How To Solve This Linear ODE With Time-Varying Coefficients
How To Solve This Linear ODE With Time-Varying Coefficients
How To Solve This Linear ODE With Time-Varying Coefficients
Salutations, I have a problem with this ODE considered like a variant system over time:
4
2
y + y + y = u(t), t > 0
2
t t
Find a fundamental solution set and construct a fundamental solutions matrix X(t)
Determine state transition matrix (t, )
So, I tried to solve it, my procedure is in these two pictures (text in spanish):
My Procedure part 1
My procedure part 2
I guess it's a total disaster, but I'm confused and I would like any guidance for a better understanding and find the correct procedures. Thanks
for your attention.
1 Your A(t) seems correct, however check the dimensions of your B(t). Kwin van der Veen yesterday
+1 For the question. I have never solved a linear time-variant system in matrix form. Thank you for the
opportunity to learn something new :D. MrYouMath yesterday
Thanks for your contributions, I didn't expect this problem represents something new for someone. Thanks
to both. ht1204 yesterday
2 Answers
Y ou can determine the solutions of the homogeneous part/fundamental solution by the ansatz
= t .
n
y h
2 n2 n1 n 2
t n(n 1)t + 4tn t + 2t = 0 ; ift 0 n + 3n + 2 = 0
(n + 2)(n + 1) = 0 n 1 = 1 n 2 = 2.
After using the ansatz and determining the two possible values for n 1,2 you can assemble the
fundamental system
1 2
x1 = y = c1 t + c2 t Xscalar = [ t1 t
2
]
2 3
x2 = y = c1 t 2c2 t
1 2
t t
x(t) = c1 [ ] + c2 [ ]
2 3
t 2t
The fundamental solution (columns are vectors associated with the constants of integration c 1
1 2 3 2
t t 1
1 2t t
X(t) = [ ] X (t) = [ ] .
2 3 2 1
t 2t det X(t) t t
An alternative approach for determining the fundamental system of the matrix equation
would be to use the scalar fundamental system X and the following relationship.scalar
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Xscalar
X(t) = [ ] .
Xscalar
An alternative method to directly obtain the state transition matrix is the Peano-
Baker series
t t 1
t 1 2
As Kwin van der Veen already mentioned your B(t) should be different. In your case it is:
0
B(t) = [ ] .
1
Thanks so much, your procedure is really impressive, it helps so much for a better understanding, I didn't
imagine this problems could have been solved using a homogenous case because that u(t) represented a
very confused thing for me, I thought it was another function with a more complex procedure, but, is the
matrix A(t) well written? Thanks for your attention. ht1204 yesterday
Thanks for the corroboration. I have one last concern and its about the alternative method Peano-Baker. Do
you have any document where there are solved exercises or explicit examples applying this method? You
gave me an idea with your procedure and I would like to learn more about this topic. Thanks again.
ht1204 yesterday
If you set t = e
x
and z(x) = y(t) = y(e )
x
, then
x x
z (x) = z (e )e
x 2x x x
z (x) = y (e )e + y (e )e
2 2
= t y (t) + ty (t) = t zu(t) 3ty (t) 2y(t)
so that in the end you obtain a linear ODE with constant coefficients
2x x
z (x) + 3z (x) + 2z(x) = e u(e )
Hi, this mathematical approach is interesting too, but, how can the function u(e x ) be replaced or to be
solved by standard methods?. Thanks for your contribution ht1204 yesterday
I was transforming too mechanical, the letter u was already in use. Continue with characteristic polynomial
etc., this is then not different to the other answer. LutzL yesterday
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