Beruflich Dokumente
Kultur Dokumente
Example 1:
Solve
dx
= 4 x + 2 y
dt
dy
5
= x + 2y
dt
2
Solution
x
4 2
Let X = , A =
y
5 2 2
Hence, the system become
d x 4 2 x
=
dt y 5 2 2 y
A I =
4
5 2
5
= ( 4 )( 2 ) 2 = 0
2
2
2
2 + 2 3 = 0
1 = 1 , 2 = 3
For 1 = 1
4 1 2 5 2 15 R1 1 2 5 R1 + R2* 1 2 5
5 2 2 1 5 2 1
0
52 R2
0
1 2 5
2
k1 k2 = 0
5
2
2
K1 = ; X1 = et
5
5
For 2 = 3
4 ( 3)
2 1 2 R1 1 2 R1 + R2* 1 2
2 ( 3) 5 2 5 5 R2 1 2
0 0
5 2
k1 2k2 = 0
2
2
K 2 = ; X 2 = e 3 t
1
1
2
2
Therefore, X = c1 et + c2 e3t
5
1
Example 2:
Solve
dx
= 3x y
dt
dy
= 9x 3 y
dt
Solution
x
3 1
Let X = , A =
y
9 3
A I =
d x 3 1 x
=
dt y 9 3 y
= ( 3 )( 3 ) ( 9 1) = 0
1 = 2 = 0
For = 0 :
3 1 3 1
9 3 0 0
1
1
1
K1 = ; X1 = e0t =
3
3
3
p
Since there exist one eigenvector, let P = 1
p2
( A I ) P = K
( A 0I ) P = K
3 1 1 3 1 1
9 3 3 0 0 0 Infinitely many solution
Hence,
3 p1 p2 = 1
1 1
p1 = + p2
3 3
Choose p2 = 2
p1 = 1
Therefore,
1 1
1
X = c1 + c2 t +
2
3 3
1
1
1
1 1
P = , X 2 = te0t + e0t = t +
2
3
3
3 3
Example 3:
Solve
dx
= 6x y
dt
dy
= 5x + 2 y
dt
Solution
x
6 1
Let X = , A =
y
5 2
A I =
d x 6 1 x
=
dt y 5 2 y
= ( 6 )( 2 ) ( 5 1) = 0
2 8 + 17 = 0
= 4 i
For = 4 + i
6 ( 4 + i )
1 2 i
1 ( 2+ i ) R1 5 2 i R1 + R2* 5 2 i
=
0
5
2 ( 4 + i ) 5
2 i
0
5 2 i
5k1 + ( 2 i ) k2 = 0
k1 =
2 + i
K1 =
(2 + i) k
5
Choose k2 = 5
k1 = 2 + i
2
1
B1 = Re ( K1 ) = ; B 2 = Im ( K1 ) =
5
0
1
X1 = cos t sin t e4t
0
5
2
; X 2 = cos t + sin t e4t
5
0
Therefore,
2 cos t sin t
cos t + 2sin t 4t
X = c1X1 + c2 X2 = c1
+ c2
e
5sin t
5cos t
Example 4:
Solve the IVP
y + 16 y = 0 ,
Solution
Let x1 = y
x2 = y
y ( 0) = 2 ,
; x1 = y = x2
; x1 ( 0 ) = 2
; x2 = y = 16 x1
; x2 ( 0 ) = 2
x
0 1
X = 1; A =
16 0
x2
A I =
y ( 0 ) = 2
16
d x1 0 1 x1
=
dt x2 16 0 x2
= 2 + 16 = 0
= 4i
For = 4 i
4i R1 R2 16 4 i
4i 1 ( 4i ) R1 16
16 4i
16 4i
0 0
16k1 + ( 4 i ) k2 = 0
1
k1 = k2
4
i
0
1
K1 = B1 = Re ( K1 ) = B 2 = Im ( K1 ) =
4
1
0
0
1
X1 = ( B1 cos t B 2 sin t ) e t = cos 4t sin t
4
0
1
0
X2 = ( B 2 cos t + B1 sin t ) e t = cos 4t + sin 4t
0
4
sin 4t
cos 4t
X = c1X1 + c2 X2 = c1
+ c2
4 cos 4t
4sin 4t
2
0
1
2 = c1 4 + c2 0
c1 =
cos 4t
1 sin 4t
X=
2
2 4 cos 4t
4 sin 4t
1
Since x1 = y = sin 4t + 2 cos 4t
2
1
, c2 = 2
2
Example 5:
Consider two tanks A and B, as shown in Figure 1. Suppose Tank A and B contain 50 gallons
of water. Initially, 25 pounds of salt is dissolved in tank A. Liquid is pumped into and out of
the tanks as indicated in the figure; the mixture exchanged between the two tanks and the
liquid pumped out of tank B are assumed to be well-stirred.
(a)
Use the information given in the figure to construct a mathematical model for the
number of pounds of salt x1 ( t ) and x2 ( t ) at time t in tanks A and B, respectively.
