EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 12
Announcement
Final Exam
February 1st, 2021, Monday, 12:00-14:30
7.5 Homogeneous Linear Systems with
Constant Coefficients
Example Find the general solution of the system
and form a fundamental set of solutions.
We found two independent solutions of the system
in the form of an exponential function multiplied by a vector.
For the general solution of a system of equations, we are
looking for solutions of the form:
where the exponent r and the vector are to be determined.
Substitute into
Canceling the nonzero scalar factor
We obtain:
I: identity matrix
r: eigenvalue
: eigenvector
Example
Eigenvalues
Eigenvectors
Example
Eigenvalues
Eigenvectors
• To find solutions of the differential equation , we must
find the eigenvalues and eigenvectors of A from the associated
algebraic system.
• The eigenvalues are roots of the nth degree polynomial
equation
• The nature of the eigenvalues and the corresponding eigenvectors
determines the nature of the general solution of the system.
• If we assume that A is a real-valued matrix, then there are three
possibilities for the eigenvalues of A:
1. All eigenvalues are real and different from each other.
2. Some eigenvalues occur in complex conjugate pairs.
3. Some eigenvalues, either real or complex, are repeated.
If the n eigenvalues are all real and different, then associated with
each eigenvalue is a real eigenvector and the n eigenvectors
are linearly independent. The corresponding solutions
are:
never zero
are linearly independent
therefore this is nonzero.
form a fundamental set of solutions.
Example
Eigenvalues
Example
7.6 Complex Eigenvalues
A is real-valued.
Assume:
If A is real, then complex roots must occur in complex conjugate
pairs.
Example Find a fundamental set of real-valued solutions of the system:
Eigenvalues
Eigenvectors
For
Assign
For
Assign
Now, obtain a set of real-valued solutions (by Theorem 7.4.5)
Choose the real and imaginary parts of either or
(Similar to Theorem 3.2.6)
Substitute into
=0 =0
and are separately solutions.(Theorem 7.4.5)
So, and form a fundamental set of solutions.
General Derivation
(for the case where eigenvalues are complex conjugates)
u and v are linearly independent solutions.
If the matrix A has the eigenvalues and
which are real and distinct.
The corresponding eigenvectors are:
Then the general solution is:
Example
Let us go on with the first solution:
They are linearly independent and form a fundamental set of solutions.
7.7 Fundamental Matrices
Suppose form a fundamental set of solutions
on some interval
This is called a
fundamental matrix.
Fundamental matrix is nonsingular, since its columns are
linearly independent vectors.
Example Find a fundamental matrix for the system
fundamental matrix
This can be written as:
For an initial value problem with the initial condition
where is a given point in and is a given
initial vector :
Also, we can write:
7.8 Repeated Eigenvalues
Example
It has multiplicity 2.
If an eigenvalue has multiplicity m, there may or may not be m linearly
independent eigenvector.
In the first case, will be the m linearly independent
eigenvectors, and the m linearly independent solutions are given by
This case always occurs if the coefficient matrix A is Hermitian
(or real and symmetric).
However, if the coefficient matrix is not Hermitian, then there may be
fewer than m independent eigenvectors corresponding to an
eigenvalue of algebraic multiplicity m.
Let us assume a second solution in the form:
For this to be satisfied the coefficients of both and must be
zero.
This is possible only when
So, this form of the solution does not work.
Now assume:
For this equality to hold, two conditions must be satisfied:
Let then We had already found
A multiple of and may be ignored.
Example
Now choose the second solution as:
Let
then
can be included in the first eigenvector evaluated.
7.9 Nonhomogeneous Linear Systems
Consider the nonhomogeneous system
where is a matrix and is a vector.
and are continuous for
There are four main methods to solve nonhomogeneous linear
differential equation systems:
1) Diagonalization
2) Undetermined Coefficients
3) Variation of Parameters
4) Laplace Transforms
Variation of Parameters
Consider the corresponding homogeneous system:
Assume we have found a fundamental matrix for this
homogeneous equation.
The general solution of this homogeneous equation is
Now, let us assume that the solution of the nonhomogeneous
equation is in the form:
We have to find this vector.
Substitute into the equation:
Since is a fundamental matrix, we have:
So:
is nonsingular on any interval where P is continuous , so its
inverse exists. Therefore:
We then find:
where the constant vector c is arbitrary.
If the integrals cannot be evaluated,we can write:
Sol’n of the
Particular
homogeneous
solution
system
If an initial condition is given as:
The solution of this problem is given as:
Substitute and calculate c:
Finally,
Example Use the method of variation of parameters to find the
general solution of the system:
First solve the homogneous equation.
The eigenvalues of A are:
The corresponding eigenvectors:
The solution of the homogeneous system:
The fundamental matrix is:
Example
Homogeneous solution:
Det=
Homogeneous solution Particular solution
Laplace Transform Method
Example Use the method of Laplace transforms to solve the system
Let us choose
The matrix is called the transfer matrix since multiplying it
by the transform of the input vector g(t) yields the transform of the output
vector x(t).
