2.

3 Canonical Forms and Eigen Values of Linear Differential

Equation Systems
Systems of any order coupled differential equations can be expressed in term of a first order set of
differential equations which can be expressed in matrix form. Consider such a set of homogeneous
set of linear systems with constant coefficients.

𝑥1′ = 𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛

𝑥2′ = 𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛
⋮
′
𝑥𝑛 = 𝑎𝑛1 𝑥1 + 𝑎𝑛2 𝑥2 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛

or in matrix form; 𝑥 ′ = 𝐴𝑥

where

𝑥1 ′ 𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑥1

𝑥′ 𝑎21 𝑎22 ⋯ 𝑎2𝑛 𝑥2
𝑥′ = [ 2 ] ,
.
𝐴=[ ⋮ ⋮ ⋯ ⋮ ], 𝑥=[ . ]
𝑥𝑛 ′ 𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛 𝑥𝑛

Let possible solutions be;

𝑥1 = 𝛼1 𝑒 𝜆𝑡 𝑥1 𝛼1
𝑥2 = 𝛼2 𝑒 𝜆𝑡 𝑥2 𝛼2
in matrix form; [ ⋮ ] = [ ⋮ ] 𝑒 𝜆𝑡 , where x and 𝛼 are vectors.
⋮
𝑥𝑛 = 𝛼𝑛 𝑒 𝜆𝑡 𝑥𝑛 𝛼𝑛

Substitution of this solution proposal matrix expression 𝑥 = α𝑒 𝜆𝑡 into the given set in matrix form;
𝑥 ′ = 𝐴𝑥, yields that

𝑥 = 𝛼𝑒 𝜆𝑡

𝐴α − λα = 0

(𝐴 − λI)α = 0

As expected, for α to have a nontrivial solution, the condition |𝐴 − λI| = 0 must be satisfied. This
condition is known as “characteristic equation”. Notice that |λI − 𝐴| = 0, is also the same
expression. The solutions of this expression are called characteristic values or more commonly,
eigenvalues of the system, which are;
 𝜆 = {𝜆1 ; 𝜆2 ; … ; 𝜆𝑛 } eigenvalues,

Substitution of each 𝜆𝑖 produces a corresponding αi which is known as “characteristic vector” or

“eigenvector”. Each eigenvector corresponds to a solution proposal 𝑥𝑖 =∝𝑖 𝑒 𝜆𝑖 𝑡 .

General solution is the linear combination of these solution proposals, provided that each of them
is linearly independent. Otherwise some more manipulations are needed to be carried out to obtain
corresponding independent solutions. As known, a popular measure for linear dependency of
solution proposals (or any other functions) is that if the Wronskian determinant is not zero,
𝑊(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) ≠ 0, then the proposals are linearly independent, otherwise dependent.
According to the eigenvalues, three cases can arise.

Case 1: All eigenvalues are distinct; that is

𝜆1 ≠ 𝜆2 ≠ … ≠ 𝜆𝑛

In this case, all of the proposals are linearly independent which can be verified using Wronskian
determinant. Therefore, the general solution is obtained as the linear combination of the
independent parameters;

𝑥𝑔𝑒𝑛 = 𝐶1 𝑥1 + 𝐶2 𝑥2 + ⋯ + 𝐶𝑛 𝑥𝑛

where 𝐶1 , 𝐶2 , … … , 𝐶𝑛 are arbitrary constants.

Example 2.6

Consider the homogeneous linear system, and solve them using matrix method.

𝑥1′ = 7𝑥1 −𝑥2 +6𝑥3

𝑥2′ = −10𝑥1 +4𝑥2 −12𝑥3
𝑥3′ = −2𝑥1 +𝑥2 −𝑥3

𝑥1′ 7 −1 6 𝑥1 𝑥1 = 𝛼1 𝑒 𝜆𝑡
[𝑥2′ ] = [−10 4 −12] [𝑥2 ] if 𝑥 = α𝑒 𝜆𝑡 then 𝑥2 = 𝛼2 𝑒 𝜆𝑡
𝑥3′ −2 1 −1 𝑥3 𝑥3 = 𝛼3 𝑒 𝜆𝑡

Characteristic equation;
 7 − λ −1 6
|λI − 𝐴| = | −10 4 − λ −12 | = 0
−2 1 −1 − λ

(7 − λ) |4 − λ −12 | |−10 −12

| + 6 |−10 4 − λ|
+ =0
1 −1 − λ −2 −1 − λ −2 1

(7– λ)[(4 − λ)(−1 − λ) + 12] + [−10(−1 − λ) − 24] + [−10 + 2(4 − λ)] = 0

after some manipulations;

λ3 − 10λ2 + 31λ − 30 = 0;or (λ − 2)(λ − 3)(λ − 5) = 0 , so eigenvalues are

𝜆1 = 2, 𝜆2 = 3, 𝜆3 = 5 ; are all distinct. Let’s obtain the corresponding eigenvectors;

