Scribd
Upload
29 views3 pages

Differential Equations Lecture 18 Summary

The document discusses the solution of systems of linear differential equations (L.D.E.s) using matrix representation and eigenvalues. It outlines the process of finding eigenvalues and eigenvectors, leading to the general solution of the system. An example is provided to illustrate the steps involved in solving a specific system of L.D.E.s.

Uploaded by

Qusai Gtr
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
29 views3 pages

Differential Equations Lecture 18 Summary

The document discusses the solution of systems of linear differential equations (L.D.E.s) using matrix representation and eigenvalues. It outlines the process of finding eigenvalues and eigenvectors, leading to the general solution of the system. An example is provided to illustrate the steps involved in solving a specific system of L.D.E.s.

Uploaded by

Qusai Gtr
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Lecture 18: Differential Equations

* System of L.D.E’s :
* Some important facts:
1- Anm  Bmr  Cnr . 2- Anm  Bnm  Cnm .

1 2  2  1 4   8 3 6  1 2    2 3  1 5 
      ,        
  1  3  3 2 1    11  5  7    1  3   3 5    4 2 

Consider we have the following system of L.D.E’s.


x(t )  a11x(t )  a12 y(t )  b1 (t )
} … … … … . . . . … … … . . (∗)
y(t )  a21x(t )  a22 y(t )  b2 (t )

We can write (  ) in matrices form as follows


X (t )  AX (t )  B(t )......... .......(1)

 x(t )  a a12 
where X (t )    , A   11  which is called the coefficients matrix
 y (t )   a21 a22 
 b1 (t ) 
and B(t )    . In equation ( 1 ) if B(t )  0 , then ( 1 ) becomes
 b2 (t ) 
and this equation is called homogeneous S.L.D.E’s.
X (t )  AX (t )......... .......( 2)
and it can be written in the form
 x(t )   a11 a12  x(t ) 
     
 y(t )   a21 a22  y (t ) 

v 
To solve ( 2 ) ( i.e. to find the g.s.) we let X (t )  Ve t where V   1  is a
 v2 
column vector and  is a parameter that have to be determined. Then
X (t )  Ve t , now we substitute into equation ( 2 ) to have

Ve t  AVe t  AVe t  Ve t  0  et  AV  V   0  AV  V  0

1 0
 ( A  I )V  0.......... .....( 3) , where I    is the identity matrix.
0 1

Equation (3) can be written in the form


  a11 a12    0   v1   0   a11   a12  v1   0 
                . Thus
 a
  21 a22   0    v2   0   a21 a22    v2   0 

(a11   )v1  a12v2  0


} … … … … … . (3).
a21v1  (a22   )v2  0

We have two equations with two unknowns v1 and v2 . Equation (3) has a
nontrivial solution (not zero solution) iff
| A  I | 0.......... .......... (4) . Equation (4) can be written in the form
a11   a12
 0  (a11   )(a22   )  a12 a21  0
a21 a22  

 2  (a11  a22 )  a11a22  a12a21  0.......... .......... ......( 4) .

Equation (4) is the characteristic equation of A which is a polynomial of


2nd degree. Therefore, it has two roots 1 and 2 and these roots are called
eigenvalues and the corresponding vectors for these eigenvalues are called
eigenvectors. These eigenvalues may be distinct or repeated or complex
conjugates.
Case 1: if the eigenvalues are distinct, say 1  2 . Then we have two
u  v 
solutions X 1 (t )  Ue t and X 2 (t )  Ve  t where U   1  and V   1  are the
1 2

 u2   v2 

corresponding eigenvectors of 1 and 2 respectively. Thus the general


solution is
X (t )  c1Ue1t c2Ve 2t , which can be written in the form

 u1  1t  v1  2t  x(t )   c1u1e1t  c2v1e2t 


X (t )  c1  e c2  e      1t

2t 
 2
u  2
v  y (t )   1 2c u e  c v
2 2 e 

1  x(t )   4  1
Ex: Solve X (t )  AX (t ) such that X (0)    where X (t )    , A   
 2  y (t )   4 4 
 x(t )   4  1 x(t ) 
or       or x(t )  4 x(t )  y (t ) , y(t )  4 x(t )  4 y (t )
 y(t )    4 4  yt ) 

Solution: We must first find the eigenvalues using equation (4). That is
4 1
 0  (4   )(4   )  4  0  2  8  12  0
4 4

 (  2)(  6)  0    2,6 . These are called eigenvalues.


Now we want to find the corresponding eigenvectors using equation (3).
For   2 :
 2  1 u1   0 
       2u1  u2  0,4u1  2u2  0 . Note that we have two
  4 2  u2   0 
equations but in reality they are one equation; because any one of them can
be multiplied by a constant to get another one. Thus, we have only one
equation with two unknowns, which means we have infinitely many
solutions. We take only the first equation or the second one because they are
1
the same. 2u1  u2  0  u1  u2 . Take u2  2  u1  1. Substitute we get the
2
1
eigenvector corresponding to   2 . i.e. U    which is called the
 2
1
eigenvector, then the first solution is X 1 (t )   e 2t .
 2

For   6 :
  2  1  u1   0 
       2u1  u2  0,4u1  2u2  0 . We do the same we have
  4  2  u2   0 
1
done above.  2u1  u2  0  u1  u2 . If u2  2  u1  1, then the eigenvector
2
  1   1
is V    . The second solution is X 2 (t )   e 6t . The general solution
 2 2

1   1  x(t )   c1e 2t  c2e6t   1   c1  c2 


X (t )  c1  e 2t c2  e6t      .
6t 
    
 y (t )   2c1e  2c2e   2   2c1  2c2 
2t
 2 2

c1  c2  1 and 2c1  2c2  2 , then we have c1  1, c2  0 . Then we find the P.S.

Prof. Jafar Al-Omari

You might also like