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k
() =
(k)
, the k
th
derivative of f provided it exists, and we use these to define the differential operator.
L = o
n
n
+o
n-1
n-1
+o
1
+o
1
iJ
Copyright Rene Barrientos Page 8
such that
L(y) = (o
n
n
+o
n-1
n-1
+o
1
+o
0
iJ)(y)
= o
n
y
(n)
+o
n-1
y
(n-1)
++o
1
y +o
0
y
Remark: We usually do not write the identity operator as iJ. Instead, we simply use the numeral coefficient
o
0
as a multiplicative operator. Thus
2
+2 +SiJ
is written simply as
2
+2 +S. If we apply this operator to a function y, the result is
(
2
+2 +S)(y) = y +2y' +Sy
As we have seen before, L is a linear operator.
We define the product of operators as follows: If L
1
and L
2
are operators, then their product L
1
L
2
is
defined by
L
1
L
2
(y) = L
1
(L
2
(y))
If all the coefficients o
]
are constant, then these operators are commutative, that is, if L
1
and L
2
are linear
operators with constant coefficients, then
L
1
(L
2
(y)) = L
2
(L
1
(y))
Commutativity is not a property that is shared by operators with non-constant coefficients.
Example 15 Show that L
1
= ( -1) and L
2
= ( +S) commute.
Solution
We need to show that ( -1)( +S)(y) = ( +S)( -1)(y).
Applying the definition,
( -1)( +S)(y) = ( -1)|( +S)(y)]
= ( -1)|y +Sy]
= ( -1)y +( -1)(Sy)
= y -y +Sy -Sy
= y +2y -Sy
On the other hand,
( +S)( -1)(y) = ( +S)|( -1)(y)]
= ( +S)|y -y]
= ( +S)y -( +S)(y)
= y +Sy -y -Sy
= y +2y -Sy
Thus, ( -1)( +S) = ( +S)( -1)
Systems and Operators
Although we will use a 2 2 system in this discussion, the results derived can be used just as well in the
general n n case. Consider the linear first order system
_
Jx
Jt
= o
1
(t)x +b
1
(t)y +
1
(t)
Jy
Jt
= o
2
(t)x +b
2
(t)y +
2
(t)
We may write this system using operators as follows:
Copyright Rene Barrientos Page 9
x = o
1
(t)x +b
1
(t)y +
1
(t)
y = o
2
(t)x +b
2
(t)y +
2
(t)
Moving all terms that involve the variables x and y to the left hand side,
x -o
1
(t)x -b
1
(t)y =
1
(t)
-o
2
(t)x +y -b
2
(t)y =
2
(t)
Thus,
( -o
1
(t))x -b
1
(t)y =
1
(t)
-o
2
(t)x +( -b
2
(t))y =
2
(t)
Example 16 Write the system
x = x +4y +t
y = 2x -Sy
in operator form.
Solution
Writing the system as
x -x -4y = t
-2x +y +Sy = u
we obtain
( -1)x -4y = t
-2x +( +S)y = u
Here L
1
= ( -1), L
2
= -4, L
3
-2, and L
4
= ( +S). Two of the operators constant and this
system is not homogeneous.
Example 17 Write the system
x
i
= x +y -z
y = x -y +z
z = -x +y +z
in operator form.
Solution
Writing the system as
x -x -y +z = u
-x +y +y -z = u
x -y +z -z = u
we obtain the homogeneous system
( -1)x -y +z = u
-x +( +1)y -z = u
x -y + ( -1)z = u
Here L
11
= ( -1), L
12
= -1, L
13
= 1, L
21
= -1, L
22
= ( +1), L
23
= -1, L
31
= 1, L
32
=
-1 and L
33
= ( -1).
Observe how double subscripts have been used to identify the row and column in which the
operator occurs.
