# Systems of Linear Differential Equations

### From Math Images

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Note that, starting in 1947, the Soviet Union rapidly increased its defense spending (Figure 2). The United States responded in kind beginning in 1948 (Figure 1). From that point on, the spending of the two powers pushed and pulled, staying within a fairly narrow range (the two higher points of United States defense spending around 1953 and 1968 are related to the Korean and Vietnam Wars). These fluctuating changes are connected with each power's analysis of both its own defense spending and that of the other power. The more the United States is already spending on defense, the less willing it is to spend on defense the following year. However, the more the Soviet Union spends on defense, the more likely the United States will be to increase its defense spending to not be left behind. With this dynamic, we can analyze the defense spending of each country by analyzing the '''change''' in defense spending from year to year. Since derivatives are the mathematical tool to analyze change, we will build our model around derivatives. | Note that, starting in 1947, the Soviet Union rapidly increased its defense spending (Figure 2). The United States responded in kind beginning in 1948 (Figure 1). From that point on, the spending of the two powers pushed and pulled, staying within a fairly narrow range (the two higher points of United States defense spending around 1953 and 1968 are related to the Korean and Vietnam Wars). These fluctuating changes are connected with each power's analysis of both its own defense spending and that of the other power. The more the United States is already spending on defense, the less willing it is to spend on defense the following year. However, the more the Soviet Union spends on defense, the more likely the United States will be to increase its defense spending to not be left behind. With this dynamic, we can analyze the defense spending of each country by analyzing the '''change''' in defense spending from year to year. Since derivatives are the mathematical tool to analyze change, we will build our model around derivatives. | ||

- | Let ''x''(''t'') and ''y''(''t'') be the defense spending of the United States and the Soviet Union respectively at time ''t'' (in years). Then ''x'' | + | Let ''x''(''t'') and ''y''(''t'') be the defense spending of the United States and the Soviet Union respectively at time ''t'' (in years). Then ''x''′(''t'') is the derivative of ''x'' over ''t'' and it represents how much the U.S. spending changes over ''t'' years. Likewise, ''y''′(''t'') is the derivative of ''y'' over ''t'' and it represents how much the Soviet spending changes over ''t'' years. As mentioned above, the rate of U.S. defense spending depends negatively on its current defense spending and positively on the Soviet Union's current defense spending. Correspondingly, the rate of Soviet defense spending depends negatively on its current defense spending and positively on the United States's current defense spending. The model's starting point is the year in which the arms race started, when ''t'' = 0. Let ''x''<sub>0</sub> and ''y''<sub>0</sub> be the ''initial''(''t'' = 0) defense spending of the United States and the Soviet Union respectively The following equations fit these conditions. |

:<math>x'(t) = ax(t) + by(t)\quad\quad\quad x(0) = x_0 </math> , where ''a'' is negative and ''b'' is positive. | :<math>x'(t) = ax(t) + by(t)\quad\quad\quad x(0) = x_0 </math> , where ''a'' is negative and ''b'' is positive. | ||

:<math>y'(t) = cx(t) + dy(t)\quad\quad\quad\, y(0) = y_0 </math> , where ''c'' is positive and ''d'' is negative. | :<math>y'(t) = cx(t) + dy(t)\quad\quad\quad\, y(0) = y_0 </math> , where ''c'' is positive and ''d'' is negative. | ||

- | This is a linked system of first order linear differential equations. In other words, equation ''x'' | + | This is a linked system of first order linear differential equations. In other words, equation ''x''′(''t'') states that the United States lowers its budget by ''a'' dollars for every dollar it spent the previous year, and raises it by ''b'' dollars for every dollar in the Soviet Union's budget. Equation ''y''′(''t'') states that the Soviet Union lowers its budget by ''d'' for every dollar it spent the previous year, and raises it by ''c'' dollars for every dollar in the United States's budget. |

Note: We must use our model with a degree of skepticism because there are far more factors affecting the arms race than just the two countries' defense spending, such as available money/resources and the spending requirements of other important programs. Nevertheless, our model is useful for analyzing the general outline of the Cold War arms race and predicting its outcomes. | Note: We must use our model with a degree of skepticism because there are far more factors affecting the arms race than just the two countries' defense spending, such as available money/resources and the spending requirements of other important programs. Nevertheless, our model is useful for analyzing the general outline of the Cold War arms race and predicting its outcomes. | ||

