10.1. Systems of Linear Differential Equations. Theory of Linear Systems.

Linear system of DEs:

0

x1 = a11 (t)x1 (t) + a12 (t)x2 (t) + ... + a1n (t)xn (t) + f1 (t)
0

x2 = a21 (t)x1 )(t) + a22 (t)x2 (t) + ... + a2n (t)xn (t) + f2 (t)
..
..
..
..
.
.
.
.
0

xn = an1 (t)x1 (t) + an2 (t)x2 (t) + ... + ann (t)xn (t) + fn (t)
ai j(t), fi (t)-continuous on an interval I. If all free functions fi (t) = 0 , i = 1, ..., n are equal to
0 then the system is called homogeneous; otherwise non-homogeneous, i.e., if at least one of the
functions fi (t) 6= 0, then the system is called non-homogeneous.
Matrix Form of a Linear system

X=

F (t) =

f1 (t)
f2 (t)
..
.

x1
x2
..
.

X =

xn

dt

x1
x2
..
.

xn

Ann (t) =

fn (t)

x1
0
x2
..
.

xn

a11 (t)
a21 (t)
..
.

a12 (t)
a22 (t)
..
.

...
...

a1n (t)
a2n (t)
..
.

an1 (t)

an2 (t)

...

ann (t)

Remark. We shall consider mainly systems with a coefficients matrix Ann (t) having only constant
terms, in other words all akj (t) will be constant functions, i.e., numbers.
0

X =

x1
0
x2
..
.
0

xn

A X + F(t)

a11
a21
..
.

a12
a22
..
.

...
...

a1n
a2n
..
.

an1

an2

...

ann

n1
nn
Solution of a system on an interval I is a vector

X=

xn (t)

f1 (t)
f2 (t)
..
.
fn (t)

xn

n1
x1 (t)
x2 (t)
..
.

x1
x2
..
.

n1

satisfying the system. It is also n 1 one column matrix. The set of functions (or the vector)
(x1 (t), x2 (t), . . . , xn (t))
can be interpreted geometrically as one-parametric (t)-representation of a space curve in Rn .
Theorem. If the entries of the coefficient matrix A(t) and the free column vector F (t) are continuous
functions on an interval I, containing t0 , then the IVP:
0

X = AX + F
X(t0 ) = X0 ,
has a unique solution
(x1 (t), x2 (t), . . . , xn (t))
on the interval I.
The initial value conditions
X(t0 ) = X0
in a non-matrix form are:
x1 (t0 ) = 1 ; x2 (t0 ) = 2 ; . . . ; xn (t0 ) = n ,
where

X0 =

1
2
..
.

n
and the numbers 1 , 2 , . . . , n are n arbitrary chosen numbers.
Remark. In the case n = 2 the unique solution X = [x1 (t), x2 (t)] can be interpreted as a plane
curve passing trough the point with coordinates (1 , 2 ).
In the case n = 3 the unique solution X = [x1 (t), x2 (t), x3 (t)] can be interpreted as a space curve
passing trough the point with coordinates (1 , 2 , 3 ).
The unique solution
X = (x1 (t), x2 (t), . . . , xn (t))
in the n-dimensional case can be interpreted as a curve in the n-dimensional space Rn passing
through the point
[1 , 2 , . . . , n ] Rn .

Superposition Principle
Let X1 , X2 , .., Xk be a set of solution to the homogeneous system
0

X = Ann X.
Then any linear combination X = c1 x1 +...+ck Xk , where c1 , c2 , ..., ck are constants is also a solution
of the system.
Criterion for Linearly Independent Solutions Wronskian determinant:
Consider n solutions of the homogeneous linear system with n n coefficient matrix:
0

X1 =

x11
x21
..
.

X = Ann X :

x12
x22

X2 = .
,,

..

Xn =

xnn

xn2

xn1

x1n
x2n
..
.

The solutions X1 , X2 , . . . , Xn are linearly independent on an interval I if their Wronskian determinant:






W (X1 , X2 , . . . , Xn ) = 




x11
x21
..
.

x12
x22
..
.

...
...

x1n
x2n
..
.

xn1

xn2

...

xnn






 6= 0.




distinct from zero for any t on the interval I.

Fundamental set of solutions. General Solution for a homogeneous system with n n
coefficient matrix.
(1) If X1 , X2 , ..., Xn are n linearly independent solutions on an interval I then they form a fundamental set of solutions.
Note that for a homogeneous system
0

X = Ann X
with n n coefficient matrix Ann ;
each fundamental set of solutions contains exactly n solutions.
(2) If X1 , X2 , ..., Xn is a fundamental set of solutions for
0

X = Ann X ,
then
X = c1 X1 + c2 X2 + + cn Xn
3

is the set of all solutions, i.e., the general solution of the system. Here, c1 , c2 , . . . , cn are
arbitrary constants. So, we have n-parameter family of solutions.
Problem 1. Write the linear system in matrix form:
(a)
dx
= 3x 5y
dt
dy
= 4x + 8y.
dt
Solution.


x
0
y


=

3
4

5
8



x
y

(b)
dx
=xy
dt
dy
= x + 2z
dt
dz
= x + z .
dt
Solution.

0
x
1
y0 = 1
0
1
z

1
0
0

0
x
2 y
1
z

(c)
dx
= 3x + 4y + et sin(2t)
dt
dy
= 5x + 9z + 4et cos(2t)
dt
dz
= y + 6z et .
dt
Solution.

