Linear Systems - Operators

Copyright Rene Barrientos Page 1
INTRODUCTION TO SYSTEMS OF DIFFERENTIAL EQUATIONS

Motivation
In our study of dynamical systems we encountered the equation
mx
ii
+bx
i
+cx = (t)
and subsequently, we found that the same equation governs certain electric circuits. For example, the
equation corresponding to an RLC circuit is
Iq
ii
+Rq' +
1
C
q = (t)
Simple systems provide nice illustrations of physical phenomena, but reality is much more complicated.
Very seldom will an electric circuit, for example, consist of a single loop. Similarly, harmonic oscillators
are used to illustrate a much more complex system of spring and masses attached together, as in the figure
below, for example:

In order to analyze the motion of such a system it is necessary to introduce two position variables, one for
each block, and derive the equations of motion by applying Newtons Laws. These equations form system of
differential equations, the subject of our present inquiry.
Systems do not only arise in connection with mathematical models of physical phenomena. They arise
naturally when we seek to find the geometric properties of higher order equations. For example, consider
the second order equation
x
ii
+bx
i
+cx = u
Solving for x''
x
ii
= -bx
i
-cx
Let x
1
= x and x
2
= x'. Then
x'
1
= x
2

x'
2
= -bx
2
-cx
1

We have a system of differential equations in the variables x
1
(t) and x
2
(t):
_
x'
1
= x
2

x'
2
= -cx
1
-hx
2

which we can also write as
_
x'
1
= x
1
+x
2

x'
2
= -cx
1
-hx
2

We will soon see how much information about the geometry of the solutions is concealed by the systems
coefficients, that is, the numbers in front of the variables x
1
and x
2
.
This procedure may be generalize to arbitrary second and higher differential equations. Let us consider the
equation (t, x, x
i
, x
ii
) = u for example. If we could solve for x'', then
x
ii
= g(t, x, x
i
)
Let x
1
= x and x
2
= x'. Then
x'
1
= x
2

and
x'
2
= x
ii
= g(t, x
1
, x
2
)
This gives rise to the first order system
_
x'
1
= x
2

x'
2
= g(t, x
1
, x
2
)


We need not stop here. The nth order equation (t, x, x
i
, x
ii
, , x
(n-1)
, x
(n)
) = u may be reduced to a
system of nfirst order equations via the substitution
x
1
= x, x
2
= x', . , x
n
= x
(n-1)

The resulting first order system is given by
`
1
1
1
1
1
1
x'
1
= x
2

x'
2
= x
3

.
.
.
x'
n-1
= x
n

x'
n
= g(t, x
1
, x
2
, , x
n
)

or in an more symmetric way:
`
1
1
1
1
1
1
x'
1
= u x
1
+1 x
2
+u x
3
+u x
n

x'
2
= u x
1
+u x
2
+1 x
3
+++u x
n

.
.
.
x'
n-1
= u x
1
+u x
2
+u x
3
+++u x
n

x'
n
= g(t, x
1
, x
2
, , x
n
)

where g is the function that results when (t, x, x
i
, x
ii
, , x
(n-1)
, x
(n)
) = u is solved for x
(n)
. We will of
course omit the zero coefficients, but when we write the system in matrix form it will be essential to account
for them.
Example 1 Write a first order system corresponding to the equation x
(3)
-2x
ii
+4x = c
t
.
Solution
Solving for x
(3)
:
x
(3)
= 2x
ii
-4x +c
t

Let x
1
= x, x
2
= x' and x
3
= x''. Then
x'
1
= x
2

x'
2
= x
3

x'
3
= 2x
3
-4x
1
+c
t

We write this system like this:
_
x'
1
= x
2

x'
2
= x
3

x'
3
= -4x
1
+2x
3
+c
t

Example 2 Write a first order system corresponding to the equation y
ii
+4y
i
+8y = cos t, y(u) =
u, y'(u) = 1, which corresponds to a driven vertical oscillator subjected to a retarding force.
Solution
Solving for y'':
y
ii
= -4y' -8y +cos t
Let y
1
= y and y
2
= y'. Then,
y'
1
= y
2

y'
2
= -4y
2
-8y
1
+cos t
or equivalently,
y'
1
= y
2

y'
2
= -8y
1
-4y
2
+cos t
The initial conditions are replaced by y
1
(u) = u, y
2
(u) = 1.

