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as two fundamental solutions of (2). Recall that if we form a matrix C by using the eigenvectors and
as, respectively, the first and second columns then
r1 0
C1 AC =
D
0 r2
And so if we define
(4)
y = C1 x
h (t) = Ct g (t)
Thus, we get
(5)
or
or
dy1
dt
dy2
dt
dy
= Dy (t) + h (t)
dt
r1 0
y1 (t)
h1 (t)
=
+
0 0
y1 (t)
h2 (t)
dy1
r1 y1 = h1 (t)
dt
dy2
(6b)
r2 y2 = h2 (t)
dt
Thus, the change of variable (4) allows us to convert the original system into an uncoupled pair of inhomogeneous ODEs.
(6a)
y + p (t) y = g (t)
1
y=
(t)
Z
C
(t) g (t) +
(t)
where
(t) = exp
p (t) dt
g (t)
r1
r2
,
,
a constant
a constant
, a constant
h1 (t)
h2 (t)
To recover the general solution of the original system, all we have to do is multiply the solution y (t) from
the left by C, as
(8)
x (t) = CC1 x (t) = C C1 x (t) = Cy (t)
2. General Diagonalizable Systems
(9)
is given by
(10)
y=
1
(x)
Z
(x) g (x) dx +
C
(x)
Z
,
(x) = exp
Let me state this result a little differently. First, note that if g (x) = 0, then
C
y=
(x)
and so
1
(x)
p (x) dx
Z
= exp p (x) dx
Then in terms of the fundamental solution (x) of the corresponding homogeneous problem, the general
solution of nonhomogeous equation (9) is
Z
1
(100 )
y = (x) (x) g (x) dx + C (x)
(11)
can also be expressed in terms of the fundamental solutions of the corresponding homogeneous problem
dx
= A (t) x (t)
dt
(12)
Suppose that the homogeneous system (12) has been solved in such a way that we can express its general
solution in terms of a fundamental matrix (t)1
x0 (t) = (t) c
dx0
= A (t) x0 (t)
dt
I claim that
Z
x (t) (t)
(13)
= A (t) xo and have rewritten the right hand side of expression of the general solution as a linear combination of the
fundamental solutions
x0 (t) = c1 (1) (t) + + cn (n) (t)
as a matrix product
c1
.
(n) (t)
..
|
cn
|
(t) c
Z
d
1 (t) g (t) dt
(t) 1 (t) g (t)
dt
is just the application of the fundamental theorem of calculus.
(t)
Example 3.1.
dx1
= 2x1 x2 + et
dt
dx2
= 3x1 2x2 + et
dt
This set of differential equations corresponds to an inhomogeneous system x = Ax + g (t) with
t
2 1
e
A=
,
g (t) =
3 2
et
We shall first find the fundamental matrix for the corresponding homogeneous system x = Ax. This means
finding the eigenvalues r1 , r2 of A, the correponding eigenvectors 1 , 2 and then forming the matrix
|
|
(t) = er1 t 1 er2 2
|
|
each column of which being a fundamental solution.
Now
0 = det (A I) = det
2
3
1
2
= 2 4 + 3 = ( 1) ( + 1)
=1
=
=
v=1
N ullSp (A I) = N ullSp
1
=
1
= 1
v=1
N ullSp (A I) = N ullSp
1
=
3
1
3
1
3
1
1
3
3
1 =
,
2 =
1
1
1
3
=
= N ullSp
= N ullSp
1
0
3
0
= 1, 1
1
0
1
0
1
1
d b
=
c a
ad bc
we find
t
1 3et
1
3e
et
1
=
(t) = t
et
et
e (3et ) et et
2 et
We can now plug into the formula
Z
x (t) = (t) 1 (t) g (t) dt + (t) c
a
c
b
d
et
et
t
et
e
dt
et
et
1 2t
3
2 2e
=
dt
12 e2t + 21
R 3 1 2t
2 e dt
R 2 1 2t
2 e + 12 dt
3
1 2t
2t + 4e
=
14 e2t + 12 t
1 (t) g (t) =
1
2
Z
3et
et
And so
Z
(t)
1 (t) g (t) dt =
=
et
et
1 t
4e
1 t
4e
et
3et
1 2t
3
2t + 4e
1 2t
4 e + 12 t
2t
2t
6t + e
1 + 2te
6t + e2t 3 + 6te2t