Chapter

p 4

Systems of ODEs. Phase Plane.

Qualitative Methods

Contents
4.0 Basics of Matrices and Vectors
4.1 Systems
y of ODEs as Models
4.2 Basic Theory of Systems of ODEs
4.3 Constant-Coefficient Systems.
y Phase Plane Method
4.4 Criteria for Critical Points. Stability
4.5 Qualitative Methods for Nonlinear Systems
Q y ((Self Study)
y)
4.6 Nonhomogeneous Linear Systems of ODEs

2
4.0 Basics of Matrices and Vectors
For a linear system, it will consist of at least two ODEs in two
unknown functions y1(t), y2(t),
 y '1  a11 y1  a12 y2
y'  a y  a y
 2 21 1 22 2

We can represent this ODE system as a matrix and vectors form:

 y '  a a12   y1 
y '   1    11     Ay
A
 y '2   a21 a22   y2 
where
y  a a12   y' 
y   1 A   a jk    11 y'  1
 y2   a21 a22   y '2 

continued
3

Similarly, a linear system of n first-order ODEs in n unknown

functions y1(t), ‥‥, yn(t) is of the form
 y '1  a11 y1  a12 y2    a1n yn
 y '2  a21 y1  a22 y2    a2 n yn
 

 y 'n  an1 y1  an 2 y2    ann yn
In Matrix form:
 y '1   a11 a11  a1n   y1 
 y '  a a22  a2 n   y2 
y '   2    21     Ay
          
    
 y 'n   an1 an 2  ann   yn 

4
Calculations with Matrices and Vectors
Addition:

Scalar multiplication:
p B = cA = c[a
[ jk] = [[cajk] = [[bjk]].
Matrix Multiplication: The product C = AB (in this order) of
two n × n matrices A = [ajjk] and B = [bjjk] is the n × n matrix C =
[cjk] with entries


j  1, 2, , n
n
c jk   a jmj bmkk
m 1
k  1, 2 , n
1 2,

Some Further Operations and Terms

Transposition: an operation that writes columns as rows and
conversely .
Inverse of a Matrix: If for a given n × n matrix A, there is an n
× n matrix B such that AB = BA = I, where I is a unit matrix or
id i matrix,
identity i then
h A is i called
ll d nonsingular
i l and d B is
i called
ll d the
h
inverse of A and is denoted by A-1.
 If A has no inverse
inverse, it is called singular and its determinant det(A) = 0.
0
Linear Independence. r given vectors v(1), ‥‥, v(r) with n
components are called a linearly independent set or linearly
independent, if
c1v(1) + ‥‥ + crv(r) = 0
implies that all scalars c1, ‥‥ , cr must be zero; here, 0 denotes
the zero vector, whose n components are all zero.
continued
6
Eigenvalues, Eigenvectors
Let A = [ajk] be an n × n matrix. Consider the equation
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 Ax = x holds for some vector x ≠ 0
is called an eigenvalue of A, and this vector is called an
eigenvector of A corresponding to this eigenvalue .
We can write the equation as Ax – x = 0 or (A – I)x = 0,
where
h I is i a unit
i matrix.
i
Since x ≠ 0, the determinant of the coefficient matrix A – I
mustt be
b zero. Thus
Th characteristic
h t i ti determinant
d t i d t(A – I) = 0,
t: det( 0
and the resulting equation in variable  is called characteristic
equation.

EXAMPLE 1 Eigenvalue Problem

Find the eigenvalues and eigenvectors of the matrix
 4.0 4.0 
A 
 1.6 1.2 
Solution. The characteristic equation is the quadratic equation
4  λ 4
det[ A  λI ]   λ 2  2.8λ  1.6  0
1.6 1.2  λ
It has the solutions 1 = –2
2 and 2 = –0
0.8.
8 These are the
eigenvalues of A.
The eigenvectors can be obtained by Ax = x.
1 = –2
 4.0 4.0   x1   4.0 x1  4.0 x2   x1 

