MATH IS. Week 5 03.03.2020 Linear Homogencus Systems of First Order ODE! BAH Natt, . dXoltl are functions of + YA ALS Qn MA) 2D alte tan GH) nll Ya Saath AeA) & Daaat yall ¢. o# Dandal Yale) ca RAMA = Boacad walt analal kalt) 4. = 4 DANA wat Blt) = lady aarcay ~~ - Sancay lagen)» Fe = ta) = J xt) 3a 4 Bante) - Beal tos ea a real { v2! Beal apait\ - -- anny | [vse | @2ku = AM Ya) oF O34 all entries of ACH are continous on an open interval rail and if +o Elio) , then the WP DTU = AY XA, Ko) 4eien sa Rte it row o ol has unique solution pt) So we have solutions RTA Lay the interval (2\0) TNEOLEM:! The set of sdutions SLOG) Pa), rena is linearly independant. eS = Proofs Ler citer +p Fs - \ in \ + Fen MG) ed Ser all +€Ca1e) 3 ChARC2-O%. ECN-O SO CiED nen , =to Then fos + 10 #Ca-tte.. 4Cn.0 © O-BCa=0 3 3) 2) 2 cose; ee eeeees _ ?]refi]-. 2¢n)9] =3 anche ace ene car in ema iS) ii 4 Lal $0 O1sCas... een =O. This Means that the set is dearly independant ~week S-‘Theorem: 36 Tu Is any, solution, of 4 fey =AM TU) they thee are wnique Numbers ciic2,---,¢n SUCH that FAN = ca RMA wea PN ee eN TIM Proofs tet Fa) =P ee 2 Sdution of the sustem ARCH = AU TG) wit! 7 ¥nial oe cA Fay =) yiut Xai 1 RIS an nxn constant matny List A Comsidar tne system \. We are looking for whee dEiQ ano V is Solutions the form 2 constant vector Meh, 2 tc wTyexe* eS \4 ae Rete 2 few VI = eV 7 Ma te” hi) Atte Ale VI = et Av 3 LAV = dV PAS we nave discussed last week we Know that ) is 2m elgaiuaive of the matrix A and Wis the eigenvector <2rre spending 7° e2\gavalue b, @ER: soive Yall e 2X4) 4¥2til | ig. ot 2 valthe UAL + Bald oy © Fare fut] ja. [217 [vail : [: ay det A-dT) aia ‘ ee SUAUUP1ED > MEM asd 4 2» | @ solve (B-yTV ©O for @rx=rn=t [tt [oT ReRARK Ss 1/2) 3 vais free Waleed a Heft 4a Oslo| 4 23 J Merve ~Week S-@® r==3 a va ictree, Dose -RitRamRa, fai 1 | 0 => \a =| ] [i dled! pals ve : ® Wa» ef i es A 4 Oro show that $F, TUF is a, basls far the solution space we heed +o shay that the set is Uneasly independent. Let ea Xe rea atl = S fos aut. Tf 420, then CRM cea tM <3 of] ray <0 9 ; ciscz =o 4 . e4e2o So. AV and XU) are independent, ® Geyesal solution Par = ca WA eee PMG) Notes: Ais an avn constant vector a 36 0 2 T are Une arty indepensent eigenvectors of Corresponding to eigenvalves \ivMy-- kn, the\ the set Sar Tr, tJ ane TJ is 2 basis for “he soliion space BY Not all matrices have n linearly independent eigenvectors, A=[2: [22] ™ @ getip->2} elas 4 | ° 2nd +» M1=HIED (repeated eigenvave) 2-> . @ ip-yziV~2 > is 42]-* is free , va=? hail 35/3 Only one independent eigenvector 3) T+ A has a distinet eigenvalues di---)dn then the cosre sponding ye eigenvectors VF NM are Uineasly independent GY A mey have a linearly independent eigenvators even if tree ae vepeated eigenvalues ~Week S-a we @ det th-rZ1 2/22 dF LL y-222d SD d= MSHI a ® save (A-¥T/V=9 BS a a ve [5] ) we [P-XZ\VeD =: 32] eViNe are 2 | ingepencent 2° tree Vf 2] ) etgavectors (IR) =] 9] 1 49} Evi Soe the system QIN ATOY whee As iE A : L 4 2, @ we found eigonvalues and eigenvector of A betore a8 wet, You 2) a, ea} \ae3, U8 2 44 