0
x
3
0
y = 5
0
0
z

4
0
1

0
x
e sin(2t)
9 y + 4et cos(2t)
6
z
et

Problem 2. Verify that

sin(t)
x
X = y = 21 sin(t) 21 cos(t)
z
sin(t) + cos(t)
4

is a solution of the given homogeneous linear system of DEs:

1 0
1
0
0 X.
X = 1 1
2 0 1
Solution.

cos(t)
sin(t)
1 0
1
1 cos(t) + 1 sin(t) = ? 1 1
0 21 sin(t) 12 cos(t)
2
2
2 0 1
cos(t) sin(t)
sin(t) + cos(t)

1 sin(t) + 0 12 sin(t) 21 cos(t)
+ 1 ( sin(t) + cos(t))

= 1 sin(t) + 1 21 sin(t) 21 cos(t)
+ 0 ( sin(t) + cos(t))
2 sin(t) + 0 21 sin(t) 12 cos(t) 1 ( sin(t) + cos(t))

cos(t)
= 21 cos(t) + 12 sin(t) .
cos(t) sin(t)
General Solution of a Non-Homogeneous System
Consider a non-homogeneous linear system of the form
0

X = Ann X + F,
where Ann is the coefficient matrix having n rows and n columns and

f1 (t)
f2 (t)

F = Fn1 =

..

.
fn (t)
is the column of the free functions. Now suppose that
Xc = c1 X1 + c2 X2 + + cn Xn
is the general solution of the associated homogeneous system
0

X = Ann X
and suppose that Xp is a particular solution of the given non-homogeneous system. Then
X = Xc + Xp
is the general solution (the set of all solution) of the given non-homogeneous linear
system of first-order DEs.
Problem 3. Verify that



 

2
5
2t + 5
Xp =
t+
=
1
1
t + 1
5

is a particular solution of the non-homogeneous system

dx
= x + 4y + 2t + 7
dt
dy
= 3x + 2y 4t 18
dt
Solution. Representing the system in matrix form
 0  

 

x
1 4
x
2t 7
=
+
0
3 2
y
4t 18
y
we verify the solution:


2
1



=?

1
3

4
2

2t + 5 4t + 4
6t + 15 2t + 2



2t + 5
t + 1


+


+

2t 7
4t 18

2t 7
4t 18


=

2
1

10.2 Matrix Method to Solve Homogeneous Linear Systems.

Method of Systematic Elimination) to Solve Linear Systems.
Consider a homogenous system

The D-Method (the

X = Ann X .
The general solution of a homogeneous linear system is based on the eigenvalues and the eigenvectors
of the coefficient matrix Ann .
(A) Distinct Real Eigenvalues. Suppose that the matrix Ann has n distinct real eigenvalues
1 , 2 , . . . , n .
Then, there exists a set of n linearly independent eigenvectors K1 corresponding to 1 ; K2
corresponding to 2 ,...,Kn corresponding to n . Then
X1 = K1 e1 t , X2 = K2 e2 t , . . . , Xn = K1 en t
are n solutions of the system that form a fundamental set of solutions. Hence,
X = c1 X1 + c2 X2 + + cn Xn
that is
X = c1 K1 e1 t + c2 K2 e2 t + + cn Kn en t
is the general solution (the set of all solution) of the given homogeneous system.
Important remark. Eigenvalue can be equal to 0. However, an eigenvector is always a
non-zero vector, i.e, at least one component of an eigenvector must be distinct from 0.
Many students have mistakes on this point when solving problems on linear systems of DEs.
Problem 1. Find the general solution of the given system


0
10
5
X =
X.
8 12
Solution. More detailed matrix form of the system
 0  


x
10
5
x
=
.
0
8 12
y
y
First we compute the eigenvalues of the coefficient matrix.


10
5
det
= 2 + 2 80 = 0
8 12

1,2 = 1

81

1 = 10, 2 = 8.

Hence, we have the case of distinct real eigenvalues. Next we determine the eigenvectors:


 

20 5
k1
0
1 = 10,
=
8 2
k2
0

 
k1
4k1 k2 = 0 k1 = 1, k2 = 4 K1 =
=
k2


 

2
5
k1
0
2 = 8,
=
8 20
k2
0

 
k1
2k1 5k2 = 0 k1 = 5, k2 = 2 K1 =
=
k2

1
4

5
2

Hence, the general solution of the system is

X = c1 K1 e1 t + c2 K2 e2 t




1
5
X = c1
e10t + c2
e8t
4
2

 

x
c1 e10t + 5c2 e8t
X=
=
y
4c1 e10t + 2c2 e8t
or in a classical form the general solution is:
x(t) = c1 e10t + 5c2 e8t
y(t) = 4c1 e10t + 2c2 e8t .
(B) Repeated Real Eigenvalues.
Problem 2. Solve the following homogeneous system of first-order linear DEs:

0
x
1 2
2
x
y 0 = 2
1 2 y .
0
2
2
1
z
z
Solution. First we compute the eigenvalues of the coefficient matrix:


 1
2
2 

2 1
2  = ( + 1)2 ( 5) = 0.
det(A I) = det 

2
2 1 
From here 1 = 2 = 1 (repeated eigenvalues) and 3 = 5.
First we find two linearly independent eigenvectors corresponding to the repeated eigenvalue 1 =
1. Note that this it not always possible but in our concrete problem it is. That is
because later we shall consider another method in the case of repeated eigenvalues.

2 2
2
k1
0
2
2 2 k2 = 0 k1 k2 + k3 = 0
2 2
2
k3
0
and we compute two linearly independent eigenvectors:

1
1
K1 = 1 , K2 = 0
0
1
8

that give two linearly independent solutions:

1
X1 = K1 e1 t = K1 et = 1 et ,
0
Next, we compute an eigenvector

4
2
2

X2 = K2 e1 t = K2 et

1
= 0 et
1

corresponding to the eigenvalue 3 = 5:

