Problems from Non homogeneous systems of linear ODE with constant coefficients

Solve the following linear system with initial conditions: {x=(1111)x+(1t1t)x(1)=(21)

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Development:

Let's solve firstly the homogeneous part. We have to solve: x=(1111)x The corresponding matrix does not diagonalize, let's calculate the reduced Jordan form: J=(0010) where λ=0 is the eigenvalue of multiplicity 2.

A matrix of eigenvectors and therefore the change of basis matrix S is: S=(1101)

We know that a fundamental matrix of the homogeneous system is: ϕh(t)=SetJ=(1101)(e0t0te0te0t)=(1101)(10t1)=(1+t1t1)

Let's look now for a particular solution to the non homogeneous system of the type: xp(t)=ϕh(t)u(t) We know that u(t) is such that u(t)=(ϕh(t))1b(t)

And so, as (ϕh(t))1=(1+t1t1)1=(11tt+1) we have that u(t)=(11tt+1)=(1t1t)=(1t1ttt+t+1t)=(01t) and solving this separable ODE: u(t)=(0dt1tdt)=(0ln(t)) Consequently a particular solution is: xp(t)=ϕh(t)u(t)=(1+t1t1)(0ln(t))=(ln(t)ln(t)) The general solution of the system is: x(t)=xh(t)+xp(t)=ϕh(t)C+xp(t)=(1+t1t1)(C1C2)+(ln(t)ln(t)) Now it is only necessary to impose the initial conditions, so we will find the vector C.

Let's evaluate the solution at t=1 and let's impose that the solution is (2,1): (21)=x(1)=(2111)(C1C2)+(00) (2111)(C1C2)=(21) Solving the linear system, we obtain: C=(34).

Therefore the solution is: x(t)=(1+t1t1)(34)+(ln(t)ln(t))=(3+3t4+ln(t)3t4+ln(t))= =(3t1+ln(t)3t4+ln(t))

Solution:

x(t)=(3t1+ln(t)3t4+ln(t))

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