Systems of Linear Dierential Equa-

tions
I. Converting a linear equation to
a linear system
Consider the third-order equation
y

+p(t)y

+q(t)y

+r(t)y = f(t)
or
y

= r(t)y q(t)y

p(t)y

+f(t).
1
Introduce new dependent variables
x
1
, x
2
, x
3
, as follows:
x
1
= y
x
2
= x

1
(= y

)
x
3
= x

2
(= y

)
Then
y

= x

3
= r(t)x
1
q(t)x
2
p(t)x
3
+f(t)
The third-order equation can be writ-
ten equivalently as the system of
three rst-order equations:
2
x

1
= x
2
x

2
= x
3
x

3
= r(t)x
1
q(t)x
2
p(t)x
3
+f(t).
Note that this system is just a very
special case of the general sys-
tem of three, rst-order dierential
equations:
3
x

1
= a
11
(t)x
1
+a
12
(t)x
2
+a
13
(t)x
3
(t) +b
1
(t)
x

2
= a
21
(t)x
1
+a
22
(t)x
2
+a
23
(t)x
3
(t) +b
2
(t)
x

3
= a
31
(t)x
1
+a
32
(t)x
2
+a
33
(t)x
3
(t) +b
3
(t).
4
Example 1:
y

3y

4y

+12y = 3e
t
.
or
y

= 12y +4y

+3y

+3e
t
.
Set
x
1
= y, x

1
= x
2
(= y

), x

2
= x
3
(= y

).
Then
y

= x

3
= 12x
1
+4x
2
+3x
3
+3e
t
5
Equivalent system:
x

1
= x
2
x

2
= x
3
x

3
= 12x
1
+4x
2
+3x
3
+3e
t
.
II. General Linear Systems
Let a
11
(t), a
12
(t), . . . , a
nn
(t), b
1
(t), b
2
(t), . . . , b
n
be continuous functions on the in-
terval I. The system of n rst-
order dierential equations
6
x

1
= a
11
(t)x
1
+a
12
(t)x
2
+ +a
1n
(t)x
n
+b
1
(t)
x

2
= a
21
(t)x
1
+a
22
(t)x
2
+ +a
2n
(t)x
n
+b
2
(t)
.
.
.
.
.
.
x

n
= a
n1
(t)x
1
+a
n2
(t)x
2
+ +a
nn
(t)x
n
+b
n
(t)
is called a rst-order linear dierential sys-
tem.
The system is homogeneous if
b
1
(t) b
2
(t) b
n
(t) 0 on I.
It is nonhomogeneous if the func-
tions b
i
(t) are not all identically
zero on I.
7
Set
A(t) =
_
_
_
_
_
_
_
a
11
(t) a
12
(t) a
1n
(t)
a
21
(t) a
22
(t) a
2n
(t)
.
.
.
.
.
.
.
.
.
a
n1
(t) a
n2
(t) a
nn
(t)
_
_
_
_
_
_
_
and
x =
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
, b(t) =
_
_
_
_
_
_
_
b
1
(t)
b
2
(t)
.
.
.
b
n
(t)
_
_
_
_
_
_
_
.
The system can be written in the
vector-matrix form
x

= A(t) x +b(t). (S)

8
The matrix A(t) is called the ma-
trix of coecients or the coe-
cient matrix.
Example 2:
y

3y

4y

+12y = 3e
t
.
Set
x
1
= y, x

1
= x
2
(= y

), x

2
= x
3
(= y

).
9
Equivalent system:
x

1
= x
2
x

2
= x
3
x

3
= 12x
1
+4x
2
+3x
3
+3e
t
.
Vector-matrix form:
_
_
_
_
x
1
x
2
x
3
_
_
_
_

=
_
_
_
_
0 1 0
0 0 1
12 4 3
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
+
_
_
_
_
0
0
3e
t
_
_
_
_
10
A solution of the linear dierential
system (S) is a dierentiable vector
function
v =
_
_
_
_
_
_
_
x
1
(t)
x
2
(t)
.
.
.
x
n
(t)
_
_
_
_
_
_
_
that satises (S) on the interval I.
Example 3:
y

