180 ● CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS

a  b, is given by yp(x)  冕ba G(x, t)f(t)dt where y1(x) and [Hint: In your proof, you will have to show that
y2(x) are solutions of the associated homogeneous y1(b)  0 and y2(a)  0. Reread the assumptions fol-
differential equation chosen in the construction of G(x, t) so lowing (24).]
that y1(a)  0 and y2(b)  0. Prove that the solution of the 46. Use the result in Problem 45 to solve
boundary-value problem with nonhomogeneous DE and
boundary conditions, y  y  1, y(0)  5, y(1)  10.
y  Py  Qy  f(x), y(a)  A, y(b)  B
is given by
B A
y(x)  yp(x)  y1(x)  y (x).
y1(b) y2(a) 2

4.9 SOLVING SYSTEMS OF LINEAR DEs BY ELIMINATION

REVIEW MATERIAL
● Because the method of systematic elimination uncouples a system into distinct linear ODEs in

each dependent variable, this section gives you an opportunity to practice what you learned in
Sections 4.3, 4.4 (or 4.5), and 4.6.

INTRODUCTION Simultaneous ordinary differential equations involve two or more equations that
contain derivatives of two or more dependent variables—the unknown functions—with respect to a
single independent variable. The method of systematic elimination for solving systems of differential
equations with constant coefficients is based on the algebraic principle of elimination of variables. We
shall see that the analogue of multiplying an algebraic equation by a constant is operating on an ODE
with some combination of derivatives.

Systematic Elimination The elimination of an unknown in a system of linear

differential equations is expedited by rewriting each equation in the system in differ-
ential operator notation. Recall from Section 4.1 that a single linear equation

an y(n)  an1y(n1)      a1 y  a0 y  g(t),

where the ai , i  0, 1, . . . , n are constants, can be written as

(an Dn  an1D(n1)      a1D  a0 )y  g(t).

If the nth-order differential operator an Dn  an1D(n1)      a1D  a0 factors
into differential operators of lower order, then the factors commute. Now, for exam-
ple, to rewrite the system

x  2x  y  x  3y  sin t
x  y  4x  2y  et

in terms of the operator D, we first bring all terms involving the dependent variables
to one side and group the same variables:
x  2x  x  y  3y  sin t (D2  2D  1)x  (D2  3)y  sin t
is the same as
x  4x  y  2y  et (D  4)x  (D  2)y  et.

Solution of a System A solution of a system of differential equations is a set

of sufficiently differentiable functions x  f 1(t), y  f 2 (t), z  f 3 (t), and so on that
satisfies each equation in the system on some common interval I.

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 4.9 SOLVING SYSTEMS OF LINEAR DE S BY ELIMINATION ● 181

Method of Solution Consider the simple system of linear first-order

equations
dx
 3y
dt Dx  3y  0
or, equivalently, (1)
dy 2x  Dy  0.
 2x
dt
Operating on the first equation in (1) by D while multiplying the second by 3 and
then adding eliminates y from the system and gives D 2 x  6x  0. Since the roots of
the auxiliary equation of the last DE are m1  16 and m2   16, we obtain

x(t)  c1 e16t  c 2 e16t. (2)

Multiplying the first equation in (1) by 2 while operating on the second by D and
then subtracting gives the differential equation for y, D 2 y  6y  0. It follows
immediately that
y(t)  c3 e16t  c4 e16t. (3)

Now (2) and (3) do not satisfy the system (1) for every choice of c1, c2, c3, and
c4 because the system itself puts a constraint on the number of parameters in a solu-
tion that can be chosen arbitrarily. To see this, observe that substituting x(t) and y(t)
into the first equation of the original system (1) gives, after simplification,

冢16c1  3c 3冣e16 t  冢16c 2  3c 4冣e16 t  0.

Since the latter expression is to be zero for all values of t, we must have
16c1  3c3  0 and 16c 2  3c 4  0. These two equations enable us to write c3
as a multiple of c1 and c4 as a multiple of c2 :
16 16
c3   c and c4  c. (4)
3 1 3 2
Hence we conclude that a solution of the system must be
16 16
x(t)  c1e16t  c2 e16t, y(t)   c e16 t  c e16 t.
3 1 3 2
You are urged to substitute (2) and (3) into the second equation of (1) and verify
that the same relationship (4) holds between the constants.

