Chapter 4.
Linear Systems of Differential Equations
(Chapter 4 from the book)
Section 4.1 The Method of Elimination
Ali Kachmar
Department of Physics
Sultan Qaboos University
Phys3101, November 25, 2023
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 1 / 17
Table of Contents
1 Introduction
2 First-Order Systems
3 The Method of Elimination
4 Example 1,2,3,4
5 Applications
Example: Mass-Spring System
6 Conclusion
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Phys3101,
4 fromFL23
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Introduction
1 Systems of differential equations play a crucial role in modeling and
analyzing various real-world phenomena.
2 These phenomena often involve multiple variables that interact with
each other (i.e., mass-spring systems).
3 In this section, we will introduce first-order systems of differential
equations, discuss their applications, and provide examples along with
their solutions.
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4 fromFL23
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First-Order Systems
A first-order system of differential equations is a set of equations where
the unknown variables depend on a single independent variable and their
derivatives. A general first-order system can be written as:
dx1 (t)
= f1 (x1 (t), x2 (t), . . . , xn (t))
dt
dx2 (t)
= f2 (x1 (t), x2 (t), . . . , xn (t))
dt
...
dxn (t)
= fn (x1 (t), x2 (t), . . . , xn (t)),
dt
where x1 , x2 , . . . , xn are the unknown functions and f1 , f2 , . . . , fn are given
functions that define the system.
Solving a first-order system involves finding the functions x1 , x2 , . . . , xn
that satisfy the system of equations.
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 4 / 17
The Method of Elimination
The elimination method involves eliminating one variable at a time from a
system of equations until we obtain a single equation that we can solve.
This method is beneficial when the system has more equations than
variables.
Simple System of Differential Equations
Let’s consider a simple system of two differential equations:
dx
= f (x, y )
dt
dy
= g (x, y )
dt
To apply the elimination method, we need to eliminate one variable, say y ,
by differentiating the first equation concerning t and substituting the
second one. This yields:
d 2x df dx df dy
2
= +
dt dx dt dy dt
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 5 / 17
The Method of Elimination (Contd)
dy
Now, we substitute the expressions for dxdt and dt from the original
equations:
d 2x df df
= f (x, y ) + g (x, y )
dt 2 dx dy
This new equation is a second-order differential equation in terms of x. By
solving it, we can obtain the function x(t). Once we have x(t), we can
substitute it back into the original system of equations to find y (t).
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Phys3101,
4 fromFL23
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Example 1 : Solving a first order system of differential
equations
Consider the following system:
dx
= x + 2y
dt
dy
= 3x − y
dt
Then, we have the equations:
1
x = (y ′ + y )
3
1
x ′ = (y ′′ + y ′ )
3
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
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Example 1 . Cont.
Substituting x and x ′ into the original equations, we get:
1 ′′ 7
y − y =0
3 3
Assuming y = e rt , the characteristic equation is:
1 2
(r − 7) = 0
3
Solving for r , we find: √ √
r1 = 7, r2 = − 7
Therefore, the solution is:
√ √
y (t) = C1 e 7t
+ C2 e − 7t
Finally, for x(t):
C1 √ √ C2 √ √
x(t) = (1 + 7)e 7t + (1 − 7)e − 7t
3 3
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 8 / 17
Example 2
Given System: (
x ′ = −x + 6y
y ′ = x − 2y
Initial Conditions: (
x(0) = 2
y (0) = 0
General Solution:
(
x(t) = c1 e t + c2 e −4t
y (t) = 13 c1 e t − 12 c2 e −4t
Solution with Initial Conditions:
(
x(t) = 52 (3e t + 2e −4t )
y (t) = 52 (e t − e −4t )
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
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Example 3
Given System: (
x ′ = 5x + 3y
y ′ = −6x − 4y
Initial Conditions: (
x(0) = 1
y (0) = 2
General Solution:
(
x(t) = −c1 e 2t − 21 c2 e −t
y (t) = c1 e 2t + c2 e −t
Solution with Initial Conditions:
(
x(t) = −3e −t + 4e 2t
y (t) = 6e −t − 4e 2t
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
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4 fromFL23
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Example 4 : Please solve it
Given System: (
x ′ = −x
y ′ = −2x − y
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
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Example 5 : Please solve it
Given System: (
x ′ = 2x − y
y ′ = −2x + y
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Phys3101,
4 fromFL23
the book) 12 / 17
Applications
1 First-order systems of differential equations find applications in
various fields, including physics, biology, and engineering.
2 They are instrumental in modeling dynamic systems (mass-spring
systems) involving multiple interacting variables.
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 13 / 17
Example: Mass-Spring System
Consider a mass-spring system with two masses connected by springs,
where k1 and k2 are the spring constants. Let x1 (t) and x2 (t) represent
the displacements of the masses from their equilibrium positions at time t.
Figure: 1. Illustration of the mass-spring system.
The following first-order system of differential equations can describe the
dynamics of this system:
d 2 x1
m1 = −k1 x1 + k2 (x2 − x1 )
dt 2
d 2 x2
m2 2 = −k2 (x2 − x1 )
dt
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
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Example: Mass-Spring System Cont.
We can solve this system using substitution, elimination, or numerical
methods.
The solutions will provide information about the motion of the masses
and how they interact with each other.
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 15 / 17
Conclusion
This document introduced first-order systems of differential equations
and their applications.
First-order systems are powerful tools for modeling and understanding
complex phenomena involving multiple variables.
We discussed the general form of a first-order system and highlighted
its importance in various fields.
Additionally, we provided an example of a mass-spring system and
discussed how to solve the corresponding first-order system.
Understanding first-order systems of differential equations is essential
for tackling real-world problems and gaining insights into the behavior
of dynamic systems.
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 16 / 17
Thank You!
Questions?
Ali Kachmar Chapter 4. Linear Systems of Differential Equations (Chapter
Phys3101,
4 fromFL23
the book) 17 / 17