2
2
k1
0
4 2 k2 = 0
2 4
k3
0
2k1 + k2 k3 = 0
k1 + 2k2 + k3 = 0
k1 k2 2k3 = 0

and from here

1
K3 = 1
1

and the general solution is:

x
X = y = c1 K1 et + c2 K2 et + c3 K3 e5t
z

1
1
1
= c1 1 et + c2 0 et + c3 1 e5t
0
1
1

t
t
5t
c1 e + c2 e + c3 e
c3 e5t
= c1 et
t
c2 e + c3 e5t
Second Method of finding General Solution in case of Repeated Eigenvalues. Suppose
that we solve 2 2 homogeneous system and 1 = 2 is repeated eigenvalue. Then it is impossible
to find two linearly independent eigenvectors associated with the eigenvalue. There is only one
eigenvector K1 (up to multiplication with a non-zero constant) associated with the eigenvalue 1 .
Then, we solve the next linear algebraic system for the eigenvector K1 and the vector P1 :




k1
p1
K1 =
and P1 =
:
k2
p2
(A 1 I) K1 = O
(A 1 I) P1 = K1
The first equation in fact determines the eigenvector K1 but the second equation determines another
vector P1 . Then,
X1 = K1 e1 t , X2 = K1 te1 t + P1 e1 t
9

are two linearly independent solution and the general solution is given by


X = c1 X1 + c2 X2 = c1 K1 e1 t + c2 K1 te1 t + P1 e1 t .
Problem 3. Find the general solution of the given system of DEs. (Solve the given system.)
dx
= 3x y
dt
dy
= 9x 3y
dt
Solution. Matrix form:


x
0
y


=

Coefficient matrix:


A22 =

1
3

3
9
3
9



x
y


.

1
3

Eigenvectors:

det|A I| =

3
9

1
3

= 2 9 + 9 = 2 = 0

and from here 1 = 2 = 0 is repeated eigenvalue. Find an eigenvector K1 associated with the
eigenvalue 1 = 0:


 

30
1
k1
0
=
3k1 k2 = 0 k1 = 1, k2 = 3
9 3 0
k2
0


1
K1 =
3


 

30
1
p1
k1
=
9 3 0
p2
k2


 

30
1
p1
1
=

9 3 0
p2
3
3p1 p2 = 1

9p1 3p2 = 3

p1 = 1, p2 = 2 P1 =

1
2

From here we proceed to determine the general solution:



x
X=
= c1 X1 + c1 X2
y


X = c1 K1 e1 t + c2 K1 te1 t + P1 e1 t





 
1
1
1
X = c1
e0t + c2
te0t +
e0t
3
3
2
10

1
3



X = c1
+ c2

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

1
3



t+

1
2



or in classical form the general solution is:

x(t) = c1 + c2 (t + 1)
y(t) = 3c1 + c2 (3t + 2)
Problem 4. Find the general solution of the linear system


0
1 3
X =
X.
3 5
Solution 1 by using a matrix method based on eigenvalues and eigenvectors. First we
compute the eigenvalues:


 1
3 

= 2 4 5 + 9 = ( 2)2 = 0.
det(A I) = det 
3 5 
From here 1 = 2 = 2 and we have 2 repeated eigenvalues.
Next, we determine eigenvectors associated with the repeated eigenvalue:


 



 

1 2
3
k1
0
3 3
k1
0
=

=
3 5 2
k2
0
3 3
k2
0

 

k1
1
k1 + k2 = 0 k1 = k2 = 1 K1 =
=
k2
1
Note that in this problem it is not possible to obtain another eigenvector that forms
a linearly independent set of vectors together with K1 . That is because we have to
proceed with computing the vector P1 .


 

3 3
p1
1
=
3p1 + 3p2 = 1 p1 = 1/3, p2 = 0
3 3
p2
1

  1 
p1
3
P1 =
=
p2
0
In view of this


1
e2t
1




1
1/3
=
te2t +
e2t
1
0

X1 = K1 e1 t =
X2 = K1 te1 t + P1 e1 t

and the general solution of the given system is:





x
X =
= c1 X1 + c2 X2 = c1 K1 e1 t + c2 K1 te1 t + P1 e1 t
y





 
1
1
1/3
= c1
e2t + c2
te2t +
e2t
1
1
0
11

or in classical form the general solution is



1
x(t) = c1 e2t + c2 te2t e2t
3
y(t) = c1 e2t + c2 te2t ,
where c1 and c2 are arbitrary constants.
Solution 2 by using th D-Method. Consider the given linear system:
0

x = x + 3y
0

y = 3x + 5y,
By using the D symbol the system is:
Dx = x + 3y
Dy = 3x + 5y,

or equivalently,
(D + 1)x 3y = 0

(3)

3x + (D 5)y = 0,

(D + 1)

and after multiplying from the left-side the first equation by -3 and the second equation by (D + 1),
we obtain:
3(D + 1)x + 9y = 0
3(D + 1)x + (D + 1)(D 5)y = 0 .
We sum both equations to eliminate the function x and obtain the following equation:
(D + 1)(D 5)y + 9y = 0

(D2 4D 5)y + 9y = 0

and going back to prime notation of a derivative we obtain a second-order DE in terms of y and
solve it:
00

y 4y + 4y = 0
m2 4m + 4 = 0
2t

m1 = m2 = 2

repeated solution

2t

y = c1 e + c2 te .
We have determined y and here we proceed in a much more simple way than what is given
0
in the textbook. We express x from the second equation in terms of y and y and
replacing them by the explicit expressions using that y = c1 e2t + c2 te2t we obtain x:

1 0
x=
y 5y
3


1
= 2c1 e2t + c2 e2t + 2c2 te2t 5c1 e2t 5c2 te2t
3


1
= c1 e2t + c2 te2t e2t .
3
12

Finally, the general solution (the set of all solutions) of the given system is:


1 2t
2t
2t
x(t) = c1 e + c2 te e
3
y(t) = c1 e2t + c2 te2t .
(C) Complex Eigenvalues. Suppose that we solve the homogeneous system
0

X = A X,
where A is 2 2 coefficient matrix so, the system can written as:
 0  


x
a11 a12
x
=
0
a21 a22
y
y
Note that the matrix A has real entries but it can have complex eigenvalues. Suppose that 1 = +i
is a complex eigenvalue (i2 = 1) and let K1 be an eigenvector associated with 1 . Note that K1
has complex entries. Then, because A has only real entries the complex conjugate value of 1 :
1 = i
2 =
will be the second eigenvalue of A and also the complex conjugate vector of K1 :
1
K2 = K
will be the eigenvector associated with 2 . Then,
1 = K1 e1 t ,
X

