Systems of First Order DE Dr.

Suresh Kumar, BITS Pilani 1

Chapter 10

Systems of First Order Differential

Equations

Note: This module is prepared from Chapter 10 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.

Appeal: Please do not print this e-module unless it is really necessary.

Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

Contents

0.1 Solution of homogeneous system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

0.2 Solution of non-homogeneous system . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.3 Variable elimination approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
0.4 Solving second order DE with constant coefficients . . . . . . . . . . . . . . . . . . . 9

2
Systems of First Order Equations

In this chapter, we shall learn to solve the system of two first order differential equations of the
type:
(
dx
dt
= a1 x + b1 y + f1 (t)
dy
dt
= a2 x + b2 y + f2 (t)

where a1 , a2 , b1 and b2 are constants. This system is said to be homogeneous if f1 (t) = 0 and
f2 (t) = 0 otherwise it is non-homogeneous.

0.1 Solution of homogeneous system

Consider the homogeneous system
(
dx
dt
= a1 x + b 1 y
dy (1)
dt
= a2 x + b 2 y

First we need to keep in mind the following results.

( (
x = x1 (t) x = x2 (t)
(1) If and are two particular solutions of (1), and c1 , c2 are any two
y = y1 (t) y = y2 (t)
(
x = c1 x1 (t) + c2 x2 (t)
constants, then is again a solution of (1).
y = c1 y1 (t) + c2 y2 (t)
  (
 is defined as Wronskian of the two solutions x = x1 (t) and
 x1 x2 
(2) The expression W = 
y1 y2  y = y1 (t)
(
x = x2 (t)
of (1). Further, it can be shown that W is either identically 0 or never 0. If W is
y = y2 (t)
non-zero, the two solutions are LI otherwise LD.
( (
x = x1 (t) x = x2 (t)
(3) If and are two LI solutions of (1), then its general solution is given
y = y1 (t) y = y2 (t)
(
x = c1 x1 (t) + c2 x2 (t)
by .
y = c1 y1 (t) + c2 y2 (t)
Two LI solutions of (1) are obtained as follows. First write the system (1) into operator form

3
Systems of First Order DE Dr. Suresh Kumar, BITS Pilani 4

by setting D = dtd so that

(
(D a1 )x b1 y = 0
(2)
a2 x + (D b2 )y = 0
(
x = Aemt
Then assume that is a solution of (1). Substituting it into (2), we get
y = Bemt
(
(m a1 )A b1 B = 0
. (3)
a2 A + (m b2 )B = 0
It is obtained as if we have replaced D by m, x by A and y by B in (2). 
 m a1 b 1

For non-zero values of A and B from (3), we must have   = 0, which leads to
a2 m b2 
a quadratic equation in m with two roots say m1 and m2 . Depending on the nature of the roots,
the following three cases arise.

Case (i) m1 and m2 are real and distinct.

We solve (3) for m = m1 . Suppose we

( get A = A1 and ( B = B1 . Likewise, suppose we find
m1 t
x = A1 e x = A2 em2 t
A = A2 and B = B2 for m = m2 . Then and are two LI solutions
y = B1 em1 t y = B2 em2 t
of (1).

Case (ii) m1 = a + ib and m2 = a ib are complex roots.

( We solve (3) for m = m1 = a + ib. Suppose we get A = A1 + iA2 and B = B1 + iB2 . Then
x = (A1 + iA2 )e(a+ib)t
is a solution of (1). Its real and imaginary parts respectively given by
y = (B1 + iB2 )e(a+ib)t
( (
x = eat (A1 cos bt A2 sin bt) x = eat (A1 sin bt + A2 cos bt)
and are two LI solutions of (1).
y = eat (B1 cos bt B2 sin bt) y = eat (B1 sin bt + B2 cos bt)
Case (iii) m1 and m2 are equal say m1 = m2 = m .

