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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

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

Searching for Equilibrium Newtons Method

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

Linear System of 1st Order ODEs

Lead Metabolism a Linear Compartment Model

Lead Metabolism a Linear Compartment Model

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


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

Lets assume the law of balance and consider a time interval


[t, t + t].

Air, Food, Water

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

 k31

Bones, x3

k13 -

Rate of lead transfer


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

= (k12 x2 (t) + k13 x3 (t) + ) t

x3 (t + t) x3 (t) = k31 x1 (t)t k13 x3 (t)t.

Hair, Sweet ...


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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

Linear System of 1st Order ODEs

Lead Metabolism a Linear Compartment Model

Lead Metabolism a Linear Compartment Model

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.

Rearrange the terms and let t 0 , we have


+

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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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

Definition 2

Definition 1 (Linear System (in Normal Form))

Associated to (1) is the IVP

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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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

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.

We start with explicit solutions of a homogeneous linear system


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

We say also that {1 , 2 } is a fundamental set of solutions to the ode


system.
1

(4)

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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

Linear System of 1st Order ODEs

Analytic Solutions

Analytic Solutions

Theorem 6

Example 7

A fundamental set of solutions of the homogeneous system (4)


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 )}

if + 1 , > 0, is an eigenvalue of A with eigenvector


w1 + 1 w2 .

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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

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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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015

Linear System of 1st Order ODEs

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)

is called the fundamental matrix of the system

then every solution of (1) takes the form

x = Ax + B(t)

+ c1 1 + c2 2 .

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(6)

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