SYSTEMS OF DIFFERENTIAL EQUATIONS

A general 1st order system is given by

dx
 f n  t1 x1 x2 ...............xn 
dt

e.g
dx1
 2 x1  x2  t 2
dt
dx2
 3 x1  4 x2  sin t
dt

A general type of linear system of two first order differential equations in two unknown
functions x and y is of the form.

dx dy
a1 (t )  a2 (t )  a3 (t ) x  a4 (t ) y  f1 (t )
dt dt
(1)
dx dy
b1 (t )  b2 (t )  b3 (t ) x  b4 (t ) y  f 2 (t )
dt dt

We restrict ourselves to a system of this type with a constant coefficient e.g.

dx dy
2  3  2x  y  t 2
dt dt
(2)
dx dy
 2  3 x  4 y  et
dt dt

Definition: The ordered pair of real functions ( f , g ) is said to be a solution of (1) if x  f (t ) ,

Example 1

Solve the system:

dx dy
2   2 x  4 y  et
dt dt
dx dy
  e 4t
dt dt
Solution

Introducing the differential operator notation we have

( D  2) x  ( D  4) y  et

Dx  Dy  e 4t

To solve for x multiply the first equation with D and the second with  D  4  to have

D( D  2) x  D( D  4) y  Det ............................................. (i)

D  D  4  x  D  D  4  y   D  4  e 4t ................................ (ii)

Adding (ii) and (ii) we have

 D  D  2   D  D  4   x  Det   D  4  e 4t

 D 2  2 D  D 2  4 D  x  Det  De 4t  4e 4t

2 Dx  et  4e4t  4e4t

dx
2  et
dt

Which on solving yields

1 t
x e C
2

Similarly to solve for y apply D and D  2 to the first and second equations respectively

D( D  2) x  D( D  4) y  Det ............................................. (i)

D  D  2  x  D  D  2  y   D  2  e 4t ................................ (ii)

Subtracting the resulting equations we have

 D  D  4   D  D  2   y  Det   D  2  e 4t

 D 2  4 D  D 2  2 D  x  Det  De 4t  2e 4t

2 Dy  et  4e 4t  2e 4t
 dy
2  e t  2e 4 t
dt

Which on solving yields

1 1
y   et  e 4 t  C
2 4

Example 2

Solve the system:

dx dy
2  2  3x  t
dt dt
dx dy
2  2  3x  8 y  2
dt dt

Solution

Introducing the differential operator notation we have

(2 D  3) x  2 Dy  t

(2 D  3) x  (2 D  8) y  2

To eliminate y multiply the first equation with (2 D  8) and the second wiht 2D to have

(2 D  8) (2 D  3) x  2 D(2 D  8) y  (2 D  8)t ................................ (i)

2 D(2 D  3) x  2 D(2 D  8) y  2 D(2) ............................................ (ii)

Adding (ii) and (ii) we have

[(2 D  8)(2 D  3)  2 D(2 D  3)]x  (2 D  8)t  2 D(2)

(8 D 2  16 D  24) x  2  8t  0

finally

1
( D 2  2 D  3) x  t 
4
 d 2x dx 1
2
 2  3x  t 
dt dt 4

Which on solving yields

1 11
xh  c1et  c2e 3t and x p   t 
3 36

1 11
Thus the general solution is x  c1e t  c2 e 3t  t 
3 36

Similarly to solve for y apply 2 D  3 and 2 D  3 to the first and second equations respectively

(2 D  3) (2 D  3) x  2 D(2 D  3) y  (2 D  3)t ............................................. (i)

 2 D  3 (2 D  3) x   2 D  3 (2 D  8) y   2 D  3 (2) ............................... (ii)

[2 D(2 D  3)  (2 D  8)(2 D  3)] y  (2 D  3)t   2 D  3 (2)

3
D 2 y  2 Dy  3 y  t 1
8

Which on solving yields

1 5
y p  t  and yc  c1et  c2 e 3t
8 12

1 5
Thus the general solution is y  c1et  c2 e 3t  t 
8 12

Therefore the general solution of the system

1 11
x  c1e t  c2 e 3t  t 
3 36

1 5
y  c1et  c2 e 3t  t 
8 12
Example 3
Solve
dx dy
  x  6 y  3t
dt dt
dx dy
 2  2x  6 y  t
dt dt

Solution:
5
x  c1e 6t
 c2e  6t
 2t 
6
5 1
y  c1e 6t
 c2e  6t
 t
6 3

Exercise

Q1: Find the general solution for each of the following linear system

dx dy
i.   2 x  4 y  et
dt dt

dx dy
  e 4t
dt dt

dx dy
ii.   x  3 y  3t
dt dt

dx dy
 2  2x  3y  1
dt dt

dx dy
iii.   x  6 y  3t
dt dt

dx dy
 2  2x  6 y  t
dt dt
DIFFERENTIAL EQUATIONS APPLICATION

1. A quantity p increases at a rate proportional to itself. If p = 50 when t = 0 and p = 125

Solution

dP dP
P   kP k cons tan t of propotionality
dt dt

dP
k
p
dP
 p   k dt
ln P  kt  c
P  e kt  c  Ae kt

t 0 P  50  50  Ae0
A  50  P  50e kt
t2 P  125  125  50e 2 k
ln 2.5
e 2 k  2.5  k
2
 P  50e
 ln 2.5 2 t

 ln 2.5 2 6
For t  6  P  50e solve for P

2. The DeKUT students population N  t  at any time t is assumed to satisfy the logistic
dN 1 10000
growth law  N 10000  N  . Prove that N  t   .
dt 500 1  Ce 20t

Solution

dN 1
 N 10000  N 
dt 500

dN 1
 dt
N 10000  N  500
 1 A B 1
  Solve for the partial fractions to have A  B 
N 10000  N  N 10000  N 10000

1 1 1  1
   dN 
10000  N 10000  N   500 
dt

ln N  ln 10000  N   20t  C1
 N 
ln    20t  C1
 10000  N 
N
 e 20t C1  C2 e 20t C2  eC1
10000  N
N  C2 e 20t 10000  N 
N 1  C2 e 20t   C2 e 20t 10000 
C2 e 20t 10000  10000  10000  1
N   C
1  C e 
2
20 t
1  C e  C1
2
20 t
e 20t
1  Ce 20 t
C2
2

A radioactive material decays at a rate proportional to its

mass. The initial mass is 20kg and at that time the rate of

decay is 0.5kg per day.

• Find the mass at any time

• The time when the mass left is 12 kg

The mass left after 25 days.

dm
 m
dt
dm
 k m  k cons tan t of proportionality 
dt
1
dm  k dt
m
1
 m dm    k dt

ln m   kt  C
m  e  kt C  Ae kt e  kt C  e  kt  eC 
m  20 t 0
20  Ae0  A  20
 m  20e  kt

m  19.5 t 1
19.5 
19.5  20e  k  k   ln   0.0253
 20 
 m  20e 0.0253t
when m  12
1 12
12  20e 0.0253t  t ln
0.0253 20
 t 20 days
when t  25
m  20e 0.025325  m  20  0.531
 m 10.6 kg

we may use the equation as a homogenous equation and get same answer

dm
 k m
dt
dm
 km  0
dt
F  e   e kt
kt

dm
e kt  k e kt m  0
dt
d
dt
 m e kt   0

m e kt  c1
m  c1e  kt  Ae  kt
Exercise

1. A bacterial culture is known to grow at a rate proportional to the amount present. After one
hour, 1000 strands of bacteria are observed, and after four hours, 3000 strands are observed.
Find ;

a) An expression for the approximate number of strands of the bacteria present at