How to solve linear first order variable coefficient systems?

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SUMMARY

The discussion focuses on solving linear first-order variable coefficient systems represented by the equation X'(t) = A(t)X(t). The user initially attempts to apply the formula x(t) = x_0 exp(∫ f(ξ) dξ) but encounters discrepancies between results from Mathematica and MATLAB. The issue is identified as the non-commutativity of the matrix A, specifically that A(t1)A(t2) ≠ A(t2)A(t1), rendering the initial formula invalid for this case.

PREREQUISITES
  • Understanding of linear differential equations
  • Familiarity with matrix exponentiation
  • Proficiency in Mathematica and MATLAB
  • Knowledge of matrix commutativity
NEXT STEPS
  • Study the properties of matrix exponentials in non-commutative systems
  • Learn about numerical methods for solving differential equations in MATLAB
  • Explore the use of Mathematica for symbolic computation of differential equations
  • Investigate alternative methods for solving linear systems when A(t) is not commutative
USEFUL FOR

Mathematicians, engineers, and students dealing with differential equations, particularly those working with variable coefficient systems and numerical simulations in Mathematica and MATLAB.

robijnix
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1. how do i solve
X'(t)=A(t)X(t)

Homework Equations


I know of this equation:
x(t) = x_0 \exp\left( \int_{t_0}^t f(\xi) \, d\xi \right)

but i think that I'm using it wrong.

The Attempt at a Solution


i have the following mathematica code:
A=
fIVwe.png

x = MatrixExp[Integrate[A, {t, 0, s}]].{1, 0,0,0};
Plot[x[[2]] + x[[4]], {s, 0, 500}]

the problem is, that the result i get it not the same as when i numerically plot it with matlab, which leads me to believe that I'm doing something wrong.

any kind of help would be greatly appreciated,

Thanks
 
Last edited:
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Never mind i found out the problem.

my matrix A doesn't statisfy A(t1)A(t2)=A(t2)A(t1), in which case the above formula is not valid
 

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