Search for notes by fellow students, in your own course and all over the country.

Browse our notes for titles which look like what you need, you can preview any of the notes via a sample of the contents. After you're happy these are the notes you're after simply pop them into your shopping cart.

My Basket

You have nothing in your shopping cart yet.

Title: Solving Systems of Linear Differential Equations by Elimination
Description: Well comprehensive notes on Solving Systems of Linear Differential Equations by Elimination

Document Preview

Extracts from the notes are below, to see the PDF you'll receive please use the links above


(4
...
The method of systematic elimination for solving systems of differential equations with
constant coefficients is based on the algebraic principle of elimination of variables
...


SYSTEMATIC ELIMINATION:
The elimination of an unknown in a system of linear differential equations is expedited by rewriting
each equation in the system in differential operator notation
...
1 that a single
linear equation

π‘Žπ‘› 𝑦 (𝑛) + π‘Žπ‘›βˆ’1 𝑦 (π‘›βˆ’1) + β‹― + π‘Ž1 𝑦′ + π‘Ž0 𝑦 = 𝑔(𝑑 ),
where the π‘Žπ‘– , 𝑖 = 0, 1, … , 𝑛 are constants, can be written as
(π‘Žπ‘› 𝐷 𝑛 + π‘Žπ‘›βˆ’1 𝐷 (π‘›βˆ’1) + β‹― + π‘Ž1 𝐷 + π‘Ž0 )𝑦 = 𝑔(𝑑 )
...
Now, for example, to rewrite the system

π‘₯ β€²β€² + 2π‘₯ β€² + 𝑦 β€²β€² = π‘₯ + 3𝑦 + sin 𝑑
π‘₯ β€² + 𝑦 β€² = 4π‘₯ + 2𝑦 + 𝑒 βˆ’π‘‘

in terms of the operator 𝐷 , we first bring all terms involving the dependent variables
to one side and group the same variables:

π‘₯ β€²β€² + 2π‘₯ β€² βˆ’ π‘₯ + 𝑦 β€²β€² βˆ’ 3𝑦 = sin 𝑑
π‘₯ β€² βˆ’ 4π‘₯ + 𝑦 β€² βˆ’ 2𝑦 = 𝑒 βˆ’π‘‘

is the same as

(𝐷 2 + 2𝐷 βˆ’ 1)π‘₯ + (𝐷 2 βˆ’ 3)𝑦 = sin 𝑑
(𝐷 βˆ’ 4)π‘₯ + (𝐷 βˆ’ 2)𝑦 = 𝑒 βˆ’π‘‘
...

METHOD OF SOLUTION:
Consider the simple system of linear first-order equations

𝑑π‘₯
= 3𝑦
𝑑𝑑
𝑑𝑦
= 2π‘₯
𝑑𝑑

or, equivalently,

𝐷π‘₯ βˆ’ 3𝑦 = 0
𝐷𝑦 βˆ’ 2π‘₯ = 0
...
Since the roots of the auxiliary equation of
the last DE are π‘š1 = βˆ’βˆš6 and π‘š2 = √6, we obtain

π‘₯ (𝑑 ) = 𝑐1 𝑒 βˆ’βˆš6 𝑑 + 𝑐2 𝑒 √6 𝑑
...
It follows immediately that
𝑦(𝑑 ) = 𝑐3 𝑒 βˆ’βˆš6 𝑑 + 𝑐4 𝑒 √6 𝑑
...
8) Solving Systems of Linear DEs by Elimination
Now (2) and (3) do not satisfy the system (1) for every choice of 𝑐1 , 𝑐2 , 𝑐3 and 𝑐4 because the
system itself puts a constraint on the number of parameters in a solution that can be chosen
arbitrarily
...

Since the latter expression is to be zero for all values of 𝑑, we must have
βˆ’βˆš6𝑐1 βˆ’ 3𝑐3 = 0
and
√6𝑐2 βˆ’ 3𝑐4 = 0
...

… … … … … … … … … (4)
3
3 2
Hence we conclude that a solution of the system must be

π‘₯ (𝑑 ) = 𝑐1 𝑒 βˆ’βˆš6 𝑑 + 𝑐2 𝑒 √6 𝑑 ,
√6
√6
𝑦 (𝑑 ) = βˆ’
𝑐1 𝑒 βˆ’βˆš6 𝑑 +
𝑐 𝑒 √6 𝑑
...


