6.11 Noohomgenous Syttems (Undeermined Codfcents) oxi -2e te xp = 2x = 2s =~ 16x, + 6x2 x= 2e, =28, +55 sexy, Maude ty xbox tn xyex, —2e, Sentu ty 8. x, = 2x) — x, Nea +x yan te osy siete +x an Xy= xy — xp + 3x3 In Exercises 46 through 49, the deficiency is two. Find ax, +e. the general solution ofthe differential equation, eee x= 2x) — 2c + Buy Nonhomogeneous Systems (Undetermined Coefficients) In the previous sections we have discussed how to solve the linear, homo- ‘geneous differential equation with constant coefficients, x(0 = Ax(), wo and find its general solution. In this section we will discuss how to solve the nonhomogeneous differential equation XU) = Ax() + £0) Q for a wide variety of forcing terms f(t) of interest, From Theorem 69.2. we know that the solution of (2) is of the form XaX, HX where x; is the general solution of the associated homogeneous equation (1) and x, is a particular solution of (2). Since we know how to solve (1) we shall concentrate on how to find x,. The method presented in this section is a variation of the method of undetermined coefficients from Section 3.12. This method is useful for finding a particular solution x, of x’ = AX +f, that is6: Liner Systems of Denial Equations XL ay ty Rt aks + Hl Bak HoH aay + fl + Salt 6 KES OX HH any + flO This method works if A is constant and each f() is the type of function for Which the method of undetermined coefficients of Section 3.12 works, That is, each (is a linear combination of functions 1e* cos Br. re" sin Bt for integers m & O and scalars a. Step 1 ‘Compute the characteristic polynomial p(2) = det(i1 — A) of A. and determine its roots (eigenvalues) Step? Construct a form for the particular solution 2 follows. For terms that appear in any ofthe ft add terms int al the xp according to the rules of Section 3.12, with the exception that. if we multiply by! 1 for a root of multiplicity k + 1 of p(d), we also include the terms multipled, Tl Step 3 Substitute the form for x, into x, = Ax, + f and solve for the constants in X, by equating terms. The solution for the constants will be unique only if the#® are no terms in the form for x, that also appear in the solution of the associat, homogeneous equation (1) We shall illustrate this algorithm with several examples Example6.11.1 Find a particular solution of re Xu tute pax tle thee Step 1 The coefficient matrix hhas characteristic polynomial6.11 Nonkomogentous Syne (Undeermned Coafcents) pt) = dettil — A) = dal’ > | =~ 0) so thatthe roots ate = 1.3 Step 2 The forcing terms include 1,1, and e~ Since neither 0 nor ~1 are roots of p(). our particular solution will have the form ip A+ BU Co" tpn B+ tt Ge a Step 3 We substitute the form (6. (7) for x, into the diferential equations (4) and (5. to get B— Cela YAG Bre CONE ES P+ Ge + 8) Fa Ge AF BACH AMES PAGE 41 4e Equating coeficients of like terms in (8) and then (9) yields equations on the coven: BH2A+E, FeAs2e+! O=24F+1 B42, eh =C=1C46 ~G=C426+41 This ssi equations in six unknowns, which could be solved using augmented ratrces, However, it is quicker to solve the bottom two equation far Cand G then the middle two for B and F. and finally the top two equations for A and Eto get Ant p= 8 so that is a particular solution of (4) and (5) mba dette [i +h den! Note This problem can also be worked in vector notation. That is, we can take attbtere, ay where a, b, ¢ are unknown 2x 1 constant vectors. Substituting (11) into Ax + fand rewriting f gives arentesanaersee [Te fierExample 6.11.2 6: Linear Systems of Diferential Equations Equating corresponding coefficients gives the vector equations ' v=ae{'| or sa=n-[t] 02) a = Ac+ ("] or (Atle "| 4) This gives