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Chapter 3

Systems of Two First Order Equations


3.1 Systems of Two Linear Algebraic Equations
1.
(a)
A =
_
2 3
3 1
_
= A
1
=
1
11
_
1 3
3 2
_
.
Therefore,
x = A
1
b =
1
11
_
1 3
3 2
__
7
5
_
=
_
2
1
_
.
That is, x
1
= 2, x
2
= 1.
(b) The lines are intersecting, as shown below.
10
5
0
5
10
x2
2 1 1 2 3 4 5
x1
2.
(a)
A =
_
1 2
2 3
_
= A
1
=
1
7
_
3 2
2 1
_
.
127
128 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Therefore,
x = A
1
b =
1
7
_
3 2
2 1
__
10
6
_
=
_
6
2
_
.
That is, x
1
= 6, x
2
= 2.
(b) Therefore, the lines are intersecting, as shown below.
4
2
0
2
x2
2 4 6 8
x1
3.
(a)
A =
_
1 3
2 1
_
= A
1
=
1
7
_
1 3
2 1
_
.
Therefore,
x = A
1
b =
1
7
_
1 3
2 1
__
0
0
_
=
_
0
0
_
.
That is, x
1
= 0, x
2
= 0.
(b) Therefore, the lines are intersecting, as shown below.
2
0
2
4
6
8
x2
1 1 2 3 4
x1
4.
3.1. SYSTEMS OF TWO LINEAR ALGEBRAIC EQUATIONS 129
(a)
A =
_
1 2
2 4
_
det A = 0. Therefore, A is singular which implies that either there is no solution or
there is an innite number of solutions. Multiplying the rst equation by 2, we have
2x
1
+4x
2
= 8. Our second equation is 2x
1
4x
2
= 6. Adding the two equations, we
have 0 = 2 which cannot occur. Therefore, we have no solution.
(b) Therefore, the lines are parallel, as shown below.
1.5
2
2.5
3
3.5
4
x2
1 0 1 2 3 4
x1
5.
(a)
A =
_
2 3
1 2
_
= A
1
=
1
7
_
2 3
1 2
_
.
Therefore,
x = A
1
b =
1
7
_
2 3
1 2
__
4
5
_
=
_
1
2
_
.
That is, x
1
= 1, x
2
= 2.
(b) Therefore, the lines are intersecting, as shown below.
4
3
2
1
0
x2
3 2 1 1 2 3
x1
130 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
6.
(a)
A =
_
3 2
6 4
_
det(A) = 0. Therefore, A is singular which implies that either there is no solution or an
there is an innite number of solutions. Multiplying the rst equation by 2, we see the
equations represent the same line. Therefore, there are an innite number of solutions.
In particular, any pair (x
1
, x
2
) such that x
2
= 3x
1
/2 will satisfy the system of equations.
(b) Therefore, the lines are coincident, as shown below.
4
2
0
2
4
x2
3 2 1 1 2 3
x1
7.
(a)
A =
_
2 3
4 6
_
det(A) = 0, therefore, there are no solutions or an innite number of solutions. Multi-
plying the rst equation by 2, we see the two equations are equations for the same line.
Therefore, there are an innite number of solutions. If we set x
1
= c, then x
2
= (2c6)/3.
This means that the solutions are any numbers (x
1
, x
2
) such that x
2
= (2x
1
6)/3.
(b) Therefore, the lines are coincident, as shown below.
2
1
0
1
x2
1 1 2 3 4 5
x1
3.1. SYSTEMS OF TWO LINEAR ALGEBRAIC EQUATIONS 131
8.
(a)
A =
_
4 1
4 3
_
= A
1
=
1
16
_
3 1
4 4
_
.
Therefore,
x = A
1
b =
1
16
_
3 1
4 4
__
0
12
_
=
_
3/4
3
_
.
That is, x
1
= 3/4, x
2
= 3.
(b) Therefore, the lines are intersecting, as shown below.
8
6
4
2
0
2
4
6
x2
1
0.5
0.5 1 1.5 2
x1
9.
(a)
A =
_
1 4
4 1
_
= A
1
=
1
15
_
1 4
4 1
_
.
Therefore,
x = A
1
b =
1
15
_
1 4
4 1
__
10
10
_
=
_
2
2
_
.
That is, x
1
= 2, x
2
= 2.
(b) Therefore, the lines are intersecting, as shown below.
10
5
5
10
x2
1 1 2 3 4 5
x1
132 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
10.
(a)
A =
_
1 1
1 2
_
= A
1
=
1
3
_
2 1
1 1
_
.
Therefore,
x = A
1
b =
1
3
_
2 1
1 1
__
1
4
_
=
_
2
1
_
.
That is, x
1
= 2, x
2
= 1.
(b) Therefore, the lines are intersecting, as shown below.
4
3
2
1
0
1
2
3
x2
3 2 1 1 2 3
x1
11.
(a)
A =
_
4 3
2 5
_
= A
1
=
1
14
_
5 3
2 4
_
.
Therefore,
x = A
1
b =
1
14
_
5 3
2 4
__
0
0
_
=
_
0
0
_
.
That is, x
1
= 0, x
2
= 0.
(b) Therefore, the lines are intersecting, as shown below.
4
2
2
4
x2
3 2 1 1 2 3
x1
3.1. SYSTEMS OF TWO LINEAR ALGEBRAIC EQUATIONS 133
12.
(a)
A =
_
2 5
4 10
_
det(A) = 0. Therefore, A is singular which implies that either there is no solution or
there is an innite number of solutions. Multiplying the rst equation by 2, we see the
two equations are equations of the same line. Therefore, there are an innite number of
solutions. In particular, any pair of the form (x
1
, x
2
) where x
2
= 2x
1
/5 will satisfy the
system of equations.
(b) Therefore, the lines are coincident, as shown below.
1
0.5
0
0.5
1
x2
3 2 1 1 2 3
x1
13. det(A I) =
2
2 = 0 = = 2, 1. First,
1
= 2 implies
A
1
I =
_
1 2
2 4
_
.
Therefore,
x
1
=
_
2
1
_
is an eigenvector for
1
.
Second,
2
= 1 implies
A
2
I =
_
4 2
2 1
_
.
Therefore,
x
2
=
_
1
2
_
is an eigenvector for
2
.
14. det(A I) =
2
2 + 5 = 0 = = 1 + 2i, 1 2i. First,
1
= 1 + 2i implies
A
1
I =
_
2 2i 2
4 2 2i
_
.
134 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Therefore,
x
1
=
_
1
1 i
_
is an eigenvector for
1
.
Second,
2
= 12i is the complex conjugate of
1
implies that x
2
x
1
is an eigenvector
for
2
. In particular,
x
2
=
_
1
1 + i
_
is an eigenvector for
2
.
15. det(A I) =
2
2 + 1 = 0 = = 1. Now, = 1 implies
A
1
I =
_
2 4
1 2
_
.
Therefore,
x
1
=
_
2
1
_
is an eigenvector for .
16. det(A I) =
2
+ 3 + 2 = 0 = = 1, 2. First,
1
= 1 implies
A
1
I =
_
2 2
3 3
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for
1
.
Second,
2
= 2 implies
A
2
I =
_
3 2
3 2
_
.
Therefore,
x
2
=
_
2
3
_
is an eigenvector for
2
.
17. det(A I) =
2
+ 2 + 5 = 0 = = 1 + 2i, 1 2i. First,
1
= 1 + 2i implies
A
1
I =
_
2i 4
1 2i
_
.
Therefore,
x
1
=
_
2i
1
_
is an eigenvector for
1
.
3.1. SYSTEMS OF TWO LINEAR ALGEBRAIC EQUATIONS 135
Second, since
2
= 1 2i is the complex conjugate of
1
,
x
2
x
1
=
_
2i
1
_
is an eigenvector for
2
.
18. det(A I) =
2
+ 1/4 = 0 = = 1/2. Now,
1
= 1/2 implies
A
1
I =
_
3/4 3/4
3/4 3/4
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for .
19. det(A I) =
2
+ 2 + 1 = 0 = = 1. Now, = 1 implies
A
1
I =
_
1/2 1
1/4 1/2
_
.
Therefore,
x
1
=
_
1
1/2
_
is an eigenvector for .
20. det(A I) =
2
1 = 0 = = 1, 1. First,
1
= 1 implies
A
1
I =
_
1 1
3 3
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for
1
.
Second,
2
= 1 implies
A
2
I =
_
3 1
3 1
_
.
Therefore,
x
2
=
_
1
3
_
is an eigenvector for
2
.
21. det(A I) =
2
+ 1 = 0 = = i, i. First,
1
= i implies
A
1
I =
_
2 i 5
1 2 i
_
.
136 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Therefore,
x
1
=
_
2 + i
1
_
is an eigenvector for
1
.
Second, since
2
is the complex conjugate of
1
,
x
2
x
1
=
_
2 i
1
_
is an eigenvector for
2
.
22. det(A I) =
2
7 = 0 = = 0, 7. First,
1
= 0 implies
A
1
I =
_
6 3
2 1
_
.
Therefore,
x
1
=
_
1
2
_
is an eigenvector for
1
.
Second,
2
= 7 implies
A
2
I =
_
1 3
2 6
_
.
Therefore,
x
2
=
_
3
1
_
is an eigenvector for
2
.
23. det(A I) =
2
+ 6 = 0 = = 2, 3. First,
1
= 2 implies
A
1
I =
_
1 1
4 4
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for
1
.
Second,
2
= 3 implies
A
2
I =
_
4 1
4 1
_
.
Therefore,
x
2
=
_
1
4
_
is an eigenvector for
2
.
3.1. SYSTEMS OF TWO LINEAR ALGEBRAIC EQUATIONS 137
24. det(A I) =
2
+ 5/2 = 0 = = (1 3i)/2. First,
1
= (1 + 3i)/2 implies
A
1
I =
_
3
2

3
2
i
5
2
9
5

3
2

3
2
i
_
.
Therefore,
x
1
=
_
1
3
5

3
5
i
_
is an eigenvector for
1
.
Second, since
2
is the complex conjugate of
1
, then
x
2
x
1
=
_
1
3
5
+
3
5
i
_
is an eigenvector for
2
.
25. det(A I) =
2
+ + 1/4 = 0 = = 1/2. Now, = 1/2 implies
A
1
I =
_

5
2
5
2

5
2
5
2
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for .
26. det(A I) =
2
+ 2 + 2 = 0 = = 1 i. First,
1
= 1 + i implies
A
1
I =
_
2 i 1
5 2 i
_
.
Therefore,
x
1
=
_
1
2 i
_
is an eigenvector for
1
.
Second,
2
is the complex conjugate of
1
implies
x
2
x
1
=
_
1
2 + i
_
is an eigenvector for
2
.
27. det(A I) =
2
+ 2 = 0 = = 0, 2. First,
1
= 0 implies
A
1
I =
_
1
4
3

9
4
3
_
.
Therefore,
x
1
=
_

4
3
1
_
138 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
is an eigenvector for
1
.
Second,
2
= 2 implies
A
2
I =
_
3
4
3

9
4
1
_
.
Therefore,
x
2
=
_

4
9
1
_
is an eigenvector for
2
.
28. det(A I) =
2
+ 4 + 3 = 0 = = 1, 3. First,
1
= 1 implies
A
1
I =
_
1 1
1 1
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for
1
.
Second,
2
= 1 implies
A
2
I =
_
1 1
1 1
_
.
Therefore,
x
2
=
_
1
1
_
is an eigenvector for
2
.
29. det(A I) =
2
+ 9 = 0 = = 3i. First,
1
= 3i implies
A
1
I =
_
1 3i 2
5 1 3i
_
.
Therefore,
x
1
=
_
1
1+3i
2
_
is an eigenvector for
1
.
Second, since
2
is the complex conjugate of
1
,
x
2
x
1
=
_
1
13i
2
_
is an eigenvector for
2
.
30. det(A I) =
2
+ 4 + 4 = 0 = = 2. Now, = 2 implies
A I =
_
1
1
2
2 1
_
.
3.1. SYSTEMS OF TWO LINEAR ALGEBRAIC EQUATIONS 139
Therefore,
x
1
=
_
1
2
_
is an eigenvector for .
31. det(A I) =
2

10
4
+ 1 = 0 = = 2, 1/2. First,
1
= 2 implies
A
1
I =
_

3
4
3
4
3
4

3
4
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for
1
.
Second,
2
= 1/2 implies
A
2
I =
_
3
4
3
4
3
4
3
4
_
.
Therefore,
x
2
=
_
1
1
_
is an eigenvector for
2
.
32. det(A I) =
2
3 +
9
4
= 0 = = 3/2. Now, = 3/2 implies
A I =
_
1
2
1
2

1
2

1
2
_
.
Therefore,
x
1
=
_
1
1
_
is an eigenvector for .
33.
(a) det(A I) =
2
+ 6 = 0 = = (1

25 + 4)/2.
(b) If 25 + 4 > 0, then there will be two real eigenvalues. If 25 + 4 = 0, then there will
be one real eigenvalue. If 25 + 4 < 0, then there will be two eigenvalues with non-zero
imaginary part (in particular, they will be a complex conjugate pair).
34.
(a) det(A I) =
2
5 + 6 + 4 = 0 = = (5

1 16)/2.
(b) If 1 16 > 0 then there will be two real eigenvalues. If 1 = 16, then there will be
one real eigenvalue. If 1 16 < 0, then there will be two eigenvalues with non-zero
imaginary parts (in particular, complex conjugates).
140 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
35.
(a) det(A I) =
2
( + 1) + 6 = 0 = = ( + 1

2
2 + 25)/2.
(b) Now
2
2+25 > 0 for all since
2
2+25 = (1)
2
+24. Therefore, there will
be two real eigenvalues no matter what the value of is.
36.
(a) det(A I) =
2
4 + 3 + 2
2
= 0 = = 2

1 2
2
.
(b) If 1 2
2
> 0, then there will be two real eigenvalues. Now 1 2
2
> 0 if and only if
1/

2 < < 1/

2. If = 1/

2, then there will be one real eigenvalue. If > 1/

2
or < 1/

2, then there will be a complex conjugate pair of eigenvalues with non-zero


imaginary part.
37. Let
A =
_
a
11
a
12
a
21
a
22
_
.
Let
A
1
=
_
b c
d e
_
.
Now A
1
A = I implies
_
b c
d e
__
a
11
a
12
a
21
a
22
_
=
_
1 0
0 1
_
.
Therefore, we have the following system of equations
ba
11
+ ca
21
= 1
ba
12
+ ca
22
= 0
da
11
+ ea
21
= 0
da
12
+ ea
22
= 1.
Multiplying the rst equation by a
12
, the second equation by a
11
and adding them implies
c(a
21
a
12
a
11
a
22
) = a
12
. Therefore,
c =
1
a
21
a
12
a
11
a
22
a
12
=
1
det(A)
a
12
.
Plugging this value for c into the rst equation, we are able to solve for b. In particular,
ba
11

a
12
det(A)
a
21
= 1 = ba
11
=
a
11
a
22
det(A)
.
Therefore,
b =
a
22
det(A)
.
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 141
Similarly, multiplying the third equation by a
12
, the fourth equation by a
11
and adding
them, we see that e(a
11
a
22
a
21
a
12
) = a
11
. Therefore,
e =
a
11
det(A)
.
Plugging this value for e into the third equation, we see that
d =
a
21
det(A)
.
38. Suppose is an eigenvalue for A. Then is a solution of det(AI) = 0. In particular,
will satisfy (a
11
)(a
22
)a
12
a
21
= 0. Therefore,
2
(a
11
+a
22
)+a
11
a
22
a
12
a
21
= 0.
Now, = 0 is an eigenvalue if and only if is a solution of this equation, which is true if and
only if a
11
a
22
a
12
a
21
= 0. In other words, = 0 is an eigenvalue if and only if det(A) = 0.
3.2 Systems of Two First Order Linear Dierential Equa-
tions
1. The system is autonomous, nonhomogeneous. Let u =
_
x
y
_
. Then
u

=
_
0 1
1 0
_
u +
_
0
4
_
.
2. The system is nonautonomous, nonhomogeneous.
3. The system is nonautonomous, homogeneous. Let u =
_
x
y
_
. Then
u

=
_
2t 1
3 1
_
u.
4. The system is autonomous, nonhomogeneous.
5. The system is autonomous, homogeneous. Let u =
_
x
y
_
. Then
u