3y

4y

+12y = 3e
t
.
Fundamental set:
_
y
1
= e
3t
, y
2
= e
2t
, y
3
= e
2t
_
11
Particular solution: z =
1
2
e
t
Corresponding solutions of the sys-
tem:
x
1
=
_
_
_
_
_
e
3t
3e
3t
9e
3t
_
_
_
_
_
+
_
_
_
_
e
t
/2
e
t
/2
e
t
/2
_
_
_
_
, x
2
=? x
3
=?
12
THEOREM (Existence and Unique-
ness Theorem) Let a be any point
on the interval I, and let
1
,
2
, . . . ,
n
be any n real numbers. Then the
initial-value problem
x

= A(t) x+b(t), x(a) =

_
_
_
_
_
_
_

2
.
.
.

n
_
_
_
_
_
_
_
has a unique solution.
13
III. Homogeneous Systems: Gen-
eral Theory:
x

1
= a
11
(t)x
1
+a
12
(t)x
2
+ +a
1n
(t)x
n
(t)
x

2
= a
21
(t)x
1
+a
22
(t)x
2
+ +a
2n
(t)x
n
(t)
.
.
.
.
.
.
x

n
= a
n1
(t)x
1
+a
n2
(t)x
2
+ +a
nn
(t)x
n
(t)
x

= A(t)x. (H)
Note: The zero vector z(t) 0 =
_
_
_
_
_
_
_
0
0
.
.
.
0
_
_
_
_
_
_
_
is a solution of (H). This so-
lution is called the trivial solution.
14
THEOREM v is a solution of (H)
and is any real number, then
u = v is also a solution of (H);
any constant multiple of a solution
of (H) is a solution of (H).
THEOREM If v
1
and v
2
are
solutions of (H), then u = v
1
+ v
2
is also a solutions of (H); the sum of
any two solutions of (H) is a solution
of (H).
15
In general,
THEOREM If v
1
, v
2
, . . . , v
k
are
solutions of (H), and if c
1
, c
2
, . . . , c
k
are real numbers, then
c
1
v
1
+c
2
v
2
+ +c
k
v
k
is a solution of (H); any linear com-
bination of solutions of (H) is also
a solution of (H).
16
Linear Dependence/Independence
in general
Let
v
1
(t) =
_
_
_
_
_
_
_
v
11
v
21
.
.
.
v
n1
_
_
_
_
_
_
_
, v
2
(t) =
_
_
_
_
_
_
_
v
12
v
22
.
.
.
v
n2
_
_
_
_
_
_
_
,
. . . , v
k
(t) =
_
_
_
_
_
_
_
v
1k
v
2k
.
.
.
v
nk
_
_
_
_
_
_
_
be vector functions dened on some
interval I.
17
The vectors are linearly dependent
on I if there exist k real numbers
c
1
, c
2
, . . . , c
k
, not all zero, such
that
c
1
v
1
(t)+c
2
v
2
(t)+ +c
k
v
k
(t) 0 on I.
Otherwise the vectors are linearly
independent on I.
18
THEOREM Let v
1
, v
2
, . . . , v
n
be n, n-component vector func-
tions dened on an interval I. If
the vectors are linearly dependent,
then

