Help with solving system of DE's

  • Context: Graduate 
  • Thread starter Thread starter gkirkland
  • Start date Start date
  • Tags Tags
    System
Click For Summary
SUMMARY

The discussion focuses on solving a system of differential equations (DEs) represented by the equations \(\dot{x_1}=x_2\) and \(\dot{x_2}=-2x_1-3x_2+\sin(t)+e^t\). The homogeneous solution is correctly identified as a linear combination of exponential functions, specifically \(c_1 e^{-t} + c_2 e^{-2t}\). The proposed particular solution form \(x_{p}=A\sin(t)+B\cos(t)+Ce^{t}\) is appropriate, where \(A\), \(B\), and \(C\) are matrices of constants. The general solution is derived using the matrix form \(\dot{X}=AX+F(t)\) and is expressed as \(X(t)=e^{At}C+e^{At}\int_0^t e^{-As}F(s) ds\).

PREREQUISITES
  • Understanding of differential equations, particularly systems of linear DEs.
  • Familiarity with matrix exponentiation and its application in solving DEs.
  • Knowledge of particular and homogeneous solutions in the context of linear systems.
  • Basic skills in matrix algebra and manipulation.
NEXT STEPS
  • Study the method of undetermined coefficients for finding particular solutions in DEs.
  • Learn about matrix exponentiation techniques in solving linear differential equations.
  • Explore the application of the Laplace transform in solving systems of DEs.
  • Investigate the stability analysis of linear systems using eigenvalues and eigenvectors.
USEFUL FOR

Students and professionals in mathematics, engineering, and physics who are working with systems of differential equations and seeking to enhance their problem-solving skills in this area.

gkirkland
Messages
11
Reaction score
0
My DE skills are a bit rusty, and I need some help remembering how to handle a system such as:

\dot{x_1}=x_2
\dot{x_2}=-2x_1-3x_2+sint+e^t

I have found the homogeneous solution to be (sorry I don't know how to do matrices here):

c_1\left\{e^{-t}\right\}+c_2\left\{e^{-2t}\right\}
c_1\left\{-e^{-t}\right\}+c_2\left\{-2e^{-2t}\right\}

From what I've found online I should guess a particular solution form:

x_{p}=Asin(t)+Bcos(t)+Ce^{t}

Where A, B, and C are 2x1 matrices of constants a_1, a_2, b_1, b_2, c_1, c_2

Is this correct?
Then rewrite the original in the form:

\dot{x_{p}}=Ax_{p}+g

Then differentiate the guess and substitute back into the above.

Assuming this is all correct, what are the next steps in finding the general solution?
 
Physics news on Phys.org
Assuming that your system can be written as the matrix form \dot{X}=AX+F(t). , e.g. X=[x1 x2]t etc
Then the general solution for this equation should be (if I'm not mistaken)
X(t)=e^{At}C+e^{At}\int_0^t e^{-As}F(s) ds

Your particular solution in this case is then
X_p(t)=e^{At}\int_0^t e^{-As}F(s) ds
 

Similar threads

  • · Replies 4 ·
Replies
4
Views
1K
Replies
8
Views
1K
  • · Replies 28 ·
Replies
28
Views
4K
  • · Replies 4 ·
Replies
4
Views
1K
  • · Replies 5 ·
Replies
5
Views
1K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
2
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K