EXAMPLE 1 Solution by Elimination

Solve Dx  (D  2)y  0
(D  3)x  2y  0. (5)

SOLUTION Operating on the first equation by D  3 and on the second by D and

then subtracting eliminates x from the system. It follows that the differential equation
for y is
[(D  3)(D  2)  2D]y  0 or (D 2  D  6)y  0.
Since the characteristic equation of this last differential equation is
m 2  m  6  (m  2)(m  3)  0, we obtain the solution
y(t)  c1 e 2t  c 2 e3 t. (6)
Eliminating y in a similar manner yields (D 2  D  6)x  0, from which we find
x(t)  c 3 e 2t  c4 e3t. (7)

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182 ● CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS

As we noted in the foregoing discussion, a solution of (5) does not contain four in-
dependent constants. Substituting (6) and (7) into the first equation of (5) gives
(4c1  2c 3 )e 2t  (c 2  3c 4 )e3t  0.
From 4c1  2c3  0 and c2  3c4  0 we get c3  2c1 and c4  13 c2.
Accordingly, a solution of the system is
1
x(t)  2c1 e2t  c2 e3t, y(t)  c1e2t  c2 e3t.
3

Because we could just as easily solve for c3 and c4 in terms of c1 and c2, the
solution in Example 1 can be written in the alternative form
1
x(t)  c3 e2t  c4 e3t, y(t)   c3 e2t  3c4 e3t.
2
It sometimes pays to keep one’s eyes open when solving systems. Had we solved
for x first in Example 1, then y could be found, along with the relationship between the
This might save constants, using the last equation in the system (5). You should verify that substituting
you some time. 䉴
x(t) into y  12 (Dx  3x) yields y  12 c3 e2t  3c4 e3t. Also note in the initial dis-
cussion that the relationship given in (4) and the solution y(t) of (1) could also have
been obtained by using x(t) in (2) and the first equation of (1) in the form

y  13 Dx  13 26c1e16t  13 26c2 e16t.

EXAMPLE 2 Solution by Elimination

Solve x  4x  y  t2
(8)
x  x  y  0.

SOLUTION First we write the system in differential operator notation:

(D  4)x  D2 y  t2 (9)
(D  1)x  Dy  0.
Then, by eliminating x, we obtain
[(D  1)D2  (D  4)D]y  (D  1)t2  (D  4)0
or (D3  4D)y  t2  2t.
Since the roots of the auxiliary equation m(m 2  4)  0 are m1  0, m2  2i, and
m3  2i, the complementary function is yc  c1  c2 cos 2t  c3 sin 2t. To deter-
mine the particular solution yp , we use undetermined coefficients by assuming that
yp  At 3  Bt 2  Ct. Therefore yp  3At2  2Bt  C, y p  6At  2B, y p 6A,

p  4yp  12At  8Bt  6A  4C  t  2t.

2 2
y
The last equality implies that 12A  1, 8B  2, and 6A  4C  0; hence
A  121 , B  14, and C  18. Thus
1 3 1 2 1
y  yc  yp  c1  c2 cos 2t  c3 sin 2t  t  t  t. (10)
12 4 8
Eliminating y from the system (9) leads to
[(D  4)  D(D  1)]x  t2 or (D2  4)x  t2.
It should be obvious that xc  c4 cos 2t  c5 sin 2t and that undetermined coeffi-
cients can be applied to obtain a particular solution of the form xp  At 2  Bt  C.
In this case the usual differentiations and algebra yield xp  14 t2  18, and so
1 2 1
x  xc  xp  c4 cos 2t  c5 sin 2t  t  . (11)
4 8

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 4.9 SOLVING SYSTEMS OF LINEAR DE S BY ELIMINATION ● 183

Now c4 and c5 can be expressed in terms of c2 and c3 by substituting (10)

and (11) into either equation of (8). By using the second equation, we find, after com-
bining terms,

(c5  2c4  2c2 ) sin 2t  (2c5  c4  2c3) cos 2t  0,

so c5  2c4  2c2  0 and 2c5  c4  2c3  0. Solving for c4 and c5 in terms of c2

and c3 gives c4  15 (4c2  2c3 ) and c5  15 (2c2  4c3 ). Finally, a solution of (8)
is found to be
1 1 1 1
x(t)   (4c2  2c3 ) cos 2t  (2c2  4c3 ) sin 2t  t2  ,
5 5 4 8
1 3 1 2 1
y(t)  c1  c2 cos 2t  c3 sin 2t  t  t  t.
12 4 8

EXAMPLE 3 A Mixture Problem Revisited

In (3) of Section 3.3 we saw that the system of linear first-order differential equations
dx1 2 1
  x1  x2
dt 25 50
dx2 2 2
 x1  x
dt 25 25 2
is a model for the number of pounds of salt x1(t) and x2(t) in brine mixtures in tanks
A and B, respectively, shown in Figure 3.3.1. At that time we were not able to solve
the system. But now, in terms of differential operators, the foregoing system can be
written as