=
_
3 1
1 2
_
u.
6. The system is nonautonomous, homogeneous.
7. The system is nonautonomous, nonhomogeneous. Let u =
_
x
y
_
. Then
u

=
_
1 1
2 sin t
_
u +
_
4
0
_
.
8. The system is autonomous, homogeneous.
9.
142 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a) We dierentiate: x

= 3e
t
7e
t
= 2(3e
t
+ 7e
t
) (3e
t
+ 21e
t
) = 2x y and y

=
3e
t
21e
t
= 3(3e
t
+ 7e
t
) 2(3e
t
+ 21e
t
) = 3x 2y. Also, x(0) = 10 and x(0) = 24.
(b)
10. We see that
x

= e
t
(2 cos(2t) sin(2t)) + e
t
(4 sin(2t) 2 cos(2t))
= e
t
(4 cos(2t) 3 sin(2t))
= x + 2y
y

= e
t
(2 sin(2t) + cos(2t)) e
t
(4 cos(2t) 2 sin(2t))
= e
t
(3 cos(2t) + 4 sin(2t))
= 2x y
Further, x(0) = e
0
(2) = 2 and y(0) = e
0
(1) = 1.
11.
(a) We dierentiate:
x

=
_
cos t cos t + t sin t
sin t + t cos t
_
=
_
t sin t
sin t + t cos t
_
.
Also,
_
0 1
1 0
_
x +
_
0
2 sin t
_
=
_
t sin t
sin t + t cos t
_
.
The initial condition is x(0) =
_
0
0
_
.
(b)
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 143
12. We see that
x

= e
t
_
2t 1
t 1
_
+ e
t
_
2
1
_
+
_
6
2
_
= e
t
_
3 2t
2 t
_
+
_
6
2
_
=
_
(2t 1 4t + 4)e
t
+ 6t + 2 8t + 4 + 2t
(2t 1 3t + 3)e
t
+ 6t + 2 6t + 3 3
_
=
_
1 4
1 3
__
2t 1
t 1
_
e
t
+
_
1 4
1 3
__
6t + 2
2t 1
_
+
_
2t
3
_
=
_
1 4
1 3
_
x +
_
2t
3
_
Further,
x(0) =
_
1
2
_
.
13. The second equation implies that at an equilibrium u
1
= u
2
. Plugging this into the rst
equation and solving for u
1
we obtain that the only equilibrium is u
1
= u
2
= T
a
.
14.
(a) We nd the critical point by setting du
1
/dt = 0. Solving
0 = (k
1
+ k
2
)u
1
+ k
2
u
20
+ k
1
T
a
,
we conclude that
u
1
=
k
1
T
a
+ k
2
u
20
k
1
+ k
2
.
The critical point is asymptotically stable.
(b) Rewriting the equation as
du
1
dt
+ (k
1
+ k
2
)u
1
= k
2
u
20
+ k
1
T
a
,
144 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
and using the integrating factor e
(k
1
+k
2
)t
, we see that
_
e
(k
1
+k
2
)
tu
1
_

= e
(k
1
+k
2
)t
(k
2
u
20
+ k
1
T
a
) .
Integrating both sides, we conclude that
e
(k
1
+k
2
)t
u
1
u
10
=
k
2
u
20
+ k
1
T
a
k
1
+ k
2
e
(k
1
+k
2
)t

_
k
2
u
20
+ k
1
T
a
k
1
+ k
2
_
.
Multiplying both sides of the equation by e
(k
1
+k
2
)t
and solving for u
1
, we conclude that
u
1
=
_
u
10

k
2
u
20
+ k
1
T
a
k
1
+ k
2
_
e
(k
1
+k
2
)t
+
k
2
u
20
+ k
1
T
a
k
1
+ k
2
.
(c) The rock storage pile behaves as a heat reservoir whose temperature does not change
irrespective of whether heat is added to or extracted from it. The equilibrium solution
in part (a) is a weighted average of the temperatures T
a
and u
20
with weights k
1
and k
2
,
respectively.
15.
(a) The system
x

= x + y + 1 = 0
y

= x + y 3 = 0
can be rewritten in matrix form as
_
1 1
1 1
__
x
y
_
=
_
1 3
_
.
Now
A =
_
1 1
1 1
_
= A
1
=
1
2
_
1 1
1 1
_
.
Therefore,
_
x
y
_
= A
1
_
1
3
_
=
1
2
_
1 1
1 1
__
1
3
_
=
_
2
1
_
.
Therefore, the equilibrium solution is
_
2
1
_
.
(b)
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 145
2
1
0
1
2
3
4
y
1 1 2 3 4 5
x
(c) Solutions in the vicinity of the critical point, tend away from the critical point.
16.
(a) The system
x

= x 4y 4 = 0
y

= x y 6 = 0
can be rewritten in matrix form as
_
1 4
1 1
__
x
y
_
=
_
4
6
_
.
Now
A =
_
1 4
1 1
_
= A
1
=
1
5
_
1 4
1 1
_
.
Therefore,
_
x
y
_
= A
1
_
4
6
_
=
1
5
_
1 4
1 1
__
4
6
_
=
_
4
2
_
.
Therefore, the equilibrium solution is
_
4
2
_
.
(b)
6
4
2
0
2
y
2 4 6 8
x
146 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(c) Solutions in the vicinity of the critical point, spiral into the critical point.
17.
(a) The system
x

= 0.25x 0.75y + 8 = 0
y

= 0.5x + y 11.5 = 0
can be rewritten in matrix form as
_
0.25 0.75
0.5 1
__
x
y
_
=
_
8 11.5
_
.
Now
A =
_
0.25 0.75
0.5 1
_
= A
1
= 8
_
1 3/4
1/2 1/4
_
.
Therefore,
_
x
y
_
= A
1
_
8
11.5
_
= 8
_
1 3/4
1/2 1/4
__
8
11.5
_
=
_
4
2
_
.
Therefore, the equilibrium solution is
_
5
9
_
.
(b)
6
7
8
9
10
11
12
y
2 3 4 5 6 7 8
x
(c) Solutions in the vicinity of the critical point, tend away from the critical point.
18.
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 147
(a) The system
x

= 2x + y 11 = 0
y

= 5x + 4y 35 = 0
can be rewritten in matrix form as
_
2 1
5 4
__
x
y
_
=
_
11
35
_
.
Now
A =
_
2 1
5 4
_
= A
1
=
1
3
_
4 1
5 2
_
.
Therefore,
_
x
y
_
= A
1
_
11
35
_
=
1
3
_
4 1
5 2
__
11
35
_
=
_
3
5
_
.
Therefore, the equilibrium solution is
_
3
5
_
.
(b)
3
4
5
6
7
y
5 4 3 2 1
x
(c) Solutions in the vicinity of the critical point, tend away from the critical point.
19.
(a) The system
x

= x + y 3 = 0
y

= x + y + 1 = 0
can be rewritten in matrix form as
_
1 1
1 1
__
x
y
_
=
_
3 1
_
.
148 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Now
A =
_
1 1
1 1
_
= A
1
=
1
2
_
1 1
1 1
_
.
Therefore,
_
x
y
_
= A
1
_
3
1
_
=
1
2
_
1 1
1 1
__
3
1
_
=
_
2
1
_
.
Therefore, the equilibrium solution is
_
2
1
_
.
(b)
2
1
0
1
2
3
4
y
1 1 2 3 4 5
x
(c) Solutions in the vicinity of the critical point, spiral away from the critical point.
20.
(a) The system
x

= 5x + 4y 35 = 0
y

= 2x + y 11 = 0
can be rewritten in matrix form as
_
5 4
2 1
__
x
y
_
=
_
35
11
_
.
Now
A =
_
5 4
2 1
_
= A
1
=
1
3
_
1 4
2 5
_
.
Therefore,
_
x
y
_
= A
1
_
35
11
_
=
1
3
_
1 4
2 5
__
35
11
_
=
_
3
5
_
.
Therefore, the equilibrium solution is
_
3
5
_
.
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 149
(b)
3
4
5
6
7
y
5 4 3 2 1
x
(c) Solutions in the vicinity of the critical point, tend towards the critical point.
21. Let x
1
= u and x
2
= u

. Then x

1
= x
2
and
x

2
= u

= 2u 0.5u
= 2x
1
0.5x
2
.
Therefore, we obtain the system of equations
x

1
= x
2
x

2
= 2x
1
0.5x
2
.
22. Let x
1
= u and x
2
= u

. Then x

1
= x
2
and
x

2
= u

= 0.5u

8u + 6 sin(2t)
= 0.5x
2
8x
1
+ 6 sin(2t).
Therefore, we obtain the system of equations
x

1
= x
2
x

2
= 8x
1
0.5x
2
+ 6 sin(2t).
23. First divide the equation by t
2
. We arrive at the equation
u

=
1
t
u

_
1
1
4t
2
_
u.
150 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Now let x
1
= u and x
2
= u

. Then x

1
= x
2
and
x

2
= u

=
1
t
u

_
1
1
4t
2
_
u
=
1
t
x
2

_
1
1
4t
2
_
x
1
.
Therefore, we obtain the system of equations
x

1
= x
2
x

2
=
_
1
1
4t
2
_
x
1

1
t
x
2
.
24. First, divide the equation by t
2
. We arrive at the equation
u

+
3
t
u

+
5
t
2
u = 1 +
4
t
2
.
Now let x
1
= u and x
2
= u

. Then x

1
= x
2
and
x

2
= u

=
3
t
u

5
t
2
u + 1 +
4
t
2
=
3
t
x
2

5
t
2
x
1
+ 1 +
4
t
2
.
Therefore, we obtain the system of equations
x

1
= x
2
x

2
=
5
t
2
x
1

3
t
x
2
+ 1 +
4
t
2
.
25. Let x
1
= u and x
2
= u

. Then x

1
= x
2
and
x

2
= u

= 0.25u

4u + 2 cos 3t
= 4x
1
0.25x
2
+ 2 cos 3t.
Now u(0) = 1 implies x
1
(0) = 1 and u

(0) = 2 implies x
2
(0) = 2. Therefore, we obtain
the system of equations
x

1
= x
2
x

2
= 4x
1
0.25x
2
+ 2 cos 3t
with initial conditions
x
1
(0) = 1
x
2
(0) = 2.
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 151
26. First, divide the equation by t. We arrive at the equation
u

+
1
t
u

+ u = 0.
Now let x
1
= u and x
2
= u

. Then x

1
= x
2
and
x

2
=
1
t
u

u
=
1
t
x
2
x
1
.
Now u(1) = 1 = x
1
(1) = u(1) = 1 and u

(1) = 0 = x
2
(1) = u

(1) = 0. Therefore, we
obtain the system of equations
x

1
= x
2
x

2
= x
1

1
t
x
2
with initial conditions
x
1
(1) = 1
x
2
(1) = 0.
27.
(a) Taking a clockwise loop around each of the paths, it is easy to see that voltage drops are
given by v
1
v
2
= 0 and v
2
v
3
= 0.
(b) Consider the right node. The current in is given by i
1
+i
2
. The current leaving the node
is i
3
. Therefore, the current passing through the node is (i
1
+ i
2
) (i
3
). Based on
Kirchos rst law, i
1
+ i
2
+ i
3
= 0.
(c) In the capacitor, Cv

1
= i
1
. In the resistor, v
2
= Ri
2
. In the inductor, Li

3
= v
3
.
(d) Based on part (a), v
3
= v
2
= v
1
. Based on parts (b) and (c),
Cv

1
+
1
R
v
2
+ i
3
= 0.
It follows that
Cv

1
=
1
R
v
1
i
3
and Li

3
= v
1
.
28. Let i
1
, i
2
, i
3
and i
4
be the current through the 1 ohm resistor, 2 ohm resistor, inductor
and capacitor, respectively. Assign v
1
, v
2
, v
3
and v
4
as the respective voltage drops. Based
on Kirchos second law, the net voltage drops around each loop satisfy
v
1
+ v
3
+ v
4
= 0, v
1
+ v
3
+ v
2
= 0 and v
4
v
2
= 0.
152 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Applying Kirchos rst law to the upper right node, we have
i
1
i
3
= 0.
Likewise, in the remaining nodes, we have
i
2
+ i
4
i
1
= 0 and i
3
i
4
i
2
= 0.
Combining the above equations, we have
v
4
v
2
= 0, v
1
+ v
3
+ v
4
= 0 and i
2
+ i
4
i
3
= 0.
Using the current-voltage relations, we have
v
1
= R
1
i
1
, v
2
= R
2
i
2
, Li

3
= v
3
, Cv

4
= i
4
.
Combining these equations, we have
R
1
i
3
+ Li

3
+ v
4
= 0 and Cv

4
= i
3

1
R
2
v
4
.
Now set i
3
= i and v
4
= v, to obtain the system of equations
Li

= R
1
i v and Cv

= i
1
R
2
v.
Finally, using the fact that R
1
= 1, R
2
= 2, L = 1 and C = 1/2, we have
i

= i v and v

= 2i v,
as claimed.
29. Let i
1
, i
2
, i
3
and i
4
be the current through the resistors, inductor and capacitor, respec-
tively. Assign v
1
, v
2
, v
3
and v
4
as the respective voltage drops. Based on Kirchos second
law, the net voltage drops around each loop satisfy
v
1
+ v
3
+ v
4
= 0, v
1
+ v
3
+ v
2
= 0 and v
4
v
2
= 0.
Applying Kirchos rst law to the upper right node, we have
i
3
(i
2
+ i
4
) = 0.
Likewise, in the remaining nodes, we have
i
1
i
3
= 0 and i
2
+ i
4
i
1
= 0.
Combining the above equations, we have
v
4
v
2
= 0, v
1
+ v
3
+ v
4
= 0 and i
2
+ i
4
i
3
= 0.
Using the current-voltage relations, we have
v
1
= R
1
i
1
, v
2
= R
2
i
2
, Li

3
= v
3
, Cv

4
= i
4
.
3.2. SYSTEMS OF TWO FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 153
Combining these equations, we have
R
1
i
3
+ Li

3
+ v
4
= 0 and Cv

4
= i
3

1
R
2
v
4
.
Now set i
3
= i and v
4
= v, to obtain the system of equations
Li

= R
1
i v and Cv

= i
1
R
2
v.
30.
(a) Let Q
1
(t) and Q
2
(t) be the amount of salt in the respective tanks at time t. Based on
conservation of mass, the rate of increase of salt is given by
rate of increase = rate in rate out.
For Tank 1, the rate of salt owing in from Tank 2 is
Q
2
20
1.5 = .075Q
2
ounces/minute.
In addition, salt is owing in from a separate source at the rate of 1.5 ounces/minute.
Therefore, the rate of salt owing in to Tank 1 is r
in
= .075Q
2
+ 1.5. The rate of ow
out of Tank 1 is r
out
=
Q
1
30
3 = 0.1Q
1
ounces/minute. Therefore,
dQ
1
dt
= 0.1Q
1
+ .075Q
2
+ 1.5.
Similarly, for Tank 2, salt is owing in from Tank 1 at the rate of
Q
1
30
3 = 0.1 oz/min.
In addition, salt is owing in from a separate source at the rate of 3 oz/min. Also, salt
is owing out of Tank 2 at the rate of 4Q
2
/20 = .2Q
2
oz/min. Therefore,
dQ
2
dt
= 0.1Q
1
0.2Q
2
+ 3.
The initial conditions are Q
1
(0) = 55 and Q
2
(0) = 26.
(b) This system can be written in matrix form as
Q

(t) =
_
0.1 0.075
0.1 0.2
__
Q
1
Q
2
_
+
_
1.5
3
_
.
(c) Setting dQ
1
/dt = 0 = dQ
2
/dt, we see that an equilibrium solution must satisfy the
system
_
0.1 0.075
0.1 0.2
__
Q
1
Q
2
_
=
_
1.5
3
_
.
Finding the inverse of the matrix above and multiplying, we nd that
_
Q
E
1
Q
E
2
_
=
1
0.0125
_
0.525
0.45
_
=
_
42
36
_
31.
154 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a) Let Q
1
(t) and Q
2
(t) be the amount of salt in the respective tanks at time t. The volume
of each tank remains constant. Based on conservation of mass, the rate of increase of
salt is given by
rate of increase = rate in rate out.
For Tank 1, the rate of salt owing in is r
in
= 3q
1
+
Q
2
100
. The rate of ow out of Tank 1
is r
out
=
Q
1
15
. Therefore,
dQ
1
dt
= 3q
1
+
Q
2
100

