MSE

FTP OrdDiff Problem sheet 6: Systems of linear ODE in matrix form

1. Write the following systems in matrix notation

a) ẋ = y, ẏ = x + 4
b) ẋ = x + y + 4, ẏ = −2x + (sin(t))y

2. Find the general solution of

     
3 −2 3 −2 3 −4
a) ẋ = x, b) ẋ = x, c) ẋ = x
2 −2 4 −1 1 −1

3. Solve the following IVP

   
1 −4 3
a) ẋ = x, x(0) =
4 −7 −2
   
2 −5 3
b) ẋ = x, x(0) =
1 −2 2
   
−2 1 1
c) ẋ = x, x(0) =
−5 4 3
4. Find the general solution of
a) x(4) + ẍ = 0
b) the equivalent system of first order ODE

5. A circuit is described by
    
d i 0 1/L i
= (L, R, C > 0)
dt v −1/C −1/RC v

for a voltage v(t) and current i(t).

a) Under which condition (regarding L, R, C) does A have two complex eigenvalues?
b) Find the general solution for R = 1, C = 12 , L = 1.
c) Solve the IVP with i(0) = 2, v(0) = 1.
d) Find limt→∞ i(t) and limt→∞ u(t) for the solutions from b). Do they depend on the
initial conditions, and if so: how?

6. A radioactive substance R1 decays with decay rate k1 intto R2 which decays with rate
k2 6= k1 to R3 , which is stable. Let mi (t), i = 1, 2, 3 be the amount of substance i at time t.
a) Write down a system of thre coupled ODE that describe the process
b) Solve the corresponding IVP with m1 (0) = m0 , m2 (0) = 0, m3 (0) = 0.
c) Find limt→∞ mi (t) for i = 1, 2, 3

7. We consider the coupled oscillators

k1 + k2 k2 k2 k2 + k3
ẋ1 = x3 , ẋ2 = x4 , ẋ3 = − x1 + x2 , ẋ4 = x1 − x2
m1 m1 m2 m2

with m1 = 2, m2 = 94 , k1 = 1, k2 = 3, k3 = 15
4 .
a) Find the general solution to this ODE
 b) Choose initial conditions, so that the system oscillates in it’s first / second eigenmode.
Sketch the motion of the masses.

8. We consider the coupled oscillators for m1 = m2 = m, k1 = k2 = k3 = k, with m, k > 0.

We write the system as a system of two second order ODE
a) Verify, that the system can be written as

−2ω02 ω02
 
ẍ = x
ω02 −2ω02
k
geschrieben werden kann, wobei ω02 = m.
b) Solve the ODE with the trial function x = eλt v
Answers for problem sheet 6
   
0 1 0
1. a) ẋ = x+
1 0 4
   
1 1 4
b) ẋ = x+
−2 sin(t) 0
   
2 1
2. a) Eigenvalues λ1 = 2 and λ2 = −1 with eigenvectors v1 = und v2 = , also
1 2
   
2
2t −t 1
x = C1 e + C2 e (C1 , C2 ∈ R)
1 2
 
1±j
b) Eigenvalues λ1,2 = 1 ± 2j with eigenvectors v1,2 = , also
2
   
tcos(2t) − sin(2t) t cos(2t) + sin(2t)
x = C1 e + C2 e (C1 , C2 ∈ R)
2 cos(2t) 2 sin(2t)

The representation is not unique. An alternative

 possibility is (e.g.) x =
cos(2t) sin(2t)
C1 e t + C2 e t , C1 , C2 ∈ R
cos(2t) + sin(2t) − cos(2t) + sin(2t)
   
2 1
c) Eigenvalue λ1 = 1 with eigenvector v1 = and generalizes eigenvector v∗ = ,
1 0
also    
t 2 t 2t + 1
x = C1 e + C2 e (C1 , C2 ∈ R)
1 t
Again, the representation is not unique.
3. a) General solution of the system
1
   
−3t 1 −3t t + 4
x = C1 e + C2 e , (C1 , C2 ∈ R)
1 t

Solution of the IVP:  

