28/10/2017 differential equations - How to solve this linear ODE with time-varying coefficients?

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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

The exercises indicates:

Find a representation of the form

x (t) = A(t)x(t) + B(t)u(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.

(differential-equations ) (dynamical-systems ) (mathematical-modeling) (control-theory )

edited y esterday asked y esterday

Rodrigo de Azev edo ht1204
10.4k 4 13 45 6 1

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

This is a Euler-Cauchy differential equation. Multiply by t

2
to obtain:
2 2
t y + 4ty + 2y = t u.

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

and c ) is given by:

2

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

The state transition matrix (t, ) is given by:

1
(t, ) = X(t)X ( ).

An alternative method to directly obtain the state transition matrix is the Peano-
Baker series
t t 1

(t, ) = I + A(1 ) d1 + A(1 ) A(2 ) d2 d1

t 1 2

+ A(1 ) A(2 ) A(3 ) d3 d2 d1 +. . .

The general solution is then given by:

t

x(t) = (t, t0 )x(t0 ) + (t, )B( )u( )d .

t0

As Kwin van der Veen already mentioned your B(t) should be different. In your case it is:

0
B(t) = [ ] .
1

edited y esterday answered y esterday

MrY ouMath
10.6k 2 9 30

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

Your A(t) is correct. MrYouMath 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 )

which can now be solved with standard methods.

edited y esterday answered y esterday

LutzL
38.6k 2 15 43

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

Thanks for your suggestion, I will keep it in mind. ht1204 yesterday

Answer Y our Question

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