SlideShare a Scribd company logo
1 of 18
Presentation by: Joshua Dagenais
Systems of Differential Equations
 System involving several dependent variables ( x1, x2 ,..., xn ),
     an independent variable (t), and rates of change of the
     dependent variables ( x1, x2 ,..., xn )

         x1   p11 (t ) x1 ... p1n (t ) xn     g1 (t )
                                                              x   P(t ) x g (t )
         xn   pn1 (t ) x1 ... pnn (t ) xn       g n (t )



        x1              p11 (t )           p1n (t )               x1               g1 (t )
 x           P (t )                                     x            g (t )        
        xn              pn1 (t )           pnn (t )               xn               g n (t )
Solutions to the System
 Solve for a 1 x 1 system

                      dx                           pt
                               px         x   ce
                      dt
 Solve systems second order or higher


       x1   p11 (t ) x1 ... p1n (t ) xn
                                                        1 r1t         n rn t
                                             x1         e ,..., xn    e
       xn   pn1 (t ) x1 ... pnn (t ) xn
Solutions to the System
                      rt
 Substitute x       e back into original equation
             r ert         P(t ) ert   ( P(t ) rI )   0
 Theorem: Let A be an n x n matrix of constant real
 numbers and let X be an n-dimensional column vector.
 The system of equations has nontrivial solutions, that
 is, X 0 , if and only if the determinant of A is zero.

             p11 (t ) r                 p1n (t )
                                                   0
                 pn1 (t )             pnn (t ) r
Solutions to the System
 Solving the determinant gives the characteristic eqn.
              a0r n a1r n 1 ... an 1r an 0
 The roots , r, are the Eigenvalues r1 ,..., rn .
 Eigenvalues are used to solve for the associated
  Eigenvectors, 1 ,..., n , and the specific solutions
                                   n rnt
  x(1) (t ) 1er1t ,..., x( n) (t )  e
 Specific solutions as a general solution


          (1)               (k )          (1)      ( n)
  x c1x (t )  ck x (t ) if W[ x ,..., x ] 0
Eigenvalues (Real & Distinct)
 Eigenvalues are of opposite signs,
 the origin is a saddle point, and
 trajectories are asymptotic to the
 Eigenvectors
                                        1       t        2
                             x(t ) c1       e       c2       e 2t
                                        2                1


 Eigenvalues are of the same signs, the
 the origin is a node, and trajectories
 converge to origin if Eigenvalues are
 negative and vice versa if positive
                                     7 1 4t          3 1 2t
                             x(t )       e               e
                                     2 1            2 3
Eigenvalues (Complex)
 Eigenvalues are complex with a
  nonzero real point (a+bi)
 Use one of Euler’s Formulas
  e( i )t e t cos( t ) i e t sin( t )
  to find real-valued solutions
 The origin is called a spiral point
  and trajectories converge to origin
  if Eigenvalues are negative and vice
  versa if positive
                                                          cos(2t )                   sin(2t )
                                        x(t ) c1et                       c2et
                                                     sin(2t ) cos(2t )          sin(2t ) cos(2t )
Eigenvalues (Repeated)
 Eigenvalues are real and
  repeated with multiplicity 2
 Use x(t ) tert     ert to solve
  for the specific solution of
  second repeated Eigenvalue
 The origin is called a improper
  node and trajectories converge
   to origin if Eigenvalues are         x(t ) c1
                                                   1
                                                   2
                                                       e6t c2
                                                                1
                                                                2
                                                                    t
                                                                        0
                                                                        1
                                                                            e6t


