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Find the general solution of the system of ODE?

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  • 7 years ago
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    x' = 2x + y

    y' = x + 2y

    The fancy way to do it is by recasting it in terms of matrices:

    write X = [x; y], A = [2, 1; 1, 2], then

    X' = AX

    a solution is of the form X = B exp(rt), where exp is the exponential, r is to be determined as well as the constant vector B.

    X = B exp(rt), X' = r B exp(rt), insert this into the differential equation

    X' = AX

    rB exp(rt) = A B exp(rt)

    rB exp(rt) = AB exp(rt)

    rIB exp(rt) = AB exp(rt)

    or (A - rI)B exp(rt) = 0

    since exp(rt) =/= 0, then

    (A - rI)B = 0

    thus we see that B satisfies an eigen equation whose eigenvalues are given by r.

    nontrivial solutions (cf. a course linear algebra to know why) would correspond to

    det(A - rI) = 0

    find r, call them r1 and r2 with corresponding eigenvectors B1 and B2 (find these)

    Your final solutions is X = C (B1 exp(r1 t)) + D (B2 exp(r2 t)) ......... [Ans.]

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