−3t 3 + 20t
x=e
−2 + 20t
b) General solution of the system
   
5 cos(t) 5 sin(t)
x = C1 + C2 , (C1 , C2 ∈ R)
2 cos(t) + sin(t) − cos(t) + 2 sin(t)

Solution of the IVP:  

3 cos(t) − 4 sin(t)
x=
2 cos(t) − sin(t)
c) General solution of the system
   
−t 1 3t 1
x = C1 e + C2 e , (C1 , C2 ∈ R)
1 5

Solution of the IVP:

e−t + e3t
 
1
x=
2 e−t + 5e3t
4. a) The roots of the characteristic polynomial P (λ) = λ4 + λ2 sind λ1 = 0 (double), λ2,3 =
±j. Thus the general solution is (see. sheet 5, exercise 2)

x = K1 + K2 t + K3 cos(t) + K4 sin(t) (K1 , K2 , K3 , K4 ∈ R).

b) Rewriting x(4) + ẍ = 0 as a system, we get (with x1 = x, x2 = ẋ, x3 = ẍ, x4 = x(3) )

      
x1 x2 0 1 0 0 x1
d  x 2
 =
  x3  0 0 1 0 x2 
=  
dt x3   x4  0 0 0 1 x3 
x4 −x3 0 0 −1 0 x4
| {z }
=A

The eigenvalues of A are λ1 = 0 (double), λ2,3 = ±j, with eigenvectors

     
1 −1 −1
0 −j   j 
v1 = 
0 , v2 =  1  , v3 =  1 
    

0 j −j

For λ1 = 0 we find a solution of (A − λ1 E4 )p = v1 the generalizes eigenvector

 
0
1
p= 0 .


0
We get the general solution:
 
   1 0    
1   − cos(t) − sin(t)
 +C4 − cos(t)
0 0 1
      sin(t)   
x = C1   +C2 t ·  + + C

3
  
0  0 0  cos(t)   sin(t) 

0 0 0  − sin(t) cos(t)
 

| {z } | {z } | {z } | {z } | {z }
=v1 =v1 =p =Re(ejt v2 ) =Im(ejt v2 )

The first component x1 is the solution of x(4) + ẍ = 0:

x = x1 = C1 + C2 t − C3 cos(t) − C4 sin(t) (C1 , C2 , C3 , C4 ∈ R)

Since C1 , C2 , C3 , C4 ∈ R are arbitrary, this is again the solution from a).

 
0 1/L
5. a) The eigenvalues of A = are
−1/C −1/RC
r !
1 4R2 C
λ1,2 = −1 ± 1 −
2RC L

4R2 C
They are complex (∈ C\R), if 1 − L < 0, i.e.

L < 4R2 C.

b) In the case R = 1, C = 12 and L = 1 the eigenvalues are λ1,2 = −1 ± j, with eigenvectors

 
−1 ∓ j
v1,2 = . The general solution is therefore
2
     
i − cos(t) + sin(t) − sin(t) − cos(t)
= C1 e−t + C2 e−t (C1 , C2 ∈ R).
v 2 cos(t) 2 sin(t)
 c) With the initial conditions i(0) = 2, v(0) = 1 one finds C1 = 21 , C2 = − 52 and thus
   
i −t 2 cos(t) + 3 sin(t)
=e .
v cos(t) − 5 sin(t)

d) limt→∞ i(t) = 0 and limt→∞ u(t) = 0, independent of the initial conditions.

6. a)
ṁ1 = −k1 m1
ṁ2 = k1 m1 − k2 m2
ṁ3 = k2 m2
ṁ = Am, with    
m1 −k1 0 0
m = m2  , A =  k1 −k2 0 .
m3 0 k2 0
The eigenvalues of A are λ1 = 0, λ2 = −k1 , λ3 = −k2 , with eigenvectors
     
0 k1 − k2 0
v1 = 0 , v2 =
   −k1  , v3 = −1 .

1 k2 1

the general solution is therefore

     
0 k1 − k2 0
m = C1 0 + C2 e−k1 t  −k1  + C3 e−k2 t −1
1 k2 1
m0
The initial conditions m1 (0) = m0 , m2 (0) = 0, m3 (0) = 0 lead to C1 = m0 , C2 = k1 −k2 ,
C3 = − km1 −k
0 k1
2
and thus
     
0 k1 − k2 0
m0 −k1 t  m0 k1 −k2 t  
m = m0 0 +
  e −k1  − e −1 .
k1 − k2 k1 − k2
1 k2 1
     
0 k1 − k2 0
m0 
= 0  + e−k1 t  −k1  + e−k2 t  k1  .
k1 − k2
k1 − k2 k2 −k1

b)  
0
lim m(t) = m0 0
t→∞
1
7. a) Coefficient matrix  
0 0 1 0
0 0 0 1
A=
−2 3
.
2 0 0
4
3 −3 0 0
Eigenvalues are λ1,2 = ±j, λ3,4 = ±2j, with eigenvectors
   
3 3
 2   −4 
v1,2 =
±3j  ,
 v3,4 =
±6j  ,


±2j ∓8j
 the general solution is
       
3 cos(t) 3 sin(t) 3 cos(2t) 3 sin(2t)
 2 cos(t)   2 sin(t)  −4 cos(2t)  −4 sin(2t) 
x = C1 
−3 sin(t) + C2 3 cos(t) + C3  −6 sin(2t)  + C4  6 cos(2t)  .
      

−2 sin(t) 2 cos(t) 8 sin(2t) −8 cos(2t)

(C1 , C2 , C3 , C4 ∈ R).
b) At t = 0 we get the equations

3C1 +3C3 = y10

2C1 −4C3 = y20
3C2 +6C4 = v10
2C2 −8C4 = v20

for C1 , C2 , C3 , C4 .
• First eigenmode: C3 = C4 = 0, so y10 = 23 y20 and v10 = 32 v20 . A possible choice of
initial conditions is

y10 = 3, y20 = 2, v10 = 3, v20 = 2.

Solution curve for 0 ≤ t ≤ 50:

• For the second eigenmode: C1 = C2 = 0, so y10 = − 43 y20 und v10 = − 43 v20 . A

possible choice of initial conditions is:

y10 = 3, y20 = −4, v10 = 3, v20 = −4.

Solution for 0 ≤ t ≤ 50:

8. a) 
mÿ1 (t) = −2ky1 + ky2
mÿ2 (t) = ky1 − 2ky2
k
with ω02 = m
ÿ1 (t) = −2ω02 y1 + ω02 y2


ÿ2 (t) = ω02 y1 − 2vy2

 
y1
for x =
y2
−2ω02 ω02
 
ẍ = x
ω02 −2ω02

b) Insert the trial function x = eλt v into the system ẍ = Ax gives

λ2 eλt v = Aeλt v

respectively
λ2 v = Av.
So λ2 is an eigenvalue of A with eigenvector v. The eigenvallues µ1,2 of A =
−2ω02 ω02
 
are
ω02 −2ω02
µ1 = −ω02 , µ2 = −3ω02
with eigenvectors    
1 1
v1 = , v2 =
1 −1
With λ2 = µ we find:
√
λ1,2 = ±jω0 , λ3,4 = ± 3jω0

λ1 and λ2 have the eigenvector v1 , and λ3 and λ4 has eigenvector v2 . inserting everything
into x = eλt v gives the complex solution
√ √
       
jω0 t 1 −jω0 t 1 3jω0 t 1 − 3jω0 t 1
x = C1 e + C2 e + C3 e + C4 e (Ck ∈ R)
1 1 −1 −1

and by separating real and imaginary parts:

     √   √ 
cos(ω0 t) sin(ω0 t) cos( √3ω0 t) sin(√3ω0 t)
x = C1 + C2 + C3 + C4 (Ck ∈ R)
cos(ω0 t) sin(ω0 t) − cos( 3ω0 t) sin( 3ω0 t)