v
11
v
12
v
1n
v
21
v
22
v
2n
.
.
.
.
.
.
.
.
.
.
.
.
v
n1
v
n2
v
nn

0 on I.
This determinant is called the Wron-
skian of the vector functions v
1
, v
2
, . . . , v
n
.
19
Special case: n solutions of (H)
THEOREM Let v
1
, v
2
, . . . , v
n
be n solutions of (H). Exactly one
of the following holds:
1. W(v
1
, v
2
, . . . , v
n
)(t) 0 on
I and the solutions are linearly de-
pendent.
2. W(v
1
, v
2
, . . . , v
n
)(t) = 0 for all
t I and the solutions are linearly
independent.
20
THEOREM Let v
1
, v
2
, . . . , v
n
be n linearly independent solutions
of (H). Let u be any solution of
(H). Then there exists a unique set
of constants c
1
, c
2
, . . . , c
n
such that
u = c
1
v
1
+c
2
v
2
+ +c
n
v
n
.
That is, every solution of (H) can
be written as a unique linear combi-
nation of v
1
, v
2
, . . . , v
n
.
21
A set of n linearly independent solu-
tions of (H) is called a fundamental
set of solutions. A fundamental
set is also called a solution basis
for (H).
Let v
1
, v
2
, . . . , v
n
be a fundamen-
tal set of solutions of (H). Then
x = c
1
v
1
+c
2
v
2
+ +c
n
v
n
,
c
1
, c
2
, . . . , c
n
arbitrary constants, is
the general solution of (H).
22
Example
x
1
=
_
_
_
_
_
e
3t
3e
3t
9e
3t
_
_
_
_
_
, x
2
=
_
_
_
_
_
e
2t
2e
2t
4e
2t
_
_
_
_
_
x
3
=
_
_
_
_
_
e
2t
2e
2t
4e
2t
_
_
_
_
_
is a fundamental set of solutions of
_
_
_
_
x
1
x
2
x
3
_
_
_
_

=
_
_
_
_
0 1 0
0 0 1
12 4 3
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
23
IV. Homogeneous Systems with
Constant Coecients
x

1
= a
11
x
1
+a
12
x
2
+ +a
1n
x
n
x

2
= a
21
x
1
+a
22
x
2
+ +a
2n
x
n
.
.
.
.
.
.
x

n
= a
n1
x
1
+a
n2
x
2
+ +a
nn
x
n
where a
11
, a
12
, . . . , a
nn
are constants.
24
The system in vector-matrix form is
_
_
_
_
_
_
_
x
1
x
2

x
n
_
_
_
_
_
_
_

=
_
_
_
_
_
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n

a
n1
a
n2
a
nn
_
_
_
_
_
_
_
_
_
_
_
_
_
_
x
1
x
2

x
n
_
_
_
_
_
_
_
or
x

= Ax.
25
Solutions of x

= Ax:
Example:
x
1
=
_
_
_
_
_
e
3t
3e
3t
9e
3t
_
_
_
_
_
= e
3t
_
_
_
_
1
3
9
_
_
_
_
is a solution of
_
_
_
_
x
1
x
2
x
3
_
_
_
_

=
_
_
_
_
0 1 0
0 0 1
12 4 3
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
Note that
_
_
_
_
0 1 0
0 0 1
12 4 3
_
_
_
_
_
_
_
_
1
3
9
_
_
_
_
=
_
_
_
_
3
9
27
_
_
_
_
= 3
_
_
_
_
1
3
9
_
_
_
_
26
3 is an eigenvalue of A and
v =
_
_
_
_
1
3
9
_
_
_
_
is a corresponding eigenvector.
27
Given the homogeneous system with
constant coecients
x

= Ax.
If is an eigenvalue of A and v
is a corresponding eigenvector, then
x = e
t
v
is a solution.
28
If
1
,
2
, ,
k
are distinct eigen-
values of A with corresponding
eigenvectors v
1
, v
2
, , v
k
, then
x
1
= e

1
t
v
1
, x
2
= e

2
t
v
2
, , x
k
= e

k
t
v
k
are linearly independent solutions of
x

= Ax.
Examples:
29
1. Find the general solution of
x

=
_
_
4 1
2 1
_
_
x.
Step 1. Find the eigenvalues of A:
det(A I) =

4 1
2 1

=
2
5 +6.
Characteristic equation:

2
5 +6 = ( 2)( 3) = 0.
Eigenvalues:
1
= 2,
2
= 3.
30
Step 2. Find the eigenvectors:

1
= 2, v
1
=
_
_
1
2
_
_
;
2
= 3, v
2
=
_
_
1
1
_
_
.
Solutions:
Fundamental set of solution vectors:
x
1
= e
2t
_
_
1
2
_
_
, x
2
= e
3t
_
_
1
1
_
_
.
The general solution of the system
is:
x = C
1
e
2t
_
_
1
2
_
_
+C
2
e
3t
_
_
1
1
_
_
.
31
2. Solve x

