LECTURE 25: SYSTEMS OF ODES AND EIGENVALUE METHOD MINGFENG ZHAO November 09, 2015 In this course, we only study the linear system in the following form: x0 = ax1 + bx2 + f1 (t) 1 x0 = cx + dx + f (t) 1 2 Let ~x(t) = x1 (t) , A= x2 (t) a b c d 2 and f~(t) = , 2 f1 (t) , then we have ~x0 = A~x + f~(t) . f2 (t) Theorem 1. Let ~xc (t) be the general solution to the homogeneous system ~x0 = A~x, and ~xp (t) be a particular solution to ~x0 = A~x + f~(t), then the general solution to ~x0 = A~x + f~(t) is: ~x(t) = ~xc (t) + ~xp (t). Homogeneous system Theorem 2. Let A be a 2 × 2 matrix, and ~y (t) = y1 (t) and ~z(t) = y2 (t) z1 (t) be two linearly independent solutions z2 (t) to ~x0 = A~x, then the general solution to ~x0 = A~x is ~x(t) = C1 ~y (t) + C2 ~z(t). ~ In this case, the 2 × 2 matrix X(t) = [~y (t) ~z(t)] is called a fundamental matrix of the system ~x0 = A~x. It’s easy to ~ 0 (t) = AX(t), ~ see that X where ~ 0 (t) = X y1 (t) z1 (t) 0 := y2 (t) z2 (t) y10 (t) z10 (t) y20 (t) z20 (t) . Definition 1. Let ~x1 (t), · · · , ~xn (t) be n many vector functions, we say that ~x1 (t), · · · , ~xn (t) are linearly dependent if there exist some constants C1 , · · · , Cn such that • not all of Ci ’s are zero, that is, there exists some 1 ≤ i0 ≤ n such that Ci0 6= 0. 1 2 MINGFENG ZHAO • C1 ~x1 (t) + · · · + Cn ~xn (t) = 0. If ~x1 (t), · · · , ~xn (t) are not linearly dependent, then we say they are linearly independent. Remark 1. It’s easy to see that for two vectors ~x(t) and ~y (t) are linearly dependent if and only if either ~x(t) is a constant multiple of ~y (t), or either ~y (t) is a constant multiple of ~x(t). Example 1. Let ~x1 (t) = 1 et , and ~x2 (t) = 1 1 −1 et , it’s easy to see that we can not find a constant C such that ~x1 (t) = C~x2 (t) or ~x2 (t) = C~x1 (t), that is, ~x1 (t), ~x2 (t) are linearly independent . Example 2. Let ~x1 (t) = t2 , ~x2 (t) = t 0 , and ~x3 (t) = −t2 1+t , then it’s easy to see that ~x1 (t) = 1 ~x2 (t) − ~x3 (t), that is, ~x1 (t), ~x2 (t), ~x3 (t) are linearly dependent . General Approach: Let C1 , C2 and C3 be such that C1 ~x1 (t) + C2 ~x2 (t) + C3 ~x3 (t) = 0. That is, C1 t2 + C2 t 0 + C3 1+t −t2 = 1 0 . 0 So we get C1 t2 − C3 t2 = C1 t + C2 (1 + t) + C3 0 . 0 Then C1 t2 − C3 t2 = 0, and C1 t + C2 (1 + t) + C3 = 0. So we get C1 = C3 , C1 + C2 = 0, and C2 + C3 = 0. Then C1 = C3 = −C2 . If we take C1 = 1, then C2 = −1 and C3 = 1, that is, ~x1 (t) − ~x2 (t) + ~x3 (t) = 0, which implies that ~x1 (t), ~x2 (t), ~x3 (t) are linearly dependent . Eigenvalue method for the general homogeneous system LECTURE 25: SYSTEMS OF ODES AND EIGENVALUE METHOD 3 Definition 2. Let A be a 2 × 2 matrix, suppose that there is a scalar λ and a nonzero vector ~v such that A~v = λ~v . In this case, λ is called an eigenvalue of A, and ~v is called an eigenvector corresponding to λ. Theorem 3 (Eigenvalue Method). Let λ be an eigenvalue of A and ~v be an eigenvector corresponding to λ, then ~x(t) = eλt~v is a solution to ~x0 = A~x. Proof. In fact, we have ~x0 (t) = λeλt~v = eλt A~v = A(eλt~v ) = A~x(t). Theorem 4. Let A be a 2 × 2 matrix, λ is an eigenvalue of A if and only if det (A − λI2 ) = 0, where I2 is the 2 × 2 identity matrix, that is, I2 = Remark 2. Notice that if A = a b c d 1 0 0 1 . , then det (A − λI2 ) = det a−λ c b d−λ = (a − λ)(d − λ) − bc = λ2 − (a + d)λ + ad − bc. The