In: Advanced Math
Writing Prompt(s)
One method for solving a system of first order linear differential equation such as
x ′ = a x + b y y ′ = c x + d y
is to take the derivative of the first equation and use the second equation to ``decouple'' the system and create a second order equation, which we can solve using our previous techniques. Does this always work? If not, what conditions on the constants a, b, c, and d must be enforced? If it does work, we can then arrive at an equation for x(t). How do we proceed in finding an equation for y(t)?
Using the method of elimination,the system of n linear
differential equations reduces into a single nth order linear
differential equation.This method is useful for simple cases like
system of order 2.
Now the given system is
x'=ax+by
y'=cx+dy
Where a, b, c, d are constant coefficients.
In the method of elimination there is no such restriction on
constant coefficient a,b,c,d.But if you wish to find some non
trivial(non-constant solution) solution to the system one of them
must be non-zero.
In method of elimination we do similar things as we do to find
solution to system of equation in linear algebra.
In this method we first differentiate first equation and substitute
y' from the second equation and we get a second order linear
differential in x which is
x"-(a+d)x'+(ad-bc)=0
Now this equation could be solve easily by finding the roots of the
characteristic equation
m2-(a+d)m+(ad-bc)=0
Let us suppose the general solution to x be
x=C1f1+C2f2 where
C1 and C2 are constants f1,
f2 are parts of the solution and the function of
independent variable only.
Then by putting value of x in y'=cx+dy we get
y'=c(C1f1+C2f2)+dy
=>y'-dy=c(C1f1+Cf2)
Which is a first order first degree linear differential equation
and finding the integrating factor I.F. and multiplying the
equation with this I.F. ,then integrating we get the required
solution to y.(solving for y using integrating factor is one method
to solve, you could find other methods to as for your
comfortable).