 1.6 1.2   x   1.6 x  1.2 x   2  x   x1  2 x2
  2  1 2  2
 x  2
x ((1))   1    
 x2  1  continued
8
1 = –0.8
 4.0 4.0   x1   4.0 x1  4.0 x2   x1 

 1.6 1.2   x   1.6 x  1.2 x   0.8  x   x2  0.8 x1
  2  1 2  2
x   1 
x(2)   1    
 x2  0.8

4.1 Systems of ODEs as Models

EXAMPLE 2 Electrical Network
Find the currents I1(t) and I2(t) in the network as shown.
shown Assume
the current flows are clockwise in the circuit. Assume all
currents and charges to be zero at t = 0, the instant when the
switch
it h is
i closed.
l d

continued
10
Solution. Step 1. Setting up the mathematical model.
The model of this network is obtained from Kirchhoff’s voltage
g
law, as in Sec. 2.9 .
Let I1(t) and I2(t) be the currents in the left and right loops,
respectively.
 In the left loop the voltage drops are LI'1 = I'1 [V] over the inductor and
R1(I1 – I2) = 4(I1 – I2) [V] over the resistor,
resistor the difference because I1 and I2
flow through the resistor in opposite directions. By Kirchhoff’s voltage
law the sum of these drops equals the voltage of the battery; that is,
LI'1 + R1(I1 – I2) = E  I'1 = –4I1 + 4I2 + 12.
 In the right loop the voltage drops are
R2 I 2  R1 ( I 2  I1 )  C1  I 2 dt  0  10 I 2  4 I1  4  I 2 dt  0
 Take the derivative of the second equation:
I'2 = –1.6I1 + 1.2I2 + 4.8
continued
11

I '   4.0 4.0   I1  12.0 

J '   1   AJ  g     I    4.8 
'
 2
I  1.6 1.2  2  
St 2.
Step 2 Solving
S l i the
th equation
ti system.
t
 With vector g  0, the system becomes a nonhomogeneous system.
 We try to proceed as for a single ODE
ODE. Solving first the homogeneous
system J' = AJ (thus J' – AJ = 0) by substituting J = xet. This gives
J' = xet = Axet, hence Ax = x.
 From Example 1 in the previous section, the eigenvalues are -2 and -0.8
with corresponding eigenvectors:
 x  2 x   1 
x (1)   1     x (2)   1    
 x2  1   x2  0.8
 Hence a general solution of the homogeneous solution is
Jh = c1x(1)e-2t + c2x(2)e-0.8t
 For a particular solution of the nonhomogeneous system, since g is
constant, we try a constant column vector Jp = a with components a1, a2.
continued
12
 Then J'p = 0, and substitution into the ODE system gives Aa + g = 0; in
components
 4.0 0   a1  12
4 0 44.0 0  0 
12.0  a  3
Aa  g             1   
 1.6 1.2   a2   4.8  0   a2  0 
 Hence the general solution of the electric circuit is:
J = Jh + Jp = c1x(1)e-2t + c2x(2)e-0.8t +a

 I1 (t )   2  2t  1  0.8  3   2c1e 2t  c2 e 0.8t  3

J   c1  1  e  c2 0.8 e
0 8t
     2t 0.8t 
 I 2 (t )      0   c1e  0.8c2 e 
 At t = 0,
0 both
b th I1(t) andd I2(t) are 0,
0 which
hi h iis th
the iinitial
iti l condition.
diti Then
Th c1 =
-4 and c2 = 5.
 The solution:
 I1 (t )  (1) 2 t (2) 0.8t  8e 2t  5e 0.8t  3
J   4x e  5x e a   2 t 0.8 t 
 2 
I (t )  4e  4e 
continued
13

The left figure shows I1(t) and I2(t) as two separate curves. The
right figure shows these two currents as a single curve [I1(t), I2(t)]
plane This is a parametric representation with time t
in the I1I2-plane.
as the parameter.
The I1I2-plane
p is called the p plane, and the curve is called a
phase p
trajectory. Such “phase plane representations” are more
important than graphs in left because they give a much better
qualitative overall impression of the general behavior of whole
families of solutions.
14
Conversion of an nth-Order ODE to a System
THEOREM 1
Conversion of an ODE
An nth-order ODE
y(n) = F(t,
F(t y, y' ‥‥ , y(n
y y', (n–1)
1))

can be converted to a system of n first-order ODEs by setting

'' ‥‥ , yn = y(n–1)
y1 = y, y2 = y',' y3 = y'', (n 1).

