Chapter 5: Differential Equations I - 5.

35

SIMULTANEOUS DIFFERENTIAL EQUATIONS WITH

CONSTANT COEFFICIENTS

If x and y are two dependent variables and t is the independent variable, then the
pair of equations of the form
f1(D) X + fi(D)y = Ti (1)

</J1 (D) X + </J 2(D)y = T2 (2)

where f 1 , f2 , </) 1, </) 2 are polynomials in the operator D = ~ and T1 and T2 are func-
dt
tions of tis called a pair of simultaneous differential equations.
It is not possible to solve for the two dependent variables (unknowns), if only
one of the above equations is given.
If there are more than 2 dependent variables, we should have as 1nany equations
as the number of dependent variables.
To solve Equations (1) and (2) simultaneously, we proceed as in solving simulta-
neous algebraic equations.
We operate both sides of (1) by </JiD) and both sides of (2) by fi(D) and subtract
to eliminate y.
Thus we get
[f1(D) </Ji(D)-fi(D) </J1(D)] x = </Ji(D) T 1 - fi(D) T2 or f(D)x = T (3)
which is a linear equation in x and t with constant coefficients and can be solved
by the methods discussed already.

The value of x obtained by the solution of (3) is substituted either in (I) or (2) to
get the value of y.
The number of arbitrary constants that appear in the values of x and y should be
equal to the order of the resultant equation (3).
If more arbitrary constants are introduced in the process o f so Iv1ng
· th e equat·10ns,
the extra ones should be expressed in terms of th th
e o er constants.
Note~ We can also eliminate x , get a 1·mear equat10n · · · ·
1n y and t and solve 1t first.
 E x a m p le 5 .9 So lv e th e si m ul ta ne ou s eq ua tio ns
dx
dt + 2x - 3y = 5t
dy
- - 3x + 2y = 2 e 2 t
dt
D en ot in g ~ by D , th e gi ve n equa
dt tions become

(D + 2) x - 3y = St
(
-3 x + (D + 2) y = 2e 2 t
O pe ra ti ng (1 ) by (D + 2) ; (D + 2) 2
x - 3( D + 2) y = 5 + lOt
M ·u Jt ip Jy in g (2 ) by 3; (

-9 x + 3( D + 2) y = 6e21
 f - 5.41
Chap ter 5 ·· Div.1
l 'F. . .
f' f'l!l ll1U/ Hqumion.1·
· _

we ge t
A dd in g ( I )' an d ( 2 )'.
n
2/) +
(D 2 + 4D - 5).r = 5( I +
()(' .l l
)
()
A.E. is m~ +4m - 5::::
The ro ots are ,,, == I, _ 5
:. C. F. = A e' + B e-s,_
5 (I 2. 6 ·--- (' 2 I
P.r. == I
D 2 +4 D - 5 - + /J + ·0 2 +4 D - 5

6 ,,
+ 4 ) } _, ( I + 21) + 7
_ I { D(D e- 1
- - X 1- 5

4 D} ( I + 21) + §__ e 2 '

= - l X {l + 7
.5

= -(1 + 2t + ~) + ~ e''

= -2 t- 11 + ~e 2'
7 5
2
5 , - 2t - 11 + Q e '.
x =A e 1
+ B e-
5 7
wing two methods:
To find y, we may follow any one of the follo

Method 1 will get

Equations (1 ) and (2), we
If we eliminate x between 2 (4)
(D
2
+ 4D - 5)y = 15 t + 8e '

Solving (4) in the usual

manner, we will get
D -st
y= C e+ e - 3t- 5
t
12 + 8 e21
7
s A
we sh ou ld no t us e the same arbitrary co ns ta nt
Note@ In the solution of y, gh the va lue s of x and y ha ve be en
fo un d ou t.
n of x. Th ou
and B used in the solutio itr ary co ns tants. Th e so lu tio ns fo r
x and y
ms of fo ur arb
they are expressed in ter thi s pr ob lem , it is 2) as th e or de r of
th e
y constan ts (in
should contain as man an d D sh ou ld be ex pr es se d in te rm s of A
e the value s of C
Equation (3) or (4). Henc
and B as ex pl ain ed below:
and y in Equation ( 1),
Inserting the values of x

