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Each of the systems of linear differential equations can be expressed in the form \(\mathbf{y}^{\prime}=P(t) \mathbf{y}+\mathbf{g}(t) .\) Determine \(P(t)\) and \(\mathbf{g}(t)\) $$ A^{\prime}(t)=\left[\begin{array}{cc} 2 t & 1 \\ \cos t & 3 t^{2} \end{array}\right], \quad A(0)=\left[\begin{array}{rr} 2 & 5 \\ 1 & -2 \end{array}\right] $$

Short Answer

Expert verified
Based on the given matrix \(A'(t)\) and initial condition \(A(0)\), the system of linear differential equations can be expressed in the form \(\mathbf{y}' = P(t) \mathbf{y} + \mathbf{g}(t)\) with \(P(t) = \begin{bmatrix} 2t & 1 \\ \cos{t} & 3t^2 \end{bmatrix}\) and \(\mathbf{g}(t) = \begin{bmatrix} 0 \\ 0 \end{bmatrix}\).

Step by step solution

01

Write down the given information

We have \(A'(t) = \begin{bmatrix} 2t & 1 \\ \cos{t} & 3t^2 \end{bmatrix}\) and \(A(0) = \begin{bmatrix} 2 & 5 \\ 1 & -2 \end{bmatrix}\).
02

Write down the general form of the given system

The general form of the given system is \(\mathbf{y}' = P(t) \mathbf{y} + \mathbf{g}(t)\). To find \(P(t)\) and \(\mathbf{g}(t)\), we will compare this form with the form of the matrix A.
03

Determine the form of matrix P(t) and vector g(t) using the given matrix A'(t)

Since the columns of A'(t) must correspond to the elements of P(t) multiplied by the coordinate vector \(\mathbf{y}\), we can write the system as \(\frac{d\mathbf{y}}{dt} = \begin{bmatrix} p_{11}(t) & p_{12}(t) \\ p_{21}(t) & p_{22}(t) \end{bmatrix} \mathbf{y} + \begin{bmatrix} g_1(t) \\ g_2(t) \end{bmatrix}\). Now, by comparing the given matrix \(A'(t)\) with the form \(\begin{bmatrix} p_{11}(t) & p_{12}(t) \\ p_{21}(t) & p_{22}(t) \end{bmatrix} \mathbf{y} + \begin{bmatrix} g_1(t) \\ g_2(t) \end{bmatrix}\), we get the following equations: 1. \(2t = p_{11}(t)y_1 + p_{12}(t)y_2 + g_1(t)\) 2. \(1 = p_{21}(t)y_1 + p_{22}(t)y_2 + g_2(t)\) 3. \(\cos{t} = p_{11}(t)y_1' + p_{12}(t)y_2'\) 4. \(3t^2 = p_{21}(t)y_1' + p_{22}(t)y_2'\)
04

Solve for the entries of P(t) and g(t)

Since the system is homogeneous, we can determine that \(\mathbf{g}(t) = \begin{bmatrix} 0 \\ 0 \end{bmatrix}\). Now we can set up the following equations for the entries of \(P(t)\): 1. \(p_{11}(t) = 2t\) 2. \(p_{12}(t) = 1\) 3. \(p_{21}(t) = \cos{t}\) 4. \(p_{22}(t) = 3t^2\) Thus, \(P(t) = \begin{bmatrix} 2t & 1 \\ \cos{t} & 3t^2 \end{bmatrix}\) and \(\mathbf{g}(t) = \begin{bmatrix} 0 \\ 0 \end{bmatrix}\). The system of linear differential equations can be expressed in the form \(\mathbf{y}' = P(t) \mathbf{y} + \mathbf{g}(t)\) with \(P(t) = \begin{bmatrix} 2t & 1 \\ \cos{t} & 3t^2 \end{bmatrix}\) and \(\mathbf{g}(t) = \begin{bmatrix} 0 \\ 0 \end{bmatrix}\).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Matrix Representation
When dealing with systems of linear differential equations, transforming them into a matrix framework is highly beneficial. This involves expressing the system in the form \( \mathbf{y}' = P(t) \mathbf{y} + \mathbf{g}(t) \), where \( P(t) \) is a matrix that encompasses the coefficients of the system and \( \mathbf{g}(t) \) is a vector that represents any non-homogeneous part.
  • In our exercise, the matrix \( A'(t) \) is given, which represents the derivative of the state matrix over time. It is structured as \( \begin{bmatrix} 2t & 1 \ \cos{t} & 3t^2 \end{bmatrix} \).
  • We aim to identify \( P(t) \), which corresponds directly to the given derivative matrix, because the system is homogeneous with \( \mathbf{g}(t) = \begin{bmatrix} 0 \ 0 \end{bmatrix} \).
  • Consequently, the matrix \( P(t) = \begin{bmatrix} 2t & 1 \ \cos{t} & 3t^2 \end{bmatrix} \).
Homogeneous Systems
A system of linear differential equations can be either homogeneous or non-homogeneous. In a homogeneous system, there is no external force or addition, meaning \( \mathbf{g}(t) \) in the equation \( \mathbf{y}' = P(t) \mathbf{y} + \mathbf{g}(t) \) is a zero vector.
  • This implies that all changes in the system are due to the system's inherent properties, represented by matrix \( P(t) \).
  • For the problem at hand, the solution reveals that \( \mathbf{g}(t) = \begin{bmatrix} 0 \ 0 \end{bmatrix} \), confirming the homogeneity of the system.
  • Homogeneous systems often simplify the complexity involved, as they focus solely on internal dynamics without external stimuli.
Understanding whether a system is homogeneous helps determine the approach and tools we use for solving it.
Differential Equation Solutions
Solving a system of linear differential equations involves finding a function or set of functions that satisfy the system's equation.
  • The core idea here is to express derivatives concretely in terms of equations that can then be solved.
  • In homogeneous systems like ours, where \( \mathbf{g}(t) = \begin{bmatrix} 0 \ 0 \end{bmatrix} \), solutions typically involve determining eigenvalues and eigenvectors of the matrix \( P(t) \).
  • The eigenvalues provide insight into the stability and behavior of solutions over time, offering a pathway to predict system dynamics.
The solution usually involves multiple steps, integrating knowledge of linear algebra and calculus to piece together the function \( \mathbf{y}(t) \) that successfully represents the state of the system through time, maintaining alignment with \( P(t) \).