Q
1
15
.
Similarly, for Tank 2,
dQ
2
dt
= q
2
+
Q
1
30

3Q
2
100
.
The initial conditions are Q
1
(0) = Q
0
1
and Q
2
(0) = Q
0
2
.
(b) The equilibrium values are obtained by solving Q
1
/15+Q
2
/100+3q
1
= 0 and Q
1
/30
3Q
2
/100 + q
2
= 0. Its solution is given by Q
E
1
= 54q
1
+ 6q
2
and Q
E
2
= 60q
1
+ 40q
2
.
(c) We would need to be able to solve the system
54q
1
+ 6q
2
= 60
60q
1
+ 40q
2
= 50.
The solution of this system is q
1
= 7/6 and q
2
= 1/2 which is not a physically realistic
solution. Therefore, it is not possible to have those values as an equilibrium state.
(d) We can write
q
2
= 9q
1
+
Q
E
1
6
q
2
=
3
2
q
1
+
Q
E
2
40
which are the equations of two lines in the q
1
q
2
plane. The intercepts of the rst line
are (Q
E
1
/54, 0) and (0, Q
E
1
/6). The intercepts of the second line are (Q
E
2
/60, 0) and
(0, Q
E
2
/40). Therefore, the system will have a unique solution in the rst quadrant as
long as Q
E
1
/54 Q
E
2
/60 or Q
E
2
/40 Q
E
1
/6. That is, 10/9 Q
E
2
/Q
E
1
20/3.
3.3 Homogeneous Linear Systems with Constant Co-
ecients
1. We look for eigenvalues and eigenvectors of
A =
_
3 2
2 2
_
.
We see that det(AI) =
2
2 = ( 2)( +1). Therefore, the eigenvalues are given
by = 2, 1.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 155
First,
1
= 2 implies
A
1
I =
_
1 2
2 4
_
.
Therefore,
v
1
=
_
2
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
2t
_
2
1
_
is one solution of the system.
Second,
2
= 1 implies
A
2
I =
_
4 2
2 1
_
.
Therefore,
v
2
=
_
1
2
_
is an eigenvector associated with
2
and
x
2
(t) = e
t
_
1
2
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
2t
_
2
1
_
+ c
2
e
t
_
1
2
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
1 2
_
t
, then the solution will tend to the origin along
the eigenvector
_
1 2
_
t
. Otherwise, the solution will grow, following the eigenvector
_
2 1
_
t
.
2. We look for eigenvalues and eigenvectors of
A =
_
1 2
3 4
_
.
156 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
We see that det(AI) =
2
+3+2 = (+2)(+1). Therefore, the eigenvalues are given
by = 1, 2.
First,
1
= 1 implies
A
1
I =
_
2 2
3 3
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
t
_
1
1
_
is one solution of the system.
Second,
2
= 2 implies
A
2
I =
_
3 2
3 2
_
.
Therefore,
v
2
=
_
2
3
_
is an eigenvector associated with
2
and
x
2
(t) = e
2t
_
2
3
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
1
1
_
+ c
2
e
2t
_
2
3
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
2 3
_
t
, then the solution will tend to the origin
along the eigenvector
_
2 3
_
t
. Otherwise, the solution will tend to the origin following the
eigenvector
_
1 1
_
t
.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 157
3. We look for eigenvalues and eigenvectors of
A =
_
2 1
3 2
_
.
We see that det(AI) =
2
1 = ( 1)( + 1). Therefore, the eigenvalues are given by
= 1, 1.
First,
1
= 1 implies
A
1
I =
_
1 1
3 3
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
t
_
1
1
_
is one solution of the system.
Second,
2
= 1 implies
A
2
I =
_
3 1
3 1
_
.
Therefore,
v
2
=
_
1
3
_
is an eigenvector associated with
2
and
x
2
(t) = e
t
_
1
3
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
1
1
_
+ c
2
e
t
_
1
3
_
.
3
2
1
0
1
2
3
x2
3 2 1 1 2 3
x1
158 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
If the initial condition is a multiple of
_
1 3
_
t
, then the solution will tend to the origin along
the eigenvector
_
1 3
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 1
_
t
.
4. We look for eigenvalues and eigenvectors of
A =
_
1 1
4 2
_
.
We see that det(AI) =
2
+ 6 = ( +3)( 2). Therefore, the eigenvalues are given
by = 2, 3.
First,
1
= 2 implies
A
1
I =
_
1 1
4 4
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
2t
_
1
1
_
is one solution of the system.
Second,
2
= 3 implies
A
2
I =
_
4 1
4 1
_
.
Therefore,
v
2
=
_
1
4
_
is an eigenvector associated with
2
and
x
2
(t) = e
3t
_
1
4
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
2t
_
1
1
_
+ c
2
e
3t
_
1
4
_
.
4
2
0
2
4
x2
4 2 2 4
x1
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 159
If the initial condition is a multiple of
_
1 4
_
t
, then the solution will tend to the origin
along the eigenvector
_
1 4
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 1
_
t
.
5. We look for eigenvalues and eigenvectors of
A =
_
4 3
8 6
_
.
We see that det(A I) =
2
+ 2 = ( + 2). Therefore, the eigenvalues are given by
= 0, 2.
First,
1
= 0 implies
A
1
I =
_
4 3
8 6
_
.
Therefore,
v
1
=
_
3
4
_
is an eigenvector associated with
1
and
x
1
(t) =
_
3
4
_
is one solution of the system.
Second,
2
= 2 implies
A
2
I =
_
6 3
8 4
_
.
Therefore,
v
2
=
_
1
2
_
is an eigenvector associated with
2
and
x
2
(t) = e
2t
_
1
2
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
_
3
4
_
+ c
2
e
2t
_
1
2
_
.
160 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
4
2
0
2
4
x2
4 2 2 4
x1
The behavior of the solutions as t is similar to the behavior of solutions in Example 5
of the text.
6. We look for eigenvalues and eigenvectors of
A =
_
2 1
1 2
_
.
We see that det(AI) =
2
+4+3 = (+1)(+3). Therefore, the eigenvalues are given
by = 1, 3.
First,
1
= 1 implies
A
1
I =
_
1 1
1 1
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
t
_
1
1
_
is one solution of the system.
Second,
2
= 3 implies
A
2
I =
_
1 1
1 1
_
.
Therefore,
v
2
=
_
1
1
_
is an eigenvector associated with
2
and
x
2
(t) = e
3t
_
1
1
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
1
1
_
+ c
2
e
3t
_
1
1
_
.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 161
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
1 1
_
t
, then the solution will tend to the origin
along the eigenvector
_
1 1
_
t
. Otherwise, the solution will tend to the origin, following the
eigenvector
_
1 1
_
t
.
7. We look for eigenvalues and eigenvectors of
A =
_
5/4 3/4
3/4 5/4
_
.
We see that det(A I) =
2

5
2
+ 1 = ( 2)( 1/2). Therefore, the eigenvalues are
given by = 2, 1/2.
First,
1
= 2 implies
A
1
I =
_
3/4 3/4
3/4 3/4
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
2t
_
1
1
_
is one solution of the system.
Second,
2
= 1/2 implies
A
2
I =
_
3/4 3/4
3/4 3/4
_
.
Therefore,
v
2
=
_
1
1
_
is an eigenvector associated with
2
and
x
2
(t) = e
t/2
_
1
1
_
162 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
2t
_
1
1
_
+ c
2
e
t
2
_
1
1
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
1 1
_
t
, then the solution will grow following the the
eigenvector
_
1 1
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 1
_
t
.
8. We look for eigenvalues and eigenvectors of
A =
_
3/4 7/4
1/4 5/4
_
.
We see that det(A I) =
2

1
2

1
2
= ( 1)( + 1/2). Therefore, the eigenvalues are
given by = 1, 1/2.
First,
1
= 1 implies
A
1
I =
_
7/4 7/4
1/4 1/4
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
t
_
1
1
_
is one solution of the system.
Second,
2
= 1/2 implies
A
2
I =
_
1/4 7/4
1/4 7/4
_
.
Therefore,
v
2
=
_
7
1
_
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 163
is an eigenvector associated with
2
and
x
2
(t) = e
t/2
_
7
1
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
1
1
_
+ c
2
e

t
2
_
7
1
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
7 1
_
t
, then the solution will tend to the origin
along the eigenvector
_
7 1
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 1
_
t
.
9. We look for eigenvalues and eigenvectors of
A =
_
1/4 3/4
1/2 1
_
.
We see that det(A I) =
2

3
4
+
1
8
=
_

1
2
__

1
4
_
. Therefore, the eigenvalues
are given by = 1/2, 1/4.
First,
1
= 1/2 implies
A
1
I =
_
3/4 3/4
1/2 1/2
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector associated with
1
and
x
1
(t) = e
t/2
_
1
1
_
is one solution of the system.
164 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Second,
2
= 1/4 implies
A
2
I =
_
1/2 3/4
1/2 3/4
_
.
Therefore,
v
2
=
_
3
2
_
is an eigenvector associated with
2
and
x
2
(t) = e
t/4
_
3
2
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
t/2
_
1
1
_
+ c
2
e
t/4
_
3
2
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
3 2
_
t
, then the solution will stay on the eigenvector
_
3 2
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 1
_
t
.
10. We look for eigenvalues and eigenvectors of
A =
_
5 1
3 1
_
.
We see that det(AI) =
2
6+8 = (4)(2). Therefore, the eigenvalues are given
by = 4, 2.
First,
1
= 4 implies
A
1
I =
_
1 1
3 3
_
.
Therefore,
v
1
=
_
1
1
_
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 165
is an eigenvector associated with
1
and
x
1
(t) = e
4t
_
1
1
_
is one solution of the system.
Second,
2
= 2 implies
A
2
I =
_
3 1
3 1
_
.
Therefore,
v
2
=
_
1
3
_
is an eigenvector associated with
2
and
x
2
(t) = e
2t
_
1
3
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
4t
_
1
1
_
+ c
2
e
2t
_
1
3
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
1 3
_
t
, then the solution will grow, staying on the
eigenvector
_
1 3
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 1
_
t
.
11. We look for eigenvalues and eigenvectors of
A =
_
2 1
5 4
_
.
We see that det(AI) =
2
23 = (3)(+1). Therefore, the eigenvalues are given
by = 3, 1.
First,
1
= 3 implies
A
1
I =
_
5 1
5 1
_
.
166 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Therefore,
v
1
=
_
1
5
_
is an eigenvector associated with
1
and
x
1
(t) = e
3t
_
1
5
_
is one solution of the system.
Second,
2
= 1 implies
A
2
I =
_
1 1
5 5
_
.
Therefore,
v
2
=
_
1
1
_
is an eigenvector associated with
2
and
x
2
(t) = e
t
_
1
1
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
e
3t
_
1
5
_
+ c
2
e
t
_
1
1
_
.
2
1
0
1
2
x2
2 1 1 2
x1
If the initial condition is a multiple of
_
1 1
_
t
, then the solution will tend to the origin along
the eigenvector
_
1 1
_
t
. Otherwise, the solution will grow, following the eigenvector
_
1 5
_
t
.
12. We look for eigenvalues and eigenvectors of
A =
_
3 6
1 2
_
.
We see that det(A I) =
2
= ( 1). Therefore, the eigenvalues are given by
= 0, 1.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 167
First,
1
= 0 implies
A
1
I =
_
3 6
1 2
_
.
Therefore,
v
1
=
_
2
1
_
is an eigenvector associated with
1
and
x
1
(t) =
_
2
1
_
is one solution of the system.
Second,
2
= 1 implies
A
2
I =
_
2 6
1 3
_
.
Therefore,
v
2
=
_
3
1
_
is an eigenvector associated with
2
and
x
2
(t) = e
t
_
3
1
_
is a second solution of the system.
Therefore, the general solution is given by
x(t) = c
1
_
2
1
_
+ c
2
e
t
_
3
1
_
.
2
1
0
1
2
x2
3 2 1 1 2 3
x1
The entire line spanned by the eigenvector
_
2 1
_
t
consists of equilibrium points. The
direction eld changes across the line x
1
+ 2x
2
= 0.
13.
A =
_
1 2
3 4
_
168 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
implies det(A I) =
2
+ 3 + 2 = ( + 2)( + 1). Therefore, the eigenvalues are = 2
and = 1.
First,
1
= 2 implies
A
1
I =
_
3 2
3 2
_
.
Therefore,
v
1
=
_
2
3
_
is an eigenvector for
1
. Therefore,
x
1
(t) = e
2t
_
2
3
_
is one solution.
Second,
2
= 1 implies
A
2
I =
_
2 2
3 3
_
.
Therefore,
v
2
=
_
1
1
_
is an eigenvector for
2
. Therefore,
x
2
(t) = e
t
_
1
1
_
is a second solution.
Therefore, the general solution is
x(t) = c
1
e
2t
_
2
3
_
+ c
2
e
t
_
1
1
_
.
The initial condition x(0) =
_
3
1
_
t
implies
_
2 1
3 1
__
c
1
c
2
_
=
_
3
1
_
.
Therefore,
_
c
1
c
2
_
=
_
1 1
3 2
__
3
1
_
=
_
2
7
_
.
Therefore, the solution is
x(t) = 2e
2t
_
2
3
_
+ 7e
t
_
1
1
_
.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 169
0
0.5
1
1.5
2
2.5
3
x1
1 2 3 4 5
t
0.5
1
1.5
2
x2
0 1 2 3 4 5
t
Both components tend to zero as t .
14.
A =
_
2 1
3 2
_
implies det(A I) =
2
1 = ( + 1)( 1). Therefore, the eigenvalues are = 1 and
= 1.
First,
1
= 2 implies
A
1
I =
_
1 1
3 3
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector for
1
. Therefore,
x
1
(t) = e
t
_
1
1
_
is one solution.
Second,
2
= 1 implies
A
2
I =
_
3 1
3 1
_
.
Therefore,
v
2
=
_
1
3
_
is an eigenvector for
2
. Therefore,
x
2
(t) = e
t
_
1
3
_
is a second solution.
Therefore, the general solution is
x(t) = c
1
e
t
_
1
1
_
+ c
2
e
t
_
1
3
_
.
170 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The initial condition x(0) =
_
2
5
_
implies
_
1 1
1 3
__
c
1
c
2
_
=
_
2
5
_
.
Therefore,
_
c
1
c
2
_
=
1
4
_
3 1
1 1
__
2
5
_
=
_
1/4
7/4
_
.
Therefore, the solution is
x(t) =
1
4
e
t
_
1
1
_
+
7
4
e
t
_
1
3
_
.
10
20
30
40
50
60
70
x1
0 1 2 3 4 5
t
10
20
30
40
50
60
70
x2
0 1 2 3 4 5
t
The rst component x
1
tends to + as t while the second component x
2
tends to
as t .
15.
A =
_
5 1
3 1
_
implies det(A I) =
2
6 + 8 = ( 4)( 2). Therefore, the eigenvalues are = 2
and = 4.
First,
1
= 2 implies
A
1
I =
_
3 1
3 1
_
.
Therefore,
v
1
=
_
1
3
_
is an eigenvector for
1
. Therefore,
x
1
(t) = e
2t
_
1
3
_
is one solution.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 171
Second,
2
= 4 implies
A
2
I =
_
1 1
3 3
_
.
Therefore,
v
2
=
_
1
1
_
is an eigenvector for
2
. Therefore,
x
2
(t) = e
4t
_
1
1
_
is a second solution.
Therefore, the general solution is
x(t) = c
1
e
2t
_
1
3
_
+ c
2
e
4t
_
1
1
_
.
The initial condition x(0) =
_
2
1
_
t
implies
_
1 3
1 1
__
c
1
c
2
_
=
_
2
1
_
.
Therefore,
_
c
1
c
2
_
=
_
3/2
7/2
_
.
Therefore, the solution is
x(t) =
3
2
e
2t
_
1
3
_
+
7
2
e
4t
_
1
1
_
.
0
20
40
60
80
100
120
140
160
180
x1
0.2 0.4 0.6 0.8 1
t
0
20
40
60
80
100
120
140
160
x2
0.2 0.4 0.6 0.8 1
t
Both components tend to + as t .
16.
A =
_
2 1
5 4
_
172 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
implies det(A I) =
2
2 3 = ( + 1)( 3). Therefore, the eigenvalues are = 3
and = 1.
First,
1
= 3 implies
A
1
I =
_
5 1
5 1
_
.
Therefore,
v
1
=
_
1
5
_
is an eigenvector for
1
. Therefore,
x
1
(t) = e
3t
_
1
5
_
is one solution.
Second,
2
= 1 implies
A
2
I =
_
1 1
5 5
_
.
Therefore,
v
2
=
_
1
1
_
is an eigenvector for
2
. Therefore,
x
2
(t) = e
t
_
1
1
_
is a second solution.
Therefore, the general solution is
x(t) = c
1
e
3t
_
1
5
_
+ c
2
e
t
_
1
1
_
.
The initial condition x(0) =
_
1
3
_
implies
_
c
1
c
2
_
=
_
1/2
1/2
_
.
Therefore, the solution is
x(t) =
1
2
e
3t
_
1
5
_
+
1
2
e
t
_
1
1
_
.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 173
2
4
6
8
10
x1
0 0.2 0.4 0.6 0.8 1
t
10
20
30
40
50
x2
0 0.2 0.4 0.6 0.8 1
t
Both components tend to + as t .
17.
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
t
_
1
2
_
+ c
2
e
2t
_
1
2
_
.
174 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The initial condition x(0) =
_
2
3
_
t
implies
_
c
1
c
2
_
=
_
1/4
7/4
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
1
4
e
t
_
1
2
_
+
7
4
e
2t
_
1
2
_
.
The component plots are shown below.
0
0.5
1
1.5
2
2.5
3
1 2 3 4 5
t
18.
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 175
4
2
0
2
4
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
t
_
1
2
_
+ c
2
e
2t
_
1
2
_
.
The initial condition x(0) =
_
2
3
_
implies
_
c
1
c
2
_
=
_
1/4
7/4
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
1
4
e
t
_
1
2
_
+
7
4
e
2t
_
1
2
_
.
The component plots are shown below.
3
2
1
0
1
2
3
0.2 0.4 0.6 0.8
1
1.2 1.4 1.6 1.8
2
t
19.
(a)
176 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
2
1
0
1
2
x2
2 1 1 2
x1
(b)
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
t
_
1
2
_
+ c
2
e
2t
_
1
2
_
.
The initial condition x(0) =
_
2
3
_
t
implies
_
c
1
c
2
_
=
_
1/4
7/4
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
1
4
e
t
_
1
2
_
+
7
4
e
2t
_
1
2
_
.
The component plots are shown below.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 177
0
20
40
60
80
100
120
140
160
180
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
20.
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
t
_
1
2
_
+ c
2
e
2t
_
1
2
_
.
178 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The initial condition x(0) =
_
2
3
_
implies
_
c
1
c
2
_
=
_
7/4
1/4
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
7
4
e
t
_
1
2
_
+
1
4
e
2t
_
1
2
_
.
The component plots are shown below.
0
5
10
15
20
25
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
21.
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 179
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
0.5t
_
1
4
_
+ c
2
e
0.5t
_
4
1
_
.
The initial condition x(0) =
_
2
3
_
t
implies
_
1 4
4 1
__
c
1
c
2
_
=
_
2
3
_
.
Therefore,
_
c
1
c
2
_
=
1
15
_
1 4
4 1
__
2
3
_
=
_
2/3
1/3
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
2
3
e
0.5t
_
1
4
_
+
1
3
e
0.5t
_
4
1
_
.
The component plots are shown below.
5
10
15
20
25
30
0 1 2 3 4 5
t
22.
180 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
0.5t
_
2
1
_
+ c
2
e
0.8t
_
1
2
_
.
The initial condition x(0) =
_
2
3
_
implies
_
2 1
1 2
__
c
1
c
2
_
=
_
2
3
_
.
Therefore,
_
c
1
c
2
_
=
1
5
_
2 1
1 2
__
2
3
_
=
_
7/5
4/5
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
7
5
e
0.5t
_
2
1
_
+
4
5
e
0.8t
_
1
2
_
.
The component plots are shown below.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 181
0.5
1
1.5
2
2.5
3
0 1 2 3 4 5
t
23.
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
0.3t
_
1
2
_
+ c
2
e
0.6t
_
1
3
_
.
182 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The initial condition x(0) =
_
2
3
_
t
implies
_
1 1
2 3
__
c
1
c
2
_
=
_
2
3
_
.
Therefore,
_
c
1
c
2
_
=
1
5
_
3 1
2 1
__
2
3
_
=
_
3/5
1
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) =
7
5
e
0.5t
_
2
1
_
+
4
5
e
0.8t
_
1
2
_
.
The component plots are shown below.
10
20
30
40
50
0 1 2 3 4 5
t
24.
(a)
2
1
0
1
2
x2
2 1 1 2
x1
(b)
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 183
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
(c) The general solution is given by
x(t) = c
1
e
1.5t
_
1
2
_
+ c
2
e
t
_
3
1
_
.
The initial condition x(0) =
_
2
3
_
implies
_
1 3
2 1
__
c
1
c
2
_
=
_
2
3
_
.
Therefore,
_
c
1
c
2
_
=
1
7
_
1 3
2 1
__
2
3
_
=
_
1
1
_
.
Therefore, the solution passing through the initial point (2, 3) is given by
x(t) = e
1.5t
_
1
2
_
+ e
t
_
3
1
_
.
The component plots are shown below.
1000
0
1000
2000
3000
1 2 3 4 5
t
25.
184 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a) Let K =
_
(k
1
+ k
2
) k
2
k
2
k
2
_
and u =
_
T
a
T
a
_
. If we introduce the new variable x =
u u, then we can check that
x

