Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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Illustrate the general system of n first-order linear equations?

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Step 1

What is System of first order Linear Equation:

When there is more than one first order differential equations containing one independent variable and more than dependent variable, the system is referred to as a system of first order linear differential equation. Every higher order linear differential equation can be converted to a system of first order linear differential equations. The order of the parent equation determines the number of equations in the system. 

To Discuss:

We discuss the general system of n first-order linear equations.

Step 2

A system of n first order linear differential equation is represented by the equation,

x'=Ax+bt                    1

Here, AMn×nF and xn.

When bt=0, the system is referred to as a homogeneous system. When bt0, the system is non-homogeneous. 

For a homogeneous system, the general solution is only the complementary function which is the solution to the equation

x'=Ax

The solution to the homogeneous system is

xt=i=1ncivieλit

Here, ci, i=1,2,3,...,n are arbitrary constants, λi, i=1,2,3,...,n are the eigenvalues corresponding to the matrix A and vi, i=1,2,3,..,n are the respective eigenvectors. 

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