The foregoing discussion shows but a tiny part of the mathematical landscape of the subject of systems of
differential equations and we will limit ourselves even further for now, confining our study to first order
systems of the type

x
i
= (t, x, y)
y
i
= g(t, x, y)
(1)
We study these equations because they afford us the luxury of exploring both their qualitative and
quantitative aspects in a relatively intuitive way. Let us first state some definitions and terminology.
Solution of a System
By a solution of (1) on an interval I we mean two differentiable functions x = x(t), y = y(t) defined on I
such that
x
i
(t) = (t, x(t), y(t))
y
i
(t) = g(t, x(t), y(t))

for all t e I. For example, the functions x(t) = tc
t
and y(t) = -c
t
are solutions of the system
x
i
= x -y
y
i
= y

defined throughout the real line, as it can be verified by substitution.
Autonomous systems
System (1) is autonomous if and g depend only on the dependent variables x and y. Thus, autonomous
systems have the form
x
i
= (x, y)
y
i
= g(x, y)

The critical points of an autonomous system are the points (x, y) such that (x, y) = g(x, y) = u
Example 3 The system
x
i
= x -xy
y
i
= x -y

is autonomous.
x
i
= (1 +t)x +y
y
i
= x +ty

is not autonomous.
Example 5 Find the critical points of the system
x
i
= xy -y
y
i
= x -y
2

Solution
We find the critical points by solving the simultaneous equations
xy -y = u
x -y
2
= u
The first equation states that y(x -1) = u = y = u oi x = 1
If y = u, the second equation implies that x = u so one critical point is (u,u). If x = 1, then
y = _1 so (1, _1) are two additional critical points. Hence
{(u,u), (1,1), (1, -1)]
is the set of critical points of this autonomous equation.


Linear Systems
A system is linear if the functions and g are linear in both x and y. When a system is linear it can always
be expressed in the form
_
Jx
Jt
= o
1
(t)x +b
1
(t)y +
1
(t)
Jy
Jt
= o
2
(t)x +b
2
(t)y +
2
(t)
(2)
where
1
and
2
are arbitrary functions of t. A linear system is homogenous if the functions
1
(t) =
2
(t) =
u (that is, they are identically u).
x
i
= 2x +y
y
i
= x -y

is homogeneous.
x
i
= 2x +y -2t
y
i
= x -y

is not homogeneous .
x
i
= 2x +y -2t
y
i
= x -y +t
3

is not homogeneous but it is linear.
x
i
= x -xy
y
i
= x -y

is homogeneous but it is not linear.
x
i
= x +y +2t
y
i
= y
2
+ln t

is neither linear nor homogeneous.
x
i
= x +y
y
i
= 2x -y

is both autonomous and linear.
Quantitative Analysis of Linear Systems (Elimination and Operator Approach)
In order to study the geometry of solutions of linear systems, it will be convenient (and almost essential) to
introduce matrix notation. Let
x(t) = _
x(t)
y(t)
_
be a vector in R
2
with components x = x(t) and y = y(t). Geometrically, this vector traces a plane curve
whose parametric equations are _
x = x(t)
y = y(t)
.

x(t)

The system of coordinates thus introduces is called the phase plane and the curve is called a trajectory
We define the derivative of x(t), x'(t), by
1

x'(t) _
x'(t)
y'(t)
_
Naturally, we also use the notation JxJt for the same purpose and these two will be used interchangeably
whenever one is more convenient than the other.
We also introduce the matrices
A = _
o
1
(t) b
1
(t)
o
2
(t) b
1
(t)
_ and I = j
]
1
(t)
]
2
(t)
[
Then system (2) can be written in matrix form as
x' = Ax +I (S)
We call A the matrix of coefficients of the system. The sum o
1
(t) +b
1
(t) is called the trace of A, denoted
by tr(A) and the quantity o
1
(t)b
1
(t) -o
2
(t)b
1
(t) is, of course, the determinant of the matrix denoted by
Jct (A). The curve traced by x(t) is called a trajectory.
Example 12 Write the system
x
i
= Sx +y
y
i
= 2x +St

In matrix form. Identify the trace and determinant of the matrix of coefficients.
Solution
For ease of identifying the coefficients, let us write the system as
x
i
= Sx +1 y
y
i
= 2x +u y +St

Then the matrix of coefficients is A = j
S 1
2 u
[. The determinant and trace are uet(A) = S u -2
1 = -2 and ti(A) = S +u = u. The system is not homogeneous because I = |
0
5t
]. In matrix
form,
_
x'(t)
y'(t)
_ = j
S 1
2 u
[ _
x(t)
y(t)
_ +_
u
St
_
Observe the similarity of the first order system (S) with the first order linear equation
x
i
= ox +b
where x = x(t), and o and b are real numbers. We will come back to this analogy when we study the
eigenvalue method. For now, we wish to study the simple case of the linear system with constant
coefficients:

Jx
Jt
= o
1
x +b
1
y +(t)
Jy
Jt
= o
2
x +b
2
y +g(t)
(4)
where the coefficients o
1
, o
2
, b
1
, and b
2
are constants. In this case, the system can be fairly easily by a very
mundane, yet illuminating method: elimination. We illustrate the general idea in the context of a
homogeneous system. Assume for example that b
1
= u. Solve the first equation in system (4) for y:
y =
1
b
1
(x' -o
1
x)
then