= u

= Ku +
_
k
1
T
a
0
_
= K(x + u) +
_
k
1
T
a
0
_
= Kx.
This shows the claim.
(b) The characteristic equation of K is
2
+(k
1
+k
2
+k
2
) +k
1
k
2
= 0. We supposed that
0 < 1, which implies that
2
0. Using the quadratic formula the roots are

1,2
=
(k
1
+ k
2
+ k
2
)
_
(k
1
+ k
2
+ k
2
)
2
4k
1
k
2
2
=
=
(k
1
+ k
2
+ k
2
)
_
(k
1
+ k
2
)
2
+ 2(k
1
+ k
2
)k
2
+
2
k
2
2
4k
1
k
2
2
.
Now using the Taylor series expansion for

x we approximate

x +

x +
1
2
1

when is small, so using that


2
0 we obtain that

1,2

(k
1
+ k
2
+ k
2
)
2

1
2
((k
1
+ k
2
) +
1
2
1
k
1
+ k
2
(2(k
1
+ k
2
)k
2
4k
1
k
2
)).
After simplication, we obtain that
1
(k
1
+ k
2
)
k
2
2
k
1
+ k
2
and
2

k
1
k
2
k
1
+ k
2
.
(c) Considering the matrices K
i
I for i = 1, 2 we obtain that for the rst eigenvalue the
rst row of K
1
I is (k
2
2
/(k
1
+k
2
) k
2
), which gives the rst eigenvector v
1
() and for
the second eigenvalue the second row of K
2
I is (k
2
k
2
2
/(k
1
+ k
2
)), which gives
the second eigenvector v
2
().
(d) Using the previous parts, the solution is
u = c
1
e

1
t
v
1
+ c
2
e

2
t
v
2
+ u =
_
_
T
a
+ c
1
e
((k
1
+k
2
)
k
2
2
k
1
+k
2
)t
+ c
2
k
2
k
1
+k
2
e

k
1
k
2
k
1
+k
2
t
T
a
c
1
k
2
k
1
+k
2
e
((k
1
+k
2
)
k
2
2
k
1
+k
2
)t
+ c
2
e

k
1
k
2
k
1
+k
2
t
_
_
The sketch of the phase plane is given by the following gure.
3.3. HOMOGENEOUS LINEAR SYSTEMS WITH CONSTANT COEFFICIENTS 185
(e) The initial condition u
2
(0) = u
20
implies that with the previous parts notations u
2
(0) =
T
a
c
1
k
2
k
1
+k
2
+c
2
= u
20
; because is small we get that c
2
u
20
T
a
. Now if the system is in
the quasi-steady state, then u
2
T
a
+(u
20
T
a
)e

k
1
k
2
k
1
+k
2
t
(the term with the c
1
coecient
is close to 0 at this point in time) and then u
1
T
a
+c
2
k
2
k
1
+k
2
e

k
1
k
2
k
1
+k
2
t
=
k
1
k
1
+k
2
T
a
+
k
2
k
1
+k
2
u
2
(again, the term with the c
1
coecient is close to 0 at this point in time).
(f) The eigenvalue close to 0 corresponds to the slow temporal change in the system, while
the eigenvalue close to (k
1
+k
2
) corresponds to the fast temporal change in the system.
26.
(a) For = 0.5, the characteristic equation is 2
2
+4+1 = 0. Therefore, the eigenvalues are
= 1 1/

2. The eigenvector corresponding to


1
= 1 +1/

2 is v
1
=
_

2 1
_
t
.
The eigenvector corresponding to
2
= 1 1/

2 is v
2
=
_
2 1
_
t
. Therefore, the
general solution is
x(t) = c
1
e
(1+1/

2)t
_

2
1
_
+ c
2
e
(11/

2)t
_
2
1
_
.
Since both eigenvalues are negative, the equilibrium point is a stable node.
(b) For = 2, the characteristic equation is
2
+2 1 = 0. Therefore, the eigenvalues are
= 1

2. The eigenvector corresponding to


1
= 1 +

2 is v
1
=
_
1

2
_
t
. The
eigenvector corresponding to
2
= 1

2 is v
2
=
_
1

2
_
t
. Therefore, the general
solution is
x(t) = c
1
e
(1+

2)t
_
1

2
_
+ c
2
e
(1

2)t
_
1

2
_
.
Since the eigenvalues have opposite sign, the equilibrium point is a saddle point.
(c) For general , the characteristic equation is
2
+2+1 = 0. The eigenvalues are given
by = 1

. For 0.5 2, both eigenvalues are real and clearly 1

< 0.
Therefore, we just need to determine whether 1 +

= 0. We see this occurs when


= 1. At that value the equilibrium point switches from a saddle point (for > 1) to
a stable node (for < 1).
27.
(a) For the given data, the system can be written as
d
dt
_
i
v
_
=
_
1/2 1/2
3/2 5/2
__
i
v
_
.
The characteristic equation for this system is
2
+3+2 = 0. Therefore, the eigenvalues
are given by = 1, 2. For = 1, a corresponding eigenvector is given by v
1
=
_
1 1
_
t
. For = 2, a corresponding eigenvector is given by v
2
=
_
1 3
_
t
. Therefore,
the general solution is
_
i
v
_
= c
1
e
t
_
1
1
_
+ c
2
e
2t
_
1
3
_
.
186 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(b) Since both eigenvalues are real and negative, the equilibrium point (0, 0) is a stable node.
Therefore, i(t) 0 and v(t) 0 as t .
28.
(a) For the general equation (i), the characteristic equation is given by

2
+
_
L + CR
1
R
2
LCR
2
_
+
R
1
+ R
2
LCR
2
= 0.
The eigenvalues are real and distinct provided that the discriminant is positive. That is,
_
L + CR
1
R
2
LCR
2
_
2
4
_
R
1
+ R
2
LCR
2
_
> 0,
which simplies to the condition
_
1
CR
2

R
1
L
_
2

4
LC
> 0.
(b) Since the sum of the roots of the characteristic equation is

L + CR
1
R
2
LCR
2
< 0
and the product of the roots is
R
1
+ R
2
LCR
2
> 0,
it follows that both roots are negative. Therefore, i = 0, v = 0 is a stable node.
3.4 Complex Eigenvalues
1.
A =
_
3 2
4 1
_
implies
det(A I) =
2
2 + 5.
Therefore, the eigenvalues are given by = 1 2i. Now,
1
= 1 + 2i implies
A
1
I =
_
2 2i 2
4 2 2i
_
.
Therefore,
v
1
=
_
1
1 i
_
3.4. COMPLEX EIGENVALUES 187
is an eigenvector for
1
and
x
1
(t) = e
(1+2i)t
_
1
1 i
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t
__
1
1
_
cos(2t)
_
0
1
_
sin(2t)
_
= e
t
_
cos(2t)
cos(2t) + sin(2t)
_
Im x
1
(t) = e
t
__
1
1
_
sin(2t) +
_
0
1
_
cos(2t)
_
= e
t
_
sin(2t)
sin(2t) cos(2t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
cos(2t)
cos(2t) + sin(2t)
_
+ c
2
e
t
_
sin(2t)
sin(2t) cos(2t)
_
.
2
1
0
1
2
x2
2 1 1 2
x1
The equilibrium is an unstable spiral point.
2.
A =
_
1 4
1 1
_
implies
det(A I) =
2
+ 2 + 5.
Therefore, the eigenvalues are given by = 1 2i. Now,
1
= 1 + 2i implies
A
1
I =
_
2i 4
1 2i
_
.
Therefore,
v
1
=
_
2i
1
_
is an eigenvector for
1
and
x
1
(t) = e
(1+2i)t
_
2i
1
_
188 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t
__
0
1
_
cos(2t)
_
2
0
_
sin(2t)
_
= e
t
_
2 sin(2t)
cos(2t)
_
Im x
1
(t) = e
t
__
0
1
_
sin(2t) +
_
2
0
_
cos(2t)
_
= e
t
_
2 cos(2t)
sin(2t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
2 sin(2t)
cos(2t)
_
+ c
2
e
t
_
2 cos(2t)
sin(2t)
_
.
The initial condition, x(0) =
_
4 3
_
t
implies
c
1
_
0
1
_
+ c
2
_
2
0
_
=
_
4
3
_
.
2
1
0
1
2
x2
2 1 1 2
x1
The equilibrium is an asymptotically stable spiral point.
3.
A =
_
2 5
1 2
_
implies
det(A I) =
2
+ 1.
Therefore, the eigenvalues are given by = i. Now,
1
= i implies
A
1
I =
_
2 i 5
1 2 i
_
.
Therefore,
v
1
=
_
2 + i
1
_
is an eigenvector for
1
and
x
1
(t) = e
it
_
2 + i
1
_
3.4. COMPLEX EIGENVALUES 189
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) =
__
2
1
_
cos(t)
_
1
0
_
sin(t)
_
=
_
2 cos(t) sin(t)
cos(t)
_
Im x
1
(t) =
__
2
1
_
sin(t) +
_
1
0
_
cos(t)
_
=
_
2 sin(t) + cos(t)
sin(t)
_
.
Therefore, the general solution is given by
x(t) = c
1
_
2 cos(t) sin(t)
cos(t)
_
+ c
2
_
2 sin(t) + cos(t)
sin(t)
_
.
4
2
0
2
4
x2
4 2 2 4
x1
The equilibrium is a stable center.
4.
A =
_
2 5/2
9/5 1
_
implies
det(A I) =
2
+ 5/2.
Therefore, the eigenvalues are given by = (13i)/2. Now,
1
= (1+3i)/2 has corresponding
eigenvector
v
1
=
_
5
3 3i
_
is an eigenvector for
1
and
x
1
(t) = e
(1+3i)t/2
_
5
3 3i
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t/2
_
2 cos(3t/2) sin(3t/2)
cos(3t/2)
_
Im x
1
(t) = e
t/2
_
cos(3t/2) + 2 sin(3t/2)
sin(3t/2)
_
.
190 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Therefore, the general solution is given by
x(t) = c
1
e
t/2
_
2 cos(3t/2) sin(3t/2)
cos(3t/2)
_
+ c
2
e
t/2
_
cos(3t/2) + 2 sin(3t/2)
sin(3t/2)
_
.
4
2
0
2
4
x2
4 2 2 4
x1
The equilibrium is an unstable spiral point.
5.
A =
_
1 1
5 3
_
implies
det(A I) =
2
+ 2 + 2.
Therefore, the eigenvalues are given by = 1 i. Now,
1
= 1 i has corresponding
eigenvector
v
1
=
_
1
2 + i
_
is an eigenvector for
1
and
x
1
(t) = e
(1i)t
_
1
2 + i
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t
_
cos(t)
2 cos(t) + sin(t)
_
Im x
1
(t) = e
t
_
sin(t)
cos(t) + 2 sin(t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
cos(t)
2 cos(t) + sin(t)
_
+ c
2
e
t
_
sin(t)
cos(t) + 2 sin(t)
_
.
3.4. COMPLEX EIGENVALUES 191
4
2
0
2
4
x2
4 2 2 4
x1
The equilibrium is an asymptotically stable spiral point.
6.
A =
_
1 2
5 1
_
implies
det(A I) =
2
+ 9.
Therefore, the eigenvalues are given by = 3i. Now,
1
= 3i has corresponding eigenvector
v
1
=
_
2
1 3i
_
is an eigenvector for
1
and
x
1
(t) = e
3it
_
2
1 3i
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t
_
2 cos(3t)
cos(3t) + 3 sin(3t)
_
Im x
1
(t) = e
t
_
2 sin(3t)
3 cos(3t) + sin(3t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
2 cos(3t)
cos(3t) + 3 sin(3t)
_
+ c
2
e
t
_
2 sin(3t)
3 cos(3t) + sin(3t)
_
.
192 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
4
2
0
2
4
x2
4 2 2 4
x1
The equilibrium is a stable center.
7.
A =
_
1 4
1 1
_
implies
det(A I) =
2
+ 2 + 5.
Therefore, the eigenvalues are given by = 1 2i. Now,
1
= 1 + 2i implies
A
1
I =
_
2i 4
1 2i
_
.
Therefore,
v
1
=
_
2i
1
_
is an eigenvector for
1
and
x
1
(t) = e
(1+2i)t
_
2i
1
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t
__
0
1
_
cos(2t)
_
2
0
_
sin(2t)
_
= e
t
_
2 sin(2t)
cos(2t)
_
Im x
1
(t) = e
t
__
0
1
_
sin(2t) +
_
2
0
_
cos(2t)
_
= e
t
_
2 cos(2t)
sin(2t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
2 sin(2t)
cos(2t)
_
+ c
2
e
t
_
2 cos(2t)
sin(2t)
_
.
The initial condition, x(0) =
_
4 3
_
t
implies
c
1
_
0
1
_
+ c
2
_
2
0
_
=
_
4
3
_
.
3.4. COMPLEX EIGENVALUES 193
Therefore, c
1
= 3 and c
2
= 2. Therefore, the solution is given by
x(t) = 3e
t
_
2 sin(2t)
cos(2t)
_
+ 2e
t
_
2 cos(2t)
sin(2t)
_
.
1
0
1
2
3
4
5
1 2 3 4 5
t
3
2
1
0
1
1 2 3 4 5
t
Both components decay to zero as t .
8.
A =
_
2 5
1 2
_
implies
det(A I) =
2
+ 1.
Therefore, the eigenvalues are given by = i. Now,
1
= i implies
A
1
I =
_
2 i 5
1 2 i
_
.
Therefore,
v
1
=
_
2 + i
1
_
is an eigenvector for
1
and
x
1
(t) = e
it
_
2 + i
1
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) =
__
2
1
_
cos(t)
_
1
0
_
sin(t)
_
=
_
2 cos(t) sin(t)
cos(t)
_
Im x
1
(t) =
__
2
1
_
sin(t) +
_
1
0
_
cos(t)
_
=
_
2 sin(t) + cos(t)
sin(t)
_
.
Therefore, the general solution is given by
x(t) = c
1
_
2 cos(t) sin(t)
cos(t)
_
+ c
2
_
2 sin(t) + cos(t)
sin(t)
_
.
194 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The initial condition, x(0) =
_
3 2
_
t
implies
c
1
_
2
1
_
+ c
2
_
1
0
_
=
_
3
2
_
.
Therefore, c
1
= 2 and c
2
= 1. Therefore, the solution is given by
x(t) = 2
_
2 cos(t) sin(t)
cos(t)
_

