Convert First-order Linear System to Second-order ODE.

homogeneous equationordinary differential equationssystems of equations

I'm just getting started on differential equations and am now looking at a task that asks to find the ordinary second-order differential equation that "underlies" a system of differential equations given by:

$\left(\begin{matrix}\dot u(t)\\\dot v(t)\\ \end{matrix} \right)=\left(\begin{matrix}0&1\\\frac{1}{1-t}&\frac{t}{t-1}\\ \end{matrix} \right)\left(\begin{matrix}v(t)\\u(t)\\ \end{matrix} \right)$

Now, I've read on the reduction of higher-order differential equations to systems, and came up with $x''(t)-\frac{1}{1-t}x'(t)-\frac{t}{t-1}x(t)=0$, which, by taking

$u=x, v=x'$

$u'=x'=v, v'=x''=\frac{1}{1-t}x'(t)+\frac{t}{t-1}x(t)$

reduces exactly to what I was given at the start, which is why I figured my solution was right. However, in the second equation, I am asked to show that $u(t)=\left(\begin{matrix}e^t\\e^t\\ \end{matrix} \right)$, which does not correspond with the second order differential equation that I came up with. Could anybody tell me where I made a mistake or what I should look into?

Best Answer

This line is not correct you inverted $u,v$: $$\left(\begin{matrix}\dot u(t)\\\dot v(t)\\ \end{matrix} \right)=\left(\begin{matrix}0&1\\\frac{1}{1-t}&\frac{t}{t-1}\\ \end{matrix} \right)\left(\begin{matrix}v(t)\\u(t)\\ \end{matrix} \right)$$ It should be: $$\left(\begin{matrix}\dot u(t)\\\dot v(t)\\ \end{matrix} \right)=\left(\begin{matrix}0&1\\\frac{1}{1-t}&\frac{t}{t-1}\\ \end{matrix} \right)\left(\begin{matrix}u(t)\\v(t)\\ \end{matrix} \right)$$ So that the second order DE is: $$x''(t)-\frac{t}{t-1}x'(t)-\frac{1}{1-t}x(t)=0$$


Edit

@psyph Applying Liouville's formula I got this general solution:

$$|\phi (t)|=c_1 \exp \int \frac {t}{t-1} dt$$ $$|\phi (t)|=c_1e^t(t-1)$$ We also have that: $$|\phi (t)|=u(t)e^t-v(t)e^t=e^t(u(t)-v(t))$$ $$\implies u(t)e^t-v(t)e^t=c_1e^t(t-1)$$ $$ u(t)-v(t)=c_1(t-1)$$ from the original equation we have: $$u'(t)=v(t) \implies u'(t)-u(t)=-c_1(t-1)$$ using method of integrating factor $$ (u(t)e^{-t})'=-c_1(t-1)e^{-t}$$ Integrate: $$ u(t)e^{-t}=-c_1(-(t-1)e^{-t}-e^{-t})+c_2$$ $$ u(t)=-c_1(-(t-1)-1)+c_2e^{t}$$ $$ \implies u(t)=tc_1+c_2e^{t}$$ And for $v(t)$: $$v(t)=u'(t)=c_1+c_2e^{t}$$ Finally : $$\left(\begin{matrix} u(t)\\\ v(t)\\ \end{matrix} \right)=\left(\begin{matrix}c_1t+c_2e^t\\c_1+c_2e^t\\ \end{matrix} \right)$$ $$\left(\begin{matrix} u(t)\\\ v(t)\\ \end{matrix} \right)=c_1\left(\begin{matrix}t\\1\\ \end{matrix} \right)+c_2\left(\begin{matrix}e^t\\e^t\\ \end{matrix} \right)$$