=
_
_
_
_
3 1 1
12 0 5
4 2 1
_
_
_
_
x.
Step 1. Find the eigenvalues of A:
det(A I) =

3 1 1
12 5
4 2 1

=
3
+2
2
+ 2.
Characteristic equation:

3
2
2
+2 = (2)(1)(+1) = 0.
Eigenvalues:

1
= 2,
2
= 1,
3
= 1.
32
Step 2. Find the eigenvectors:

1
= 2 : v
1
=
_
_
_
_
1
1
2
_
_
_
_
,

2
= 1 : v
2
=
_
_
_
_
3
1
7
_
_
_
_
,

3
= 1 : v
3
=
_
_
_
_
1
2
2
_
_
_
_
.
Fundamental set of solution vectors:
x
1
= e
2t
_
_
_
_
1
1
2
_
_
_
_
, x
2
= e
t
_
_
_
_
3
1
7
_
_
_
_
,
x
3
= e
t
_
_
_
_
1
2
2
_
_
_
_
.
33
The general solution of the system
is:
x = C
1
e
2t
_
_
_
_
1
1
2
_
_
_
_
+C
2
e
t
_
_
_
_
3
1
7
_
_
_
_
+C
3
e
t
_
_
_
_
1
2
2
_
_
_
_
.
34
3. Solve
x

=
_
_
_
_
3 1 1
12 0 5
4 2 1
_
_
_
_
x, x(0) =
_
_
_
_
1
0
1
_
_
_
_
.
To nd the solution vector satisfy-
ing the initial condition, solve
C
1
v
1
(0)+C
2
v
2
(0)+C
3
v
3
(0) =
_
_
_
_
1
0
1
_
_
_
_
which is:
C
1
_
_
_
_
1
1
2
_
_
_
_
+C
2
_
_
_
_
3
1
7
_
_
_
_
+C
3
_
_
_
_
1
2
2
_
_
_
_
=
_
_
_
_
1
0
1
_
_
_
_
35
or
_
_
_
_
1 3 1
1 1 2
2 7 2
_
_
_
_
_
_
_
_
C
1
C
2
C
3
_
_
_
_
=
_
_
_
_
1
0
1
_
_
_
_
.
Solution:
C
1
= 3, C
2
= 1, C
3
= 1.
The solution of the initial-value prob-
lem is:
x = 3e
2t
_
_
_
_
1
1
2
_
_
_
_
e
t
_
_
_
_
3
1
7
_
_
_
_
+e
t
_
_
_
_
1
2
2
_
_
_
_
.
36
Two diculties:
1. A has complex eigenvalues and
complex eigenvectors.
2. A has an eigenvalue of multi-
plicity greater than 1.
37
Complex eigenvalues/eigenvectors
4. Find the general solution of
x

=
_
_
3 2
4 1
_
_
x.
det(AI) =

3 2
4 1

=
2
+2+5.
The eigenvalues are:

1
= 1 +2i,
2
= 1 2i.
38
For
1
= 1 +2i: Solve
_
_
2 2i 2 0
4 2 2i 0
_
_

_
_
1 +i 1 0
0 0 0
_
_
The solution set is:
x
2
= (1 +i)x
1
, x
1
arbitrary
Set x
1
= 1. Then, for
1
= 1+2i:
v
1
=
_
_
1
1 i
_
_
=
_
_
1
1
_
_
+i
_
_
0
1
_
_
.
and, for
2
= 1 2i:
v
2
=
_
_
1
1
_
_
i
_
_
0
1
_
_
.
39
Solutions
u
1
= e
(1+2i)t
__
1
1
_
+i
_
0
1
__
= e
t
(cos 2t +i sin 2t)
__
1
1
_
+i
_
0
1
__
= e
t
_
cos 2t
_
1
1
_
sin 2t
_
0
1
__
+
i e
t
_
cos 2t
_
0
1
_
+sin 2t
_
1
1
__
.
40
u
2
= e
(12i)t
__
1
1
_
i
_
0
1
__
= e
t
(cos 2t +i sin 2t)
__
1
1
_
+i
_
0
1
__
= e
t
_
cos 2t
_
1
1
_
sin 2t
_
0
1
__

