Equations Al Differenti Linear Eous Simul

Simul tan eous Linear Differenti al Equations
x  x(t )
y  y (t )
a Dx  b Dy  F1 (t ).................................(1)
c Dx  d Dy  F2 (t ).................................(2)
aD bD   x   F1 (t ) 
 cD dD   y    F (t )
    2 
Tikrit University-Civil Engineering
department Eng. Anal. & Num. Meth.Third
Stage Dr.Adnan Jayed Zedan
F1 (t ) bD
F2 (t ) dD
x
aD bD
cD dD
aD F1 (t )
cD F2 (t )
y
aD bD
cD dD
Ex.: Solve
dx dy
2 x  t .....................(1)
dt dt
dx dy
3  2  y  0 ...................(2)
dt dt

Solution
2 Dx  x  Dy  t
3Dx  2 Dy  y  0
(2 D  1) x  Dy  t ..........................(1)
3Dx  (2 D  1) y  0 .......................(2)
(2 D  1) D   x t 
 3D 
(2 D  1)  y   0 
    
t D
0 ( 2 D  1)
x
( 2 D  1) D
3D ( 2 D  1)
( 2 D  1)t  0
x
( 2 D  1)(2 D  1)  3D ( D )
2 Dt  t 2t
x  2
4 D  1  3D
2 2
D 1
( D  1) x  2  t
2
D  1  0  D  1
2 Tikrit University-Civil Engineering
t
xhomo.  c1e  c2 e t
x p  A  Bt
x  B
x  0
0  ( A  Bt )  2  t
 A  2  A  2
 Bt  t  B  1
t
 x  c1e  c2 e  2  t
t
(2 D  1) t
3D 0 0  3Dt
y  2
(2 D  1) D D 1
3D (2 D  1)
( D  1) y  3
2
D  1  0  D  1
2

t
yhomo.  c3e  c4 e t
y p  A1
y  0
y  0
0  A1  3  A1  3
t
 y  c3e  c4 e  3
t
dx t
 Dx  c1e  c2 e  1
t
dt
dy
 Dy  c3et  c4 e t
dt
Subst. int o Eq. (2)
t t
3(c1e  c2 e  1)  2(c3e  c4 e )
t t
 (c3et  c4 e t  3)  0
Coeff . of e  3c1  c3  0  c3  3c1
t
t
Coeff . of e   3c2  3c4  0  c4  c2
t
 x  c1e  c2e  2  t t
t
y  3c1e  c2e  3 t

Ex.: Solve
dx dy
2   x  e .....................(1)
t
dt dt
dx dy
3  2  y  t ...................(2)
dt dt

Solution :
(2 D  1) x  Dy  e t
3Dx  (2 D  1) y  t
(2 D  1) D   x  e 
t
 3D 
(2 D  1)  y   
   t 

t
e D
t ( 2 D  1)
x
( 2 D  1) D
3D ( 2 D  1)
( 2 D  1)e  Dt t
x
( 2 D  1)(2 D  1)  3D ( D )
2 De  e  Dt 3e  1
t t t
x  2
4 D  1  3D
2 2
D 1
( D  1) x  3e  1 ................ (1)
2 t

For y :
( D  1) y  (2 D  1)t  3De
2 t
 2  t  3e t
( D  1) y  3e  t  2 ................(2)
2 t
Roots :  1
t
x  c1e  c2 e  X
t
t
y  c1e  c2 e  Y
t
X  Ate  B
t
Ate  2 Ae  Ate  B  3e  1
t t t t
3
A and B  1
2
Y  Aote t  Bot  Co
Aote t  2 Ao et  Aote t  Bot  Co  3et  t  2
3
Ao   , Bo  1 and Co  2
2
3 t t
 x  c1e  c2 e  te  1
t
2
t 3 t
y  c3e  c4 e  te  t  2
t
2
To reduce the No. of cons tan ts Subst. x, y
and their derivatives in the first equation ,
(or in sec ond )

dx dy
2   x  e t ...........................(1)
dt dt
2c1e t  2c2 e t  3te t  3e t 
3 3
c3et  c4 e t  te t  e t  1
2 2
t 3 t
 c1e  c2 e  te  1  e t
t
2
Coeff . of et :
3 1
2c1  c3  c1   1 or c1  c3   0
2 2
1
or c3    c1
2
Coeff . of e t :
 2c2  c4  c2  0 or  c2  c4  0
or c4  3department
c1 Eng. Anal. & Num. Meth.Third
3 t t
 x  c1e  c2 e  te  1
t
2
t 3 t 1 t
y  c1e  3c2 e  te  e  t  2
t
2 2

