System of second order linear homogenous differential coupled equations

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Discussion Overview

The discussion revolves around finding the general solution to a system of second-order linear homogeneous differential coupled equations represented by f ''i = Cijfj, where C is a matrix and fj(z) are functions dependent on z. The scope includes theoretical analysis and mathematical reasoning related to differential equations and wave propagation in periodic media.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Exploratory

Main Points Raised

  • One participant asks for the general solution of the coupled differential equations and specifies the use of Einstein's summation convention.
  • Another participant suggests that the functions are linear multiples of each other and proposes that they are trigonometric functions.
  • A participant mentions analyzing waves in periodic media using the RCWA method and confirms the use of Einstein's convention.
  • There is a proposal to treat the system similarly to first-order equations, leading to the conclusion that the eigenvalues of C are related to the solutions.
  • One participant presents a method to reduce the second-order equations into a system of first-order differential equations, suggesting the use of matrix exponential for solving them.
  • A later reply seeks clarification on how to assign indexes to eigenvalues derived from the matrix C.

Areas of Agreement / Disagreement

Participants express different approaches to solving the system of equations, with some proposing methods involving eigenvalues and matrix exponentials, while others focus on the nature of the solutions. The discussion includes both agreement on certain methods and uncertainty regarding specific details, such as the assignment of eigenvalue indexes.

Contextual Notes

There are unresolved questions regarding the treatment of complex eigenvalues and the multiplicity of solutions. The discussion also reflects a dependence on the definitions and assumptions related to the matrix C and the functions involved.

qetuol
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my question is: what is the general solution of this system of coupled diff. equations:

f ''i = Cijfj

C is a matrix, fj(z) are functions dependent of z.
 
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f ''i = Cijfj
f ''i = Cikfk

===> Cijfj = Cikfk

Which means all the functions are just linear multiples of each other, and each is just a trigonometric function.

Are you using the Einstein summation convention? If so, you should specify that you are! The summation convention is not something that is commonly used in non-physics-related mathematics.
 
oh my bad.
yes, i am using Einsteins's summarizing convention. By the way this is a physics related problem, i am analyzing waves propagating a periodic media with RCWA method.
 
It will be almost the same as a first-order equation.
Guess

[tex]\vec{f}(t)=\vec{f}_{s}e^{st}[/tex]

Plug in and get:

[tex]s^{2}\vec{f}_{s}e^{st}=C \vec{f}_{s}e^{st}[/tex]

[tex](C-s^{2}I)\vec{f}=0[/tex]

So here s^2 are the eigenvalues of C. And each eigenvalue has two corresponding solutions with s and -s. I haven't seen treatment of different cases (complex s, multiplicity and such) but I guess it'll be the same as with the first-order analysis.
 
elibj123 said:
It will be almost the same as a first-order equation.
Guess

[tex]\vec{f}(t)=\vec{f}_{s}e^{st}[/tex]

Plug in and get:

[tex]s^{2}\vec{f}_{s}e^{st}=C \vec{f}_{s}e^{st}[/tex]

[tex](C-s^{2}I)\vec{f}=0[/tex]

So here s^2 are the eigenvalues of C. And each eigenvalue has two corresponding solutions with s and -s. I haven't seen treatment of different cases (complex s, multiplicity and such) but I guess it'll be the same as with the first-order analysis.

thank you for your answer, so is this correct?:

[tex]f_j=G_je^{i\sqrt{c_j}z}+H_je^{-i\sqrt{c_j}z}[/tex] where [tex]G_j and H_j[/tex] are integrating constants.. cj are eigenvalues of C and are complex..
if so, one question remains... how are the indexes assigned to eigenvalues? i mean which eigenvalue will be c1...?
 
Last edited:
anyone can answer me? please?
 
I am now providing a method to reduce the equation into system of 1st-order differential equations, so that you can use matrix exponential to solve it easily.

[tex]\mathbf{x}'= C \mathbf{y}[/tex]
[tex]\mathbf{y}'=\mathbf{x}[/tex]
[tex]\frac{d}{\text{dt}}\left(<br /> \begin{array}{c}<br /> \mathbf{x} \\<br /> \mathbf{y}<br /> \end{array}<br /> \right)=\left(<br /> \begin{array}{cc}<br /> 0 & C \\<br /> I & 0<br /> \end{array}<br /> \right)\left(<br /> \begin{array}{c}<br /> \mathbf{x} \\<br /> \mathbf{y}<br /> \end{array}<br /> \right)[/tex]

After writing it into system of 1st-order differential equations, you can use matrix exponential to solve it. If you are not sure how to do it, please refer to the tutorial I have written here.

http://www.voofie.com/content/18/solving-system-of-first-order-linear-differential-equations-with-matrix-exponential-method/"
 
Last edited by a moderator:
ross, thank you very much, i will look into it
 
Welcome. Hope it can help you. Please inform us if you can solve your problem, or you have more question. I am willing to help.
 

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