Math 33B - Final Exam Review Sheet

I. Linear systems of differential equations: y = Ay (See Sections 9.1 and 9.2) where A is an n × n matrix with constant entries

• General idea: Find n linearly independent solutions y1 , . . . , yn . The general solution is then y = C1 y1 + . . . + Cn yn . • To find solutions, find the eigenvalues of A by solving det(A − λI ) = 0. Then for each eigenvalue λ, find its corresponding eigenvectors by solving (A − λI )v = 0. – For a distinct eigenvalue λ and its corresponding eigenvector v, form the solution y = eλt v. – For a pair of complex conjugate eigenvalues λ = a ± bi, pick one and compute its eigenvector v, then form the solution y = eλt v as before, and simplify using Euler’s formula. Then the real part of this gives one solution, and the imaginary part gives another. – For a repeated eigenvalue λ with two linearly independent eigenvectors v1 , v2 , just form the two solutions y1 = eλt v1 , y2 = eλt v2 . – For a repeated eigenvalue λ with only one eigenvector v (up to linearly independence), find a generalized eigenvector w by solving (A − λI )w = v. Then form the solution y = eλt (w + vt). II. Classification of the Equilibria of y = Ay where A is a 2 × 2 matrix with trace T and determinant D (See Sections 9.3 and 9.4) Note: In all cases except the last, there is a single equilibrium point, and it is at the origin. Generic Cases: • Real eigenvalues, one positive, one negative (D < 0): Saddle • Distinct real e-values, both negative (D > 0, T 2 − 4D > 0, T < 0): Nodal Sink • Distinct real e-values, both positive (D > 0, T 2 − 4D > 0, T > 0): Nodal Source • Complex e-values with negative real part (T 2 − 4D < 0, T < 0): Spiral Sink • Complex e-values with positive real part (T 2 − 4D < 0, T > 0): Spiral Source Degenerate Cases: • Purely imaginary eigenvalues (D > 0, T = 0): Center • Negative e-value of alg. multiplicity two (T 2 − 4D = 0, T < 0): Degenerate Sink (Like a nodal sink, but a solution may curve significantly as it approaches the origin, like it’s “almost” a spiral. Or no curving at all: a “star sink”.) • Positive e-value of alg. multiplicity two (T 2 − 4D = 0, T > 0): Degenerate Source (Like a nodal source, but a solution may curve significantly as it leaves the origin, like it’s “almost” a spiral. Or no curving at all: a “star source”.) • One of the eigenvalues is 0 (D = 0): No Catchy Name In this case there are infinitely many equilibria, arranged along a line in the plane. If T < 0 they are all stable. If T > 0, they are all unstable. If T = 0 they are neither. All other solutions are straight lines.

• The linearization of the system at an equilibrium (x0 . if it is on both nullclines. • If the linearization of the system at (x0 . y ) y = g (x. The y -nullcline is the set of points (x. y ) = 0. and create a matrix with those solutions as its columns. then eAt = Y (t)Y (0)−1 . spiral source)..e. spiral sink. Then a solution is given by y(t) = Y (t) V. y ) = 0. Fundamental Matrices (See Section 9. y0 ) is the homogeneous linear system y = J (x0 .1 and 10.III. VI. i.. y ) • The x-nullcline is the set of points (x. y0 ) is of the same type. y0 ) is one of the five generic types (saddle. if M is any invertible constant matrix. y(t0 ) = y0 is y = eA(t−t0 ) y0 . • Given a fundamental matrix Y (t) for A(t). . • The Jacobian of the system is the matrix J= ∂f ∂x ∂g ∂x ∂f ∂y ∂g ∂y (See Sections 10. if Y (t) is any fundamental matrix for A. nodal source.e. IV. y0 ) is an equilibrium if f (x0 . • The solution of the initial value problem y = Ay. • eAt is the unique fundamental matrix Y (t) for A satisfying Y (0) = I . (See Section 9. The Matrix Exponential eAt tn Y (t)−1 g(t)dt. y0 ) = 0. and furthermore all fundamental matrices for A(t) arise in this way. • If Y (t) is any fundamental matrix for A. . first find a fundamental matrix Y (t) for A(t).3) . y0 ) = 0 and g (x0 . find n linearly independent solutions of the n × n linear system y (t) = A(t)y(t). Likewise. y ) where g (x.. nodal sink.6) 1 2 2 1 3 3 n • Definition: eAt = ∞ n=0 n! A = I + At + 2 A t + 6 A t + . and maybe 9. then eA(t−t0 ) = Y (t)Y (t0 )−1 . Variation of Parameters for Inhomogeneous Linear Systems (See Section 9. where the arrows all point straight up or down. • To compute a fundamental matrix for A(t). then the equilibrium at (x0 . then Y (t)M is also a fundamental matrix for A(t). where the arrows all point straight left or right. i.9) • Definition: A fundamental matrix for A(t) is a matrix Y (t) that is invertible and satisfies Y (t) = A(t)Y (t). eA(t−t0 ) is the unique fundamental matrix Y (t) for A satisfying Y (t0 ) = I ..9. Qualitative Analysis of Autonomous Nonlinear Systems x = f (x. y ) where f (x.e. . i.9) To solve y (t) = A(t)y(t)+ g(t). Similarly. • A point (x0 . y0 )y.

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