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We can use eigentheory to solve for any system of first order linear differential equations. Indeed, the outcome of our nuclear arms race model depends on the eigenvalues (read the More Mathematical Explanation for details). | We can use eigentheory to solve for any system of first order linear differential equations. Indeed, the outcome of our nuclear arms race model depends on the eigenvalues (read the More Mathematical Explanation for details). | ||

- | |||

|ImageDesc===Solving the Two Dimensional System== | |ImageDesc===Solving the Two Dimensional System== | ||

In order to understand how a system of linear differential equations is useful in making sense of the Cold War Arms Race, we first need to understand the general system. | In order to understand how a system of linear differential equations is useful in making sense of the Cold War Arms Race, we first need to understand the general system. | ||

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:<math> \begin{align} | :<math> \begin{align} | ||

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- | + | |Field2=Dynamic Systems | |

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|WhyInteresting=We have shown how linear differential equations are highly applicable. They can model basic arms races and Hooke's law with a high degree of accuracy. We can use linear differential equations for any system that has derivatives and functions written in linear combinations of one another. Some include heat flow, bank interest, basic predator-prey models, and population through time. Through the Hooke's law case, we saw that our method for solving linear differential equations also works for second order equations. In fact, we can write any ''k'' order differential equation as a system of ''k'' first-order differential equations. | |WhyInteresting=We have shown how linear differential equations are highly applicable. They can model basic arms races and Hooke's law with a high degree of accuracy. We can use linear differential equations for any system that has derivatives and functions written in linear combinations of one another. Some include heat flow, bank interest, basic predator-prey models, and population through time. Through the Hooke's law case, we saw that our method for solving linear differential equations also works for second order equations. In fact, we can write any ''k'' order differential equation as a system of ''k'' first-order differential equations. | ||

Even if we ignore their applicability, linear differential equations are fascinating topics to study. They help show how differentiation is a linear transformation by writing the system as a matrix equation and deriving a linear combination as the solution. Furthermore, they emphasize the importance of eigentheory. Without eigentheory, we could have solved the equations, much less determine the stability of our system. Eigentheory is not just a matrix stretching or shrinking a vector, it contains one of the core ideas of linear algebra - scalar multiplication. Coupled with the other core idea of linear algebra, linear combinations, eigentheory is an essential tool for linear algebra and all of mathematics. | Even if we ignore their applicability, linear differential equations are fascinating topics to study. They help show how differentiation is a linear transformation by writing the system as a matrix equation and deriving a linear combination as the solution. Furthermore, they emphasize the importance of eigentheory. Without eigentheory, we could have solved the equations, much less determine the stability of our system. Eigentheory is not just a matrix stretching or shrinking a vector, it contains one of the core ideas of linear algebra - scalar multiplication. Coupled with the other core idea of linear algebra, linear combinations, eigentheory is an essential tool for linear algebra and all of mathematics. | ||

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|References=<references /> | |References=<references /> | ||

|InProgress=Yes | |InProgress=Yes | ||

}} | }} |

## Revision as of 10:50, 26 July 2013

{{Image Description |ImageName=U.S. and Soviet Union nuclear warheads |Image=Nuclear.JPG |ImageIntro=Differential equations have always been a popular research topic due to their various applications. A system of linear differential equations is no exception; it can be used to model arms races, simple predator prey models, and more. |ImageDescElem=In 1945, the United States dropped atomic bombs on the Japanese cities Hiroshima and Nagasaki, ending World War II and establishing itself as a new superpower. The Soviet Union, while an ally of the United States during WWII, feared the bomb and spent the next few years developing their own atomic bomb, finally detonating their first nuclear weapon in 1949. This marked the beginning of a long and expensive arms race between the two powers. The competition for nuclear might, along with the countries' different ideologies (communism vs. capitalism), caused a political and psychological war during the second half of the 20th century, now known as the Cold War. During this period, both powers invested tremendous resources into their technology and weaponry, worried that the other was pulling ahead.

