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    20&21 EigenVal&EigenVectors

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    1) The document discusses using the eigenvalue and eigenvector method to solve homogeneous first-order linear systems of differential equations with constant coefficients. 2) It defines eigenvalues and eigenvectors and explains that the eigenvalues are the roots of the characteristic equation, which can be used to find linearly independent solutions to the system. 3) The general solution to the system is expressed as a linear combination of the eigenvector solutions, with the coefficients determined by the initial conditions.

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    20&21 EigenVal&EigenVectors

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    11 views22 pages
    1) The document discusses using the eigenvalue and eigenvector method to solve homogeneous first-order linear systems of differential equations with constant coefficients. 2) It defines eigenvalues and eigenvectors and explains that the eigenvalues are the roots of the characteristic equation, which can be used to find linearly independent solutions to the system. 3) The general solution to the system is expressed as a linear combination of the eigenvector solutions, with the coefficients determined by the initial conditions.

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    1) The document discusses using the eigenvalue and eigenvector method to solve homogeneous first-order linear systems of differential equations with constant coefficients. 2) It defines eigenvalues and eigenvectors and explains that the eigenvalues are the roots of the characteristic equation, which can be used to find linearly independent solutions to the system. 3) The general solution to the system is expressed as a linear combination of the eigenvector solutions, with the coefficients determined by the initial conditions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    11 views22 pages

    20&21 EigenVal&EigenVectors

    Uploaded by

    Blessing
    1) The document discusses using the eigenvalue and eigenvector method to solve homogeneous first-order linear systems of differential equations with constant coefficients. 2) It defines eigenvalues and eigenvectors and explains that the eigenvalues are the roots of the characteristic equation, which can be used to find linearly independent solutions to the system. 3) The general solution to the system is expressed as a linear combination of the eigenvector solutions, with the coefficients determined by the initial conditions.

    Copyright:

    © All Rights Reserved
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    of 22

    4 Eigenvalue and eigenvector

    method3
    Consider the system

    .. (4.1)

    or equivalently
    (4.2)
    where the matrix

    Lecture 20, 08
    Lecture 20, 21May
    September
    2012 2009
    44
    has constant entries. Eq. (4.1) or (4.2) is called “homoge-
    neous first-order linear systems of differential equations with
    constant coefficients”. Our aim is to find linearly indepen-
    dent solutions on of the system.
    By analogy with the scalar case, we look for a solution of the
    form
    (4.3)
    for appropriate vector and scalar

    45
    Theorem 4.1
    Eq. (4.3) provides a nontrivial solution of (4.2) if and
    only if and are such that
    i.e. ( (4.4)
    Proof

    Since the above implies that

    Definition 4.2
    A scalar is called an eigenvalue of the matrix if there
    exists a nonzero vector such Eq. (4.4) holds such a vector

    46
    is called an eigenvector associated with the eigenvalue

    47
    How to find eigenvalues?
    Given , the system (4.4) has a nontrivial solution iff

    .. (4.5)

    Eq. (4.5) in the unknown is called the characteristic


    equation of the matrix Its roots are the eigenvalues of the
    matrix As a polynomial of degree , Eq. (45) has roots
    (real or complex) counted with their multiplicities.

    48
    How to solve the system (4.1)?
    1. Solve the characteristic equation (4.5) to find the
    eigenvalues of
    2. “Try” to find linearly independent associated
    eigenvectors
    3. Step (2) is not always possible but should it be,
    we obtain linearly independent solutions

    If step (2) does not work, we must find some other


    ways.
    4. The general solution is then the -parameter family
    49
    of vector functions:

    50
    Connection with linear algebra
    Assume that the matrix is diagonalisable i.e
    diag( (4.6)
    where

    .. (4.7)

    is the transition matrix. Make the change of dependent


    variable:
    (4.8)
    Then

    51
    The latter is an uncoupled system with general solution

    Thus, from (4.7) and (4.8),

    52
    Theorem 4.3
    If are real and distinct eigenvalues of
    and are associated eigenvectors that are linearly
    independent, then

    are linearly independent solutions of (4.2) and its general


    solution is

    Proof.

    53
    by linear independence of
    Example 4.4
    Find the general solution of the system

    Details in class

    54
    Theorem 4.54
    If

    is a complex eigenvalue of with an associated eigenvector

    then :
    The vector function

    is a solution of the system (4.2) with complex-


    Lecture21,
    Lecture 21,10
    21May
    Septemer
    2012 2009
    55
    valued components
    The vector functions

    and

    are linearly independent solutions of (4.2) that


    have real-valued components.

    56
    Proof.
    The first bullet follows from Theorem 4.1, which also
    implies that the real and imaginary parts of are solutions
    with real-valued components. Let us show that these two
    solutions are linearly independent.

    as there are more equations than the unknowns.

    57
    Remark 4.6
    Do not memorize the formulae in the second bullet of
    Theorem 4.5. Rather memorize the formula in the first bullet
    and take its real and imaginary parts.
    Homework 4.7
    Write down and prove Theorem 4.5 by using the fact that
    the conjugate number is also an eigenvalue of

    58
    Example 4.8
    Find the solution of the IVP

    Details in class

    59
    Application to mixture problems
    Consider Example 2 (page 371) in textbook that leads to
    the system

    with initial conditions

    Given the triangular structure of the matrix we


    get the characteristic equation

    So the eigenvalues of are:

    60
    Eigenvectors associated with

    )
    i.e.

    or

    61
    which implies that

    The space of eigenvectors associated with


    is

    Taking yields the eigenvector

    Homework. In a similar manner, find

    62
    as eigenvectors associated with and
    respectively.
    By Theorem 4.3

    are linearly independent solutions of the system.

    63
    The general solution is

    Find such that

    i.e.

    64
    We find

    Thus

    65

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