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Math 230 - Section 8.6 Homogeneous Linear Systems

I. This document discusses homogeneous linear systems of the form XX' = AAAA where A is an n×n matrix. A nontrivial solution is of the form XX = KKeeλλλλ where λ is an eigenvalue of A and K is the corresponding eigenvector. II. If λ1, ..., λn are distinct real eigenvalues of A with eigenvectors K1, ..., Kn, the general solution is a linear combination of the terms Ki eλiti. III. If λ is a complex eigenvalue, the real and imaginary parts of the eigenvector give two real solutions of the form X1 = B1cosβt - B2sinβt

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79 views3 pages

Math 230 - Section 8.6 Homogeneous Linear Systems

I. This document discusses homogeneous linear systems of the form XX' = AAAA where A is an n×n matrix. A nontrivial solution is of the form XX = KKeeλλλλ where λ is an eigenvalue of A and K is the corresponding eigenvector. II. If λ1, ..., λn are distinct real eigenvalues of A with eigenvectors K1, ..., Kn, the general solution is a linear combination of the terms Ki eλiti. III. If λ is a complex eigenvalue, the real and imaginary parts of the eigenvector give two real solutions of the form X1 = B1cosβt - B2sinβt

Uploaded by

Trav Black
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math 230 – Section 8.

6 Homogeneous linear systems

Consider the general homogeneous linear first-order system of 𝑛𝑛 equations

𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴

where 𝐴𝐴 is an 𝑛𝑛 × 𝑛𝑛 matrix of constants.

The vector 𝑋𝑋 = 𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 , where 𝐾𝐾 is 𝑛𝑛 × 1, is a nontrivial (nonzero) solution of the system if and
only if 𝜆𝜆 is an eigenvalue of 𝐴𝐴 and 𝐾𝐾 is an eigenvector corresponding to 𝜆𝜆.

𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴 ⟺ 𝐾𝐾𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 = 𝐴𝐴𝐴𝐴𝑒𝑒 𝜆𝜆𝜆𝜆 ⟺ 𝜆𝜆𝜆𝜆 = 𝐴𝐴𝐴𝐴 ⟺ 𝐴𝐴𝐴𝐴 − 𝜆𝜆𝜆𝜆 = 0 ⟺ (𝐴𝐴 − 𝜆𝜆𝜆𝜆)𝐾𝐾 = 0

If 𝑋𝑋 = 𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 is to be a nontrivial solution, 𝐾𝐾 must be nonzero and so the columns of the matrix
𝐴𝐴 − 𝜆𝜆𝜆𝜆 must be linearly dependent vectors. Thus det(𝐴𝐴 − 𝜆𝜆𝜆𝜆) = 0.

I. Distinct real eigenvalues

If 𝜆𝜆1 , … , 𝜆𝜆𝑛𝑛 are 𝑛𝑛 distinct real eigenvalues of the coefficient matrix 𝐴𝐴 and 𝐾𝐾1 , … , 𝐾𝐾𝑛𝑛 are the
corresponding eigenvectors, the general solution of 𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴 is

𝑋𝑋 = 𝑐𝑐1 𝐾𝐾1 𝑒𝑒 𝜆𝜆 1 𝑡𝑡 + 𝑐𝑐2 𝐾𝐾2 𝑒𝑒 𝜆𝜆 2 𝑡𝑡 + ⋯ + 𝑐𝑐𝑛𝑛 𝐾𝐾𝑛𝑛 𝑒𝑒 𝜆𝜆 𝑛𝑛 𝑡𝑡


Ex: Solve

𝑑𝑑𝑥𝑥
= 𝑥𝑥 + 𝑦𝑦
𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑
= 4𝑥𝑥 + 𝑦𝑦
𝑑𝑑𝑡𝑡

Ex: Solve

𝑑𝑑𝑥𝑥
= 3𝑥𝑥 + 2𝑦𝑦 + 2𝑧𝑧
𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑
= 𝑥𝑥 + 4𝑦𝑦 + 𝑧𝑧
𝑑𝑑𝑡𝑡

𝑑𝑑𝑧𝑧
= −2𝑥𝑥 − 4𝑦𝑦 − 𝑧𝑧
𝑑𝑑𝑑𝑑

1
II. Complex eigenvalues

If 𝑧𝑧 = 𝑎𝑎 + 𝑏𝑏𝑏𝑏, the complex conjugate of 𝑧𝑧 is denoted by 𝑧𝑧̅ = 𝑎𝑎 − 𝑏𝑏𝑏𝑏.