2 = K2 e2 t = K
1 e 1 t
X

are two linearly independent but complex solutions of the system and the general solution in complex form is given by
1 + c2 X
2
X = c1 X

X = c1 K1 e1 t + c2 K2 e2 t
1 e 1 t .
X = c1 K1 e1 t + c2 K

From a complex representation of the general solution to a real representation of the

general solution:
Method 1 from a complex to a real solution described in the textbook [5], also. Form
the vectors




1
1 , B2 = i K1 + K
1 ,
K1 + K
B1 =
2
2
where K1 is the eigenvector associated with the eigenvalue 1 = + i . Then
X1 = [B1 cos(t) B2 sin(t)] et
X2 = [B2 cos(t) + B1 sin(t)] et

13

are two linearly independent real solutions of the system and the general solution in
real form will be:
X = c1 X1 + c2 X2 .
Note that in fact
B1 = Re (K1 ) ,

B2 = Im (K1 ) .

Method 2 from a complex to a real solution. It is similar to Method 1 but does not
need any memorizing. Here it is. Consider one of the two complex solutions K1 e1 t or K2 e2 t .
For example
K1 e1 t .
Then,


X1 = Re K1 e1 t ,



X2 = Im K1 e1 t

are two real solution of the system that are linearly independent and the general solution in real
form will be:
X = c1 X1 + c2 X2 .
Hence, we have to separate the real part and the imaginary part of one of the complex solutions
K1 e1 t or K2 e2 t in order to obtain a real fundamental set of solutions.
Problem 5. Find the general solution of the system
0

x = 6x y
0

y = 5x + 2y .
Solution 1 by using a matrix mathod based on eigenvalues and eigenvectors. Matrix
form of the system:
 0  


x
6 1
x
=
.
0
5
2
y
y
The eigenvalues:


 6
1 
= 2 8 + 17 = 0.
det(A I) = det 
5
2 

1,2 = 4 16 17 = 4 i
1 = 4 + i,

1 = 4 i
2 =

and we have two complex eigenvalues. Next, we determine eigenvectors associated with the eigenvalues:


 



 

6 (4 + i)
1
k1
0
2i
1
k1
0
=

=
5
2 (4 + i)
k2
0
5
2 i
k2
0

 

k1
1
(2 i)k1 k2 = 0 k1 = 1, k2 = 2 i K1 =
=
k2
2i
1 = 4 i is
Then, the eigenvector associated with 2 =


1
K2 =
2+i
14

The general solution in complex form is:

X = c1 K1 e1 t + c2 K2 e2 t
that is


X = c1

1
2i


e

(4+i)t


+ c2

1
2+i

e(4i)t .

From complex to real general solution by using Method 1.





1
0
B1 = Re(K1 ) =
, B2 = Im(K1 ) =
.
2
1
Also, 1 = 4 + i

= 4, = 1. Then,
X1 = [B1 cos(t) B2 sin(t)] et





1
0
=
cos(t)
sin(t) e4t
2
1

and
X2 = [B2 cos(t) + B1 sin(t)] et





0
1
=
cos(t) +
sin(t) e4t
1
2
and the general solution in real form is:


x
X=
= c1 X1 + c2 X2
y




cos(t)
sin(t)
4t
c1
e + c2
e4t .
2 cos(t) + sin(t)
2 sin(t) cos(t)
and in classical form
x(t) = [c1 cos(t) + c2 sin(t)] e4t
y(t) = [c1 (2 cos(t) + sin(t)) + c2 (2 sin(t) cos(t))] e4t
From complex to real general solution by using Method 2. We have




1
eit
K1 e1 t =
e(4+i)t =
e4t .
2i
(2 i)eit

=

cos(t) + i sin(t)
(2 i)(cos(t) + i sin(t))

e4t =

cos(t) + i sin(t)
2 cos(t) + sin(t) + i(2 sin(t) cos(t))

e4t

and separating the real and the imaginary parts gives 2 real linearly independent solutions:


cos(t)
X1 =
e4t
2 cos(t) + sin(t)

15

and


X2 =

sin(t)
2 sin(t) cos(t)

e4t

The general solution in real form is

X = c1 X1 + c2 X2

and we complete the solution the same way as when applying Method 1. As you can see the second
method does not need any memorizing.
In the process of applying Method 2 we have used the following Eulers formula (see http://mathworld.wolfram.com/E
Suppose that g(t) is a real valued function. Then,
ei g(t) = cos(g(t)) + i sin(g(t)).
Solution 2 of the above problem by using the D-method. Consider the linear system
0

x = 6x y
0

y = 5x + 2y .
0

We use the symbol D to denote derivatives, for example: Dy = y , DDy = D2 y = D(Dy) =

0
00
0
D(y ) = y , (D 6)y = y 6y. From here the linear system
0

x = 6x y
0

y = 5x + 2y .
can be written in a D-form as it follows:
(D 6)x + y = 0
5x + (D 2)y = 0 .
Our goal is to obtain a DE either only in terms of x or in terms of y and to solve it (in other words
to exclude one of the dependent variables). Multiplying the first equation by (D 2) we obtain:
(D 2)(D 6)x (D 2)y = 0
5x + (D 2)y = 0
and summing both equations:
(D 2)(D 6)x (D 2)y + (D2 )y 5x = 0
(D 2)(D 6)x 5x = 0
(D2 8D + 12)x 5x = 0
(D2 8D + 12)x + 5x = 0
D2 x 8Dx + 12x + 5x = 0
00

x 8x + 17x = 0
m2 8m + 17 = 0
4t

m1,2 = 4
4t

x(t) = c1 e cos(t) + c2 e sin(t)

