How to solve a 2D ODE system of the form $\frac{\text{d}\vec{x}}{\text{d}t}=(M-\Delta e^{-\lambda t})\vec{x}+\vec{x}_0$

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Let $x=x(t)$ and $y=y(t)$ for $t>0$, with $x(0)=y(0)=1$. \begin{align} \frac{\text{d}x}{\text{d}t} %%% &= %%% -\left( A + \alpha e^{-\lambda t}\right)x + By + x_0\\ %%% \frac{\text{d}y}{\text{d}t} %%% &= %%% Cx -\left( D + \beta e^{-\lambda t}\right)y + y_0 \end{align}

where $A,B,C,D,\alpha,\beta,x_0,y_0\in \mathbb{R}_{>0}$. We can rewrite this in the following vector format \begin{align} \frac{\text{d}\vec{x}}{\text{d}t} %%% &= %%% \left( M - \Delta e^{-\lambda t} \right) \vec{x} + \vec{x}_0 \end{align}

where \begin{align} %%% \vec{x} = \left(\begin{array}{c} x \\ y \end{array}\right),\qquad %%% M = \left(\begin{array}{cc} -A & B \\ C & -D \end{array}\right),\qquad %%% \Delta = \left(\begin{array}{cc} \alpha & 0 \\ 0 & \beta \end{array}\right),\qquad %%% \vec{x}_0 = \left(\begin{array}{c} x_0 \\ y_0 \end{array}\right) %%% \end{align}

where $\vec{x}(0)=(1,1)^T$.

The only issue here, that separates it from a standard non-homogeneous linear system of ODEs (see here), is the presence of the exponential vector term.

This 2D system is a reduction of a larger ODE system and this is as simple as I can get it. There does exist a small parameter ($\alpha\simeq\beta\sim O(1/\varepsilon)$, where $0<\varepsilon\ll1$ and all other terms are $O(1)$), however I would rather consider an exact solution as asymptotic analysis on similar systems as this has proved not useful past small/intermediate time in the parameter spaces of interest.

If I make any progress on this I will add it below, if this system has been solved before I would really appreciate a reference, or a reference to a more general solution.

EDIT 1

Ok, so thank you all for your help. I have consulted with my colleagues, discussed their ideas and your suggestions, we believe we have proven that you can't find a solution in terms of elementary functions, even in a reduced case (which is what I need).

With the aid of some biological arguments I can restrict my parameter regimes of interest to ones that allow the following expression to be surprisingly accurate:

$$y = \frac{1}{1+\gamma e^{-\lambda t}}$$

where $\gamma>0$ and can be expressed in terms of the other coefficients in this model. This reduces the system to a single ODE, as follows:

\begin{align} \frac{\text{d}x}{\text{d}t} %%% &= %%% -\left( A + \alpha e^{-\lambda t}\right)x + \frac{B}{1+\gamma e^{-\lambda t}} + x_0 \end{align}

with $x(0)=1$.

NOTE 1:

If we define $\bar{M}$ as follows \begin{align} \bar{M} = \left(\begin{array}{cc} -(A-1) & B/\delta \\ \delta C & -(D-1) \end{array}\right) \end{align}

where $\delta\in\mathbb{R}_{>0}$, then the eigenvalues of $\bar{M}$ are $-|\lambda|$ and $-|\mu|$, where $0<\lambda\ll\mu$. If we consider the similar system: \begin{align} \frac{\text{d}\vec{z}}{\text{d}t} %%% &= %%% \bar{M} \vec{z} \end{align}

where $\vec{z}=(z_1(t),z_2(t))^T$ and $\vec{z}(0)=(0,1)^T$. Then this system has approximate solution \begin{align} \vec{z} &\simeq \left(\begin{array}{c} \alpha \\ \beta \end{array}\right) e^{-\lambda t} \end{align}

This solution does not hold for $t\ll1$, as can be seen from the initial conditions, however for all intents and purposes it can be treated as exact.

NOTE 2:

Here is a plot using suitable parameter values: enter image description here

2

There are 2 best solutions below

2
On

Solution below is only valid for $\alpha = \beta$, i.e. $\Delta=\alpha I$

A system like this can be solved using a special technique when the matrix $A = M - \Delta e^{\lambda}t$ commutes with it's own integral, i.e. $A(t)\cdot \int_a^tA(\tau)d\tau = \int_a^tA(\tau)d\tau \cdot A(t)$. If you can make this happen ($\alpha = \beta$ for example does it), then you can use that $\Phi(t) = e^{\int_a^tA(\tau)d\tau}$ is a fundamental matrix of solutions for $X^\prime = AX$. You can then use variation of parameters to calculate the solution for the inhomogeneous system.

