Elimination Method Handout

THE ELIMINATION METHOD TO SOLVE
SYSTEMS OF FIRST ORDER LINEAR EQUATIONS

ELECTRONIC VERSION OF LECTURE
Dr. Lê Xuân Đại

HoChiMinh City University of Technology
Faculty of Applied Science, Department of Applied Mathematics
Email: ytkadai@hcmut.edu.vn
HCMC — 2016.
Dr. Lê Xuân Đại (HCMUT-OISP) THE ELIMINATION METHOD TO SOLVE SYSTEMS OF FIRSTHCMC
ORDER—LINEAR
2016. EQUATION
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OUTLINE
1 HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT

COEFFICIENTS
2 NONHOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT

COEFFICIENTS
3 REAL WORLD
ORDER—LINEAR
2016. EQUATION
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Homogeneous linear systems with constant coefficients Elimination method
We now consider the homogeneous linear system
x0 (t) = ax + by
½
(A)
(1)
y 0 (t) = cx + dy (B)
The first equation (A) from (1) gives y in terms of x

and x0 0
x − ax
y= , (b 6= 0)
b
Differentiating this will give us y 0 in terms of x0 and x00
0x00 − ax0
y =
b
and we can now substitute these into the second
equation (B) from (1) to give
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2016. EQUATION
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x00 − ax0 x0 − ax
= cx + d ·
b b
Rearranging this gives a second order equation for x
x00 − (a + d)x0 + (ad − bc)x = 0
We shoud be able to solve this to find x(t), using the

techniques for second order linear homogeneous
equations. Once we know x(t) we can then use the
formula 0
x − ax
y=
b
to work out y(t).
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2016. EQUATION
4 / 26
EXAMPLE 1.1
Find the homogeneous solution of the system
x0 (t) = 7x + 3y
½
y 0 (t) = 6x + 4y
SOLUTION Rearranging the first equation we can

find y in terms of x
x0 − 7x
y=
3
and so, differentiating this,
0 x00 − 7x0
y =
3
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2016. EQUATION
5 / 26
Substituting these into the second equation gives

x00 − 7x0 x0 − 7x
= 6x + 4 · ⇔ x00 − 11x0 + 10x = 0
3 3
The characteristic equation is
½
k1 = 1
k2 − 11k + 10 = 0 ⇔
k2 = 10
Since x1 = ek1 t = et and x2 = ek2 t = e10t are linearly

independent solutions and thus the homogeneous
solution is
xh = C1 x1 + C2 x2 = C1 et + C2 e10t ⇒ xh0 = C1 et + 10C2 e10t .
xh0 − 7xh
⇒ yh = = −2C1 et + C2 e10t .
3
ORDER—LINEAR
2016. EQUATION
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EXAMPLE 1.2
x0 (t) = 4x − 3y
½
y 0 (t) = 3x + 4y

x0 − 4x
y=
−3
0 x00 − 4x0
y =
−3
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2016. EQUATION
7 / 26

x00 − 4x0 x0 − 4x
= 3x + 4 · ⇔ x00 − 8x0 + 25x = 0
−3 −3
½
2 k1 = 4 + 3i
k − 8k + 25 = 0 ⇔
k2 = 4 − 3i
We are interested in real linearly independent
solutions. So we use Euler’s formula
ek1 t = e(4+3i)t = e4t .e3it = e4t (cos 3t + i sin 3t)
ek2 t = e(4−3i)t = e4t .e−3it = e4t (cos 3t − i sin 3t)
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2016. EQUATION
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Then
e(4+3i)t + e(4−3i)t
x1 = = e4t cos 3t,
2
and
e(4+3i)t − e(4−3i)t
x2 = = e4t sin 3t
2i
are also 2 solutions of the equation x00 − 8x0 + 25x = 0.
Since x1 = e4t cos 3t and x2 = e4t sin 3t are linearly
solution is
xh = C1 x1 + C2 x2 = C1 e4t cos 3t + C2 e4t sin 3t
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2016. EQUATION
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⇒ xh0 = C1 .4e4t cos 3t + C1 e4t .3.(− sin 3t)+

+C2 .4e4t . sin 3t + C2 e4t .3 cos 3t
xh0 − 4xh
⇒ yh = = C1 e4t sin 3t − C2 e4t cos 3t
−3
Therefore,
xh (t) = e4t (C1 cos 3t + C2 sin 3t)
½
yh (t) = e4t (C1 sin 3t − C2 cos 3t)
Dr. Lê Xuân Đại (HCMUT-OISP) THE ELIMINATION METHOD TO SOLVE SYSTEMS OF FIRST
HCMC
ORDER
— 2016.
LINEAR EQUATION
10 / 26
EXAMPLE 1.3
x0 (t) = 5x − y
½
y 0 (t) = x + 3y

y = 5x − x0
y 0 = 5x0 − x00
5x0 − x00 = x + 3(5x − x0 ) ⇔ x00 − 8x0 + 16x = 0
HCMC
ORDER
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LINEAR EQUATION
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k2 − 8k + 16 = 0 ⇔ k1 = k2 = k0 = 4.
So x1 = e4t , x2 = te4t are linearly independent. Thus,

the homogeneous solution is
xh = C1 x1 + C2 x2 = C1 e4t + C2 te4t .
xh0 = C1 .4.e4t + C2 e4t + C2 .t.4e4t .