16

16 17 = 4 i

Hence,
x(t) = c1 e4t cos(t) + c2 e4t sin(t)
x(t) = e4t [c1 cos(t) + c2 sin(t)] .
From the first equation:
y = 6x x

y = 6c1 e4t cos(t) + 6c2 e4t sin(t)

[4c1 e4t cos(t) c1 e4t sin(t) + 4c2 e4t sin(t) + c2 e4t cos(t)]
y = 6c1 e4t cos(t) + 6c2 e4t sin(t)
4c1 e4t cos(t) + c1 e4t sin(t) 4c2 e4t sin(t) c2 e4t cos(t)
y = c1 (2 cos(t) + sin(t))e4t + c2 (2 sin(t) cos(t))e4t
Problem 6. Find the general solution of the system
dx
= 2x + 8y
dt
dy
= x 2y .
dt
Solution 1 by using a matrix method based on eigenvalues and eigenvectors. Matrix form
of the system:
 0  


x
2
8
x
=
.
0
1 2
y
y
The eigenvalues:

 2
det(A I) = det 
1



8
 = 2 + 4 = 0.
2 

1,2 = 2 i
1 = 2 i,

1 = 2 i
2 =

and we have two complex eigenvalues. Next, we determine eigenvectors associated with the eigenvalues. Consider 1 = 2 i.


 

2 + 2i
8
k1
0
=
1
2 + 2i
k2
0

 

k1
2 + 2i
k1 + (2 + 2i)k2 = 0 k1 = 2 + 2i, k2 = 1 K1 =
=
k2
1
1 = 2i is
Then, the eigenvector associated with 2 =


2 2i
K2 =
1
The general solution in complex form is:
X = c1 K1 e1 t + c2 K2 e2 t
17

that is


X = c1

2 + 2i
1


e

2it


+ c2

2 2i
1

e2it .

From complex to real general solution by using Method 1.





2
2
B1 = Re(K1 ) =
, B2 = Im(K1 ) =
.
1
0
Also, 1 = 2i

= 0, = 2. Then,
X1 = [B1 cos(t) B2 sin(t)] et





2
2
=
cos(2t)
sin(2t) e0t
1
0

and

=

X2 = [B2 cos(t) + B1 sin(t)] et





2
2
cos(2t) +
sin(2t) e0t
0
1

and the general solution in real form is (note that cos() is an even function and sin() is an odd
function, i.e., cos(2t) = cos(2t), sin(2t) = sin(2t)):


x
X=
= c1 X1 + c2 X2
y




2 cos(2t) + 2 sin(2t)
2 cos(2t) + 2 sin(2t)
c1
+ c2
.
cos(2t)
sin(2t)
and in classical form
x(t) = 2c1 (sin(2t) cos(2t)) + 2c2 (cos(2t) + sin(2t))
y(t) = c1 cos(2t) c2 sin(2t)
From complex to real general solution by using Method 2. We have




2 + 2i
(2 + 2i)e2it
1 t
2it
K1 e =
e
=
.
1
e2it

 

(2 + 2i)(cos(2t) i sin(2t))
2 sin(2t) 2 cos(2t) + i(2 cos(2t) + 2 sin(2t)
=
=
cos(2t) + i sin(2t))
cos(2t) i sin(2t)
We used in the above computations the fact that cos() is an even function and sin() is an odd
function. Separating the real part and the imaginary part gives 2 real linearly independent solutions:


2 sin(2t) 2 cos(2t)
X1 =
cos(2t)
and


X2 =

2 cos(2t) + 2 sin(2t)
sin(2t)
18

The general solution in real form is



x
X=
= c1 X1 + c2 X2
y




2 sin(2t) 2 cos(2t)
2 cos(2t) + 2 sin(2t)
c1
+ c2
.
cos(2t)
sin(2t)
and in classical form
x(t) = 2c1 (sin(2t) cos(2t)) + 2c2 (cos(2t) + sin(2t))
y(t) = c1 cos(2t) c2 sin(2t)
Method 2 to obtain a real general solution does not need any memorizing of ready
formulas.
Remark. In the process of applying Method 2 we have used the following Eulers formula (see
http://mathworld.wolfram.com/EulerFormula). Suppose that g(t) is a real valued function.
Then,
ei g(t) = cos(g(t)) + i sin(g(t)).
Solution 2 of the above problem by using the D-method. Consider the linear system
0

x = 2x + 8y
0

y = x 2y .
0

We use the symbol D to denote derivatives, for example: Dx = x , DDx = D(Dx) = D2 x =

0
00
0
D(x ) = x , (D 2)x = x 2x. From here the linear system
0

x = 2x + 8y
0

y = x 2y .
can be written in a D-form as it follows:
(D 2)x 8y = 0
x + (D + 2)y = 0 .
Our goal is to obtain a DE either in terms of x or in terms of y and to solve it. Multiplying the
second equation by (D 2) we obtain:
(D 2)x 8y = 0
(D 2)x (D 2)(D + 2)y = 0
and summing both equations yields:
(D 2)(D + 2)y 8y = 0
(D2 4)y 8y = 0
D2 y + 4y 8y = 0
D2 y + 4y = 0
00

y + 4y = 0
m2 + 4 = 0

m2 = 4

y(t) = c1 cos(2t) + c2 sin(2t)

19

m = 4

m1,2 = 2i

Hence,
y(t) = c1 cos(2t) + c2 sin(2t)
From the second equation of the system we obtain x(t):
x = 2y y

x = 2c1 cos(2t) 2c2 sin(2t) + 2c1 sin(2t) 2c2 cos(2t)

x(t) = 2c1 (sin(2t) cos(2t)) 2c2 (cos(2t) + sin(2t)).
and the general solution of the system is:
x(t) = 2c1 (sin(2t) cos(2t)) 2c2 (cos(2t) + sin(2t))
y(t) = c1 cos(2t) + c2 sin(2t) .
The form of the general solution is a bit different from that obtained in the Solution 1. However, c1
and c2 are arbitrary constants and replacing c2 by c2 will give the same as in the Solution 1 form
of the general solution.
Here we solve a non-homogeneous system by using the D- method.
Problem 7. Find the general solution of the system
dx
= y + 2
dt
dy
= x + 4.
dt
0

Solution by the D-Method. By using the symbol Dy = y the system is

Dx + y = 2
x + Dy = 4 .
Now our goal is to eliminate x in order to obtain a DE only in terms of y. Multiplying the second
equation from left by D we obtain:
Dx + y = 2
Dx + D2 y = D4

Dx + D2 y = 0,

observing that D4 = [4] = 0. Summing both equation eliminates x and we obtain a second-order
DE in terms of y:
00
D2 y + y = 2 y + y = 2.
We solve the above non-homogeneous DE. First we find the general solution yc (t) of the associated
homogeneous DE:
00
y + y = 0 m2 + 1 = 0 m1,2 = i

yc (t) = c1 cos(t) + c2 sin(t).