  negative and vice versa if positive
Application
 Predator-Prey Model also
  known as the Lokta-Volterra
  Model
 Part of mathematical ecology
  that studies populations that
  interact, thereby affecting each
  other's growth rates
 Model represents the "natural"
  growth rate and the "carrying
  capacity" of the environment
  (predators & prey)
Predator-Prey Model
 Few interactions have been
  recorded in nature
 One such set of data was
  taken between the
  Snowshoe Hare and the
  Canadian Lynx for almost
  100 years
 The dominating feature is
  the oscillation behavior of
  both populations
Predator-Prey Assumptions
 x(t) will represent the number of prey at a time given
  by t and y(t) will represent the number of predators at
  a time also given by t.
 In the absence of the predator, the prey grows at a rate
  proportional to the current population; thus
   dx
        ax, a 0, when y 0
   dt
 In the absence of the prey, the predator dies out; thus
  dy
        cy, c   0, when x   0
  dt
Predator-Prey Assumptions
 The number of encounters between predator and prey
  is proportional to the product of their populations
 The growth rate of the predator is increased by a term
  of the form bxy, while the growth rate of the prey is
  decreased by a term –pxy
  dx                            dy
       ax bxy    x(a by ) and        cy   pxy     y( c   px)
  dt                            dt

 Critical points (when x(a by)      0 and y( c     px) 0)
 are (0,0) and (c / p, a / b)
Predator-Prey Example
 dx
        x 0.03 xy
 dt
dy
       0.4 y 0.01xy
dt
     a 1, b 0.03

 c 0.4, p 0.01

 cp    (40,100 3)     1 ln y 0.03 y 0.4 ln x 0.01 x C
Predator-Prey Example
 For
   x(0) 15 and y(0) 15
 The predator (green)
  population lags
  behind the prey (blue)
 Population for both
  populations are
  periodic (in this case
  about a periodicity of
  t=11)
Predator-Prey Example
 Population of predators vs.
    prey as t       for
    x(0) 15 and y(0) 15
   Prey first increase because
    of small population
   Predators increase because
    of abundance of food
   Heavier predation causes
    prey to decrease
   Predators decrease because
    of diminished food supply
   Cycle repeats itself
Predator-Prey Example
 Analysis of the Nonzero Critical Point c p   (40,100 3)
Predator-Prey Example
 Analysis of the Nonzero Critical Point c p   (40,100 3)
Model with Hunters Introduced
     dx
           ax bxy
     dt
  dy
          cy   pxy h
  dt
 h is the effect of
  hunting and killing a
  constant amount of
  predators every cycle
 Extinction eventually
  occurs

More Related Content

What's hot

Linear transformation and application
Linear transformation and applicationLinear transformation and application
Linear transformation and applicationshreyansp
 
Partial differentiation
Partial differentiationPartial differentiation
Partial differentiationTanuj Parikh
 
Interpolation functions
Interpolation functionsInterpolation functions
Interpolation functionsTarun Gehlot
 
Ordinary differential equations
Ordinary differential equationsOrdinary differential equations
Ordinary differential equationsAhmed Haider
 
Odepowerpointpresentation1
Odepowerpointpresentation1 Odepowerpointpresentation1
Odepowerpointpresentation1 Pokarn Narkhede
 
Ode powerpoint presentation1
Ode powerpoint presentation1Ode powerpoint presentation1
Ode powerpoint presentation1Pokkarn Narkhede
 
linear transformation
linear transformationlinear transformation
linear transformationmansi acharya
 
Partial Differential Equation - Notes
Partial Differential Equation - NotesPartial Differential Equation - Notes
Partial Differential Equation - NotesDr. Nirav Vyas
 
Complex function
Complex functionComplex function
Complex functionShrey Patel
 
Second order homogeneous linear differential equations
Second order homogeneous linear differential equations Second order homogeneous linear differential equations
Second order homogeneous linear differential equations Viraj Patel
 
Newtons Divided Difference Formulation
Newtons Divided Difference FormulationNewtons Divided Difference Formulation
Newtons Divided Difference FormulationSohaib H. Khan
 
classification of second order partial differential equation
classification of second order partial differential equationclassification of second order partial differential equation
classification of second order partial differential equationjigar methaniya
 
Inverse Laplace Transform
Inverse Laplace TransformInverse Laplace Transform
Inverse Laplace TransformVishnu V
 
System Of Linear Equations
System Of Linear EquationsSystem Of Linear Equations
System Of Linear Equationssaahil kshatriya
 
Numerical solution of system of linear equations
Numerical solution of system of linear equationsNumerical solution of system of linear equations
Numerical solution of system of linear equationsreach2arkaELECTRICAL
 