This system is of the form

y1' = y2, y2' = y3, y3' = y4, ‥‥ , yn-1' = yn,
yn' = F(t, y1, y2, ‥‥ , yn)

15

4.2 Basic Theory of Systems of ODEs

A first-order systems
y1 '  f1 (t , y1 , y2 , , yn )
y2 '  f 2 (t , y1 , y2 , , yn )

yn '  f n (t , y1 , y2 , , yn )
We can write the system as a vector equation by introducing the
column vectors y = [y1, ‥‥, yn]T and f = [ƒ1 , ‥‥, ƒn]T. Thus
y' = f(t, (t y)
A solution on some interval a < t < b is a set of n differentiable
functions y1 = h1((t),
), ‥‥ , yn = hn((t)) on a < t < b that satisfies
the given ODE system. In vector form h = [h1, ‥‥, hn]T.
The initial value problem of the first-order systems contains n
given
i i iti l conditions:
initial diti
y1(t0) = K1, y2(t0) = K2, ‥‥ , yn(t0) = Kn,
or in vector form: y(t0) = K, where K = [K1, ‥‥, Kn]T

16
 THEOREM 1
Existence and Uniqueness Theorem
Let f1, ‥‥, fn in the first-order system be continuous
functions having continuous partial derivatives f1/y1, ... ,
f1/yn, ... , fn/yn in some domain R of ty1y2 ... yn-space
containing the point (t0, K1, ‥‥ , Kn). Then the first-order
system has a solution on some interval t0 –  < t < t0 + 
satisfying the initial conditions, and this solution is unique.

Linear Systems
A linear ODE system of y1 ‥‥ yn can be written
 y1 '  a11 (t ) y1    a1n (t ) yn  g1 (t )

 
 yn '  an1 (t ) y1    ann (t ) yn  g n (t )

17

Linear Systems
In vector form: y' = Ay + g where A is the coefficient matrix and
y and g are column vectors. If g = 0, the system is homogeneous.
If g  0, the system is nonhomogeous.
For this linear system, f1/y1 = a11, ‥‥ fn/yn = ann.

THEOREM 2

Existence and Uniqueness in the Linear Case

Let the ajk’s and gj’s in the linear ODE system
y be continuous
functions of t on an open interval  < t <  containing the
point t = t0. Then the linear ODE system has a solution y(t) on
this
hi interval
i l satisfying
i f i the
h initial
i i i l conditions,
di i y1(t
( 0) = K1, y2(t
( 0)
= K2, ‥‥ , yn(t0) = Kn, and this solution is unique.

18
 THEOREM 3
Superposition Principle or Linearity Principle
If y(1) and y(2) are solutions of the homogeneous
g linear system
y
y' = Ay on some interval, so is any linear combination y = c1y(1)
+ c2y(2).

Basis and General Solution.

A linearly independent set of n solutions y(1), ‥‥ , y(n) of the
homogeneous first-order ODE system on some interval J forms a
basis or a fundamental system of solutions. A corresponding
li
linear combination
bi ti
y = c1y(1) + ‥‥ + cny(n) (c1, ‥‥, cn arbitrary)
is a general solution of the ODE system on J.
J
We can write n solutions y(1), ‥‥ , y(n) as columns of n × n
matrix
Y = [y(1), ‥‥ , y(n)]
19

Wronskian
The determinant of Y is called the Wronskian of y(1), ‥‥ , y(n),
written y1(1) y1(2)  y1( n )
y2(1) y2(2)  y2( n )
W ( y , y , , y ) 
(1) (2) (n)

   
yn(1) yn(2)  yn( n )
These solutions form a basis (linearly independent) on I if and
l iff W is
only i not zero at any t1 in i this
hi interval.
i l W either
i h isi
identically zero or is nowhere zero in J. (This is similar to Secs.
2 6 and 3.1.)
2.6 31)
If the solutions y(1), ‥‥, y(n) form a basis, then Y = [y(1), ‥‥ ,
y(n)] is often called a fundamental matrix. With a column
vector c = [c1 c2 ‥‥ cn]T, we can now write
y = c1y(1) ‥‥ + cny(n) as y = Yc