1 𝑖𝑖
(𝑧𝑧 + 𝑧𝑧̅ ) = 𝑎𝑎 ∈ ℝ and (−𝑧𝑧 + 𝑧𝑧̅ ) = 𝑏𝑏 ∈ ℝ
2 2
Let 𝜆𝜆 = 𝛼𝛼 + 𝑖𝑖𝑖𝑖 be a complex eigenvalue of 𝐴𝐴 and let 𝐾𝐾 be an eigenvector corresponding to 𝜆𝜆.
� 𝑒𝑒 𝜆𝜆�𝑡𝑡 are solutions of 𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴.
Then 𝐾𝐾𝑒𝑒 𝜆𝜆𝜆𝜆 and 𝐾𝐾

1 𝑖𝑖
�)
Define 𝐵𝐵1 = (𝐾𝐾 + 𝐾𝐾 and �)
𝐵𝐵2 = (−𝐾𝐾 + 𝐾𝐾
2 2
Then 2 linearly independent real solutions of 𝑋𝑋 ′ = 𝐴𝐴𝐴𝐴 are given by

𝑋𝑋1 = (𝐵𝐵1 cos 𝛽𝛽𝛽𝛽 − 𝐵𝐵2 sin 𝛽𝛽𝛽𝛽)𝑒𝑒 𝛼𝛼𝛼𝛼

𝑋𝑋2 = (𝐵𝐵2 cos 𝛽𝛽𝛽𝛽 + 𝐵𝐵1 sin 𝛽𝛽𝛽𝛽)𝑒𝑒 𝛼𝛼𝛼𝛼

where 𝐵𝐵1 = 𝑅𝑅𝑅𝑅(𝐾𝐾) and 𝐵𝐵2 = 𝐼𝐼𝐼𝐼(𝐾𝐾).

Thus, the general solution is 𝑋𝑋 = 𝑐𝑐1 𝑋𝑋1 + 𝑐𝑐2 𝑋𝑋2

Ex: Solve

𝑑𝑑𝑥𝑥
= 3𝑥𝑥 − 2𝑦𝑦
𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑
= 4𝑥𝑥 − 𝑦𝑦
𝑑𝑑𝑡𝑡

III. Repeated eigenvalues

Definition: 𝜆𝜆1 is an eigenvalue of multiplicity m if (𝜆𝜆 − 𝜆𝜆1 )𝑚𝑚 is a factor of the characteristic
equation but (𝜆𝜆 − 𝜆𝜆1 )𝑚𝑚 +1 is not.

Case 1: 𝜆𝜆 is an eigenvalue of multiplicity m and there exist m linearly independent eigenvectors


𝐾𝐾1 , … , 𝐾𝐾𝑚𝑚 corresponding to 𝜆𝜆.

Case 2: 𝜆𝜆 is an eigenvalue of multiplicity m and there exists only 1 eigenvector corresponding to


𝜆𝜆.

2
Ex: Solve

𝑑𝑑𝑥𝑥
= 𝑥𝑥 − 2𝑦𝑦 + 2𝑧𝑧
𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑
= −2𝑥𝑥 + 𝑦𝑦 − 2𝑧𝑧
𝑑𝑑𝑡𝑡

𝑑𝑑𝑧𝑧
= 2𝑥𝑥 − 2𝑦𝑦 + 𝑧𝑧
𝑑𝑑𝑑𝑑

Ex: Solve

𝑑𝑑𝑥𝑥
= 3𝑥𝑥 − 4𝑦𝑦
𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑
= 𝑥𝑥 − 𝑦𝑦
𝑑𝑑𝑡𝑡

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