Awe ° t Since eigenvalues are distinct, VO", J P'2 are inoepengant Os, serv", Co jet TN is a basis for solution space [ives El Compley Sigenvawes ‘ 06.03% 2029 MOH is an nyn real matrix STA SAT > RAN is real valued - General solution: XG\ = cial +e 2% 4 WIL rz aeto (o¥edl is an eigewaiue of A With eigauectar Pe De lDR whee 2,06R and MD are cea\ vectors , then de aio is also an elgenvalve wiih e(gewector Veuy-iwe Since A is real ,R=A \ Ave ay aT eae xT | -week S-ASE) Is an eigenvalue with eigenvector Vithen FU se V is 2. salution ee 2 Fay = A KN Pwr r= aslo, eee lot Recall, ek oS ae NK for all xe us uso i Cy 4 2S He 2 ie Upte Recall: 8 oq = 8 =-Sor ero Et = costs = > a we % y2uel iow ts tet i ed)... sink! = 5 CL ¥ 12uHiy J we (rye, DEH Lye ko . i 2 pee en2e este pai! eta > (APE (eee 7a LC — aul (deel a ftonte & cneyeuinea <5! +85 tro (HN Gea 227 | cos{-bi} +i sint-bt!) (V-id) = e®* (c05\ bt! -{ sinitot)) R-18 ) Tey =F @ Since A#RX (bed), TU and KP" are independent Ley = Beg + i Nl La = Zen 1a DP Since we are interested in rea\ valved SoWMlOS we apply Principle of Superposition - AKT HEHE SRF Soy = KAN SHU} oy! SPU) — $F 12 sy « Bary whee YMA and yt ae rea valued solutions —Weet S~ 26Br Solve Ban) = “ACH +19 vat Del = -SKCH 46 LH Or 2 af ‘| 1) det A-NZ| = [-U-> I os “sult? detlA-r>T| & (-4-Nlb-d\\ + SO. paets Si = d7-204+26 =D 7 yaw tet aa (-NR42¢ 25 | ha 14S ® Solve (A-XI\V <0 Soy @BaasNeatis -S-i5 40 Rider -s s-is 4 -4447 ° IStiS\Ri4Re eRe 3 Vals free, WelteilU2~0 = eae) 4 Tae emt gn etise ic 4 Fa eet els ( [4]-*3]) wo" [costes iswst} [7] 473) |eostsn (does y81 ~fesslsty(g)- ‘sneer Pea se Oevtract rea’ valued solutions fram Ait TMs x1 - Apply Principle of Superposition MRM LUE) S RESKUHT BMV - LMA = TALE Matrix Exponentials, Fundamental Matrices @ We previovsly discussed that We can compute expaneniials of matsices.Ler A be an N¥N real, constant matrix. Then, ent <5 acs oxn “xo Matrix | Theorem: e™* conver gant \ for ay A —week S—™® Take the Serivate Oo eh = ey 5 ae gt ger ~S a (et) Tape en FTN MRO] wnere RON TAL, FNAL are Columns of eft ote [grrdligamal. 1o3 a Bers ro) a =Car ayn taxa) 33 ay = OLY, 9 Woe a RIEL 3 IMU) AEN & = en @columns of A are sautions of 9 Way 2 Xntdl = an EAU) at BSE@ SEA 1s di2gonelisavie A is diagppalizaple if these |s an investible tmatrix P such that PAP =O wree & is 2 diagonal matrix P'pe=b SA=P Ae" Ate (PID PIP DP pe") pe = eptp? so, e* =P a> pt WIE FB hes no independent eigenvectors UO"... 0% with elgawelves My, --) Sn ,then, Pale yer yan DB = dag ln, d2,---, dn) ® So, gererel solution Far this case Pt rea | ont eP re eer al a) El constant uectos Ex: er 8 sf at Find 2°? ana sole oku) =A TU) fa & @ det] A->Z] = |4-> ON cea 4 Ud 2 O-swa-s) =? Zayas @ vw ie eed Valery d2=S Bi ‘I | D soiag (21S) 4 2444 fa @® Pel | Pe ' ~Week S-@ eM sotegi ed, eS! eht=& et pl =[-' Tet o a fa) 2 [ie3* ef) 4 4 ry foe ee lala | )ae cel 3] a] L eee +\ ete z eeest oe est] 26 et e8t ett est | © Generel satution Nal = fe est7 5, r. 7 a re i A) op Rete ferred? -eth pest Wes e* es{lee Aer sest e3tyest ([c2 Soe ee x (\, Sto “fs 17 aa] Ba, BA|eL ~Week S~