If the coefficient functions are constant, then operators commute and systems may be solved by familiar
algebraic methods. Let us therefore assume that o
1
(t), o
2
(t), b
1
(t), and b
2
(t) are constants. Then system
(2) may be written as
( -o
1
)x -b
1
y =
1
(t)
Copyright Rene Barrientos Page 10
-o
2
x +( -b
2
)y =
2
(t)
which has the form
L
1
x +L
2
y =
1
(t)
L
3
x +L
4
y =
2
(t)
(7)
where L
1
= -o
1
, L
2
= -b
1
, L
3
= -o
2
, and L
4
= -b
2
We may eliminate either variable by adding a suitable multiple
2
of one equation to another. Say, for
example, that we want to first obtain a single ordinary differential equation for x(t). Then we eliminate y by
operating with L
2
on the second equation, with L
4
on the first equation, and subtracting the result:
L
4
|L
1
x +L
2
y =
1
(t)] - L
4
L
1
x +L
4
L
2
y = L
4
1
(t)
L
2
|L
3
x +L
4
y =
2
(t)] - L
2
L
3
x +L
2
L
4
y = L
2
2
(t)
Since the operators involve constant coefficients, they commute. Therefore, L
4
L
2
= L
2
L
4
. When we
subtract the second equation from the first, we obtain
(L
4
L
1
-L
2
L
3
)x = L
4
1
(t) -L
2
2
(t) (8)
The operator L
4
L
1
-L
2
L
3
is very reminiscent of a determinant. In fact, because of the multiplicative
properties of these constant coefficient operators, we can write
L
4
L
1
-L
2
L
3
= L
1
L
4
-L
3
L
2
= _
L
1
L
2
L
3
L
4
_
Similarly,
L
4
1
(t) -L
2
2
(t) = _
1
(t) L
2
2
(t) L
4
_
Hence, equation (8) can be written compactly as
_
L
1
L
2
L
3
L
4
_ x(t) = _
1
(t) L
2
2
(t) L
4
_
A similar elimination procedure gives us an equation for y(t):
_
L
1
L
2
L
3
L
4
_ y(t) = _
L
1
1
(t)
L
3
2
(t)
_
We call the determinant _
L
1
L
2
L
3
L
4
_ the operational determinant of the system and we will call these
equations the operational equations.
Observe how similar this is to Cramers Rule. But of course we must be mindful that these are operators,
not real numbers, so unless we give a meaning to the reciprocal of an operator (which can be done) we
cannot divide by the operational determinant.
There is one more point before we proceed. If we use the operational equations to solve for x(t) and y(t)
separately, then we must introduce four arbitrary constants; two for x and two for y. However, not all four
are independent. The order of the operational determinant tells us how may independent constants there
should be, and that number is equal to its order. We will illustrate this point in in the examples that follow.
Example 18 Solve the system _
x
i
= y
y
i
= x
by the operator method.
Solution
This is example 14 so let us verify the answer we obtained through the method of elimination.
Writing the equation using operators:
_
x -y = u
-x +y = u
2
We are not multiplying the equations by a number. We are operating on them with an operator.
Copyright Rene Barrientos Page 11
The operational equations are
-1
-1
x(t) =
u -1
u
and
-1
-1
y(t) =
u
-1 u
Solving the system,
2
x -1 = u = x
ii
-1 = u
Hence, x(t) = x(t) = c
1
c
t
+c
2
c
-t
.
Solving for y(t), y(t) = x(t) = c
3
c
t
+c
4
c
-t
. Since the operational determinant is of order 2,
only two arbitrary constants are independent. We may obtain the dependency relations by
substituting these solutions in either equation of the system. Le us use the first equation:
x
i
= y = c
1
c
t
-c
2
c
-t
= c
3
c
t
+c
4
c
-t
foi all t
Hence, c
3
= c
1
and c
4
= -c
2
. Therefore,
x(t) = c
1
c
t
+c
2
c
-t
and
y(t) = c
1
c
t
-c
2
c
-t
Example 19 Use the operator method to solve the system
x = x -2y
y = 2x +y
Solution
Writing the system in operator form,
( -1)x +2y = u
-2x +( -1)y = u
Thus,
-1 2
-2 -1
x(t) =
u 2
u -1
and
-1 2
-2 -1
y(t) =
-1 u
-2 u
We may solve for x(t) and y(t) using these equations or we may solve for say for x(t) and then
use it in the original system, whose first equation tells us that
y =
1
2
(x -x
i
)
to obtain y(t). Thus, once we have x, we have y. Let us solve for x(t) using
-1 2
-2 -1
x(t) =
u 2
u -1
Evaluating the determinants,
|( -1)( -1) +4]x = ( -1)u -2 u
Thus,
|
2
-2 +S]x = u
This is the second order ordinary differential equation
x -2x +Sx = u
Copyright Rene Barrientos Page 12
whose characteristic polynomial p(z) = z
2
-2z +S has roots r = 1 _2i. Accordingly,
x(t) = c
t
(c
1
cos 2t +c
2
sin2t)
As mentioned before, we may obtain y(t) from the systems first equation:
y =
1
2
(x -x
i
)
However, in order to illustrate the point mentioned earlier, we will instead use the equation
-1 2
-2 -1
y(t) =
-1 u
-2 u
to find y.
