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Differential Equations - Packet 12

Linear systems I: matrix descriptions

Systems from higher order equations

A system of ODEs looks like this:

The derivative of each variable is determined by its own function of the other variables, .

One reason systems are important is that they offer an alternative to the language of order of a differential equation. Consider a general ODE of order given by the equation

This ODE (and its complete families of solutions as well as IVPs) is equivalent to a first-order system in which higher derivatives are replaced with new variables:

In particular, consider the order linear ODE:

By defining with the formulas and , we find an equivalent linear system:

Notice that this system can be represented using matrix multiplication:

The last equation suggests vector-matrix formalism for systems of linear equations:

This format is called the normal form for the linear system of ODEs.

The next packets address the problem of extending our previous methods for second-order linear equations to the formalism for linear systems.

The methods we will extend:

  • Homogeneous – complete family of solutions
  • Inhomogeneous – variation of parameters for a particular solution
  • Constant coefficients – real, repeated, and complex: exponential, linear factor, and sinusoidal solutions

Some new methods will be introduced to address the complexities of linear interaction between variables:

  • Independence – to explain ‘complete’ family of solutions
  • Eigenvectors – to describe proportionality between variables having the same overall exponential / sinusoidal behavior
  • Matrix calculus – to write a general solution formula for constant coefficient systems

Homogeneous system

When the normal form of the system has nso term, it is called homogeneous:

or simply .

The important thing about homogeneous systems is that the solutions form a vector space, meaning that solutions can be added and scaled while remaining valid solutions. For example, if and are vector solutions, then

is also a valid vector solution for any constants and . Here’s a proof:

The fact that solutions can be added to form valid solutions is called the superposition principle and it applies to linear homogeneous systems in the same way as it applies to order linear equations.

Since the complete family of solutions of a system like forms a vector space, we would like to describe this family as the span of a specific set of independent solutions. Just as for any other vectors, a set of solutions is an independent set when any equation

can only be valid when .

A set of independent solutions is a complete set when every other solution vector can be written as a linear combination of them, i.e. it is in their span:

In linear algebra, a complete set of independent vectors for a space is called a basis for the space. In ODE theory, a complete set of independent solution vectors is called a fundamental set of solutions. To reiterate: a fundamental set of solutions is both independent and complete.

Solving ODE system

Solving an ODE system (finding the complete family of solutions) means: finding a fundamental set of solutions.

Given a fundamental set of solution vectors , we can arrange these vectors as the columns of a matrix called the fundamental matrix:

By linear algebra theory, these columns form a basis if and only if this matrix has nonzero determinant. The determinant of any fundamental matrix is called the Wronskian matrix .

Example

Verifying a fundamental matrix

Problem: Consider the ODE system:

Verify that the following is a fundamental matrix for this ODE:

Solution: First we must check that each column of is a solution vector for the ODE:

Similarly for the second column vector:

And similarly for the third column vector.

Secondly, we must verify that these solutions are independent. For that, we compute the determinant of the Wronskian matrix using the formula for matrices:

Therefore and is never , so the columns of are independent. Combining this fact with the first fact, we know that is a fundamental matrix.

Problems due Wednesday 10 Apr 2024 by 11:59pm

Easier Problems

Problem 12-01

Writing order linear ODE as D system

Consider the ODE: . Rewrite this ODE as a D system of equations, giving the matrix and the inhomogeneous vector term .

Problem 12-02

Converting system list to system matrix

Find the matrix + forcing vector formulations of the two ODE systems:

  • (a)
  • (b)
Problem 12-03

Computing Wronskian

Find the Wronskian for the following matrix:

Are the column vectors of this matrix independent?

Problem 12-04

Derivative of a matrix function

Find the derivative of the following matrix-valued function:

Problem 12-05

Verifying vector solution of ODE system

Show that the given vector function satisfies the given ODE system:

Problem 12-06

Verifying fundamental matrix of ODE system

Show that the given matrix-valued function is a fundamental matrix for the given ODE system:

Harder Problems

None!