Lecture-13

MATHEMATICS-III

P. DANUMJAYA
Department of Mathematics

BITS-Pilani K K Birla Goa Campus

System of First Order ODEs P. Danumjaya

Systems of First Order Ordinary Differential Equations

System of First Order ODEs P. Danumjaya

Introduction

System of differential equations arise quite naturally in many

scientific problems.

Some examples:

The general equation of motion of a spring-mass system

mu ′′ + γu ′ + ku = F (t).

System of First Order ODEs P. Danumjaya

Introduction (Contd...)

The equation can be transformed to a system of first order

equations as follows: Let

y1 = u, y2 = y1′ ,

then

y1′ = y2 ,
γ k F (t)
y2′ = − y2 − y1 + .
m m m

System of First Order ODEs P. Danumjaya

Introduction (Contd...)

RLC Circuit :
dI V
= ,
dt L
dV I V
= − − .
dt C RC

System of First Order ODEs P. Danumjaya

Introduction (Contd...)

Biological Applications (Different species of animals interacting

with one another).

Lotka and Volterra model (1925)

dx1
= a1 x1 − b1 x1 x2 ,
dt
dx2
= −a2 x2 + b2 x1 x2 ,
dt
known as the Predator-Prey equations.

System of First Order ODEs P. Danumjaya

We consider the more general first-order system of n
dependent variables as

y1′ = f1 (t, y1 , y2 , · · · , yn ) ,
y2′ = f2 (t, y1 , y2 , · · · , yn ) ,
..
. (1)
yn′ = fn (t, y1 , y2 , · · · , yn ) ,

where y1 , y2 , · · · , yn are dependent variables, t is an

independent variable and the initial conditions are prescribed as

y1 (t0 ) = α1 , y2 (t0 ) = α2 , · · · , yn (t0 ) = αn . (2)

System of First Order ODEs P. Danumjaya

Existence and Uniqueness Theorem

Let the functions

f1 , f2 , · · · , fn
and the partial derivatives

∂f1 ∂f1 ∂fn ∂fn

,··· , ,··· , ,··· ,
∂y1 ∂yn ∂y1 ∂yn

be continuous in a region R of (t, y1 , y2 , · · · , yn ) space.

If (t0 , α1 , α2 , · · · , αn ) is an interior point of R, then the system

(1) has a unique solution

y1 (t), y2 (t), · · · , yn (t)

that satisfies the initial conditions (2).

System of First Order ODEs P. Danumjaya
We consider the nth order ordinary differential equation as
 
y (n) = f t, y , y ′ , y ′′ , · · · , y (n−1) . (3)

We split the equation (3) into a first order system as follows: Let

y1 = y , y2 = y ′ , · · · , yn = y (n−1) ,

then

y1′ = y2 ,
y2′ = y3 ,
..
. (4)
yn′ = f (t, y1 , y2 , · · · , yn ) .

System of First Order ODEs P. Danumjaya

Existence and Uniqueness Theorem

Let the function f and the partial derivatives

∂f ∂f ∂f ∂f
, , , · · · , (n−1)
∂y ∂y ′ ∂y ′′ ∂y

be continuous in a region R of t, y, y ′ , · · · , y (n−1) space.

If (t0 , α1 , α2 , · · · , αn ) is an interior point of R, then equation (3)

has a unique solution y (t) that satisfies the initial conditions

y (t0 ) = α1 , y ′ (t0 ) = α2 , · · · , y (n−1) (t0 ) = αn .

System of First Order ODEs P. Danumjaya

First Order Linear Systems

We consider the linear homogeneous system

dx
= a1 (t) x + b1 (t) y ,
dt
dy
= a2 (t) x + b2 (t) y . (5)
dt
We note that x(t) = 0 and y (t) = 0 is always a solution which is
called trivial solution, it is of no useful.

System of First Order ODEs P. Danumjaya

Theorem 1

If the homogeneous system (5) has two solutions namely

x = x1 (t), y = y1 (t),

and
x = x2 (t), y = y2 (t),
on [a, b], then

x = c1 x1 (t) + c2 x2 (t),
y = c1 y1 (t) + c2 y2 (t),

is also a solution on [a, b] for any arbitrary constants c1 and c2 .