1
We will use the prime notation do denote differentiation with respect to time.

y
i
=
1
b
1
(x
ii
-o
1
x
i
)
(1) Substitute these in the second of system (4):
1
b
1
(x'' -o
1
x') = o
2
x +
b
2
b
1
(x' -o
1
x)
or
(x'' -o
1
x') = o
2
x +b
2
(x' -o
1
x)
Writing this equation in standard form gives a second order homogeneous linear equation in the variable
x:
x
ii
-(a
1
+h
2
)x
i
+(a
1
h
2
-a
2
h
1
)x = (S)
In a completely analogous way, we can show that y obeys the same equation. However, once equation (S) is
solved, we can obtain y from the equation
y =
1
h
1
(x' -a
1
x) (6)
(2) Notice that equation (5) can be written as
x
ii
-tr(A)x' +det(A)x =
As we shall see, the trace and determinant of the matrix of coefficient will prove to be more than useful
notation.
For non-homogeneous systems equation (5) takes the form
x
ii
-(o
1
+b
2
)x
i
+(o
1
b
2
-o
2
b
1
)x =
i
(t) -b
2
(t)
So we have developed a method of solving (4) when b
1
= u. If b
1
= u, then the first equation in system (4)
can easily be solved for xand the result used in the second equation to find y. If either b
1
= u or o
2
= u, we
say that the system is partially coupled. If both o
2
and b
1
are zero the system is said to be decoupled and
solving it amounts to solving two separate and independent first order equations.

Remark: in step (1), we could have solved the second equation for x in terms of y and y' and obtained a
second order equation in y identical to (S). What this tells us is the it would seen that by solving
x
ii
-(a
1
+h
2
)x
i
+(a
1
h
2
-a
2
h
1
)x =
and
y
ii
-(a
1
+h
2
)y' +(a
1
h
2
-a
2
h
1
)y =
So it would appear that we have solved system (4), but this is not quite right. Doing so according to the
formulas above introduces four arbitrary constants. However, only two can be independent and therefore
one must find dependency relations that link them. We may avoid this complication by using equation in
(6) to find y if that was the variable originally eliminated.
Example 13 Solve the system _
x
i
= 2x -y
y
i
= x +2y
by elimination.
Solution
Solve the first equation for y in terms of x and x':
y = 2x -x'
Hence
y' = 2x' -x''
Substituting in the second equation,
2x
i
-x
ii
= x +2(2x -x
i
)
Writing this equation in standard form,
x
ii
-4x
i
+Sx = u

Let us compare with
x
ii
-(a
1
+h
2
)x
i
+(a
1
h
2
-a
2
h
1
)x =
with o
1
= 2, b
1
= -1, o
2
= 1 and b
2
= 2:
x
ii
-(2 +2)x
i
+(4 -1(-1))x = u
which is exactly the same equation obtained earlier.
The characteristic polynomial is p(z) = z
2
-4z +S and its roots are z = 2 +i and z = 2 -i.
Accordingly,
x(t) = c
2t
(Acos t +Bsint)
Since
y(t) = 2x -x'
We have
y(t) = 2c
2t
(Acos t +Bsint) -(c
2t
(Acos t +Bsint))'
= c
2t
(Asin2t -Bcos 2t)
The solution vector is therefore
x(t) = _
c
2t
(Acos t +Bsint)
c
2t
(Asint -Bcos t)
_
x
i
= y
y
i
= x
by elimination.
Solution
The matrix of coefficients is A = j
u 1
1 u
[ and x obeys the equation
x
ii
-tr(A)x
i
+Jct(A)x = u
or
x
ii
-ux
i
+(-1) x = u
The equation x
ii
-x = u has solutions c
t
and c
-t
. Hence,
x(t) = c
1
c
t
+c
2
c
-t

The first equation in the system tells us that
y = x
i

Thus,
y(t) = c
1
c
t
-c
2
c
-t

The solution vector is
x(t) = _
c
1
c
t
+c
2
c
-t
c
1
c
t
-c
2
c
-t
_
The Operator Approach
We can solve some systems by eliminating variables, but this procedure can become cumbersome when
working with large systems or higher order equations. The operational approach which we now introduce an
is an efficient way to solve linear systems.
We introduce the operators D and iJ such that if is a function of the variable t, then
() = |foi all t wheie is uiffeientiable]
iJ() =
for all t in the domain of f. For obvious reasons we call id the identity operator. We also define
k
by
k
() =
(k)
, the k
th
derivative of f provided it exists, and we use these to define the differential operator.
L = o
n
n
+o
n-1
n-1
+o
1
+o
1
iJ