See here for some more info on this process: https://www.math24.net/linear-systems-differential-equations-variable-coefficients/

See also this paper for condition on when a matrix commutes with its integral: http://www.jstor.org/stable/2034625


It turns out that $\alpha = \beta$ is a necessary and sufficient condition for $A$ commuting with its integral. If we let $\beta = \alpha$ so that $\Delta = \alpha I$, Then $\Phi = e^\Gamma = \sum_{k=0}^\infty \frac{\Gamma^k}{k!}$, where $\Gamma = \begin{bmatrix} -[At+\frac{\alpha}{\lambda}(e^{\lambda t} - 1)] & B \\ C & -[Dt+\frac{\alpha}{\lambda}(e^{\lambda t} - 1)] \end{bmatrix}$. This gives the homogeneous solution $X_h = e^\Gamma C$ with $C = (c_1,c_2)^T$.

Using variation of parameters, we can get the inhomogeneous solution, by writing $X_i = e^\Gamma K(t)$ and determining $K^\prime (t) = e^{-\Gamma}X_0$, where $X_0 = (x_0,y_0)^T$. This gives the full solution to be $X = X_h + X_i = e^\Gamma(C+\int e^{-\Gamma}X_0)$. Note that $\Gamma =\Gamma(t)$ so the integral is probably not calculable in elementary functions. $C$ can be determined from initial conditions.


With the edit, the problem is reduced to solving a single, linear first order ODE. However, this still does not have a closed form solution. By using an integrating factor (or Mathematica for the lazy) it can be shown that the solution will be

$x(t) =$

$$-e^{\frac{\alpha e^{-\lambda t}}{\lambda}-\frac{\alpha}{\lambda}-A t} \left(e^{\frac{\alpha}{\lambda}} \int_1^0 \frac{ e^{-\frac{\alpha}{\lambda e^{\lambda \xi } }+A \xi -\lambda \xi } \left(x_0 \gamma e^{\lambda \xi }+x_0 e^{2 \lambda \xi }+B e^{2 \lambda \xi }\right)}{\gamma+e^{\lambda \xi }} \, d\xi -e^{\frac{\alpha}{\lambda}} \int_1^t \frac{e^{-\frac{\alpha}{\lambda e^{\lambda \xi } }+A \xi -\lambda \xi } \left(x_0 \gamma e^{\lambda \xi }+x_0 e^{2 \lambda \xi }+B e^{2 \lambda \xi }\right)}{\gamma+e^{\lambda \xi }} \, d\xi -1\right)$$

For simple parameter choices, this can be easily written in the form of an exponential integral.

0
On

EXPONENTIAL SERIES

Coefficients of the issue system have the imaginary period $\dfrac{2\pi i}\lambda,$ and that allows us to look for the required solution in the form of $$\vec z = \genfrac{(}{)}{0}{0}{x}{y} = \sum\limits_{n=0}^\infty{\vec{c_n} e^{-\lambda nt}},\tag{A}$$ then $$\dfrac{d\vec z}{dt} = \genfrac{(}{)}{0}{0}{x}{y} = -\lambda\,\sum\limits_{n=1}^\infty{n\vec{c_n} e^{-\lambda nt}}.$$

Since $$\dfrac {d\vec z}{dt} = \left(M - \Delta e^{-\lambda t}\right)\vec z + \vec z_0,$$ where $$\vec {z_0} = \genfrac{(}{)}{0}{}{x_0}{y_0},$$ one can get: $$\left(M + \gamma\,nE\right)\vec{c_{n}} = \Delta\vec{c_{n-1}},\ n\in\mathbb N,$$ $$\vec{c_n} = \left(\prod\limits_{i=1}^n \left((M + \gamma\,nE)^{-1} \Delta\right)\right)\vec{c_0},$$ $$(M - \Delta)\sum\limits_{n=0}^\infty \vec{c_n}= - \vec{z_0}.$$

So $$\boxed{\vec{c_0} = - \left(E + \sum\limits_{n = 1}^\infty P_n\right)^{-1}(M - \Delta)^{-1}z_0,\quad \vec{c_n} = P_n \vec{c_0},\,}\tag{B}$$ where $$P_n = \prod\limits_{i=1}^n \left((M + \gamma\,nE)^{-1}\Delta\right),\quad n\in\mathbb N.\tag{C}$$


LOOKING FOR THE COMMON SOLUTION

At first, let us using the nice idea of $\,\mathbf{user121049}$.

