MATH1005 NOTES-ERIC HUA 27

Chapter 5: Linear Systems

5.1. Homogeneous systems

A linear system of differential equations has the form

dx1
= a11 (t)x1 + a12 (t)x2 + · · · + a1n (t)xn + f1 (t),
dt
···
dxn
= an1 (t)x1 + an2 (t)x2 + · · · + ann (t)xn + fn (t).
dt
     
x1 a11 · · · a1n f1
Letting ⃗x, or, X =  ... , A =  ... .. .. , and F =  .. , we
  
. .   . 
xn an1 · · · ann fn
′
obtain the matrix differential equation X = AX + F , where A is called the
coefficient matrix.

Superposition principle. Let ⃗xi (i=1,...,n) be a set of solutions of the homo-

geneous system
⃗x′ = A⃗x, (6)
where ⃗x is a vector with n-entries of variables. Then the linear combination
c1⃗x1 + ... + cn⃗xn is also a solution.

Linear dependence/independence. If there exist n constants c1 ,..., cn , not

all zero, such that c1 X1 + ... + cn Xn = 0 for all t in an interval, then ⃗xi (i=1,...,n)
are linearly dependent. Otherwise, independent.

Criterion for Linearly Independent Solutions. If the Wronskian W (⃗x1 , ..., ⃗xn ) =
det(⃗x1 , ..., ⃗xn ) ̸= 0 for all t in an interval I, then ⃗xi (i=1,...,n) are linearly inde-
pendent on I.

Fundamental Set of Solutions. Any n linearly independent set of solutions

of (6) is called a fundamental set of solutions of (6). The linear combination of
any fundamental set of solutions of (6) is the general solution of (6).

2 × 2 System Model:

Example 46. Two large tanks, each holding 24 liters of brine, are interconnected
by two pipes. Fresh water flows into tank A at the rate of 6 L/min, and fluid is
drained out tank B at the same rate. Also, 8 L/min of fluid are pumped from
tank A to tank B and 2 L/min from tank B to tank A. The solutions in each tank
28 MATH1005 NOTES-ERIC HUA

are well stirred so that they are homogeneous. If, initially, tank A contains 5kg
salt in the solution and Tank B contains 2kg salt in the solution, find the mass
of salt in the tanks at any time t.
To solve this problem, let x(t) and y(t) be the mass of salt in tanks A and B
respectively. The variables x, y satisfy the system of the first order DE
dx −8 2
x′ = = x + y,
dt 24 24
′ dy 8 6+2
y = = x− y.
dt 24 24

d⃗x
Method to Solve 2 × 2 Homogeneous Linear systems = A⃗x:
dt
If λ is an eigenvalue of A, and ⃗v is an eigenvector, then

⃗x = eλt⃗v

is an solution of the system, since

d⃗x
= λeλt⃗v = λ⃗x = A⃗x.
dt
Case 1: If the 2 × 2 matrix A has two distinct real eigenvalues λ1 , λ2 . Then
the matrix A has two independent eigenvectors v1 and v2 , corresponding to
the eigenvalues λ1 and λ2 respectively (distinct or not), then x1 = eλ1 t v1 and
x2 = eλ2 t v2 are two independent solutions of the matrix equation, with the gen-
eral solution x = c1 x1 + c2 x2 , where c1 and c2 are arbitrary constants.
   
v11 v12
In terms of the original variables, if v1 = and , then
v21 v22
       
x λ1 t v11 λ2 t v12 x = c1 eλ1 t v11 + c2 eλ2 t v12
= c1 e + c2 e → .
y v21 v22 y = c1 eλ1 t v21 + c2 eλ2 t v22
 ′ 
x = 2x − y
Example 47. Find the general solution: .
y ′ = 3x − 2y
 
x
Solution: In matrix form, the system is x′ = Ax, where x = and
  y
2 −1
A= .
3 −2
2−λ −1
det(A − λI) = = λ2 − 1
3 −2 − λ
λ2 − 1 = 0 ⇒ λ1 = 1, λ2 = −1.
 