⇒ yh = 5xh − xh0 = C1 e4t + C2 t.e4t − C2 e4t
Therefore,
xh (t) = C1 e4t + C2 te4t
½
yh (t) = C1 e4t + C2 (t − 1).e4t

HCMC
ORDER
— 2016.
LINEAR EQUATION
12 / 26
Nonhomogeneous linear systems with constant coefficients Elimination method
Consider the nonhomogeneous linear system
x0 (t) = ax + by + f1 (t)
½
(C)
(2)
y 0 (t) = cx + dy + f2 (t) (D)
The first equation (C) from (2) gives y in terms of x

and x0 0
x − ax − f1 (t)
y= , (b 6= 0)
b
0 x00 − ax0 − f10 (t)
y =
b
and we can now substitute these into the second
equation (D) from (2) to give
HCMC
ORDER
— 2016.
LINEAR EQUATION
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x00 − ax0 − f10 (t) x0 − ax − f1 (t)

= cx + d · + f2 (t).
b b
x00 − (a + d)x0 + (ad − bc)x = f10 (t) + b.f2 (t) − d.f1 (t).
We shoud be able to solve this to find x(t), using the

techniques for second order linear
nonhomogeneous equations. Once we know x(t) we
can then use the formula
x0 − ax − f1 (t)
y=
b
to work out y(t).
HCMC
ORDER
— 2016.
LINEAR EQUATION
14 / 26
EXAMPLE 2.1
Find the general solution of the system
x0 (t) = 4x − 3y + e−t (1)
½
y 0 (t) = 2x − y (2)
SOLUTION The first equation (1) gives y in terms of

x and x0
0 −t
x − 4x − e
y=
−3
0 x00 − 4x0 + e−t
y =−
3
and we can now substitute these into the equation
(2) to give
HCMC
ORDER
— 2016.
LINEAR EQUATION
15 / 26
x00 − 4x0 + e−t x0 − 4x − e−t

− = 2x − ·
3 −3
x00 − 3x0 + 2x = 0.
k2 − 3k + 2 = 0
which has the roots k1 = 1 and k2 = 2.
Thus, x1 = ek1 t = et and x2 = ek2 t = e2t are linearly
solution is
x = C1 x1 + C2 x2 = C1 et + C2 e2t .
HCMC
ORDER
— 2016.
LINEAR EQUATION
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⇒ x0 (t) = C1 et + 2C2 e2t

x0 − 4x − e−t C1 et + 2C2 e2t − 4(C1 et + C2 e2t ) − e−t
⇒y= =−
−3 3
2 1
⇒ y = C1 et + · C2 e2t + e−t .
3 3
Therefore, the solution of the nonhomogeneous
linear system is

 x = C1 et + C2 e2t .
2 1
 y = C1 et + · C2 e2t + e−t .
3 3
HCMC
ORDER
— 2016.
LINEAR EQUATION
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SOLUTION 2
The second equation (2) gives x in terms of y and y 0

y0 + y
x=
2
Differentiating this will give us x0 in terms of y 0 and y 00
0 y 00 + y 0
x =
2
and we can now substitute these into the equation
(1) to give
HCMC
ORDER
— 2016.
LINEAR EQUATION
18 / 26
y 00 + y 0 y0 + y
= 4· − 3y + e−t
2 2
Rearranging this gives a second order equation for y
y 00 − 3y 0 + 2y = 2e−t .
The characteristic equation of homogeneous
equation is
k2 − 3k + 2 = 0
which has the roots k1 = 1 and k2 = 2.
Thus, y1 = ek1 t = et and y2 = ek2 t = e2t are linearly
solution is
yh = C1 y1 + C2 y2 = C1 et + C2 e2t .
HCMC
ORDER
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LINEAR EQUATION
19 / 26
Find a particular solution of nonhomogeneous

equation
y 00 − 3y 0 + 2y = 2e−t .
The particular solution has a form yp = t s .e−t .A. Since
α = −1 is not the root of characteristic equation then
s = 0 and yp = A.e−t .
2 yp = Ae−t
−3 yp0 = −Ae−t
1 yp00 = Ae−t
yp00 − 3yp0 + 2yp = 6Ae−t = 2e−t
1
⇒A=
3
HCMC
ORDER
— 2016.
LINEAR EQUATION
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1
The general solution is y = yh + yp = C1 et + C2 e2t + e−t .
3
1
⇒ y 0 (t) = C1 et + 2C2 e2t − e−t
3
t 2t 1 −t t 2t 1 −t
0
y +y C1 e + 2C2 e − e + C1 e + C2 e + e
⇒x= = 3 3
2 2
3
⇒ x = C1 et + · C2 e2t .
2
Therefore, the solution of the nonhomogeneous
linear system is
3

 x = C1 et + · C2 e2t .