We solve (3) for the common

( value m . Suppose we get A = A and B = B . Then one
x = A em t
particular solution of (1) is .
y = B em t
(
x = (A1 + A2 t)em t
The other LI solution is given by ,
y = (B1 + B2 t)em t
where the constants A1 , A2 , B1 and B2 are to be found from the equations obtained by substituting
this solution into (1) and equating to 0 the coefficients of like functions, just like you did in the
method of undetermined coefficients.
Ex. 0.1.1. Solve the following system of differential equations:
(
dx
dt
=x+y
dy
dt
= 4x 2y
Systems of First Order DE Dr. Suresh Kumar, BITS Pilani 5

Sol. 0.1.1. The operator form of the given system is

(
(D 1)x y = 0
(4)
4x + (D + 2)y = 0
(
x = Aemt
Let be a solution of given system. Substituting it into (4), we get
y = Bemt
(
(m 1)A B = 0
. (5)
4A + (m + 2)B = 0

For non-zero values of A and B, we must have

 
m 1 1 
 4 m + 2 = 0.
 

So we get

m2 + m 6 = 0, or m = 3, 2.

Next, for m = 3, (5) can be solved to ( get A = 1 and B = 4. One solution of the given system
x = e3t
of differential equations, therefore, is .
y = 4e3t
(
x = e2t
For m = 2, (5) yields A = 1 and B = 1. Therefore is a solution of the given system
y = e2t
of differential equations.
(
x = c1 e3t + c2 e2t
Finally, the general solution reads as .
y = 4c1 e3t + c2 e2t

0.2 Solution of non-homogeneous system

Consider the non-homogeneous system
(
dx
dt
= a1 x + b1 y + f1 (t)
dy (6)
dt
= a2 x + b2 y + f2 (t)

Its general solution is given by

(
x = c1 x1 (t) + c2 x2 (t) + xp (t)
,
y = c1 y1 (t) + c2 y2 (t) + yp (t)
(
x = c1 x1 (t) + c2 x2 (t)
where is general solution of the corresponding homogeneous system
y = c1 y1 (t) + c2 y2 (t)
( (
dx
dt
= a 1 x + b 1 y x = xp (t)
dy , and is a particular solution of (6).
dt
= a 2 x + b 2 y y = y p (t)
Systems of First Order DE Dr. Suresh Kumar, BITS Pilani 6

We already know how to solve the corresponding homogeneous system of (6). So we need to
know how to find a particular solution of (6).
We construct a particular solution using the solution of the corresponding homogeneous system
of (6) by varying the unknown parameters c1 and c2 with two unknown functions v1 (t) and v2 (t)
respectively. So we assume a particular solution of the form
(
x = v1 x1 + v2 x2
,
y = v1 y1 + v2 y2

Substituting this particular solution into (6), we get

(
v10 x1 + v20 x2 = f1 (t)
.
v10 y1 + v20 y2 = f2 (t)
Therefore, we have
   
f (t) x2   x1 f1 (t)
Z  1 
f2 (t) y2   y1 f2 (t)
Z
v1 = 
 x1
 dt and v2 =   dt.
 x2   x1
 x2 
 y1 y2   y1 y2 
This mehtod of getting a particular solution is called mehtod of variation of parameters.
Ex. 0.2.1. Use the mehtod of variation of parameters to find a particular solution of the following
system of differential equations:
(
dx
dt
= x + y 5t + 2
dy
dt
= 4x 2y 8t 8
Hence write the general solution.
Sol. 0.2.1. The corresponding homogeneous system of the given system is
(
dx
dt
=x+y
dy
dt
= 4x 2y

Its general solution (as done in the earlier example) reads as

(
x = c1 e3t + c2 e2t
.
y = 4c1 e3t + c2 e2t
(
x = c1 x 1 + c2 x 2
Comparing it with , we find
y = c1 y 1 + c2 y 2

x1 = e3t , x2 = e2t , y1 = 4e3t , y2 = e2t .

