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§6 Systems of first order differential equations


A system of first order ordinary differential equations
is of the form

ẋ1 = F1 (t, x1 , . . . , xn ),
ẋ2 = F2 (t, x1 , . . . , xn ),
..
. (I.6)
ẋn = Fn (t, x1 , . . . , xn ).

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If each of the functions F1 , . . . , Fn in (I.6) is a linear
function of the dependent variables x1 , . . . , xn , then the
system of differential equations is said to be linear;
otherwise it is said to be nonlinear.

Normally associated with such a system are n initial


conditions

x1 (t0 ) = x0,1 , x2 (t0 ) = x0,2 , . . . , xn (t0 ) = x0,n .


(I.7)

Example 6.1. For the predator-prey model given by


Example 1.4, setting n = 2, x1 = H , and x2 = P
yields
F1 (t, x1 , x2 ) = x1 (a − αx2 )

and
F2 (t, x1 , x2 ) = x2 (γ x1 − c). ⊠

It is sometimes convenient to write a system of o.d.e.’s


using matrix notation.

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If we set
x1 (t)
 
 x2 (t) 
x(t) =  .
 .. 

xn (t)
and
F1 (t, x1 , . . . , xn )
 
 F2 (t, x1 , . . . , xn ) 
F(t, x) = 
 .
..
,

Fn (t, x1 , . . . , xn )
then (I.6) may be simply written as

dx
= F(t, x).
dt
The n initial conditions given in (I.7) may be written in
matrix notation as x(t0 ) = x0 .

If the functions F1 , . . . , Fn have continuous first order


partial derivatives, then the initial value problem ẋ =
F(t, x), x(t0 ) = x0 has a unique solution.

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Example 6.2. For theoretical (and computational) pur-
poses, the general n-th order o.d.e. given by
dn u (n−1)
n
= G(t, u, u̇, ü, . . . , u )
dt
is often written as a system by setting

x1 = u, x2 = u̇, x3 = ü, . . . , xn = u (n−1) .

It follows immediately that

ẋ1 = x2 , ẋ2 = x3 , . . . , ẋn−1 = xn ,

and
ẋn = G(t, x1 , . . . , xn ),
that is,
x2
 
 x3 
dx  .. 
= .
. ⊠
dt  
 xn 
G(t, x1 , . . . , xn )
Example 6.3. An o.d.e. describing damped forced sim-
ple harmonic motion is given by

m ü + γ u̇ + ku = a sin(ωt).

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k

With x1 = u and x2 = u̇, we have ẋ1 = u̇ = x2 and


1
x˙2 = ü = [a sin(ωt) − γ u̇ − ku]
m
1
= [a sin(ωt) − γ x2 − kx1 ] .
m
Thus
 
dx x2
= 1 . ⊠
dt m [a sin(ωt) − γ x2 − kx1 ]

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§7 Linear systems of differential equations

Linear systems of differential equations are generally


easier to work with than general nonlinear systems. The
most general form of a linear system of differential
equations has Fi (t, x1 , . . . , xn ) given by

pi1 (t)x1 + pi2 (t)x2 + · · · + pin (t)xn + gi (t).

The linear system may be written in matrix form as

ẋ = P(t)x + g(t),

where P(t) is the n × n matrix having (i, j)-th element


pi j (t) and g(t) is the n × 1 matrix with i-th element
gi (t).

Example 7.1. The system of equations in Example 6.3


describing damped forced simple harmonic motion is
linear. It may be written in matrix form as
      
ẋ1 0 1 x1 0
= + .
ẋ2 −k/m −γ /m x2 a sin(ωt)/m

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