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Linear systems of ordinary differential equations (ODEs) with matrix-valued functions. It covers the concepts of eigenvalues and eigenvectors, their significance, and how to find them. The document also discusses general solutions of linear systems and the Wronskian determinant.
Typology: Lecture notes
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Linear (^) system of ODES An Inhoduchbn a (^) Matrix_valued functions and systems (^) of odes Eigenvalues and Eigenvectors a (^) General solutions (^) of linear (^) systems
systemsof__0DI_iLetAltlbeamatrix valued function
a ⼼ (^92) ⼼ (^) anltl Gultl (^) Gultl 92314 siltl aznltl sltl he define^ Ait to^ be^ the^ matrix^ whose^ ijtth element is 璺 劉 ij ⼆ 㼻 Similarly we^ define^ f Alt^ dt^ to be the^ matrix whose Cij th^ element^ is faijctldt.PAltldt faijltldt.li
0 Def linear^ ODE A (^) system of (^) system of (^) H orderODE.is h巡 if it can be written^ as X ⼆^ pyxtgdnmn vector maĚx column (^) vector For (^) example x (^) sinltlxttytcosltl y (^) cosctìytet
yfsintytf 0 Cosltl PHYsinltltzoo.nl
笑 7
x (^) A b
EigenraluesandEigenvectovs_re.co Why would^ we like (^) to (^) study eigenvalues eigenvectors Consider the (^) system XEAXXlt etv .at Then X^ t (^) rertr Xlt is^ a^ solution^ to^ x^ Ax rertzi Alert r ertnj Alrkrv
Let A^ be^ an nxn^ matrix A real (^) number 2 is an gender
exists a^ nonzero 0such that Alv IT v is called^ an eigeng
o (^) How (^) do u find values Example
Yf We (^) want to^ find 九^ and nonzero^ v^ such^ that A v (^) to This is^ equivalent to CAXI r^0 I (^) is the (^) identity 2x2matrix and v^ is^ a^ nonzero^ vector Reall that Bx ⼆^0 has a nonzero so 7 det B 0 Therefore (^) 入 is (^) an eigenvalue if andonly^ if det A 入到 ⼆ 0 det (^) 印 品 0 ⼈才 2 (^4 0) n 三^4 1 ⼆ (^) 上 (^2) Hence ⼑ ⼆^ ⼗ (^023)
⻔
Eigenvectors (^) of 九 ⼆ (^3) i Solve A 2 ⼯^ v 0 (^1 3 ) 1 1 31 台 (^1) 州 i 倒^ 州 V1 2Vz ⼆^0 不比^ V2^ ⼆^1 then^ V1^ ⼆^2 以^ ⼆ (^2) i is an (^) eigenvector 在 0 與
non zero^ number If (^) vto is (^) an eigenvector of 入 then (^) so is CU When you find eigenvectors of a zxz^ matrix the two^ eqs from^ AND no shouldbe equivalent
X Ax has (^) at (^) least two solutions ētfilandl Q Can^ you produce^ more^ solutions^ from^ the two solutions^ above yes Get (^) Hl is^ also^ a solution.ae 引 is also a^ solution so is^ a^ etlytaeyy
(^0) Wronskian Def Let 如^ ⼼ 中⼼^ XMH he^ solutions (^) to the homogeneous eq X^ Plt x The Wronskian^ of (^) X It MH is defined^ as WEx^ 如 了 (^) ⼀ det 炸^ X刻^ ⼀ (^) Mtl i This is (^) the matrix whose columns (^) are 炒炒 X Example Consider the (^) equation x Y X From (^) the (^) process above 灿 et^ H X t^ eikl me solutions 2e3thnx 如火 detf 2et et et
⼆ 2ezt_^2 ezt ⼆ (^4) e2t (^) to a (^) Theorem (^) General solutions let PH be an nxn matrix_valued^ function If 如^ t^ X呢^ Mctl^ me^ solutions^ to
with (^) nonzero Wronskian^ for (^) all t (^) then the general solution^ of^ Cts^ is
呢 (^) GÜHI By the theorem^ above the (^) general solution of x (^) Y x^ is aēt Htsei 引
iifòǒǒon iǒ 1 lòiiii free variable V3 ⼆^ t 3t.li 6t 引 is an eigenvector 九⼆ soul (^) ill 1 (^1 ) 0i iii liiiii fiiǒig 0 0 0lots free variable it (^) n_n 何 is an eigenvector
入 i (^) solve 2 4 o ⼀
1 1 1 (^2 ) 0i 0 (^1 1 0 ) 1 1 1 0
20i 8
o 3 1 0
o 1 (^0 3 11 ) Rze B o o^ o^ i O ㄩ (^) free V32t h^ I h^ 㕺 take (^) ts
is an^ eigenvector