Chapter - 3, Bahaqn Kuliah Minggu 6-1 Dan 6-2

Engineering Mathematics 工程數學
Chapter 3
System of Differential Equation

Bahan kuliah Matek Minggu 6-1 dan 6-
2 Dep.T.Mesin FT.UH
Oleh:
Dr. Ir. Luther Sule .,MT
Page 1 Copyright @ CAE Lab.

• Introduction: Vector, Matrix, Eigenvalue
dy1
dt  3 y1  y 2  5
 y1  
 y1  y 2  t
dy2
dt y  
 y2 
3  1 3    1  5
A  A  I    f 
1 1   1 1    t 

y   dtd y  Ay  f  homogeneou s f  0  dy
dt  Ay
Ax  b  x  A 1 b

• <Example1> Mixing problem involving two

tanks
Ax  x ( A  I ) x  0
x nontrivial solution
A  I  0 - - - - - - - (a)
3 1
 2  4  4  (  2) 2  0    2
1 1 

(1)  2,  eigenvalue

3  2  1   x1  0
 1 1  2  x   0  x1  x2  0  x1  x2  c
  2   
 x1  c  1
x        c 
 x2  c  1

§3.1 Introductory Examples

2gal/min
T2 T1

2gal/min

t  0, c  0, c2  100
150lbs
gal  1 . 5 lbs
gal
v1  100 gal , v 2  100 gal

y1  0lbs , y 2  150lbs
(accumulat ion  input - output)
dy1
dt  2( y2
100 )  2( y1
100 )  0.02 y 2  0.02 y1
dy1
dt  Q2 c2  Q1c1
dy2
dt  2( y1
100 )  2( y2
100 )  0.02 y1  0.02 y 2

t  0, y1  0, y2  150
 y1   0.02 0.02 
y  A 
 y2   0. 02  0 .02 
y   Ay
 0.02   0.02
A  I 
0.02  0.02  
 (0.02   ) 2  (0.02) 2  2  0.04  0
   0 or   0.04

dy
dt  Ay
let y  e t x, x a constant v ector
t t
y1  e x1 , y2  e x2
t t
dy
dt  e x  A (e x )
x  Ax
( A  I ) x  0

(1)1  0
(0.02  0) x1  0.02 x2  0 x1  1
  x1  x2 choose 
0.02 x1  (0.02  0) x2  0  x2  1
0t 1 1 1
y  e       dt  Ay ,0  A    0
(1) dy
1 1 1

(2)2  0.04
[0.02  (0.04) x1 ]  0.02 x2  0  x1  1
  x1   x2 choose 
0.02 x1  [0.02  (0.04) x2 ]  0  x2  1
 0.04t  1  2 t ( 2 ) ( 2 ) 1
y e
( 2)
 1  e x , x   1
   

(3) general solution

y  c1 y (1)  c 2 y ( 2 )
 y1  1  0.04t  1 
 y   c1 1  c 2 e   1
 2    
 0  c1  c 2
  c1  75, c 2  75
150  c1  c 2
 y1  1  0.04t  1 
y   75 1  75 e   1
 2    
y1  75  75e  0.04t
y 3  75  75e  0.04t
<Example2> Model of an electrical

network
L=1 henry C=0.25 farad
I1 I2
E L  LI 
R1  4 E R  RI
Ec   Idt 
1 Q
E=12V c c
R2  6

(3) general solution

 I1   2t 2  0.8t 1  3 
I   J  J h  J p  c1e 1   c 2 e 0.8  0
 2      
0   2 1  3
t  0, I 1  I 2  0, J (0)     c1    c 2       c1  4, c 2  5
0  1   0 .8   0 
 I 1  8e  2t  5e 0.8t  3
  2t  0 .8 t
 2 I   4 e  4 e

§3.2 Basic Concepts and Theory
y1  f 1 (t , y1 , y 2 ...... y n )
y 2  f 2 (t , y1 , y 2 ,.... y n )
......................................
......................................
y n  f n (t , y1 ,.......... y n )
y1 (t 0 )  k1 y 2 (t 0 )  k 2 , ……………….. y n (t 0 )  k n

Theorem 1: Existence and uniqueness

theorem
| t  t0 | 
f1 , f 2 , f 3 ................ f n
f1 f1 f1 f n are continues
, , ,.......
t y1 y 2 y n

y1  a11 (t ) y1  a12 (t ) y 2  ......a1n (t ) y n  g1 (t )
y 2  a 21 (t ) y1  a 22 (t ) y 2  ......a 2 n (t ) y n  g 2 (t )
.
.
.
y n  a n1 (t ) y1  a n 2 (t ) y 2  ......a nn (t ) y n  g n (t )

y i (t 0 )  k i
i  1,2,3,..........n
f1  a11 (t ) y1  a12 (t ) y 2  ......a1n (t ) y n  g1 (t )
f 1
 a11 (t )
y1

theorem 2:
Existence and uniqueness theorem
(Linear system)

| t  t 0 | 
a11 , a12 ,........a1n are cnstant and continuous
 a11 a12 . . a1n   y1   g1   k1 

a a . . a2n  y  g  k 
 21 22  2  2  2
A . . . . . y   .  g .  k   . 
       
