System of Differential Equations

Consider a pair of real functions f and g, such that

For example, general form of the linear system of two second-order DE:

General form of linear system of two first-order differential equations:

where x(t) and y(t) simultaneously satisfy both equations in some

interval.
Differential Operator (D):

General linear differential equation with constant coefficient:

In operator form

e.g., consider the differential operator

For example, , we have

Consider

1. Consider both n-times differentiable functions f1 and f2. It can

be shown that

2. Consider two linear operators

It can be shown that

For example:
and

Then,
In practice, operators L1 and L2 can be treated as two polynomials.

Consider L=L1L2

( )( )
Operator method for linear systems with constant coefficients:
Consider linear system

To eliminate y(t), apply L4 to the first, and L2 to the second:

Subtract the second from the first:

Or,

The last equation can be solved for x(t) using standard methods.
To find y(t), apply L3 and L1 to first and second equations, respectively.

which eliminates x(t). Now subtract second from the first,

The last equation can be solved for y(t) using standard methods.

Number of independant constant in the solution is equal to the order

of the determinant:
EX: Solve the following system of linear differential equations using
the operator method:

Solution:
Using the operator notation:

To eliminate y(t):

Adding the last equations:

or,

finally,

The general solution for x(t):

For the solution of y(t):

Subtracting, we have

or,
finally,

The general solution for y(t):

To determine the number of independant constants in the solution:

The number of independant constants must be 2 (there are 4 now).

To eliminate 2 of them, substitute x(t) and y(t) in one of the

equations of them system:
Substituting into the first equation, we have:

or

Thus, we have
An alternative method for the solution of y(t):
First, find x(t) using the operator method.
To find y(t), obtain a relation that involves the unknown y but not
the derivative of y, e.g., by adding two equations:

and

Since, we already have;

Then,

Then, we get
EX: (coupled mixture problems)
Two tanks X and Y are interconnected. Tank X initially contains 100 liters of brine in which
there is dissolved 5 kg of salt, and tank Y initially contains 100 liters of brine in which
there is dissolved 2 kg of salt. Starting at time t=0,
- pure water flows into tank X at the rate of 6 liters/min,
- brine flows from tank X into tank Y at the rate of 8 liters/min,
- brine is pumped from tank Y back into tank X at the rate of 2 liters/min, and
- brine flows out of tank Y and away from the system at the rate of 6 liters/min.
The mixture in each tank is kept uniform by stirring.
How much salt is in each tank at any time t>0?
Solution:

x(t): amount of
salt in tank X

y(t): amount of
salt in tank Y

For each tank:

x(t) y(t) (rate of change) =(rate in) - (rate out)

From «IN» and «OUT» terms for each tank:

Initial conditions:
Using operator method:

Multiply first by (D+8/100), and multiply the second by 2/100, and

add two equations, we get:

or
2nd order,
Linear,
Homogenous,
Constant coeff.
Auxiliary equation:

or

with distinct roots: -1/25 and -3/25. Thus the general solution:

Use alternative procedure to find y(t), e.g., solving the first

equation for y:
We already have,

and

Then,

Applying the IC’s, we obtain:

Thus,

Question: What happens as t   ?

Ex: Coupled mass-spring system
Constract the equations for the motions of the following mass+spring system
(initial positions are a1 and a2; initial velocities are zero).

Solution:
Wrting the Newtons’ 2nd law for each mass, we get the
following system of equations:

Initial conditions:
Normal form of linear system of n first-order differential equations
with n unknowns:
Consider the n-th order linear differential equation:

Define new variables x1 , x2 , x3 ,... , such that

Then,
Then, a normal system of n first-order equations is obatined:

Thus, we see that an n-th order linear differental equation in one

unknown function can be converted into a system of n first-order
differential equation with n unknown functions, in normal form.