( Ae , _ 5Be -51
1 2) + ( 2Ae ' + 2Be
+ ;e 2, -
-51 + 1; e 4t _ ~'i6)
2, _

4 2 36 )= 5t
+ 3D e-
5
' + ~ e ' -9 t-
~( 3C e' 5

3 (A - C) e1 - 3 (B + D) e-5t = O
1.e.
:. C = A an d D = - B.
 Part /: Math ematics I
I- 5.42

re qu ire d so lu tio ns of th e give n equatio ns are

:. Th e
- - A r + B e- s, + 6 e2
1- 2t - J5l
X - e 7
12
3 - 5
51
y = A e1 - B e- + 78 e21 - t
and

Method 2
uation (1) an d (2).
W e eliminate Dy from Eq
D2x + 2Dx - 3Dy = 5
Op er ati ng ( 1) by D;

M ul tip ly in g (2) by 3; 2t
-9 x + 6y + 3D y = 6 e

21
9 5 + 6e
6y + x ,, + x , - x=
Ad di ng ; (5)
6e 21 - 5]
y = _ .l [x" + x' - 9x -
6
-St 6 e2t - 2t- 13 (6)
t +
xi s gi ve n by
x= A e + B e 7 5

Differentiating x w .r. t. t; (7)

, A et - 5 e-St + 12 e2, - 2
x= 7
r.t. t;
Fu rth er differentiating w. (8)
25Be-St + -
24e2'
x,,=A
e+t
7

(5) and simplifying,

Using (6), (7) and (8) in
72
48e 21 + 1 8 t+
51 - - -]
1
y= -- [ -6 A e 1
+ 6B e- 5
6 7

t 8 2t - 3t - -12
B e-S t + -e
1.e. A
y= e - 5
7

e Dx - (D - 2)y = co s
2t
Example 5.10 So lv

(D - 2) x +D y= sin 2t
(1)
Dx - (D - 2)y = co s 2t
(2)
(D - 2) x + Dy = sin 2t
sin 2t
D x - D (D - 2)y = - 2
2
Operating (I ) by D ;
2 co s 2t - 2 sin 2t.
Operating (2) by (D - 2)
; (D -2 )2 x + D (D - 2)y =
2 s 2t - 4 sin 2t
Ad di ng ; (2D - 4D + 4) x = 2 co
(3)
2 2t
Le. (D - 2D + 2) x = co s 2t - 2 sin

A.E. is m - 2m + 2 =
2 0
The roots are m = 1 ± i
 uations I 5.43
Glaprer 5: D(fferential Eq

C.F. == e' (A cos t + 8 sin

t)

P.l. == 1 (
- 2 sin 21)
D 2 _ 2 D + 2 cos 2t

- - 1 D1
- 2 · + 1 (cos 2t - 2 sin 2t)
_ 1 (D - J)
- - 2 · _5 (cos 2t - 2 sin 2t )

2t - cos 2t + 2 sin 2t )
== 1~ (- 2 sin 2t - 4 cos

== _ _!_ cos 2t
2 (4)
x =i
J.. cos 2t
(A cos t + B sin t) - 2
:·
A dd in g (I ) an d (2);
2Dx - 2x + 2y = sin 2t
+ cos 2t
(5)
2y = 2x - 2x ' + sin 2t
+ cos 2t

es of (4) w.r.t. t;
D iff er en tia tin g both sid sin 2t
(6 )
t + B sin t) + e1 (- A sin t + B cos t) +
x' = e1 (A co s
), we get,
U sin g (4) an d (6) in (5
e1 cos t - sin 2t
2y = 2A e1 sin t - 2B
(7)
t) - 1.. sin 2t
y = e1 (A sin t - B cos
... 2
equations.
d (7 ) co ns tit ut e the solutions of the given
N ow (4) an
= 2t
:,-t_:S; ,- Solve D 2x - Dy - 2x
'iJ+t.-..::c; ✓.
D x + 4D y- 3y =0

uation,
Rewriting the given eq
2 (I )
(D - 2) x- D y= 2t
(2)
D x + (4 D - 3) y = O

- 3);
Operating (1) by (4 D
(4 D - 3) y = 8 - 6t (l )'
(D2 - 2) (4 D - 3) x- D

Operating (2) by D;
2
D x + D (4 D - 3) y == O (2)'
get
Adding ( J)' and (2)', we
8 - 6t
(4D 3- 2D 2- 8D + 6) x ::::
I.e. (2D 3- D2 - 4D + 3)x = 4 - 3t (3)
I - 5.44 Pa n I: Mathematics I

A.E. is 2mJ - m-' - 4m + 3 ::: 0

t.e. ( 111 ·- I ) (2 111 2 + Ill - 1) ::: 0

i.e. (m - 1) (m - I ) ( 2m + 3) == 0

:. The roots are m = 1 I ' _1_

2
'
31
C.F. =( At + B) e' + Ce -2

P.I. = l ( 4 - 3t)
2
(D -1 ) (2 D+ 3)