_
2 sin(t) + cos(t)
sin(t)
_
=
_
3 cos(t) 4 sin(t)
2 cos(t) sin(t)
_
.
4
2
0
2
4
2 4 6 8 10
t
2
1
0
1
2
2 4 6 8 10
t
Both components oscillate as t .
9.
A =
_
1 5
1 3
_
implies
det(A I) =
2
+ 2 + 2.
Therefore, the eigenvalues are given by = 1 i. Now,
1
= 1 + i implies
v
1
=
_
2 + i
1
_
is an eigenvector for
1
and
x
1
(t) = e
(1+i)t
_
2 + i
1
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
t
_
2 cos(t) sin(t)
cos(t)
_
Im x
1
(t) = e
t
_
2 sin(t) + cos(t)
sin(t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
t
_
2 cos(t) sin(t)
cos(t)
_
+ c
2
e
t
_
2 sin(t) + cos(t)
sin(t)
_
.
3.4. COMPLEX EIGENVALUES 195
The initial condition, x(0) =
_
1 1
_
t
implies c
1
= 1 and c
2
= 1. Therefore, the solution is
given by
x(t) = e
t
_
2 cos(t) sin(t)
cos(t)
_
e
t
_
2 sin(t) + cos(t)
sin(t)
_
= e
t
_
cos(t) 3 sin(t)
cos(t) sin(t)
_
.
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
x1
1 2 3 4 5
t
0.2
0
0.2
0.4
0.6
0.8
1
x2
1 2 3 4 5
t
Both components approach zero as t .
10.
A =
_
3 2
1 1
_
implies
det(A I) =
2
+ 4 + 5.
Therefore, the eigenvalues are given by = 2 i. Now,
1
= 2 + i implies
v
1
=
_
1 i
1
_
is an eigenvector for
1
and
x
1
(t) = e
(2+i)t
_
1 i
1
_
is a solution of our system. Further, we use the fact that the real and imaginary parts of
x
1
(t) are linearly independent solutions of our system. Now
Re x
1
(t) = e
2t
_
cos(t) + sin(t)
cos(t)
_
Im x
1
(t) = e
2t
_
sin(t) cos(t)
sin(t)
_
.
Therefore, the general solution is given by
x(t) = c
1
e
2t
_
cos(t) + sin(t)
cos(t)
_
+ c
2
e
2t
_
sin(t) cos(t)
sin(t)
_
.
196 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The initial condition, x(0) =
_
1 2
_
t
implies c
1
= 2 and c
2
= 3. Therefore, the solution
is given by
x(t) = 2e
2t
_
cos(t) + sin(t)
cos(t)
_
3e
2t
_
sin(t) cos(t)
sin(t)
_
= e
2t
_
cos(t) 5 sin(t)
2 cos(t) 3 sin(t)
_
.
1
0.5
0
0.5
1
x1
1 2 3 4 5
t
2
1.5
1
0.5
0
x1
1 2 3 4 5
t
Both components approach zero as t .
11.
(a) The eigenvalues are given by = 1/4 i.
(b) Take x(0) =
_
2 2
_
t
. Then the trajectory in the x
1
x
2
-plane is given by
2
1
0
1
2
x2
2 1 1 2
x1
(c)
3.4. COMPLEX EIGENVALUES 197
2
1
0
1
2
x1
5 10 15 20
t
2
1
0
1
2
x2
5 10 15 20
t
12.
(a) The eigenvalues are given by = 1/5 i.
(b) Take x(0) =
_
1 2
_
t
. Then the trajectory in the x
1
x
2
-plane is given by
15
10
5
0
5
10
15
x2
15 10 5 5 10 15
x1
(c)
15
10
5
0
5
10
15
x1
2 4 6 8 10 12 14
t
15
10
5
0
5
10
15
x2
2 4 6 8 10 12 14
t
13.
198 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a) The characteristic equation is
2
2 + 1 +
2
= 0. Therefore, the eigenvalues are
= i.
(b) For > 0, the equilibrium will be an unstable spiral. For < 0, the equilibrium with
be a stable spiral. For = 0, the equilibrium will be a center.
(c) Below we show phase portraits for = 1/2 and = 1/2.
a=1/2
2
1
1
2
x2
2 1 1 2
x1
a=1/2
2
1
1
2
x2
2 1 1 2
x1
14.
(a) The characteristic equation is
2
+ 5 = 0. Therefore, the eigenvalues are =
(

2
20)/2.
(b) The eigenvalues have non-zero imaginary part when

20 < <

20. When

20 <
< 0, the equilibrium point is a stable spiral. When 0 < <

20, the equilibrium


point is an unstable spiral. When = 0, the roots are purely imaginary which means
the equilibrium point is a center. When
2
> 20, the roots are real and distinct. In that
case, the equilibrium is a stable node if <

20 and an unstable node if

20 < .
Therefore, the critical values of are = 0, =

20 and =

20.
(c) Below we show phase portraits for = 5.5, = 3.5, = 0.5 and = 0.5.
a=5.5
2
1
1
2
x2
2 1 1 2
x1
a=3.5
2
1
1
2
x2
2 1 1 2
x1
3.4. COMPLEX EIGENVALUES 199
a=0.5
2
1
1
2
x2
2 1 1 2
x1
a=0.5
2
1
1
2
x2
2 1 1 2
x1
15.
(a) The characteristic equation is
2
+ 5 4 = 0. Therefore, the eigenvalues are =

4 5.
(b) If 4 5 < 0, then the eigenvalues are purely imaginary. In that case, the equilibrium
point is a center. If 4 5 > 0, then the eigenvalues are real and distinct. In that case,
the equilibrium point is a center. Therefore, the critical value for is = 4/5.
(c) Below we show phase portraits for = 0, and = 2.
a=0
2
1
1
2
x2
2 1 1 2
x1
a=2
2
1
1
2
x2
2 1 1 2
x1
16.
(a) The characteristic equation is
2

5
2
+
25
16

3
4
= 0. Therefore, the eigenvalues are
=
5
4

1
2

3.
(b) If < 0, then the eigenvalues have non-zero imaginary part. In this case, the equilibrium
point is an unstable spiral. If > 0, then the eigenvalues are real. If in addition
5/4

3/2 > 0, then the equilibrium point is an unstable node. If > 0, but
5/4

3/2 < 0, then the equilibrium point is a saddle point. Therefore, the critical
values for are = 0 and = 25/12.
200 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(c) Below we show phase portraits for = 0.5, = 0.5, = 1.5 and = 3.
a=0.5
2
1
1
2
x2
2 1 1 2
x1
a=0.5
2
1
1
2
x2
2 1 1 2
x1
a=1.5
2
1
1
2
x2
2 1 1 2
x1
a=3
2
1
1
2
x2
2 1 1 2
x1
17.
(a) The characteristic equation is
2
+ 2 + 1 + = 0. Therefore, the eigenvalues are
= 1

.
(b) If 0, then the eigenvalues are real. If < 1, then the eigenvalues have opposite
sign. In this case, the equilibrium point is a saddle. If 1 < < 0, then the eigenvalues
are both negative. In this case, the equilibrium is a stable node. If > 0, then
the eigenvalues have non-zero imaginary part and negative real part. In this case, the
equilibrium point is a stable spiral. Therefore, the critical values for are = 0 and
= 1.
(c) Below we show phase portraits for = 1.5, = 0.5, and = 0.5.
3.4. COMPLEX EIGENVALUES 201
a=1.5
2
1
1
2
x2
2 1 1 2
x1
a=0.5
2
1
1
2
x2
2 1 1 2
x1
a=0.5
2
1
1
2
x2
2 1 1 2
x1
18.
(a) The characteristic equation is
2
+ + 6 12 = 0. Therefore, the eigenvalues are
= (1

49 24)/2.
(b) If 49 24 < 0, then the eigenvalues have non-zero imaginary part and negative real
part. In this case, the equilibrium point is a stable spiral. If 49 24 0, then the
eigenvalues are real. If, in addition, 1 +

49 24 < 0, then the eigenvalues are both


negative, and the equilibrium point is a stable node. If 1 +

49 24 > 0, then the


eigenvalues have opposite sign, and the equilibrium point is a saddle. Therefore, the
critical values for are = 49/24 and = 2. We conclude that for > 49/24, the
equilibrium is a stable spiral. For 49/24 > > 2, the equilibrium is a stable node. For
2 > , the equilibrium is a saddle point.
(c) Below we show phase portraits for = 3, = 97/48, and = 1.
202 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
a=3
2
1
1
2
x2
2 1 1 2
x1
a=97/48
2
1
1
2
x2
2 1 1 2
x1
a=1
2
1
1
2
x2
2 1 1 2
x1
19.
(a) The characteristic equation is
2
+ (4 ) + 10 4 = 0. Therefore, the eigenvalues
are = 2 +

2

2
+ 8 24.
(b) If
2
+ 8 24 < 0, the eigenvalues have non-zero imaginary part. Otherwise, the
eigenvalues are both real. Therefore, two of the critical values for are = 4 +2

10
and 4 2

10. For 4 2

10 < < 4 + 2

10, 2 + /2 < 0. Therefore, for


4 2

10 < < 4 + 2

10, the eigenvalues have non-zero imaginary part with


negative real part. In this case, the equilibrium is a stable spiral. Now we consider
the case when
2
+ 8 24 0. In this case, both eigenvalues are real. We need to
determine what the sign of these eigenvalues is. We write the eigenvalues as
=
(( 4)

2
+ 8 24)
2
=
( 4)
_
( 4)
2
+ 16 40
2
.
We notice that if 16 40 < 0, then both eigenvalues have the same sign. Therefore, if
< 4 2

10, then both eigenvalues are negative, and, therefore, the equilibrium is a
stable node. Also if 4 + 2

10 < < 5/2, then the eigenvalues are both negative, and
the equilibrium is a stable node. On the other hand, if 5/2 < , then the eigenvalues
have opposite sign and the equilibrium point is a saddle.
(c) Below we show phase portraits for = 5, = 2.4, = 1, = 9 and = 12.
3.4. COMPLEX EIGENVALUES 203
a=5
2
1
1
2
x2
2 1 1 2
x1
a=2.4
2
1
1
2
x2
2 1 1 2
x1
a=1
2
1
1
2
x2
2 1 1 2
x1
a=9
2
1
1
2
x2
2 1 1 2
x1
a=12
2
1
1
2
x2
2 1 1 2
x1
20.
(a) The characteristic equation is
2
+ 2 (24 + 8) = 0. Therefore, the eigenvalues are
= 1

25 + 8.
(b) If < 25/8, then the eigenvalues have non-zero imaginary part. The real part will
be 1, and, therefore, the equilibrium will be a stable spiral. If 25/8, then the
eigenvalues will be real-valued. If 25/8 < 3, the roots are both negative, and,
therefore, the equilibrium is a stable node. If > 3, the roots have opposite sign, and,
therefore, the equilibrium is a saddle.
(c) Below we show phase portraits for = 4, = 3.06, and = 2.
204 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
a=4
2
1
1
2
x2
2 1 1 2
x1
a=3.06
2
1
1
2
x2
2 1 1 2
x1
a=2
2
1
1
2
x2
2 1 1 2
x1
21.
(a) Based on problems 25-27 of Section 3.2, the system of dierential equations is
d
dt
_
i
v
_
=
_
R
1
/L 1/L
1/C 1/CR
2
__
i
v
_
.
Plugging in the given values for R
1
, R
2
, C, L, we arrive at the given system.
(b) The characteristic equation of the system is
2
++1/2 = 0. Therefore, the eigenvalues
are = (1 i)/2. A corresponding eigenvector for
1
= (1 + i)/2 is
v
1
=
_
1
4i
_
.
Therefore, one solution of this equation is
_
i
v
_
= e
(1+i)t/2
_
1
4i
_
= e
t/2
_
cos(t/2)
4 sin(t/2)
_
+ ie
t/2
_
sin(t/2)
4 cos(t/2)
_
.
Taking the real and imaginary parts of this solution, we arrive at the general solution,
_
i
v
_
c
1
e
t/2
_
cos(t/2)
4 sin(t/2)
_
+ c
2
e
t/2
_
sin(t/2)
4 cos(t/2)
_
.
3.4. COMPLEX EIGENVALUES 205
(c) For the given initial conditions, we conclude that c
1
= 2 and c
2
= 3/4. Therefore,
_
i
v
_
= e
t/2
_
2 cos(t/2)
3
4
sin(t/2)
8 sin(t/2) + 3 cos(t/2)
_
.
(d) Since the eigenvalues have negative real part, all solutions converge to the origin.
22.
(a) The characteristic equation is
2
+
1
RC
+
1
CL
= 0. Therefore, the eigenvalues are
=
1
2RC