First notice that it will always be the case that the determinant on the left hand side remains the
same, no matter how many variables the system has because after all, it is the systems operational
determinant. What will change, in general, is the determinant on the right hand side of the equation.
The operational determinant
-1 2
-2 -1
is of order 2. Therefore, the solutions of system can
only have two arbitrary constants.
Solving for y,
y(t) = c
t
(c
4
cos 2t +c
5
sin2t)
Notice that we have introduced two more constants because we do not know ahead of time whether
they have the same values as c
1
and c
2
. What we do know is that all these constants are connected
because the operational determinant has order 2. Therefore, only two arbitrary constants can
survive.
To find this dependency relation between the constants, we substitute our solution into either of the
original equations. Say we use the second one:
y
i
= 2x +y
Then
J
Jt
|c
t
(c
4
cos 2t +c
5
sin2t)] = 2|c
t
(c
1
cos 2t +c
2
sin2t)] +c
t
(c
4
cos 2t +c
5
sin2t)
Differentiating and collecting like terms:
(c
4
+2c
5
)c
t
cos 2t +(c
5
-2c
4
)c
t
sin2t = (2c
1
+c
4
)c
t
cos 2t + (2c
2
+c
5
)c
t
sin2t
This equation holds true for all t if and only if
c
4
+2c
5
= 2c
1
+c
4
and
c
5
-2c
4
= 2c
2
+c
5
These are the dependency equations and they tells that
c
4
= -c
2
c
5
= c
1
Thus, the solution of the system is given by the equations
x(t) = c
t
(c
1
cos 2t +c
2
sin2t)
y(t) = c
t
(c
1
sin2t -c
2
cos 2t)
Exercise: Use the equation y =
1
2
(x -x
i
) to verify this answer.
Copyright Rene Barrientos Page 13
Example 20 Solve the initial value problem
x +2y = 4x +Sy
2x -y = S(x -1)
; x(u) = 1, y(u) = -1
Solution
We first write the system in operational form:
( -4)x +(2 -S)y = u
(2 -S)x -y = -S
Observe that this is not a homogeneous system. We proceed to solve it:
-4 2 -S
2 -S -
x(t) =
u 2 -S
-S -
and
-4 2 -S
2 -S -
y(t) =
-4 u
2 -S -S
The systems operational determinant is
-( -4) -(2 -S)(2 -S) = -S
2
+2u -1S
A second order determinant tells us that the system has only two arbitrary constants.
Solving for x(t),
(-S
2
+2u -1S)x(t) = (2 -S)(S)
Dividing by -S,
(
2
-4 +S)x(t) = (2 -S) _-
S
S
]
or
(
2
-4 +S)x(t) = S
This is a non-homogeneous equation whose characteristic polynomial p(z) = z
2
-4z +S has
roots z = S anu z = 1. Thus, its complementary solution is
x
c
= c
1
c
3t
+c
2
c
t
Let x
p
= A be a particular solution. Then A = 1, which is obtained by substitution. Hence,
x(t) = c
1
c
3t
+c
2
c
t
+1
Similarly,
(-S
2
+2u -1S)y(t) = ( -4)(-S)
From which we obtain
(
2
-4 +S)y(t) = -
12
S
Hence y
c
= c
4
c
3t
+c
5
c
t
and we may obtain a particular solution by letting y
p
= B. Substituting
into the equation above gives us
y
p
= -
4
S
Thus,
y(t) = c
4
c
3t
+c
5
c
t
-
4
S
The dependency relations may be obtained from either equation in the original system.