冢D  252 冣 x  1
1
x 0
50 2


2
25
x1  D 
2
冢
x  0.
25 2 冣
Operating on the first equation by D  252 , multiplying the second equation by 501 ,
adding, and then simplifying gives (625D 2  100D  3)x1  0. From the auxiliary
equation

625m 2  100m  3  (25m  1)(25m  3)  0

we see immediately that x1(t)  c1et/ 25  c2 e3t/ 25. We can now obtain x2 (t) by
using the first DE of the system in the form x2  50(D  252 )x1. In this manner we
find the solution of the system to be

25 x1(t)  c1et / 25  c2 e3t / 25, x2(t)  2c1 et / 25  2c2 e3t / 25.
20
x1(t) In the original discussion on page 108 we assumed that the initial conditions were
pounds of salt

15 x1 (0)  25 and x 2 (0)  0. Applying these conditions to the solution yields

c1  c2  25 and 2c1  2c2  0. Solving these equations simultaneously gives
10 c1  c2  252. Finally, a solution of the initial-value problem is
5 x (t)
2 25 t / 25 25 3t / 25
x1(t)  e  e , x2 (t)  25et / 25  25e3t / 25.
0 20 40 60 80 100 2 2
time
The graphs of both of these equations are given in Figure 4.9.1. Consistent with the
FIGURE 4.9.1 Pounds of salt in tanks fact that pure water is being pumped into tank A we see in the figure that x1(t) : 0
A and B in Example 3 and x 2 (t) : 0 as t : .

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184 ● CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS

EXERCISES 4.9 Answers to selected odd-numbered problems begin on page ANS-6.

In Problems 1 –20 solve the given system of differential In Problems 21 and 22 solve the given initial-value problem.
equations by systematic elimination.
dx dx
dx dx 21.  5x  y 22. y1
1.  2x  y 2.  4x  7y dt dt
dt dt dy dy
dy dy  4x  y  3x  2y
x  x  2y dt dt
dt dt x(1)  0, y(1)  1 x(0)  0, y(0)  0
dx dx
3.  y  t 4.  4y  1
dt dt Mathematical Models
dy dy 23. Projectile Motion A projectile shot from a gun has
xt x2
dt dt weight w  mg and velocity v tangent to its path of
motion. Ignoring air resistance and all other forces acting
5. (D 2  5)x  2y  0 on the projectile except its weight, determine a system of
2x  (D 2  2)y  0 differential equations that describes its path of motion.
6. (D  1)x  (D  1)y  2 See Figure 4.9.2. Solve the system. [Hint: Use Newton’s
3x  (D  2)y  1 second law of motion in the x and y directions.]
d 2x d 2 x dy y
7.  4y  et 8.   5x
dt2 dt2 dt
d 2y dx dy
 4x  et   x  4y v
dt2 dt dt
9. Dx  D 2 y  e3t mg
(D  1)x  (D  1)y  4e3t x
10. D2x  Dy  t
(D  3)x  (D  3)y  2 FIGURE 4.9.2 Path of projectile in Problem 23
11. (D 2  1)x  y  0
24. Projectile Motion with Air Resistance Determine a
(D  1)x  Dy  0
system of differential equations that describes the path
12. (2D 2  D  1)x  (2D  1)y  1 of motion in Problem 23 if air resistance is a retarding
(D  1)x  Dy  1 force k (of magnitude k) acting tangent to the path of the
dx dy projectile but opposite to its motion. See Figure 4.9.3.
13. 2  5x   et Solve the system. [Hint: k is a multiple of velocity,
dt dt
say, bv.]
dx dy
 x  5et
dt dt
v
dx dy
14.   et
dt dt
d2 x dx
 2 xy0 θ
dt dt k

15. (D  1)x  (D 2  1)y  1

(D 2  1)x  (D  1)y  2 FIGURE 4.9.3 Forces in Problem 24

16. D 2 x  2(D 2  D)y  sin t Discussion Problems

x Dy  0
25. Examine and discuss the following system:
17. Dx  y 18. Dx  z  et
Dy  z (D  1)x  Dy  Dz  0 Dx  2Dy  t2
Dz  x x  2y  Dz  e t (D  1)x  2(D  1)y  1.
dx dx
19.  6y 20.  x  z
dt dt Computer Lab Assignments
dy dy
xz  y  z 26. Reexamine Figure 4.9.1 in Example 3. Then use a root-
dt dt
dz dz finding application to determine when tank B contains
xy  x  y more salt than tank A.
dt dt

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deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.