What's hot (20)

Linear transformation and application
Linear transformation and applicationLinear transformation and application
Linear transformation and application
 
Partial differentiation
Partial differentiationPartial differentiation
Partial differentiation
 
numerical methods
numerical methodsnumerical methods
numerical methods
 
Interpolation functions
Interpolation functionsInterpolation functions
Interpolation functions
 
Ordinary differential equations
Ordinary differential equationsOrdinary differential equations
Ordinary differential equations
 
Odepowerpointpresentation1
Odepowerpointpresentation1 Odepowerpointpresentation1
Odepowerpointpresentation1
 
Euler's and picard's
Euler's and picard'sEuler's and picard's
Euler's and picard's
 
Ode powerpoint presentation1
Ode powerpoint presentation1Ode powerpoint presentation1
Ode powerpoint presentation1
 
linear transformation
linear transformationlinear transformation
linear transformation
 
Partial Differential Equation - Notes
Partial Differential Equation - NotesPartial Differential Equation - Notes
Partial Differential Equation - Notes
 
Complex function
Complex functionComplex function
Complex function
 
1 d wave equation
1 d wave equation1 d wave equation
1 d wave equation
 
Second order homogeneous linear differential equations
Second order homogeneous linear differential equations Second order homogeneous linear differential equations
Second order homogeneous linear differential equations
 
Newtons Divided Difference Formulation
Newtons Divided Difference FormulationNewtons Divided Difference Formulation
Newtons Divided Difference Formulation
 
classification of second order partial differential equation
classification of second order partial differential equationclassification of second order partial differential equation
classification of second order partial differential equation
 
Inverse Laplace Transform
Inverse Laplace TransformInverse Laplace Transform
Inverse Laplace Transform
 
System Of Linear Equations
System Of Linear EquationsSystem Of Linear Equations
System Of Linear Equations
 
Numerical solution of system of linear equations
Numerical solution of system of linear equationsNumerical solution of system of linear equations
Numerical solution of system of linear equations
 
Finite Difference Method
Finite Difference MethodFinite Difference Method
Finite Difference Method
 
taylors theorem
taylors theoremtaylors theorem
taylors theorem
 

Similar to Systems Of Differential Equations

Senior Seminar: Systems of Differential Equations
Senior Seminar:  Systems of Differential EquationsSenior Seminar:  Systems of Differential Equations
Senior Seminar: Systems of Differential EquationsJDagenais
 
Research Inventy : International Journal of Engineering and Science
Research Inventy : International Journal of Engineering and ScienceResearch Inventy : International Journal of Engineering and Science
Research Inventy : International Journal of Engineering and Scienceresearchinventy
 
conference_presentation-Predator-Prey-Exponential Intergrators
conference_presentation-Predator-Prey-Exponential Intergrators conference_presentation-Predator-Prey-Exponential Intergrators
conference_presentation-Predator-Prey-Exponential Intergrators Ning Yang
 
Nonlinear Stochastic Programming by the Monte-Carlo method
Nonlinear Stochastic Programming by the Monte-Carlo methodNonlinear Stochastic Programming by the Monte-Carlo method
Nonlinear Stochastic Programming by the Monte-Carlo methodSSA KPI
 
some thoughts on divergent series
some thoughts on divergent seriessome thoughts on divergent series
some thoughts on divergent seriesgenius98
 
Seismic data processing lecture 3
Seismic data processing lecture 3Seismic data processing lecture 3
Seismic data processing lecture 3Amin khalil
 
Métodos computacionales para el estudio de modelos epidemiológicos con incer...
Métodos computacionales para el estudio de modelos  epidemiológicos con incer...Métodos computacionales para el estudio de modelos  epidemiológicos con incer...
Métodos computacionales para el estudio de modelos epidemiológicos con incer...Facultad de Informática UCM
 
SOME THOUGHTS ON DIVERGENT SERIES
SOME THOUGHTS ON DIVERGENT SERIESSOME THOUGHTS ON DIVERGENT SERIES
SOME THOUGHTS ON DIVERGENT SERIESgenius98
 
