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Equations
Chapter 03:
Systems of
Two First
Order
Equations
Brannan
Copyright 2010 by John Wiley & Sons,
Inc.
All rights reserved.
Chapter 3
Systems of Two First Order
Equations
3.1
Matrix Method
Consider
a11
coefficient matrix, A
a
21
a12
a22
If
b2
Homogeneous System
THEOREM 3.1.2 The homogeneous system
Ax = 0 always has the trivial solution x1 =
0, x2 = 0, and this is the only solution when
det(A) 0. Nontrivial solutions exist if and
only if det(A) =0. In this case, unless A = 0,
all solutions are proportional to any
nontrivial solution; in other words, they lie
on a line through the origin. If A = 0, then
every point in the x1x2-plane is a solution of
system.
Example: Solve the system
3x1 x2 = 0, x1 + 2x2 = 0.
a11
a21
a12
x 0 Since det(A-I)=0, get
a22
Characteristic equation
The characteristic equation of the
matrix A is
2 (a11 + a22) + a11a22 a12a21 = 0.
Solutions determine the eigenvalues.
The two solutions, the eigenvalues 1
and 2, may be real and different, real
and equal, or complex conjugates.
Examples
Find the eigenvalues and eigenvectors of the
matrix A.
1.
2.
3.
THEOREM 3.1.3
Let
That is,
Example
Here
Terminology
The
Direction Fields
The
Phase Portraits
Using
The
Example
Consider the differential equation
u'' + 0.25u' + 2u = 3 sin t. Suppose that initial
conditions u(0) = 2, u(0) = 2. Transform this
problem into an equivalent one for a system
of first order equations. Write the matrix
notation for this initial value problem.
Answer:
x' = Ax + b to x' = Ax
If A has an inverse, then the only critical, or
equilibrium, point of x' = Ax + b is xeq =
A1b. In such cases it is convenient to shift
the origin of the phase plane to the critical
point using the coordinate transformation x =
xeq + x. Substituting, we get dx/dt = Ax.
Therefore, if x = (t) is a solution of the
homogeneous system x' = Ax, then the
solution of the nonhomogeneous system x' =
Ax + b is given by x = (t) + xeq = (t)
A1b.
Example
1 0
x.
Consider the system dx/dt =
0 4
Find solutions of the system and then find the
particular solution that satisfies the initial
Condition
2
x(0) = .
Answer:
1
4t 0
x 2e 3e
0
1
t
Wronskian determinant
The determinant
is called the Wronskian determinant or, more simply,
the Wronskian of the two vectors x1 and x2. If x1(t) =
e1tv1 and x2(t) = e2tv2, then their Wronskian is
THEOREM 3.3.2
Suppose that x1(t) and x2(t) are two solutions of
dx/dt = Ax, and that their Wronskian is not
zero. Then x1(t) and x2(t) form a fundamental
set of solutions, and the general solution is
given by, x = c1x1(t) + c2x2(t), where c1 and c2
are arbitrary constants. If there is a given initial
condition x(t0) = x0, where x0 is any constant
vector, then this condition determines the
constants c1 and c2 uniquely.
Note: The theorem is true if coefficient matrix A has eigenvalues that
are real and different. It is also valid even when the eigenvalues
are complex or repeated.
EXAMPLE - A Rockbed
Heat Storage System Revisited
dx/dt =
13 3
8
4
1
1
4
4
x = Ax.
Answer
The
The
general solution is
Example
Consider the system
1 1
dx/dt =
4 1
x = Ax.
Answer
The
The
general solution is
Saddle Points
The pattern of
trajectories in Figure
is typical of all second
order systems x' =
Ax for which the
eigenvalues are real
and of opposite signs.
The origin is called a
saddle point in this
case. Saddle points
are always unstable
because almost all
trajectories depart
from them as t
increases.
Example
Q: Consider the system
Find
Spiral Points
The
Centers
If the real part of the eigenvalues is
zero, then there is no exponential
factor in the solution and the
trajectories neither approach the
origin nor become unbounded.
Instead, they repeatedly traverse a
closed curve about the origin.
An example of this behavior can be
seen in Figure to left. In this case,
the origin is called a center and is
said to be stable, but not
asymptotically stable. In all three
cases, the direction of motion may
be either clockwise, as in previous
Example, or counterclockwise,
depending on the elements of the
coefficient matrix A.
Summary
For two-dimensional systems with real
coefficients, we have now completed our
description of the three main cases that
can occur:
1. Eigenvalues are real and have opposite
signs; x = 0 is a saddle point.
2. Eigenvalues are real and have the same
sign but are unequal; x = 0 is a node.
3. Eigenvalues are complex with nonzero real
part; x = 0 is a spiral point.
two-dimensional linear
homogeneous systems with constant
coefficients x' = Ax.
Suppose that 1 is a repeated
eigenvalue of the matrix A and that there
is only one independent eigenvector v1.
Then one solution is x1(t) = e 1t v1. A
second solution is x2(t) = te1tv1 + e1tw,
where w satisfies (A 1I)w = v1.
Example
Q: Consider the system
Find the eigenvalues and eigenvectors of the
coefficient matrix, and then find the
generalsolution of the system. Draw a
direction field, phase portrait, and component
plots.
A: The eigenvalues are 1 = 2 = 1/2. General
solution x = c1x1(t) + c2x2(t) where
Summary of Results
Section 3.2, we introduced the general twodimensional first order linear system
Of
Autonomous Systems
It
Example
Consider
the system
dx/dt = x y,
dy/dt= 2x y x2.
Find a function H(x, y) such that the
trajectories of the system lie on the
level curves of H. Find the critical
points and draw a phase portrait for
the given system. Describe the
behavior of its trajectories.
Example (Ctd.)
To find the critical points, solve the
equations x y = 0, 2x y x2 = 0.
The critical points are (0, 0) and (1, 1).
To determine the trajectories, note
that for this system, becomes
dy/dx =(2x y x2)/(x y)
This is exact and so solutions satisfy
H(x, y) = x2 xy + 1/2 y2 1/3 x3 = c,
where c is an arbitrary constant.
Euler formula
The
RungeKutta method
The
Example
Determine approximate values of the solution
x=(t), y=(t) of the initial value problem
x' = x + 4y, y' = x y, x(0) = 2, y(0) = 0.5,
at the point t = 0.2. Use the Euler method with
h = 0.1 and the RungeKutta method with h
= 0.2. Compare the results with the values
of the exact solution:
(t) =(et + 3e3t)/2, (t) =(et 3e3t)/4
Summary
1.
2.