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Title: Solving Systems of Linear Differential Equations by Elimination
Description: Well comprehensive notes on Solving Systems of Linear Differential Equations by Elimination
Description: Well comprehensive notes on Solving Systems of Linear Differential Equations by Elimination
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The method of systematic elimination for solving systems of differential equations with
constant coefficients is based on the algebraic principle of elimination of variables
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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
ππ π¦ (π) + ππβ1 π¦ (πβ1) + β― + π1 π¦β² + π0 π¦ = π(π‘ ),
where the ππ , π = 0, 1, β¦ , π are constants, can be written as
(ππ π· π + ππβ1 π· (πβ1) + β― + π1 π· + π0 )π¦ = π(π‘ )
...
Now, for example, to rewrite the system
π₯ β²β² + 2π₯ β² + π¦ β²β² = π₯ + 3π¦ + sin π‘
π₯ β² + π¦ β² = 4π₯ + 2π¦ + π βπ‘
in terms of the operator π· , we first bring all terms involving the dependent variables
to one side and group the same variables:
π₯ β²β² + 2π₯ β² β π₯ + π¦ β²β² β 3π¦ = sin π‘
π₯ β² β 4π₯ + π¦ β² β 2π¦ = π βπ‘
is the same as
(π· 2 + 2π· β 1)π₯ + (π· 2 β 3)π¦ = sin π‘
(π· β 4)π₯ + (π· β 2)π¦ = π βπ‘
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METHOD OF SOLUTION:
Consider the simple system of linear first-order equations
ππ₯
= 3π¦
ππ‘
ππ¦
= 2π₯
ππ‘
or, equivalently,
π·π₯ β 3π¦ = 0
π·π¦ β 2π₯ = 0
...
Since the roots of the auxiliary equation of
the last DE are π1 = ββ6 and π2 = β6, we obtain
π₯ (π‘ ) = π1 π ββ6 π‘ + π2 π β6 π‘
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It follows immediately that
π¦(π‘ ) = π3 π ββ6 π‘ + π4 π β6 π‘
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8) Solving Systems of Linear DEs by Elimination
Now (2) and (3) do not satisfy the system (1) for every choice of π1 , π2 , π3 and π4 because the
system itself puts a constraint on the number of parameters in a solution that can be chosen
arbitrarily
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Since the latter expression is to be zero for all values of π‘, we must have
ββ6π1 β 3π3 = 0
and
β6π2 β 3π4 = 0
...
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (4)
3
3 2
Hence we conclude that a solution of the system must be
π₯ (π‘ ) = π1 π ββ6 π‘ + π2 π β6 π‘ ,
β6
β6
π¦ (π‘ ) = β
π1 π ββ6 π‘ +
π π β6 π‘
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EXAMPLE 1 (Solution by Elimination)
Solve
π·π₯ + (π· + 2)π¦ = 0
(π· β 3)π₯ β 2π¦ = 0
...
It follows that the differential equation for π¦ is
[(π· β 3)(π· + 2) + 2π· ]π¦ = 0
or
(π· 2 + π· β 6)π¦ = 0
...
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (6)
Eliminating π¦ in a similar manner yields (π· 2 + π· β 6)π₯ = 0, from which we find
π₯ (π‘ ) = π3 π 2π‘ + π4 π β3π‘
...
Substituting (6) and (7) into the first equation of (5) gives
(4π1 + 2π3 )π 2π‘ + (βπ2 β 3π4 )π β3π‘ = 0
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3
Accordingly, a solution of the system is
1
π₯ (π‘ ) = β2π1 π 2π‘ β π2 π β3π‘ ,
3
2π‘
(
)
π¦ π‘ = π1 π + π2 π β3π‘
...
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (8)
102
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β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ ( 9)
Then, by eliminating π₯ , we obtain
[(π· + 1)π· 2 β (π· β 4)π· ]π¦ = (π· + 1)π‘ 2 β (π· β 4)(0)
or
(π· 3 + 4π· )π¦ = π‘ 2 + 2π‘
...
To determine the particular solution π¦π , we use undetermined coefficients by assuming that
π¦π = π΄π‘ + π΅π‘ 2 + πΆπ‘ 3
...
The last equality implies that
12πΆ = 1,
Hence
8π΅ = 2,
1
π΄=β ,
8
Thus
π΅=
π¦ = π¦π + π¦π = π1 + π2 cos 2π‘ + π3 sin 2π‘ +
and
1
,
4
6πΆ + 4π΄ = 0;
and
πΆ=
1
...