. . . . .
 .  .  . 
an1 a n 2 . . a3n   
k n 
 yn 
  g n  
y   Ay  g y ( 0)  k
Theorem 3:
Superposition principle (linear principle)
Linear, homogeneous

y   Ay
y 1  Ay 1
y 2  Ay 2
y  c1 y 1  c 2 y 2
y  c1 y 1  c 2 y 2  c1 Ay 1  c 2 Ay 2  A(c1 y 1  c 2 y 2 )  Ay
Suppose ( n 1) ( n2)

y  a1 y
(n)
 a2 y  ......  a n y  b

y1  1
y1  y 2
y2  y  y
y2  y3
y 3  y   y 2
.....................  y3  y4
.......... ..
......................
.......... ..
yn  y ( n 1)
 y n 1
yn 1  y n
 y n  y   a1 y n  a 2 y n 1  .......  a n y1  b
(n)
y   Ay  g
y   Ay  g
0
 0 0 ....... ...... ...... 0 
0
 0 0 ....... ....... ...... 0   

 0 0 ...... ....... ....... 0  ...
A . g 
 0 0 ........ ...... ...... 0  ...
 0 0 ...... ....... ....... 0  ...
   
 a n  a n 1 .... ..... ......  a1   b 

General Solution (homogeneous)
y   Ay A nn is a known function of t

y (1) , y ( 2 ) ,......, y ( n ) n solution
y  c1 y (1)  c 2 y ( 2)  .......  c n y ( n )
(1) ( 2) (n)
y , y ,......, y linear independen t
c1 y (1)  c 2 y ( 2 )  .......  c n y ( n )  0
 c1  c 2  ...........  c n  0
Example
1
y (1)  0
0
c1  0  0
c1  0
0  c1 y (1)
 c2 y ( 2)
 0  0  c2  0 
y ( 2)  1 c2  0
00  0
0
 linear independent

Wronskian
 y1(1) y1( 2 ) ... y1( n ) 

 (1) (n) 
 y2 y 2( 2 ) ... y2 
W (y , y ,.......y ) 
(1) ( 2) (n)
 . . ... . 
 (1) (n) 
 y n y n( 2 ) ... y n 
linear
W  0  y (1) , y ( 2) ,......, y ( n ) independent
W 0 linear dependent

§3.3 Homogeneous Systems with

Constant Coefficients.
Phase Plane, Critical Points

y   Ay tr y solution
t
y  xe  parameter
y   xe t x constant v ector
xe t  Axe t  x  Ax  ( A  I )x  0
A  I  0, x  0 trivi al solution
A  I  0  i eigenvalue x (i ) eigenvecto r

y ( i )  x ( i ) e i t
x1(1) e 1t  x1( n ) e nt
x (22 ) e 1t  x (2n ) e nt
W  y (1) y ( 2)  y ( n ) 
  
x (nn ) e 1t  x (nn ) e nt
x1(1)  x1( n )
x (22 )  x (2n )
 e 1t  nt
  
x (nn )  x (nn )

Theorem 1: General solution
x (1)
 x (n)
0
(1)
x ,x x ( 2) ( n)
 linear independen t
(1) ( 2) (n)
y (t ) y (t )  y (t )
 linear independen t all t

y  c1y (1)  c2 y ( 2 )    cn y ( n )
y (t0 )  K  c1y (t0 )  c2 y (t0 )    cn y (t0 )
(1) ( 2) (n)
 c1   K1 
c  K 
 

 2   x (1)  x ( n )  1
n n
 2
 
   
cn  Kn 

<Example2> proper node

y   Ay
1 0
A   
 0 1 
1  t 0 t
y  c1   e  c 2   e
0  1 
y1  c1 e t , y 2  c 2 e t

•<Example3> saddle point
1 0 
A 
 0  1
1  t 0  t
y  c1   e  c 2   e
0  1 

<Example4> center
 0 1
A 
  4 0 
1  2i,  2  2i
1  2 it 1   2 it
y  c1   e  c 2   e
 2i    2i 
2 y12  1
2 y 22  c