1
2RC
_
1
4R
2
C
L
.
The eigenvalues are real and dierent provided that 1
4R
2
C
L
> 0. Otherwise, they are
complex conjugates.
(b) With the specied values, the eigenvalues are = 1 i. An eigenvector corresponding
to
1
= 1 + i is
v
1
=
_
1
4i
_
.
Therefore, one solution is
_
i
v
_
= e
(1+i)t
_
1
1 + i
_
= e
t
_
cos t
cos t sin t
_
+ ie
t
_
sin t
cos t sin t
_
.
Therefore, the general solution is
_
i
v
_
= c
1
e
t
_
cos t
cos t sin t
_
+ c
2
e
t
_
sin t
cos t sin t
_
.
(c) With the given initial conditions, we see that c
1
= 2 and c
1
+ c
2
= 1. Therefore, we
conclude that c
1
= 2 and c
2
= 3. Therefore, the solution of the IVP is
_
i
v
_
= e
t
_
2 cos t + 3 sin t
cos t 5 sin t
_
.
(d) Since the eigenvalues have negative real part, all solutions converge to the origin.
23.
(a) The characteristic equation is
2
(a
11
+ a
22
) + a
11
a
22
a
12
a
21
= 0. Therefore, the
eigenvalues are
=
(a
11
+ a
22
)
_
(a
11
+ a
22
)
2
4(a
11
a
22
a
12
a
21
)
2
.
Therefore, from this equation, we see that in order for the eigenvalues to be purely
imaginary, we need a
11
+ a
22
= 0 and a
11
a
22
a
12
a
21
> 0.
206 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(b) Equation (iii) can be rewritten as
(a
21
x + a
22
y)dx + (a
11
x + a
12
y)dy = 0.
To show that this equation is exact, we need to show that for M = (a
21
x + a
22
y) and
N = (a
11
x + a
12
y), M
y
= N
x
. We see that M
y
= a
22
and N
x
= a
11
. Then, using the
fact that a
11
+ a
22
= 0, we see that N
x
= a
11
= a
22
= M
y
. Therefore, the equation is
exact.
(c) Since the equation is exact, we begin by integrating M with respect to x. We conclude
that (x, y) = a
21
x
2
/2 a
22
xy + h(y). Then, taking the derivative with respect to
y, we have a
22
x + h

(y) = N = a
11
x + a
12
y. Therefore, h

(y) = a
12
y which implies
that h(y) = a
12
y
2
/2. Therefore, the solution of this exact equation is given implicitly by
a
21
x
2
/ a
22
xy + a
12
y
2
/2 = k or a
21
x
2
= 2a
22
xy a
12
y
2
= k. The discriminant of the
quadratic form is
(2a
22
)
2
4a
21
(a
12
) = 4a
2
22
+ 4a
12
a
21
= 4(a
11
a
22
+ a
12
a
21
).
Since a
11
a
22
a
12
a
21
> 0, by equation (ii), we can conclude that the discriminant of the
quadratic form is always negative, and, therefore, the graph is always an ellipse.
3.5 Repeated Eigenvalues
1.
A I =
_
3 4
1 1
_
implies det(AI) =
2
2 +1 = ( 1)
2
. Therefore, = 1 is the only eigenvalue. Now
= 1 implies
A I =
_
2 4
1 2
_
.
Therefore,
v
1
=
_
2
1
_
is an eigenvector for = 1 and
x
1
(t) = e
t
_
2
1
_
is one solution.
Next, we need to look for a solution w of
(A I) w =
_
2
1
_
.
Plugging in for A I, this equation becomes
_
2 4
1 2
_
w =
_
2
1
_
.
3.5. REPEATED EIGENVALUES 207
We see that
w =
_
1
0
_
is a solution of this equation. Therefore,
x
2
(t) = te
t
_
2
1
_
+ e
t
_
1
0
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t
_
2
1
_
+ c
2
_
te
t
_
2
1
_
+ e
t
_
1
0
__
.
2
1
0
1
2
x2
2 1 1 2
x1
The solution grows as t .
2.
A I =
_
5/4 3/4
3/4 1/4
_
implies det(AI) =
2
+1/4 = ( 1/2)
2
. Therefore, = 1/2 is the only eigenvalue.
Now = 1/2 implies
A I =
_
3/4 3/4
3/4 3/4
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector for = 1/2 and
x
1
(t) = e
t/2
_
1
1
_
is one solution.
Next, we need to look for a solution w of
_
A
1
2
I
_
w =
_
1
1
_
.
208 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Plugging in for A 1/2I, this equation becomes
_
3/4 3/4
3/4 3/4
_
w =
_
1
1
_
.
We see that
w =
_
4/3
0
_
is a solution of this equation. Therefore,
x
2
(t) = te
t/2
_
1
1
_
+ e
t/2
_
4/3
0
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t/2
_
1
1
_
+ c
2
_
te
t/2
_
1
1
_
+ e
t/2
_
4/3
0
__
.
2
1
0
1
2
x2
2 1 1 2
x1
The solution grows as t .
3.
A I =
_
3/2 1
1/4 1/2
_
implies det(A I) =
2
+ 2 + 1 = ( + 1)
2
. Therefore, = 1 is the only eigenvalue.
Now = 1 implies
A I =
_
1/2 1
1/4 1/2
_
.
Therefore,
v
1
=
_
2
1
_
is an eigenvector for = 1 and
x
1
(t) = e
t
_
2
1
_
is one solution.
3.5. REPEATED EIGENVALUES 209
Next, we need to look for a solution w of
(A + I) w =
_
2
1
_
.
Plugging in for A + I, this equation becomes
_
1/2 1
1/4 1/2
_
w =
_
2
1
_
.
We see that
w =
_
0
2
_
is a solution of this equation. Therefore,
x
2
(t) = te
t
_
2
1
_
+ e
t
_
0
2
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t
_
2
1
_
+ c
2
_
te
t
_
2
1
_
+ e
t
_
0
2
__
.
2
1
0
1
2
x2
2 1 1 2
x1
The solutions approach the origin as t .
4.
A I =
_
3 5/2
5/2 2
_
implies det(AI) =
2
++1/4 = (+1/2)
2
. Therefore, = 1/2 is the only eigenvalue.
Now = 1/2 implies
A I =
_
5/2 5/2
5/2 5/2
_
.
Therefore,
v
1
=
_
1
1
_
210 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
is an eigenvector for = 1/2 and
x
1
(t) = e
t/2
_
1
1
_
is one solution.
Next, we need to look for a solution w of
_
A +
1
2
I
_
w =
_
1
1
_
.
Plugging in for A +
1
2
I, this equation becomes
_
5/2 5/2
5/2 5/2
_
w =
_
1
1
_
.
We see that
w =
_
0
2/5
_
is a solution of this equation. Therefore,
x
2
(t) = te
t/2
_
1
1
_
+ e
t/2
_
0
2/5
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t/2
_
1
1
_
+ c
2
_
te
t/2
_
1
1
_
+ e
t/2
_
0
2/5
__
.
2
1
0
1
2
x2
2 1 1 2
x1
The solutions approach the origin as t .
5.
A I =
_
1 1/2
2 3
_
3.5. REPEATED EIGENVALUES 211
implies det(A I) =
2
+ 4 + 4 = ( + 2)
2
. Therefore, = 2 is the only eigenvalue.
Now = 2 implies
A I =
_
1 1/2
2 1
_
.
Therefore,
v
1
=
_
1
2
_
is an eigenvector for = 2 and
x
1
(t) = e
2t
_
1
2
_
is one solution.
Next, we need to look for a solution w of
(A + 2I) w =
_
1
2
_
.
Plugging in for A + 2I, this equation becomes
_
1 1/2
2 1
_
w =
_
1
2
_
.
We see that
w =
_
1
0
_
is a solution of this equation. Therefore,
x
2
(t) = te
2t
_
1
2
_
+ e
2t
_
1
0
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
2t
_
1
2
_
+ c
2
_
te
2t
_
1
2
_
+ e
2t
_
1
0
__
.
2
1
0
1
2
x2
2 1 1 2
x1
212 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The solutions tend to the origin as t .
6.
A I =
_
2 1/2
1/2 1
_
implies det(AI) =
2
3+9/4 = (3/2)
2
. Therefore, = 3/2 is the only eigenvalue.
Now = 3/2 implies
A I =
_
1/2 1/2
1/2 1/2
_
.
Therefore,
v
1
=
_
1
1
_
is an eigenvector for = 3/2 and
x
1
(t) = e
3t/2
_
1
1
_
is one solution.
Next, we need to look for a solution w of
(A 3/2I) w =
_
1
1
_
.
Plugging in for A 3/2I, this equation becomes
_
1/2 1/2
1/2 1/2
_
w =
_
1
1
_
.
We see that
w =
_
2
0
_
is a solution of this equation. Therefore,
x
2
(t) = te
3t/2
_
1
1
_
+ e
3t/2
_
2
0
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
3t/2
_
1
1
_
+ c
2
_
te
3t/2
_
1
1
_
+ e
3t/2
_
2
0
__
.
2
1
0
1
2
x2
2 1 1 2
x1
3.5. REPEATED EIGENVALUES 213
The solutions tend to innity as t .
7. The characteristic equation is ( + 3)
2
= 0. Therefore, the only eigenvalue is = 3. A
corresponding eigenvector is given by
v
1
=
_
1
1
_
and
x
1
(t) = e
3t
_
1
1
_
is one solution of the system. Next, we need to look for a solution w of
(A + 3I) w =
_
1
1
_
.
Plugging in for A + 3I, this equation becomes
_
4 4
4 4
_
w =
_
1
1
_
.
We see that
w =
_
1/4
0
_
is a solution of this equation. Therefore,
x
2
(t) = te
3t
_
1
1
_
+ e
3t
_
1/4
0
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
3t
_
1
1
_
+ c
2
_
te
3t
_
1
1
_
+ e
3t
_
1/4
0
__
.
The initial condition implies that c
1
= 2 and c
2
= 4. Therefore, the solution of the IVP is
x(t) =
_
3 + 4t
2 + 4t
_
e
3t
.
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
1
0
1
2
3
4
5
x1
1 2 3 4 5
t
214 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
1
0
1
2
3
4
5
x2
0.5 1 1.5 2 2.5 3
t
8. The characteristic equation is ( + 1)
2
= 0. Therefore, the only eigenvalue is = 1. A
corresponding eigenvector is given by
v
1
=
_
1
1
_
and
x
1
(t) = e
t
_
1
1
_
is one solution of the system. Next, we need to look for a solution w of
(A + I) w =
_
1
1
_
.
Plugging in for A + I, this equation becomes
_
3/2 3/2
3/2 3/2
_
w =
_
1
1
_
.
We see that
w =
_
0
2/3
_
is a solution of this equation. Therefore,
x
2
(t) = te
t
_
1
1
_
+ e
t
_
0
2/3
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t
_
1
1
_
+ c
2
_
te
t
_
1
1
_
+ e
t
_
0
2/3
__
.
The initial condition implies that c
1
= 3 and c
2
= 6. Therefore, the solution of the IVP is
x(t) =
_
3 6t
1 6t
_
e
t
.
3.5. REPEATED EIGENVALUES 215
4
3
2
1
0
1
2
x2
3 2 1
1 2 3 4
x1
3
2
1
0
1
2
3
4
x1
1 2 3 4 5
t
4
3
2
1
0
1
2
x2
1 2 3 4 5
t
9. The characteristic equation is ( 1/2)
2
= 0. Therefore, the only eigenvalue is = 1/2.
A corresponding eigenvector is given by
v
1
=
_
1
1
_
and
x
1
(t) = e
t/2
_
1
1
_
is one solution of the system. Next, we need to look for a solution w of
_
A
1
2
I
_
w =
_
1
1
_
.
Plugging in for A
1
2
I, this equation becomes
_
3/2 3/2
3/2 3/2
_
w =
_
1
1
_
.
We see that
w =
_
2/3
0
_
is a solution of this equation. Therefore,
x
2
(t) = te
t/2
_
1
1
_
+ e
t/2
_
2/3
0
_
216 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t/2
_
1
1
_
+ c
2
_
te
t/2
_
1
1
_
+ e
t/2
_
2/3
0
__
.
The initial condition implies that c
1
= 2 and c
2
= 3/2. Therefore, the solution of the
IVP is
x(t) =
_
3 +
3
2
t
2
3
2
t
_
e
t/2
.
3
2
1
1
2
x2
1 1 2 3 4 5
x1
2
4
6
8
10
x1
0.5 1 1.5 2
t
10
8
6
4
2
0
2
x2
0.5 1 1.5 2
t
10. From our answer to problem 2, we see that the general solution of this system is given
by
x(t) = c
1
e
t/2
_
1
1
_
+ c
2
_
te
t/2
_
1
1
_
+ e
t/2
_
4/3
0
__
.
Now our initial condition x(0) =
_
2
3
_
implies
x(0) = c
1
_
1
1
_
+ c
2
_
4/3
0
_
=
_
2
3
_
.
Therefore, c
1
= 3 and c
2
= 15/4. Therefore,
x(t) = 3e
t/2
_
1
1
_
+
15
4
_
te
t/2
_
1
1
_
+ e
t/2
_
4/3
0
__
.
3.5. REPEATED EIGENVALUES 217
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
10
20
30
40
50
60
0 0.5 1 1.5 2 2.5 3
t
30
20
10
0
x2
0.5 1 1.5 2 2.5 3
t
11. From our answer to problem 4, we see that the general solution of this system is given
by
x(t) = c
1
e
t/2
_
1
1
_
+ c
2
_
te
t/2
_
1
1
_
+ e
t/2
_
2/5
0
__
.
Now our initial condition x(0) =
_
3
1
_
t
implies
x(0) = c
1
_
1
1
_
+ c
2
_
2/5
0
_
=
_
3
1
_
.
Therefore, c
1
= 1 and c
2
= 5. Therefore,
x(t) = e
t/2
_
1
1
_
5
_
te
t/2
_
1
1
_
+ e
t/2
_
2/5
0
__
=
_
3 5t
1 5t
_
e
t/2
218 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
4
3
2
1
0
1
2
x2
3 2 1
1 2 3 4
x1
2
1
0
1
2
3
2 4 6 8 10
t
3
2
1
0
1
2 4 6 8 10
t
12. From our answer to problem 2, we see that the general solution of this system is given
by
x(t) = c
1
e
3t/2
_
1
1
_
+ c
2
_
te
3t/2
_
1
1
_
+ e
3t/2
_
2
0
__
.
Now our initial condition x(0) =
_
1
3
_
implies
x(0) = c
1
_
1
1
_
+ c
2
_
2
0
_
=
_
1
3
_
.
Therefore, c
1
= 3 and c
2
= 2. Therefore,
x(t) = 3e
3t/2
_
1
1
_
+ 2
_
te
3t/2
_
1
1
_
+ e
3t/2
_
2
0
__
.
3.5. REPEATED EIGENVALUES 219
1
0
1
2
3
4
5
x2
1 1 2 3 4 5
x1
0
5000
10000
15000
20000
1 2 3 4 5
t
12000
10000
8000
6000
4000
2000
0
1 2 3 4 5
t
13. The characteristic equation is

2
+ (a + d) + ad bc = 0.
Therefore, the eigenvalues are
=
a + d
2

1
2
_
(a + d)
2
4(ad bc).
In order to guarantee that the solution approaches zero, we need both eigenvalues to be
negative. As we can see from the equation above for , we need a + d < 0 and ad bc > 0.
14.
(a) The eigenvalues of this system are given by
=
1
2RC

L
2
4R
2
CL
2RCL
.
The eigenvalues will be real and equal if the discriminant vanishes. The discriminant
will vanish when L = 4R
2
C.
(b) For the given conditions, the system is
d
dt
_
i
v
_
=
_
0 1/4
1 1
__
i
v
_
.
220 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
The characteristic equation of this system is
2
+ + 1/4 = 0. Therefore, the only
eigenvalue is = 1/2. An associated eigenvector is given by
v
1
=
_
1
2
_
.
Therefore, one solution of this system is
x
1
(t) = e
t/2
_
1
2
_
.
Next, we need to look for a solution w of
_
A +
1
2
I
_
w =
_
1
2
_
.
Plugging in for A +
1
2
I, this equation becomes
_
1/2 1/4
1 1/2
_
w =
_
1
2
_
.
We see that
w =
_
0
4
_
is a solution of this equation. Therefore,
x
2
(t) = te
t/2
_
1
2
_
+ e
t/2
_
0
4
_
is also a solution of our original system. Therefore, the general solution of the system is
x(t) = c
1
e
t/2
_
1
2
_
+ c
2
_
te
t/2
_
1
2
_
+ e
t/2
_
0
4
__
.
The initial condition implies that c
1
= 1 and c
2
= 1. Therefore, the solution of the IVP
is
x(t) =
_
1 + t
2 2t
_
e
t/2
.
15. The characteristic equation is
2
p + q = 0. The eigenvalues are
=
p
_
p
2
4q
2
=
p