12
4
8
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (10)
Eliminating π¦ from the system (9) leads to
[(π· β 4) β π· (π· + 1)]π₯ = π‘ 2
or
(π· 2 + 4)π₯ = βπ‘ 2
...
and that undetermined coefficients can be applied to obtain a particular solution of the form
π₯π = π΄ + π΅π‘ + πΆπ‘ 2
...
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (11)
4
8
Now π4 and π5 can be expressed in terms of π2 and π3 by substituting (10) and (11) into either
equation of (8)
...
Solving for π4 and π5 in terms of π2 and π3
gives
103
(4
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5
1
1
1
1
π₯ (π‘ ) = β (4π2 + 2π3 ) cos 2π‘ + (2π2 β 4π3 ) sin 2π‘ β π‘ 2 + ,
5
5
4
8
1 3 1 2 1
π¦(π‘ ) = π1 + π2 cos 2π‘ + π3 sin 2π‘ +
π‘ + π‘ β π‘
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8: Pages 172-173
(π )
Solve the given system of differential equations by systematic elimination
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Then, by eliminating π₯ , we obtain
or
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (13)
π·2 π¦ + π¦ = π‘ β 1
(π· 2 + 1)π¦ = π‘ β 1
...
To determine the particular solution π¦π , we use undetermined coefficients by assuming that
π¦π = π΄ + π΅π‘
...
The last equality implies that
π΄ = β1
and
π΅ = 1;
Thus,
π¦ = π¦π + π¦π = π1 cos π‘ + π2 sin π‘ + π‘ β 1
...
It should be obvious that
π₯π = π3 cos π‘ + π4 sin π‘
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104
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β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (15)
Now π3 and π4 can be expressed in terms of π1 and π2 by substituting (14) and (15) into either
equation of (12)
...
Solving for π3 and π4 in terms of π1 and π2 gives
π3 = π2
and
π4 = βπ1
...
----------------------------------------------------------------------------------------------(ππ)
Solve the given problem
Solution:
ππ₯
=π¦β1
ππ‘
ππ¦
= β3π₯ + 2π¦
ππ‘
β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (16)
First we write the system in differential operator notation:
π·π₯ β π¦ = β1
(π· β 2)π¦ + 3π₯ = 0
...
Since the roots of the auxiliary equation π2 β 2π + 3 = 0 are π1 = 1 β β2π and π2 = 1 + β2π ,
the complementary function is
π₯π = π π‘ (π1 cos β2π‘ + π2 sin β2π‘)
...
Therefore
π₯πβ² = 0,
so,
π₯πβ²β² = 0,
π₯πβ²β² β 2π₯πβ² + 3π₯π = 0 β 0 + 3π΄ = 2
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β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ β¦ (18)
3
105
(4
...
It should be obvious that
π¦π = π π‘ (π3 cos β2π‘ + π4 sin β2π‘)
...
In this case the usual differentiations and algebra yield
π¦π = 1,
and so
π¦ = π¦π + π¦π = π π‘ (π3 cos β2π‘ + π4 sin β2π‘) + 1
...
By using the second equation, we find, after combining terms,
(π1 + β2π2 β π3 )π π‘ cos β2π‘ + (ββ2π1 + π2 β π4 )π π‘ sin β2π‘ = 0,
so π1 + β2π2 β π3 = 0 and ββ2π1 + π2 β π4 = 0
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2
π₯ (π‘ ) = π π‘ (π1 cos β2π‘ + π2 sin β2π‘) + ,
3
π‘
π¦(π‘ ) = π ((π1 + β2π2 ) cos β2π‘ + (ββ2π1 + π2 ) sin β2π‘) + 1
...
8) Solving Systems of Linear DEs by Elimination
Exercises 4
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(π )
ππ₯
= 2π₯ β π¦
ππ‘
ππ¦
=π₯
ππ‘
(π )
(π· 2 + 5)π₯ β 2π¦ = 0
β2π₯ + (π· 2 + 2)π¦ = 0
(π )
π 2 π₯ ππ¦
+
= β5π₯
ππ‘ 2 ππ‘
ππ₯ ππ¦
+
= βπ₯ + 4π¦
ππ‘ ππ‘
(ππ)
π· 2 π₯ β π·π¦ = π‘
(π· + 3)π₯ + (π· + 3 )π¦ = 2
----------------------------------------------------------------------------------------------(ππ)
Solve the given initial-value problem
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107
Title: Solving Systems of Linear Differential Equations by Elimination
Description: Well comprehensive notes on Solving Systems of Linear Differential Equations by Elimination
Description: Well comprehensive notes on Solving Systems of Linear Differential Equations by Elimination