 = 0 … … … … … … … … … … … … … … … … … … . . (6𝑎)
𝑟 + 1 𝑛
2
 simultaneous differential equations – example 2
(contd.)
 Complementary Functions,
𝑚 0
The system given by (6a), has a trivial solution, =
𝑛 0
For non-trivial solution to exist, it is necessary that,
𝑟 − 2 −5
1 =0
𝑟+1
2
5
i.e., 𝑟−2 𝑟+1 + =0
2
1
i.e., 𝑟2 − 𝑟 + = 0
2
Therefore the characteristics roots for the above characteristic equation are,
1± 1−2 1 1
𝑟1 , 𝑟2 = = ± 𝑖
2 2 2
 simultaneous differential equations – example 2
(contd.)

 Complementary Functions,
Therefore, the complementary functions are
𝑡 𝑡 𝑡
𝑦1𝑐 𝑡 = 𝑒2 𝐴1 𝑐𝑜𝑠
+ 𝐴2 𝑠𝑖𝑛
2 2
𝑡 −3 𝐴1 Τ2 + 𝐴2 Τ2 𝑡 −3 𝐴2 Τ2 − 𝐴1 Τ2 𝑡
𝑦2𝑐 𝑡 = 𝑒2 cos + sin
5 2 5 2
So the general solutions are,
𝑡 𝑡 𝑡
𝑦1 𝑡 = 𝑒2 𝐴1 𝑐𝑜𝑠 + 𝐴2 𝑠𝑖𝑛 − 46
2 2
𝑡 −3 𝐴1 Τ2 + 𝐴2 Τ2 𝑡 −3 𝐴2 Τ2 − 𝐴1 Τ2 𝑡
𝑦2 𝑡 = 𝑒2 cos + sin + 18
5 2 5 2
 simultaneous differential equations – example 2
(contd.)
 Now the initial conditions are given as, 𝑦1 0 = 4 and 𝑦2 0 = 5
Substituting in the general solutions, we therefore get,
4 = 𝑦1 0 = 𝐴1 − 46
−3 𝐴1 Τ2 + 𝐴2 Τ2
5 = 𝑦2 0 = + 18
5
Solving we get, 𝐴1 = 50 𝑎𝑛𝑑 𝐴2 = 20
Hence the definite solutions are,
𝑡 𝑡 𝑡
𝑦1 𝑡 = 𝑒2 50 𝑐𝑜𝑠 + 20 𝑠𝑖𝑛 − 46
2 2
𝑡 𝑡 𝑡
𝑦2 𝑡 = 𝑒2 −13 cos − 11 sin + 18
2 2