2D )-t (1 -D ) -2 (4 -3 t)
= 1 ( 1+
3 3
2
= ; (1 - : ) (1 + 2D )(4 - 3t)

=!(1 +: D) (4 - 3t)

=! (4 -3 t-4 )

=- t.
3
--1
t (4)
x ::: (A t + B) et + Ce 2 -

we get
Eliminating Dy from (1) and (2),
4I Yx + Dx - Bx - 3y = St
(5)
y= .! (4x 11
+ x' - Bx - St)
3
t t 3 _lr
,
+ A e - - Ce 2 - I
From (4), x = (A t + B) e 2
9 _lr
Ce 2
and x
11
= (A t+ B) e' + 2A et+ 4
the values of x, x' and x II
in (5),
Using
I e --23 , r - - .
1
y = { (3 - t) A - B} e - -6 C 3

d2x
·
E xample 5.12 Solve - - - 3x - 4y = O
dt 2

d2 y
-- + X + )' == 0 if X = y = 1
dt 2
 uw,,m : t -5M
~C:::_'ha~'P1!:!_te.r_S: 1~!J!er1:__nua/ l~q
- - -- -- --

dx d
an d
dt =-/; = 0, vlhen t = <J

The gi ven equations are

O,
(lY - 3)X - 4y = ()
(2)
x + (IY + 1)y = 0

Op er ati ng ( 1) by (IY + 1);

(d - 3) x - 4 rd + 1) y = o
(d + lJ

M ul tip ly in g (2) by 4;
4x + 4( d + 1J y = o

Ad di ng ,
2 2
A.E. is (m - 1) = O
(3)
Ro ot s are m = ±1, ±1
x = (At + B) e1 + (Ct + D ) e- '
:. Solution is
(4)
Differentiating x w.r.t. t;
t+ D ) e- ' + C e- '
x' =( At + B) e' + A er - (C
(5)
Differentiating further ' - 2C, e_,
2 A e' + (Ct + D ) e-
x" = (At + B) e' +

From (1),
l
Y --4
(x " - 3x)

r]
- 2 (C t+ D) e- r - 2C e-
=~ [-2 (A t+ B) e1 + 2A e'

(6)
=-1. (A t+ B)e' + A i- l (Ct+ D) e- r - C2 e- r
2 2
2
(7)
y' = - ~ (At + B) e' + ~ (Ct + D) e- r

Using the condition x =1

when t =O in (3),
B +D = I
(8)

when t = 0 in (6),
Using the condition y = I
A -B C+D
--=I
2 2
 A - ll - C - D = 1

i.e. . . ,, : : owhen t == Om
· (4) ,
. the cond1uon .l
l1~ing A+ B + C - D = 0
. . y' _ owhen t = 0 in (7),
Using the con diuo 0 -
- B+ D = 0
(I 1)
. , . ns (8), (9), (10), and (11), we get
Solving equauo
3 _ l _ 3
A- - B-- C- - -
- 2, 2' 2' D= -1
2
Using these values in (3) and (6), the required particular solutions are

x= 1+ 3t) e
(2 + (1-3t) e 1
-t and
2

Example :s.:f, ,'.';, Solve (D2 - 5) X + 3y = sin t

-3x + (D2 + 5) y = t
Eliminating y from the given equations, we get (D4 - 16).x = 4 sin t- 3t
A.E. is m4 - 16 = 0
The roots are m = ±2, ± i 2.
C.F. = A e2 1 + B e-2 ' + C cos 2t + D sin 2t

P.I. = 4 · 1 3
sin t - t
D4 -16 D 4 -16

= - _i_ sin t + 1-(1 + D

15 16 16
4
)-t t
4 . 3
=--s mt+ -t
15 16
2
x = A e 1 + B e-2 ' + C cos 2t + D sm
.
2t -
4 ·
sm t +
.l,
16
(1)
15
x' = 2A e21 - 2B e-2 , - 2C sin 2t + 2D cos 2t- 4 cost
15
and 4 stn
· t
x" = 4A e2 ' + 4B e-2 1 - 4C cos 2t - 4D sin 2t + 15
From th •
e given equation,
 l E q u a tio ns I - 5 .4 7
p te r 5 : D if fe re m ia
Ch a
1
Y == 3 [Sx - x" + sin t]

21 2 t - I s i n t +15-
6t -
+ 3C cos 2 t + 3 D s m
·
== -A
3 e + .!3!.e - 21 5