2
1
 y = C1 et + C2 e2t + e−t .

3
HCMC
ORDER
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LINEAR EQUATION
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Real world Interconnected fluid tanks
INTERCONNECTED FLUID TANKS

Two large tanks, each holding 24 liters of a brine
solution, are interconnected by pipes. Fresh water
flows into tank A at a rate of 6L/min, and fluid is
drained out of tank B at the same rate; also 8L/min of
fluid are pumped from tank A to tank B, and 2L/min
from tank B to tank A. The liquids inside each tank
are kept well stirred so that each mixture is
homogeneous. If, initially, the brine solution in tank
A contains x0 (kg) of salt and that in tank B initially
contains y0 (kg) of salt, determine the mass of salt in
each tank at time t > 0.
HCMC
ORDER
— 2016.
LINEAR EQUATION
22 / 26
Assume that the lengths and volumes of the pipes

are sufficiently small that we can ignore the diffusive
and advective dynamics taking place therein.
Note that the volume of liquid in each tank remains

constant at 24L because of the balance between the
inflow and outflow volume rates.
HCMC
ORDER
— 2016.
LINEAR EQUATION
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1
Let x(t) be the mass of salt in tank A and y(t) be
the mass of salt in tank B.
x
2
The salt concentration in tank A is (kg/L), the
24
y
concentration of salt in tank B is (kg/L), so the
24
upper interconnecting pipe carries salt out of
8x
tank A at a rate of (kg/min); similarly, the lower
24
interconnecting pipe brings salt into tank A at the
2y
rate (kg/min). The fresh water inlet, of course,
24
transfers no salt (it simply maintains the volume
tank A at 24L.
HCMC
ORDER
— 2016.
LINEAR EQUATION
24 / 26
dx
3
From our premise, = input rate − output rate,
dt
so the rate of change of the mass of salt in tank A
is
dx 2y 8x y x
= − = −
dt 24 24 12 3
The rate of change of salt in tank B is determined
by the same interconnecting pipes and by the
6y
drain pipe, carrying away (kg/min) :
24
dy 8x 2y 6y x y
= − − = −
dt 24 24 24 3 3
4
The interconnected tanks are thus governed by a
system of differential equations.
HCMC
ORDER
— 2016.
LINEAR EQUATION
25 / 26
THANK YOU FOR YOUR ATTENTION
HCMC
ORDER
— 2016.
LINEAR EQUATION
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THE ELIMINATION METHOD TO SOLVE

SYSTEMS OF FIRST ORDER LINEAR EQUATIONS

Dr. Lê Xuân Đại

1 HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT

2 NONHOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT

We now consider the homogeneous linear system

The first equation (A) from (1) gives y in terms of x

x00 − (a + d)x0 + (ad − bc)x = 0

We shoud be able to solve this to find x(t), using the

SOLUTION Rearranging the first equation we can

Substituting these into the second equation gives

Since x1 = ek1 t = et and x2 = ek2 t = e10t are linearly

SOLUTION Rearranging the first equation we can

Substituting these into the second equation gives

ek2 t = e(4−3i)t = e4t .e−3it = e4t (cos 3t − i sin 3t)

xh = C1 x1 + C2 x2 = C1 e4t cos 3t + C2 e4t sin 3t

⇒ xh0 = C1 .4e4t cos 3t + C1 e4t .3.(− sin 3t)+

yh (t) = e4t (C1 sin 3t − C2 cos 3t)

SOLUTION Rearranging the first equation we can

The characteristic equation is

So x1 = e4t , x2 = te4t are linearly independent. Thus,

xh0 = C1 .4.e4t + C2 e4t + C2 .t.4e4t .

yh (t) = C1 e4t + C2 (t − 1).e4t

Consider the nonhomogeneous linear system

The first equation (C) from (2) gives y in terms of x

x00 − ax0 − f10 (t) x0 − ax − f1 (t)

We shoud be able to solve this to find x(t), using the

SOLUTION The first equation (1) gives y in terms of

x00 − 4x0 + e−t x0 − 4x − e−t

⇒ x0 (t) = C1 et + 2C2 e2t

The second equation (2) gives x in terms of y and y 0

Find a particular solution of nonhomogeneous

INTERCONNECTED FLUID TANKS

Assume that the lengths and volumes of the pipes

Note that the volume of liquid in each tank remains

THANK YOU FOR YOUR ATTENTION

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