Finding a Solution to a System of Differential Equations

In summary, the person attempted to solve a system of linear differential equations using a substitution, but they then ran into trouble. After combining the systems both through addition for one set of equation and subtraction for another set, they eventually found the solution.
  • #1
transmini
81
1

Homework Statement


Find a solution [itex] \bf{\phi} [/itex] of the system
$$y'_1(t)=y_1(t)+y_2(t)+f(t)$$
$$y'_2(t)=y_1(t)+y_2(t)$$
where f(t) is a continuous function
$$\bf{\phi} (0)=(0,0)$$

Homework Equations


A hint was given to define ##v(t)=y_1(t)+y_2(t)##

The Attempt at a Solution


Using the suggested substitution, the system became
$$v'(t)=v(t)+y'_2(t)+f(t)$$
$$v'(t)=v(t)+y'_1(t)$$

I then added these together to get
$$v'(t)-2v(t)=f(t)$$ where $$v'(t) = y'_1(t)+y'_2(t)$$
This was solved using an integrating factor to get
$$v(t)=e^{2t} \int_0^t e^{-2t}f(t)dt$$

but then from here I have no idea where to go, if this was even the proper path to begin with.
 
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  • #2
transmini said:

Homework Statement


Find a solution [itex] \bf{\phi} [/itex] of the system
$$y'_1(t)=y_1(t)+y_2(t)+f(t)$$
$$y'_2(t)=y_1(t)+y_2(t)$$
where f(t) is a continuous function
$$\bf{\phi} (0)=(0,0)$$

Homework Equations


A hint was given to define ##v(t)=y_1(t)+y_2(t)##

The Attempt at a Solution


Using the suggested substitution, the system became
$$v'(t)=v(t)+y'_2(t)+f(t)$$
$$v'(t)=v(t)+y'_1(t)$$
It's not immediately obvious to me how you got the system above.
If ##v(t) = y_1(t) + y_2(t)##, then ##v'(t) = y_1'(t) + y_2'(t)##. I don't see how you got either of the equations just above.
transmini said:
I then added these together to get
$$v'(t)-2v(t)=f(t)$$ where $$v'(t) = y'_1(t)+y'_2(t)$$
This was solved using an integrating factor to get
$$v(t)=e^{2t} \int_0^t e^{-2t}f(t)dt$$

but then from here I have no idea where to go, if this was even the proper path to begin with.
 
  • #3
Mark44 said:
It's not immediately obvious to me how you got the system above.
If ##v(t) = y_1(t) + y_2(t)##, then ##v'(t) = y_1'(t) + y_2'(t)##. I don't see how you got either of the equations just above.
The first equation was, as listed under the relevant equations section, given as a hint out of the book. The latter was found by taking the derivative with respect to t of both sides of the first.
 
  • #4
You can't solve the system as is because you only have one known and two unknowns. You need to find another substitution that is linearly independent of v(t) that results in an integrable ODE. Hint: what looks a lot like ##v(t) = y_{1}(t) + y_{2}(t)## but is much easier to solve for?
 
  • #5
transmini said:
The first equation was, as listed under the relevant equations section, given as a hint out of the book. The latter was found by taking the derivative with respect to t of both sides of the first.
I get that, but how did you get this system?
$$v'(t)=v(t)+y'_2(t)+f(t)$$
$$v'(t)=v(t)+y'_1(t)$$
 
  • #6
Mark44 said:
I get that, but how did you get this system?
$$v'(t)=v(t)+y'_2(t)+f(t)$$
$$v'(t)=v(t)+y'_1(t)$$
Oh I misread that post, since
$$v'(t) = y'_1(t)+y'_2(t)$$
I solved that equation for ##y'_1(t)## and ##y'_2(t)## substituted them into the original systems. That step didn't seem very helpful when doing though since all it does is switch which derivative is in which equation.
 
  • #7
transmini said:
I then added these together to get
$$v'(t)-2v(t)=f(t)$$ where $$v'(t) = y'_1(t)+y'_2(t)$$
If you add the two initial equations, you get v'(t)=2v(t)+f(t) which has the solution you have derived: ##
v(t)=e^{2t} \int_0^t e^{-2τ}f(τ)dτ
##
(The integrating variable should not be the same as the limit of integration.)
You can also introduce the other new unknown function (as suggested by @Twigg )w(t)=y1(t)-y2(t), and get the differential equation for w(t): w'(t) = f(t).
If you know v(t) and w(t), you can express y1(t) and y2(t) in terms of them.
 
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  • #8
ehild said:
If you add the two initial equations, you get v'(t)=2v(t)+f(t) which has the solution you have derived: ##
v(t)=e^{2t} \int_0^t e^{-2τ}f(τ)dτ
##
(The integrating variable should not be the same as the limit of integration.)
You can also introduce the other new unknown function (as suggested by @Twigg )w(t)=y1(t)-y2(t), and get the differential equation for w(t): w'(t) = f(t).
If you know v(t) and w(t), you can express y1(t) and y2(t) in terms of them.

This worked great. After combining the systems both through addition for one set of equation and subtraction for another set, it led me to the the ##v(t)## I had and $$w(t) = \int_0^t f(\tau)d\tau$$

Using linear algebra to solve the system comprised of ##v(t)## and ##w(t)## gave me
$$y_1(t) = \frac{1}{2}(v(t)+w(t)$$
$$y_2(t)=\frac{1}{2}(v(t)-w(t))$$

which gave me the solution that satisfies both the system and the initial conditions of
$$y_1(t)=\frac{1}{2}e^{2t}\int_0^te^{-2\tau}f(\tau)d\tau+\frac{1}{2}\int_0^tf(\tau)d\tau$$
$$y_2(t)=\frac{1}{2}e^{2t}\int_0^te^{-2\tau}f(\tau)d\tau-\frac{1}{2}\int_0^tf(\tau)d\tau$$

Thanks to both @Twigg and @ehild for leading me towards this answer
 
  • #9
Great, good job !
 

1. What is a system of differential equations?

A system of differential equations is a set of equations that describe the relationships between multiple variables and their rates of change over time. It is commonly used in mathematical modeling to understand complex systems in various fields, such as physics, engineering, and biology.

2. Why is it important to find a solution to a system of differential equations?

Finding a solution to a system of differential equations allows us to predict the behavior of a system over time, which can be crucial in making decisions and solving real-world problems. It also helps us understand the underlying principles and relationships within the system.

3. What methods are used to solve a system of differential equations?

The most common methods used to solve a system of differential equations are numerical methods, such as Euler's method and Runge-Kutta methods, and analytical methods, such as separation of variables and substitution. The choice of method depends on the complexity of the equations and the desired level of accuracy.

4. Can a system of differential equations have multiple solutions?

Yes, a system of differential equations can have multiple solutions. This is because there can be different initial conditions or parameters that can lead to different solutions. It is important to carefully consider the assumptions and limitations of the system in order to determine the most appropriate solution.

5. How are systems of differential equations used in real life?

Systems of differential equations are used in a wide range of real-life applications, such as predicting the spread of diseases, modeling weather patterns, understanding population dynamics, and designing control systems for engineering systems. They provide a powerful tool for analyzing and predicting the behavior of complex systems in the real world.

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