such that
L(y) = (o
n
n
+o
n-1
n-1
+o
1
+o
0
iJ)(y)
= o
n
y
(n)
+o
n-1
y
(n-1)
++o
1
y +o
0
y
Remark: We usually do not write the identity operator as iJ. Instead, we simply use the numeral coefficient
o
0
as a multiplicative operator. Thus
2
+2 +SiJ
is written simply as
2
+2 +S. If we apply this operator to a function y, the result is
(
2
+2 +S)(y) = y +2y' +Sy
As we have seen before, L is a linear operator.
We define the product of operators as follows: If L
1
and L
2
are operators, then their product L
1
L
2
is
defined by
L
1
L
2
(y) = L
1
(L
2
(y))
If all the coefficients o
]
are constant, then these operators are commutative, that is, if L
1
and L
2
are linear
operators with constant coefficients, then
L
1
(L
2
(y)) = L
2
(L
1
(y))
Commutativity is not a property that is shared by operators with non-constant coefficients.
Example 15 Show that L
1
= ( -1) and L
2
= ( +S) commute.
Solution
We need to show that ( -1)( +S)(y) = ( +S)( -1)(y).
Applying the definition,
( -1)( +S)(y) = ( -1)|( +S)(y)]
= ( -1)|y +Sy]
= ( -1)y +( -1)(Sy)
= y -y +Sy -Sy
= y +2y -Sy
On the other hand,
( +S)( -1)(y) = ( +S)|( -1)(y)]
= ( +S)|y -y]
= ( +S)y -( +S)(y)
= y +Sy -y -Sy
= y +2y -Sy
Thus, ( -1)( +S) = ( +S)( -1)
Systems and Operators
Although we will use a 2 2 system in this discussion, the results derived can be used just as well in the
general n n case. Consider the linear first order system
_
Jx
Jt
= o
1
(t)x +b
1
(t)y +
1
(t)
Jy
Jt
= o
2
(t)x +b
2
(t)y +
2
(t)

We may write this system using operators as follows:


x = o
1
(t)x +b
1
(t)y +
1
(t)
y = o
2
(t)x +b
2
(t)y +
2
(t)
Moving all terms that involve the variables x and y to the left hand side,
x -o
1
(t)x -b
1
(t)y =
1
(t)
-o
2
(t)x +y -b
2
(t)y =
2
(t)
Thus,
( -o
1
(t))x -b
1
(t)y =
1
(t)
-o
2
(t)x +( -b
2
(t))y =
2
(t)
x = x +4y +t
y = 2x -Sy
in operator form.
Solution
Writing the system as
x -x -4y = t
-2x +y +Sy = u
we obtain
( -1)x -4y = t
-2x +( +S)y = u
Here L
1
= ( -1), L
2
= -4, L
3
-2, and L
4
= ( +S). Two of the operators constant and this
system is not homogeneous.
x
i
= x +y -z
y = x -y +z
z = -x +y +z
in operator form.
Solution
Writing the system as
x -x -y +z = u
-x +y +y -z = u
x -y +z -z = u
we obtain the homogeneous system
( -1)x -y +z = u
-x +( +1)y -z = u
x -y + ( -1)z = u
Here L
11
= ( -1), L
12
= -1, L
13
= 1, L
21
= -1, L
22
= ( +1), L
23
= -1, L
31
= 1, L
32
=
-1 and L
33
= ( -1).
Observe how double subscripts have been used to identify the row and column in which the
operator occurs.
If the coefficient functions are constant, then operators commute and systems may be solved by familiar
algebraic methods. Let us therefore assume that o
1
(t), o
2
(t), b
1
(t), and b
2
(t) are constants. Then system
(2) may be written as
( -o
1
)x -b
1
y =
1
(t)

-o
2
x +( -b
2
)y =
2
(t)
which has the form

L
1
x +L
2
y =
1
(t)
L
3
x +L
4
y =
2
(t)
(7)
where L
1
= -o
1
, L
2
= -b
1
, L
3
= -o
2
, and L
4
= -b
2

We may eliminate either variable by adding a suitable multiple
2
of one equation to another. Say, for
example, that we want to first obtain a single ordinary differential equation for x(t). Then we eliminate y by
operating with L
2
on the second equation, with L
4
on the first equation, and subtracting the result:
L
4
|L
1
x +L
2
y =
1
(t)] - L
4
L
1
x +L
4
L
2
y = L
4
1
(t)
L
2
|L
3
x +L
4
y =
2
(t)] - L
2
L
3
x +L
2
L
4
y = L
2
2
(t)
Since the operators involve constant coefficients, they commute. Therefore, L
4
L
2
= L
2
L
4
. When we
subtract the second equation from the first, we obtain
(L
4
L
1
-L
2
L
3
)x = L
4
1
(t) -L
2
2
(t) (8)
The operator L
4
L
1
-L
2
L
3
is very reminiscent of a determinant. In fact, because of the multiplicative
properties of these constant coefficient operators, we can write
L
4
L
1
-L
2
L
3
= L
1
L
4
-L
3
L
2
= _
L
1
L
2
L
3
L
4
_
Similarly,
L
4
1
(t) -L
2
2
(t) = _
1
(t) L
2
2
(t) L
4
_
Hence, equation (8) can be written compactly as
_
L
1
L
2
L
3
L
4
_ x(t) = _
1
(t) L
2
2
(t) L
4
_
A similar elimination procedure gives us an equation for y(t):
_
L
1
L
2
L
3
L
4
_ y(t) = _
L
1
1
(t)
L
3
2
(t)
_
We call the determinant _
L
1
L
2
L
3
L
4
_ the operational determinant of the system and we will call these
equations the operational equations.
Observe how similar this is to Cramers Rule. But of course we must be mindful that these are operators,
not real numbers, so unless we give a meaning to the reciprocal of an operator (which can be done) we
cannot divide by the operational determinant.
There is one more point before we proceed. If we use the operational equations to solve for x(t) and y(t)
separately, then we must introduce four arbitrary constants; two for x and two for y. However, not all four
are independent. The order of the operational determinant tells us how may independent constants there
should be, and that number is equal to its order. We will illustrate this point in in the examples that follow.
x
i
= y
y
i
= x
by the operator method.
Solution
This is example 14 so let us verify the answer we obtained through the method of elimination.
Writing the equation using operators:
_
x -y = u
-x +y = u

