Chapter 8: Problem 2
Use the method of undetermined coefficients to solve the given non-homogeneous system. $$\begin{aligned} &\frac{d x}{d t}=5 x+9 y+2\\\ &\frac{d y}{d t}=-x+11 y+6 \end{aligned}$$
Short Answer
Expert verified
The solution is \( \mathbf{x}(t) = C_1 e^{8t} \begin{bmatrix} 3 \\ 1 \end{bmatrix} + C_2 t e^{8t} \begin{bmatrix} 3 \\ 1 \end{bmatrix} + \begin{bmatrix} -\frac{13}{2} \\ -\frac{11}{2} \end{bmatrix} \).
Step by step solution
01
Formulate the System in Matrix Form
The system of equations can be expressed in matrix form as follows: \[\frac{d}{dt} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 5 & 9 \ -1 & 11 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} + \begin{bmatrix} 2 \ 6 \end{bmatrix}\]This indicates that we have a matrix equation where the vector for the derivatives is equal to the product of a matrix and a vector, plus a constant vector.
02
Solve the Homogeneous System
The homogeneous part is given by the equation:\[\frac{d}{dt} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 5 & 9 \ -1 & 11 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix}\]To solve this, find the eigenvalues and eigenvectors of the matrix \(A = \begin{bmatrix} 5 & 9 \ -1 & 11 \end{bmatrix}\). The characteristic equation is given by the determinant \(|A - \lambda I| = 0\). This leads to a quadratic equation that provides two eigenvalues.
03
Calculate Eigenvalues and Eigenvectors
Compute \(|A - \lambda I|\):\[\begin{vmatrix} 5-\lambda & 9 \ -1 & 11-\lambda \end{vmatrix} = (5-\lambda)(11-\lambda) - (-9) = \lambda^2 - 16\lambda + 56\]Solving \(\lambda^2 - 16\lambda + 56 = 0\), we obtain eigenvalues \(\lambda_1 = 8\) and \(\lambda_2 = 8\).For \(\lambda_1 = 8\), we solve for the eigenvector:\[\begin{bmatrix} -3 & 9 \ -1 & 3 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}\]And similarly for \(\lambda_2 = 8\). This gives the eigenvector \(\begin{bmatrix} 3 \ 1 \end{bmatrix}\).
04
Construct the Homogeneous Solution
The homogeneous solution is based on the eigenvalue and eigenvector:\[\mathbf{x}_h(t) = C_1 e^{8t} \begin{bmatrix} 3 \ 1 \end{bmatrix} + C_2 t e^{8t} \begin{bmatrix} 3 \ 1 \end{bmatrix}\]Where \(C_1\) and \(C_2\) are constants determined by initial conditions.
05
Guess the Particular Solution
For the method of undetermined coefficients, propose a particular solution of the form:\[\mathbf{x}_p = \begin{bmatrix} A \ B \end{bmatrix}\]Where \(A\) and \(B\) are constants to be determined. Substitute \(\mathbf{x}_p\) into the non-homogeneous system to solve for \(A\) and \(B\).
06
Substitute and Solve for Coefficients
Substitute \(\mathbf{x}_p = \begin{bmatrix} A \ B \end{bmatrix}\) into the equation:\[\begin{bmatrix} 5A + 9B + 2 \ -A + 11B + 6 \end{bmatrix} = \begin{bmatrix} A \ B \end{bmatrix}\]Equate coefficients to solve the system:1. \(5A + 9B + 2 = 0\) and2. \(-A + 11B + 6 = 0\).Solving these equations, we find \(A = -\frac{13}{2}\) and \(B = -\frac{11}{2}\).
07
Full General Solution
Combine the homogeneous and particular solutions:\[\mathbf{x}(t) = C_1 e^{8t} \begin{bmatrix} 3 \ 1 \end{bmatrix} + C_2 t e^{8t} \begin{bmatrix} 3 \ 1 \end{bmatrix} + \begin{bmatrix} -\frac{13}{2} \ -\frac{11}{2} \end{bmatrix}\]This is the complete solution of the non-homogeneous system.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Non-Homogeneous Differential Equations
Non-homogeneous differential equations have an extra term in the equation. This term is called the "non-homogeneous" part and differentiates these from the simpler, homogeneous equations.
In the given exercise, the non-homogeneous system of equations is:
To solve such systems, we develop the complete solution in two parts:
It involves proposing a form for the solution and determining the unknown coefficients by substituting back into the original equations.
In the given exercise, the non-homogeneous system of equations is:
- \( \frac{d x}{d t} = 5x + 9y + 2 \)
- \( \frac{d y}{d t} = -x + 11y + 6 \)
To solve such systems, we develop the complete solution in two parts:
- First, the homogeneous solution that involves differential terms without the constants.
- Second, the particular solution that accounts for the non-homogeneous part.
It involves proposing a form for the solution and determining the unknown coefficients by substituting back into the original equations.
Eigenvalues and Eigenvectors
Eigenvalues and eigenvectors play a crucial role in finding solutions to differential equations. In the given system, we transform it into matrix form:
The eigenvalues are found by determining the roots of the characteristic equation:
With these eigenvalues, we find the associated eigenvectors which are crucial for constructing the solution.
The eigenvector for \( \lambda_1 = 8 \) can be computed by solving:
- \( \frac{d}{dt} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 5 & 9 \ -1 & 11 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} \)
The eigenvalues are found by determining the roots of the characteristic equation:
- \(|A - \lambda I| = 0\)
- \( \lambda^2 - 16\lambda + 56 = 0 \)
With these eigenvalues, we find the associated eigenvectors which are crucial for constructing the solution.
The eigenvector for \( \lambda_1 = 8 \) can be computed by solving:
- \( \begin{bmatrix} -3 & 9 \ -1 & 3 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix} \)
Homogeneous Solutions
Homogeneous solutions form the first part of the complete solution for non-homogeneous differential systems. For the system given in the exercise, the homogeneous equation is:
The homogeneous solution is based on the general structure using these eigenvalues. In this case, since the eigenvalue \( \lambda = 8 \) is repeated, the solution takes the form:
It forms the foundational piece upon which we build the complete solution by adding the particular solution.
- \( \frac{d}{dt} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 5 & 9 \ -1 & 11 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} \)
The homogeneous solution is based on the general structure using these eigenvalues. In this case, since the eigenvalue \( \lambda = 8 \) is repeated, the solution takes the form:
- \( \mathbf{x}_h(t) = C_1 e^{8t} \begin{bmatrix} 3 \ 1 \end{bmatrix} + C_2 t e^{8t} \begin{bmatrix} 3 \ 1 \end{bmatrix} \)
It forms the foundational piece upon which we build the complete solution by adding the particular solution.