EXAMPLE 1 (Solution by Elimination)
Solve

𝐷π‘₯ + (𝐷 + 2)𝑦 = 0
(𝐷 βˆ’ 3)π‘₯ βˆ’ 2𝑦 = 0
...
It follows that the differential equation for 𝑦 is

[(𝐷 βˆ’ 3)(𝐷 + 2) + 2𝐷 ]𝑦 = 0

or

(𝐷 2 + 𝐷 βˆ’ 6)𝑦 = 0
...
… … … … … … … … … (6)
Eliminating 𝑦 in a similar manner yields (𝐷 2 + 𝐷 βˆ’ 6)π‘₯ = 0, from which we find
π‘₯ (𝑑 ) = 𝑐3 𝑒 2𝑑 + 𝑐4 𝑒 βˆ’3𝑑
...
Substituting (6) and (7) into the first equation of (5) gives

(4𝑐1 + 2𝑐3 )𝑒 2𝑑 + (βˆ’π‘2 βˆ’ 3𝑐4 )𝑒 βˆ’3𝑑 = 0
...

3
Accordingly, a solution of the system is

1
π‘₯ (𝑑 ) = βˆ’2𝑐1 𝑒 2𝑑 βˆ’ 𝑐2 𝑒 βˆ’3𝑑 ,
3
2𝑑
(
)
𝑦 𝑑 = 𝑐1 𝑒 + 𝑐2 𝑒 βˆ’3𝑑
...


… … … … … … … … … (8)

102

(4
...


… … … … … … … … … ( 9)

Then, by eliminating π‘₯ , we obtain

[(𝐷 + 1)𝐷 2 βˆ’ (𝐷 βˆ’ 4)𝐷 ]𝑦 = (𝐷 + 1)𝑑 2 βˆ’ (𝐷 βˆ’ 4)(0)

or

(𝐷 3 + 4𝐷 )𝑦 = 𝑑 2 + 2𝑑
...


To determine the particular solution 𝑦𝑝 , we use undetermined coefficients by assuming that

𝑦𝑝 = 𝐴𝑑 + 𝐡𝑑 2 + 𝐢𝑑 3
...


The last equality implies that

12𝐢 = 1,
Hence

8𝐡 = 2,

1
𝐴=βˆ’ ,
8

Thus

𝐡=

𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 + 𝑐2 cos 2𝑑 + 𝑐3 sin 2𝑑 +

and
1
,
4

6𝐢 + 4𝐴 = 0;

and

𝐢=

1

...

12
4
8

… … … … … … … … … (10)

Eliminating 𝑦 from the system (9) leads to

[(𝐷 βˆ’ 4) βˆ’ 𝐷 (𝐷 + 1)]π‘₯ = 𝑑 2

or

(𝐷 2 + 4)π‘₯ = βˆ’π‘‘ 2
...

and that undetermined coefficients can be applied to obtain a particular solution of the form

π‘₯𝑝 = 𝐴 + 𝐡𝑑 + 𝐢𝑑 2
...
… … … … … … … … … (11)
4
8

Now 𝑐4 and 𝑐5 can be expressed in terms of 𝑐2 and 𝑐3 by substituting (10) and (11) into either
equation of (8)
...
Solving for 𝑐4 and 𝑐5 in terms of 𝑐2 and 𝑐3
gives

103

(4
...

5

1
1
1
1
π‘₯ (𝑑 ) = βˆ’ (4𝑐2 + 2𝑐3 ) cos 2𝑑 + (2𝑐2 βˆ’ 4𝑐3 ) sin 2𝑑 βˆ’ 𝑑 2 + ,
5
5
4
8
1 3 1 2 1
𝑦(𝑑 ) = 𝑐1 + 𝑐2 cos 2𝑑 + 𝑐3 sin 2𝑑 +
𝑑 + 𝑑 βˆ’ 𝑑
...
8: Pages 172-173
(πŸ‘ )

Solve the given system of differential equations by systematic elimination
...


Then, by eliminating π‘₯ , we obtain
or

… … … … … … … … … (13)

𝐷2 𝑦 + 𝑦 = 𝑑 βˆ’ 1
(𝐷 2 + 1)𝑦 = 𝑑 βˆ’ 1
...

To determine the particular solution 𝑦𝑝 , we use undetermined coefficients by assuming that

𝑦𝑝 = 𝐴 + 𝐡𝑑
...