i e
t
_
cos 2t
_
0
1
_
+sin 2t
_
1
1
__
.
41
Fundamental set:
x
1
=
u
1
+u
2
2
= e
t
_
_
cos 2t
_
_
1
1
_
_
sin 2t
_
_
0
1
_
_
_
_
x
2
=
u
1
+u
2
2i
= e
t
_
_
cos 2t
_
_
0
1
_
_
+sin 2t
_
_
1
1
_
_
_
_
General solution:
x = C
1
e
t
_
_
cos 2t
_
_
1
1
_
_
sin 2t
_
_
0
1
_
_
_
_
+
C
2
e
t
_
_
cos 2t
_
_
0
1
_
_
+sin 2t
_
_
1
1
_
_
_
_
42
5. Determine a fundamental set
of solution vectors of
x

=
_
_
_
_
1 4 1
3 2 3
1 1 3
_
_
_
_
x.
det(AI) =

1 4 1
3 2 3
1 1 3

3
+6
2
21+26 = (2)(
2
4+13).
The eigenvalues are:

1
= 2,
2
= 2 +3i,
3
= 2 3i.
43
For
1
: v
1
=
_
_
_
_
1
0
1
_
_
_
_
.
For
2
= 2 +3i: Solve
_
_
_
_
1 3i 4 1 0
3 3i 3 0
1 1 1 3i 0
_
_
_
_

_
_
_
_
_
1 1 1 0
0 1
3
2

3
2
i 0
0 0 0 0
_
_
_
_
_
The solution set is:
x
1
=
_

5
2
+
3
2
i
_
x
3
, x
2
=
_
3
2
+
3
2
i
_
x
3
, x
3
,
x
3
arbitrary.
44
Set x
3
= 2. Then
v
2
=
_
_
_
_
5 +3i
3 +3i
2
_
_
_
_
=
_
_
_
_
5
3
2
_
_
_
_
+i
_
_
_
_
3
3
0
_
_
_
_
.
and
v
3
=
_
_
_
_
5 3i
3 3i
2
_
_
_
_
=
_
_
_
_
5
3
2
_
_
_
_
i
_
_
_
_
3
3
0
_
_
_
_
.
45
Now
e
(2+3i)t
_

_
_
_
_
_
5
3
2
_
_
_
_
+i
_
_
_
_
3
3
0
_
_
_
_
_

_
= e
2t
(cos 3t +i sin 3t)
_

_
_
_
_
_
5
3
2
_
_
_
_
+i
_
_
_
_
3
3
0
_
_
_
_
_

_
= e
2t
_

_
cos 3t
_
_
_
_
5
3
2
_
_
_
_
sin 3t
_
_
_
_
3
3
0
_
_
_
_
_

_
+i e
2t
_

_
cos 3t
_
_
_
_
3
3
0
_
_
_
_
+sin 3t
_
_
_
_
5
3
2
_
_
_
_
_

_
.
46
Fundamental set of solution vectors:
v
1
= e
2t
_
_
_
_
1
0
1
_
_
_
_
,
v
2
= e
2t
_

_
cos 3t
_
_
_
_
5
3
2
_
_
_
_
sin 3t
_
_
_
_
3
3
0
_
_
_
_
_

_
,
v
3
= e
2t
_

_
cos 3t
_
_
_
_
3
3
0
_
_
_
_
+sin 3t
_
_
_
_
5
3
2
_
_
_
_
_

_
.
47
Repeated eigenvalues
6. Find a fundamental set of
solutions of
x

=
_
_
_
_
1 3 3
3 5 3
6 6 4
_
_
_
_
x.
det(AI
3
) =

1 3 3
3 5 3
6 6 4

= 16+12
3
= (4)(+2)
2
.
48
The eigenvalues of A are:

1
= 4,
2
=
3
= 2.

