Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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306 LESSON 31. LINEAR SYSTEMS and that if c = 0 but b ≠ 0, u ′′ − (a + d)u ′ + adu = 0 (31.25) In every case in which one of the equations is second order, the characteristic equation of the differential equation is identical to the characteristic equation of the matrix, and hence the solutions are linear combinations of e λ1t and e λ2t , if the eigenvalues are distinct, or are linear combinations of e λt and te λt if the eigenvalue is repeated. Furthermore, if one (or both) the equations turn out to be first order, the solution to that equation is still e λt where λ is one of the eigenvalues of A. Theorem 31.2. Let ( ) a b A = c d (31.26) Then the solution of y ′ = Ay is given be one of the following four cases. 1. If b = c = 0, then the eigenvalues of A are a and d, and } y 1 = C 1 e at y 2 = C 2 e dt (31.27) 2. If b ≠ 0 but c = 0, then the eigenvalues of A are a and d, and { C 1 e at + C 2 e dt a ≠ d y 1 = (C 1 + C 2 t)e at a = d ⎫ ⎪⎬ ⎪ ⎭ (31.28) y 2 = C 3 e dt 3. If b = 0 but c ≠ 0, then the eigenvalues of A are a and d, and y 1 = C 1 e dt ⎫ { ⎪⎬ C 2 e at + C 3 e dt a ≠ d (31.29) y 2 = ⎪⎭ (C 2 + C 3 t)e at a = d 4. If b ≠ 0 and c ≠ 0, then the eigenvalues of A are λ = 1 [ T ± √ ] T 2 2 − 4∆ (31.30) and the solutions are (a) If λ 1 = λ 2 = λ y i = (C i1 + C i2 t)e λt (31.31)

307 (b) If λ 1 ≠ λ 2 ∈ R, i.e., T 2 ≥ 4∆, y i = C i1 e λ1t + C i2 e λ2t (31.32) (c) It T 2 < 4∆ then λ 1,2 = µ ± iσ, where µ, σ ∈ R, and y i = e µt (C i1 cos σt + C i2 sin σt) (31.33) Example 31.1. Solve the system ( y ′ 6 = Ay, y(0) = 5) (31.34) where by elimination of variables. A = ( ) 1 1 4 −2 (31.35) To eliminate variables means we try to reduce the system to either two separate first order equations or a single second order equation that we can solve. Multiplying out the matrix system gives us u ′ = u + v, u 0 = 6 (31.36) v ′ = 4u − 2v, v 0 = 5 (31.37) Solving the first equation for v and substituting into the second, v ′ = 4u − 2v = 4u − 2(u ′ − u) = 6u − 2u ′ (31.38) Differentiating the first equations and substituting Rearranging, u ′′ = u ′ + v ′ = u ′ + 6u − 2u ′ = −u ′ + 6u (31.39) u ′′ + u ′ − 6u = 0 (31.40) The characteristic equation is r 2 + r − 6 = (r − 2)(r + 3) = 0 so that u = C 1 e 2t + C 2 e −3t (31.41) From the initial conditions, u ′ 0 = u 0 + v 0 = 11. Hence C 1 + C 2 = 6 2C 1 − 3C 2 = 11 (31.42) Multiplying the first of (31.42) by 3 and adding to the second gives 5C 1 = 29 or C 1 = 29/5, and therefore C 2 = 6 − 29/5 = 1/5. Thus

307<br />

(b) If λ 1 ≠ λ 2 ∈ R, i.e., T 2 ≥ 4∆,<br />

y i = C i1 e λ1t + C i2 e λ2t (31.32)<br />

(c) It T 2 < 4∆ then λ 1,2 = µ ± iσ, where µ, σ ∈ R, and<br />

y i = e µt (C i1 cos σt + C i2 s<strong>in</strong> σt) (31.33)<br />

Example 31.1. Solve the system<br />

(<br />

y ′ 6<br />

= Ay, y(0) =<br />

5)<br />

(31.34)<br />

where<br />

by elim<strong>in</strong>ation of variables.<br />

A =<br />

( )<br />

1 1<br />

4 −2<br />

(31.35)<br />

To elim<strong>in</strong>ate variables means we try to reduce the system to either two<br />

separate first order equations or a s<strong>in</strong>gle second order equation that we can<br />

solve. Multiply<strong>in</strong>g out the matrix system gives us<br />

u ′ = u + v, u 0 = 6 (31.36)<br />

v ′ = 4u − 2v, v 0 = 5 (31.37)<br />

Solv<strong>in</strong>g the first equation for v and substitut<strong>in</strong>g <strong>in</strong>to the second,<br />

v ′ = 4u − 2v = 4u − 2(u ′ − u) = 6u − 2u ′ (31.38)<br />

Differentiat<strong>in</strong>g the first equations and substitut<strong>in</strong>g<br />

Rearrang<strong>in</strong>g,<br />

u ′′ = u ′ + v ′ = u ′ + 6u − 2u ′ = −u ′ + 6u (31.39)<br />

u ′′ + u ′ − 6u = 0 (31.40)<br />

The characteristic equation is r 2 + r − 6 = (r − 2)(r + 3) = 0 so that<br />

u = C 1 e 2t + C 2 e −3t (31.41)<br />

From the <strong>in</strong>itial conditions, u ′ 0 = u 0 + v 0 = 11. Hence<br />

C 1 + C 2 = 6<br />

2C 1 − 3C 2 = 11<br />

(31.42)<br />

Multiply<strong>in</strong>g the first of (31.42) by 3 and add<strong>in</strong>g to the second gives 5C 1 = 29<br />

or C 1 = 29/5, and therefore C 2 = 6 − 29/5 = 1/5. Thus

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