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7 Cards in this Set
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General solution for nonhomogeneous linear systems by undetermined coefficients with constant forcing |
for x'=Ax+f(t) the particular solution is x'=Ax+b where b is a constant vector, we try a constant xp, which gives xp'=0. Substituting xp and xp'=0 into the equation gives, Axp +b=0 or xp =-A⁻¹b so that the total general solution would be x=xh - A⁻¹b |
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When, generally, is the method of undetermined coefficients applied |
Whenever A is a matrix of constant coefficients and the forcing vector f(t) is restricted to the function families in Sec. 4.4 |
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Function families of undetermined coefficients |
1. polynomials in t 2. e^(αt) 3. cos(kt), sin(kt) 4. finite sums and products of the above functions |
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When to use variation of parameters for nonhomogeneous linear systems |
When the elements of the matrix A(t) can be functions of t |
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Steps of variation of parameters for nonhomogeneous linear systems |
The funadmental matrix for the homogeneous system is a matrix X(t) where X'(t)=A(t)X(t), 2. X(T) is given by xh =X(t)c where c is an arbitrary constant vector 3. If we replace c with a vector function v(t) we get xp= X(t)v(t) 4. Plug it into the original equation (Xv)' = AXv + f 5. solve for v' so that v'= X⁻¹f 6. v= ∫X⁻¹(t)f(t)dt+k 7. set k= {0,0} so that xp= X(t)∫X⁻¹(t)f(t)dt 8. Then we get the general solution x(t)= X(t)c +X(t)∫X⁻¹(t)f(t)dt |
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What does c equal if x(0)=x₀ for variation of parameters general solution |
c= X⁻¹(0)x₀ |
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General solution of x'=A(t)x+ft |
x(t)= X(t)X⁻¹(0)x₀ + X(t) ∫X⁻¹(s)f(s)ds |