# General Question About a System of DE's

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1. Oct 29, 2015

### transmini

We were looking at some examples of systems of differential equations in class a couple days ago, and some of them were simple looking systems. One such was

$\frac{dr}{dt} = 4j$
$\frac{dj}{dt} = r$

Why is it that we can't treat this as a scenario where both sides of each equation could just be integrated immediately or something like in physics where the first equation would become $dr = 4jdt$ and then integrate? (I have a question current posted in the calculus section about splitting the derivative if anyone cares to answer when this technique DOES work)

2. Oct 29, 2015

### Staff: Mentor

If j and r were constants, you could do this, but the implication is that both j and r are unknown functions of t.
It's exactly the same as trying to evaluate this integral: $\int f(x) dx$, without knowing anything about f.

Also, if this were your system...
$\frac{dr}{dt} = 4r$
$\frac{dj}{dt} = j$

... then you could separate each equation like so:
$dr = 4rdt \Rightarrow \frac{dr}r = 4 dt \Rightarrow \int \frac{dr}{r} = 4 \int dt \Rightarrow \ln|r| = 4t + C$
Exponentiating both sides would yield $|r| = Ae^{4t}$, where $A = e^C$.
The other equation could be solved in a like manner.

3. Oct 30, 2015

### transmini

Perfect, that explanation helped a lot. Thanks!

4. Oct 30, 2015

### Strum

Well couldn't you rewrite on vector form and then integrate to get a matrix exponential?
Set $v =(r,j)$ such that we get the equation
$\frac{d}{dt}v = (0,4;1,0)v$,
and then integrate.

5. Oct 30, 2015

### Staff: Mentor

It's a lot more complicated than this. If you integrate as you suggest you get a solution that contains this factor:
$$e^{\begin{bmatrix} 0 & 4 \\ 1 & 0 \end{bmatrix}~t}$$
Expanding that exponential is difficult, as it involves an infinite number of terms, each requiring a higher power of that matrix.

The usual technique involves finding a diagonal matrix D that is similar to the matrix above; that is, a matrix $D = P^{-1}AP$, where the eigenvalues of matrix A appear on the diagonal in D, and the eigenvectors of A are the columns of P. For more information, see any differential equations textbook that has a section on solution of systems of diff. equations using matrix diagonalization.

6. Oct 30, 2015

### Strum

As far as I know solving simple matrix exponentials is taught very early on at universities. I would not call it more complicated but certainly less used.

7. Oct 30, 2015

### Staff: Mentor

It's quite complicated in comparison to matrix addition and multiplication, and even finding the inverse of a matrix. For diagonalization, you need to find the eigenvalues, find the eigenvectors, form a matrix whose columns are the eigenvectors, find the inverse of that matrix, and so on.

8. Oct 31, 2015

### HallsofIvy

Staff Emeritus
And, not all matrices can be diagonalized.

9. Oct 31, 2015

### Strum

But you can still find the matrix exponential. At any rate. The question was why can't we just integrate both sides and my answer is: you can but you will have to solve something different instead.