20
4.3 Constant-Coefficient Systems. Phase Plane
Method
For a homogeneous system: y' = Ay, if the coefficients are
constant, the coefficient matrix A = [ajk] is independent of t (ps.
Now our variable is t).
Since for any single ODE y' = ky has the solution form: y = Cekt,
we can let the solution of the given ODE system be: y = xet.
Then substitute this solution to the system, system we get the
eigenvalue problem: Ax = x, where  is an eigenvalue of A
and x is a corresponding
p g eigenvector.
g
Let eigenvectors be x(1), x(2), , x(n) and the corresponding
eigenvalues be 1, 2, , n, then the corresponding solutions are
y (1)  x (1) e λ1t , y (2)  x (2) e λ2t , , y ( n )  x ( n ) e λnt
Their Wonskian W = W((y(1), y(2), ,, y(n)) is ggiven byy

21


W  x(1) e λ1t , x(2) e λ2t , , x ( n ) e λnt 
x1(1) e λ1t  x1( n ) e λnt x1(1)  x1( n )
x2(1) e λ1t  x2( n ) e λnt x2(1)  x2( n )
  e λ1t  λnt
     
xn(1) e λ1t  xn( n ) e λnt xn(1)  xn( n )
The exponential function is never zero.
zero So whether the
determinant is zero depends on whether the columns in the
determinant are linearlyy dependent.
p

22
 THEOREM 1
General Solution
If the constant matrix A in the system y' = Ay has a linearly
independent set of n eigenvectors, then the corresponding
solutions y(1), ‥‥, y(n) in y (1)  x (1) e λ1t , y (2)  x (2) e λ2t , ,
y ( n )  x ( n ) e λnt form a basis of solutions of the ODE system,
and the corresponding general solution is
y  c1x(1) e λ1t  c2 x(2) e λ2t    cn x ( n ) e λnt

23

How to Graph Solutions in the Phase Plane

Assume the ODE system with constant coefficients consists of
two ODEs
 y '   a y (t )  a12 y2 (t )   a11 a12   y1 (t ) 
y '   1    11 1   a   y (t )   Ay
y '
 2   21 1
a y (t )  a22 2y (t )   21 a22   2 
We can graph solution
 y (t )  as a function of t (p(parameter), )
y (t )   1 
 y2 (t )  parametric representation
as a single
g curve on y1y2-plane.
p Such a curve is called a
trajectory of the ODE system. The y1y2-plane is called phase
plane. If we fill the phase plane with trajectories of the ODE
systems,
t we obtain
bt i the
th so-called
ll d phase
h t it.
portrait

24
EXAMPLE 1 Trajectories in the Phase Plane (Phase Portrait)

Solve and sketch the trajectory of the ODE system

 3 1   y1 '  3 y1  y2
y '  Ay    y , thus  y '  y  3y
 1 3  2 1 2

Solution By
Solution. B substituting
s bstit ting y = xexet and y' x t and dropping
y' = xe
the exponential function we get Ax = x. The characteristic
equation is
3  λ 1
det( A  λI )   λ 2  6λ  8  0
1 3  λ
This gives the eigenvalues 1 = –2 and 2 = –4. For 1 = –2 the
g
eigenvector is x(1) = [[1 1]]T and for 2 = –4,, the eigenvector
g is x(2)
= [1 –1]T. The general solution is
y  1 1
y   1   c1y (1)  c2 y (2)  c1   e 2t  c2   e 4t
 y2  1  1 continued
25

y  1 1
y   1   c1y (1)  c2 y (2)  c1   e 2t  c2   e 4t
 y2  1  1
A phase portrait of some of the
trajectories is shown left (to
which more trajectories could
be added if so desired)
desired). The two
straight trajectories correspond
to c1 = 0 and c2 = 0 and the
others to other choices of c1, c2.

