Wednesday, July 10, 2013

Linear Systems of Differential Equations with Complex Roots

Linear systems of differential equations can also feature characteristic equations with complex roots that lead to complex conjugate solutions. Consider the system:

dx/dt = 3x + 2y

dy/dt = -5x + y

 
Much of the procedure for solution of this system is the same as for the earlier examples. Thus, assume a solution of the form:
 
x = A exp(lt) and y = B exp(lt)

Now, substitute the preceding into the system to get:
 

l A exp(lt)   =  3 A exp(lt)    +  2B exp(lt)

lB exp(lt)   =    -5A exp(lt)     +  B exp(lt)

This leads to:
 
 
3 A exp(lt) - l A exp(lt)     + 2 B exp(lt) =  0

 
-5 A exp(lt)   + B exp(lt)   -lB exp(lt)   = 0




And the algebraic system:
 
(3 - l) A  + 2B = 0
-5A  +    (1 - l) B = 0
 
And then to the form: (A - l) D = 0 =
 
(3 - l………2)
(-5………1 - l )


And then expand to obtain the characteristic equation:

l2 – 4l  + 13 = 0


Using the quadratic formula one can determine the roots of this system (with b = -4, a =1, and c = 13) are 2 +  3i.   Now, set l = 2 + 3i in the algebraic system to get:
(1 – 3i) A  + 2B = 0
 
-5A  +    -(1 – 3i) B = 0
A simple, nontrivial solution of this system (using the method to solve for A, B we employed before) yields: A = 2 and B = -1 + 3i. Using these one obtains the complex solutions:
 
x = 2 exp (2 + 3i)t
y =  (-1 + 3i) exp (2 + 3i)t
 
 
Which can alternatively be written (using Euler’s formula) :
 
x = exp (2t) [(2 cost 3t) + i(2 sin 3t)]
y = exp(2t)[(-cos 3t – 3 sin 3t) + i (3 cos 3t – sin 3t)]

Since both the real and imaginary parts of this solution are themselves solutions of the system, we also obtain the two real solutions:

x = 2 exp t cos 3t

y =  - exp 2t (cos 3t + 3 sin 3t)

and also:

x = 2 exp t sin 3t

y =  -exp 2t (3cos 3t -  sin 3t)


Since the preceding solutions are linearly independent we can write the general solution of the system as:

x = 2exp (2t) (c1 cost 3t + c2 sin 3t)
y = exp(2t)[c1(-cos 3t – 3 sin 3t) + c2 (3 cos 3t – sin 3t)]
 
Problems for Math Mavens:
 
1)   The other root of the characteristic equation was: 2 – 3i. Set l = 2 – 3i and find out what the general solution is to the system illustrated in the post.
 
2)     Find the complex and general solutions of the system:
 
dx/dt = 5x – 2y
 
dy/dt = 4x - y
 

 
 



 





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