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties Dr.SHANTHI K.G
 

Similar to Systems Of Differential Equations (20)

Senior Seminar: Systems of Differential Equations
Senior Seminar:  Systems of Differential EquationsSenior Seminar:  Systems of Differential Equations
Senior Seminar: Systems of Differential Equations
 
Chapter 3 (maths 3)
Chapter 3 (maths 3)Chapter 3 (maths 3)
Chapter 3 (maths 3)
 
Research Inventy : International Journal of Engineering and Science
Research Inventy : International Journal of Engineering and ScienceResearch Inventy : International Journal of Engineering and Science
Research Inventy : International Journal of Engineering and Science
 
Desktop
DesktopDesktop
Desktop
 
Desktop
DesktopDesktop
Desktop
 
conference_presentation-Predator-Prey-Exponential Intergrators
conference_presentation-Predator-Prey-Exponential Intergrators conference_presentation-Predator-Prey-Exponential Intergrators
conference_presentation-Predator-Prey-Exponential Intergrators
 
Ch07 7
Ch07 7Ch07 7
Ch07 7
 
Nonlinear Stochastic Programming by the Monte-Carlo method
Nonlinear Stochastic Programming by the Monte-Carlo methodNonlinear Stochastic Programming by the Monte-Carlo method
Nonlinear Stochastic Programming by the Monte-Carlo method
 
some thoughts on divergent series
some thoughts on divergent seriessome thoughts on divergent series
some thoughts on divergent series
 
Seismic data processing lecture 3
Seismic data processing lecture 3Seismic data processing lecture 3
Seismic data processing lecture 3
 
Signal Processing Homework Help
Signal Processing Homework HelpSignal Processing Homework Help
Signal Processing Homework Help
 
Métodos computacionales para el estudio de modelos epidemiológicos con incer...
Métodos computacionales para el estudio de modelos  epidemiológicos con incer...Métodos computacionales para el estudio de modelos  epidemiológicos con incer...
Métodos computacionales para el estudio de modelos epidemiológicos con incer...
 
SOME THOUGHTS ON DIVERGENT SERIES
SOME THOUGHTS ON DIVERGENT SERIESSOME THOUGHTS ON DIVERGENT SERIES
SOME THOUGHTS ON DIVERGENT SERIES
 
1 - Linear Regression
1 - Linear Regression1 - Linear Regression
1 - Linear Regression
 
Solved problems
Solved problemsSolved problems
Solved problems
 
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
 
03 lect5randomproc
03 lect5randomproc03 lect5randomproc
03 lect5randomproc
 
Distributions
DistributionsDistributions
Distributions
 
Cash Settled Interest Rate Swap Futures
Cash Settled Interest Rate Swap FuturesCash Settled Interest Rate Swap Futures
Cash Settled Interest Rate Swap Futures
 
