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ẋ1 = F1 (t, x1 , . . . , xn ),
ẋ2 = F2 (t, x1 , . . . , xn ),
..
. (I.6)
ẋn = Fn (t, x1 , . . . , xn ).
OHP 25
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.
and
F2 (t, x1 , x2 ) = x2 (γ x1 − c). ⊠
OHP 26
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 .
OHP 27
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
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).
OHP 28
k
OHP 29
§7 Linear systems of differential equations
ẋ = P(t)x + g(t),
OHP 30