Homework 9

Problem 1: Let
A =

3 0 2
2 1 1
0 0 1

.
The eigenvalues of A are
1
= 3,
2
=
3
= 1. Solve the initial value problem:
x

= Ax, x(0) =

2
0
1

.
Problem 2: Find a fundamental set of solutions of the system
x

4 0
3 1

x
then using the fundamental set to compute the matrix exponential function e
At
.
Problem 3: Let
A =

3 0 0
0.25 3.5 0.75
0.5 1 1.5

Find a nonsingular matrix P so that P

1
AP is a diagonal matrix; then use this property to compute
the matrix exponential function e
At
.
Problem 4-5: Using the e
At
computed in Problem 3 to solve the following initial value problems.
x

3 0 0
0.25 3.5 0.75
0.5 1 1.5

x, x(t = 0) =

4
0
2

3 0 0
0.25 3.5 0.75
0.5 1 1.5

x, x(t = 0) =

0
2
2

Problem 6: Find the solution of the following non-homogeneous system.

x

4 0
3 1

x +

0
1

e
2t
x(0) =

0
1

(Hint: e
At
is computed in Problem 2)
1
Problem 7: Let
A =

2 5
1 2

Find the matrix exponential function e

At
.
Problem 8: Solve the initial value problem
x

2 5
1 2

x, x(0) =

1
1

by using e
At
found in Problem 7.
Problem 9: Consider the following initial value problem
y

+
2
y = 0, y(0) = y
0
, y

(0) = y

0
(1)
where , y
0
and y

0
are constants.
Let x
1
(t) = y(t), x
2
(t) = y

(t), and transform Eqs. (1) into a system of linear ODE in the
following form
x

= Ax, x(0) = x
0
, x =

x
1
x
2

(2)
Show that
e
At
= cos (t)I +
sin (t)

A
where I is identity matrix.
Find the solution of the initial value problem (2).
2