20

By using the method of undetermined coefficients we are looking for yp in the form yp = A:
00

[A] + A = 2

A = 2.

Hence,
y(t) = yc (t) + yp (t) = c1 cos(t) + c2 sin(t) + 2.
Expressing x(t) in terms of y(t) by using the second equation we obtain:
0

x(t) = y (t) 4 = c1 sin(t) + c2 cos(t) 4

or in matrix form:
X = Xc + Xp





 

x
sin(t)
cos(t)
4
=
= c1
+ c2
+
.
y
cos(t)
sin(t)
2

21

10.4. Non-Homogeneous Linear Systems of Differential Equations

Given a linear system of DEs:
0

x1 = a11 x1 (t) + a12 x2 (t) + ... + a1n xn (t) + f1 (t)

0

x2 = a21 x1 )(t) + a22 x2 (t) + ... + a2n xn (t) + f2 (t)

..
..
..
..
.
.
.
.
0

xn = an1 x1 (t) + an2 x2 (t) + ... + ann xn (t) + fn (t) .

If all free functions fi (t) = 0 , i = 1, ..., n are equal to 0 then the system is called homogeneous;
otherwise non-homogeneous, i.e., if at least one of the functions fi (t) 6= 0, then the system is
called non-homogeneous.
Matrix Form of Linear System
0

X =

A X + F (t),

where

X=

x1
x2
..
.

X =

dt

F (t) =

f1 (t)
f2 (t)
..
.

xn

xn

x1
x2
..
.

A=

fn (t)

x1
0
x2
..
.
0

xn

a11
a21
..
.

a12
a22
..
.

...
...

a1n
a2n
..
.

an1

an2

...

ann

General solution of a non-homogenous linear system. Given a non-homogeneous linear

system
0
X = A X + F (t).
If Xc is the general solution of the associated homogenous system (see topics 10.2 and 10.3):
0

X = AX
and Xp is a particular solution of the given non-homogeneous system, then
X = Xc + Xp
is the general solution (the set of all solutions) of the given non-homogenous system. In
the previous section we study how to find the general solution of a homogeneous system (see topics
10.2 and 10.3). Here we shall exercise these method together with methods to find a particular
solution.
Problem 1. Find the general solution of the system
dx
= 2x + 3y e2t
dt
dy
= x 2y + e2t
dt
22

Here is the system in matrix form:

 0  
x
2
=
0
1
y



3
2

x
y


+

e2t
e2t


.

Solution 1 of Problem 1 by using a matrix method to solve the associated homogeneous

system and the method of undetermined coefficients to find a particular solution of the
given system.
(1) First, we find the general solution of the associated homogeneous system by using a matrix
method based on eigenvalues and eigenvectors.
We solve the associated homogeneous system:
 0  


x
2
3
x
=
.
0
1 2
y
y
We apply a matrix method based on eigenvalues and eigenvectors.
First we compute the eigenvalues of the coefficient matrix.


2
3
det
= 2 1 = 0 1,2 = 1
1 2

1 = 1, 2 = 1.

Hence, we have the case of distinct real eigenvalues. Next we determine the eigenvectors:


 

3
3
k1
0
1 = 1,
=
1 1
k2
0

 

k1
1
k1 + k2 = 0 k1 = 1, k2 = 1 K1 =
=
.
k2
1
Then,


1 t

X1 = K1 e

1
1

et

is a solution of the associated homogeneous system.



 

1
3
k1
0
2 = 1,
=
1 3
k2
0

 

k1
3
k1 + 3k2 = 0 k1 = 3, k2 = 1 K2 =
=
.
k2
1
Then,
X2 = K2 e

2 t


=

3
1

et

is a solution of the associated homogeneous system.

The general solution Xc of the associated homogeneous system is
Xc = c1 X1 + c2 X2
Xc = c1 K1 e1 t + c2 K2 e2 t
23


Xc =

xc
yc


= c1

1
1


e

3
1

+ c2

et .

or written in a classical form:

xc (t) = c1 et + 3c2 et
yc (t) = c1 et c2 et
(2). Next, we find a particular solution Xp of the given non-homogeneous system by
using the Method of Undetermined Coefficients.
The main step here is to determine the preliminary form of the particular solution.
Here is a method that does not need any memorizing. Consider the free functions and its
derivatives:
0
00
f1 (t) = e2t , f1 (t) = 2e2t , f1 (t) = 4e2t , . . .
0

00

f2 (t) = e2t , f1 (t) = 2e2t , f1 (t) = 4e2t , . . .

We observe that f1 and f2 , and all their derivatives have the form Ce2t , where C is a
number (constant). Then, we look for particular solutions xp , yp in the same form:
xp = Ae2t ,

yp = Be2t

(A, B

numbers).