26
Critical Points of the System
The point y = 0 in the previous figure seems to be a common
ppoint of all trajectories.
j
For an ODE system
 y '   a y (t )  a12 y2 (t )   a11 a12   y1 (t ) 
y '   1    11 1   a   y (t )   Ay
A
y '
 2   21 1
a y (t )  a y
22 2 (t )   21 a22   2 
If we take the slope of the trajectory:
dy2 y2 ' dt y2 ' a21 y1  a22 y2
  
dyy1 y1 ' dt y1 ' a11 y1  a12 y2
This associates with every point P: (y1, y2) a unique tangent
direction dyy2/dyy1 of the trajectory
j yppassing
g through
g P,, except
p for
the point P = P0: (0, 0), where the right side of dy2/dy1 becomes
0/0. This point P0, at which dy2/dy1 becomes undetermined, is
called a critical point.
27

Five Types of Critical Points

EXAMPLE 1 Improper Node
An improper
p p node is a critical p point P0
at which all the trajectories, except for
two of them, have the same limiting
direction of the tangent. The two
exceptional trajectories also have a
limiting direction of the tangent at P0
which is different.
different
The system of the previous example has
an improper node at 0. The common
limiting direction at 0 is that of the
eigenvector x(1) = [1 1]T because e-4t goes
to zero faster than e-2t as t increases. The
two exceptional limiting tangent  y1  1 2t  1  4t
directions are those of x(2) = [1 –1]T y   y   c1y  c2 y  c1 1 e  c2  1 e
(1) (2)

 2   
and –xx(2) = [[–11 1]T.

28
 EXAMPLE 2 Proper Node
A proper node is a critical point P0 at which every trajectory
has a definite limiting direction and for any given direction d at
P0 there is a trajectory having d as its limiting direction.
direction
1 0   y '  y1
The system y '   y thus  1
 0 1   y2 '  y 2
Its characteristic equation (1 – )2 = 0
The eigenvalue is  = 1.
Any x ≠ 0 is an eigenvector,
eigenvector and we can
take [1 0] and [0 1]T.
T

Hence
e ce a general
ge e solution
so u o iss
1  t 0  t  y1  c1et
y  c1   e  c2   e or  or c1 y2  c2 y1
0
  1
   2
y  c 2 e t

29

EXAMPLE 3 Saddle Point

A saddle point is a critical point P0 at which there are two
incoming trajectories, two outgoing trajectories, and all the other
trajectories in a neighborhood of P0 bypass P0.
1 0   y1 '  y1
The system y '    y thus y '  y
 0  1  2 2

 Its characteristic equation is

(1 – )(
)(–11 – ) = 0
The eigenvalues are 1 and –1.
For 1= 1,, an eigenvector
g [[1 0]]T.
For 2 = –1 the eigenvector is [0 1]T.
Hence a general solution is

1  t 0  t  y1  c1et
y  c1   e  c2   e or  t
or y1 y2  const
0 1   y2  c2 e
30
EXAMPLE 4 Center
A center is a critical point that is enclosed by infinitely many
closed trajectories.
 0 1  y1 '  y2
The system: y '    y thus  y '  4 y
  4 0   2 1

 The characteristic equation 2 + 4 = 0

 The eigenvalues: 2i and –2i.
 For 2i: the eigenvector is [1 2i]T.
 For  = –2i the eigenvector is [1 –2i]T.
 Hence
H a complexl generall solution l ti is i
 1  2it  1  2it dy2   4 y1
y  c1   e  c2   e dyy1 y2
2
 i 
 2i  4 y1 y1 '   y2 y2 '
 y1  c1e  c2 e
2 it 2 it   4 y1 y1 ' dy1    y2 y2 ' dy2
thus  2 it 1 2
 y2  2ic1e  2ic2 e  2 y1   y2  c
2 it 2

