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Example Questions
Example Question #11 : System Of Linear First Order Differential Equations
Solve the following system.
a
First, we will need the complementary solution, and a fundamental matrix for the homogeneous system. Thus, we find the characteristic equation of the matrix given.
Using , we then find the eigenvectors by solving for the eigenspace.
This has solutions , or . So a suitable eigenvector is simply .
Repeating for ,
This has solutions , and thus a suitable eigenvector is . Thus, our complementary solution is and our fundamental matrix (though in this case, not the matrix exponential) is . Variation of parameters tells us that the particular solution is given by , so first we find using the inverse rule for 2x2 matrices. Thus, . Plugging in, we have . So .
Finishing up, we have .
Adding the particular solution to the homogeneous, we get a final general solution of
Example Question #11 : System Of Linear First Order Differential Equations
Use the definition of matrix exponential,
to compute of the following matrix.
Given the matrix,
and using the definition of matrix exponential,
calculate
Therefore
Example Question #12 : System Of Linear First Order Differential Equations
Given the matrix , calculate the matrix exponential, . You may leave your answer diagonalized: i.e. it may contain matrices multiplied together and inverted.
First we find our eigenvalues by finding the characteristic equation, which is the determinant of (or ). Expansion down column one yields
Simplifying and factoring out a , we have
So our eigenvalues are
To find the eigenvectors, we find the basis for the null space of for each lambda.
lambda = -1
Adding row 1 to row 3 and placing into row 3, dividing row two by 6, and swapping rows two and 1 gives us our reduced row echelon form. For our purposes, it suffices just to do the first step and look at the resulting system.
So that
Which has solutions . Thus, a clean eigenvector here would be
For lambda = 4, we have
Step 1: Add row 3 to row 1.
Step 2: Add 3 row 3 to row 2
Step 3: Add -6/5 row 1 in to row 2. Swap and divide as necessary to get proper pivots.
This gives us
So that
Which has solutions . Thus, a clean eigenvector here would be .
As we only ended up with two eigenvectors, we'll need to grab a generalized eigenvector as well. To do this, we will solve
(for lambda = 1, and we set it equal to the negation of our eigenvector for 1.)
This gives us
And the steps to solve this are identical to the steps to solving for the eigenvector for -1. Following them once more, and further reducing, we get.
Solving the system, our generalized eigenvector is given by . Decomposing into the Jordan matrix gives us
,
When we exponentiate this in the above form, we only need to find the matrix exponential of the Jordan matrix. This is done by exponentiating the entries on the main diagonal, and making the entries on the super diagonals of each Jordan block powers of t over the proper factorials. Thus, the matrix exponential is given by
From here, it would just be a matter of inverting and multiplying together -- daunting algebraically, but conceptually quite easy.
Note: In the final form above, anything with the same entries, but the columns switched is okay. I.e., it's okay to have the first eigenvector in the last column of the last two matrices, and be in the lower right hand corner of the second matrix.
Example Question #13 : System Of Linear First Order Differential Equations
Given the matrix , calculate the matrix exponential, .
First we find our eigenvalues by finding the characteristic equation, which is the determinant of (or ).
Thus, we have eigenvalues of 4 and 2. Solving for the eigenvectors by finding the bases of the eigenspaces, we have
lambda = 4
Adding Row1 into Row 2, we're left with
So that
And have an eigenvector of .
For lambda = 2, we have
Adding -1 Row 1 into Row 2, we have
So that
and is an eigenvector.
Constructing our diagonalized matrix, we have
Using the formula for calculating the inverses of 2x2 matrices, we have
To calculate the matrix exponential, we can just find the matrix exponential of and multiply and back in. So .
is just found by taking the entries on the diagonal and exponentiating. Thus,
Multiplying together, we get
Example Question #1 : Matrix Exponentials
Use the definition of matrix exponential,
to compute of the following matrix.
Given the matrix,
and using the definition of matrix exponential,
calculate
Therefore
Example Question #4 : Matrix Exponentials
Calculate the matrix exponential, , for the following matrix: .
To get the matrix exponential, we will have to diagonalize the matrix, which requires us to find the eigenvalues and eigenvectors. Thus, we have
Using , we then find the eigenvectors by solving for the eigenspace.
This has solutions , or . So a suitable eigenvector is simply .
Repeating for ,
This has solutions , and thus a suitable eigenvector is .
Thus, we have , , and using the inverse formula for 2x2 matrices, . Now we just take the matrix exponential of and multiply the three matrices back together. Thus,
Multiplying these out yields
Example Question #81 : Differential Equations
Find the general solution to
None of the other answers
The auxiliary equation is
The roots are
Our solution is
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