<Example5> spiral point
1    i  1 1 
A 
 2    i  1  1
1  1  i
2  1  i

§ 3.4
Criteria for Critical Points,
e t
Stability

y   Ay
y1  a11 y1  a12 y 2
 a11 a12 
A  y 2  a 21 y1  a 22 y 2
a 21 a 22 
t
y  xe
t t
y  xe  Ay  Axe

dy1
dy1 dt a11 y1  a12 y 2 0
  
dy 2 dy 2 a 21 y1  a 22 y 2 0
dt
 critical point

a11   a12 
| A  I ||    0  (a11   )( a 22   )  a12 a 21  0
 a 21 a 22   
 2  (a11  a 22 )  a11a 22  a12 a 21  0

 2  p  q  0
p  a11  a 22
let q  a11a 22  a12 a 21  det( A)    p 2  4q
p p 2  4q p  p  p 2  4q p 
1    2   
2 2 2 2 2 2

(1) node, if g0 and 0
1  0
p0
2  0
p  0  1  0
2  0

(2) saddle point if q0
1  0 1  0 p0 and q0

2  0 2  0
(3) center if
 4q   4q
1  i |q| 2   i | q |
2 2

(4) spiral point if p0 and 0
p ||
1   i
2 2
p ||
2   i
2 2
p
t |  | |  |
y  e 2 [c1 cos t  c 2 sin t]
2 2
stability: t  y1 or y 2   unstable
t  y1  y 2  0 stable
dy
 Ay  d
dt
y  f (y )
dy i
 f i ( y1 , y 2 ,....... y n )
dt dt
A is constant matrix d
y  Ay  0( )
dt
y   Ay
p 0 is called a stable and attractive critical point of  a11 a12 
A 
a a
 21 22 
if p 0 is stable and every trajectory that has a point in D
approaches p0 as t  (see textbook page172)

Criteria for critical point
(a) stable and attractive if p0 or q0
(b) stable if p0 and q0
(c) unstable if p0 or q0

§ 3.5
Qualitative Methods for
Nonlinear Systems

Autonomous system: y   f (y )
Thus y1  f 1 ( y1 , y 2 )
y 2  f 2 ( y1 , y 2 )
Critical point ( y 1 *, y 2 *)  (0,0)
f 1 ( y *1 , y *2 )  0  ~y  ~f ( ~y , ~y )
1 1 1 2
f 2 ( y *1 , y *2 )  0  ~y  ~f ( ~y , ~y )
2 2 1 2

dy1 * *
dy1 dt f ( y , y 2) 0
  1 1

dy 2 dy 2 * *
f 2 ( y1 , y 2 ) 0
dt
At Critical Point, we can’t define the slope
*
dy 2 f 0
 2
*

dy1 f 1 0

Let
~y  y  y * ~y  y  y *
1 1 1 and 2 2 2
~y *  y *  y *  0
1 1 1
~y *  y *  y *  0
2 2 2

~ * ~ ~ ~ ~
y1  f 1 ( y1 , y 2 )  f 1 ( y1  y1 , y 2  y 2 )  f 1 ( y1 , y 2 )
*

f 1 ( y1 , y 2 )   a ij y1i y 2j
i 0
 a 00
 a10 y1  a 01 y 2
 a 20 y12  a11 y1 y 2  a 02 y 22
 a 30 y13  a 21 y12 y 2  a12 y1 y 22  a 03 y 23
 .............................

f 1 ( y1 , y 2 )  a 00  a10 y1  a 01 y 2  h1 ( y1 , y 2 )
f 2 ( y1 , y 2 )  b00  b10 y1  b01 y 2  h2 ( y1 , y 2 )
(0,0) is critical point
f 1 (0,0)  0  a 00
f 2 (0,0)  0  b00

| y1 |   | h1 || a10 y1  a 01 y 2 |

| y 2 |   | h2 ||b 10 y1  b01 y 2 |
y1  a10 y1  a 01 y 2
y 2  b10 y1  b01 y 2

Example 1:
ma   Fi
ma  mg sin   0
mL   mg sin   0
   k sin   0
mg g
k 
mL L

let y1  
y 2  y1   
y1     y 2
 y 2      k sin   k sin y1
y   f (y )  nonlinear system
y1  y 2  f 1 ( y1 , y 2 )

y 2  k sin y1  f 2 ( y1 , y 2 )
critical point f 1 ( y1 , y 2 )  0
f 2 ( y1 , y 2 )  0
y2  0
sin y1  0, y1  0, ,2

§3.6
Nonhomogeneous Linear
Systems
y   Ay
General solution y  y (h)
y ( p)