1
= 4 : v
1
=
_
_
_
_
1
1
2
_
_
_
_
.

2
=
3
= 2:
[A(2)I
3
]x =
_
_
_
_
3 3 3
3 3 3
6 6 6
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
=
_
_
_
_
0
0
0
_
_
_
_
.
Solve
_
_
_
_
3 3 3 0
3 3 3 0
6 6 6 0
_
_
_
_
49
which row reduces to
_
_
_
_
1 1 1 0
0 0 0 0
0 0 0 0
_
_
_
_
.
Solution set:
x
1
= a b, x
2
= a, x
3
= b
a, b any real numbers.
Set a = 1, b = 0 : v
2
=
_
_
_
_
1
1
0
_
_
_
_
;
Set a = 0, b = 1 : v
3
=
_
_
_
_
1
0
1
_
_
_
_
.
50
Fundamental set:
_

_
e
4t
_
_
_
_
1
1
2
_
_
_
_
, e
2t
_
_
_
_
1
1
0
_
_
_
_
, e
2t
_
_
_
_
1
0
1
_
_
_
_
_

_
.
51
7. Find a fundamental set of
solutions of
x

=
_
_
_
_
5 6 2
0 1 8
1 0 2
_
_
_
_
x.
det(AI
3
) =

5 6 2
0 1 8
1 0 2

= 36+15+2
2

3
= (+4)(3)
2
.

1
= 4,
2
=
3
= 3.

1
= 4 : v
1
=
_
_
_
_
6
8
3
_
_
_
_
.
52

2
=
3
= 3: Solve
(A3I
3
)x =
_
_
_
_
2 6 2
0 4 8
1 0 5
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
=
_
_
_
_
0
0
0
_
_
_
_
.
53
_
_
_
_
2 6 2 0
0 4 8 0
1 0 5 0
_
_
_
_
which row reduces to
_
_
_
_
1 0 5 0
0 1 2 0
0 0 0 0
_
_
_
_
.
Solution set:
x
1
= 5a, x
2
= 2a, x
3
= a,
a any real number.
Set a = 1: v
2
=
_
_
_
_
5
2
1
_
_
_
_
Problem: Only one eigenvector!
54
Solutions:
x
1
= e
4t
_
_
_
_
6
8
3
_
_
_
_
, x
2
= e
3t
_
_
_
_
5
2
1
_
_
_
_
.
55
8. y

+y

8y

12y = 0
Char.eqn.
r
3
+r
2
8r12 = (r3)(r+2)
2
= 0.
Fundamental set:
_
e
3t
, e
2t
, te
2t
_
Equivalent system: x

=
_
_
_
_
0 1 0
0 0 1
12 8 1
_
_
_
_
x
det(AI) =

1 0
0 1
12 8 1

=
3

2
+8 +12
56
Characteristic eqn.

3
+
2
812 = (3)(+2)
2
= 0
Fundamental set:
v
1
= e
3t
_
_
_
_
1
3
9
_
_
_
_
, v
2
= e
2t
_
_
_
_
1
2
4
_
_
_
_
,
v
3
= e
2t
_
_
_
_
0
1
4
_
_
_
_
+te
2t
_
_
_
_
1
2
4
_
_
_
_
Question: What is the vector
_
_
_
_
0
1
4
_
_
_
_
?
57
[A(2)I]
_
_
_
_
0
1
4
_
_
_
_
=
_
_
_
_
2 1 0
0 2 1
12 8 1
_
_
_
_
_
_
_
_
0
1
4
_
_
_
_
=
_
_
_
_
1
2
4
_
_
_
_
_
_
_
_
0
1
4
_
_
_
_
is called a generalized eigenvec-
tor.
58
7. continued. Solve
(A 3I)w =
_
_
_
_
5
2
1
_
_
_
_
_
_
_
_
2 6 2 5
0 4 8 2
1 0 5 1
_
_
_
_

