Linear Systems of Ordinary Differential Equations: Eigenvalues and Eigenvectors, Lecture notes of Mathematics

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

2020/2021

Uploaded on 02/09/2022

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Linear system of ODES An Inhoduchbn
aMatrix_valued functions and systems of odes
Eigenvalues and Eigenvectors
aGeneral solutions of linearsystems
Matrix valuedfunchbns
rr.am
systemsof__0DI_iLetAltlbeamatrix
valued function
AH a92anltl
Gultl Gultl 92314
siltl aznltl sltl
he define Ait to be the matrix whose ijtth element
is
ij
Similarly we define fAlt dt to be the matrix
whose Cij th element is
faijctldt.PAltldt
faijltldt.li
pf3
pf4
pf5
pf8
pf9
pfa
pfd
pfe
pff

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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

Matrix valuedfunchbnsrr.am

systemsof__0DI_iLetAltlbeamatrix valued function

AH

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

is a^ linear system

yfsintytf 0 Cosltl PHYsinltltzoo.nl

bltl

笑 7

We will focus^ on 1st order linear system of

eqs

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

Def eigenvalues eigenrecbrs

Let A^ be^ an nxn^ matrix A real (^) number 2 is an gender

of A if there

exists a^ nonzero 0such that Alv IT v is called^ an eigeng

o (^) How (^) do u find values Example

Find all eigenvalues eigenvectors of^ It

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)

is an^ eigenvector

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

Eigenvectors are^ not^ unique let c^ be^ a

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

From this process we^ learned^ that

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

X t^ PHXH A

with (^) nonzero Wronskian^ for (^) all t (^) then the general solution^ of^ Cts^ is

a X^ t^ sx^

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

iii

20i 8

ilòiii

R3 B R

o 3 1 0

1 2 0i

o 1 (^0 3 11 ) Rze B o o^ o^ i O ㄩ (^) free V32t h^ I h^ 㕺 take (^) ts

f

is an^ eigenvector