Differential Equations

Preface
Here are my online notes for my differential equations course that I teach here at Lamar
University. Despite the fact that these are my class notes, they should be accessible to anyone
wanting to learn how to solve differential equations or needing a refresher on differential
equations.
Ive tried to make these notes as self contained as possible and so all the information needed to
read through them is either from a Calculus or Algebra class or contained in other sections of the
notes.
A couple of warnings to my students who may be here to get a copy of what happened on a day
that you missed.
1. Because I wanted to make this a fairly complete set of notes for anyone wanting to learn
differential equations I have included some material that I do not usually have time to
cover in class and because this changes from semester to semester it is not noted here.
You will need to find one of your fellow class mates to see if there is something in these
notes that wasnt covered in class.
2. In general I try to work problems in class that are different from my notes. However,
with Differential Equation many of the problems are difficult to make up on the spur of
the moment and so in this class my class work will follow these notes fairly close as far
as worked problems go. With that being said I will, on occasion, work problems off the
top of my head when I can to provide more examples than just those in my notes. Also, I
often dont have time in class to work all of the problems in the notes and so you will
find that some sections contain problems that werent worked in class due to time
restrictions.
3. Sometimes questions in class will lead down paths that are not covered here. I try to
anticipate as many of the questions as possible in writing these up, but the reality is that I
cant anticipate all the questions. Sometimes a very good question gets asked in class
that leads to insights that Ive not included here. You should always talk to someone who
was in class on the day you missed and compare these notes to their notes and see what
the differences are.
4. This is somewhat related to the previous three items, but is important enough to merit its
own item. THESE NOTES ARE NOT A SUBSTITUTE FOR ATTENDING CLASS!!
Using these notes as a substitute for class is liable to get you in trouble. As already noted
not everything in these notes is covered in class and often material or insights not in these
notes is covered in class.

2007 Paul Dawkins

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Differential Equations

2007 Paul Dawkins

ii

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Differential Equations

Repeated Eigenvalues
This is the final case that we need to take a look at. In this section we are going to look at
solutions to the system,

r
r
x = Ax

where the eigenvalues are repeated eigenvalues. Since we are going to be working with systems
in which A is a 2 x 2 matrix we will make that assumption from the start. So the system will have
a double eigenvalue, l.
This presents us with a problem. We want two linearly independent solutions so that we can form
a general solution. However, with a double eigenvalue we will have only one,

r r
x1 = h elt

So, we need to come up with a second solution. Recall that when we looked at the double root
case with the second order differential equations we ran into a similar problem. In that section we
simply added a t to the solution and were able to get a second solution. Lets see if the same
thing will work in this case as well. Well see if

r
r
x = t elth

will also be a solution.

To check all we need to do is plug into the system. Dont forget to product rule the proposed
solution when you differentiate!

r
r
r
h elt + lh telt = Ah telt

Now, we got two functions here on the left side, an exponential by itself and an exponential times
a t. So, in order for our guess to be a solution we will need to require,

r
r
Ah = lh
r r
h =0

( A - l I )h = 0

The first requirement isnt a problem since this just says that l is an eigenvalue and its
r
eigenvector is h . We already knew this however so theres nothing new there. The second
r
however is a problem. Since h is an eigenvector we know that it cant be zero, yet in order to
satisfy the second condition it would have to be.
So, our guess was incorrect. The problem seems to be that there is a lone term with just an
exponential in it so lets see if we cant fix up our guess to correct that. Lets try the following
guess.

r
r
r
x = t elth + elt r

where r is an unknown vector that well need to determine.

As with the first guess lets plug this into the system and see what we get.

r
r
r
r
r
h elt + lh telt + lr elt = A (h telt + r elt )
r
r
r
r
r
(h + lr ) elt + lh telt = Ah telt + Ar elt

Now set coefficients equal again,

2007 Paul Dawkins

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Differential Equations

r
r
lh = Ah
r
r
r
h + lr = Ar

( A - l I )h = 0
r r
( A - lI ) r =h

As with our first guess the first equation tells us nothing that we didnt already know. This time
r
the second equation is not a problem. All the second equation tells us is that r must be a
solution to this equation.
It looks like our second guess worked. Therefore,

r
r
r
x2 = t elth + elt r
r
will be a solution to the system provided r is a solution to
r r
( A - lI ) r =h
Also this solution and the first solution are linearly independent and so they form a fundamental
set of solutions and so the general solution in the double eigenvalue case is,

r
r
r
r
x = c1 elth + c2 ( t elth + elt r )

Lets work an example.

Example 1 Solve the following IVP.

r 7 1 r
x =
x
-4 3

2
r
x ( 0) =
-5

Solution
First find the eigenvalues for the system.

det ( A - l I ) =

7-l
1
-4 3 - l

= l 2 - 10l + 25
= ( l - 5)

l1,2 = 5

So, we got a double eigenvalue. Of course that shouldnt be too surprising given the section that
were in. Lets find the eigenvector for this eigenvalue.