2
We are not multiplying the equations by a number. We are operating on them with an operator.

The operational equations are
-1
-1
x(t) =
u -1
u

and
-1
-1
y(t) =
u
-1 u

Solving the system,
2
x -1 = u = x
ii
-1 = u
Hence, x(t) = x(t) = c
1
c
t
+c
2
c
-t
.
Solving for y(t), y(t) = x(t) = c
3
c
t
+c
4
c
-t
. Since the operational determinant is of order 2,
only two arbitrary constants are independent. We may obtain the dependency relations by
substituting these solutions in either equation of the system. Le us use the first equation:
x
i
= y = c
1
c
t
-c
2
c
-t
= c
3
c
t
+c
4
c
-t
foi all t
Hence, c
3
= c
1
and c
4
= -c
2
. Therefore,
x(t) = c
1
c
t
+c
2
c
-t

and
y(t) = c
1
c
t
-c
2
c
-t

Example 19 Use the operator method to solve the system
x = x -2y
y = 2x +y
Solution
Writing the system in operator form,
( -1)x +2y = u
-2x +( -1)y = u
Thus,
-1 2
-2 -1
x(t) =
u 2
u -1

and
-1 2
-2 -1
y(t) =
-1 u
-2 u

We may solve for x(t) and y(t) using these equations or we may solve for say for x(t) and then
use it in the original system, whose first equation tells us that
y =
1
2
(x -x
i
)
to obtain y(t). Thus, once we have x, we have y. Let us solve for x(t) using
-1 2
-2 -1
x(t) =
u 2
u -1

Evaluating the determinants,
|( -1)( -1) +4]x = ( -1)u -2 u
Thus,
|
2
-2 +S]x = u
This is the second order ordinary differential equation
x -2x +Sx = u

whose characteristic polynomial p(z) = z
2
-2z +S has roots r = 1 _2i. Accordingly,
x(t) = c
t
(c
1
cos 2t +c
2
sin2t)
As mentioned before, we may obtain y(t) from the systems first equation:
y =
1
2
(x -x
i
)
However, in order to illustrate the point mentioned earlier, we will instead use the equation
-1 2
-2 -1
y(t) =
-1 u
-2 u

to find y.
First notice that it will always be the case that the determinant on the left hand side remains the
same, no matter how many variables the system has because after all, it is the systems operational
determinant. What will change, in general, is the determinant on the right hand side of the equation.
The operational determinant
-1 2
-2 -1
is of order 2. Therefore, the solutions of system can
only have two arbitrary constants.
Solving for y,
y(t) = c
t
(c
4
cos 2t +c
5
sin2t)
Notice that we have introduced two more constants because we do not know ahead of time whether
they have the same values as c
1
and c
2
. What we do know is that all these constants are connected
because the operational determinant has order 2. Therefore, only two arbitrary constants can
survive.
To find this dependency relation between the constants, we substitute our solution into either of the
original equations. Say we use the second one:
y
i
= 2x +y
Then

J
Jt
|c
t
(c
4
cos 2t +c
5
sin2t)] = 2|c
t
(c
1
cos 2t +c
2
sin2t)] +c
t
(c
4
cos 2t +c
5
sin2t)
Differentiating and collecting like terms:
(c
4
+2c
5
)c
t
cos 2t +(c
5
-2c
4
)c
t
sin2t = (2c
1
+c
4
)c
t
cos 2t + (2c
2
+c
5
)c
t
sin2t
This equation holds true for all t if and only if
c
4
+2c
5
= 2c
1
+c
4

and
c
5
-2c
4
= 2c
2
+c
5

These are the dependency equations and they tells that
c
4
= -c
2

c
5
= c
1

Thus, the solution of the system is given by the equations
x(t) = c
t
(c
1
cos 2t +c
2
sin2t)
y(t) = c
t
(c
1
sin2t -c
2
cos 2t)
Exercise: Use the equation y =
1
2
(x -x
i
) to verify this answer.