polynomial χA (λ) := λ2 − (a + d)λ + ad − bc is called the characteristic polynomial of A. Hence the complex number λ is an eigenvalue of A if and only if λ is a root of the characterisitc polynomial of A. Remark 3. For eigenvalues λ of a 2 × 2 matrix A, since the characteristic polynomial of A is a quadratic polynomial, that is, χA (λ) = λ2 − (a + d)λ + ad − bc, then we have three cases: I. A has two different real roots λ1 and λ2 , in this case, eigenvectors ~v 1 and ~v 2 are real. II. A hs two different complex roots λ1 and λ2 , in this case, eigenvectors ~v 1 and ~v 2 are complex. III. A has the same real root λ (the most complicated case), in this case, eigenvector ~v is real. Eigenvalue method with distinct real eigenvalues 4 MINGFENG ZHAO Theorem 5. Let A be a 2 × 2 matrix with two distinct real eigenvalues λ1 and λ2 , and ~v1 and ~v2 are eigenvectors corresponding to λ1 and λ2 , respectively, then the general solution to ~x0 = A~x is: ~x = C1 eλ1 t~v1 + C2 eλ2 t~v2 . Remark 4. The non-zero eigenvectors corresponding to different eigenvalues are linearly independent. Example 3. Find the general solution to the system: Let ~x(t) = x1 (t) , A = x2 (t) 2 1 0 Since 1 A= 2 1 0 1 x01 = 2x1 + x2 x02 = x2 . , then we need to solve ~x0 = A~x. First, we need to find the eigenvalues of and corresponding eigenvectors. det (A − λI2 ) = det 2 1 0 1 − λI2 = det 2−λ 1 0 1−λ then I. When λ1 = 1, let’s solve 2 0 λ1 = 1, and λ2 = 2. 1 x1 x1 = , that is, 1 x2 x2 1 1 0 0 x1 = x2 0 0 Then we know that x1 x2 So 1 −1 = x1 1 −1 is an eigenvector corresponding to λ1 = 1. . . = (2 − λ)(1 − λ) = 0, LECTURE 25: SYSTEMS OF ODES AND EIGENVALUE METHOD 2 II. When λ1 = 2, let’s solve 1 x1 1 x1 = 2 0 x2 5 , that is, x2 0 1 −1 0 x1 0 = x2 . 0 Then we know that x1 = x1 x2 So 1 1 . 0 is an eigenvector corresponding to λ1 = 2. 0 In summary, the eigenvalues and corresponding eigenvectors of λ1 = 1 with 2 1 0 1 1 −1 are: and λ2 = 2 with 1 . 0 Therefore, the general solution to ~x0 = A~x is: x1 (t) = C 1 et −1 x2 (t) Example 4. Solve ~x0 = 2 2 1 3 1 + C2 e2t 1 = 0 C1 et + C2 e2t −C1 et . ~x. First, let’s find eigenvalues of A := 2 2 1 3 det (A − λI2 ) = det , we need to solve 2−λ 2 1 3−λ = (2 − λ)(3 − λ) − 2 = λ2 − 5λ + 4 = 0. Then λ1 = 1, and λ2 = 4. For λ1 = 1, let’s find the eigenvalue corresponding to λ1 = 1, we need to solve A~x = ~x, that is, −1 −2 x1 0 = . −1 −2 x2 0 6 MINGFENG ZHAO Then x1 = x2 x2 −2 . That is, 1 −2 is an eigenvalue corresponding to λ1 = 1. 1 For λ2 = 4, let’s find the eigenvalue corresponding to λ2 = 4, we need to solve A~x = 4~x, that is, 2 −2 x1 0 = . −1 1 x2 0 Then x1 = x1 x2 1 , that is, 1 1 is an eigenvalue corresponding to λ2 = 4. 1 Therefore, the general solution to ~x0 = 2 2 1 3 ~x is: ~x(t) = C1 et −2 + C2 e4t 1 1 . 1 Problems you can do: Lebl’s Book [2]: Exercise 3.4.6, 3.4.7, 3.4.103 on Page 108 and Page 109. Braun’s Book [1]: All exercises on Page 340 and Page 341. Read all materials in Section 3.8. References [1] Martin Braun. Differential Equations and Their Applications: An Introduction to Applied Mathematics. Springer, 1992. [2] Jiri Lebl. Notes on Diffy Qs: Differential Equations for Engineers. Createspace, 2014. Department of Mathematics, The University of British Columbia, Room 121, 1984 Mathematics Road, Vancouver, B.C. Canada V6T 1Z2 E-mail address: mingfeng@math.ubc.ca