Professional Documents
Culture Documents
CH 7.9: Nonhomogeneous Linear Systems: The General Theory of A Nonhomogeneous System of Equations
CH 7.9: Nonhomogeneous Linear Systems: The General Theory of A Nonhomogeneous System of Equations
CH 7.9: Nonhomogeneous Linear Systems: The General Theory of A Nonhomogeneous System of Equations
9:NonhomogeneousLinearSystems
The general theory of a nonhomogeneous system of equations
x1 p11 (t ) x1 p12 (t ) x2 p1n (t ) xn g1 (t )
x2 p21 (t ) x1 p22 (t ) x2 p2 n (t ) xn g 2 (t )
xn pn1 (t ) x1 pn 2 (t ) x2 pnn (t ) xn g n (t )
x2 (t )
g 2 (t )
p21 (t )
x(t )
, g (t )
, P(t )
x (t )
g (t )
p (t )
n
n
n1
p12 (t )
p22 (t )
pn 2 (t )
p1n (t )
p2 n (t )
pnn (t )
General Solution
The general solution of x' = P(t)x + g(t) on I: < t < has
the form
x c1x (1) (t ) c2 x ( 2 ) (t ) cn x ( n ) (t ) v (t )
where
c1x (1) (t ) c2 x ( 2) (t ) cn x ( n ) (t )
Diagonalization
Suppose x' = Ax + g(t), where A is an n x n diagonalizable
constant matrix.
Let T be the nonsingular transform matrix whose columns are
the eigenvectors of A, and D the diagonal matrix whose
diagonal entries are the corresponding eigenvalues of A.
Suppose x satisfies x' = Ax+g(t), , let y be defined by x = Ty.
Substituting x = Ty into x' = Ax + g(t), we obtain
Ty' = ATy + g(t).
or
y' = T-1ATy + T-1g(t)
or
y' = Dy + h(t), where h(t) = T-1g(t).
Note that if we can solve diagonal system y' = Dy + h(t) for y,
then x = Ty is a solution to the original system.
y1
y2
yn 0 y1 0 y2 rn yn hn (t )
yn
r1 0 0
0 r2 0
0 0 r
n
y1 h1
y2 h2
y h
n n
rk t
t0
e rk s hk ( s )ds ck e rk t , k 1, , n
3
t
1 2
(1)
( 2)
1
1
x(t ) c1
3t
1 t
c2 e
1
,
(1)(1) (1)(1) 1
2 1
1
1
1 1
( 2)
(1)(1) (1)(1) 1
2 1
(1)
1 1 1
1 1 1
1
, T
T
2 1 1
2 1 1
Example 1:
Diagonal System and its Solution (3 of 5)
Under the transformation x = Ty, we obtain the diagonal
system y' = Dy + T-1g(t):
y1 3 0
y2 0 1
y1
1 1 1 2e t
2 1 1 3t
y2
3 y1
1 2e t 3t
t
2 2e 3t
y2
y 2 y 2 2e
t y2 2te t
2
y1 3 y1 2e t
3 t 1
3t
c1e
2 3 9
3
t 1 c2e t
2
Example 1:
Transform Back to Original System (4 of 5)
We next use the transformation x = Ty to obtain the solution
to the original system x' = Ax + g(t):
x1
1 1 1 y1
2 1 1 y 2
x2
1 t
4
t
k1e k 2 e t te
2
3
, k c1 , k c2
1
2
1
5
2
2
k1e 3t k 2 e t 2t te t
2
3
3t
1 t t 1
3t
e k1e
1 1 2
2 6
1 1 te t 3 t 1 k e t
2
2
Example 1:
Solution of Original System (5 of 5)
Simplifying further, the solution x can be written as
1 t
4
t
k1e k 2 e t te
2
3
1
5
k1e 3t k 2 e t 2t te t
2
3
3t
x1
x2
1 3 t
e k 2
k1
1
1 t 1 1 t 1 t 1
1 4
e
e te t
1
2 1
3 5
1
2
Note that the first two terms on right side form the general
solution to homogeneous system, while the remaining terms
are a particular solution to nonhomogeneous system.
Undetermined Coefficients
A second way of solving x' = P(t)x + g(t) is the method of
undetermined coefficients. Assume P is a constant matrix,
and that the components of g are polynomial, exponential or
sinusoidal functions, or sums or products of these.
The procedure for choosing the form of solution is usually
directly analogous to that given in Section 3.6.
The main difference arises when g(t) has the form uet,
where is a simple eigenvalue of P. In this case, g(t)
matches solution form of homogeneous system x' = P(t)x,
and as a result, it is necessary to take nonhomogeneous
solution to be of the form atet + bet. This form differs
from the Section 3.6 analog, atet.
(1 of 5)
1 2
0
3
3t 1 2
Example 2:
Matrix Equations for Coefficients
(2 of 5)
Substituting
v(t ) ate t be t ct d
we obtain
2 t 0
ate a b e c Aate Abe Act Ad e t
0
3
t
Example 2:
Solving Matrix Equation for a
(3 of 5)
Example 2:
Solving Matrix Equation for b
(4 of 5)
1 1 0 b1 2
2 0 1 b2
1 1 b1
0 0 b2 1
1 0
0
b k choose k 0 b
1 1
1
(5 of 5)
0 t 1
1 4
e t
3 5
1
2
t1
x (t ) (t0 )x
(0)
(t ) 1 ( s )g( s )ds
t0
Summary
(1 of 2)
Summary
(2 of 2)