Note that there is no duplication of xp and yp with the general solution of the associated homogenous
system.
Then, looking for xp and yp we compute:
0

xp = 2xp + 3yp e2t

0

yp = xp 2yp + e2t
and the above system with xp = Ae2t , yp = Be2t takes the form:
2Ae2t = 2Ae2t + 3Be2t e2t
2Be

2t

2t

2t

= Ae 2Be + e

2t

(3B 1)e2t = 0

(A + 4B 1)e2t = 0

3B 1 = 0

and from here B = 1/3 and A = 4B + 1 = 4/3 + 1 = 1/3. Then

1
xp (t) = e2t ,
3

yp (t) =

1 2t
e
3

and a particular solution is:


Xp =

xp
yp


=

31 e2t
1 2t
3e


.

(3) The general solution of the system in matrix form:



x
X=
= Xc + Xp = c1 K1 e1 t + c2 K2 e2 t + Xp
y




 1 2t 
1
3
3e
= c1
et + c2
et +
1 2t
1
1
3e
24

A + 4B 1 = 0

The general solution of the system in classical form:

1
x(t) = c1 et + 3c2 et e2t
3
1
t
t
y(t) = c1 e c2 e + e2t .
3
Method of Diagonalization for Non-Homogeneous Systems
We consider only system with 2 2 coefficient matrix, i.e., with two unknown functions. The general
case is similar. Given a non-homogeneous 2 2 system:
0

x = a11 x + a12 y + f1 (t)

0

y = a21 x + a22 y + f2 (t) .

Matrix Form of 2 2 Linear system
0

X =

A X + F (t),

where

X=

F (t) =

f1 (t)
f2 (t)

x
y


A = A22

d
X =
dt

a11
=
a21
0

x
y
a12
a22


=

x
0
y


the coefficient matrix.

(1) Find the eigenvalues 1 6= 2 . Note that we apply the method of diagonalization only in the
case of real and distinct eigenvalues.
(2) Compute the eigenvectors K1 associated with 1 and K2 associated with 2 .
(3) Form the matrix P = (K1 K2 ) and find the inverse matrix P 1 .
(4) With X = P Y that is Y = P 1 X, compute P 1 F and solve the new uncoupled system:




0
y1
1
0
Y = DY + P 1 F, Y =
, D=
y2
0 2
In fact the above system is a collection of 2 independent DEs. That is because it is uncoupled.
(5) Find the general solution of the given system by using the formula:




x
y1
X=
= PY = P
.
y
y2
Solution 2 of Problem 1 by using the Method of Diagonalization. Here is the system in
matrix form:
 0  


 
x
2
3
x
e2t
=
+
.
0
1 2
y
e2t
y
(1) First we compute the eigenvalues of the coefficient matrix.


2
3
det
= 2 1 = 0 1,2 = 1
1 2
25

1 = 1, 2 = 1.

Hence, we have the case of distinct real eigenvalues. (2) Next we determine the corresponding
eigenvectors:


 

3
3
k1
0
1 = 1,
=
1 1
k2
0

 

k1
1
k1 + k2 = 0 k1 = 1, k2 = 1 K1 =
=
.
k2
1


 

1
3
k1
0
2 = 1,
=
1 3
k2
0

 

k1
3
k1 + 3k2 = 0 k1 = 3, k2 = 1 K2 =
=
.
k2
1
(3)Form the matrix P = (K1 K2 ) and find the inverse matrix P 1 .

 


1
1 3
1/2
1
3
=
P = (K1 K2 ) =
, P 1 =
1
1
1/2
1 1
2

3/2
1/2

(4) With X = P Y that is Y = P 1 X, compute P 1 F and solve the new uncoupled system:
0

Y = DY + P 1 F.


 

1/2 3/2
e2t
e2t
P 1 F =
=
1/2
1/2
e2t
0
The new uncoupled system:


y1
0
y2


=

1
0

0
1



y1
y2


+

e2t
0

The new system in classical form:

0

y1 = y1 e2t
0

y2 = y2
and these are two independent linear first-order DEs. We solve them by using the Method of
Integrating factor.
Consider:
R
R
0
0
y1 = y1 e2t y1 + y1 = e2t , p(t) = 1, e p(t)dt = e 1dt = et
Z
0
1
[et y1 ] = e3t et y1 = e3t dt et y1 = e3t + c1
3
1
1
y1 = e2t + c1 et y1 = c1 et e2t .
3
3
The second equation is separable, also:
Z
Z
dy2
dy2
= dt
=
dt ln |y2 | = t + c2
y2
y2
26

|y2 | = et+c2 = c2 et (c2 > 0) y2 = c2 et c2 an arbitary constant

(5) Find the general solution of the given system by using the formula:




x
y1
X=
= PY = P
.
y
y2

 

 

c1 et + 3c2 et 13 e2t
x
1
3
c1 et 13 e2t
.
=
X=
=
y
1 1
c2 et
c1 et c2 et + 13 e2t




 1 2t 
1
3
3e
= c1
et + c2
et +
1 2t
1
1
3e
The general solution of the system in classical form:
1
x(t) = c1 et + 3c2 et e2t
3
1
y(t) = c1 et c2 et + e2t .
3

Solution 3 of Problem 1 by using the D-Method:

(D 2)x 3y = e2t
x + (D + 2)y = e2t .

Multiply the second equation by (D 2) on the left:

(D 2)x 3y = e2t
(D 2)x + (D 2)(D + 2)y = (D 2)e2t = 2e2t 2e2t = 0 .
Subtract the first equation from the second in order to eliminate x:
(D 2)(D + 2)y + 3y = e2t

(D2 4)y + 3y = e2t

00

y y = e2t .

00

Solve the DE y y = e2t to find y(t):

m2 1 = 0,

m1,2 = 1,

yc = c1 et + c2 et

Find yp by using undetermined coefficients.