Ex.: Solve
(2 D  3D  9) x  ( D  7 D  14)  4 ............(1)
2
( D  1) x  ( D  2) y  0 .................(2)

Solution
2 D 2  3D  9 D 2  7 D  14 4 D 2  7 D  14
x
D 1 D2  8e 2t
D2
[(2 D  3D  9 D  4 D  6 D  18) 
3 2 2
( D  7 D  14 D  D  7 D  14)]x 
3 2 2
( D  2)4  ( D 2  7 D  14)(8e 2t )
( D 3  D 2  4 D  4) x  8  32e 2t

( D  D  4 D  4) x  8  32e
3 2 2t
The roots of the characteri stics Eq.

are  2i and 1
x  c1 cos 2t  c2 sin 2t  c3e  X t
x  c1 cos 2t  c2 sin 2t  c3e  Ae  B t 2t
x  c1 cos 2t  c2 sin 2t  c3e  4e  2 t 2t

2 D  3D  9 D  7 D  14
2 2
2 D  3D  9
2
4
y
D 1 D2 D 1  8e 2t
( D  D  4 D  4) y  40e  4
3 2 2t
y  k1 cos 2t  k 2 sin 2t  k3e  Y t
y  k1 cos 2t  k 2 sin 2t  k3e  5e  1t 2t

nd
We must have 3 cons tan ts , used 2 Eq.
( D  1)(c1 cos 2t  c2 sin 2t  c3e  4e  2)  t 2t
( D  2)(k1 cos 2t  k 2 sin 2t  k3e  5e  1)  8e t 2t 2t
OR :
 2c1 sin 2t  2c2 cos 2t  c3et  8e 2t 
c1 cos 2t  c2 sin 2t  c3e t  4e 2t  2 
 2k1 sin 2t  2k 2 cos 2t  k3e  10e  t 2t
2k1 cos 2t  2k 2 sin 2t  2k3e  10e  2  8e t 2t 2t

OR :
(c1  2c2  2k1  2k 2 ) cos 2t 
(2c1  c2  2k1  2k 2 ) sin 2t 
(2c3  3k3 ) e  8e  8e
t 2t 2t
 c1  2c2  2k1  2k 2  0
 2c1  c2  2k1  2k 2  0
2c3  3k3  0
Solve :
 3c1  c2 c1  3c2 2
k1  , k2  and k3   c3
4 4 3
 x  c1 cos 2t  c2 sin 2t  c3e  4e  2 t 2t
1 1
y   (3c1  c2 ) cos 2t  (c1  3c2 ) sin 2t
4 4
2 t
 c3e  5e  1
2t

Complementary functions and particular
int egrals for system of equations :
Ex. Solve :
( D  1) x  ( D  2) y  ( D  3) z  e t 
t 
( D  2) x  ( D  3) y  (2 D  3) z  e  ...(1)
(4 D  6) x  (5 D  4) y  (20 D  12) z  7e t 

Solution : As in the case of a sin gle equation
make system hom ogeneous by neglected the
terms on the right , getting :
( D  1) x  ( D  2) y  ( D  3) z  0 
( D  2) x  ( D  3) y  (2 D  3) z  0  ...( 2)

(4 D  6) x  (5D  4) y  (20 D  12) z  0 

Let us now attempt to find solution of
this system of the form;
x  ae , y  be
mt
, z  ce ..........3
mt mt
Substituti ng these int o the equation (2)

and dividing out the common factor
mx
e , getting ;
(m  1)a  (m  2)b  (m  3)c  0 
(m  2)a  (m  3)b  (2m  3)c  0  ...( 4)