(b)
Solution
(a)
Tank A
1
x
x1
2
Rout =
lb/gal ( 4 gal/min ) =
x2
50 + ( 4 4 ) t
25
dx1
1
2
= Rin Rout =
x2 x2 , x1 ( 0 ) = 25
dt
50
25
Tank B
2
x
x1
2
Rout =
lb/gal ( 4 gal/min ) =
x2
50 + ( 4 4 ) t
25
dx2
2
2
= Rin Rout =
x1
x2 , x2 ( 0 ) = 0
dt
25
25
(b)
x
2 25 1 50
Let X = 1 ; A =
2 25 2 25
x2
A I =
d x1 2 25 1 50 x1
=
dt x2 2 25 2 25 x2
2
1
2
=
=0
2 25
2 25 25
625
1
3
1 =
, 2 =
25
25
2 25
1 50
1
:
25
1 25 1 50 25 R1 1 1 2 R1 + R2 1 1 2
25 R
2 25 1 25
0
2
0
2
1 1 2
1
1 1 t
K1 = , X1 = e 25
2
2
For 1 =
3
:
25
1 25 1 50 25 R1 1 1 2 R1 + R2 1 1 2
25 R
2 25 1 25
0 0
2
2
1 1 2
1
1 3t
K 2 = , X2 = e 25
2
2
For 2 =
25 251 t 25 253 t
e + e
2
2
c1 =
, x2 ( t ) = 25e
1 t
25
25
25
, c2 =
2
2
25e
3t
25
Example 6
Solve
dx
= 2x + 3 y 7
dt
dy
= x 2 y + 5
dt
Solution
x
2 3
7
Let X = , A =
, F (t ) =
y
1 2
5
A I =
= 2 1 = 0
d x 2 3 x 7
=
+
dt y 1 2 y 5
1 = 1 , 2 = 1
For 1 = 1:
1 3 R1 + R2* 1 3
1 3 0 0
3
3
K1 = X1 = et
1
1
For 2 = 1:
3 3 13 R1 1 1 R1 R2 1 1
1 1 1 1
0 0
Thus,
3
1
Xc = c1 et + c2 e t
1
1
1
1
K 2 = X2 = et
1
1
To find particular solution, we can use either method of undetermined coefficient or variation
of parameter.
Undetermined Coefficient
A
Since F ( t ) are constant, assuming X p =
B
d A 2 3 A 7
=
+
dt B 1 2 B 5
2 3 A 7
=
1 2 B 5
Hence,
1
Xp =
3
Therefore,
3
1
1
X = Xc + X p = c1 et + c2 e t +
1
1
3
A = 1 , B = 3
Variation of Parameter
3et et
(t ) = t
et
e
1 =
1 et
3 + 1 et
et
3et
e t 2 e t 2 7 e t
F= t
=
3et 2 5 4et
e 2
1
3et
X p = ( t ) ( t ) F ( t ) dt = t
e
1
3et
= t
e
1
=
3
e t e t
dt
e t 4et
e t e t
e t 4e t
Therefore,
3
1
1
X = Xc + X p = c1 et + c2 e t +
1
1
3
Example 7
Solve
4 1 3
3 t
X =
X
+
10 e
9 6
Solution
A I =
4
9
1
= ( 4 )( 6 ) 9 = 2 10 + 21 = ( 3)( 7 ) = 0
6
3
13
1 = 3 ; 2 = 7
When 1 = 3 :
1 1 3 9 R1 + R2 1 1 3
9 3
0 0
1
1
K1 = X1 = e3t
3
3
When 2 = 7 :
3 1 3 13 R1 1 1 9 9 R1 + R2 1 1 9
9 1
0
9 1
0
Hence, the complimentary solution:
1
1
Xc = c1X1 + c2 X2 = c1 e3t + c2 e7t
3
9
1
1
K 2 = X 2 = e7 t
9
9
Undetermined Coefficient
Aet
Aet
Assume X p = t ; Xp = t
Be
Be
Substitute X p and Xp into the system, we obtain
et 4 A + B 3 = Aet
3
et ( 9 A + 6 B + 10 ) = Bet
55
36
19
B=
4
A=
Therefore,
1
1
55 36 t
X = Xc + X p = c1 e3t + c2 e7t +
e
3
9
19 4
Variation of Parameter
e3t e7 t
3et
( t ) = 3t
,
F
t
=
(
)
t
9e7t
3e
10e
1 =
9e 7 t
1
e7t 34 e 3t
=
e3t 14 e 7 t
e3t
X p = ( t ) ( t ) F ( t ) dt = 3t
3e
1
1
2
1
12
e 3t
e 7 t
e7 t 34 e3t
9e7t 14 e7 t
1
12
1
12
e 3t 3et
dt
e7 t 10et
e3t
= 3t
3e
37 t
e
e7 t 12
dt
7t 1 t
9e 12 e
e3t
= 3t
3e
2 t
55 t
36
e
e7 t 37
24 e
=
19 t
7t
1 6 t
9e 72 e 4 e
Therefore,
1
1
55 36 t
X = Xc + X p = c1 e3t + c2 e7t +
e
3
9
19 4