In Exercises 7 and 8, make a change of variable that decouples the equation\(x' = Ax\). Write the equation\(x\left( t \right) = Py\left( t \right)\)and show the calculation that leads to the uncoupled system\(y' = Dy\), specifying\(P\)and\(D\).

Short Answer

Expert verified

The required equation is:

\(\left( {\begin{aligned}{ {20}{l}}{y_1^\prime (t)}\\{y_2^\prime (t)}\end{aligned}} \right) = \left( {\begin{aligned}{ {20}{r}}{ - 2}&0\\0&{ - 1}\end{aligned}} \right)\left( {\begin{aligned}{ {20}{l}}{{y_1}(t)}\\{{y_2}(t)}\end{aligned}} \right)\)

Step by step solution

01

System of Differential Equations

The general solutionfor any system of differential equations withthe eigenvalues\({\lambda _1}\)and\({\lambda _2}\)with the respective eigenvectors\({v_1}\)and\({v_2}\)is given by:

\(x(t) = {c_1}{v_1}{e^{{\lambda _1}t}} + {c_2}{v_2}{e^{{\lambda _2}t}}\)

Here \({c_1}\) and \({c_2}\) are the constants from the initial condition.

02

Calculation for decoupled system

From Exercise 6,

\(\begin{aligned}{l}A = \left( {\begin{aligned}{ {20}{l}}1&{ - 2}\\3&{ - 4}\end{aligned}} \right)\\{v_1} = \left( {\begin{aligned}{ {20}{l}}2\\3\end{aligned}} \right){\rm{ and }}{{\rm{v}}_2} = \left( {\begin{aligned}{ {20}{l}}1\\1\end{aligned}} \right)\end{aligned}\)

With eigenvalues\( - 2\), and\( - 1\).

In order to decouple the equation\(x' = Ax\), such that,\(A = PD{P^{ - 1}}\)and\(D = {P^{ - 1}}AP\), consider\(P = \left( {\begin{aligned}{ {20}{l}}{{v_1}}&{{v_2}}\end{aligned}} \right) = \left( {\begin{aligned}{ {20}{l}}2&1\\3&1\end{aligned}} \right)\).

Also, let\(D = \left( {\begin{aligned}{ {20}{l}}{ - 2}&0\\0&{ - 1}\end{aligned}} \right)\).

Substituting\(x(t) = Py(t)\)into\(x' = Ax\), we have:

\(\begin{aligned}{c}\frac{d}{{dt}}(Py) = A(Py)\\ = PD{P^{ - 1}}(Py)\\ = PDy\end{aligned}\)

Here,\(P\)is having constant entries, so:

\(\frac{d}{{dt}}(Py) = P\frac{d}{{dt}}(y)\)

From the above two solutions, we have:

\(P\frac{d}{{dt}}(y) = PDy\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\left\{ {{\rm{as }}{P^{ - 1}}{\rm{ yields}} \to y' = Dy} \right\}\)

Hence, the solution is \(\left( {\begin{aligned}{ {20}{l}}{y_1^\prime (t)}\\{y_2^\prime (t)}\end{aligned}} \right) = \left( {\begin{aligned}{ {20}{r}}{ - 2}&0\\0&{ - 1}\end{aligned}} \right)\left( {\begin{aligned}{ {20}{l}}{{y_1}(t)}\\{{y_2}(t)}\end{aligned}} \right)\).

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Most popular questions from this chapter

Question 19: Let \(A\) be an \(n \times n\) matrix, and suppose A has \(n\) real eigenvalues, \({\lambda _1},...,{\lambda _n}\), repeated according to multiplicities, so that \(\det \left( {A - \lambda I} \right) = \left( {{\lambda _1} - \lambda } \right)\left( {{\lambda _2} - \lambda } \right) \ldots \left( {{\lambda _n} - \lambda } \right)\) . Explain why \(\det A\) is the product of the n eigenvalues of A. (This result is true for any square matrix when complex eigenvalues are considered.)

For the matrices Afind real closed formulas for the trajectoryx(t+1)=Ax(t)wherex(0)=[01]. Draw a rough sketchA=[1-31.2-2.6]

Question: In Exercises 21 and 22, \(A\) and \(B\) are \(n \times n\) matrices. Mark each statement True or False. Justify each answer.

  1. The determinant of \(A\) is the product of the diagonal entries in \(A\).
  2. An elementary row operation on \(A\) does not change the determinant.
  3. \(\left( {\det A} \right)\left( {\det B} \right) = \det AB\)
  4. If \(\lambda + 5\) is a factor of the characteristic polynomial of \(A\), then 5 is an eigenvalue of \(A\).


For the matrix A,find real closed formulas for the trajectory x(t+1)=Ax¯(t)wherex=[01]. Draw a rough sketchA=[-0.51.5-0.61.3]

Question: Diagonalize the matrices in Exercises \({\bf{7--20}}\), if possible. The eigenvalues for Exercises \({\bf{11--16}}\) are as follows:\(\left( {{\bf{11}}} \right)\lambda {\bf{ = 1,2,3}}\); \(\left( {{\bf{12}}} \right)\lambda {\bf{ = 2,8}}\); \(\left( {{\bf{13}}} \right)\lambda {\bf{ = 5,1}}\); \(\left( {{\bf{14}}} \right)\lambda {\bf{ = 5,4}}\); \(\left( {{\bf{15}}} \right)\lambda {\bf{ = 3,1}}\); \(\left( {{\bf{16}}} \right)\lambda {\bf{ = 2,1}}\). For exercise \({\bf{18}}\), one eigenvalue is \(\lambda {\bf{ = 5}}\) and one eigenvector is \(\left( {{\bf{ - 2,}}\;{\bf{1,}}\;{\bf{2}}} \right)\).

7. \(\left( {\begin{array}{*{20}{c}}{\bf{1}}&{\bf{0}}\\{\bf{6}}&{{\bf{ - 1}}}\end{array}} \right)\)

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