MAT 230

American International University

Sec. 9.4 Linear System in Normal Forms.

Summer 2024
Introduction.

we say that a system of n linear differential equations is in normal

form if it is expressed as

X 0 (t) = A(t)X (t) + F (t). (1)

where

X (t) = col (x1 (t), . . . , xn (t))

F (t) = col (f1 (t), . . . , fn (t))
A(t) = [aij ]

The system (1) is called homogeneous if F (t) = 0; otherwise it is

called nonhomogeneous.When the elements of A are constants,
the system is said to have constant coefficients.
Introduction.
An nth -order linear differential equation
y (n) (t) + pn−1 (t)y (n−1) (t) + . . . + p0 (t)y (t) = g (t). (2)
can be written as a first order system in linear form by using the
substitution:
x1 (t) = y (t), x2 (t) = y 0 (t), x3 (t) = y 00 (t), . . . , xn (t) = y (n−1) (t)
Equation (2) is equivalent to
X 0 (t) = A(t)X (t) + F (t)
where X (t) = col (x1 (t), . . . , xn (t)), F (t) = col (0, . . . , 0, g (t)),
and
 
0 1 0 ... 0

 0 0 1 0 

A(t) := 
 .
. .
. .
. 
 . . . 

 0 0 ... 0 1 
−p0 (t) −p1 (t) . . . −pn−2 (t) −pn−1 (t)
Existence and Uniqueness.

Theorem
If A(t) and F (t) are continuous on an open interval I that
contains the point t0 , then for any choice of the initial vector X0 ,
there exists a unique solution X (t) on the whole interval I to the
initial value problem

X 0 (t) = A(t)X (t) + F (t), X (t0 ) = X0 . (3)

As a consequence of the linearity, if X1 , . . . , Xn are solutions to the

homogeneous system X 0 (t) = A(t)X (t), then any linear
combination of these vectors, c1 X1 (t) + . . . + cn Xn (t), is also a
solution. Here c1 , . . . , cn are arbitrarily constants.
Linear dependence of Vector Functions.

Definition
The m vector functions X1 , . . . , Xm are said to be linearly
dependent on an interval I if there exist constants c1 , . . . , cn , not
all zero, such that

c1 X1 (t) + . . . cn Xn (t) = 0. (4)

for all t in I . If the vectors are not linearly dependent, they are
said to be linearly independent on I.
Example 1. Exercise 15 page 543

Determine whether the given vector functions are linearly

dependent or linearly independent on the interval (−∞, ∞)
   
−t 2 −t −8
X1 (t) := e , X2 (t) := e
−3 12
Solution of Example 1.

Notice that X2 (t) is just −4 times X1 (t) and therefore

−4X1 (t) + X2 (t) = 0, for all t.

Hence, X1 (t) and X2 (t) are linearly dependent on (−∞, ∞).

Example 2

Show that the vector functions

X1 (t) = col(cos t, 0, 2 cos t),

X2 (t) = col(0, cos t, −2 cos t),
X3 (t) = col(cos t, 2 cos t, 0).

are linearly independent on the interval (−∞, ∞)

Solution of Example 2.
To prove independence, we assume c1 , c2 , and c3 are constants for which

c1 X1 (t) + c2 X2 (t) + c3 X3 (t) = 0

holds at every t in (−∞, ∞) and show that this forces c1 = c2 = c3 = 0.

In particular, when t = 0 we obtain
     
1 0 1
c1  0  + c2  1  + c3  2 
2 −2 0

which is equivalent to the system of linear equations


 c1 + c3 = 0
c2 + 2c3 = 0 (5)
2c1 − 2c3 = 0


Solving (5), we can verify that has only the trivial solution

c1 = c2 = c3 = 0.

Therefore the vector functions X1 , X2 , and X3 are linearly

independent on (in fact, on any interval containing t = 0).
The Wronskian

Definition
The Wronskian of n vector functions X1 (t) =
col(x1,1 (t), . . . , x1,n )(t), . . . , Xn (t) = col(x1,n (t), . . . , xn,n (t)) is
defined to be the function
x1,1 (t0 ) x1,2 (t0 ) . . . x1,n (t0 )
x2,1 (t0 ) x2,2 (t0 ) . . . x2,n (t0 )
W [X1 , . . . , Xn ](t0 ) = .. .. ..
. . ... .
xn,1 (t0 ) xn,2 (t0 ) . . . xn.n (t0 )

The Wronskian is an important quantity, because of the following

proposition
Proposition
A set of n vectors functions are linearly independent on an interval
I if their Wrosnkian is nonzero for at least one t0 ∈ I .
Example 3. Exercise 20 page 543

Let
     
cos t sin t cos t
X1 =  0  , X2 =  cos t  , X3 =  sin t  .
0 cos t cos t

(a) Compute the Wronskian.

