ENGINEERING MATHEMATICS
KMM 511E
CHAPTER-8
SYSTEMS OF DIFFERENTIAL
EQUATIONS
Assoc. Prof. Elif ÖZTÜRK ER
ozturkeli@[Link]
Ofis: B412
Systems of ODEs
Systems of linear differential equations
We can write them vectoral form: The solution of such a system is a function
differentiable in the range a<t<b.
𝑦 = 𝑓 𝑡, 𝑦
For n=1 y1 = h1(t), y2 = h2(t)……, yn = hn(t) or
𝑦 = 𝑓 𝑡, 𝑦 , 𝑦
For n=2
𝑦 = 𝑓 𝑡, 𝑦 , 𝑦
𝑦⃗ = ℎ(𝑡)
Homogeneity in Systems of ODEs
In case of Homogeneous Systems of ODEs
Independent variable : t
Dependent variables : y, z
Solutions to System
First order ODE system with 2 unknowns
Eigenvalues and eigenvectors Differential operator Laplace Transform
𝐷𝑥 = 3𝑥 + 4𝑥 𝐿 𝑥 = 𝐿 3𝑥 + 4𝑥
𝑦′ = 𝐴𝑦⃗ + 𝑔 𝐷𝑥 = 5𝑥 − 7𝑥 𝐿 𝑥 = 𝐿 5𝑥 − 7𝑥
3 4
𝐴=
5 −7
Systems of ODEs – Solution using Eigenvalues and Eigenvectors
Systems of linear differential equations
𝑦′ = 𝐴𝑦⃗ + 𝑔
𝑎 ⋯ 𝑎 𝑦 𝑔
𝑦 𝑔
𝐴= ⋮ ⋱ ⋮ 𝑦= 𝑔=
𝑎 ⋯ 𝑎 … …
𝑦 𝑔
The system is homogeneous if 𝑔 = 0 If y(1) and y(2) are the solutions of the homogeneous equation,
the general solution is expressed as
𝑦′ = 𝐴𝑦⃗
𝑦⃗ = c1𝑦⃗(1) + c2𝑦⃗(2)
Systems of ODEs
Systems of linear differential equations
𝑦⃗’ = A𝑦⃗
If A = constant (not a function of t), Recalling that for y’ = ky, the solution was y = Cekt
We may try 𝑦⃗ = 𝑥⃗et as the solution
𝑦⃗’ = 𝑥⃗et = A𝑦⃗ = A𝑥⃗et
Dividing by et
A𝑥⃗ = 𝑥⃗
So, by considering that for A we have 𝑥⃗ eigen vectors for each eigen value :
𝑦⃗(1) = 𝑥⃗(1)e1t,….. 𝑦⃗(n) = 𝑥⃗(n)ent
General solution: 𝑦⃗ = c1𝑥⃗(1)e1t + …… cn𝑥⃗(n)ent
Eigenvalues
Linear systems of equations: For a given matrix A, what are the nonzero vectors x that satisfy the equation
for some scalar λ? A: a square matrix x : an unknown vector : an unknown scalar
𝐴𝑥 = 𝜆𝑥 ⟺ 𝐴𝑥 − 𝜆𝐼𝑥 = 0 ⟺ 𝑥 𝐴 − 𝜆I = 0
The equation Ax = λx has nonzero solutions for the vector x if and only if the matrix A − λI has zero determinant.
Eigenvalues
For a given matrix A, there are only a few special values of the scalar λ for which A − λI will have zero determinant, and these
special values are called the eigenvalues of the matrix A.
−5 2
𝐴= Firstly, we find the eigenvalues:
2 −2
−5 2 𝑥 𝑥
𝐴𝑥 = =𝜆 𝑥 ⟹
2 −2 𝑥
−5𝑥 + 2𝑥 = 𝜆𝑥 The solution to this equation exists when the
2𝑥 − 2𝑥 = 𝜆𝑥
determinant of the matrix is equal to 0 (provided that
(−5 − 𝜆)𝑥 + 2𝑥 = 0
2𝑥 + (−2 − 𝜆)𝑥 = 0 x≠0) det(A- 𝜆 I) = 0
𝑑𝑒𝑡 𝐴 − 𝜆I = 𝜆 + 7𝜆 + 6 = 0
𝜆 = −1 𝜆 = −6 ⟺ 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝐴
Eigenvectors
Determination of Eigenvectors corresponding to different Eugenvalues
• For 𝜆 = −1 : (−5 + 1)𝑥 + 2𝑥 = 0
𝑥
2𝑥 + (−2 + 1)𝑥 = 0 𝑥 =
2
1/2
By assuming the second value as 1 : 𝑥 =
1
• For 𝜆 = −6 : (−5 + 6)𝑥 + 2𝑥 = 0 𝑥 = −2𝑥
2𝑥 + (−2 + 6)𝑥 = 0
−2
By assuming the second value as 1 : 𝑥 =
1
The same method is applied to larger systems (e.g.: 1, 2, 3 eigen values and corresponding 𝑥1, 𝑥2 and 𝑥3 vectors.)
Eigenvectors
•𝜆 ≠𝜆
2 different real • 𝑥 ( ) 𝑎𝑛𝑑 𝑥 ( ) 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡.
eigenvalues
• x(t) = c e 𝑥 ( ) + c e 𝑥 ( )
•𝜆 =𝜆
2 repeated real • 𝑥 ( ) 𝑎𝑛𝑑 𝑥 ( ) 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡.
eigenvalues
• x t = (𝐶 +𝐶 𝑡)𝑥 ( ) e + c e 𝑥 ( )
• 𝜆 , 𝜆 = 𝛼 ± 𝛽𝑖
Complex eigenvalues • x(t) = 𝑒 𝑥 ( ) (c sin 𝛽𝑡 + c 𝑐𝑜𝑠 𝛽𝑡)
Systems of ODEs
Case 1: 2 different real roots
Example:
x1’ = 4x1 + 6x2
x2’ = -3x1 – 5x2
Systems of ODEs
Case 2: Complex conjugate pairs
Example:
x1’ = x1 + 3x2
x2’ = -x1 + x2
Systems of ODEs
Case 3: Repeated Real Roots
Example:
x1’ = 4x1 + x2
x2’ = -x1 + 2x2
Systems of ODEs
Non-homogeneous systems
’=A +
General solution: = (h) + (p)
Variation of Parameters Method of Undetermined Coefficients
Systems of ODEs
Non-homogeneous systems
The method of Undetermined Coefficients for systems is pretty
Method of Undetermined Coefficients
much identical to the second order differential equation case.
The only difference is that the coefficients will need to be
vectors now.
( )
( )
Systems of ODEs
Method of Undetermined Coefficients
Example:
Systems of ODEs
Method of Undetermined Coefficients
Example:
Systems of ODEs
Method of Undetermined Coefficients
Example: