Topic: Chapter 8: System of Linear 1st-Order_Matrix Approach

Example 1:
Solve
dx
= 4 x + 2 y
dt
dy
5
= x + 2y
dt
2
Solution
x
4 2
Let X = , A =

y
5 2 2
Hence, the system become
d x 4 2 x
=
dt y 5 2 2 y

A I =

4
5 2

5
= ( 4 )( 2 ) 2 = 0
2
2
2

2 + 2 3 = 0
1 = 1 , 2 = 3
For 1 = 1

4 1 2 5 2 15 R1 1 2 5 R1 + R2* 1 2 5

5 2 2 1 5 2 1
0
52 R2
0

1 2 5

2
k1 k2 = 0
5
2
2
K1 = ; X1 = et
5
5
For 2 = 3

4 ( 3)
2 1 2 R1 1 2 R1 + R2* 1 2

2 ( 3) 5 2 5 5 R2 1 2
0 0
5 2
k1 2k2 = 0
2
2
K 2 = ; X 2 = e 3 t
1
1
2
2
Therefore, X = c1 et + c2 e3t
5
1

Example 2:
Solve
dx
= 3x y
dt
dy
= 9x 3 y
dt
Solution
x
3 1
Let X = , A =

y
9 3

A I =

d x 3 1 x
=
dt y 9 3 y

= ( 3 )( 3 ) ( 9 1) = 0

1 = 2 = 0
For = 0 :
3 1 3 1
9 3 0 0

1
1
1
K1 = ; X1 = e0t =
3
3
3

p
Since there exist one eigenvector, let P = 1
p2

( A I ) P = K

( A 0I ) P = K

3 1 1 3 1 1
9 3 3 0 0 0 Infinitely many solution

Hence,
3 p1 p2 = 1
1 1
p1 = + p2
3 3
Choose p2 = 2

p1 = 1
Therefore,

1 1
1
X = c1 + c2 t +
2
3 3

1
1
1
1 1
P = , X 2 = te0t + e0t = t +
2
3
3
3 3

Example 3:
Solve
dx
= 6x y
dt
dy
= 5x + 2 y
dt
Solution
x
6 1
Let X = , A =

y
5 2

A I =

d x 6 1 x
=
dt y 5 2 y

= ( 6 )( 2 ) ( 5 1) = 0

2 8 + 17 = 0
= 4 i
For = 4 + i

6 ( 4 + i )
1 2 i
1 ( 2+ i ) R1 5 2 i R1 + R2* 5 2 i

=
0
5
2 ( 4 + i ) 5
2 i
0
5 2 i

5k1 + ( 2 i ) k2 = 0
k1 =

2 + i
K1 =

(2 + i) k
5

Choose k2 = 5

k1 = 2 + i

2
1
B1 = Re ( K1 ) = ; B 2 = Im ( K1 ) =
5
0

1
X1 = cos t sin t e4t
0
5

2
; X 2 = cos t + sin t e4t
5
0

Therefore,

2 cos t sin t
cos t + 2sin t 4t
X = c1X1 + c2 X2 = c1
+ c2

e
5sin t
5cos t

Example 4:
Solve the IVP
y + 16 y = 0 ,
Solution
Let x1 = y
x2 = y

y ( 0) = 2 ,

; x1 = y = x2

; x1 ( 0 ) = 2

; x2 = y = 16 x1

; x2 ( 0 ) = 2

x
0 1
X = 1; A =

16 0
x2
A I =

y ( 0 ) = 2

16

d x1 0 1 x1
=
dt x2 16 0 x2

= 2 + 16 = 0

= 4i
For = 4 i
4i R1 R2 16 4 i
4i 1 ( 4i ) R1 16

16 4i

16 4i
0 0
16k1 + ( 4 i ) k2 = 0
1
k1 = k2
4
i
0
1
K1 = B1 = Re ( K1 ) = B 2 = Im ( K1 ) =
4
1
0

0
1
X1 = ( B1 cos t B 2 sin t ) e t = cos 4t sin t
4
0
1
0
X2 = ( B 2 cos t + B1 sin t ) e t = cos 4t + sin 4t
0
4
sin 4t
cos 4t
X = c1X1 + c2 X2 = c1
+ c2

4 cos 4t
4sin 4t
2
0
1
2 = c1 4 + c2 0

c1 =

cos 4t
1 sin 4t
X=
2

2 4 cos 4t
4 sin 4t
1
Since x1 = y = sin 4t + 2 cos 4t
2

1
, c2 = 2
2

Example 5:
Consider two tanks A and B, as shown in Figure 1. Suppose Tank A and B contain 50 gallons
of water. Initially, 25 pounds of salt is dissolved in tank A. Liquid is pumped into and out of
the tanks as indicated in the figure; the mixture exchanged between the two tanks and the
liquid pumped out of tank B are assumed to be well-stirred.
(a)
Use the information given in the figure to construct a mathematical model for the
number of pounds of salt x1 ( t ) and x2 ( t ) at time t in tanks A and B, respectively.
(b)

Solve using systematic elimination method.

Solution

(a)

Tank A

1
x

Rin = ( 0 lb/gal ) ( 3 gal/min ) + 2 lb/gal (1 gal/min ) =

x2
50
50

x1
2
Rout =
lb/gal ( 4 gal/min ) =
x2
50 + ( 4 4 ) t

25

dx1
1
2
= Rin Rout =
x2 x2 , x1 ( 0 ) = 25
dt
50
25
Tank B
2
x

Rin = 1 lb/gal ( 4 gal/min ) =

x1
25
50

x1
2
Rout =
lb/gal ( 4 gal/min ) =
x2
50 + ( 4 4 ) t

25

dx2
2
2
= Rin Rout =
x1
x2 , x2 ( 0 ) = 0
dt
25
25

(b)

x
2 25 1 50
Let X = 1 ; A =

2 25 2 25
x2
A I =

d x1 2 25 1 50 x1
=
dt x2 2 25 2 25 x2
2

1
2

=
=0
2 25
2 25 25
625
1
3
1 =
, 2 =
25
25

2 25

1 50

1
:
25
1 25 1 50 25 R1 1 1 2 R1 + R2 1 1 2
25 R
2 25 1 25
0
2
0

2
1 1 2

1
1 1 t
K1 = , X1 = e 25
2
2

For 1 =

3
:
25
1 25 1 50 25 R1 1 1 2 R1 + R2 1 1 2
25 R
2 25 1 25
0 0
2

2
1 1 2

1
1 3t
K 2 = , X2 = e 25
2
2

For 2 =

Hence, the general solution is

1 1 t
1 3t
X = c1 e 25 + c2 e 25
2
2
At t = 0,
25
1
1
0 = c1 2 + c2 2



x1 ( t ) =

25 251 t 25 253 t
e + e
2
2

c1 =

, x2 ( t ) = 25e

1 t
25

25
25
, c2 =
2
2
25e

3t
25

Example 6
Solve
dx
= 2x + 3 y 7
dt
dy
= x 2 y + 5
dt
Solution
x
2 3
7
Let X = , A =
, F (t ) =

y
1 2
5

A I =

= 2 1 = 0

d x 2 3 x 7
=
+
dt y 1 2 y 5

1 = 1 , 2 = 1

For 1 = 1:
1 3 R1 + R2* 1 3
1 3 0 0

3
3
K1 = X1 = et
1
1

For 2 = 1:
3 3 13 R1 1 1 R1 R2 1 1

1 1 1 1

0 0
Thus,
3
1
Xc = c1 et + c2 e t
1
1

1
1
K 2 = X2 = et
1
1

To find particular solution, we can use either method of undetermined coefficient or variation
of parameter.

Undetermined Coefficient
A
Since F ( t ) are constant, assuming X p =
B

d A 2 3 A 7
=
+
dt B 1 2 B 5

2 3 A 7

=
1 2 B 5

Hence,
1
Xp =
3
Therefore,
3
1
1
X = Xc + X p = c1 et + c2 e t +
1
1
3

A = 1 , B = 3

Variation of Parameter
3et et
(t ) = t

et
e

1 =

1 et

3 + 1 et

et

3et

e t 2 e t 2 7 e t
F= t
=

3et 2 5 4et
e 2
1

3et
X p = ( t ) ( t ) F ( t ) dt = t
e
1

3et
= t
e
1
=
3

e t e t

dt
e t 4et
e t e t

e t 4e t

Therefore,
3
1
1
X = Xc + X p = c1 et + c2 e t +
1
1
3

Example 7
Solve
4 1 3
3 t
X =
X
+

10 e
9 6

Solution

A I =

4
9

1
= ( 4 )( 6 ) 9 = 2 10 + 21 = ( 3)( 7 ) = 0
6
3
13

1 = 3 ; 2 = 7
When 1 = 3 :
1 1 3 9 R1 + R2 1 1 3

9 3

0 0

1
1
K1 = X1 = e3t
3
3

When 2 = 7 :
3 1 3 13 R1 1 1 9 9 R1 + R2 1 1 9

9 1

0

9 1
0
Hence, the complimentary solution:
1
1
Xc = c1X1 + c2 X2 = c1 e3t + c2 e7t
3
9

1
1
K 2 = X 2 = e7 t
9
9

Undetermined Coefficient
Aet
Aet
Assume X p = t ; Xp = t
Be
Be
Substitute X p and Xp into the system, we obtain

Aet 4 1 3 Aet 3et

t=
t+ t
Be 9 6 Be 10e
1

et 4 A + B 3 = Aet
3

et ( 9 A + 6 B + 10 ) = Bet

55
36
19
B=
4
A=

Therefore,

1
1
55 36 t
X = Xc + X p = c1 e3t + c2 e7t +
e
3
9
19 4

Variation of Parameter
e3t e7 t
3et
( t ) = 3t
,
F
t
=
(
)

t
9e7t
3e
10e

1 =

9e 7 t
1

9e10t 3e10t 3e3t

e7t 34 e 3t
=
e3t 14 e 7 t

e3t
X p = ( t ) ( t ) F ( t ) dt = 3t
3e
1

1
2
1
12

e 3t

e 7 t

e7 t 34 e3t

9e7t 14 e7 t

1
12
1
12

e 3t 3et

dt
e7 t 10et

e3t
= 3t
3e

37 t
e
e7 t 12
dt
7t 1 t
9e 12 e

e3t
= 3t
3e

2 t
55 t
36
e
e7 t 37
24 e
=
19 t
7t
1 6 t
9e 72 e 4 e

Therefore,

1
1
55 36 t
X = Xc + X p = c1 e3t + c2 e7t +
e
3
9
19 4