(b) Are these vector functions linearly independent on (−∞, ∞).
Solution of the Example 3
(a) The Wronskian is defined by:
cos t sin t cos t
W = 0 cos t sin t
0 cos t cos t
If we develop this determinant along the first column we get:
cos t sin t
W = cos t
cos t cos t
= cos t(cos2 t − cos t sin t) = cos2 t(cos t − sin t),
(b) Let us solve the equation W = 0, thus
cos2 t(cos t − sin t) = 0, which implies
cos2 t = 0 or cos t − sin t = 0.
So W 6= 0 if t 6= (2k + 1) π2 or t 6= π4 + kπ
Thus, the vectors functions are linearly independent on
(−∞, ∞) as W 6= 0 at some points on R.
Representation of Solutions (Homogeneous Case)

Theorem
Let x1 (t), . . . , xn (t) be n linearly independent solutions to the
homogeneous system

X 0 (t) = A(t)X (t) (6)

on the interval I , where A(t) is an n × n matrix function continuous

on I . Then every solution to (6) on I can be expressed in the form

X (t) = c1 x1 (t) + . . . + cn xn (t), (7)

where c1 , . . . , cn are constants.

Fundamental Solution Set

A set of solutions {x1 , . . . , xn } that are linearly independent on I

or, equivalently, whose Wronskian does not vanish on I , is called a
fundamental solution set for (6) on I . The linear combination in
(7), written with arbitrary constants, is referred to as a general
solution to (6). If we take the vectors in a fundamental solution
set and let them form the columns of a matrix X (t), that is,

X (t) = (x1 (t), . . . , xn (t))

then the matrix X (t) is called a fundamental matrix for (6). We

can use it to express the general solution (7) as

x(t) = X (t) · c

, where c = col(c1 , . . . , cn ) is an arbitrary constant vector. Since

det X = W [x1 , . . . , xn ] is never zero on I , it follows that this
matrix is invertible for every t in I .
Example 4. Exercise 25 page 543

Verify that the vector functions

e −t
 t   
e
x1 = , x2 =
et 3e −t

are solution to the homogenous system

 
0 2 −1
x = Ax = x (8)
3 −2

on (−∞, ∞)
Solution of the Example 4

Substituting the first vector in the set S = {x1 , x2 } into the

right-hand side of (8) gives
   t   t 
2 −1 e e
Ax1 = · = = x10 .
3 −2 et et

Hence this vector satisfies system (8) for all t. Similar

computations verify that the remaining vectors in S are also
solutions to (8) on (−∞, ∞). For us to show that S is a
fundamental solution set, it is enough to observe that the
Wronskian:
et e −t
W (t) = = 3 − 1 = 2 6= 0
et 3e −t
Solution of the Example 4

A fundamental matrix X (t) for (8) is just the matrix we used to

compute the Wronskian; that is,

e −t
 t 
e
e t 3e −t

A general solution to (8) can now be expressed as

 t   −t 
e e
x(t) = X (t)C = c1 + c2
et 3e −t
Representation of Solutions (Nonhomogeneous Case)

Theorem
If xp is a particular solution to the nonhomogeneous system

x 0 (t) = A(t)x(t) + F (t) (9)

on the interval I , and {x1 , . . . , xn } is a fundamental solution set for

the corresponding homogeneous system x 0 (t) = A(t)x(t) on I .
Then every solution to (9) on I can be expressed in the form

x(t) = xp (t) + c1 x1 (t) + . . . + cn xn (t), (10)

where c1 , . . . , cn are constants.

Example 5. Exercise 25 Part B page 543

(a) Prove that

3 t 1 t
 
Xp = 2 te − 4 e + t
3 t 3 t
2 te − 4 e + 2t −1
is a particular solution to the nonhomogeneous system

X 0 = AX + F (t)

where F (t) = col(e t , t).

(b) Find a general solution to

X 0 = AX + F (t).
Solution of the Example 5
(a) First, we need to compute Xp0 (t)
 3 t 1 t
0
Xp0 (t) = 2 te − 4 e + t
3 t 3 t
2 te − 4 e + 2t − 1
3 t t 1 t
 
= 2 (e + te ) − 4 e + 1
3 t t 3 t
2 (e + te ) − 4 e + 2

then, we compte AXp + F (t)

3 t 1 t
   
2 −1 2 te − 4 e + t
AXp + F (t) = · 3 t 3 t
3 −2 2 te − 4 e + 2t − 1
 t 
e
+
t
 3 t t 1 t

= 2 (e + te ) − 4 e + 1 = Xp0 (t).
3 t t 3 t
2 (e + te ) − 4 e + 2

(b) The general solution is

3 t 1 t
et e −t
     
X = Xp + c1 X1 + c2 X2 = 2 te − 4 e + t
+ c1 + c2
3 t
2 te − 3 t
4 e + 2t −1 et 3e −t