Example 20 Solve the initial value problem
x +2y = 4x +Sy
2x -y = S(x -1)
; x(u) = 1, y(u) = -1
Solution
We first write the system in operational form:
( -4)x +(2 -S)y = u
(2 -S)x -y = -S

Observe that this is not a homogeneous system. We proceed to solve it:
-4 2 -S
2 -S -
x(t) =
u 2 -S
-S -

and
-4 2 -S
2 -S -
y(t) =
-4 u
2 -S -S

The systems operational determinant is
-( -4) -(2 -S)(2 -S) = -S
2
+2u -1S
A second order determinant tells us that the system has only two arbitrary constants.
Solving for x(t),
(-S
2
+2u -1S)x(t) = (2 -S)(S)
Dividing by -S,
(
2
-4 +S)x(t) = (2 -S) _-
S
S
]
or
(
2
-4 +S)x(t) = S
This is a non-homogeneous equation whose characteristic polynomial p(z) = z
2
-4z +S has
roots z = S anu z = 1. Thus, its complementary solution is
x
c
= c
1
c
3t
+c
2
c
t

Let x
p
= A be a particular solution. Then A = 1, which is obtained by substitution. Hence,
x(t) = c
1
c
3t
+c
2
c
t
+1
Similarly,
(-S
2
+2u -1S)y(t) = ( -4)(-S)
From which we obtain
(
2
-4 +S)y(t) = -
12
S

Hence y
c
= c
4
c
3t
+c
5
c
t
and we may obtain a particular solution by letting y
p
= B. Substituting
into the equation above gives us
y
p
= -
4
S

Thus,
y(t) = c
4
c
3t
+c
5
c
t
-
4
S

The dependency relations may be obtained from either equation in the original system.
Since 2x -y = S(x -1) seems to involve less work, let us use it.
2
J
Jt
|c
1
c
3t
+c
2
c
t
+1] -
J
Jx
_c
4
c
3t
+c
5
c
t
-
4
S
_ = S(c
1
c
3t
+c
2
c
t
+1 -1)
Performing the required operations,

2|Sc
1
c
3t
+c
2
c
t
] -|Sc
4
c
3t
+c
5
c
t
] = Sc
1
c
3t
+Sc
2
c
t

Combining like terms:
(6c
1
-Sc
4
)c
3t
+(2c
2
-c
5
)c
t
= Sc
1
c
3t
+Sc
2
c
t

Therefore,
6c
1
-Sc
4
= Sc
1

2c
2
-c
5
= Sc
2

Solving for two of the variables in terms of the others, c
4
= c
1
and c
5
= -c
2
. Hence,
y(t) = c
1
c
3t
-c
2
c
t
-
4
S

Finally, we apply the initial conditions x(u) = 1, y(u) = -1:
x(u) = 1 = c
1
+c
2
+1 = 1
y(u) = -1 = c
1
-c
2
-
4
S
= -1
Solving for c
1
and c
2
: c
1
= -
1
10
and c
2
=
1
10
The solution of the initial value problem is
x(t) = -
1
1
e
3t
+
1
1
e
t
+1
y(t) = -
1
1
e
3t
e
t
-
1
1
e
t
-
4
5

Example 21 (inconsistent system) Solve the system
(
2
+ -6)x +(
2
-2)y = c
t

( +S)x +y = u
Solution
We have
( +S)( -2) ( -2)

+S
x(t) = _
c
t
( -2)
u
_
The systems operational determinant is
( +S)( -2) -( +S)( -2) = 0
This is the zero operator which transform all functions into the zero function. What we have then is
0(x(t)) = c
t

which is absurd because it states that u = c
t
for all t. Therefore, the system is inconsistent it has
no solutions.
Example 22 (infinitely many solutions) Solve the system
x -
2
y = u
x -y = u
Solution
-
2
1 -
x(t) =
u -
2
u -

or
(-
2
+
2
)x(t) = u
Once again we have the zero operator:
0(x(t)) = u

However, this equation is satisfied by all functions x(t). For any choice of x(t), we can obtain a
corresponding y(t) from the original system. For example, if we let x(t) = sint, then the
corresponding y(t) may be obtained from its second equation:
y = x = y(t) = _sint Jt = -cos t
Notice for example that
x(t) = sint
y(t) = -cos t

satisfies the system.
Example 23 (arbitrary constants) How many arbitrary constants will the system below have?
(
2
+)x -
2
y = 2
(
2
-1)x +(
2
-)y = u
Solution
The operational determinant is
_
(
2
+) -
2
(
2
-1) (
2
-)
_ = (
2
+)(
2
-) +
2
(
2
-1)
This is a 4
th
order operator. Therefore, there are four arbitrary constants in the system.
Example 24 Solve the system
2
x -y = u
( -2)x +
2
y = u
Solution
The operational determinant is
_
2
-
( -2)
2
_ =
4
+
2
-2
Therefore, the system has four arbitrary constants. We proceed to solve it:
_
2
-
( -2)
2
_ x(t) =
u -
u
2