Ch07 5
Ch07 5Ch07 5
Ch07 5
 

Systems Of Differential Equations

  • 2. Systems of Differential Equations  System involving several dependent variables ( x1, x2 ,..., xn ), an independent variable (t), and rates of change of the dependent variables ( x1, x2 ,..., xn ) x1 p11 (t ) x1 ... p1n (t ) xn g1 (t )  x P(t ) x g (t ) xn pn1 (t ) x1 ... pnn (t ) xn g n (t ) x1 p11 (t )  p1n (t ) x1 g1 (t ) x  P (t )   x  g (t )  xn pn1 (t )  pnn (t ) xn g n (t )
  • 3. Solutions to the System  Solve for a 1 x 1 system dx pt px x ce dt  Solve systems second order or higher x1 p11 (t ) x1 ... p1n (t ) xn 1 r1t n rn t  x1 e ,..., xn e xn pn1 (t ) x1 ... pnn (t ) xn
  • 4. Solutions to the System rt  Substitute x e back into original equation r ert P(t ) ert ( P(t ) rI ) 0  Theorem: Let A be an n x n matrix of constant real numbers and let X be an n-dimensional column vector. The system of equations has nontrivial solutions, that is, X 0 , if and only if the determinant of A is zero. p11 (t ) r  p1n (t )    0 pn1 (t )  pnn (t ) r
  • 5. Solutions to the System  Solving the determinant gives the characteristic eqn. a0r n a1r n 1 ... an 1r an 0  The roots , r, are the Eigenvalues r1 ,..., rn .  Eigenvalues are used to solve for the associated Eigenvectors, 1 ,..., n , and the specific solutions n rnt x(1) (t ) 1er1t ,..., x( n) (t ) e  Specific solutions as a general solution (1) (k ) (1) ( n) x c1x (t )  ck x (t ) if W[ x ,..., x ] 0
  • 6. Eigenvalues (Real & Distinct)  Eigenvalues are of opposite signs, the origin is a saddle point, and trajectories are asymptotic to the Eigenvectors 1 t 2 x(t ) c1 e c2 e 2t 2 1  Eigenvalues are of the same signs, the the origin is a node, and trajectories converge to origin if Eigenvalues are negative and vice versa if positive 7 1 4t 3 1 2t x(t ) e e 2 1 2 3
  • 7. Eigenvalues (Complex)  Eigenvalues are complex with a nonzero real point (a+bi)  Use one of Euler’s Formulas e( i )t e t cos( t ) i e t sin( t ) to find real-valued solutions  The origin is called a spiral point and trajectories converge to origin if Eigenvalues are negative and vice versa if positive cos(2t ) sin(2t ) x(t ) c1et c2et sin(2t ) cos(2t ) sin(2t ) cos(2t )
  • 8. Eigenvalues (Repeated)  Eigenvalues are real and repeated with multiplicity 2  Use x(t ) tert ert to solve for the specific solution of second repeated Eigenvalue  The origin is called a improper node and trajectories converge to origin if Eigenvalues are x(t ) c1 1 2 e6t c2 1 2 t 0 1 e6t negative and vice versa if positive
  • 9. Application  Predator-Prey Model also known as the Lokta-Volterra Model  Part of mathematical ecology that studies populations that interact, thereby affecting each other's growth rates  Model represents the "natural" growth rate and the "carrying capacity" of the environment (predators & prey)
  • 10. Predator-Prey Model  Few interactions have been recorded in nature  One such set of data was taken between the Snowshoe Hare and the Canadian Lynx for almost 100 years  The dominating feature is the oscillation behavior of both populations
  • 11. Predator-Prey Assumptions  x(t) will represent the number of prey at a time given by t and y(t) will represent the number of predators at a time also given by t.  In the absence of the predator, the prey grows at a rate proportional to the current population; thus dx ax, a 0, when y 0 dt  In the absence of the prey, the predator dies out; thus dy cy, c 0, when x 0 dt
  • 12. Predator-Prey Assumptions  The number of encounters between predator and prey is proportional to the product of their populations  The growth rate of the predator is increased by a term of the form bxy, while the growth rate of the prey is decreased by a term –pxy dx dy ax bxy x(a by ) and cy pxy y( c px) dt dt  Critical points (when x(a by) 0 and y( c px) 0) are (0,0) and (c / p, a / b)
  • 13. Predator-Prey Example dx x 0.03 xy dt dy 0.4 y 0.01xy dt a 1, b 0.03 c 0.4, p 0.01 cp (40,100 3) 1 ln y 0.03 y 0.4 ln x 0.01 x C
  • 14. Predator-Prey Example  For x(0) 15 and y(0) 15  The predator (green) population lags behind the prey (blue)  Population for both populations are periodic (in this case about a periodicity of t=11)
  • 15. Predator-Prey Example  Population of predators vs. prey as t for x(0) 15 and y(0) 15  Prey first increase because of small population  Predators increase because of abundance of food  Heavier predation causes prey to decrease  Predators decrease because of diminished food supply  Cycle repeats itself
  • 16. Predator-Prey Example Analysis of the Nonzero Critical Point c p (40,100 3)
  • 17. Predator-Prey Example Analysis of the Nonzero Critical Point c p (40,100 3)
  • 18. Model with Hunters Introduced dx ax bxy dt dy cy pxy h dt  h is the effect of hunting and killing a constant amount of predators every cycle  Extinction eventually occurs