MATH2408/3408 Computational Methods and Differential Equations With Applications 2014-2015

MATH2408/3408 Computational Methods and Differential Equations with Applications20142015
Linear System of 1st Order ODEs

Lead Metabolism a Linear Compartment Model
Analytic Solutions
MATH2408/3408
Computational Methods and Differential
Equations with Applications
20142015
Homogeneous System with Constant Coefficients

Nonhomogeneous System
System of Nonlinear 1st Order ODEs

PredatorPrey Model
SIR Model
Numerical Methods for (Nonlinear) System
Chapter 7
System of First Order Ordinary Differential Equations
Equilibrium and Stability

Linear Case
Linearization and the HartmanGrobman Theorem
Dr. WONG Chi Wing

Department of Mathematics, HKU
AntAphid Mutualism
Searching for Equilibrium Newtons Method
Lead is an ingredient in daily life objects. Its toxic and will

accumulate in human body (cf. Borrelli & Coleman).
Lets assume the law of balance and consider a time interval

[t, t + t].
Air, Food, Water
1. in box 1 (blood):
x1 (t + t) x1 (t)
k31
Bones, x3
k13 -
Rate of lead transfer

from box j to box i is
given by kij xj , where xj is
the lead level in box j.
Blood, x1
k01
(k01 x1 (t) + k21 x1 (t) + k31 x1 (t)) t;
k21 k12
2. in box 2 (tissues):
Tissues, x2
x2 (t + t) x2 (t) = k21 x1 (t)t (k02 x2 (t) + k12 x2 (t)) t;

3. in box 3 (bones):
k02
?
Kidney
= (k12 x2 (t) + k13 x3 (t) + ) t
x3 (t + t) x3 (t) = k31 x1 (t)t k13 x3 (t)t.
Hair, Sweet ...

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M. Rabinowitz et al has made a study of lead intake and excretion of

healthy volunteers living in Southern California based on this model;
and their work was reported in Science, v182(1973).
A plot of the outcome of their model is shown below.
Rearrange the terms and let t 0 , we have

+
x1 = (k01 + k21 + k31 )x1 + k12 x2 + k13 x3 +

x2 = k21 x1 (k02 + k12 )x2
x3 = k31 x1 k13 x3 .
We may even put this system into matrix form:
(k01 + k21 + k31 )
k12
k13 x1
x
d 1
x2 =
k21
(k02 + k12 )
0 x2 + 0
dt
x3
k31
0
k13 x3 0
which resembles a linear ODE x = ax + b.
Its observed that the lead levels in blood and tissues arrives some
constants after 200 days but the level in bone just kept increasing.
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Analytic Solutions
Analytic Solutions
Definition 2
Definition 1 (Linear System (in Normal Form))
Associated to (1) is the IVP
A system of first order ODEs is linear if it takes the form

x = A(t)x + B(t)
x = A(t)x + B(t),
(1)
(3)
x
where x0 = ( 0 ).
y0
x
a (t) a12 (t)
b (t)
where x = ( ), A(t) = ( 11
) and B(t) = ( 1 ).
y
a21 (t) a22 (t)
b2 (t)
Also, if B(t) 0, then the system is homogeneous
x = A(t)x;
x(t0 ) = x0
Theorem 3
If A(t) is continuous, then every IVP (3) has at most one
solution.
(2)
otherwise it is nonhomogeneous.
Remark 1
We shall assume that A(t) and B(t) are continuous.
In fact, one can prove that there is always one solution under
the assumption above.
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Analytic Solutions
Analytic Solutions
In this section, we shall discuss linear systems of two equations and

two unknown functions. However, notions and results are readily
extended to general linear systems of n equations and n unknowns.
We start with explicit solutions of a homogeneous linear system

of 1st order ODEs with constant coefficients
Theorem 4
If 1 and 2 are solutions of (2), then so is c1 1 + c2 2 for any c1 ,

c2 F.
x = Ax.
where A is a constant matrix.
Associated to the system (4) is the IVP
Theorem 5 (Fundamental Set of Solutions)

If {1 , 2 } is a linearly independent set of solutions to the
homogeneous linear system (2), then every solution of this system
must be of the form
1
c1 1 + c2 2 ,
x = Ax,
for some c1 , c2 R.
That is, one is the scalar multiple of the other.
x(t0 ) = x0 .
(5)
x
x
a
a12
Set also x = ( ), x0 = ( 0 ) and A = ( 11
).
y
y0
a21 a22
We say also that {1 , 2 } is a fundamental set of solutions to the ode

system.
1
(4)
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Analytic Solutions
Analytic Solutions
Theorem 6
Example 7
A fundamental set of solutions of the homogeneous system (4)

is
Consider the system x = Ax with A = (
4 4
).
0 3
4
4
Solving the characteristic equation
= 0, the
0
3
eigenvalues are = 4 and = 3.
1
4
( ) and ( ) are eigenvectors of A corresponding to 4 and
0
1
3 respectively.
1
4
A fundamental set of solutions is {e4t ( ) , e3t ( )}.
0
1
1. {e1 t v1 , e2 t v2 } if Avi = i vi and 1 2 .

2. {et v, et (tv + w)} if is a repeated eigenvalue with
Av = v and (A I)w = v.
3.
{et (cos(t)w1 sin(t)w2 ) , et (sin(t)w1 + cos(t)w2 )}
if + 1 , > 0, is an eigenvalue of A with eigenvector

w1 + 1 w2 .
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Analytic Solutions
Analytic Solutions
Example 9
Example 8
2 5
).
2 0
2 5
= 0, the eigenvalues
2
are = 2 2440 = 1 3 1 C.
1 3 1
(
) are eigenvectors corresponding to 1 3 1
2
respectively.
A fundamental set of solutions is
5 4
).
1 1
5 4
= 0, = 3 is a
1
1
repeated eigenvalue.
1
v2 = ( ) is not an eigenvector and let
0
v1 = (A 3I)v2 = (
2 4 1
2
)( ) = ( ).
1 2 0
1
{et [cos(3t) (
1
3
1
3
) sin(3t) ( )] , et [sin(3t) ( ) + cos(3t) ( )]} .
2
0
2
0
2
2t + 1
A fundamental set of solutions is {e3t ( ) , e3t (
)}.
1
t
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Analytic Solutions
Analytic Solutions
Theorem 10 (Representation of Solutions of

Nonhomogeneous System of ODEs)
When A(t) is a constant matrix A, we are able to put down a

formula for the solution of an IVP. Lets start with a definition.
Suppose that {1 , 2 } is a fundamental set of solutions of (2),
Definition 11
Let 1 and 2 be linearly independent solutions of the
homogeneous system (4), Then the 2by2 matrix valued
function
(t) = (1 (t) 2 (t))
x = A(t)x.
If is a particular solution of (1),
x = A(t)x + B(t)
is called the fundamental matrix of the system
then every solution of (1) takes the form
x = Ax + B(t)
+ c1 1 + c2 2 .
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(6)
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MATH2408/3408 Computational Methods and Differential Equations with Applications20142015