_
_
_
_
1 0 5 1
0 1 2 1/2
0 0 0 0
_
_
_
_
.
Solution set:
x
1
= 1 +5a, x
2
=
1
2
2a, x
3
= a,
a any real number.
Set a = 0: w =
_
_
_
_
1
1/2
0
_
_
_
_
59
Fundamental set:
v
1
= e
4t
_
_
_
_
6
8
3
_
_
_
_
, v
2
= e
3t
_
_
_
_
5
2
1
_
_
_
_
,
v
3
= e
3t
_
_
_
_
1
1/2
0
_
_
_
_
+te
3t
_
_
_
_
5
2
1
_
_
_
_
60
Eigenvalues of multiplicity 2
Given x

= Ax.
Suppose that A has an eigenvalue
of multiplicity 2. Then exactly
one of the following holds:
61
1. has two linearly independent
eigenvectors, v
1
and v
2
. Corre-
sponding linearly independent solu-
tion vectors of the dierential sys-
tem are
x
1
(t) = e
t
v
1
and x
2
(t) = e
t
v
2
.
(See Example 6.)
62
2. has only one (independent)
eigenvector v. (See Examples 7
and 8.) Then a linearly independent
pair of solution vectors is:
x
1
(t) = e
t
v and x
2
(t) = e
t
w+te
t
v
where w is a vector that satises
(A I)w = v.
The vector w is called a general-
ized eigenvector corresponding to
the eigenvalue .
63
Nonhomogeneous Linear Dierential Sys-
tems
Let A(t) be the n n matrix
A(t) =
_
_
_
_
_
a
11
(t) a
12
(t) a
1n
(t)
a
21
(t) a
22
(t) a
2n
(t)
.
.
.
.
.
.
.
.
.
a
n1
(t) a
n2
(t) a
nn
(t)
_
_
_
_
_
and let x and b(t) be the vectors
x =
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
, b(t) =
_
_
_
_
_
b
1
(t)
b
2
(t)
.
.
.
b
n
(t)
_
_
_
_
_
.
Nonhomogeneous system:
x

= A(t)x +b(t) (N)

Reduced system:
x

= A(t)x (H)
64
Theorem 1. If z
1
(t) and z
2
(t) are
solutions of (N), then
x(t) = z
1
(t) z
2
(t)
is a solution of (H). (C.f. Theorem 1, Sec-
tion 3.4, and Theorem 7, Section 6.1.)
Theorem 2. Let x
1
(t), x
2
(t), . . . , x
n
(t)
be a fundamental set of solutions the re-
duced system (H) and let z = z(t) be a
particular solution of (N). If u = u(t) is
any solution of (N), then there exist con-
stants c
1
, c
2
, . . . , c
n
such that
u(t) = c
1
x
1
(t)+c
2
x
2
(t)+ +c
n
x
n
(t)+z(t)
(C.f. Theorem 2, Section 3.4, and Theo-
rem 8, Section 6.1.)
65
General Solution of (N):
x = C
1
x
1
(t) +C
2
x
2
(t) + +C
n
x
n
(t)
. .
general solution of (H)
+
z(t).
. .
particular solution of (N)
66
Variation of Parameters
x
1
(t), x
2
(t), . . . , x
n
(t)
a fundamental set of solutions of (H).
V (t) the corresponding fundamental ma-
trix.
x(t) = V (t)C where C =
_
_
_
_
_
C
1
C
2
.
.
.
C
n
_
_
_
_
_
.
is the general solution of (H).
V satises the matrix dierential system
X

= A(t)X.
That is, V

(t) = A(t)V (t). (Exercises 6.3,
Problem 19.)
67
Replace the constant vector C by a vector
function u(t) which is to be determined
so that
z(t) = V (t)u(t)
is a solution of (N).
u

(t) = V
1
(t)b(t)
u(t) =
_
V
1
(t)b(t) dt.
and
z(t) = V (t)
_
V
1
(t)b(t) dt
is a solution of (N).
General solution of (N):
x(t) = V (t)C+V (t)
_
V
1
(t)b(t) dt.
68