2 continued
31

EXAMPLE 5 Spiral Point

A spiral point is a critical point P0 about which the trajectories
spiral, approaching P0 as t → ∞(or tracing these spirals in the
opposite sense, away from P0).
 1 1   y '   y1  y2
The system y '   y thus  1
 1 1  y2 '   y1  y2
 The characteristic equation is 2 + 2+ 2 = 0. 0
 The eigenvalues –1 + i and –1 – i.
 For  = –1 + i,
i the eigenvector is [1 i]T.
 For  = –1 – i, the eigenvector is [1 –i]T.
 The complex general solution
1 1
y  c1   e( 1i ) t  c2   e( 1i ) t
i   i 
continued
32
 From dy2
dy1  we obtain y1 y1 ' y2 y2 '  ( y12  y22 )
We now introduce polar
coordinates r, t, where r2 = y12 + y22.
Differentiatingg this with respect
p to t
gives 2rr' = 2y1y'1 + 2y2y'2. Hence
the previous equation can be
written
i rr'' = –r2,
Thus, r' = –r, dr/r = –dt, ln r = –t
+ cc*, r = ce-t.
For each real c this is a spiral.

33

EXAMPLE 6 No Basis of Eigenvectors Available.

D
Degenerate t NNode
d
The degenerate node cannot happen if A in y' = Ay is symmetric
(akj = ajk) or skew-symmetric (akj = –ajk, thus ajj = 0).
0) And it does
not happen in many other cases (see Examples 4 and 5).
 4 1
Find and graph a general solution of y '  Ay   y
 1 2 
Solution. A is not skew-symmetric!
y
 Its characteristic equation is

4λ 1
det( A  λI )   λ 2  6λ  9  (λ  3) 2  0
1 2  λ
 It has a double root = 3.

 For = 3, the eigenvector is x

(1) = [1 –1]T

 To find a second eigenvector we substitute y(2) = xtet + uet

with [ 1 u2]T into y'' = Ay.
ith constant u = [u A
continued
34
  The xt-term alone, the analog of what we did in Sec. 2.2 in the
case of a double root would not be enough.
 This gives: y(2)' = xet + xtet + uet = Ay(2) = Axtet +
Auet.
 The right hand side, ∵Ax = x, the terms xtet cancel. So
x + u = Au, thus (A – I)u = x.
 Here  = 3 and x = [1 –1]T, so that
4  3 1  1 u1  u2  1
( A  3I )u    u    , thus
th 
 1 2  3  1 u1  u2  1
 A solution which is linearly y independent
p of x is u = [[0 1]]T.
 The answer is
1   1  0  
y  c1 y ((1))  c2 y ((2))  c1   e3t  c2    t     e3t
 1   1 1  
35

The critical point at the origin is

often called a degenerate node.
c1y(1) gives
i the
h heavy
h straight
i h
line, with c1 > 0 the lower part
it y(2)
and c1 < 0 the upper part of it.
gives the right part of the heavy
curve from 0 through the second,
first, and—finally—fourth
quadrants. –y(2) gives the other
part of that curve.
curve

For the system with three or more equations and a triple eigenvalue with
only
l one linearly
li l independent
i d d t eigenvector,
i t the
th first
fi t andd secondd solutions
l ti
are the same as the previous case. The third solution will be
y((3)) = 1/2xt2et + utet + vet with v from u + v = Av.
Av

36
4.4 Criteria for Critical Points. Stability
A homogeneous linear systems with constant coefficients
a a12   y1 '  a11 y1  a12 y2
y '  Ay
A   11  y , i
in components
t y '  a y  a y
 a21 a22   2 21 1 22 2

Let the solution be y( get Ax = x. Hence y(

y(t)) = xet and we g y(t)) is
a solution if  is an eigenvalue of A and x is a corresponding
eigenvector.
The critical point of the ODE system is defined as a point at
which dy2/dy1 is undefined, 0/0.
d 2 y2 ' ddt y2 ' a21 y1  a22 y2
dy
  
dy1 y1 ' dt y1 ' a11 y1  a12 y2
The type of critical point is related to the eigenvalues.
a λ a12
det(( A  λI )  11  λ 2  (a11  a22 ))λ  det A  0
a21 a22  λ
continued
37

This is a quadratic equation 2 – p + q = 0 with coefficients p,

q and discriminant  given by
p = a11 + a22, q = det A = a11a22 – a12a21,  = p2 – 4q.
The solutions: λ1  12 ( p   ), λ 2  12 ( p   )
So, p =   , q = , and  = ( – )2.