and
_
2
-
( -2)
2
_ y(t) = _
2
u
( -2) u
_
This gives us
(
4
+
2
-2)x(t) = u
Similarly,
(
4
+
2
-2)y(t) = u
The characteristic polynomial p(z) = z
4
+z
2
-2z = z(z
3
+z -2) has roots z = u and z = 1 by
inspection. There must be two more roots, which may be real or a complex conjugate pair.
In order to obtain them, we divide z
3
+z -2 by z -1 to obtain z
2
+z +2. Therefore, the other
two roots are complex:
z =
-1 _1 -8
2
= -
1
2
_
1
2
7i
Thus,
x(t) = c
1
+c
2
c
t
+c
-t2
_c
3
cos
7
2
t +c
4
sin
7
2
t_
Similarly,
y(t) = c
5
+c
6
c
t
+c
-t2
_c
7
cos
7
2
t +c
8
sin
7
2
t_

Exercise: Of all these eight constants only four are arbitrary. Find the dependency relations and
write the solution of the system.
Example 25 (application) Write the system of equations that govern the coupled spring-mass system shown
below and solve it. Assume that both springs have the same spring constant k.

Solution
Let us introduce a coordinate system

We introduce the variables x
1
and x
2
which represent the displacement of the two masses from
their equilibrium positions, respectively.
Applying Newtons Second Law to the figure on the right,
m
1
J
2
Jt
2
x
1
= -kx
1
+k(x
2
-x
1
)
m
2
J
2
Jt
2
x
2
= -k(x
2
-x
1
)
Simplifying,
m
1
J
2
Jt
2
x
1
= -2kx
1
+kx
2

m
2
J
2
Jt
2
x
2
= -k(x
2
-x
1
)
Observe that the first equation lost the variable x
1
. This is only because we assumed both springs
have the same stiffness.
Writing the system in operator form,
(m
1
2
+2k)x
1
-kx
2
= u
-kx
1
+(m
2
2
+k)x
2
= u
The operational equations are
_
m
1
2
+2k -k
-k (m
2
2
+k)
_ x
1
(t) = _
u k
u (m
2
2
+k)
_
and
_
m
1
2
+2k -k
-k (m
2
2
+k)
_ x
2
(t) = _
m
1
2
u
-k u
_
If we solve for x
1
(t), then the first equation of the system
(m
1
2
+2k)x
1
-kx
2
= u = x
2
=
1
k
(m
1
2
+2k)x
1

may be used to obtain x
2
(t). Thus, solving for x
1
:
m
1
m
2
u u
x
1
x
2

m
1
m
2

At some arbitrary time t
u u
m
1
m
2


|(m
1
2
+2k)(m
2
2
+k) +k
2
]x
1
(t) = u
This 4
th
order homogeneous linear differential equation has auxiliary polynomial
p(z) = m
1
m
2
z
4
+(km
1
+2km
2
)z
2
+Sk
2

This is a quadratic equation in the variable p = z
2
and has roots
p =
-(km
1
+2km
2
) _(km
1
+2km
2
)
2
-12k
2
m
1
m
2
2m
1
m
2

An interesting case is the one in which m
1
= m
2
= m for then
p =
-Skm_ (km+2km)
2
-12k
2
m
2
2m
2
=
k(-S _ Si)
2m

Since the characteristic polynomial is of degree 4, x
1
(t) is the sum of a four linearly independent solutions
as is x
2
(t).
As you can see, even this very simple problem leads to rather complicated solutions. For this and other
more profound reasons, the mathematicians of the late 19
th
and early 20
th
centuries developed qualitative
methods of analysis based on the geometric properties of systems. In the next lecture, we will explore some
of these geometric techniques can come to appreciate their power.
Example 26 (application) Two tanks, tank A and tank B, are connected as shown in the figure below. Tank
A, which originally contained 1L of a 1u% mixture receives additional mixture (same concentration) at a
rate of 2L/min. The well stirred mixture is then evacuated into tank B, which originally had 5L of pure
water, at a rate of S L/min. Let x and y be the amounts of chemical in each tank. Find expressions for x(t)
and y(t).