(4m  6)a  (5m  4)b  (20m  12)c  0 

If nontrivial solution for x, y and z ,
solutions that do not vanish identicall y,
are to be obtained , it is necessary that
a, b and c shall not all be zero.
However, the values a  b  c  0 satisfy
the system (4) and in general will be the
only solution .
No other solutions are possible unless the
det er min ate in (4) is equal to zero.
m 1 m2 m3
m2 m3 2m  3  0
4m  6 5m  4 20m  12
Therefor :  (m  1) (m  2) (m  3)  0
The roots are : m1  1, m2  2 and m3  3


x1  a1e , x2  a2e , x3  a3e
t 2t 3t
y1  b1e , x2  b2e , x3  b3e

t 2t 3t
z1  c1e , x2  c2e , x3  c3e

t 2t 3t

For m1  1, from (4)
2a1  3b1  4c1  0
3a1  4b1  5c1  0
10a1  9b1  8c1  0
These Eqs. are nontrivially solvable,
i.e. has a solution other than;
a1  b1  c1  0
For all values of k1 ; a1  k1 , b1  2k1 and c1  k1
Therefore; x1  k1e , y1  2k1e and z1  k1e
t t t

Similarly for m2  2, from (4)
3a2  4b2  5c2  0
4a2  5b2  7c2  0
14a2  14b2  28c2  0
For all values of k 2 ; a2  3k 2 , b2  k 2 and c2  k 2
Therefore; x2  3k 2 e 2t , y2  k 2 e 2t and z 2  k 2 e 2t

For m3  3,
4a3  5b3  6c3  0
5a3  6b3  9c3  0
18a3  19b3  48c3  0
From these ;
a3  9k3 , b3  6k3 and c3  k3
Therefore;
x3  9k3e , y3  6k3e and z3  k3e
3t 3t
3t
Since Eqs. of Homogeneous (2), are linear ;
Sum. of solutions will be also be solutions , So;
x  x1  x2  x3
 k1et  3k 2 e 2t  9k3e3t
y  y1  y2  y3
 2k1et  k 2 e 2t  6k3e3t
z  z1  z 2  z3
 k1et  k 2 e 2t  k3e3t
This solution is the complement ary function .
For complete solution ;
X  Ae t , Y  Be t and Z  Ce t
Subst. int o Eqs. (1), getting ;
t t
( B  2C )e  e
t t
( A  2 B  C )e  e
(2 A  B  32C )e t  7e t
Hence; A  3, B  1 and C  0
t t
X  3e , Y  e and Z  0
 complete solution ;
t
x  k1e  3k 2 e  9k3e  3e
t 2t 3t
t
y  2k1e  k 2 e  6k3e  e
t 2t 3t
z  k1e  k 2 e  k3e
t 2t 3t

Applicatio ns
Modeling  Solving  Interpolat ion

Example:
Two tanks are connected as shown below. The first tank
contains initially (100L) of brine containing 50N salt. The
second tank contains initially (100L) of brine with 20N
salt is desolved. Starting at t=0, the pumping was applied.
If the brine in each tank is kept uniform by stirring. Find
the amount of salt in each tank as a function of t.

6 L/min 8 L/min 6 L/min
2 L/min
I II

Solution :
x : Weight of salt in tan k I
y : Weight of salt in tan k II
x
 concentrat ion of salt in tan k I
100
y
 concentrat ion of salt in tan k II
100

dx y x
2 8
dt 100 100
dx
 0.08 x  0.02 y  0
dt
( D  0.08) x  0.02 y  0 ...........(1)
8 L/min
6 L/min
pure
2 L/min
I
dy x y y
8 2 6
dt 100 100 100
dy
 0.08 x  0.08 y
dt
0.008 x  ( D  0.08) y  0 ...........(2)
8 L/min 6 L/min
2 L/min
II
 D  0.08  0.02   x  0
 0.08     
  ( D  0.08)  y  0
0  0.02
0  ( D  0.08)
x
D  0.08  0.02
0.08  ( D  0.08)
[{( D  0.08)(( D  0.08))}  (0.08(0.02))]x  0
[( D  0.16 D  0.0064)  0.0016]x  0
2