Table 4.1 Eigenvalue Criteria for Critical Points

38
Stability

DEFINITION
Stable, Unstable, Stable and Attractive
A critical point P0 of yy' = Ay is called stable if for every disk
D of radius  > 0 with center P0 there is a disk D of radius  >
0 with center P0 such that every trajectory of the system that
has a point P1 (corresponding to t = t1, say) in D has all its
points corresponding to t ≥ t1 in D.
P0 is called unstable if P0 is not stable.
P0 is called stable and attractive (or asymptotically stable)
if P0 is
i stable
t bl andd every trajectory
t j t th t has
that h a point i t in
i D
approaches P0 as t →∞.

continued
39

Stable critical point P0 Stable and attractive

(The trajectory initiating at P1 stays
in the disk of radius .)
critical point P0

Table 4.2 Stability Criteria for Critical Points

and

40
EXAMPLE 1 Application of the Criteria in Tables 4.1 and 4.2
 3 1 
If we have y' =   y, p = –6, q = 8,  = 4, a node by
 1 3
Table 4.1(a), which is stable and attractive by Table 4.2(a).

EXAMPLE 2 Free Motions of a Mass on a Spring

What kind of critical point does my" + cy' + ky = 0 have?
S l ti
Solution. Di i i by
Division b m gives i y'''' = –(k/m)y
(k/ ) – (c/m)y'.
( / ) ' To
T gett a
system, set y1 = y, y2 = y'. Then y'2 = y'' = –(k/m)y1 – (c/m)y2.
Hence
 0 1  c k
y'   y , det( A  λI )  λ 2
 λ  0
  k / m  c / m  m m
Thus we have p = –c/m, q = k/m,  = (c/m)2 – 4k/m. From
Tables 4.1 and 4.2 we obtain the following
g results.
continued
41

Note that in the last three cases the discriminant  plays an

essential role.
No damping. c = 0, p = 0, q > 0, a center.
Underdamping. c2 < 4mk, p < 0, q > 0,  < 0, a stable and
attractive spiral point.
Critical damping. c2 = 4mk, p < 0, q > 0,  = 0, a stable and
attractive
i node.
d
Overdamping. c2 > 4mk, p < 0, q > 0,  > 0, a stable and
attractive
tt ti node. d

42
4.6 Nonhomogeneous Linear Systems of ODEs
For a nonhomogeneous linear systems of ODEs
y' = Ay + g
y
where the vector g(t) is not identically zero and assume g(t) and
the entries of the n × n matrix A(t)( ) to be continuous on some
interval J of the t-axis.
From a ggeneral solution y(h)((t)) of the homogeneous
g system
y y' =
Ay on J and a particular solution y(p)(t) of y' = Ay + g on J [i.e.,
a solution containing no arbitrary constants], we get a
y = y(h) + y(p)
where y is called a general solution on J because it includes
every solution on J.

43

Method of Undetermined Coefficients

This method is suitable if the entries of A are constants and the
components of g are
 constants,

 positive integer powers of t,

 exponential functions,
functions or
 cosines and sines.

A particular solution y(p) is assumed in a form similar to g; for

instance, y(p) = u + vt + wt2 if g has components quadratic in t,
with u, v, w to be determined by y substitution into y
y' = Ay
y+g
g.

44
EXAMPLE 1 Method of Undetermined Coefficients.
R le
Modification Rule
Find a general solution of
 3 1   6  2t
y '  Ay  g    y    e
 1 3 2
Solution. A ggeneral equation
q of the homogeneous
g system
y
1 1
y ( h )  c1   e 2t  c2   e 4t
1  1
Since  = –2 is an eigenvalue of A, the function e-2t on the right
also appears
pp in y(h), and we must apply pp y the Modification Rule byy
(p) -2t
setting y = aute + ve . -2t

By substitution, y p '  Ay p  g
y(p) = ue-2t – 2ute-2t – 2ve-2t = Aute-2t + Ave-2t + g.

