All Differential Equations Resources
Example Questions
Example Question #1 : Homogeneous Linear Systems
Solve the differential equation for y:
Subject to the initial condition:
So this is a homogenous, first order differential equation. In order to solve this we need to solve for the roots of the equation. This equation can be written as:
gives us a root of
The solution of homogenous equations is written in the form:
so we don't know the constant, but can substitute the values we solved for the root:
We have one initial values, for y(t) with t=0
So:
This gives a final answer of:
Example Question #1 : System Of Linear First Order Differential Equations
Solve the third order differential equation:
none of these answers
So this is a homogenous, third order differential equation. In order to solve this we need to solve for the roots of the equation. This equation can be written as:
Which, using the cubic formula or factoring gives us roots of , and
The solution of homogenous equations is written in the form:
so we don't know the constants, but can substitute the values we solved for the roots:
We have three initial values, one for y(t), one for y'(t), and for y''(t) all with t=0
So:
so:
So this can be solved either by substitution or by setting up a 3X3 matrix and reducing. Once you do either of these methods, the values for the constants will be: Then and
This gives a final answer of:
Example Question #1 : System Of Linear First Order Differential Equations
Solve the differential equation:
Subject to the initial conditions:
So this is a homogenous, third order differential equation. In order to solve this we need to solve for the roots of the equation. This equation can be written as:
Which, using the cubic formula or factoring gives us roots of , and
The solution of homogenous equations is written in the form:
so we don't know the constants, but can substitute the values we solved for the roots:
We have three initial values, one for y(t), one for y'(t), and for y''(t) all with t=0
So:
So this can be solved either by substitution or by setting up a 3X3 matrix and reducing. Once you do either of these methods, the values for the constants will be: Then and
This gives a final answer of:
Example Question #2 : System Of Linear First Order Differential Equations
Find the general solution to the given system.
To find the general solution to the given system
first find the eigenvalues and eigenvectors.
Therefore the eigenvalues are
Now calculate the eigenvectors
For
Thus,
For
Thus
Therefore,
Now the general solution is,
Example Question #2 : Homogeneous Linear Systems
When substituted into the homogeneous linear system for , which of the following matrices will have a saddle point equilibrium in its phase plane?
A saddle point phase plane results from two real eigenvalues of different signs. Three of these matrices are triangular, which means their eigenvalues are on the diagonal. For these three, the eigenvalues are real, but both the same sign, meaning they don't have saddles. For the remaining two, we'll need to find the eigenvalues using the characteristic equations.
For , we have
The discriminant to this is , so the solutions are non-real. Thus, this matrix doesn't yield a saddle point.
For we have,
We see that this matrix yields two real eigenvalues with different signs. Thus, it is the correct choice.
Example Question #1 : Homogeneous Linear Systems
Find the general solution to the system of ordinary differential equations
where
None of the other answers.
Finding the eigenvalues and eigenvectors of with the characteristic equation of the matrix
The corresponding eigenvalues are, respectively
and
This gives us that the general solution is
Example Question #11 : System Of Linear First Order Differential Equations
Solve the following system.
a
First, we will need the complementary solution, and a fundamental matrix for the homogeneous system. Thus, we find the characteristic equation of the matrix given.
Using , we then find the eigenvectors by solving for the eigenspace.
This has solutions , or . So a suitable eigenvector is simply .
Repeating for ,
This has solutions , and thus a suitable eigenvector is . Thus, our complementary solution is and our fundamental matrix (though in this case, not the matrix exponential) is . Variation of parameters tells us that the particular solution is given by , so first we find using the inverse rule for 2x2 matrices. Thus, . Plugging in, we have . So .
Finishing up, we have .
Adding the particular solution to the homogeneous, we get a final general solution of
Example Question #1 : Matrix Exponentials
Use the definition of matrix exponential,
to compute of the following matrix.
Given the matrix,
and using the definition of matrix exponential,
calculate
Therefore
Example Question #12 : System Of Linear First Order Differential Equations
Given the matrix , calculate the matrix exponential, . You may leave your answer diagonalized: i.e. it may contain matrices multiplied together and inverted.
First we find our eigenvalues by finding the characteristic equation, which is the determinant of (or ). Expansion down column one yields
Simplifying and factoring out a , we have
So our eigenvalues are
To find the eigenvectors, we find the basis for the null space of for each lambda.
lambda = -1
Adding row 1 to row 3 and placing into row 3, dividing row two by 6, and swapping rows two and 1 gives us our reduced row echelon form. For our purposes, it suffices just to do the first step and look at the resulting system.
So that
Which has solutions . Thus, a clean eigenvector here would be
For lambda = 4, we have
Step 1: Add row 3 to row 1.
Step 2: Add 3 row 3 to row 2
Step 3: Add -6/5 row 1 in to row 2. Swap and divide as necessary to get proper pivots.
This gives us
So that
Which has solutions . Thus, a clean eigenvector here would be .
As we only ended up with two eigenvectors, we'll need to grab a generalized eigenvector as well. To do this, we will solve
(for lambda = 1, and we set it equal to the negation of our eigenvector for 1.)
This gives us
And the steps to solve this are identical to the steps to solving for the eigenvector for -1. Following them once more, and further reducing, we get.
Solving the system, our generalized eigenvector is given by . Decomposing into the Jordan matrix gives us
,
When we exponentiate this in the above form, we only need to find the matrix exponential of the Jordan matrix. This is done by exponentiating the entries on the main diagonal, and making the entries on the super diagonals of each Jordan block powers of t over the proper factorials. Thus, the matrix exponential is given by
From here, it would just be a matter of inverting and multiplying together -- daunting algebraically, but conceptually quite easy.
Note: In the final form above, anything with the same entries, but the columns switched is okay. I.e., it's okay to have the first eigenvector in the last column of the last two matrices, and be in the lower right hand corner of the second matrix.
Example Question #13 : System Of Linear First Order Differential Equations
Given the matrix , calculate the matrix exponential, .
First we find our eigenvalues by finding the characteristic equation, which is the determinant of (or ).
Thus, we have eigenvalues of 4 and 2. Solving for the eigenvectors by finding the bases of the eigenspaces, we have
lambda = 4
Adding Row1 into Row 2, we're left with
So that
And have an eigenvector of .
For lambda = 2, we have
Adding -1 Row 1 into Row 2, we have
So that
and is an eigenvector.
Constructing our diagonalized matrix, we have
Using the formula for calculating the inverses of 2x2 matrices, we have
To calculate the matrix exponential, we can just find the matrix exponential of and multiply and back in. So .
is just found by taking the entries on the diagonal and exponentiating. Thus,
Multiplying together, we get
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