The last equality implies that

𝐴 = βˆ’1

and

𝐡 = 1;

Thus,

𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 𝑑 + 𝑐2 sin 𝑑 + 𝑑 βˆ’ 1
...


It should be obvious that

π‘₯𝑐 = 𝑐3 cos 𝑑 + 𝑐4 sin 𝑑
...


104

(4
...


… … … … … … … … … (15)

Now 𝑐3 and 𝑐4 can be expressed in terms of 𝑐1 and 𝑐2 by substituting (14) and (15) into either
equation of (12)
...
Solving for 𝑐3 and 𝑐4 in terms of 𝑐1 and 𝑐2 gives
𝑐3 = 𝑐2
and
𝑐4 = βˆ’π‘1
...


----------------------------------------------------------------------------------------------(𝟐𝟐)

Solve the given problem

Solution:

𝑑π‘₯
=π‘¦βˆ’1
𝑑𝑑
𝑑𝑦
= βˆ’3π‘₯ + 2𝑦
𝑑𝑑

… … … … … … … … … (16)

First we write the system in differential operator notation:

𝐷π‘₯ βˆ’ 𝑦 = βˆ’1
(𝐷 βˆ’ 2)𝑦 + 3π‘₯ = 0
...


Since the roots of the auxiliary equation π‘š2 βˆ’ 2π‘š + 3 = 0 are π‘š1 = 1 βˆ’ √2𝑖 and π‘š2 = 1 + √2𝑖 ,
the complementary function is

π‘₯𝑐 = 𝑒 𝑑 (𝑐1 cos √2𝑑 + 𝑐2 sin √2𝑑)
...


Therefore

π‘₯𝑝′ = 0,

so,

π‘₯𝑝′′ = 0,

π‘₯𝑝′′ βˆ’ 2π‘₯𝑝′ + 3π‘₯𝑝 = 0 βˆ’ 0 + 3𝐴 = 2
...
… … … … … … … … … (18)
3

105

(4
...


It should be obvious that

𝑦𝑐 = 𝑒 𝑑 (𝑐3 cos √2𝑑 + 𝑐4 sin √2𝑑)
...

In this case the usual differentiations and algebra yield

𝑦𝑝 = 1,
and so

𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑒 𝑑 (𝑐3 cos √2𝑑 + 𝑐4 sin √2𝑑) + 1
...
By using the second equation, we find, after combining terms,

(𝑐1 + √2𝑐2 βˆ’ 𝑐3 )𝑒 𝑑 cos √2𝑑 + (βˆ’βˆš2𝑐1 + 𝑐2 βˆ’ 𝑐4 )𝑒 𝑑 sin √2𝑑 = 0,
so 𝑐1 + √2𝑐2 βˆ’ 𝑐3 = 0 and βˆ’βˆš2𝑐1 + 𝑐2 βˆ’ 𝑐4 = 0
...


2
π‘₯ (𝑑 ) = 𝑒 𝑑 (𝑐1 cos √2𝑑 + 𝑐2 sin √2𝑑) + ,
3
𝑑
𝑦(𝑑 ) = 𝑒 ((𝑐1 + √2𝑐2 ) cos √2𝑑 + (βˆ’βˆš2𝑐1 + 𝑐2 ) sin √2𝑑) + 1
...
8) Solving Systems of Linear DEs by Elimination

Exercises 4
...


(𝟏 )

𝑑π‘₯
= 2π‘₯ βˆ’ 𝑦
𝑑𝑑
𝑑𝑦
=π‘₯
𝑑𝑑

(πŸ“ )

(𝐷 2 + 5)π‘₯ βˆ’ 2𝑦 = 0
βˆ’2π‘₯ + (𝐷 2 + 2)𝑦 = 0

(πŸ– )

𝑑 2 π‘₯ 𝑑𝑦
+
= βˆ’5π‘₯
𝑑𝑑 2 𝑑𝑑
𝑑π‘₯ 𝑑𝑦
+
= βˆ’π‘₯ + 4𝑦
𝑑𝑑 𝑑𝑑

(𝟏𝟎)

𝐷 2 π‘₯ βˆ’ 𝐷𝑦 = 𝑑
(𝐷 + 3)π‘₯ + (𝐷 + 3 )𝑦 = 2

----------------------------------------------------------------------------------------------(𝟐𝟏)

Solve the given initial-value problem
...


107


Title: Solving Systems of Linear Differential Equations by Elimination
Description: Well comprehensive notes on Solving Systems of Linear Differential Equations by Elimination