For λ = 𝜆1 = 2;

7 −1 6 α1 α1
𝐲𝐢𝐞𝐥𝐝𝐬
Aα = λα → [−10 4 −12] [α2 ] = 2 [α2 ]
−2 1 −1 α3 α3

7α1 −α2 +6α3 = 2α1 𝐲𝐢𝐞𝐥𝐝𝐬 5α1 −α2 +6α3 =0

−10α1 +4α2 −12α3 = 2α2 → −10α1 +2α2 −12α3 =0
−2α1 +α2 −α3 = 2α3 −2α1 +α2 −3α3 =0

First two are linearly dependent. So two of the independent expressions;

5α1 −α2 +6α3 = 0 𝐲𝐢𝐞𝐥𝐝𝐬 −α2 +6α3 = −5α1 𝐲𝐢𝐞𝐥𝐝𝐬 α3 = −α1

→ → α2 = −α1
−2α1 +α2 −3α3 =0 +α2 −3α3 = 2α1

Let α1 = 1 𝑡ℎ𝑒𝑛 α2 = −1, α3 = −1 so the corresponding eigenvector

α1 1
For 𝜆1 = 2 ⟹ α = [α2 ] = [−1] then the corresponding solution;
α3 −1
1 𝑒 2𝑡
𝜆1 𝑡 2𝑡
𝑥1 = α𝑒 = [−1] 𝑒 = [−𝑒 2𝑡 ]
−1 −𝑒 2𝑡

For λ = 𝜆2 = 3;

7 −1 6 α1 α1
𝐲𝐢𝐞𝐥𝐝𝐬
Aα = λα → [−10 4 −12] [α2 ] = 3 [α2 ]
−2 1 −1 α3 α3

7α1 −α2 +6α3 = 3α1 𝐲𝐢𝐞𝐥𝐝𝐬 4α1 −α2 +6α3 =0

−10α1 +4α2 −12α3 = 3α2 → −10α1 +α2 −12α3 =0
−2α1 +α2 −α3 = 3α3 −2α1 +α2 −4α3 =0
Let α1 = 1 then

−α2 +6α3 = −4
+α2 −12α3 = 10 so the corresponding eigenvectors α2 = −2, α3 = −1
+α2 −4α3 =2
α1 1
α
For 𝜆2 = 3→α = [ 2 ] = [−2] then the corresponding solution;
α3 −1
1 𝑒 3𝑡
𝑥2 = α𝑒 𝜆2 𝑡 = [−2] 𝑒 3𝑡 = [−2𝑒 3𝑡 ]
−1 −𝑒 3𝑡

For λ = 𝜆3 = 5;

7 −1 6 α1 α1
𝐲𝐢𝐞𝐥𝐝𝐬
Aα = λα → [−10 4 −12] [α2 ] = 5 [α2 ]
−2 1 −1 α3 α3

7α1 −α2 +6α3 = 5α1 𝐲𝐢𝐞𝐥𝐝𝐬 2α1 −α2 +6α3 =0

−10α1 +4α2 −12α3 = 5α2 → −10α1 −α2 −12α3 =0
−2α1 +α2 −α3 = 5α3 −2α1 +α2 −6α3 =0

First and last are linearly dependent. Let α1 = 3 then two of the independent expressions;

2α1 −α2 +6α3 = 0 𝐲𝐢𝐞𝐥𝐝𝐬 −α2 +6α3 = −2α1 𝐲𝐢𝐞𝐥𝐝𝐬 α3 = −2

→ →
−10α1 −α2 −12α3 =0 −α2 −12α3 = 10α1 α2 = −6

So the corresponding eigenvector

α1 3
For 𝜆3 = 5→α = [α2 ] = [−6] then the corresponding solution;
α3 −2
3 3𝑒 5𝑡
𝜆3 𝑡 5𝑡
𝑥3 = α𝑒 = [−6] 𝑒 = [−6𝑒 5𝑡 ]
−2 −2𝑒 5𝑡

Since general solution is expressed in terms of their linear combinations

𝑥1 𝑒 2𝑡 𝑒 3𝑡 3𝑒 5𝑡
𝑥𝑔𝑒𝑛 = [𝑥2 ] = 𝐶1 [−𝑒 2𝑡 ] + 𝐶2 [−2𝑒 3𝑡 ] + 𝐶3 [−6𝑒 5𝑡 ] then;
𝑥3 −𝑒 2𝑡 −𝑒 3𝑡 −2𝑒 5𝑡

𝑥1 = 𝐶1 𝑒 2𝑡 + 𝐶2 𝑒 3𝑡 + 3𝐶3 𝑒 5𝑡

𝑥2 = −𝐶1 𝑒 2𝑡 − 2𝐶2 𝑒 3𝑡 − 6𝐶3 𝑒 5𝑡

𝑥3 = −𝐶1 𝑒 2𝑡 − 𝐶2 𝑒 3𝑡 − 2𝐶3 𝑒 5𝑡