Differentiating of the first equation leads to the system \begin{cases} \dfrac{d^2x}{dt^2} = \alpha\lambda e^{-\lambda t}\, x - \left(A + \alpha e^{-\lambda t}\right)\dfrac{dx}{dt} + B\dfrac{dy}{dt} + x_0\\ \dfrac{dy}{dt} = Cx - \left(D + \beta e^{-\lambda t}\right)y + y_0\\ By = \dfrac{dx}{dt} + \left(A + \alpha e^{-\lambda t}\right)x - x_0\\ \end{cases} $$\dfrac{d^2x}{dt^2} = \alpha\lambda e^{-\lambda t}\, x - \left(A + \alpha e^{-\lambda t}\right)\dfrac{dx}{dt} + B\left(Cx + y_0\right) - \left(D + \beta e^{-\lambda t}\right)\left(\dfrac{dx}{dt} + \left(A + \alpha e^{-\lambda t}\right)x - x_0\right) + x_0, $$ $$\dfrac{d^2x}{dt^2} + 2(G + \gamma e^{-\lambda t})\dfrac{dx}{dt} + H(t)x = {By_0 - \left(D + \beta e^{-\lambda t} + 1\right)x_0},\tag1 $$ where $$G = \frac{A+D}{2},\quad \gamma = \frac{\alpha + \beta}{2},\quad H(t) = AD - BC + (A\beta + (D - \lambda)\alpha)e^{-\lambda t} +\alpha\beta e^{-2\lambda t}.\tag2$$

Let $$x = uv,\quad x' = u'v + uv'',\quad x''= u''v +2u'v' + uv'',$$ then LSH of $(1)$ looked up $$u''v + 2u'v' + uv'' + 2(G+ \gamma e^{-\lambda t}) (u'v + uv') H(t)uv.$$

Zeroing of the $u'$ factor can be achieved when $$v' + \left(G + \gamma e^{-\lambda t}\right) v = 0,\quad v(t) = \exp\left(-Gt + \frac\gamma\lambda e^{-\lambda t}\right),\tag3$$ and then $$v'(t) = -\left(G + \gamma e^{-\lambda t}\right)v,$$ $$v''(t) = \left(\gamma\lambda e^{-\lambda t} + \left(G + \gamma e^{-\lambda t}\right)^2\right)v,$$ $$x = uv,\tag4$$ $$x' = \left(u'- \left(G + \gamma e^{-\lambda t}\right)u\right)v,$$ $$x'' = \left(u'' - 2\left(G + \gamma e^{-\lambda t}\right)u' + \left(\gamma\lambda e^{-\lambda t} + \left(G + \gamma e^{-\lambda t}\right)^2\right)u\right)v,$$

and, taking in account $(2),$ equation $(1)$ can be reconstructed to the form of $$\dfrac {d^2u}{dt^2} + \left(\gamma\lambda e^{-\lambda t} - \left(G + \gamma e^{-\lambda t}\right)^2 - H(t)\right)\,u = {\left(By_0 - \left(D + \beta e^{-\lambda t} + 1\right)x_0\right)e^{Gt}\exp\left(-\frac\gamma\lambda e^{-\lambda t}\right)},$$ $$\dfrac {d^2u}{dt^2} - \left(-\frac12\lambda(\alpha + \beta)e^{-\lambda t} + \frac14\left(A + D + (\alpha + \beta) e^{-\lambda t}\right)^2\right)\,u - \left(AD - BC + (A\beta + (D - \lambda)\alpha)e^{-\lambda t} +\alpha\beta e^{-2\lambda t}\right)\,u = {\left(By_0 - \left(D + \beta e^{-\lambda t} + 1\right)x_0\right)e^{Gt}\exp\left(-\frac\gamma\lambda e^{-\lambda t}\right)},$$ $$\dfrac {d^2u}{dt^2} - \left(BC + \frac14\left(A-D + (\alpha - \beta)e^{-\lambda t}\right)^2\right)\,u = {\left(By_0 - \left(D + \beta e^{-\lambda t} + 1\right)x_0\right)\exp\left(\frac{A + D}2t\right)\exp\left(-\frac{\alpha + \beta}{2\lambda} e^{-\lambda t}\right)},\tag5$$

The homogenius analogue of $(5)$ is known as Hill equation, and its solutions can be expressed throw the special functions (Whittaker function).

On the other hand, substitution $$u'(t) = u(t)w(t)\tag6$$ transforms the Hill equation to Riccati equation in the form of $$\dfrac {dw}{dt} + w^2 = BC + \frac14\left(A-D + (\alpha - \beta)e^{-\lambda t}\right)^2,\tag7$$ and all my further attempts also have not bring serious result.

These circumstances make applying of the constant variation method too hard.