  2u  Au
u  2 v  Av  g continued
45

Equating the te-2t-terms on both sides, we have –2u = Au. Hence

u is an eigenvector of A corresponding to  = –2; thus u = a[1
1]T with any a ≠ 0. Equating the other terms gives
 6   a   2v   3v  v   6 
u  2 v  Av    thus     1    1 2    
2  a   2v2   v1  3v2   2 
Collecting terms and reshuffling gives
v1 – v2 = –a – 6
–v1 + v2 = –a + 2.
By addition, 0 = –2a – 4, a = –2, and then v2 = v1 + 4, say, v1 = k,
v2 = k + 4, thus, v = [k k + 4]T. We can simply choose k = 0.
This gives the answer
1 1 1 0 
y  y ( h )  y ( p )  c1   e 2t  c2   e 4t  2   te 2t    e 2t
1  1 1 4
continued
46
 For other k we get other v; for instance, k = –2 gives v = [–2
2]T , so that the answer becomes
1 1 1  2 
y  y ( h )  y ( p )  c1   e 2t  c2   e 4t  2   te 2t    e 2t
1  1 1 2

47

Method of Variation of Parameters

This method can be applied to nonhomogeneous linear systems
yy' = A(t)y
( )y + g(
g(t))
with variable A = A(t) and general g(t). It yields a particular
solution y(p) on some open interval J on the t-axis if a general
solution of the homogeneous system y' = A(t)y on J is known.
EXAMPLE 2 Solution by the Method of Variation of Parameters
Solve  3 1   6  2t
y '  Ay  g    y   2 e
 1 3   
Solution. A basis of solutions of the homogeneous system is
y(1) = [e-2t e-2t]T and y(2) = [e-4t –e-4t]T. Hence the general solution
of the homogenous system may be written
e 2t e 4t   c1 
y   2t
(h)

4 t    [ y (1)
y (2)
]c  Y(t )c
e e   2 c continued
48
Here, Y(t) = [y(1) y(2)] is the fundamental matrix. As in Sec. 2.10
we replace the constant vector c by a variable vector u(t) to
obtain a particular solution
y(p) = Y(t)u(t).
Substitution into y(p)' = Ay(p) + g gives
Y'u + Yu' = AYu + g.
Now since y(1) and y(2) are solutions of the homogeneous system,
we have
y(1)' = Ay(1), y(2)' = Ay(2), thus Y' = AY.
Hence Y'u = AYu, so that the equation reduces to
Yu' = g. The solution is u' = Y-1g;
here we use that the inverse Y-1 of Y exists because the
determinant of Y is the Wronskian W, which is not zero for a
basis
basis.
continued
49

Thus, we have 1  e 4t e 4t  1 e 2t e2t 

Y 1     
2e 6t  e 2t e 2t  2 e 4t e 4 t 
We multiply this by g, obtaining
1 1 e 2t e 2t   6e 2t  1  4   2 
u '  Y g   4t    2t 
 2t 
2 e e 4t   2e 2t  2  8e   4e 
IIntegration
i isi ddone componentwise i (just
(j as differentiation)
diff i i ) andd
gives t  2   2t 
u(t )     
0 4e 2 t   2e 2t  2 
 dt
   
(where +2 comes from the lower limit of integration). From this
and Y,Y we obtain
e 2t e 4t   2t   2t  2  2t  2  4t
y  Yu   2t
( p)
4 t      2t  2  e   2  e
 e  e   2 e 2t
 2     
continued
50
 e 2t e 4t   2t   2t  2  2t  2  4t
y  Yu   2t
( p)
4 t      2t  2  e   2  e
 e  e  2 e 2t
 2     
The last term on the right is a solution of the homogeneous
system (linearly dependent of y(2)). We thus obtain as a general
solution, in agreement with the previous result
1 2t  1  4t 1 2t  2  2t
yy (h)
y ( p)
 c1   e  c2   e  2   te    e
1  1 1 2

51