Since 2x -y = S(x -1) seems to involve less work, let us use it.
2
J
Jt
|c
1
c
3t
+c
2
c
t
+1] -
J
Jx
_c
4
c
3t
+c
5
c
t
-
4
S
_ = S(c
1
c
3t
+c
2
c
t
+1 -1)
Performing the required operations,
Copyright Rene Barrientos Page 14
2|Sc
1
c
3t
+c
2
c
t
] -|Sc
4
c
3t
+c
5
c
t
] = Sc
1
c
3t
+Sc
2
c
t
Combining like terms:
(6c
1
-Sc
4
)c
3t
+(2c
2
-c
5
)c
t
= Sc
1
c
3t
+Sc
2
c
t
Therefore,
6c
1
-Sc
4
= Sc
1
2c
2
-c
5
= Sc
2
Solving for two of the variables in terms of the others, c
4
= c
1
and c
5
= -c
2
. Hence,
y(t) = c
1
c
3t
-c
2
c
t
-
4
S
Finally, we apply the initial conditions x(u) = 1, y(u) = -1:
x(u) = 1 = c
1
+c
2
+1 = 1
y(u) = -1 = c
1
-c
2
-
4
S
= -1
Solving for c
1
and c
2
: c
1
= -
1
10
and c
2
=
1
10
The solution of the initial value problem is
x(t) = -
1
1
e
3t
+
1
1
e
t
+1
y(t) = -
1
1
e
3t
e
t
-
1
1
e
t
-
4
5
Example 21 (inconsistent system) Solve the system
(
2
+ -6)x +(
2
-2)y = c
t
( +S)x +y = u
Solution
We have
-
2
1 -
x(t) =
u -
2
u -
or
(-
2
+
2
)x(t) = u
Once again we have the zero operator:
0(x(t)) = u
Copyright Rene Barrientos Page 15
However, this equation is satisfied by all functions x(t). For any choice of x(t), we can obtain a
corresponding y(t) from the original system. For example, if we let x(t) = sint, then the
corresponding y(t) may be obtained from its second equation:
y = x = y(t) = _sint Jt = -cos t
Notice for example that
x(t) = sint
y(t) = -cos t
satisfies the system.
Example 23 (arbitrary constants) How many arbitrary constants will the system below have?
(
2
+)x -
2
y = 2
(
2
-1)x +(
2
-)y = u
Solution
The operational determinant is
_
(
2
+) -
2
(
2
-1) (
2
-)
_ = (
2
+)(
2
-) +
2
(
2
-1)
This is a 4
th
order operator. Therefore, there are four arbitrary constants in the system.
Example 24 Solve the system
2
x -y = u
( -2)x +
2
y = u
Solution
The operational determinant is
_
2
-
( -2)
2
_ =
4
+
2
-2
Therefore, the system has four arbitrary constants. We proceed to solve it:
_
2
-
( -2)
2
_ x(t) =
u -
u
2
and
_
2
-
( -2)
2
_ y(t) = _
2
u
( -2) u
_
This gives us
(
4
+
2
-2)x(t) = u
Similarly,
(
4
+
2
-2)y(t) = u
The characteristic polynomial p(z) = z
4
+z
2
-2z = z(z
3
+z -2) has roots z = u and z = 1 by
inspection. There must be two more roots, which may be real or a complex conjugate pair.
In order to obtain them, we divide z
3
+z -2 by z -1 to obtain z
2
+z +2. Therefore, the other
two roots are complex:
z =
-1 _1 -8
2
= -
1
2
_
1
2
7i
Thus,
x(t) = c
1
+c
2
c
t
+c
-t2
_c
3
cos
7
2
t +c
4
sin
7
2
t_
Similarly,
y(t) = c
5
+c
6
c
t
+c
-t2
_c
7
cos
7
2
t +c
8
sin
7
2
t_
Copyright Rene Barrientos Page 16
Exercise: Of all these eight constants only four are arbitrary. Find the dependency relations and
write the solution of the system.
Example 25 (application) Write the system of equations that govern the coupled spring-mass system shown
below and solve it. Assume that both springs have the same spring constant k.
Solution
Let us introduce a coordinate system
We introduce the variables x
1
and x
2
which represent the displacement of the two masses from
their equilibrium positions, respectively.
