MA 102 (Mathematics II - Ordinary Differential Equations)

Department of Mathematics, IIT Guwahati

Semester: January-April, 2024

Solutions of Tutorial Sheet No. 5 Date of Discussion: April 19, 2024

Lectures 15-16: Systems of first-order equations, Matrix form of first-order

systems

1. Represent each of the following equations in terms of an equivalent system of first-order

equations:
(a) x′′ − t2 x′ − tx = 0, (b) x′′′ = x′′ − t2 (x′ )2 , (c) x′′ − 3x′ − 11x = sin t.
Further, write the derived systems in matrix form x̄′ = Ax̄ + b̄ (if possible).
Solution: (a) It can be written as a system as follows:
dx
= y,
dt
dy
= tx + t2 y.
dt
This system has the matrix form as follows:
[ ]′ [ ][ ]
x 0 1 x
= 2 .
y t t y

dx d2 y dy dy
(b) Take = y to get 2 = − t2 y 2 . Next, take = z to get the system as
dt dt dt dt
dx
= y,
dt
dy
= z,
dt
dz
= z − t2 y 2 .
dt
It is not possible to represent this system in x̄′ = Ax̄ + b̄ form since y appears nonlin-
early.
(c) It can be written as a system as follows (non-homogeneous):
dx
= y,
dt
dy
= 11x + 3y + sin t.
dt
This system has the matrix form as follows:
[ ]′ [ ][ ] [ ]
x 0 1 x 0
= + .
y 11 3 y sin t

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2. If a particle of mass moves in the xy-plane, its equations of motion are

d2 x d2 y
m 2 = f (t, x, y), m 2 = g(t, x, y),
dt dt
where f and g represent the x and y components, respectively, of the force acting
on the particle. Express this system of two second-order equations by an equivalent
system of four first-order equations.
Solution: It is easy to follow that the required system is
dx
= u,
dt
du f (t, x, y)
= ,
dt m
dy
= v,
dt
dv g(t, x, y)
= .
dt m

3. The vector functions x¯1 = [e−t , 2e−t , e−t ]T , x¯2 = [et , 0, et ]T , x¯3 = [e3t , −e3t , 2e3t ]T are
solutions to the system x̄′ (t) = Ax̄(t). Determine whether they form a fundamental
solution set. If they do, find a fundamental matrix for the system and give a general
solution.
Solution:
Given x¯1 = [e−t , 2e−t , e−t ]T , x¯2 = [et , 0, et ]T , x¯3 = [e3t , −e3t , 2e3t ]T .
Now,
e−t et e3t
W (x¯1 , x¯2 , x¯3 ) = 2e−t 0 −e3t = −2e3t ̸= 0.
e−t et 2e3t
Therefore, the given set of vectors is linearly independent and so it forms a fundamental
solution set. A fundamental matrix is given by
 −t 
e et e3t
Φ(t) =  2e−t 0 −e3t  .
e−t et 2e3t

The general solution is given by

   t   3t 
e−t e e
x̄(t) = Φ(t)c̄ = c1  2e−t  + c2  0  + c3  −e3t  .
e−t et 2e3t

4. Find the general solution of the following first-order equations:

{ dx
dt
= 4x − y,
dy
dt
= 2x + y.

Solution:
Given { dx
dt
= 4x − y,
dy
dt
= 2x + y.

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 The auxiliary equation is m2 − 5m + 6 = 0 giving the roots as m1 = 2, m2 = 3. The
two linearly independent solutions are
} }
x = A1 e2t x = A2 e3t
, .
x = B1 e2t x = B2 e3t

Using the relation (a1 − m)A + b1 B = 0, we get A1 = 1, B1 = 2, A2 = 1, B2 = 1. Hence,

the general solution can be written as
{
x(t) = c1 e2t + c2 e3t ,
y(t) = 2c1 e2t + c2 e3t .

5. Find the general solution of the following first-order equations:

{ dx
dt
= x + 3y,
dy
dt
= 3x + y.

Then, find the particular solution given that x(0) = 5 and y(0) = 1.
Solution:
Given { dx
dt
= x + 3y,
dy
dt
= 3x + y.
The auxiliary equation is m2 − 2m − 8 = 0 giving the roots as m1 = −2, m2 = 4. The
two linearly independent solutions are
} }
x = A1 e−2t x = A2 e4t
, .
x = B1 e−2t x = B2 e4t

Using the relation (a1 − m)A + b1 B = 0, we get A1 = 1, B1 = −1, A2 = 1, B2 = 1.