We will attempt to build a simple model to see the effects of the nuclear arms race. What type of model would fit best? Consider these two images.

Note that, starting in 1947, the Soviet Union rapidly increased its defense spending (Figure 2). The United States responded in kind beginning in 1948 (Figure 1). From that point on, the spending of the two powers pushed and pulled, staying within a fairly narrow range (the two higher points of United States defense spending around 1953 and 1968 are related to the Korean and Vietnam Wars). These fluctuating changes are connected with each power's analysis of both its own defense spending and that of the other power. The more the United States is already spending on defense, the less willing it is to spend on defense the following year. However, the more the Soviet Union spends on defense, the more likely the United States will be to increase its defense spending to not be left behind. With this dynamic, we can analyze the defense spending of each country by analyzing the **change** in defense spending from year to year. Since derivatives are the mathematical tool to analyze change, we will build our model around derivatives.

Let *x*(*t*) and *y*(*t*) be the defense spending of the United States and the Soviet Union respectively at time *t* (in years). Then *x*′(*t*) is the derivative of *x* over *t* and it represents how much the U.S. spending changes over *t* years. Likewise, *y*′(*t*) is the derivative of *y* over *t* and it represents how much the Soviet spending changes over *t* years. As mentioned above, the rate of U.S. defense spending depends negatively on its current defense spending and positively on the Soviet Union's current defense spending. Correspondingly, the rate of Soviet defense spending depends negatively on its current defense spending and positively on the United States's current defense spending. The model's starting point is the year in which the arms race started, when *t* = 0. Let *x*_{0} and *y*_{0} be the *initial*(*t* = 0) defense spending of the United States and the Soviet Union respectively The following equations fit these conditions.

- , where
*a*is negative and*b*is positive. - , where
*c*is positive and*d*is negative.

This is a linked system of first order linear differential equations. In other words, equation *x*′(*t*) states that the United States lowers its budget by *a* dollars for every dollar it spent the previous year, and raises it by *b* dollars for every dollar in the Soviet Union's budget. Equation *y*′(*t*) states that the Soviet Union lowers its budget by *d* for every dollar it spent the previous year, and raises it by *c* dollars for every dollar in the United States's budget.

Note: We must use our model with a degree of skepticism because there are far more factors affecting the arms race than just the two countries' defense spending, such as available money/resources and the spending requirements of other important programs. Nevertheless, our model is useful for analyzing the general outline of the Cold War arms race and predicting its outcomes.

## Contents |

### Introduction to Systems of Linear Differential Equations

We clarify a few **terms**:

- A
**differential equation**is an equation that contains both function(s) and their derivatives. - A
*n*order^{th}*n*derivative of any function.^{th} - A
**linked system**of differential equations has at least one equation that involves different functions or different derivatives of functions. - The expressions of
**linear equations**are linear combinations of functions.

Each equation in our system is a linear combination of functions *x*(*t*) and *y*(*t*) and both have one derivative of either *x* or *y*. Hence we have a linked system of first order linear differential equations.

We can use eigentheory to solve for any system of first order linear differential equations. Indeed, the outcome of our nuclear arms race model depends on the eigenvalues (read the More Mathematical Explanation for details). |ImageDesc===Solving the Two Dimensional System== In order to understand how a system of linear differential equations is useful in making sense of the Cold War Arms Race, we first need to understand the general system.

The general system of linear differential equations in two dimensions is

- .

Since we are solving the general system, the coefficients *a*, *b*, *c*, and *d* are elements of ALL numbers (including imaginary numbers).

We can write this system with matrices in the form

- , where , , and .

In order to gain an understanding on how to solve this equation, we consider the one dimensional case.

### The One Dimensional Case

If the two dimensional case involved the equation : with *A* a 2x2 matrix, then the *A* in the equation of the one dimensional case must be a 1x1 matrix, or just a constant. Consequently, will actually be *u* instead; it is no longer a vector. Hence the one dimensional equation is

- , where
*k*is a real number.

