How to Solve Simultaneous Differential Equations

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Simultaneous differential equations are solved using a coefficient matrix to create an eigenvalue problem. Once the eigenvalues are calculated, they are reintroduced into the simultaneous equations to determine the general solution. A firm knowledge of integral calculus is required because you must first "guess" the form of the solution based solely on the construction of the equations in the problem. For instance, you must be able to see the equation y''+ay'+by = 0 and know that the solution takes the form of y=e^(lambda*t). Related Searches:

Math Problem Math Math

Difficulty: Moderately Challenging

Instructions
Things You'll Need

Pen/pencil Paper

Suggest Edits 1.
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Coefficient matrix Write the equations in standard form and create the coefficient matrix. The picture shows the coefficient matrix for the following example. y1' = 2*y1 - 4*y2 y2' = 1*y1 - 3*y2
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Introduction of eigenvalues into the problem Subtract the eigenvalue lambda multiplied by the identity matrix from the coefficient matrix.
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3 Calculate the eigenvalue equation for the determinant of the newly formed matrix and set it equal to zero. (2-lambda)(-3-lambda) - (-4*1) -6 + lambda + lambda^2 + 4 lambda^2 + lambda - 2 = 0

4 Solve the equation to determine the eigenvalues. lambda^2 + lambda - 2 = 0 (lambda - 1)(lambda + 2) = 0 lambda1 = 1; lambda2 = -2

Eigenvector problem

Use the eigenvalues and the eigenvalue matrix to determine the eigenvectors. (2 - lamda)*x1 - 4*x2 = 0 x1 = 4x2; eigenvector is [4, 1] for lambda = 1 4x1 = 4x2; eigenvector is [1, 1] for lambda = -2
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6 Write the general solution using the eigenvalues and eigenvectors. For this example, the solution is in the form of y = e^(lambda*t) and since this is the general solution, arbitrary constants which are a result of integration are introduced. y1 = 4*c1*e^t + c2*e^(-2t) y2 = c1*e^t + c2*e^(-2t)

7 Use the initial or boundary conditions to obtain values for the arbitrary constants. This example is an initial condition problem. The initial conditions are y1(0) = 3 and y2(0) = 0. y1 = 4*c1*e^0 + c2*e^(-2*0) = 4*c1 + c2 = 3 y2 = c1*e^0 + c2*e^(-2*0) = c1 + c2 = 0 4*c1 = 3 - c2 c1 = -c2 4*(-c2) = 3 - c2; c2 = -1 c1 = -(-1); c1 = 1

8 Write the particular solution by substituting the values for the constants back into the general solution: y1 = 4e^t - e^(-2t) y2 = e^t - e^(-2t)

Read more: How to Solve Simultaneous Differential Equations | eHow.com http://www.ehow.com/how_5122700_solve-simultaneous-differentialequations.html#ixzz0uj2JXbhX

Example 1: Solve the system of linear equations. -2x + 3y = 8 3x - y = -5 Solution to example 1

multiply all terms in the second equation by 3 -2x + 3y = 8 9x - 3y = -15

add the two equations 7x = -7

Note: y has been eliminated, hence the name: method of elimination solve the above equation for x x = -1

substitute x by -1 in the first equation -2(-1) + 3y = 8

solve the above equation for y 2 + 3y = 8 3y = 6 y=2

write the solution to the system as an ordered pair (-1,2)

check the solution obtained first equation: Left Side: -2(-1) + 3(2)= 2 + 6 = 8 Right Side: 8 second equation: Left Side: 3(-1)-(2)=-3-2=-5 Right Side: -5

conclusion: The given system of equations is consistent and has the ordered pair, shown below, as a solution. (-1,2)