2
.
The results can be veried using Table 3.5.1.
16.
(a) If q > 0 and p < 0, then the roots are either complex conjugates with negative real
parts, or both real and negative.
(b) If q > 0 and p = 0, then the roots are purely imaginary.
(c) if q < 0, then the roots are real with
1

2
> 0. If p > 0, then either the roots are real
with
1

2
0 or the roots are complex conjugates with positive real parts.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 221
3.6 A Brief Introduction to Nonlinear Systems
1.
(a)
dx
dt
= x,
dy
dt
= 2y =
dy
dx
=
2y
x
=
_
1
y
dy = 2
_
1
x
dx
= ln |y| = 2 ln |x| + C.
Applying the exponential function to this equation, we conclude that y = Cx
2
for any
solution of the system. That is, H(x, y) = y/x
2
.
(b)
4
2
0
2
4
y
0.6 0.4 0.2 0.2 0.4 0.6
x
(c)
3
2
1
0
1
2
3
y
4 2 2 4
x
As t increases, the x and y values are decreasing.
2.
222 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a)
dx
dt
= x,
dy
dt
= 2y =
dy
dx
=
2y
x
=
_
1
y
dy = 2
_
1
x
dx
= ln |y| = 2 ln |x| + C.
Applying the exponential function to this equation, we conclude that y = C/x
2
for any
solution of the system. That is, H(x, y) = yx
2
.
(b)
4
2
0
2
4
y
4 2 2 4
x
(c)
1
0
1
2
3
4
5
y
1 1 2 3 4 5
x
As t increases, the x values are decreasing and the y values are increasing.
3.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 223
(a)
dx
dt
= x,
dy
dt
= 2y =
dy
dx
=
2y
x
=
_
1
y
dy = 2
_
1
x
dx
= ln |y| = 2 ln |x| + C.
Applying the exponential function to this equation, we conclude that y = C/x
2
for any
solution of the system. That is, H(x, y) = yx
2
.
(b)
4
2
0
2
4
y
4 2 2 4
x
(c)
2
1
0
1
2
y
1 1 2 3 4 5
x
As t increases, the x values decrease and the y values do not change.
4.
224 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a)
dx
dt
= 2y,
dy
dt
= 8x =
dy
dx
=
4x
y
=
_
y dy = 4
_
x dx
= y
2
/2 = 2x
2
+ C.
We conclude that y
2
4x
2
= C for any solution of the system. That is, H(x, y) = y
2
4x
2
.
(b)
4
2
0
2
4
y
4 2 2 4
x
(c)
2
1
0
1
2
y
1 1 2 3 4 5
x
As t increases, the y values are increasing.
5.
(a)
dx
dt
= 2y,
dy
dt
= 8x =
dy
dx
=
4x
y
=
_
y dy =
_
4x dx
=
y
2
2
= 2x
2
+ C.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 225
Therefore, y
2
4x
2
= C for any solution of the system. That is, H(x, y) = y
2
4x
2
.
(b)
10
5
5
10
y
4 2 2 4
x
(c)
5
4
3
2
1
1
y
4 2 2 4
x
As t increases, the x and y values are decreasing.
6.
(a)
dx
dt
= 2y,
dy
dt
= 8x =
dy
dx
=
4x
y
=
_
y dy =
_
4x dx
=
y
2
2
= 2x
2
+ C.
Therefore, y
2
+ 4x
2
= C for any solution of the system. That is, H(x, y) = y
2
+ 4x
2
.
(b)
226 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
4
2
2
4
y
4 2 2 4
x
(c)
4
2
0
2
4
y
4 2 2 4
x
As t increases, the trajectory travels in the clockwise direction.
7.
(a) To nd all critical points, we need to solve the following system of equations.
x

= 2x y = 0
y

= x 2y = 0.
From the second equation, x = 2y implies 4y y = 0 which implies the only critical
point is (0, 0).
(b) From our equations for dx/dt and dy/dt, we see that
dy
dx
=
x 2y
2x y
= (2x y) dy = (x 2y) dx
= (2y x) dx + (2x y) dy = 0.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 227
We notice that this is an exact equation, which can be rewritten as
_
2xy
x
2
2

y
2
2
_

= 0.
Therefore,
H(x, y) = 2xy
x
2
2

y
2
2
.
(c)
15
10
5
0
5
10
15
20
y
4 2 2 4
x
Solutions lying on curves passing through the second quadrant travel to the left. In
particular, the x values and y values decrease. Solutions lying on curves solely in the
rst quadrant will travel to the right along the bottom portion of the curve. Solutions
lying on curves solely in the third quadrant will travel to the left along the top portion
of the curve. Solutions lying on curves passing through the fourth quadrant will travel
to the right with both x and y values increasing.
(d) Solutions lying along the part of the level curve H(x, y) = 0 such that y = (2 +

3)x
will approach the origin. All other solutions will tend away from the critical point as
t .
8.
(a) To nd all critical points, we need to solve the following system of equations.
x

= x + y = 0
y

= x + y = 0.
Solving the two equations, we see that the only critical point is (0, 0).
(b) From our equations for dx/dt and dy/dt, we see that
dy
dx
=
x + y
x + y
= (x + y) dy = (x + y) dx
= (x + y) dx + (x y) dy = 0.
228 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
We notice that this is an exact equation, which can be rewritten as
_
x
2
2
+ xy
y
2
2
_

= 0.
Therefore,
H(x, y) =
x
2
2
+ xy
y
2
2
.
(c)
10
5
0
5
10
y
4 2 2 4
x
Solutions lying on curves passing through the rst and second quadrants travel to the
right. In particular, the x values and y values increase. Solutions lying on curves in the
rst and fourth quadrants will travel up along the curve. In particular, the y values will
increase. Solutions lying on curves in the second and third quadrants will travel down
along the bottom portion of the curve. In particular, y values will decrease. Solutions
lying on curves passing through the third and fourth quadrants will travel to the left.
(d) Solutions lying along the part of the level curve H(x, y) = 0 such that y = (1

2)x
will approach the origin. All other solutions will tend away from the critical point as
t .
9.
(a) To nd all critical points, we need to solve the following system of equations.
x

= 2x 4y = 0
y

= 2x 2y = 0.
Solving the two equations, we see that the only critical point is (0, 0).
(b) From our equations for dx/dt and dy/dt, we see that
dy
dx
=
2x 2y
2x 4y
= (2x 4y) dy = (2x 2y) dx
= (2x 2y) dx + (4y 2x) dy = 0.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 229
We notice that this is an exact equation, which can be rewritten as
_
x
2
2xy + 2y
2
_

= 0.
Therefore,
H(x, y) = x
2
2xy + 2y
2
.
(c)
4
2
2
4
y
4 2 2 4
x
Solutions travel in the counter-clockwise direction along the trajectories shown above.
(d) Solutions orbit the critical point. They do not tend towards or away from the critical
point.
10.
(a) To nd all critical points, we need to solve the following system of equations.
x

= x + y + x
2
= 0
y

= y 2xy = 0.
Solving the second equation, we see that we must have x = 1/2 or y = 0. Plugging
these values into the rst equation, we see that the critical points are: (0, 0), (1, 0) and
(1/2, 1/4).
(b) From our equations for dx/dt and dy/dt, we see that
dy
dx
=
y 2xy
x + y + x
2
.
Rewriting this equation as (2xy y)dx+(x
2
x+y)dy = 0, we see that this is an exact
equation. For M = 2xy y, we integrate M with respect to x. We conclude that the
level curves are given by H(x, y) = C where H(x, y) = x
2
y xy + h(y). Dierentiating
with respect to y, we have H
y
= x
2
x + h

(y) = N = x
2
x + y. Therefore, h

(y) = y
which implies that h(y) = y
2
/2. Therefore,
H(x, y) = x
2
y xy + y
2
/2.
230 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(c)
4
2
0
2
4
y
4 2 2 4
x
For trajectories in the rst quadrant, solutions travel down and to the right. For tra-
jectories in the second quadrant, solutions travel up and to the right. For solutions in
the third quadrant, solutions travel to the right and down. For solutions in the fourth
quadrant, solutions travel up and to the right.
(d)
4
2
0
2
4
y
4 2 2 4
x
The points (0, 0) and (1, 0) are saddle points. The point (1/2, 1/4) is a center.
11.
(a) To nd all critical points, we need to solve the following system of equations.
x

= 2x
2
y 3x
2
4y = 0
y

= 2xy
2
+ 6xy = 0.
Solving the second equation, we see that we must have x = 0, y = 0 or y = 3. Plugging
these values into the rst equation, we see that the critical points are: (0, 0), (2, 3) and
(2, 3).
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 231
(b) From our equations for dx/dt and dy/dt, we see that
dy
dx
=
2xy
2
+ 6xy
2x
2
y 3x
2
4y
.
Rewriting this equation as (2xy
2
6xy)dx+(2x
2
y 3x
2
4y)dy = 0, we see that this is
an exact equation. For M = 2xy
2
6xy, we integrate M with respect to x. We conclude
that the level curves are given by H(x, y) = C where H(x, y) = x
2
y
2
3x
2
y + h(y).
Dierentiating with respect to y, we have H
y
= 2x
2
y3x
2
+h

(y) = N = 2x
2
y3x
2
4y.
Therefore, h

(y) = 4y which implies that h(y) = 2y


2
. Therefore,
H(x, y) = x
2
y
2
3x
2
y 2y
2
.
(c)
4
2
0
2
4
y
4 2 2 4
x
The direction of motion along each trajectory can be seen from the direction eld shown
below:
4
2
0
2
4
y
4 2 2 4
x
(d) From the direction eld above, we see that all critical points are saddle points.
12.
232 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a) To nd all critical points, we need to solve the following system of equations.
x

= 3x x
2
= 0
y

= 2xy 3y + 2 = 0.
The rst equation implies x(3 x) = 0. Therefore, x = 0 or x = 3. Substituting x = 0
into the second equation, we see that y = 2/3. Substituting x = 3 into the second
equation, we see that y = 2/3. Therefore, the two critical points are (0, 2/3) and
(3, 2/3).
(b) From our equations for dx/dt and dy/dt, we see that
dy
dx
=
2xy 3y + 2
3x x
2
= (3x x
2
) dy = (2xy 3y + 2) dx
= (2xy 3y + 2) dx + (x
2
3x) dy = 0.
We notice that this is an exact equation, which can be rewritten as
_
x
2
y 3xy + 2x
_

= 0.
Therefore,
H(x, y) = x
2
y 3xy + 2x.
(c)
10
5
0
5
10
y
1 1 2 3 4
x
Solutions on trajectories to the right of x = 3 travel down. In particular, y will decrease
as x decreases. Solutions on trajectories between x = 0 and x = 3 will travel up. In
particular, eventually y will increase as x increases. Solutions on trajectories to the left
of x = 0 will travel left, approaching the xaxis.
(d) Solutions will tend away from both critical points.
13.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 233
(a) The critical points are given by the solutions of the equations
x(1 y) = 0
y(1 + 2x) = 0.
The solutions of the rst equation are x = 0 and y = 1. Plugging these values into the
second equation, we conclude that the critical points are (0, 0), (1/2, 1).
(b)
4
2
0
2
4
y
4 2 2 4
x
(c) Based on the phase portrait, we conclude that all trajectories starting near the origin
diverge. Therefore, (0, 0) is unstable. Near the critical point (1/2, 1), the trajectories
behave like a saddle, and, therefore, (1/2, 1) is also unstable.
14.
(a) To nd the critical points, we need to solve
x

= 2 y = 0
y

= y x
2
= 0.
By the rst equation, we must have y = 2. By the second equation, we have x =

2.
Therefore, the two critical points are (

2, 2) and (

2, 2).
(b)
1
1
2
3
y
2 1 1 2
x
234 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(c) The trajectories near the critical point (

2, 2) tend away from the critical point. The


trajectories near the critical point (

2, 2) spiral into the critical point.


15.
(a) The critical points are given by the solutions of the equations
x(1 x y) = 0
y
_
1
2

1
4
y
3
4
x
_
= 0.
Solving these two equations, we see that the critical points are given by (0, 0), (0, 2),
(1/2, 1/2) and (1, 0).
(b)
4
2
0
2
4
y
4 2 2 4
x
(c) Based on the phase portrait, we conclude that all trajectories starting near the origin
diverge. Therefore, (0, 0) is unstable. Near the critical point (0, 2), the trajectories
approach the critical point. Similarly, near (1, 0), trajectories approach the critical
point. Therefore, both of those critical points are asymptotically stable nodes. Near the
critical point (1/2, 1/2), trajectories behave like a saddle.
16.
(a) The critical points are given by the solutions of the equations
(x y)(1 x y) = 0
x(2 + y) = 0.
The solutions of the second equation are x = 0 and y = 2. Plugging these values into
the rst equation, we conclude that the critical points are (0, 0), (0, 1), (2, 2) and
(3, 2).
(b)
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 235
4
2
0
2
4
y
4 2 2 4
x
(c) Based on the phase portrait, we conclude that (0, 0) is a saddle point, (0, 1) is an asymp-
totically stable spiral point, (2, 2) is a stable node, and (3, 2) is an unstable node.
17.
(a) The critical points are given by the solutions of the equations
y(2 x y) = 0
x y 2xy = 0.
The solutions of the rst equation are y = 0 and x + y = 2. Plugging these values into
the second equation, we conclude that the critical points are (0, 0), (1

2, 1 +

2),
and (1 +

2, 1

2).
(b)
4
2
0
2
4
y
4 2 2 4
x
(c) Based on the phase portrait, we conclude that (0, 0) is an asymptotically stable spiral
point, while (1

2, 1 +

2) and (1 +

2, 1

2) are saddle points.


18.
236 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(a) The critical points are given by the solutions of the equations
(2 + x)(y x) = 0
y(2 + x x
2
) = 0.
The solutions of the second equation are y = 0, x = 2 and x = 1. Plugging these values
into the rst equation, we conclude that the critical points are (0, 0), (2, 2), (1, 1)
and (2, 0).
(b)
4
2
0
2
4
y
4 2 2 4
x
(c) Based on the phase portrait, we conclude that (0, 0) and (2, 0) are saddle points and
(2, 2) and (1, 1) are asymptotically stable spiral points.
19.
(a) The critical points are given by the solutions of the equations
x(1 2y) = 0
y x
2
y
2
= 0.
The solutions of the rst equation are x = 0 and y = 1/2. Plugging these values into
the second equation, we conclude that the critical points are (0, 0), (0, 1), (1/2, 1/2) and
(1/2, 1/2).
(b)
4
2
0
2
4
y
4 2 2 4
x
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 237
(c) Based on the phase portrait, we conclude that (0, 0) and (0, 1) are saddle points, while
(1/2, 1/2) and (1/2, 1/2) are centers.
20.
(a) To nd the critical points, we need to solve
x

= y = 0
y

= x
1
6
x
3

1
5
y = 0.
By the rst equation, we must have y = 0. By the second equation, we have x
1
6
x
3
= 0
which implies x = 0 or x =

6. Therefore, the three critical points are (0, 0), (

6, 0)
and (

6, 0).
(b)
2
1
0
1
2
y
4 2 2 4
x
(c) The trajectories near the critical point (0, 0) tend away from the critical point. The
trajectories near the critical points (

6, 0) and (

6, 0) spiral into the critical points.