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Most popular questions from this chapter

Let \(A=\left[\begin{array}{ll}a & b \\ b & c\end{array}\right]\) be a \((2 \times 2)\) real symmetric matrix. In Exercise 28 of Section \(4.4\), it was shown that such a matrix has only real eigenvalues. We now show that \(A\) has a full set of eigenvectors. Note, by Exercise 30 of Section \(4.4\), that if \(A\) has distinct eigenvalues, then \(A\) has a full set of eigenvectors. Thus, the only case to consider is the case where \(A\) has repeated eigenvalues, \(\lambda_{1}=\lambda_{2}\). (a) If \(\lambda_{1}=\lambda_{2}\), show that \(a=c, b=0\), and therefore \(A=a I\). (b) Exhibit a pair of linearly independent eigenvectors in this case.

Find the largest interval \(a

In each exercise, determine all equilibrium solutions (if any).\(\mathbf{y}^{\prime}=\left[\begin{array}{lll}1 & 0 & 0 \\ 0 & 1 & 1 \\\ 0 & 1 & 1\end{array}\right] \mathbf{y}+\left[\begin{array}{r}-2 \\ 0 \\\ 0\end{array}\right]\)

Consider the \(R L\) network shown in the figure. Assume that the loop currents \(I_{1}\) and \(I_{2}\) are zero until a voltage source \(V_{S}(t)\), having the polarity shown, is turned on at time \(t=0 .\) Applying Kirchhoff's voltage law to each loop, we obtain the equations $$ \begin{aligned} -V_{S}(t)+L_{1} \frac{d I_{1}}{d t}+R_{1} I_{1}+R_{3}\left(I_{1}-I_{2}\right) &=0 \\ R_{3}\left(I_{2}-I_{1}\right)+R_{2} I_{2}+L_{2} \frac{d I_{2}}{d t} &=0 \end{aligned} $$ (a) Formulate the initial value problem for the loop currents, \(\left[\begin{array}{l}I_{1}(t) \\ I_{2}(t)\end{array}\right]\), assuming that $$ L_{1}=L_{2}=0.5 H, \quad R_{1}=R_{2}=1 k \Omega, \quad \text { and } \quad R_{3}=2 k \Omega . $$ (b) Determine a fundamental matrix for the associated linear homogeneous system. (c) Use the method of variation of parameters to solve the initial value problem for the case where \(V_{S}(t)=1\) for \(t>0\).

In each exercise, assume that a numerical solution is desired on the interval \(t_{0} \leq t \leq t_{0}+T\), using a uniform step size \(h\). (a) As in equation (8), write the Euler's method algorithm in explicit form for the given initial value problem. Specify the starting values \(t_{0}\) and \(\mathbf{y}_{0}\). (b) Give a formula for the \(k\) th \(t\)-value, \(t_{k}\). What is the range of the index \(k\) if we choose \(h=0.01\) ? (c) Use a calculator to carry out two steps of Euler's method, finding \(\mathbf{y}_{1}\) and \(\mathbf{y}_{2}\). Use a step size of \(h=0.01\) for the given initial value problem. Hand calculations such as these are used to check the coding of a numerical algorithm.\(\mathbf{y}^{\prime}=\left[\begin{array}{lll}1 & 0 & 1 \\ 3 & 2 & 1 \\\ 1 & 2 & 0\end{array}\right] \mathbf{y}+\left[\begin{array}{l}0 \\ 2 \\\ t\end{array}\right], \quad \mathbf{y}(-1)=\left[\begin{array}{l}0 \\ 0 \\\ 1\end{array}\right], \quad-1 \leq t \leq 0\)

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