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# MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

## Linear System of 1st Order ODEs

Lead Metabolism a Linear Compartment Model
Analytic Solutions

MATH2408/3408
Computational Methods and Differential
Equations with Applications
20142015

## Homogeneous System with Constant Coefficients

Nonhomogeneous System

## System of Nonlinear 1st Order ODEs

PredatorPrey Model
SIR Model
Numerical Methods for (Nonlinear) System

Chapter 7
System of First Order Ordinary Differential Equations

## Equilibrium and Stability

Linear Case
Linearization and the HartmanGrobman Theorem

## Dr. WONG Chi Wing

Department of Mathematics, HKU

AntAphid Mutualism

## Lead is an ingredient in daily life objects. Its toxic and will

accumulate in human body (cf. Borrelli & Coleman).

[t, t + t].

## Air, Food, Water

1. in box 1 (blood):
x1 (t + t) x1 (t)

 k31

Bones, x3

k13 -

from box j to box i is
given by kij xj , where xj is
the lead level in box j.

Blood, x1

k01

## (k01 x1 (t) + k21 x1 (t) + k31 x1 (t)) t;

k21  k12

2. in box 2 (tissues):

Tissues, x2

## x2 (t + t) x2 (t) = k21 x1 (t)t (k02 x2 (t) + k12 x2 (t)) t;

3. in box 3 (bones):

k02
?

Kidney

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## M. Rabinowitz et al has made a study of lead intake and excretion of

healthy volunteers living in Southern California based on this model;
and their work was reported in Science, v182(1973).
A plot of the outcome of their model is shown below.

+

## x1 = (k01 + k21 + k31 )x1 + k12 x2 + k13 x3 +

x2 = k21 x1 (k02 + k12 )x2

x3 = k31 x1 k13 x3 .
We may even put this system into matrix form:
(k01 + k21 + k31 )
k12
k13 x1
x
d 1
x2 =
k21
(k02 + k12 )
0 x2 + 0
dt
x3
k31
0
k13 x3 0
which resembles a linear ODE x = ax + b.

Its observed that the lead levels in blood and tissues arrives some
constants after 200 days but the level in bone just kept increasing.
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## Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

Definition 2

## A system of first order ODEs is linear if it takes the form

x = A(t)x + B(t)

x = A(t)x + B(t),

(1)

(3)

x
where x0 = ( 0 ).
y0

x
a (t) a12 (t)
b (t)
where x = ( ), A(t) = ( 11
) and B(t) = ( 1 ).
y
a21 (t) a22 (t)
b2 (t)
Also, if B(t) 0, then the system is homogeneous
x = A(t)x;

x(t0 ) = x0

Theorem 3
If A(t) is continuous, then every IVP (3) has at most one
solution.

(2)

otherwise it is nonhomogeneous.

Remark 1

## We shall assume that A(t) and B(t) are continuous.

In fact, one can prove that there is always one solution under
the assumption above.
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## Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

## In this section, we shall discuss linear systems of two equations and

two unknown functions. However, notions and results are readily
extended to general linear systems of n equations and n unknowns.

of 1st order ODEs with constant coefficients

Theorem 4

## If 1 and 2 are solutions of (2), then so is c1 1 + c2 2 for any c1 ,

c2 F.

x = Ax.
where A is a constant matrix.
Associated to the system (4) is the IVP

## Theorem 5 (Fundamental Set of Solutions)

If {1 , 2 } is a linearly independent set of solutions to the
homogeneous linear system (2), then every solution of this system
must be of the form
1

c1 1 + c2 2 ,

x = Ax,

for some c1 , c2 R.

## That is, one is the scalar multiple of the other.

x(t0 ) = x0 .

(5)

x
x
a
a12
Set also x = ( ), x0 = ( 0 ) and A = ( 11
).
y
y0
a21 a22

system.
1

(4)

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## Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

Theorem 6

Example 7

is

## Consider the system x = Ax with A = (

4 4
).
0 3
4
4
Solving the characteristic equation
= 0, the
0
3
eigenvalues are = 4 and = 3.
1
4
( ) and ( ) are eigenvectors of A corresponding to 4 and
0
1
3 respectively.
1
4
A fundamental set of solutions is {e4t ( ) , e3t ( )}.
0
1

## 1. {e1 t v1 , e2 t v2 } if Avi = i vi and 1 2 .

2. {et v, et (tv + w)} if is a repeated eigenvalue with
Av = v and (A I)w = v.
3.
{et (cos(t)w1 sin(t)w2 ) , et (sin(t)w1 + cos(t)w2 )}

w1 + 1 w2 .

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## Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

Example 9

Example 8

2 5
).
2 0
2 5
Solving the characteristic equation
= 0, the eigenvalues
2

are = 2 2440 = 1 3 1 C.

1 3 1
(
) are eigenvectors corresponding to 1 3 1
2
respectively.
A fundamental set of solutions is

## Consider the system x = Ax with A = (

5 4
Consider the system x = Ax with A = (
).
1 1
5 4
Solving the characteristic equation
= 0, = 3 is a
1
1
repeated eigenvalue.
1
v2 = ( ) is not an eigenvector and let
0
v1 = (A 3I)v2 = (

2 4 1
2
)( ) = ( ).
1 2 0
1

{et [cos(3t) (

1
3
1
3
) sin(3t) ( )] , et [sin(3t) ( ) + cos(3t) ( )]} .
2
0
2
0

2
2t + 1
A fundamental set of solutions is {e3t ( ) , e3t (
)}.
1
t
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## Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

## Theorem 10 (Representation of Solutions of

Nonhomogeneous System of ODEs)

## When A(t) is a constant matrix A, we are able to put down a

formula for the solution of an IVP. Lets start with a definition.

## Suppose that {1 , 2 } is a fundamental set of solutions of (2),

Definition 11
Let 1 and 2 be linearly independent solutions of the
homogeneous system (4), Then the 2by2 matrix valued
function
(t) = (1 (t) 2 (t))

x = A(t)x.
If is a particular solution of (1),
x = A(t)x + B(t)

x = Ax + B(t)

+ c1 1 + c2 2 .

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(6)

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