Solving this requires basic knowledge of calculus. We can write this as

- (remember that
*u*is a function of*t*) - (rearranged variables).

Integrate both sides:

- . (So
*C*=*e*.)^{c}

Now we can apply the initial condition. Note that

- , so
*u*(0) =*C*.

Thus the solution to the one dimensional case is

- .

### Back to the Two Dimensional System

We can make some connections between the one and two dimensional system. We see that *A* in the two dimensional case is like the *k* in the one dimensional case. The initial condition is also a vector instead of a scalar. Thus the solution to the one dimensional case suggests that the solution to our system is . We will explore the concept of raising *e* to a matrix later. Since the solution to the one dimensional case is *u* = *Ce ^{kt}*, a good guess of the solution to the two dimensional case is for some λ and . This seemingly random equation will start to make sense once we plug our guess into the original equations and find λ and that work. We write .

We verify our guess by plugging it into our original system:

After we divide by *e ^{λt}* (which is never 0), we can rewrite our system as . Thus, our guess is correct if and only if λ is an eigenvalue and is an eigenvector of

*A*.

Now we must account for the fact that a 2x2 matrix can have two eigenvalues λ_{1} and λ_{2}. Since differentiation is a linear operator, we know that the solution to our system is linear. We write the general solution as a linear combination

- .

We now apply our initial condition. When *t* = 0, our general solution becomes

- .

It is rare that and add up to the initial condition, so how do we solve this? Ideally, we multiply the two vectors by real number constants *c*_{1} and *c*_{2}, but we must check that this still works for our system.

By multiplying constants to each term of our solution expression, our new proposed solution is

- .

We verify this by plugging into our matrix equation .

In fact, multiplying constants to the terms is equivalent to finding a linear combination of our basis vectors and . Remember that differentiation is a linear transformation, so the linear combinations of existing solutions are naturally solutions as well.

Now that we have a more refined general solution, we need to know how to solve for the constants. Our initial condition now becomes

- .

We can rewrite this as

- , which can be solved using Gaussian elimination.

Thus we have our particular solution for any initial condition. With the constants solvable, our general solution is

- .

## Arms Race Example

We will solve a system that follows the rules of our arms race model. Since the real Cold War arms race is hard to model, we will make assumptions on the actions of the United States and the Soviet Union. Assume that the United States lowers its budget by 3 dollars for every dollar it spent the previous year, and raises it by 6 dollars for every dollar in the Soviet Union's budget. Further assume that the Soviet Union lowers its budget by *d* for every dollar it spent the previous year, and raises it by *c* dollars for every dollar in the United States's budget. Finally assume that the United States defense spending is 130 billion dollars and the Soviet Union defense spending is 150 billion dollars at *t* = 0.

- .

All of the constants are made up. The values of *x* and *y* are in tens of billions of dollars.

We can rewrite this as

- .

To find the eigenvalues of *A*, remember that λ is an eigenvalue if and only if the determinant of (*A* - λ*I*) is 0:

**Failed to parse (syntax error): \begin{align} |other=Linear Algebra, High school algebra, Single Variable Calculus |Field=Calculus |Field2=Dynamic Systems |WhyInteresting=We have shown how linear differential equations are highly applicable. They can model basic arms races and Hooke's law with a high degree of accuracy. We can use linear differential equations for any system that has derivatives and functions written in linear combinations of one another. Some include heat flow, bank interest, basic predator-prey models, and population through time. Through the Hooke's law case, we saw that our method for solving linear differential equations also works for second order equations. In fact, we can write any ''k'' order differential equation as a system of ''k'' first-order differential equations. Even if we ignore their applicability, linear differential equations are fascinating topics to study. They help show how differentiation is a linear transformation by writing the system as a matrix equation and deriving a linear combination as the solution. Furthermore, they emphasize the importance of eigentheory. Without eigentheory, we could have solved the equations, much less determine the stability of our system. Eigentheory is not just a matrix stretching or shrinking a vector, it contains one of the core ideas of linear algebra - scalar multiplication. Coupled with the other core idea of linear algebra, linear combinations, eigentheory is an essential tool for linear algebra and all of mathematics. |References=<references /> |InProgress=Yes }}**