us three systems. First, solve (14) fore, then (13) for b, and finally (12) for u We leave the details to the interested reader (see Exercise 22 at the end of this section). « Find a particular solution of Sexy tl Step 1 The characteristic polynomial of <1 4 t-t on fife re aeaeaa—o. ees play oa with roots k= = 3,41 : ‘Step 2 The functions | and e* appear as forcing terms, Zero isnot a root, while is. Thus we take . A+ Be + Cre a E+ Fe' + Geel The inclusion of the Be', Fe' terms in addition to the Cte', Gre' terms is a msi difference in the way the method of undetermined coefficients is applic’ | systems and the way it was applied in Section 3.12 to scalar equations. Sul stituting (17) and (18) into (15) and (16) gives us: Be! + Cle! + te) = —(A + Bel + Ctet) + 4(E + Fe! + Gre') +e, * Fe! + Gle! + te) = (A + Be! + Cte!) — (E+ Fe' + Gi!) + 1. Equating like coefficients we get the equations Lk O=-A+4E, O=4-Eth " B4C=-BH4F41, F+G=B-F. C= C446 G=C-6.Example 6.11.3 komo geneous Systems (Undetermined Coficents) ‘The first two equations (19) give E = ~4, A = —$, while (21) implies only that C = 2G. Thus we can eliminate C in (20), and have left 2B +2G~4) ~B+G+2F =0. ‘This is only two equations in three unknowns, whose augmented matrix is 22 -4|1 Tot -2] 1/2 EE 1 ail a i 1 21 0 ‘Adding the first row to the second gives tor 2] ¥ 02 olf ‘Two more row operations yield the row echelon form 10 -2/F o1 olf Thus G= 4 and B- 2F =4 or B= 2F +4. Since we are looking for any particular solution of (15) and (16), we may set the arbitrary F = 0 and use C= 2G,t0 find Aznt Get Thus tebe + dee, -$+hret isa particular solution of (15) and (16). « Find the general solution of xp =x, + 4x; $e e xpax—atl (5) ‘The solution is x = x, +, where x, was computed in Example 6.11.2. We compute the homogeneous solution, using the eigenvector technique of Section 6.10. From Example 6.11.2, the eigenvalues of a-[o 4 “La -t are 2= 3, = 1. To find the eigenvectors, we must solve (AI — A)x = 0. For = I. we get [i af) = fle]6: Linear Stes of Differential Equations That is, neem ooftlll 3. we get [3 alo] fb ola) Thus, u, = —2u, and Ford i Finally. SI 2 of}eor[] 0 isthe general solution ofthe homogeneous equation. Combining (26).(22),and (23) yields the general solution of (24) and (25) as _ 5 Xt my ‘ or i i a= —$tde! + fre! + 2eyet — 20,0, on ' xp s —b+ del + cel + ce, (28) 4 with c),c arbitrary constants, 8 ty Example 6.114 Find the solution of \t a Xeon tate, x,(0) 29" nom th x,(0)=1 (00; a he Solution First, we must find the general solution, which was done in the previou? 4 ie — example. Then we apply the inital conditions in (29) and (30) to the general solution in (27)and (28). to obtainExample 6.11.5, Solution Example 6.116 neous Systems (Undetermined Corfiients) 9 which has the solution e, = #2, e, = i and the solution of 25) and (26 is ‘We conclude with several additional examples of picking the form for xp, Give the form for x, if xj xy tea tint x4 = 3x, + 4x, + 00s 2¢ js to be solved by the method of undetermined coefficients Since sin t, cos 24 are forcing terms, we must include sin t, cos t, sin 2t, cos 2¢ in the form for xp. The characteristic polynomial of the coefficient matrix is pay= ae)! 