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How do we solve a coupled system of first-order linear differential equations by reducing it to a single second-order equation?

Solve coupled systems of first-order linear differential equations by reduction to a single second-order equation

A focused answer to the H2 Further Mathematics outcome on coupled linear systems. Eliminating one variable to obtain a single second-order equation, solving it, recovering the second variable, and applying initial conditions to both.

Generated by Claude Opus 4.811 min answer

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What this dot point is asking

SEAB wants you to solve a coupled system of two first-order linear differential equations, in which the rates of change of xx and yy each depend on both variables. The standard method is to eliminate one variable to obtain a single second-order equation in the other, solve that with the auxiliary-equation method, then recover the eliminated variable and apply the initial conditions to both.

The answer

What a coupled system looks like

A linear system has the form

dxdt=ax+by,dydt=cx+dy,\frac{\mathrm{d}x}{\mathrm{d}t} = ax + by, \qquad \frac{\mathrm{d}y}{\mathrm{d}t} = cx + dy,

where each derivative depends on both xx and yy. You cannot solve either equation alone because they are intertwined.

Step one: express one variable from the other equation

From the first equation, solve for the variable you want to eliminate. For example, if b0b \neq 0, rearrange dxdt=ax+by\dfrac{\mathrm{d}x}{\mathrm{d}t} = ax + by to give y=1b(dxdtax)y = \dfrac{1}{b}\left(\dfrac{\mathrm{d}x}{\mathrm{d}t} - ax\right).

Step two: differentiate and substitute

Differentiate that expression for yy to get dydt\dfrac{\mathrm{d}y}{\mathrm{d}t} in terms of xx, dxdt\dfrac{\mathrm{d}x}{\mathrm{d}t} and d2xdt2\dfrac{\mathrm{d}^2 x}{\mathrm{d}t^2}. Substitute both yy and dydt\dfrac{\mathrm{d}y}{\mathrm{d}t} into the second equation. The result is a single second-order linear equation in xx alone.

Step three: solve and recover

Solve the second-order equation for xx using the auxiliary equation. Then substitute xx back into the expression for yy from step one to recover yy, without introducing new constants.

Step four: apply the initial conditions

Use the given initial values x(0)x(0) and y(0)y(0) to fix the two constants. Note that y(0)y(0) is applied through the recovered expression for yy, which is why no separate constants appear there.

Examples in context

Example 1. Predator-prey dynamics. A linearised predator-prey model couples the rates of change of the two populations; eliminating one gives a second-order equation whose oscillatory solutions (complex auxiliary roots) reproduce the cyclic rise and fall of predator and prey numbers.

Example 2. Two coupled tanks. Brine flowing between two connected tanks gives a coupled system for the two salt masses. Reducing to a single second-order equation yields how each concentration evolves and the common steady state they approach, a standard compartmental model.

Try this

Q1. What is the first step in solving a coupled linear system by reduction? [1 mark]

  • Cue. Express one variable from one equation, then differentiate and substitute to eliminate it, leaving a single second-order equation.

Q2. When you recover the second variable, why are no new constants introduced? [2 marks]

  • Cue. It is found algebraically from the already-solved first variable, so the two constants are shared, not added to.

Q3. The system x˙=y\dot{x} = -y, y˙=x\dot{y} = x reduces to which second-order equation in xx? [1 mark]

  • Cue. x¨+x=0\ddot{x} + x = 0 (simple harmonic motion).

Exam-style practice questions

Practice questions written in the style of SEAB exam questions on this dot point, with worked answer explainers. The year tag is the paper they imitate, not the source.

Original8 marksSolve the system dxdt=x+2y\dfrac{dx}{dt} = x + 2y, dydt=3x+2y\dfrac{dy}{dt} = 3x + 2y, given x=1x = 1 and y=0y = 0 when t=0t = 0.
Show worked answer →

Eliminate yy. From the first equation, 2y=dxdtx2y = \dfrac{dx}{dt} - x, so y=12(dxdtx)y = \tfrac{1}{2}\left(\dfrac{dx}{dt} - x\right).

Differentiate: dydt=12(d2xdt2dxdt)\dfrac{dy}{dt} = \tfrac{1}{2}\left(\dfrac{d^2 x}{dt^2} - \dfrac{dx}{dt}\right). Substitute this and yy into the second equation dydt=3x+2y\dfrac{dy}{dt} = 3x + 2y:

12(x¨x˙)=3x+212(x˙x)=3x+x˙x=2x+x˙.\tfrac{1}{2}\left(\ddot{x} - \dot{x}\right) = 3x + 2\cdot\tfrac{1}{2}(\dot{x} - x) = 3x + \dot{x} - x = 2x + \dot{x}.

Multiply by 22: x¨x˙=4x+2x˙\ddot{x} - \dot{x} = 4x + 2\dot{x}, so x¨3x˙4x=0\ddot{x} - 3\dot{x} - 4x = 0.

Auxiliary equation λ23λ4=0(λ4)(λ+1)=0\lambda^2 - 3\lambda - 4 = 0 \Rightarrow (\lambda - 4)(\lambda + 1) = 0, so λ=4,1\lambda = 4, -1 and x=Ae4t+Betx = A\mathrm{e}^{4t} + B\mathrm{e}^{-t}.

Recover y=12(x˙x)=12(4Ae4tBetAe4tBet)=12(3Ae4t2Bet)y = \tfrac{1}{2}(\dot{x} - x) = \tfrac{1}{2}\left(4A\mathrm{e}^{4t} - B\mathrm{e}^{-t} - A\mathrm{e}^{4t} - B\mathrm{e}^{-t}\right) = \tfrac{1}{2}(3A\mathrm{e}^{4t} - 2B\mathrm{e}^{-t}).

Apply x(0)=1x(0) = 1: A+B=1A + B = 1. Apply y(0)=0y(0) = 0: 12(3A2B)=03A=2B\tfrac{1}{2}(3A - 2B) = 0 \Rightarrow 3A = 2B. Solving: A=25A = \tfrac{2}{5}, B=35B = \tfrac{3}{5}.

So x=25e4t+35etx = \tfrac{2}{5}\mathrm{e}^{4t} + \tfrac{3}{5}\mathrm{e}^{-t} and y=35e4t35ety = \tfrac{3}{5}\mathrm{e}^{4t} - \tfrac{3}{5}\mathrm{e}^{-t}.

Markers reward eliminating yy, the second-order equation in xx, its solution, recovering yy, and applying both initial conditions.

Original6 marksBy forming a single second-order equation, find the general solution for xx in the system dxdt=y\dfrac{dx}{dt} = -y, dydt=x\dfrac{dy}{dt} = x.
Show worked answer →

Differentiate the first equation: d2xdt2=dydt\dfrac{d^2 x}{dt^2} = -\dfrac{dy}{dt}. From the second equation dydt=x\dfrac{dy}{dt} = x, so

d2xdt2=x,that isx¨+x=0.\frac{d^2 x}{dt^2} = -x, \quad \text{that is}\quad \ddot{x} + x = 0.

Auxiliary equation λ2+1=0\lambda^2 + 1 = 0 gives λ=±i\lambda = \pm i, so the general solution is
x=Acost+Bsint.x = A\cos t + B\sin t.

(The system describes circular motion in the (x,y)(x, y) plane; eliminating yy produces simple harmonic motion in xx.)

Markers reward differentiating to eliminate yy, the equation x¨+x=0\ddot{x} + x = 0, and the oscillatory general solution x=Acost+Bsintx = A\cos t + B\sin t.

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