0

f (t) = e2t , f (t) = 2e2t , . . .

yp = Ae2t

00

not duplication with yc

yp yp = 4Ae2t Ae2t = 3Ae2t = e2t

yp =

1 2t
e .
3

27

A=

1
3

Then

1
y = yc + yp = c1 et + c2 et + e2t .
3

From the second equation:

0
2
2
x = e2t y 2y = e2t + c1 et c2 et e2t 2c1 et 2c2 et e2t
3
3

1
x = c1 et 3c2 et e2t .
3
Hence, the general solution of the given non-homogeneous system is:
1
x(t) = c1 et 3c2 et e2t
3
1 2t
t
t
y(t) = c1 e + c2 e + e .
3
(Note that substituting c1 c1 and c2 c2 being arbitrary constants we obtain the same as in
the previous Solutions form of the general solution.)
Problem 2. Solve the linear system by using a matrix method
0

x = 4y + sin(t)
0

y = x + cos(t) .
Solution. (A) First we find the general solution Xc of the associated homogeneous system by using
a matrix method based on eigenvalues and eigenvectors:
0

x = 4y
0

y = x .
Matrix form of the associated homogeneous system:


 0  
0
4
x
x
=
1 0
y
y0
We compute the eigenvalues of the coefficient matrix.



4
det
= 2 + 4 = 0
1

1,2 = 2 i

1 = 2i, 2 = 2i.

Hence, we have the case of distinct real eigenvalues. Next we determine the eigenvectors:


 

2i
4
k1
0
1 = 2i,
=
1 2i
k2
0

 

k1
2i
2ik1 + 4k2 = 0, k1 + 2ik2 = 0 k1 = 2i, k2 = 1 K1 =
=
.
k2
1
28

Then,


1 = K1 e1 t =
X

2i
1

e2it

is a complex solution of the associated homogeneous system.

1 = 2i
2 =


2i
1 =
K2 = K
.
1
Then,


2 = K2 e2 t =
X

2i
1

e2it

is a complex solution of the associated homogeneous system. The general solution Xc of the
associated homogeneous system in complex form is
1 + c2 X
2
Xc = c1 X
Xc = c1 K1 e1 t + c2 K2 e2 t




2i
2i
2it
Xc = c1
e
+ c2
e2it
1
1
We find Xc in a real form. In order to do this we propose two methods. The two methods are similar but the second one is more straight and does not need any memorizing.
Method 1 to find a real form of Xc . It can be found also in the textbook: Consider
1 = 2i = + i, where = 0 and = 2 and the associated eigenvector vector K1 . Then




0
2
B1 = Re(K1 ) =
, B2 = Im(K1 ) =
1
0
Then,
X1 = [B1 cos(2t) B2 sin(2t)] e

0t


=

0
1


cos(2t) +

2
0


sin(2t) =

2 sin(2t)
cos(2t)

is a real solution of the homogeneous system and







2
0
2 cos(2t)
0t
X2 = [B2 cos(2t) + B1 sin(2t)] e =
cos(2t)
sin(2t) =
0
1
sin(2t)
is another real solution. X1 and X2 are two linearly independent solutions of the associated homogeneous linear system. Then the general solution of the associated homogeneous linear system in
real form:




2 sin(2t)
2 cos(2t)
Xc = c1 X2 + c2 X2 = c1
+ c2
.
cos(2t)
sin(2t)
In the above considerations we have used the fact the sin(x) = sin(x), i.e., sin(x) is an odd
function; and cos(x) = cos(x), i.e., cos(x) is an even function.

29

Method 2 to find a real form of Xc . Consider one of the complex solutions of the associated
homogeneous system:


2i
1 = K1 e1 t =
X
e2it
1
Then,


X1 = Re K1 e1 t ,

X2 = Im K1 e1 t

are two real linearly independent solutions of the associated homogeneous system. We compute by
using the Eulers formula: e2it = cos(2t) i sin(2t).



 

2i
2i[cos(2t) i sin(2t)]
2 sin(2t) + 2i cos(2t)
e2it =
=
1
1[cos(2t) i sin(2t)]
cos(2t) i sin(2t)]




2 sin(2t)
2 cos(2t)
=
+i
cos(2t)
sin(2t)
From here:


X1 = Re K1 e1 t =

2 sin(2t)
cos(2t)

X2 = Im K1 e1 t =

2 cos(2t)
sin(2t)

are two real linearly independent solutions of the associated homogeneous system. Hence,




2 sin(2t)
2 cos(2t)
Xc = c1 X2 + c2 X2 = c1
+ c2
.
cos(2t)
sin(2t)
(B) We find a particular solution Xp of the given non-homogeneous system by using the Method of
Undetermined Coefficients. Consider the free functions and their derivatives:
0

00

f1 (t) = sin(t), f1 (t) = cos(t), f1 (t) = sin(t), . . .

0

00

f2 (t) = cos(t), f1 (t) = sin(t), f1 (t) = cos(t), . . .

Then, the free functions and their derivatives have the form: C1 sin(t) + C2 cos(t) and this will be
the form to look for a particular solutions:

 

xp
A sin(t) + B cos(t)
Xp =
=
yp
C sin(t) + D cos(t)
Computing with xp = A sin(t) + B cos(t) and yp = C sin(t) + D cos(t) in the given system gives:
0

xp = 4yp + sin(t)
0

yp = xp + cos(t) .
that is
A cos(t) B sin(t) = 4C sin(t) + 4D cos(t) + sin(t)

(A 4D) cos(t) (4C + B + 1) sin(t) = 0

C cos(t) D sin(t) = A sin(t) B cos(t) + cos(t)

(A D) sin(t) + (C + B 1) cos(t) = 0 .
30

and from here A 4D = 0, A D = 0 A = D = 0, 4C + B = 1, C + B = 1 C = 2/3, B =

5/3. Hence,
xp = A sin(t) + B cos(t) =

5
cos(t),
3

2
yp = C sin(t) + D cos(t) = sin(t).
3

(C) Construct the general solution. Matrix form of the general solution:





  5

x
2 sin(2t)
2 cos(2t)
cos(t)
3
X=
= Xc + Xp = c1
+ c2
+
y
cos(2t)
sin(2t)
23 sin(t)
Classical form of the general solution:
x = 2c1 sin(2t) + 2c2 cos(2t) +
y = c1 cos(2t) c2 sin(2t)

31

5
cos(t)
3

2
sin(t) .
3