21.
(a)
x(0)=1/4,y(0)=1/4
0.2
0.1
0
0.1
0.2
x
5 10 15 20
t
x(0)=0,y(0)=1/2
0.4
0.2
0
0.2
0.4
0.6
x
5 10 15 20
t
238 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
x(0)=.05,y(0)=0
0.06
0.04
0.02
0
0.02
0.04
0.06
x
5 10 15 20
t
(b) For the rst component plot, the period is approximately 6.5 seconds and the amplitude
is approximately .46. For the second component plot, the period is approximately 7.5
and the amplitude is approximately 1.06. For the third component plot, the period is
approximately 6 seconds and the amplitude is approximately .13. The period decreases
as the amplitude decreases.
22.
(a)
H(x, y) = x
2
xy +
1
2
y
2

1
3
x
3
= c.
If x(0) = 3 and y(0) = 0, then H(x, y) = 3
2
3(0) + 1/2(0)
2
1/3(3)
3
= 0. Therefore,
c = 0.
Also,
x
2
xy +
1
2
y
2

1
3
x
3
= 0
= 2x
2
2xy + y
2

2
3
x
3
= 0
= x
2
2xy + y
2
+ x
2

2
3
x
3
= 0
= (x y)
2
+ x
2

2
3
x
3
= 0.
(b) Using the fact that x y = x

and plugging into equation (i) from part (a), we see that
(x

)
2
+ x
2

2
3
x
3
= 0
= (x

)
2
=
2
3
x
3
x
2
= x

=
_
2
3
x
3
x
2
= x
_
2
3
x 1
=
1
3
x

6x 9.
3.6. A BRIEF INTRODUCTION TO NONLINEAR SYSTEMS 239
Now suppose the negative square root is taken. Then x

=
1
3
x

6x 9 and x(0) = 3
implies x

(0) = 3. But x

= x y = x

(0) = x(0) y(0) = 3 0 = 3. Therefore, we


must take the positive square root. We conclude that
x

=
1
3
x

6x 9.
(c) Let s
2
= 6x 9. Then x

=
1
3
x

s
2
=
1
3
xs. Therefore,
dx
dt
=
xs
3
=
_
dx
xs
=
_
dt
3
where s
2
= 6x 9. Now 6x = s
2
+9 implies x = (s
2
+9)/6, and, therefore, dx = sds/3.
Therefore,
_
(s/3) ds
s(s
2
+ 9)/6
=
_
dt
3
=
_
2 ds
s
2
+ 9
=
_
dt
3
=
_
2 ds
9((s/3)
2
+ 1)
=
1
3
t + C.
Now, substitute u = s/3 which means du = ds/3, and, therefore, we have
2
9
_
3 du
u
2
+ 1
=
1
3
t + C
=
2
3
_
du
u
2
+ 1
=
1
3
t + C
=
2
3
arctan(u) =
1
3
t + C
=
2
3
arctan(s/3) =
1
3
t + C
= arctan(

6x 9/3) =
1
2
t + C
=

6x 9
3
= tan
_
1
2
t + C
_
=

6x 9 = 3 tan
_
1
2
t + C
_
= 6x 9 = 9 tan
2
_
1
2
t + C
_
= 6x = 9 + 9 tan
2
_
1
2
t + C
_
= x =
3
2
+
3
2
tan
2
_
1
2
t + C
_
.
240 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
Now x(0) = 3 implies
x(0) =
3
2
+
3
2
tan
2
(C) = 3
= tan
2
(C) = 1
= tan(C) = 1
= C = /4.
Now, C = /4 is not an admissible solution. This can be seen by looking at the
line above,

6x 9 = 3 tan(t/2 + C). Plugging in t = 0 and x(0) = 3, we must have


3 = 3 tan(C), or tan(C) = 1. Therefore, we must have C = /4. Therefore, the solution
is given by
x =
3
2
+
3
2
tan
2
_
1
2
t +

4
_
.
(d) By looking at the equation for x, we see that the solution will have a vertical asymptote
when t/2 + /4 = /2. That is, there will be a vertical asymptote when t = /2. This
matches the expectation shown in Figure 3.6.3.
(e) By the same analysis, we see that the solution will have a vertical asymptote when
t/2 + /4 = /2. That is, there will be a vertical asymptote when t = 3/2.
23.
(a) A(1, 0) and C(1, 0) are asymptotically stable spiral points, B(0, 0) is a saddle point.
(b) (i) C (ii) A (iii) A (iv) C
24.
3 2 1 0 1 2 3
6
4
2
0
2
4
6
25. The critical points are given by the solutions of the equations
x(1 x + y/2) = 0
y(5/2 15y + x/4) = 0.
3.7. NUMERICAL METHODS FOR SYSTEMS OF FIRST ORDER EQUATIONS 241
The solutions of the rst equation are x = 0 and x = 1 + y/2. Plugging these values
into the second equation, we conclude that the critical points are (0, 0), (0, 1/6), (1, 0) and
(130/119, 22/119).
The limiting behavior of the solutions shows that the populations co-exist.
3.7 Numerical Methods for Systems of First Order Equa-
tions
1. In vector notation, the initial value problem can be written as
d
dt
_
x
y
_
=
_
x + y + t
4x 2y
_
with initial condition
x(0) =
_
1
0
_
.
(a) The Euler formula is
_
x
n+1
y
n+1
_
=
_
x
n
y
n
_
+ h
_
x
n
+ y
n
+ t
n
4x
n
2y
n
_
.
With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.26
0.76
_
,
_
1.7714
1.4824
_
,
_
2.58991
2.3703
_
,
_
3.82374
3.60413
_
,
_
5.64246
5.38885
_
respectively.
242 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(b) The Runge-Kutta method uses the following intermediate calculations:
k
n1
= (x
n
+ y
n
+ t
n
, 4x
n
2y
n
)
T
k
n2
=
_
x
n
+
h
2
k
1
n1
+ y
n
+
h
2
k
2
n1
+ t
n
+
h
2
, 4
_
x
n
+
h
2
k
1
n1
_
2
_
y
n
+
h
2
k
2
n1
__
T
k
n3
=
_
x
n
+
h
2
k
1
n2
+ y
n
+
h
2
k
2
n2
+ t
n
+
h
2
, 4
_
x
n
+
h
2
k
1
n2
_
2
_
y
n
+
h
2
k
2
n2
__
T
k
n4
= [x
n
+ hk
1
n3
+ y
n
+ hk
2
n3
+ t
n
+ h, 4(x
n
+ hk
1
n3
) 2(y
n
+ hk
2
n3
)]
T
.
With h = 0.2, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.32493
0.758933
_
,
_
1.93679
1.57919
_
,
_
2.93414
2.66099
_
,
_
4.48318
4.22639
_
,
_
6.84236
6.56452
_
respectively.
(c) With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.32489
0.759516
_
,
_
1.9369
1.57999
_
,
_
2.93459
2.66201
_
,
_
4.48422
4.22784
_
,
_
6.8444
6.56684
_
respectively.
2. In vector notation, the initial value problem can be written as
d
dt
_
x
y
_
=
_
2x + ty
xy
_
with initial condition
x(0) =
_
1
1
_
.
(a) The Euler formula is
_
x
n+1
y
n+1
_
=
_
x
n
y
n
_
+ h
_
2x
n
+ t
n
y
n
x
n
y
n
_
.
With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.451
1.232
_
,
_
2.16133
1.65988
_
,
_
3.29292
2.55559
_
,
_
5.16361
4.7916
_
,
_
8.54951
12.0464
_
respectively.
(b) The Runge-Kutta method uses the following intermediate calculations:
k
n1
= (2x
n
+ t
n
y
n
, x
n
y
n
)
t
k
n2
=
_
2x
n
+ hk
1
n1
+
_
t
n
+
h
2
__
y
n
+
h
2
k
2
n1
_
,
_
x
n
+
h
2
k
1
n1
__
y
n
+
h
2
k
2
n1
__
t
k
n3
=
_
2x
n
+ hk
1
n2
+
_
t
n
+
h
2
__
y
n
+
h
2
k
2
n2
_
,
_
x
n
+
h
2
k
1
n2
__
y
n
+
h
2
k
2
n2
__
t
k
n4
=
_
2(x
n
+ hk
1
n3
) + (t
n
+ h)
_
y
n
+ hk
2
n3
_
,
_
x
n
+ hk
1
n3
_ _
y
n
+ hk
2
n3
_
t
3.7. NUMERICAL METHODS FOR SYSTEMS OF FIRST ORDER EQUATIONS 243
With h = 0.2, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.51844
1.28089
_
,
_
2.37684
1.87711
_
,
_
3.85039
3.44859
_
,
_
6.6956
9.50309
_
,
_
15.0987
64.074
_
respectively.
(c) With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.51855
1.2809
_
,
_
2.3773
1.87729
_
,
_
3.85247
3.45126
_
,
_
6.71282
9.56846
_
,
_
15.6384
70.3792
_
respectively.
3. In vector notation, the initial value problem can be written as
d
dt
_
x
y
_
=
_
tx y 1
x
_
with initial condition
x(0) =
_
1
1
_
.
(a) The Euler formula is
_
x
n+1
y
n+1
_
=
_
x
n
y
n
_
+ h
_
t
n
x
n
y
n
1
x
n
_
.
With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
0.582
1.18
_
,
_
0.117969
1.27344
_
,
_
0.336912
1.27382
_
,
_
0.730007
1.18572
_
,
_
1.02134
1.02371
_
respectively.
(b) The Runge-Kutta method uses the following intermediate calculations:
k
n1
= (t
n
x
n
y
n
1, x
n
)
T
k
n2
=
_

_
t
n
+
h
2
__
x
n
+
h
2
k
1
n1
_

_
y
n
+
h
2
k
2
n1
_
1, x
n
+
h
2
k
1
n1
_
T
k
n3
=
_

_
t
n
+
h
2
__
x
n
+
h
2
k
1
n2
_

_
y
n
+
h
2
k
2
n2
_
1, x
n
+
h
2
k
1
n2
_
T
k
n4
=
_
(t
n
+ h)
_
x
n
+ hk
1
n3
_

_
y
n
+ hk
2
n3
_
1, x
n
+ hk
1
n3

T
With h = 0.2, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
0.568451
1.15775
_
,
_
0.109776
1.22556
_
,
_
0.32208
1.20347
_
,
_
0.681296
1.10162
_
,
_
0.937852
0.937852
_
respectively.
244 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(c) With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
0.56845
1.15775
_
,
_
0.109773
1.22557
_
,
_
0.322081
1.20347
_
,
_
0.681291
1.10161
_
,
_
0.937841
0.93784
_
respectively.
4. In vector notation, the initial value problem can be written as
d
dt
_
x
y
_
=
_
x y + xy
3x 2y xy
_
with initial condition
x(0) =
_
0
1
_
.
(a) The Euler formula is
_
x
n+1
y
n+1
_
=
_
x
n
y
n
_
+ h
_
x
n
y
n
+ x
n
y
n
3x
n
2y
n
x
n
y
n
_
.
With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
0.198
0.618
_
,
_
0.378796
0.28329
_
,
_
0.51932
0.0321025
_
,
_
0.594324
0.326801
_
,
_
0.588278
0.57545
_
respectively.
(b) Given
f(t, x, y) = x y + xy
g(t, x, y) = 3x 2y xy,
the Runge-Kutta method uses the following intermediate calculations:
k
n1
= [f(t
n
, x
n
, y
n
), g(t
n
, x
n
, y
n
)]
t
k
n2
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
__
t
k
n3
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
__
t
k
n4
=
_
f
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
, g
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
t
With h = 0.2, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
0.196904
0.630936
_
,
_
0.372643
0.298888
_
,
_
0.501302
0.0111429
_
,
_
0.561270
0.288943
_
,
_
0.547053
0.508303
_
respectively.
3.7. NUMERICAL METHODS FOR SYSTEMS OF FIRST ORDER EQUATIONS 245
(c) With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
0.196935
0.630939
_
,
_
0.372687
0.298866
_
,
_
0.501345
0.012184
_
,
_
0.561292
0.28907
_
,
_
0.547031
0.508427
_
respectively.
5. In vector notation, the initial value problem can be written as
d
dt
_
x
y
_
=
_
x(1 0.5x 0.5y)
y(0.25 + 0.5x)
_
with initial condition
x(0) =
_
4
1
_
.
(a) The Euler formula is
_
x
n+1
y
n+1
_
=
_
x
n
y
n
_
+ h
_
x
n
(1 0.5x
n
0.5y
n
)
y
n
(0.25 + 0.5x
n
)
_
.
With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
2.96225
1.34538
_
,
_
2.34119
1.67121
_
,
_
1.90236
1.97158
_
,
_
1.56602
2.23895
_
,
_
1.29768
2.46732
_
respectively.
(b) Given
f(t, x, y) = x(1 0.5x 0.5y)
g(t, x, y) = y(0.25 + 0.5x),
the Runge-Kutta method uses the following intermediate calculations:
k
n1
= [f(t
n
, x
n
, y
n
), g(t
n
, x
n
, y
n
)]
T
k
n2
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
__
T
k
n3
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
__
T
k
n4
=
_
f
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
, g
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
T
With h = 0.2, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
3.06339
1.34858
_
,
_
2.44497
1.68638
_
,
_
1.9911
2.00036
_
,
_
1.63818
2.27981
_
,
_
1.3555
2.5175
_
respectively.
246 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
(c) With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
3.06314
1.34899
_
,
_
2.44465
1.68699
_
,
_
1.99075
2.00107
_
,
_
1.63781
2.28057
_
,
_
1.35514
2.51827
_
respectively.
6. In vector notation, the initial value problem can be written as
d
dt
_
x
y
_
=
_
exp(x + y) cos x
sin(x 3y)
_
with initial condition
x(0) =
_
1
2
_
.
(a) The Euler formula is
_
x
n+1
y
n+1
_
=
_
x
n
y
n
_
+ h
_
exp(x
n
+ y
n
) cos x
n
sin(x
n
3y
n
)
_
.
With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.42386
2.18957
_
,
_
1.82234
2.36791
_
,
_
2.21728
2.53329
_
,
_
2.61118
2.68763
_
,
_
2.9955
2.83354
_
respectively.
(b) Given
f(t, x, y) = exp(x + y) cos x
g(t, x, y) = sin(x 3y),
the Runge-Kutta method uses the following intermediate calculations:
k
n1
= [f(t
n
, x
n
, y
n
), g(t
n
, x
n
, y
n
)]
t
k
n2
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
__
t
k
n3
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
__
t
k
n4
=
_
f
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
, g
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
t
With h = 0.2, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.41513
2.18699
_
,
_
1.81208
2.36233
_
,
_
2.20635
2.5258
_
,
_
2.59826
2.6794
_
,
_
2.97806
2.82487
_
respectively.
3.7. NUMERICAL METHODS FOR SYSTEMS OF FIRST ORDER EQUATIONS 247
(c) With h = 0.1, the approximate values at t
n
= 0.2, 0.4, 0.6, 0.8, 1.0 are given by
_
x
n
y
n
_
=
_
1.41513
2.18699
_
,
_
1.81209
2.36233
_
,
_
2.20635
2.52581
_
,
_
2.59826
2.67941
_
,
_
2.97806
2.82488
_
respectively.
7. Given
f(t, x, y) = x + 4y
g(t, x, y) = x y,
the Runge-Kutta method uses the following intermediate calculations,
k
n1
= [f(t
n
, x
n
, y
n
), g(t
n
, x
n
, y
n
)]
T
k
n2
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
__
T
k
n3
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
__
T
k
n4
=
_
f
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
, g
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
T
.
With h = 0.2, the approximate values of the solution at t = 1 are given by
_
x
n
y
n
_
=
_
1.43421
0.64202
_
.
With h = 0.1, the approximate values of the solution at t = 1 are given by
_
x
n
y
n
_
=
_
1.43384
0.64222
_
.
With h = 0.05 and h = 0.025 the approximate values of the solution (approximating up to
the rst 6 digits) at t = 1 are given by
_
x
n
y
n
_
=
_
1.43382
0.64223
_
.
The exact solution is given by
(1) =
e + 3e
3
2
1.43382
(1) =
e 3e
3
4
0.64223.
8. Let y = x

. The second order ODE can be transformed into the rst order system
x

= y
y

= t 3x t
2
y
248 CHAPTER 3. SYSTEMS OF TWO FIRST ORDER EQUATIONS
with initial conditions x(0) = 1, y(0) = 2. Given
f(t, x, y) = y
g(t, x, y) = t 3x t
2
y,
the Runge-Kutta method uses the following intermediate calculations,
k
n1
= [f(t
n
, x
n
, y
n
), g(t
n
, x
n
, y
n
)]
t
k
n2
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n1
, y
n
+
h
2
k
2
n1
__
t
k
n3
=
_
f
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
_
, g
_
t
n
+
h
2
, x
n
+
h
2
k
1
n2
, y
n
+
h
2
k
2
n2
__
t
k
n4
=
_
f
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
, g
_
t
n
+ h, x
n
+ hk
1
n3
, y
n
+ hk
2
n3
_
t
.
With h = 0.1, the approximate values at t
n
= 0.5, 1.0 are given by
_
x
n
y
n
_
=
_
1.543
1.14743
_
,
_
0.07075
1.3885
_
,
respectively.

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