Further, f1 (t) = 5t + 2 and f2 (t) = 8t 8. By the method of variation of parameters, a
particular solution is of the form
(
x = v1 e3t + v2 e2t
.
y = 4v1 e3t + v2 e2t
Systems of First Order DE Dr. Suresh Kumar, BITS Pilani 7

   
f1 (t) x2  5t + 2 e2t 
Z   
8t 8 e2t 

f2 (t) y2 
Z Z
1 3t 1
v1 = x1 x2  dt =
   3t 
2t 
dt = e (3t + 10)dt = (t + 3)e3t
 
 e
 e  5 5
 y1 y2  4e3t e2t 
   3t 
x1 f1 (t)  e 5t + 2 
Z   
4e3t 8t 8

y1 f2 (t) 28
Z Z
2t 7
v2 = x1 x2  dt =
   3t 2t
 dt = e tdt = (2t + 1)e2t .
 
 e
 e   5 5
 y1 y2  4e3t e2t 
So we have
(
x = v1 e3t + v2 e2t = 3t + 2
.
y = 4v1 e3t + v2 e2t = 2t 1

Hence, the general solution is then given by

(
x = c1 e3t + c2 e2t + 3t + 2
.
y = 4c1 e3t + c2 e2t + 2t 1

0.3 Variable elimination approach

In the following, the variable elimination approach is described through an example. It is very
simple, and powerful as well in the sense that it can be applied to find general solotions of homo-
geneous and non-homogeneous systems of linear differential equations. Let us solve the previous
example by the variable elimination approach.
Ex. 0.3.1. Find solution of the following system of differential equations:
(
dx
dt
= x + y 5t + 2
dy
dt
= 4x 2y 8t 8

Sol. 0.3.1. The operator form of the given system is

(
(D 1)x y = 5t + 2
(7)
4x + (D + 2)y = 8t 8

Let us eliminate y from these two equations. Operating D + 2 on both sides of first equation, and
then adding to the second equation, we get

[(D + 2)(D 1) 4]x = (D + 2)(5t + 2) 8t 8 = 5 10t + 4 8t 8

= (D2 + D 6)x = 18t 9

It is a second order non-homogeneous LDE with constant coefficients in x and t with AE given by

m2 + m 6 = 0.

Its roots are m = 3, 2. So we have

xh = c1 e3t + c2 e2 t.
Systems of First Order DE Dr. Suresh Kumar, BITS Pilani 8

To find xp , we have
1
D2 + D
  
1 1 D
xp = 2 (18t 9) = 1 (18t 9) = 1 + (3t + 3/2) = 3t + 2.
D +D6 6 6 6

Thus,

x = xh + xp = c1 e3t + c2 e2t + 3t + 2.

We can get y by substituting this value of x into the first equation of the given system. For,
dx d
y= x + 5t 2 = (c1 e3t + c2 e2t + 3t + 2) (c1 e3t + c2 e2t + 3t + 2) + 5t 2
dt dt
y = 4c1 e3t + c2 e2t + 2t 1

You can see that life is easy if we use the variable elimination approach unless the question is
asked to be solved by using the earlier approach.

Cheers!
See the next page also.
Systems of First Order DE Dr. Suresh Kumar, BITS Pilani 9

0.4 Solving second order DE with constant coefficients

The following example illustrates how we can change a second order DE with constant coefficients
into a system of first order DE, and then solve it.
d2 y
Ex. 0.4.1. Solve the DE + y = 0 by changing it into a system of first order DE.
dx2
dy
Sol. 0.4.1. Let r = y and s = dx
. Then from the given DE, we get the following system of first
order DE:
(
dr
dx
=s
ds
dx
= r

d
In operator form with D = dx
, it reads as
(
Dr s = 0
(8)
r + Ds = 0
(
r = Aemt
Let be a solution of the system. Substituting it into (8), we get
s = Bemt
(
mA B = 0
. (9)
A + mB = 0

For non-zero values of A and B, we must have

 
m 1
 1 m  = 0.
 

So we get

m2 + 1 = 0, or m = i, i.

Next,
( for m = i, (9) is satisfied by the values A = 1 and B = i. One solution of (8), therefore, is
r = eix = cos x + i sin x
.
s = ieix = sin x + i cos x

( Separating the real

( and imaginary parts, we get two LI particular solutions of (8) given by
r = cos x r = sin x
and .
s = sin x s = cos x
(
r = c1 cos x + c2 sin x
Finally, the general solution of the system reads as .
s = c1 sin x + c2 cos x
dy
Since r = y and s = dx , it follows that y = c1 cos x + c2 sin x is the general solution of the given
d2 y
DE 2 + y = 0, as expected.
dx