Applications to DE

Ex. Solve,
du
dt 2 1 u

,u 0 2,v 0 4
dv 1 2 v

dt
2 1
u
2
y y Ay,y 0 ,A

v
4

solution is

y(t) eAt y 0

Applications to DE

1
1
Eigenpairs = 1, , 3,
1
1

e
eAt P
0

1 1
P

0 1
P
e3t

du
dt 2 1 u

,
dv 1 2 v

dt
u 0 2,v 0 4

1 1 1 1 1 1

2 1 1 2 1 1

Applications to DE
t

1 1 e
e

1 1 0
At

t
3t

e
At 1
e
2 e t e3t

0 1 1 1

3t 2 1 1
e

e t e3t

e t e3t

du
dt 2 1 u

,
dv 1 2 v

dt
u 0 2,v 0 4

y(t) eAt y 0
t
3t
1e e

2 e t e3t

e t e3t 2 3e t e3t

t
3t 4
e e 3e t e3t

Applications to DE
Ex. Find expressions for current passing through
inductor, iL(t), and voltage across capacitor, vC(t), if
C=0.1F, L=0.4H, R1=5, R2=0.8, iL(0) =3A, vC(0)=3V
diL
dt R2

1 L
dvC C

dt

L iL

1

R1C v C
1

2 2.5
3
dy
Ay,A
,y 0
dt
10 2
3

Applications to DE
2 2.5
A

10

i
i
The eigenpairs = 2 5i, , 2 5i,
2
2

e 25it
eAt P
0

P1
25it

i i
1 2 i
1
P
P

2
2

2
i
4i

Applications to DE
25it

i
e

At
e

2 2 0

e5it e5it

2
eAt e2t
e5it e5it

1 2 i

25it 4i 2 i

e

0

e5it e5it

1 sin 5t

cos
5t

2t
4i
2
e
2sin 5t cos 5t
5it
5it
e e

y(t) eAt y 0
3 sin 5t
1 sin 5t 3

3cos
5t

cos
5t

2t
2t
2
2
e

e
3cos 5t 6sin 5t
2sin 5t cos 5t 3

Applications to DE
Ex. Find the equations of motion, m1=m2=1 kg,
k1= k2 = k3 =1 N/m, x1(0)=1, x2(0)=0, x1 (0) x2 (0) 0

k2 x1
m1 0 x1 k1 k2

0
m
x
k

k
2 2
2
2
3 x2

x1 2 1 x1


x
1

2
2
x2

Applications to DE
x1 2 1 x1


x2 1 2 x2
Let y1 x1 ,y2 x2
x1

x2
y1

y2

0
0
2
1

0
0
1
2

x1 (0) 1,x2 (0) 0,x1 (0) x2 (0) 0

1
0
0
0

0
1
0
0

x1 x1 0 1


x2 , x2 0 0
y1 y1 0 0


y2 y2 0 0

Eigenvalues : i , 3i
x1 t 12 cos

3t 12 cos t , x2 t 12 cos

3t 12 cos t

Applications to DE
Note: For damped system

m1x1 c1 c2 x1 c2x2 k1 k2 x1 k2x2

m2x2 c2x1 c2 c3 x2 k2x1 k2 k3 x2

where c1,c2,c2 are damping coefficients

Applications to DE
Note: Solution for y Ay f t ,y 0 y 0
t
is given by:
y eAt y 0 eAt e A f d
0

Ex. Find expressions for current passing through inductor,

i(t), and voltage across capacitor, v(t), if u(t)= 5v,
L=0.5H, R=1, C=1F, i(0)=0, v(0)=0
di
dt R L
1
dv C

dt

1
i

L
L

u t
0 v 0

f(t)

Applications to DE
y Ay f t ,y 0 0
2 2
10
A
,f t
1 0
0

Eigenvalues: -1 i
t cost sint

At

e e

sint

2sint

cost sint

10e
sint

y eAt y 0 eAt e A f d
5 5e t cos t sint
0

Applications to DE
6
i(t)
v(t)
5
4
3
2
1
0
-1
0

i t 10e t sint

,v t 5 5e t cost sint

10

Cayley-Hamilton Theorem
Every square matrix A satisfies its own characteristic
equation
f()=|A- I|=0
bnn+bn-1n-1+b1+b0=0
f(A)=0
bnAn+bn-1An-1+b1A+b0I=0
(WOW)
Arthur Cayley
British Mathematician
1821-1895

William Hamilton
Irish Scientist
1805-1865

Cayley-Hamilton Theorem
Ex. Verify that A satisfies its c/c eqn.
7 4
A

f() 2 5 6 0
f(A) A2 5A 6I

29 20 7 4 1 0 0 0

5
6

25

16
5

2
0
1
0
0

Cayley-Hamilton Theorem
Ex. Find A-1 using Cayley-Hamilton
5 2 4

A 2 2 2
4 2

f(A) A3 12A2 21A 10I 0

A2 12A 21I 10A 1 0

0.6 0.2 0.4

1 2

1
A (A 12A 21I) 0.2 0.9 0.2
10
0.4 0.2 0.6

Cayley-Hamilton Theorem
Theorem
If A is diagonalizable, then it satisfies its
minimal c/c eqn
Ex. Find A-1 using Cayley-Hamilton
5 2 4

A 2 2 2
4 2

f() ( 1)2 ( 10) 0

f(A) (A I)2 (A 10I) 0
fmin. () ( 1)( 10) 0

fmin. (A) (A I)(A 10I) 0

Cayley-Hamilton Theorem
fmin. (A) (A I)(A 10I) 0

A2 11A 10I 0
A 11I 10A 1 0
0.6 0.2 0.4
1

1
A (11I A) 0.2 0.9 0.2
10
0.4 0.2 0.6

Cayley-Hamilton Theorem
Ex. Find the eigenpairs of A, and then find expressions of
A-1, A5 in terms of low powers of A
1 0
A

2 1
f() ( 1)2 0
f(A) (A I)2 0
A 1 (A 2I)
A 5 5A 4 I