System of Linear Differential equations

In summary, the problem is that the solution to the Cauchy-Euler equation is not an exponential. You need to find the eigenvalues and corresponding eigenvectors, and then use them to solve for x.
  • #1
Xyius
508
4
(I do not know how to make matricies with LateX, so where the semi-colon is denotes a new row!)
[tex]t \vec{x'}=[-4,2;2,-1]\vec{x}[/tex]

The part that throws me off with this problem is the x' vector being multiplied by t! I know if the t wasn't there, all I would need to solve is det(A-(lamda)I)=0
 
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  • #2
consider what you would try in the single variable case and how you could generalise it to the system
 
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  • #3
also here's how to do a matrix
[tex]t \vec{x}'=\begin{pmatrix} -4 & 2 \\ 2& -1 \end{pmatrix}\vec{x}[/tex]
 
  • #4
Thanks for showing me how to do a matrix :)
I still do not understand! I tried to plug in the assumption that the solution is..
[tex]\vec(x)=\vec(u)e^{\lambda t}[/tex]
And I get..
[tex](A-\lambda t I)=\vec(0)[/tex]

Don't know where to go. :\
 
  • #5
Thats' because the solution isn't an exponential. That's only for "constant coefficient" d.e. What you have here is a Cauchy-Euler equation but you can still reduce it just as you have constant coefficient equations.

This matrix can be diagonalized. (Every symmetric matrix can.) First find the eigenvalues [itex]\lambda_1[/itex] and [itex]\lambda_2[/itex]. Find corresponding eigenvectors and use them as columns to form the (invertible) matrix P. Then, using A as this matrix, [itex]P^{-1}AP= D[/itex] where
[tex]D= \begin{pmatrix}\lambda_1 & 0 \\ 0 & \lambda_2\end{pmatrix}[/tex]

If you multiply both sides of the differential equation, tx'= Ax, by the matrix [itex]P^{-1}[/itex], you get [itex]P^{-1}tx'= tP^{-1}x'= P^{-1}Ax= P^{-1}A(PP^{-1})x[/tex][itex]= (P^{-1}AP)P^{-1}x= DP^{-1}x[/itex]

Now Let [itex]y= P^{-1}x[/itex] and the differential equation becomes
[tex]ty'= Dy[/itex] which can be written as the two uncoupled equations
[tex]ty_1'= \lambda_1y_1[/tex]
and
[tex]ty_2'= \lambda_2y_2[/tex]

Those will be easy to solve and then [itex]x= Py[/itex].
 
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  • #6
Thank you very much. I will need to crack open the old linear Algebra book as a refresher on diagonalization. :)

I got this as a solution..
[tex]x_1=c_1-2c_2t^{-5}[/tex]
[tex]x_2=2c_1+c_2t^{-5}[/tex]

I plugged them back into the original equation and it is indeed correct. Thanks again :D
 

FAQ: System of Linear Differential equations

What is a system of linear differential equations?

A system of linear differential equations is a set of equations that involve the derivatives of one or more variables. These equations are linear, meaning that the variables are raised to the first power and there are no products or powers of the variables. This system is typically used to model relationships between multiple variables and how they change over time.

How is a system of linear differential equations solved?

There are several methods for solving a system of linear differential equations, including substitution, elimination, and matrix methods. These methods involve manipulating the equations to isolate variables and solve for their values.

What is the difference between a homogeneous and non-homogeneous system of linear differential equations?

A homogeneous system of linear differential equations has all terms on the right side of the equals sign equal to zero. In contrast, a non-homogeneous system has at least one term on the right side that is not equal to zero. This distinction can affect the methods used to solve the system.

Can a system of linear differential equations have more than one solution?

Yes, a system of linear differential equations can have more than one solution. This is because the equations may have multiple sets of values that satisfy all of the equations simultaneously. These solutions are typically represented as a set of coordinates, with each coordinate representing the value of a different variable.

In what fields is a system of linear differential equations commonly used?

A system of linear differential equations is commonly used in various fields, including physics, engineering, economics, and biology. It is particularly useful for modeling systems that involve multiple variables and their rates of change over time, such as population growth or chemical reactions.

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