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Systems of Differential Equations

This document discusses solving systems of differential equations by using eigenvalues and eigenvectors of the coefficient matrix A. It provides an example of solving the system y' = Ay with initial conditions, finding the eigenvalues and eigenvectors of A and writing the general solution as a linear combination of eigenvectors multiplied by exponential terms of the eigenvalues. It proves the validity of this method and checks that the solution satisfies both the system and initial conditions.

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Johnny Pinny
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58 views5 pages

Systems of Differential Equations

This document discusses solving systems of differential equations by using eigenvalues and eigenvectors of the coefficient matrix A. It provides an example of solving the system y' = Ay with initial conditions, finding the eigenvalues and eigenvectors of A and writing the general solution as a linear combination of eigenvectors multiplied by exponential terms of the eigenvalues. It proves the validity of this method and checks that the solution satisfies both the system and initial conditions.

Uploaded by

Johnny Pinny
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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LECTURE 32

SYSTEMS OF DIFFERENTIAL EQUATIONS

Systems of differential equations y0 = Ay may be easily solved by implementing the


eigenvalues and eigenvectors of A.
If A is a 3 3 matrix with linearly independent eigenvectors v1 , v2 and v3 , and associated
eigenvalues 1 , 2 and 3 , then the general solution to y0 = Ay takes the form
y = c1 v1 e1 t + c2 v2 e2 t + c3 v3 e3 t
More complicated systems may be simplified through the transformation y = P z where
P is the usual matrix of eigenvectors of A.
We start this lecture by proving the validity of the algorithms used to analyse quadratic
forms in the previous lecture.
T
x
x

y
Consider the quadratic form
A y = 1 where A is a symmetric matrix. Since
z
z
A is symmetrix it admits a full set of orthogonal eigenvectors. Let P be the matrix of unit
eigenvectors of A. The columns of P are orthogonal and also of unit length implying that
P is an
matrix. Via the usual process of diagonalisation P 1 AP = D where
orthogonal
1 0 0

0 2 0 is the diagonal matrix of eigenvalues. But since P is orthogonal we


D=
0 0 3
T
have P AP = D.

We now implement the orthogonal transformation (a rotation in space)


x
X
y = P Y .
Z
z
The quadratic form becomes
T

X
X
P Y AP Y = 1 implying that
Z
Z

X
X
Y P T AP Y = 1 and hence we have
Z
Z

X
X
X
1 0 0
X
Y D Y = 1 Y 0 2 0 Y = 1
Z
Z
Z
0 0 3
Z

As promised in the last lecture this yields the simplified form (without mixed terms) with
respect to the principal axes:

1 X 2 + 2 Y 2 + 3 Z 2 = 1
We turn now to our second major application of eigenvectors, systems of differential
equations.

SYSTEMS OF DIFFERENTIAL EQUATIONS


Example 1 Solve the system of differential equations.
y10 = 2y1 + y2
y20 = y1 + y3
y30 = y1 + y2 + y3
where y1 (0) = 6, y2 (0) = 5, and y3 (0) = 7.
We begin by noting that the system may be
0
2
y1
y20 = 1
y30
1

written in matrix form as

1 0
y1
0 1 y2
1 1
y3

which is expressed as y0 = Ay. The usual eigenanalysis yields eigenvalues 0,1, and 2 with


1
1
1

2 ,
1
0 .
associated eigenvectors
, and
1
0
1
The solution may now be simply written down as


1
1
1
y = c1 2 e0t + c2 1 e1t + c3 0 e2t
1
0
1
Reading across the rows we have a general solution:
y1 = c1 c2 et + c3 e2t
y2 = 2c1 + c2 et
y3 = c1 + c3 e2t

Lets prove that this all works:


Claim: If A is a 3 3 matrix with linearly independent eigenvectors v1 , v2 and v3 , and
associated eigenvalues 1 , 2 and 3 , then the general solution to y0 = Ay takes the form
y = c1 v1 e1 t + c2 v2 e2 t + c3 v3 e3 t
where c1 , c2 and c3 are arbitrary constants.
Proof:
Method 1: Assume a solution to y0 = Ay of the form y = vet where v is a vector and
is a number.

Method 2: Make the substitution y = P z where P is the matrix of eigenvectors of A.

It is clear from the above that once we have the eigenvectors and eigenvalues of A the
solution to the system y0 = Ay is just one step away!
3

The i.c.s are implemented at the last stage to evaluate the three arbitrary constants.
Recall that
y1 = c1 c2 et + c3 e2t
y2 = 2c1 + c2 et
y3 = c1 + c3 e2t
and that y1 (0) = 6, y2 (0) = 5, and y3 (0) = 7.
So

So we have c1 = 3,

c2 = 1,

c3 = 4.

Hence the final solution is


y1 = 3 et + 4e2t
y2 = 6 + et
y3 = 3 + 4e2t
These three functions satisfy both the system of differential equations and the i.c.s. Lets
check that the last equation y30 = y1 + y2 + y3 is satisfied:
LHS = y30 =

RHS = y1 + y2 + y3 =

F y1 = 3 et + 4e2t , y2 = 6 + et , y3 = 3 + 4e2t

In more complicated examples y0 = Ay + b our approach is to actually implement the


substitution y = P z to yield P z0 = AP z + b. We then have z0 = P 1 AP z + P 1 b
implying z0 = Dz + P 1 b. Since the diagonal matrix D has so little structure this final
system when separated out, is trivial to solve using our standard first order linear theory.
32

You can now do Q 93 and 94

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