a
For λ1 = 1, solve (A − (−1)I) = ⃗0.
  b
1
−a + b = 0, a = 1 ⇒ v1 = .
1
MATH1005 NOTES-ERIC HUA 29
 
a
For λ2 = −1, solve (A − (−1)I) = ⃗0.
b
 
1
−3a + b = 0, a = 1 ⇒ v2 = .
3
   
t 1 −t 1
Thus, x1 (t) = e and x2 (t) = e are independent solutions, and
1 3
x(t) = c1 et + c2 e−t
   
t 1 −t 1
the general solution is x(t) = c1 e + c2 e , i.e., .
1 3 y(t) = c1 et + 3c2 e−t

Case 2: If the 2 × 2 matrix A has repeated eigenvalues λ1 = λ2 = λ, and the

matrix A has two independent eigenvectors v1 and v2 , then it is same as Case 1:

⃗x1 = eλt⃗v1 , ⃗x2 = eλt⃗v2 .

x′ = 3x

Example 48. Find the general solution: .
y ′ = 3y

 
3 0
Solution: In matrix form, the system is x′ = Ax, where A = .
0 3
Two eigenvalues are 
λ1 =λ2 = 3.  
1 0
For λ = 3, ⇒ v1 = , v2 = .
0 1

Case 3: If the 2 × 2 matrix A has repeated eigenvalues λ1 = λ2 = λ with only

one independent eigenvector ⃗v , then one solution is given by x1 = eλt⃗v . A second
linearly independent solution is given by

x2 = eλt (t⃗v + ⃗u),

where ⃗u satisfies
(A − λI)⃗u = ⃗v . (7)
 ′
x = 3x − 18y
Example 49. Find the general solution: .
y ′ = 2x − 9y

 
′ x
Solution: In matrix form, the system is x = Ax, where x = and
  y
3 −18
A= .
2 −9
Two eigenvalues are λ1 = λ2= −3.
  
3 −3t 3
For λ1 = −3, ⇒ v1 = ⃗v = , ⇒ x1 (t) = e .
1 1
To find a second linearly independent solution, we solve (7),
 
0.5
(A + 3I)⃗u = ⃗v , ⇒ ⃗u = .
0
30 MATH1005 NOTES-ERIC HUA
   
λt −3t 3 −3t 0.5
Thus, x2 (t) = te (t⃗v +⃗u) = te +e , and the general solution
1 0
is
x(t) = c1 x1 (t) + c2 x2 (t).

Case 4: If the 2 × 2 matrix A has complex eigenvalues, λ = a + bi. Let ⃗v be the

corresponding complex eigenvector, ⃗v1 =Re ⃗v , ⃗v2 =Im ⃗v . Then

eλt⃗v = eat+bti (⃗v1 + i⃗v2 ) = eat cos(bt) + ieat sin(bt) (⃗v1 + i⃗v2 )

= (⃗v1 cos bt − ⃗v2 sin bt)eat + i (⃗v2 cos bt + ⃗v1 sin bt)eat

Thus the two linearly independent solutions are

⃗x1 = (⃗v1 cos bt − ⃗v2 sin bt)eat , ⃗x2 = (⃗v2 cos bt + ⃗v1 sin bt)eat .

x′ = 6x − y

Example 50. Find the general solution: .
y ′ = 5x + 4y

 
′ x
Solution: In matrix form, the system is x = Ax, where x = and
  y
6 −1
A= .
5 4
Two eigenvalues are λ1 = 5 + 2i, λ2 = 5 − 2i.
The general solution is
   
5t 1 5t 0
⃗x = e (c1 cos(2t) − c2 sin(2t)) + e (c1 sin(2t) + c2 cos(2t)) .
1 −2

Linear system with initial conditions:

x′ = 2x − y

Example 51. Find the general solution: , x(0) = 5, y(0) =
y ′ = 3x − 2y
11.
 
