Documente Academic
Documente Profesional
Documente Cultură
Ordinary Differential
Equations (ODEs)
Part A p1
CHAPTER
Systems of ODEs.
Phase Plane.
Qualitative Methods
Chapter 4 p2
4.0
Section 4.0 p4
A a jk
a11 a12
,
a 21 a 22
fo r e x a m p le ,
5 2
A
1 .
1 3
(4)
a11 a12
a 21 a 22
A a jk
an1 an 2
a1n
a2n
.
ann
The a11, a12, are called entries, the horizontal lines rows,
and the vertical lines columns.
Section 4.0 p6
,
x
xn
th u s if n 2 ,
x1
x
x2
Section 4.0 p7
v n ,
th u s if n 2 ,
v v 1 v 2 .
a
a
21
22
and
b11 b12
B
b 21 b 22
Section 4.0 p8
and
x1
x
x2
v x if a n d o n ly if v 1 x 1
v2 x2.
Section 4.0 p9
a11 b11
A B
a 21 b 21
a12 b12
,
a 22 b 22
v1 x1
v x
.
v2 x2
4
9 1 3 2
5
2 1 0 2
15
2
9 (4) 3 5
,
( 2) (4) 0 5
21
.
8
y1 (t )
y (t )
,
y 2 (t )
s in t
th e n
2 t
2e
y 1 ( t )
y ( t )
.
y 2 ( t )
cos t
y 1
a11 a12 y 1
y
Ay
,
y 2
a 21 a 22 y 2
e .g .,
5 2
y1
y
1
.
1 3
y2
A
1
1 3
a 21 a 22
is
5 13
a11 a 21
1 .
2
a12 a 22
is a ro w v e c to r,
v 1 v 2 ,
and conversely.
AA1 = A1A = I.
a 22 a12
,
d e t A a 21 a11
1
det A
a11 a12
a 21 a 22
a11 a 22 a12 a 21 .
17
18
3
T
adj ( A ) C 6
6
12
6
3
19
20
21
22
LxM
NxL
NxM
24
25
26
i< j
(1)
1
c1
(c2v
(2)
crv
(r)
).
Eigenvalues, Eigenvectors
Let A = [ajk] be an n x n matrix. Consider the equation
(12)
Ax = x
where is a scalar (a real or complex number) to be
determined and x is a vector to be determined. Now, for
every , a solution is x = 0. A scalar such that (12) holds
for some vector x 0 is called an eigenvalue of A (value of
that make the determinant of A equal to zero) , and this vector
is called an eigenvector of A corresponding to this
eigenvalue .
We can write (12) as Ax x = 0 or
(13)
(A I)x = 0
: can be, real distinct roots, repeated roots, complex roots
Section 4.0 p30
4.1
y 1 0 . 02
y 2 0 . 02
0 . 02 y 1
0 . 02 y 2
y1
1
2
y2
0 . 04 t
t 27 . 5 s
Repeated Eigenvalues
In this case: x1 = e1t v1 is the unique normal mode. However, a
second order system needs two independent solutions. If we
multiplied the normal solution by t only (as in the case of single
degree of freedom system), it turns out this doesnt quite work.
Recall that in the method of order reduction (Basis method) a
second independent solution is given by (X1t + C1 ) so let
x2 = e1t (tv1 + v2).
where v2 is any constant vector satisfying
(A 1 I) v2 = v1.
(check by substitution) this does give a solution, remember that [A]
v1 = 1v1
Fact. The equation for v2 is guaranteed to have a solution, provided
that the eigenvalues 1 = 2 . When solving for v2 =(b1, b2)T, try
setting b1 = 0, and solving for b2. If that does not work, try setting
b2 = 0 and solving for b1.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
Complex Eigenvalues
In this case:
1 = a + bi,
2 = a - bi
x1 = e1t L1 , x2 = e2t L2
Are linearly independent normal modes.
However,
L1 and L2 are compels congregate vectors
Theorem 1
Conversion of an ODE
An nth-order ODE
(8)
y(n) = F(t, y, y, , y(n1))
can be converted to a system of n first-order ODEs by setting
(9) y1 = y,
y2 = y,
y3 = y, ,
yn = y(n1).
This system is of the form
y 1 y 2
y 2 y 3
(10)
y n 1 y n
y n F ( t , y 1 , y 2 ,
Section4.1 p45
, yn)
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
M nxn Ynx 1 C Y K Y g ( t )
add new system
as
K nxn Y nx 1 K nxn Y nx 1 0
then
M
arange
the
two
systems
as
0 Y C K Y g ( t )
K Y K 0 Y 0
[ K ] has
non zero
A X B X
the system
elements
var iabels
h ( t )
in its diagonal
cna be renamed
pre multiply
will be reduced
by A
as
1
to
X A B X A h ( t )
1
manpulatio
4.2
(1)
y 1 f 1 ( t , y 1 ,
, yn )
y 2 f 2 ( t , y 1 ,
, yn )
y n f n ( t , y 1 ,
, y n ).
Section4.2 p49
Linear Systems
Extending the notion of a linear ODE, we call (1) a linear
system if it is linear in y1, , yn; that is, if it can be written
(3)
y 1 a 1 1 ( t ) y 1
a1n (t ) y n g 1 (t )
y 1 a n 1 ( t ) y 1
ann (t ) y n g n (t )
where
a11
a n 1
a1n
a n n
y1
y
,
y n
g1
g
.
g n
(4)
y = Ay.
Theorem 3
Superposition Principle or Linearity Principle
If y(1) and y(2) are solutions of the homogeneous linear
system (4) on some interval, so is any linear combination
y = c1y(1) + c1y(2).
Section4.2 p53
(7)
W (y
(1)
,y
(n)
y2
yn
(1)
(1)
(1)
y1
(2)
y2
yn
(2)
(2)
y1
(n)
y2
yn
(n)
(n)
Stability
Critical points may also be classified in terms of their
stability. Stability concepts are basic in engineering and
other applications. They are suggested by physics, where
stability means, roughly speaking, that a small change
Suppose first that r1 < r2 < 0, and that the eigenvectors (1)
and (2) are as shown below.
(1) = (2)
AND
(1) = - (2)
It follows that x 0 as t
-ve rs
for all solutions x, regardless of
the values of c1 and c2.
4.6
Nonhomogeneous
Linear Systems of ODEs