Hence, the general solution can be written as
{
x(t) = c1 e−2t + c2 e4t ,
y(t) = −c1 e−2t + c2 e4t .

using the initial conditions x(0) = 5, y(0) = 1, we get c1 = 2, c2 = 3.

Therefore, the specific solution is given by
{
x(t) = 2e−2t + 3e4t ,
y(t) = −2e−2t + 3e4t .

6. Solve the given equation x̄′ (t) = Ax̄(t) for

   
0 −2 0 −1 1 −2
(a) A =  1 2 0 , (b) A =  0 −1 4 .
0 0 −2 0 0 1
Solution: The solution is given by

x̄ = αeλt c̄.

We have to find the values of λ from the characteristic equation det(λI − A) = 0 and
the column vectors c̄ from (λI − A) = 0̄.
(a) The characteristic equation can be found as

(2 + λ)(λ2 − 2λ + 2) = 0

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 We get the characteristic values as λ = −2, 1 + i, 1 − i.
Let ū be the column vector corresponding to λ = −2. This can be obtained as

ū = [0 0 1]T .

Let v̄ be the column vector corresponding to λ = 1 + i. This can be obtained as

v̄ = [1 − i −1 0]T .

Let w̄ be the column vector corresponding to λ = 1 − i. This can be obtained as

w̄ = [1 + i −1 0]T .

Hence, the general solution can be written as

x̄ = α1 ūe−2t + α2 v̄e(1+i)t + +α3 w̄e(1−i)t .

(b) The characteristic equation gives the characteristic values as λ = −1 (repeated)

and λ = 1.
Let ū be the column vector corresponding to λ = −1. This can be obtained as

ū = [1 0 0]T .

Let v̄ be another column vector corresponding to the same root λ = −1. This can be
obtained as
v̄ = [t 0 0]T .
Let w̄ be the column vector corresponding to λ = 1. This can be obtained as

w̄ = [0 2 1]T .

Hence, the general solution can be written as

x̄ = α1 ūe−t + α2 v̄e−t + +α3 w̄et .

7. Show that the solutions for the system

{ dx
dt
= x + 2y,
dy
dt
= 3x + 2y.
{ {
x = 2e4t , x = e−t ,
are given by and
y = 3e4t , y = −e−t .
Further, show that the solutions of the above system can also be obtained by
(i) differentiating the first equation with respect to t and then eliminating y,
(ii) differentiating the second equation with respect to t and then eliminating x.
Solution: For the first part, proceed exactly in the same manner as in Problems 4
and 5. Then,
(i) Differentiate the first equation of the system to get
d2 x dx dy
2
= +2 . (1)
dt dt dt
Further, subtracting the first equation of the system from the second:
dy dx
= + 2x. (2)
dt dt
4
 dy
Eliminating between equations (1) and (2), we get the following second-order equa-
dt
tion in x:
d2 x dx
− 3 − 4x = 0.
dt2 dt
Its general solution is
x(t) = c1 e4t + c2 e−t .
(ii) Differentiate the second equation of the system to get

d2 y dx dy
2
=3 +2 . (3)
dt dt dt
Further, subtracting the second equation of the system from the first one multiplied
by 3:
dx dy
3 = + 4y. (4)
dt dt
dx
Eliminating between equations (3) and (4), we get the following second-order equa-
dt
tion in y:
d2 y dy
− 3 − 4y = 0.
dt2 dt
Its general solution is
y(t) = c1 e4t + c2 e−t .

8. We know that, for a system of two first-order equations, the complex roots a ± ib of
the auxiliary equations lead to the following solutions:
}
x = eat (A1 cos bt − A2 sin bt),
y = eat (B1 cos bt − B2 sin bt),

and }
x = eat (A1 sin bt + A2 cos bt),
y = eat (B1 sin bt + B2 cos bt).
Find the Wronskian of these solutions. Check whether it is mandatory that
A1 B2 − A2 B1 ̸= 0.
Solution:
We have
x1 (t) x2 (t)
W (x(t), y(t)) =
y1 (t) y2 (t)
eat (A1 cos bt − A2 sin bt) eat (A1 sin bt + A2 cos bt)
=
eat (B1 cos bt − B2 sin bt) eat (B1 sin bt + B2 cos bt)
= e2at (A1 B2 − A2 B1 ).

In order that the solutions are linearly independent, we must have A1 B2 − A2 B1 ̸= 0.

The End