2)- -M-2 34-4 Since neither i nor 2i is a root of pl), we do not need any additional terms, and the form of x, is xp = A cost + Bsin t + C cos 2t + D sin 21, Xap = Ecos t + Fsin t+ G cos t+ Hsin 20 Give the form for x, if xpaxy tebe x= —x)— xy + sin 2 is to be solved by the method of undetermined coeficents Since e*, sin 2, are the forcing terms, we must include e”, sin 2r, cos 2t in. a-t -S]_y, pase aelis! ch ]eaes6: Linear Systems of Differential Kuations Xjp = Ae + B sin 2 + C cos 21 + Dr sin 21 + Et cos 21, Xap = Fe + G sin 21 + H cos 21 + Jt sin 2t + Ke cos 2r is the form for x,. # Example 6.11.7 Give the form for x, if is to be solved by the method of undetermined coefficients. Solution ‘The characteristic polynomial is 4 atl | B-M+1=- YF so that 2 = 1 is a root of multiplicity two. Since 3 is not a root, the e* forcing {erm means that we include e™ in the form for x, Since 1 isa root of multiplicity two, the e term means we include e'. "re. Thus the form for x, is Xap = AO" + Bel + Cte! + Det Xap = Ee™ + Fe! + Gre! + Hee Exercises For Exercises | through 8, find a particular solution Baan te. using the method of undetermined coefficients. Then eer find the general solution aoe In Exercises 9 through 20, give the form for x,- You Lxjex tate need not actualy solve for the arbitrary constants Mem tan 9. xj = xy —2ey + sine xe tin +h Rh =X +x; + c052¢ Mexjox-3 xj 23-2 +e xy = 4x, — 3x, Spe ay + Dey + oF cos N= 2x) 4x, + sine X= x, + 3% + cost xp=x, +2e) + 3eosr bj wan, = Oey + et xe 4x, — 28, Lxje2x te6.12 The Matrix Exponential xj a Dey dg +2 A of multiplicity one. Let vbe a ined vector. Show em-dnerel that finding a particular solution of = AX + eH ofthe form x, = ea + te¥b is equivalent to solving the system of algebraic equations Ab= ib, (Aino. a (Note that this is nonhomogeneous version of 2x, = + He system (6) ofthe previous section) ary tig te" x) =x, — 8; + sin 2, =5x 4-3 22k, + Sx bring = xy = 2xy $08! or. equivalent, xy + xy + e108 3, en i hy t4e, et ar alelee xy + Buy + F081 Solve the ystems (14), (13), (12)-and substitute the xh = 98, + 13x) 4 0081 result into (LI), to arrive ata particular solution to |. Suppose that 2 isan eigenvalue of the n x m matrix (4) ands) The Matrix Exponential In Section 2.3, we found that the solution of x’ = ax, a constant, was x = ec ‘The function e* was then used in many of the calculations that followed. This section will show that similar notation is possible with the system x = Ax. The notation is very useful, both in working with constant-coefficient differential equations and in motivating the theory for linear systems with time-varying coefficients. If 2 is a scalar and A is a matrix, then we shall use the notation Aa for #A. This is standard practice, and allows our formulas to appear almost exactly like the formulas for scalar differential equations, Recall that a ear Suppose that A is an xn matrix. Then the matrix exponential may be defined as we Spt Sete esa ecu 0 where A° = I, This series converges to a matrix for all values of + and may be differentiated term by term, to show thateee aie Le aaa gy wo Saluion to Selected Exercises, Section 6.11 i t xextne[” ]oc(!] eee! suena “Lili a Te Nip =e + Bie B= D = Ce + Die A Let ed eet] 9. Nip = ASIN E+ Boost + Crsin s+ Dr cas (+ E sin 21 + F cos 2 See ap = Gsin + Hos + Iesin e+ Jtcose + K sin 2 + Leos 2. Us xjp = el + Be’ Xp = Cel + Diet Nov IB xp ACT Ble + Ce + De + Fe Rap = Ge" + Hte™ + Ihe + Je" + Ke! A Sx Bap PE GEEHE + 1P $54 44 Bre Ce + Dit Bet 17. xjp@ Asin + Boost + Crsint + Di cos t+ EP sine + FY cost Xap = Gsint + H cost + fesint + Joos 1+ KV sin t+ Lt cos ¢ : 18, xp det Be cos 3+ Ce sin 3 y= Del Be" cos 3+ Fe sin 30 1 Section 6.12 we Poet tte ele m1 = Det a de vee(ine lS ere] % ifs et 2a De 24 her 2-2 1 del a ¥ ne oe 2 = ae tT eee ee rs, SL2e*— 20" ae — 6 35 | — ove — 2e2 + 26% 1 Eee Adee heIL. A? + AB + BA + B? =(A + BY > AB = BA 18 Aloo) © (Aes Ata) = Caaiedstsd= Col 2 | 15, Use, She 2-208 2 Lt deh were alse aa ee aa ee[ens +30 al = 6 3-20 Section 6.13 vane[e “5 "Joey i] ez Note Form of answer in Ex.3 through 9 depends on choice of Wit) and ¢ 5.An= awn, vik vane Joes” Ef