Systems of differential equations: Linear systems of differential equations
Uncoupled autonomous differential equations
In this theory page we will take the first steps in analysing a system of two first-order differential equations. We limit ourselves to two simple uncoupled first-order differential equations and introduce central concepts in what is called the phase plane.
Consider the following two uncoupled differential equations of exponential growth
Equilibrium There is an equilibrium when
No equilibrium In the figure below, the solutions curves for and have been drawn separately in a - diagram and - diagram, respectively, together with a diagram in which we can see how and simultaneous change depending on time . In the latter diagram had been drawn a parameter curve in the two-dimensional plane.
In this particular case, the solutions are
We can generalize this particular case for different initial conditions: Elimination of from and gives
In the figure below have been drawn several curves in the -plane corresponding with various initial values (positive, negative, and equal to zero). They are always parts of a parabola or a straight line starting from the origin. A piece of a straight line is obtained in case one of the derivatives or is equal to , that is, when one of the functions or equals .
Interlude: vectors in a plane For the rest of this topic, it is convenient to introduce planar vectors and agree upon a suitable notation for this.
A vector is defined as an arrow in the plane or 3D space with a certain direction and length. In other words, a vector is a segment with a direction; the placement of the vector in the plane or space is not of interest.
The norm or length of the vector is the length of the segment. The length of a vector is usually denoted as .
When we drag a vector so that its starting point lies elsewhere, but without changing the direction and length, we can consider this new arrow as a representative of the same vector. Thus, we can focus on vectors which start at the origin of the coordinate system, and these so-called position vectors are then uniquely defined by their end points. We often denote a position vector with end point as a column vector . The individual coordinates and are called the components of the vector .
The pair of uncoupled differential equations in our example can be written in vector notation:
Direction Field, solution curves and phase portrait In the example
But what if we consider as a function of ? The chain rule for differentiating functions informs us:
This brings us to the concept of direction field, also known as vector field called, in the given system of first-order differential equations: you draw at each point a multiple of the vector , for example, a vector having the same direction, but length 1 (a so-called normalized vector ). A parameter curve through a certain point is obtained by 'following the arrows', that is, by 'going with the flow'.
The figure below shows a direction field and several solution curves for