Solution
TANK A IN OUT
RATE OF MIXTURE 2 L/min 3 L/min
CONCENTRATION 10% x(t):
1
(t)
RATE OF CHEMICAL 2 u.1 S x(t):
1
(t)

Therefore,

Jx
Jt
= 2 u.1 -S
x(t)
:
1
(t)

mixture of concentration
10% in at a rate of 2 L/min
Mixture transferred a
rate of 3 L/min
Initially 1 liter,
u.1 L of chemical
No mixture leaves
tank B
Initially 5 liters of
pure water Tank A Tank B

TANK B IN OUT
RATE OF MIXTURE 3 L/min u L/min
CONCENTRATION x(t):
1
(t) N/A
RATE OF CHEMICAL S x(t):
1
(t) N/A

Thus,
Jy
Jt
= S
x(t)
:
1
(t)
-u
Tank A has 1 liter initially and we add mixture at a rate 2 L/min while simultaneously transfer it to
tank B at a rate of S L/min. Hence,
:
1
(t) = 1 +(2 -S) t
= 1 -t
We must therefore take t 1.
Tank B has S liters initially to these we add solution at a rate S L/min from tank A. Thus,
u
2
(t) = 5 +3t
Therefore, the system is

dx
dt
= . 2 -
3
1 -t
x ; x() = . 1

dy
dt
=
3
1 -t
x ; y() =
The first equation is independent of y and is a first order linear differential equation:

Jx
Jt
+
S
1 -t
x = u.2 ; x(u) = u.1
It has an integrating factor p = c
-3In(1-t)
=
1
(1-t)
3
. Thus,
J
Jt
_
1
(1 -t)
3
x] = u.2
1
(1 -t)
3

Integrating,
1
(1 -t)
3
x(t) -x(u) = u.2_
1
(1 -q)
3
t
0
Jq
1
(1 -t)
3
x(t) -u.1 =
u.2
2
_
1
(1 -t)
2
-1]
1
(1 -t)
3
x(t) -
1
1u
=
1
1u
1
(1 -t)
2
-
1
1u

x(t) =
1
1u
(1 -t)
We obtain y(t) from
Jy
Jt
=
S
1 -t
x =
S
1 -t
1
1u
(1 -t)
=
S
1u

Hence,
y(t) -y(u) = _
S
1u
Jq
t
0

or

y(t) =
S
1u
t
The solution vector is
x(t) = _
1
1u
-
1
1u
t
S
1u
t
_ = j
11u
u
[ +
1
1u
j
-1
S
[ t; u t 1
Writing the solution is this form is revealing because it tells us that the trajectory in phase space is a
straight line.

Example 27 (application) Newtons Cooling Law states that when a body is placed in thermal contact with
another body of very large heat capacity whose temperature is I
s
, the first bodys temperature, which we
will denote by I obeys the equation
JI
Jt
= -k(I -I
s
); k > u
We may generalize this law to two (or more) bodies whose temperatures change until an equilibrium state is
achieved. Let x be the temperature of one of the bodies and y be the temperature of the other body. Then
their thermal interaction can be modeled by
Jx
Jt
= -k(x -y)
Jy
Jt
= -k(y -x)

where k is a constant whose value depends on the material that separates the two bodies. If three bodies are
placed in thermal contact, the system that arises has three equations.

Let x(t), y(t) and z(t) be the temperatures of the three regions in the figure above. Then applying Newtons
Cooling Law,
Jx
Jt
= -k(x -y) -k(x -z)
Jy
Jt
= -k(y -x) -k(y -z)
Jz
Jt
= -k(z -x) -k(z -y)
For the sake of simplicity, assume k = 1. Then the system is
y(t) x(t)
z(t) y(t)
x(t)

Jx
Jt
= -2x +y +z
Jy
Jt
= x -2y +z
Jz
Jt
= x +y -2z
Or in matrix form:
_
x'
y'
z'
_ = _
-2 1 1
1 -2 1
1 1 -2
_ _
x
y
z
_
Let us solve this system using operators:
( +2)x -1 y -1 z = u
-1 x + ( +2)y -1 z = u
-1 x -1 y +( +2)z = u
_
+2 -1 -1
-1 +2 -1
-1 -1 +2
_ x(t) = _
u -1 -1
u +2 -1
u -1 +2
_
_
+2 -1 -1
-1 +2 -1
-1 -1 +2
_ y(t) = _
+2 u -1
-1 u -1
-1 u +2
_
_
+2 -1 -1
-1 +2 -1
-1 -1 +2
_ z(t) = _
+2 -1 u
-1 +2 u
-1 -1 u
_
Let us solve for x(t) since by the symmetry the expressions for y(t) and z(t) will be the same. Evaluating
the determinants,
(
3
+6
2
+9)x(t) = u
The roots of the characteristic polynomial are z = u, z = -S, z = -S. Accordingly,
x(t) = c
1
+c
2
c
-3t
+c
3
tc
-3t

Similarly,
y(t) = c
4
+c
5
c
-3t
+c
6
tc
-3t

and
z(t) = c
7
+c
8
c
-3t
+c
9
tc
-3t

Since the operational determinant is of order 3, there can only be three independent arbitrary constants and
they may be found by substituting the solutions in the system. This will result in a linear system of algebraic
equations and it is one way of handling this problem, but not a very efficient one. later we will learn
another, more elegant, approach.

Linear Systems - Operators

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INTRODUCTION TO SYSTEMS OF DIFFERENTIAL EQUATIONS

( +S)( -2) ( -2)

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