Applying Newtons Second Law to the figure on the right,
m
1
J
2
Jt
2
x
1
= -kx
1
+k(x
2
-x
1
)
m
2
J
2
Jt
2
x
2
= -k(x
2
-x
1
)
Simplifying,
m
1
J
2
Jt
2
x
1
= -2kx
1
+kx
2
m
2
J
2
Jt
2
x
2
= -k(x
2
-x
1
)
Observe that the first equation lost the variable x
1
. This is only because we assumed both springs
have the same stiffness.
Writing the system in operator form,
(m
1
2
+2k)x
1
-kx
2
= u
-kx
1
+(m
2
2
+k)x
2
= u
The operational equations are
_
m
1
2
+2k -k
-k (m
2
2
+k)
_ x
1
(t) = _
u k
u (m
2
2
+k)
_
and
_
m
1
2
+2k -k
-k (m
2
2
+k)
_ x
2
(t) = _
m
1
2
u
-k u
_
If we solve for x
1
(t), then the first equation of the system
(m
1
2
+2k)x
1
-kx
2
= u = x
2
=
1
k
(m
1
2
+2k)x
1
may be used to obtain x
2
(t). Thus, solving for x
1
:
m
1
m
2
u u
x
1
x
2
m
1
m
2
At some arbitrary time t
u u
m
1
m
2
Copyright Rene Barrientos Page 17
|(m
1
2
+2k)(m
2
2
+k) +k
2
]x
1
(t) = u
This 4
th
order homogeneous linear differential equation has auxiliary polynomial
p(z) = m
1
m
2
z
4
+(km
1
+2km
2
)z
2
+Sk
2
This is a quadratic equation in the variable p = z
2
and has roots
p =
-(km
1
+2km
2
) _(km
1
+2km
2
)
2
-12k
2
m
1
m
2
2m
1
m
2
An interesting case is the one in which m
1
= m
2
= m for then
p =
-Skm_ (km+2km)
2
-12k
2
m
2
2m
2
=
k(-S _ Si)
2m
Since the characteristic polynomial is of degree 4, x
1
(t) is the sum of a four linearly independent solutions
as is x
2
(t).
As you can see, even this very simple problem leads to rather complicated solutions. For this and other
more profound reasons, the mathematicians of the late 19
th
and early 20
th
centuries developed qualitative
methods of analysis based on the geometric properties of systems. In the next lecture, we will explore some
of these geometric techniques can come to appreciate their power.
Example 26 (application) Two tanks, tank A and tank B, are connected as shown in the figure below. Tank
A, which originally contained 1L of a 1u% mixture receives additional mixture (same concentration) at a
rate of 2L/min. The well stirred mixture is then evacuated into tank B, which originally had 5L of pure
water, at a rate of S L/min. Let x and y be the amounts of chemical in each tank. Find expressions for x(t)
and y(t).
Solution
TANK A IN OUT
RATE OF MIXTURE 2 L/min 3 L/min
CONCENTRATION 10% x(t):
1
(t)
RATE OF CHEMICAL 2 u.1 S x(t):
1
(t)
Therefore,
Jx
Jt
= 2 u.1 -S
x(t)
:
1
(t)
mixture of concentration
10% in at a rate of 2 L/min
Mixture transferred a
rate of 3 L/min
Initially 1 liter,
u.1 L of chemical
No mixture leaves
tank B
Initially 5 liters of
pure water Tank A Tank B
Copyright Rene Barrientos Page 18
TANK B IN OUT
RATE OF MIXTURE 3 L/min u L/min
CONCENTRATION x(t):
1
(t) N/A
RATE OF CHEMICAL S x(t):
1
(t) N/A
Thus,
Jy
Jt
= S
x(t)
:
1
(t)
-u
Tank A has 1 liter initially and we add mixture at a rate 2 L/min while simultaneously transfer it to
tank B at a rate of S L/min. Hence,
:
1
(t) = 1 +(2 -S) t
= 1 -t
We must therefore take t 1.