[( D  0.16 D  0.0064)  0.0016]x  0
2
( D  0.16 D  0.0048) x  0
2
( D  0.16 D  0.0048) x  0
2
( D  0.12) ( D  0.04) x  0
The roots are;  0.12 and  0.04
 0.12t  0.04t
 x  c1e  c2 e
 0.12t  0.04t
Also; y  c3e  c4 e
0.12t 0.04t
x  c1e  c2 e
 0.12t  0.04t
y  c3e  c4 e
Subst. int o Eq. (1)
( D  0.08) x  0.02 y  0
 0.12t  0.04t
(0.12c1e  0.04c2 e )
 0.12t  0.04t
0.08(c1e  c2 e )
 0.12t  0.04t
0.02(c3e  c4 e
)0
By equating the coefficien ts :
 0.12c1  0.08c1  0.02c3  0
 0.04c2  0.08c2  0.02c4  0
 0.04
 c3  c1  2c1
0.02
0.04
c4  c 2  2c 2
0.02
 x  c1e 0.12t  c2 e 0.04t
 0.12t  0.04t
y  2c1e  2c 2 e

0.12t 0.04t
x  c1e  c2 e
 0.12t  0.04t
y  2c1e  2c 2 e
At t  0, x  50 and y  20
50  c1  c2
20  2c1  2c2
c1  20 and c2  30
 0.12t  0.04t
 x  20e  30e
y  40e 0.12t  60e 0.04t
Mechanical vibration
Example:
The system with two degree of freedom beings to
move under the following condition;
Initial velocity x1 (0)  3k and x2 (0)  3k
Neglected the friction, derive the D.E. covering free
vibration of system show below:

k k k
M1 M2
M1 = M2= 1 k= spring constant

Solution :
Mass * accelerati on   force in the direction of motion
Force  spring cons tan t * displaceme nt  k * x
kx1 M1 M2 kx 2
k(x 2- x1)
1 2
From (1)
Mass * accelerati on   fx
M 1 x1  kx1  k ( x2  x1 )
M1  1
x1  2kx1  kx2  0
( D  2k ) x1  kx2  0 ...........................(1)
2

From (2)
M 2 x2  k ( x2  x1 )  kx2
M1  1
 kx1  ( D 2  2k ) x2  0 ...........................(2)

 D 2  2k  k   x1  0
   
 k D  2 k   x 2  0 
2
( D 4  4kD2  4k 2  k 2 ) x1  0
(m 2  k ) (m 2  3k )  0
m  i k and  i 3k
x1  c1 cos k t  c2 sin k t  c3 cos 3k t  c4 cos 3k t

Subst. x1 (t ) and x2 (t ) int o Eq.(1)
c5  c1 , c6  c2 , c7  c3 and c8  c4
 x1 (t )  c1 cos k t  c2 sin k t  c3 cos 3k t  c4 cos 3k t
x2 (t )  c1 cos k t  c2 sin k t  c3 cos 3k t  c4 cos 3k t


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Simul tan eous Linear Differenti al Equations

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

The roots of the characteri stics Eq.

x  c1 cos 2t  c2 sin 2t  c3e  Ae  B t 2t

x  c1 cos 2t  c2 sin 2t  c3e  4e  2 t 2t

Tikrit University-Civil Engineering

y  k1 cos 2t  k 2 sin 2t  k3e  Y t

y  k1 cos 2t  k 2 sin 2t  k3e  5e  1t 2t

Tikrit University-Civil Engineering

( D  2)(k1 cos 2t  k 2 sin 2t  k3e  5e  1)  8e t 2t 2t

2k1 cos 2t  2k 2 sin 2t  2k3e  10e  2  8e t 2t 2t

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Substituti ng these int o the equation (2)

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

y1  b1e , x2  b2e , x3  b3e

z1  c1e , x2  c2e , x3  c3e

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Modeling  Solving  Interpolat ion

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

M1 = M2= 1 k= spring constant

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

Tikrit University-Civil Engineering

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