MAT 423: O.D.
E II
Lawi George
Department of Mathematics
Masinde Muliro University of Science and Technology
September 17, 2024
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Organization
1 Lecture Objectives
2 Reduction of Higher order equations to systems of D.E
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Linear Systems of Differential Equations
By the end of this lecture, the learner should be able to
Reduce higher order differential equations to systems of linear
first order equations.
Evaluate eigenvalues and eigenvectors of matrices (Review of
Linear Algebra)
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Linear Systems of Differential Equations
A system of n linear first order differential equations in n unknowns
(an n Ö n system of linear equations) has the general form:
′
x1 (t) = a11 (t)x1 (t) + a12 (t)x2 (t) + a13 (t)x3 + · · · + a1n (t)xn + b1 (t)
′
x2 (t) = a21 (t)x1 (t) + a22 (t)x2 (t) + a23 (t)x3 + · · · + a2n (t)xn + b2 (t)
..
.
′
xn (t) = an1 (t)x1 (t) + an2 (t)x2 (t) + an3 (t)x3 + · · · + ann (t)xn + bn (t)
(1)
where the coefficients aij (t)′ s and bi (t)′ s are functions of t.
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Linear Systems of Differential Equations
The system of equations (1) above is most often given in a
shorthand format as a matrix-vector equation, in the form:
′
x = Ax + b (2)
where
a11 a12 ... b1
.. .. ..
A= . B=.
.
aK 1 aKK bn
′
x1 x1
′ .. ..
x = . and x = .
′
xn xn
The matrix of coefficients, A, is called the coefficient matrix of the
system. If every term bi (t) = 0. then the system is said to be
homogeneous, otherwise it is nonhomogeneous.
5 / 12 Lawi G. MAT 423
Linear Systems of Differential Equations
Every n-th order linear equation is equivalent to a system of n first
order linear equations.
Consider the second-order linear differential equation
′′ ′
y + q(t)y + r (t)y = f (t)
where q, r , f are continuous functions on some interval I . Solving
′′
the equation for y , we get
′′ ′
y = −q(t)y − r (t)y + f (t)
Introduce new dependent variables x1 , x2 as follows:
x1 = y
′ ′
x2 = x1 (= y )
Then
′′ ′
y = x2 = −q(t)x2 − r (t)x1 + f (t)
6 / 12 Lawi G. MAT 423
Linear Systems of Differential Equations
Thus the second order differential equation can now be written as
a system of first order equations
′
x1 = x2
′
x2 = −q(t)x2 − r (t)x1 + f (t)
Example
′′ ′
Reduce the second order equation y + 0.125y + y = 0
Solution
Change of variable: Set x1 , x2 as follows:
′ ′ ′ ′′
x1 = y , x1 (= y ) = x2 , x2 = y
Thus the second order differential equation can now be written as
a system of first order equations
′
x1 = x2
′
x2 = −x1 − 0.125x2
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Linear Systems of Differential Equations
The resulting system of equations can be expressed in matrix
equation as ′
x1 0 1 x1
′ =
x2 −1 −0.125 x2
′ 0 1
x = x
−1 −0.125
This is just a special/particular case of the “general” system of two
first order linear equations
′
x1 (t) = a11 (t)x1 (t) + a12 (t)x2 (t)
′
x2 (t) = a21 (t)x1 (t) + a22 (t)x2 (t)
′ a11 a12
x = x
a21 a22
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Linear Systems of Differential Equations
Example
′′′ ′′ ′
Reduce the third order equation y − y − 8y + 12y = 2e 2t
Solution
Change of variable: Set x1 , x2 , x3 as follows:
′ ′ ′ ′′ ′ ′′′
x1 = y , x1 (= y ) = x2 , x2 = y = x3 x3 = y
Thus the third order differential equation can now be written as a
system of first order equations
′
x1 = x2
′
x2 = x3
′
x3 = x3 + 8x2 − 12x1 + 2e 2t
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Linear Systems of Differential Equations
In matrix equation form the above system can be expressed as:
0 1 0 0
x′ = 0 0 1 x + 0
−12 8 1 2e 2t
This is just a special/particular case of the “general” system of
three first order linear equations
′
x1 (t) = a11 (t)x1 (t) + a12 (t)x2 (t) + a13 (t)x3 + b1 (t)
′
x2 (t) = a21 (t)x1 (t) + a22 (t)x2 (t) + a23 (t)x3 + b2 (t)
′
x3 (t) = a31 (t)x1 (t) + a32 (t)x2 (t) + a33 (t)x3 + b3 (t)
Example
′′′ ′′ ′
Reduce the third order equation 2y − 6y + 4y + y = sint
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Linear Systems of Differential Equations
Solution
x1 = y
′ ′
x1 (= y ) = x2
′ ′′
x2 (= y ) = x3
′ ′′′ ′′ ′ 1 1
x3 = y = 3y − 2y − y + sint
2 2
The resulting system of first order equations is
′
x1 = x2
′
x2 = x3
′ 1 1
x3 = − x1 − 2x2 + 3x3 + sint
2 2
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Linear Systems of Differential Equations
Exercise
Reduce the following equations to systems of first order equations
′′
(a) y + 2y = 4t
′′′ ′′ ′
(b) t 3 x + 4t 2 x − 8tx + 8x = 0
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