System of First Order ODEs P. Danumjaya

Example 1
We consider the linear system
dx1
= x1 + x2 ,
dt
dx2
= 4 x1 + x2 .
dt
The two linearly independent solutions are
x1 (t) = e3t , y1 (t) = 2e3t ,
and
x2 (t) = e−t , y2 (t) = −2e−t .
The general solution is
x1 (t) = c1 e3t + c2 e−t ,
x2 (t) = c1 2e3t + c2 (−2)e−t ,
where c1 and c2 are any arbitrary constants.
System of First Order ODEs P. Danumjaya
Theorem 2

If the two solutions

x = x1 (t), y = y1 (t),

and
x = x2 (t), y = y2 (t),
of the homogeneous system

dx
= a1 (t) x + b1 (t) y ,
dt
dy
= a2 (t) x + b2 (t) y .
dt
are linearly independent on [a, b].

System of First Order ODEs P. Danumjaya

Theorem 2 (Contd...)

If x = xp (t), y = yp (t) is any particular solution of

dx
= a1 (t) x + b1 (t) y + f1 (t),
dt
dy
= a2 (t) x + b2 (t) y + f2 (t),
dt
on [a, b] then

x = c1 x1 (t) + c2 x2 (t) + xp (t),

y = c1 y1 (t) + c2 y2 (t) + yp (t),

is the general solution on [a, b].

System of First Order ODEs P. Danumjaya

Homogeneous Linear Systems with constant
coefficients

We consider the following system

dx
= a1 x + b1 y, (6)
dt
dy
= a2 x + b2 y,
dt
where a1 , a2 , b1 and b2 are given constants.

We assume that the solution of (6) is of the form

x(t) = A emt , y(t) = B emt . (7)

System of First Order ODEs P. Danumjaya

We substitute (7) into (6), we obtain

Amemt = a1 Aemt + b1 Bemt ,

Bmemt = a2 Aemt + b2 Bemt .

Thus, we have the linear system

(a1 − m) A + b1 B = 0,
a2 A + (b2 − m) B = 0.

For a nontrivial solution of (6), we must have

(a1 − m) b1
= 0.
a2 (b2 − m)

This gives

m2 − (a1 + b2 ) m + (a1 b2 − a2 b1 ) = 0.

System of First Order ODEs P. Danumjaya

Case (i): Distinct real roots (m1 and m2 )

Let m1 and m2 be the real and distinct roots.

Then we obtain the two linearly independent solutions are

x1 (t) = A1 em1 t , y1 (t) = B1 em1 t ,

and
x2 (t) = A2 em2 t , y2 (t) = B2 em2 t .
The general solution is

x(t) = c1 A1 em1 t + c2 A2 em2 t ,

y (t) = c1 B1 em1 t + c2 B2 em2 t ,

where c1 and c2 are any arbitrary constants.

System of First Order ODEs P. Danumjaya

Example 2

Find the general solution of

dx
= x + y,
dt
dy
= 4 x + y.
dt

System of First Order ODEs P. Danumjaya

Solution

Let x(t) = A emt , y (t) = B emt be the solution of given system

of equations.

Then substituting in the given equations, we obtain

(1 − m) A + B = 0, (8)
4 A + (1 − m) B = 0.

The auxiliary equation is

(1 − m)2 − 4 = 0.

Solving, we find the roots are m = −1 and m = 3.

System of First Order ODEs P. Danumjaya

If m = −1

With m = −1 in (8), we obtain the equations

2 A + B = 0, and 4 A + 2 B = 0.

If A = 1 then B = −2.

Thus
x1 (t) = e−t , y1 (t) = −2e−t .

System of First Order ODEs P. Danumjaya

If m = 3

With m = 3 in (8), we obtain the equations

−2 A + B = 0, and 4 A − 2 B = 0.

If A = 1 then B = 2.

Thus
x2 (t) = e3t , y2 (t) = 2e3t .
Therefore, the general solution is

x(t) = c1 e−t + c2 e3t ,

y (t) = c1 (−2)e−t + c2 2e3t ,

where c1 and c2 are any abritrary constants.

System of First Order ODEs P. Danumjaya

Example 3

Find the general solution of

dx
= −3 x + 4 y,
dt
dy
= −2 x + 3 y.
dt

System of First Order ODEs P. Danumjaya

Solution

The general solution is

x(t) = c1 2 e−t + c2 et ,
y (t) = c1 e−t + c2 et ,

where c1 and c2 are any abritrary constants.

System of First Order ODEs P. Danumjaya