Tank B has S liters initially to these we add solution at a rate S L/min from tank A. Thus,
u
2
(t) = 5 +3t
Therefore, the system is
dx
dt
= . 2 -
3
1 -t
x ; x() = . 1
dy
dt
=
3
1 -t
x ; y() =
The first equation is independent of y and is a first order linear differential equation:
Jx
Jt
+
S
1 -t
x = u.2 ; x(u) = u.1
It has an integrating factor p = c
-3In(1-t)
=
1
(1-t)
3
. Thus,
J
Jt
_
1
(1 -t)
3
x] = u.2
1
(1 -t)
3
Integrating,
1
(1 -t)
3
x(t) -x(u) = u.2_
1
(1 -q)
3
t
0
Jq
1
(1 -t)
3
x(t) -u.1 =
u.2
2
_
1
(1 -t)
2
-1]
1
(1 -t)
3
x(t) -
1
1u
=
1
1u
1
(1 -t)
2
-
1
1u
x(t) =
1
1u
(1 -t)
We obtain y(t) from
Jy
Jt
=
S
1 -t
x =
S
1 -t
1
1u
(1 -t)
=
S
1u
Hence,
y(t) -y(u) = _
S
1u
Jq
t
0
or
Copyright Rene Barrientos Page 19
y(t) =
S
1u
t
The solution vector is
x(t) = _
1
1u
-
1
1u
t
S
1u
t
_ = j
11u
u
[ +
1
1u
j
-1
S
[ t; u t 1
Writing the solution is this form is revealing because it tells us that the trajectory in phase space is a
straight line.
Example 27 (application) Newtons Cooling Law states that when a body is placed in thermal contact with
another body of very large heat capacity whose temperature is I
s
, the first bodys temperature, which we
will denote by I obeys the equation
JI
Jt
= -k(I -I
s
); k > u
We may generalize this law to two (or more) bodies whose temperatures change until an equilibrium state is
achieved. Let x be the temperature of one of the bodies and y be the temperature of the other body. Then
their thermal interaction can be modeled by
Jx
Jt
= -k(x -y)
Jy
Jt
= -k(y -x)
where k is a constant whose value depends on the material that separates the two bodies. If three bodies are
placed in thermal contact, the system that arises has three equations.
Let x(t), y(t) and z(t) be the temperatures of the three regions in the figure above. Then applying Newtons
Cooling Law,
Jx
Jt
= -k(x -y) -k(x -z)
Jy
Jt
= -k(y -x) -k(y -z)
Jz
Jt
= -k(z -x) -k(z -y)
For the sake of simplicity, assume k = 1. Then the system is
y(t) x(t)
z(t) y(t)
x(t)
Copyright Rene Barrientos Page 20
Jx
Jt
= -2x +y +z
Jy
Jt
= x -2y +z
Jz
Jt
= x +y -2z
Or in matrix form:
_
x'
y'
z'
_ = _
-2 1 1
1 -2 1
1 1 -2
_ _
x
y
z
_
Let us solve this system using operators:
( +2)x -1 y -1 z = u
-1 x + ( +2)y -1 z = u
-1 x -1 y +( +2)z = u
_
+2 -1 -1
-1 +2 -1
-1 -1 +2
_ x(t) = _
u -1 -1
u +2 -1
u -1 +2
_
_
+2 -1 -1
-1 +2 -1
-1 -1 +2
_ y(t) = _
+2 u -1
-1 u -1
-1 u +2
_
_
+2 -1 -1
-1 +2 -1
-1 -1 +2
_ z(t) = _
+2 -1 u
-1 +2 u
-1 -1 u
_
Let us solve for x(t) since by the symmetry the expressions for y(t) and z(t) will be the same. Evaluating
the determinants,
(
3
+6
2
+9)x(t) = u
The roots of the characteristic polynomial are z = u, z = -S, z = -S. Accordingly,
x(t) = c
1
+c
2
c
-3t
+c
3
tc
-3t
Similarly,
y(t) = c
4
+c
5
c
-3t
+c
6
tc
-3t
and
z(t) = c
7
+c
8
c
-3t
+c
9
tc
-3t
Since the operational determinant is of order 3, there can only be three independent arbitrary constants and
they may be found by substituting the solutions in the system. This will result in a linear system of algebraic
equations and it is one way of handling this problem, but not a very efficient one. later we will learn
another, more elegant, approach.