′ x
Solution: In matrix form, the system is x = Ax, where x = and
  y
2 −1
A= .
3 −2
2−λ −1
det(A − λI) = = λ2 − 1
3 −2 − λ
λ2 − 1 = 0 ⇒ λ1 = 1, λ2 = −1.
MATH1005 NOTES-ERIC HUA 31
 
a
For λ1 = 1, solve (A − (−1)I) = ⃗0.
  b
1
−a + b = 0, a = 1 ⇒ v1 = .
1
 
a
For λ2 = −1, solve (A − (−1)I) = ⃗0.
 b
1
−3a + b = 0, a = 1 ⇒ v2 = .
3
   
t 1 −t 1
Thus, x1 (t) = e and x2 (t) = e are independent solutions, and
1 3 
x(t) = c1 et + c2 e−t
 
1 1
the general solution is x(t) = c1 et + c2 e−t , i.e., .
1 3 y(t) = c1 et + 3c2 e−t
By x(0) = 2, y(0) = −1, c1 + c2 = 5, c1 + 3c3 = 11, c1 = 2 and c2 = 3. Thus
x(t) = 2et + 3e−t
.
y(t) = 2et + 9e−t
32 MATH1005 NOTES-ERIC HUA

Chapter 6: Sequences and Series

6.1 Sequences
Sequence: a1 , a2 , ..., an , ..., an is the nth term. If limn→∞ an = L, then we say
the sequence converges to L. Otherwise, the sequence diverges.

Property: If an = f (n) and lim f (x) = L, then lim an = L.

x→∞ n→∞
 ln n
Example 52. The sequence n
is convergent.

Solution:
ln n ln x 1/x
lim = lim = lim = 0.
n→∞ n x→∞ x x→∞ 1

n√ √ o
Example 53. Show that the sequence n2 2
+ 3n − 1 − n − 1 converges to
3
2
.

Solution: By conjugate.

Example 54. Show that the sequence {cos n} is divergent; {arctan(−n)} con-
verges to − π2 .

Solution: By considering limits to infinity.

Example 55. Basic results:



 0, |r| < 1
 ∞, r>1


lim rn = DN E, r < −1 .
n→∞
1, r=1




DN E, r = −1


e.g., the sequence ( 31 )n is convergent, but the sequence {(3)n } is divergent.



Properties: Let {an } and {bn } be convergent, c, d ∈ R.

1. lim (can + dbn ) = c lim an + d lim bn .

n→∞ n→∞ n→∞

2. lim (an bn ) = ( lim an )( lim bn ).

n→∞ n→∞ n→∞
MATH1005 NOTES-ERIC HUA 33

lim an
an
3. lim = n→∞
, if lim bn ̸= 0.
n→∞ bn lim bn
n→∞ n→∞

4. lim apn = ( lim an )p , if an ≥ 0 and p > 0.

n→∞ n→∞

5. If lim |an | = 0, then lim an = 0.

n→∞ n→∞

Squeeze Theorem: If an ≤ bn ≤ cn and lim an = lim cn = L, then lim bn =

n→∞ n→∞ n→∞
L.

 cos n
Example 56. n
converges 0.

Solution:
1 cos n 1
− ≤ ≤ .
n n n

Bounded above: an ≤ M for all n.

Bounded below: an ≥ m for all n.
Bound and Convergence: A convergent sequence is bounded.
Monotonic Sequence Theorem: Every bounded monotonic sequence is con-
vergent.

Mathematical Induction: Suppose you want to prove a theorem in the form

”For all integers n greater than equal to s, P (n) is true”.
Step 1: Verify the initial step: P (s) is true.
Step 2: Assume that P (k) is true for a k ≥ s.
Step 3: We will prove that P (k + 1) is true.

Example 57. Given the sequence {an }: a1 = 2, an+1 = 12 (an + 6).

(a) Show that the sequence is increasing and bounded above.

Solution: (i) We will show that an < 6 by induction: Note that a1 < 6.
Assume that an < 6. Then an+1 = 12 (an + 6) < 12 (6 + 6) = 6.
(ii) an+1 − an = 3 − 21 an > 3 − 62 = 0. Thus the sequence is increasing.

(b) Find the limit of the sequence.

Solution: By Monotonic Sequence Theorem, the sequence is convergent.

Let the limit be L. Then by the recursive relation, L = 12 (L + 6) ⇒ L = 6.

n
Example 58. Show that an = n3 +1
is decreasing, and 0 < an < 1 for any n.