2 1 h1 0
-4 -2 h = 0

2h1 + h2 = 0

h2 = -2h1

The eigenvector is then,

r h
h = 1
-2h1
1
r
h (1) =
-2

h1 0
h1 = 1

The next step is find r . To do this well need to solve,

2007 Paul Dawkins

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Differential Equations

2 1 r1 1
- - r = -
4 2 2 2

2 r1 + r 2 = 1

r 2 = 1 - 2 r1

Note that this is almost identical to the system that we solve to find the eigenvalue. The only
r
difference is the right hand side. The most general possible r is

r r1
r =

1 - 2 r1

r 0
r =
1

if r1 = 0

In this case, unlike the eigenvector system we can choose the constant to be anything we want, so
we might as well pick it to make our life easier. This usually means picking it to be zero.
We can now write down the general solution to the system.

1
1
0
r
x ( t ) = c1e5t + c2 e5t t + e5t
-2
-2
1

Applying the initial condition to find the constants gives us,

2 r
1
0
= x ( 0 ) = c1 + c2
-5
-2
1
c1 = 2

c1 = 2, c2 = -1

-2c1 + c2 = -5

The actual solution is then,

1
1
0
r
x ( t ) = 2e5t - te5t + e5t
-2
-2
1
2
1
0
= e 5 t - e 5 t t - e5 t
-4
-2
1
2
1
= e 5t - e 5 t t
-5
-2
Note that we did a little combining here to simplify the solution up a little.
So, the next example will be to sketch the phase portrait for this system.

Example 2 Sketch the phase portrait for the system.

r 7 1 r
x =
x
-4 3
Solution
These will start in the same way that real, distinct eigenvalue phase portraits start. Well first
sketch in a trajectory that is parallel to the eigenvector and note that since the eigenvalue is
positive the trajectory will be moving away from the origin.

2007 Paul Dawkins

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Differential Equations

Now, it will be easier to explain the remainder of the phase portrait if we actually have one in
front of us. So here is the full phase portrait with some more trajectories sketched in.

Trajectories in these cases always emerge from (or move into) the origin in a direction that is
parallel to the eigenvector. Likewise they will start in one direction before turning around and
moving off into the other direction. The directions in which they move are opposite depending
on which side of the trajectory corresponding to the eigenvector we are on. Also, as the
trajectories move away from the origin it should start becoming parallel to the trajectory
corresponding to the eigenvector.
So, how do we determine the direction? We can do the same thing that we did in the complex
case. Well plug in (1,0) into the system and see which direction the trajectories are moving at
that point. Since this point is directly to the right of the origin the trajectory at that point must
have already turned around and so this will give the direction that it will traveling after turning
around.
Doing that for this problem to check our phase portrait gives,
2007 Paul Dawkins

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Differential Equations

7 1 1 7

=
-4 3 0 -4
This vector will point down into the fourth quadrant and so the trajectory must be moving into the
fourth quadrant as well. This does match up with our phase portrait.
In these cases the equilibrium is called a node and is unstable in this case. Note that sometimes
you will hear nodes for the repeated eigenvalue case called degenerate nodes or improper
nodes.
Lets work one more example.

Example 3 Solve the following IVP.

r -1 3 r
x = 1 2 x
- 6 -2

1
r
x ( 2) =
0

Solution
First the eigenvalue for the system.

det ( A - l I ) =

-1 - l
- 16

3
2

-2 - l

= l 2 + 3l +
3

= l +
2

9
4

l1,2 = -

3
2

Now lets get the eigenvector.

12
1
- 6

h1 0
=
- 12 h2 0
3
2

r -3h2
h =

h2
-3
r
h (1) =
1

1
3
h1 + h2 = 0
2
2

h1 = -3h 2

h2 0
h2 = 1

Now find r ,
3
12
-3
2 r1
1
=
1
- 6 - 2 r2 1
r -6 - 3 r 2
r =

r2

1
3
r1 + r 2 = -3
2
2

r1 = -6 - 3r 2

r -6
r =
0

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if r 2 = 0

The general solution for the system is then,

2007 Paul Dawkins

Differential Equations

- 3t -3 - 3t -6
r
- 3 t -3
x ( t ) = c1e 2 + c2 te 2 + e 2
1
1
0

Applying the initial condition gives,

-3
-3 -3 -3 -6
1 r
-3
0 = x ( 2 ) = c1e 1 + c2 2e 1 + e 0

Note that we didnt use t=0 this time! We now need to solve the following system,

-3e -3c1 - 12e-3c2 = 1

e-3c1 + 2e-3c2 = 0

c1 =

e3
e3
, c2 = 3
6

The actual solution is then,

e3 - 3t -3 e3 - 3t -3 - 3t -6
r
x ( t ) = e 2 - te 2 + e 2
3
1 6
1
0
=e

- 32t + 3

1
0
- 32t + 3 2
1
1 + te
3
- 6

And just to be consistent with all the other problems that weve done lets sketch the phase
portrait.

Example 4 Sketch the phase portrait for the system.

r -1 3 r
x = 1 2 x
- 6 -2
Solution
Lets first notice that since the eigenvalue is negative in this case the trajectories should all move
in towards the origin. Lets check the direction of the trajectories at (1,0)

-1 32 1 -1
1
= 1
2
6

0 - 6
So it looks like the trajectories should be pointing into the third quadrant at (1,0). This gives the
following phase portrait.

2007 Paul Dawkins

http://tutorial.math.lamar.edu/terms.aspx

Differential Equations

2007 Paul Dawkins

http://tutorial.math.lamar.edu/terms.aspx