<Example 1> method of Undetermined Coefficients
2  4  2t 2  10t 
y  Ay  g    y 2 
1  3 t  9t  3

(1)y ( h )  c1y (1)  c2 y ( 2 )  c1x (1) e 1t  c2 x ( 2) e 2t

2 4
A  I   ( 2   )( 3   )  4  0
1 3
4 (1)
1  1  x (1)
  , y  x (1) e t
1 
1 ( 2 )
2  2  x ( 2)
  , y  x ( 2) e  2t
1

(2)let y  a 0  a1t  a 2t
( p) 2
( p )
y  0  a1  a 2  2t  Ay  g
( p)
2 2 10 0

 Aa 0  Aa1t  Aa 2t   t   t   
2
1  9  3 

 2  1
t  Aa 2     0, a 2   
2
1  0 
10 0 
t  Aa1     2a 2 , a1   
9  3 
0  0 
t  Aa 0     a1 , a 0   
0
3  0 
0  1 2
y   t   t
( p)
3  0 
 4 t 1  2t  t 2 
y  y (h)  y ( p)  c1   e  c2   e   
1  1 3t 
Method of Variation of Parameters
y  A(t )y  g (t )
Basis y (1) , y ( 2 )  y ( n )
 c1 
c  

y ( h )  c1y (1)  c2 y ( 2 )    cn y ( n )  y (1) , y ( 2)  y ( n )   2   Y (t )c
 
 
c n 


y (h)
 Yc  Ay ( h )  AYc (Y  AY )c  0 and c  constant
Y  AY  0
 (1) ( 2 ) ( n ) 
   
Y  y , y  y   Ay (1) , Ay ( 2)  Ay ( n )  A y (1) , y ( 2)  y ( n )  AY
 

let y ( p )  Y(t )u(t )

( p )
y  Yu  Yu  AYu  g  Yu  g, u  Y 1g
u   Y 1gdt
y ( p )  Y (t )u(t )  Y  Y 1gdt , y ( h )  Yc
yy (h)
y ( p)
 Yc  Y  Y gdt
1

Method of Diagonalization
y   Ay  g
A n  n constant matrix
A  I  (1   )(2   )  (n   )  0
1 , 2  n n - eigenvalue
x (1) , x ( 2 )  x ( n ) n - eigenvecto rs

1 0 1  0 
A  1  1, x   ; 2  1, x   
(1) ( 2)
0 1  0  1 
A symmetric

Χ  x , x x
(1) ( 2) (n)

   
AΧ  Ax (1) , Ax ( 2)  Ax ( n )  1x (1) , 2 x ( 2 )  n x ( n )  Χλ
Χ 1AΧ  λ

1
z  Χ y, y  Χz
z   Χ 1 y   Χ 1 (Ay  g)
1 1 1
 Χ (AΧA g)  Χ AΧΧ Χ g
 1
z  λz  Χ g

 z1  1   z1   f1 (t ) 
 z   2   z   f (t ) 
 2    2    2 
         
      
 z n   n   z n   f n (t )
zi  xi zi  f i
zi  ci e it  e i t  e it f i dt
( y  py  h, y p  e  e hdt  e  e fdt )
  pt pt t  t

Chapter - 3, Bahaqn Kuliah Minggu 6-1 Dan 6-2

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Chapter - 3, Bahaqn Kuliah Minggu 6-1 Dan 6-2

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Engineering Mathematics 工程數學

System of Differential Equation

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• Introduction: Vector, Matrix, Eigenvalue

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• <Example1> Mixing problem involving two

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(1)  2,  eigenvalue

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§3.1 Introductory Examples

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v1  100 gal , v 2  100 gal

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1 1 1

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(3) general solution

<Example2> Model of an electrical

L=1 henry C=0.25 farad

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(3) general solution

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§3.2 Basic Concepts and Theory

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Theorem 1: Existence and uniqueness

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y1  a11 (t ) y1  a12 (t ) y 2  ......a1n (t ) y n  g1 (t )

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f1  a11 (t ) y1  a12 (t ) y 2  ......a1n (t ) y n  g1 (t )

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a11 , a12 ,........a1n are cnstant and continuous

 a11 a12 . . a1n   y1   g1   k1 

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Suppose ( n 1) ( n2)

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General Solution (homogeneous)

y   Ay A nn is a known function of t

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 y1(1) y1( 2 ) ... y1( n ) 

W 0 linear dependent

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§3.3 Homogeneous Systems with

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Theorem 1: General solution

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<Example2> proper node

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•<Example3> saddle point

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<Example5> spiral point

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 2  (a11  a 22 )  a11a 22  a12 a 21  0

Critical point ( y 1 , y 2 )  (0,0)