Ordinary Differential Equations – Solving a Coupled System of ODEs

dynamical systemsnonlinear systemordinary differential equationssystems of equations

I want to find two functions $f_1(t)$ and $f_2(t)$ such that
$$
\log f_1=A_{11} \log\left(-\dot{f_1}+a_1 f_1\right) +A_{12} \log\left(-\dot{f_2}+a_2 f_2\right) \\
\log f_2=A_{21} \log\left(-\dot{f_1}+a_1 f_1\right) +A_{22} \log\left(-\dot{f_2}+a_2 f_2\right)
$$

where $A_{ij}$ and $a_i$ are known constants.

The one-dimensional version of this system is
$$
\log f=A \log\left(-\dot{f}+a f\right)
$$

and its solution is
$$
f=\left(\frac{1-e^{a\frac{A-1}{A}t}}{a} \right)^{\frac{A}{A-1}}
$$

I'm hoping that a similar solution exists for the two-dimensional case but all my guesses so far have been wrong.

Best Answer

Hint:

Just notice that: $$(-\dot{f} +af) = -e^{at}(e^{-at}f)'$$ Then, let us denote $$g_1 = e^{-a_1 t}f_1$$ $$g_2 = e^{-a_2 t}f_1$$ The system of two equations is equivalent to $$\begin{align} &\iff \cases{a_1t+\ln(g_1)= A_{11}(a_1t + \ln(-\dot{g_1})) + A_{12}(a_2t + \ln(-\dot{g_2}))\\ a_2t+\ln(g_2)=A_{21}(a_1t + \ln(-\dot{g_1})) + A_{22}(a_2t + \ln(-\dot{g_2}))}\\ &\iff \cases{\ln(g_1)= A_{11} \ln(-\dot{g_1})+ A_{12} \ln(-\dot{g_2})+(A_{11}-1)a_1t + A_{12}a_2t\\ \ln(g_2)= A_{21} \ln(-\dot{g_1}) + A_{22} \ln(-\dot{g_2})+A_{21}a_1t+(A_{22}-1)a_2t }\tag{1} \end{align}$$

We see $(1)$ as a system of linear equations of the two variables $(\ln(-\dot{g_1}),\ln(-\dot{g_2}))$, solve it and we will obtain $$(1)\iff \cases{ \ln(-\dot{g_1})=\alpha_1\ln(g_1)+\beta_1\ln(g_2)+\ln(\gamma_1)t\\ \ln(-\dot{g_2})=\alpha_2\ln(g_1)+\beta_2\ln(g_2)+\ln(\gamma_2)t\\ }\tag{2}$$ where $(\alpha_1,\alpha_2,\beta_1,\beta_2,\gamma_1,\gamma_2)$ are well defined by $(A_{11},A_{12},A_{21},A_{22},a_1,a_2)$

We have: $$(2) \iff \cases{ -\dot{g_1}=\gamma_1^tg_1^{\alpha_1}\cdot g_2^{\beta_1}\\ -\dot{g_2}=\gamma_2^tg_1^{\alpha_2}\cdot g_2^{\beta_2}\\ }\tag{3}$$

Let us define $h_1,h_1$ such that $$ g_1(t)= h_1(\gamma_1^t) \iff h_1(t)= g_1\left(\frac{\ln(t)}{\gamma_1} \right) $$ $$ g_2(t)= h_2(\gamma_2^t) \iff h_2(t)= g_1\left(\frac{\ln(t)}{\gamma_2} \right) $$ then $$(3)\iff \cases{ -\dot{h_1}=\ln(\gamma_1)h_1^{\alpha_1}\cdot h_2^{\beta_1}\\ -\dot{h_2}=\ln(\gamma_2)h_1^{\alpha_2}\cdot h_2^{\beta_2}\\ }\tag{4}$$ we deduce then $$\implies \frac{\dot{h_1}}{\dot{h_2}} = \frac{\ln(\gamma_1)}{\ln(\gamma_2)}h_1^{\alpha_1-\alpha_2}\cdot h_2^{\beta_1-\beta_2}\iff \frac{dh_1}{h_1^{\alpha_1-\alpha_2}}= \frac{\ln(\gamma_1)}{\ln(\gamma_2)} \frac{dh_2}{h_2^{\beta_2-\beta_1}} \tag{5}$$ Integrate $(5)$, we can deduce $$\color{red}{h_2 = \eta \cdot h_1^{\lambda} + \text{const}} \tag{6}$$ Apply $(6)$ to $(4)$, you we have $$\color{red}{-\dot{h_1} = h_1^m(\eta h_1^\lambda + c)^{\beta_2}}$$ and we can determine the function $h_1$ thanks to the hypergeometric function (Ref: WolframAlpha).

After obtaining $h_1$, use $(6)$ we will have $h_2$ and so $(g_1, g_2)$ and $(f_1, f_2)$.

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