Can You Solve This Linear System of ODE with Initial Conditions?

  • MHB
  • Thread starter Euge
  • Start date
In summary, a linear system of ODE is a set of equations that describe the relationship between unknown functions and their derivatives in a linear form. Initial conditions are necessary to solve the system, and there are various methods such as analytical and numerical methods to find a solution. Solving a linear system of ODE with initial conditions is important in understanding and modeling real-world phenomena and making predictions. There are techniques available to check the accuracy of the solution, such as plugging it back into the equations or comparing it to an analytical solution.
  • #1
Euge
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MHB
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Here is this week's POTW:

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Solve the linear system of ODE

\[\begin{align}
\frac{dx}{dt} = 3x + 4y\\
\frac{dy}{dt} = 4x - 3y
\end{align}\]

with initial conditions $x(0) = 1$, $y(0) = 0$.

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  • #2
This week's problem was solved correctly by Ackbach. Honorable mention goes to Cbarker1 for a partially correct solution. You can read Ackbach's solution below.
Let
$$A=\left[\begin{matrix}3&4\\4&-3\end{matrix}\right]\quad\text{and}\quad\mathbf{x}=\left[\begin{matrix}x\\y\end{matrix}\right]
\quad\text{and}\quad\mathbf{x}_0=\left[\begin{matrix}1\\0\end{matrix}\right].$$
Then the system is $\dot{\mathbf{x}}=A\mathbf{x}.$ The solution is generally $\mathbf{x}=e^{At}\mathbf{x}_0.$ So we must calculate $e^{At}.$ There are many ways to exponentiate a matrix, but the usual way, if possible, is to diagonalize the matrix $A$ as follows:
\begin{align*}
\det(A-\lambda I)&=0\\
\left|\begin{matrix}3-\lambda&4\\4&-3-\lambda\end{matrix}\right|&=0 \\
(3-\lambda)(-3-\lambda)-16&=0 \\
\lambda^2-25&=0 \\
(\lambda-5)(\lambda+5)&=0 \\
\lambda&=\pm 5.
\end{align*}
Now for the corresponding eigenvectors:
\begin{align*}
\left[\begin{matrix}3-5&4\\4&-3-5\end{matrix}\right]\chi_5&=0 \\
\left[\begin{matrix}-2&4\\4&-8\end{matrix}\right]\chi_5&=0 \\
\left[\begin{matrix}-1&2\\0&0\end{matrix}\right]\chi_5&=0 \\
\chi_5&=s\left[\begin{matrix}2\\1\end{matrix}\right] \\
&=\frac{1}{\sqrt{5}}\left[\begin{matrix}2\\1\end{matrix}\right] \quad\text{(normalized);}\\
\left[\begin{matrix}3+5&4\\4&-3+5\end{matrix}\right]\chi_{-5}&=0 \\
\left[\begin{matrix}8&4\\4&2\end{matrix}\right]\chi_{-5}&=0 \\
\left[\begin{matrix}2&1\\0&0\end{matrix}\right]\chi_{-5}&=0 \\
\chi_{-5}&=s\left[\begin{matrix}1\\-2\end{matrix}\right] \\
&=\frac{1}{\sqrt{5}}\left[\begin{matrix}1\\-2\end{matrix}\right].
\end{align*}
Note that $\chi_5\cdot\chi_{-5}=0,$ and $\chi_5\cdot\chi_5=1,$ and $\chi_{-5}\cdot\chi_{-5}=1.$ So this is an orthonormal set, and since we found two such vectors, the matrix is diagonalizable. We have
$$A=\frac{1}{5}\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right]\left[\begin{matrix}5&0 \\0 &-5 \end{matrix}\right]\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right]=\frac15\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right]\left[\begin{matrix}10&5 \\-5 &10 \end{matrix}\right]
=\frac15\left[\begin{matrix}15&20 \\20 &-15 \end{matrix}\right]=A, $$
as required. We let
$$D=\left[\begin{matrix}5&0 \\0 &-5 \end{matrix}\right],\quad Q=\frac{1}{\sqrt{5}}\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right],$$
so that $A=QDQ^{\dagger};$ since $Q^{\dagger}=Q,$ we can just write $A=QDQ.$ It follows that
\begin{align*}e^{At}&=\sum_{n=0}^{\infty}\frac{(At)^n}{n!}\\
&=\sum_{n=0}^{\infty}\frac{A^nt^n}{n!}\\
&=\sum_{n=0}^{\infty}\frac{(QDQ)^nt^n}{n!}\\
&=Q \left[\sum_{n=0}^{\infty}\frac{D^nt^n}{n!}\right]Q\\
&=Qe^{Dt}Q\\
&=\frac15\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right]\left[\begin{matrix}e^{5t}&0 \\0 &e^{-5t} \end{matrix}\right]\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right]\\
&=\frac15\left[\begin{matrix}2&1 \\1 &-2 \end{matrix}\right]\left[\begin{matrix}2e^{5t}&e^{5t} \\e^{-5t} &-2e^{-5t} \end{matrix}\right]\\
&=\frac15\left[\begin{matrix}4e^{5t}+e^{-5t}&2e^{5t}-2e^{-5t} \\2e^{5t}-2e^{-5t} &e^{5t}+4e^{-5t} \end{matrix}\right].
\end{align*}
Finally, we compute
$$e^{At}\mathbf{x}_0=\frac15\left[\begin{matrix}4e^{5t}+e^{-5t}&2e^{5t}-2e^{-5t} \\2e^{5t}-2e^{-5t} &e^{5t}+4e^{-5t} \end{matrix}\right]
\left[\begin{matrix}1\\0\end{matrix}\right]=\frac15\left[\begin{matrix}4e^{5t}+e^{-5t}\\2e^{5t}-2e^{-5t}\end{matrix}\right]=\mathbf{x}.$$
Just as a note, we can write this with hyperbolic trig functions as follows:
$$\mathbf{x}=\left[\begin{matrix}\cosh(5t)+3\sinh(5t)/5 \\ 4\sinh(5t)/5\end{matrix}\right].$$
 

1. What is a linear system of ODE?

A linear system of ODE (ordinary differential equations) is a set of equations that describe the relationship between a dependent variable and its derivatives. The equations are linear, meaning that the dependent variable and its derivatives are raised to the first power and are not multiplied together.

2. How do you solve a linear system of ODE?

To solve a linear system of ODE, you can use various methods such as the substitution method, elimination method, or matrix methods. These methods involve manipulating the equations to eliminate variables and then solving for the remaining variables.

3. What are initial conditions in a linear system of ODE?

Initial conditions refer to the values of the dependent variable and its derivatives at a specific point in time or space. These values are given at the beginning of the problem and are used to determine the unique solution to the linear system of ODE.

4. Can all linear systems of ODE be solved analytically?

No, not all linear systems of ODE can be solved analytically. Some systems may have complex or non-elementary solutions that cannot be expressed in terms of elementary functions. In these cases, numerical methods may be used to approximate the solution.

5. What are some real-world applications of solving linear systems of ODE with initial conditions?

Linear systems of ODE with initial conditions are commonly used in physics, engineering, and other scientific fields to model and predict the behavior of systems. For example, they can be used to study the motion of objects, the growth of populations, or the spread of diseases. They are also used in control systems and optimization problems.

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