Systems of Differential Equations — Question 9

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Question 9

Three nonnegative dimensionless amounts undergo internal transfers: amount moves from compartment 11 to 22 at rate xyxy, and from 22 to 33 at rate 2y2y. There are no external gains or losses. Their initial amounts are (x,y,z)=(1,1,0)(x,y,z)=(1,1,0). The rate laws are valid for nonnegative states.

Tasks

  1. Derive the vector differential equation and classify it as autonomous and linear or nonlinear. Explain why a state-dependent coefficient does not make this a linear system.

  2. Find the total-amount balance. Show that nonnegative initial states remain nonnegative and use this to bound every component for the stated data.

  3. For the stated initial data, prove x(t)>0x(t)>0 at every finite forward time. Derive a second conserved expression involving x+yx+y and ln⁡x\ln x.

  4. Use the two conserved expressions to reduce the dynamics to one scalar equation for xx, with formulas recovering y,zy,z. State the restrictions that make the reduction meaningful; no explicit solution is required.

Original worksheet page 1: question and worked solution for 5-4-009
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Question 9 – Solution

Strategy. Each internal transfer leaves one compartment and enters another at the same rate; this exposes conserved quantities before any solution is sought.

Step 1: Translate the transfers. The balances are x′=−xy,y′=xy−2y,z′=2y,(x,y,z)(0)=(1,1,0).\boxed{x'=-xy,\qquad y'=xy-2y,\qquad z'=2y, \qquad (x,y,z)(0)=(1,1,0).} The system is autonomous, but nonlinear because of xyxy. Writing x′=−yxx'=-y x does not make −y-y a prescribed coefficient: yy is another unknown state coordinate, not a known function of time.

Step 2: Prove conservation and nonnegativity. Adding the rows gives (x+y+z)′=0(x+y+z)'=0, hence x+y+z=2x+y+z=2. Along any solution, x(t)=x(0)e−∫0ty(s)ds,y(t)=y(0)e∫0t(x(s)−2)ds,z(t)=z(0)+2∫0ty(s)ds.x(t)=x(0)e^{-\int_0^t y(s)\,ds},\qquad y(t)=y(0)e^{\int_0^t(x(s)-2)\,ds},\quad z(t)=z(0)+2\int_0^t y(s)\,ds. These formulas prove nonnegativity for nonnegative data on every forward existence interval. Thus 0≤x,y,z≤20\le x,y,z\le 2. The polynomial field is locally Lipschitz; boundedness prevents finite-time escape, so the solution continues for all t≥0t\ge 0.

Step 3: Obtain a second conserved quantity. With x(0)=1x(0)=1 and 0≤y≤20\le y\le 2, the exponential formula gives x(t)≥e−2t>0x(t)\ge e^{-2t}>0 at finite times. Therefore ln⁡x\ln x is legitimate, and (x+y−2ln⁡x)′=−2y−2(−xy)/x=0.(x+y-2\ln x)'=-2y-2(-xy)/x=0. Its initial value is 22, so x+y−2ln⁡x=2\boxed{x+y-2\ln x=2}.

Step 4: Reduce and recover the state. The two conservation laws give y=2−x+2ln⁡x,z=−2ln⁡x,x′=−x(2−x+2ln⁡x),x(0)=1.\boxed{y=2-x+2\ln x,\quad z=-2\ln x,\quad x'=-x(2-x+2\ln x),\quad x(0)=1.} The physical branch has x>0x>0, y≥0y\ge 0, z≥0z\ge 0, in particular x≤1x\le 1. Conversely, on this branch differentiation gives y′=(x−2)yy'=(x-2)y and z′=2yz'=2y, proving recovery of the original system. Taking logarithms at x=0x=0 would be invalid; that boundary is excluded from this reduction.

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