Problem 17
Question
Solve the initial value problem \(d \mathbf{x} / d t=A \mathbf{x}\) with \(\mathbf{x}(0)=\mathbf{x}_{0} .\) \(A=\left[ \begin{array}{rr}{-\frac{3}{2}} & {\frac{1}{2}} \\ {\frac{1}{2}} & {-\frac{3}{2}}\end{array}\right] \quad \mathbf{x}_{0}=\left[ \begin{array}{l}{1} \\ {2}\end{array}\right]\)
Step-by-Step Solution
Verified Answer
\( \mathbf{x}(t) = \begin{bmatrix} \frac{3}{2} e^{-t} - \frac{1}{2} e^{-2t} \\ \frac{3}{2} e^{-t} + \frac{1}{2} e^{-2t} \end{bmatrix} \)
1Step 1: Setup the Equation
The given problem is a system of linear differential equations. We need to solve \( \frac{d \mathbf{x}}{dt} = A \mathbf{x} \) where \( A = \begin{bmatrix} -\frac{3}{2} & \frac{1}{2} \ \frac{1}{2} & -\frac{3}{2} \end{bmatrix} \) and \( \mathbf{x}(0) = \mathbf{x}_0 = \begin{bmatrix} 1 \ 2 \end{bmatrix} \).
2Step 2: Find the Eigenvalues of A
To solve the system, we first find the eigenvalues of matrix \( A \) by solving the characteristic equation \( \det(A - \lambda I) = 0 \). Compute the determinant: \[ \det \left( \begin{bmatrix} -\frac{3}{2}-\lambda & \frac{1}{2} \ \frac{1}{2} & -\frac{3}{2}-\lambda \end{bmatrix} \right) = \left(-\frac{3}{2}-\lambda\right)^2 - \left(\frac{1}{2}\right)^2 \]Simplify to get the quadratic equation: \[ \lambda^2 + 3\lambda + 1 = 0 \]Solving this gives eigenvalues \( \lambda_1 = -1 \) and \( \lambda_2 = -2 \).
3Step 3: Find the Eigenvectors for Each Eigenvalue
For \( \lambda_1 = -1 \): Solve \( (A + I)\mathbf{v} = 0 \).Substitute in \( \lambda_1 \): \[ \begin{bmatrix} -\frac{3}{2}+1 & \frac{1}{2} \ \frac{1}{2} & -\frac{3}{2}+1 \end{bmatrix} \begin{bmatrix} v_1 \ v_2 \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix} \]Simplifies to: \[ \begin{bmatrix} -\frac{1}{2} & \frac{1}{2} \ \frac{1}{2} & -\frac{1}{2} \end{bmatrix} \begin{bmatrix} v_1 \ v_2 \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix} \]Eigenvector: \( v_1 = v_2 \). Choose eigenvector \( \mathbf{v}_1 = \begin{bmatrix} 1 \ 1 \end{bmatrix} \).For \( \lambda_2 = -2 \): Solve similarly to find \( \mathbf{v}_2 = \begin{bmatrix} 1 \ -1 \end{bmatrix} \).
4Step 4: Form the General Solution
The general solution of the differential equation system can be written as a linear combination of exponentials involving the eigenvectors, given by:\( \mathbf{x}(t) = c_1 e^{-t} \begin{bmatrix} 1 \ 1 \end{bmatrix} + c_2 e^{-2t} \begin{bmatrix} 1 \ -1 \end{bmatrix} \).
5Step 5: Apply Initial Conditions
We apply the initial condition \( \mathbf{x}(0) = \begin{bmatrix} 1 \ 2 \end{bmatrix} \) to find constants \( c_1 \) and \( c_2 \).\( \begin{bmatrix} 1 \ 2 \end{bmatrix} = c_1 \begin{bmatrix} 1 \ 1 \end{bmatrix} + c_2 \begin{bmatrix} 1 \ -1 \end{bmatrix} \)Solve the system: \( c_1 + c_2 = 1 \) and \( c_1 - c_2 = 2 \).Solving gives \( c_1 = \frac{3}{2} \) and \( c_2 = -\frac{1}{2} \).
6Step 6: Write the Solution Satisfying Initial Conditions
Substitute the computed \( c_1 \) and \( c_2 \) into the general solution:\( \mathbf{x}(t) = \frac{3}{2} e^{-t} \begin{bmatrix} 1 \ 1 \end{bmatrix} - \frac{1}{2} e^{-2t} \begin{bmatrix} 1 \ -1 \end{bmatrix} \)Combine and simplify:\( \mathbf{x}(t) = \begin{bmatrix} \frac{3}{2} e^{-t} - \frac{1}{2} e^{-2t} \ \frac{3}{2} e^{-t} + \frac{1}{2} e^{-2t} \end{bmatrix} \)
Key Concepts
Initial Value ProblemEigenvalues and EigenvectorsSystem of Linear Equations
Initial Value Problem
An initial value problem in the context of differential equations refers to a differential equation along with a specific condition called an initial value. This initial value dictates the state of the dependent variable at a particular point, often serving as a starting point for finding a unique solution to the differential equation. In this exercise, the problem was to solve the system of linear differential equations
\[ \frac{d \mathbf{x}}{dt} = A \mathbf{x} \]with initial condition:
\[ \mathbf{x}(0) = \begin{bmatrix} 1 \ 2 \end{bmatrix} \]This defines the state of \( \mathbf{x} \) at time \( t = 0 \), ensuring a unique solution by restricting the infinite possibilities to one particular trajectory. Typically, solving an initial value problem requires integrating the differential equations, often through various techniques or tricks when the system or equations are too complex for direct integration.
\[ \frac{d \mathbf{x}}{dt} = A \mathbf{x} \]with initial condition:
\[ \mathbf{x}(0) = \begin{bmatrix} 1 \ 2 \end{bmatrix} \]This defines the state of \( \mathbf{x} \) at time \( t = 0 \), ensuring a unique solution by restricting the infinite possibilities to one particular trajectory. Typically, solving an initial value problem requires integrating the differential equations, often through various techniques or tricks when the system or equations are too complex for direct integration.
- Ensures a unique solution by providing a specific condition.
- Often requires eigenvalue and eigenvector analysis in the case of systems of equations.
- Limits the general solution to satisfy the initial constraint at \( t = 0 \).
Eigenvalues and Eigenvectors
Eigenvalues and eigenvectors are fundamental concepts in linear algebra that help in analyzing linear transformations that frequently appear in solving systems of linear differential equations. In brief, an eigenvalue is a scalar, and an eigenvector is a nonzero vector that, when a matrix is multiplied by it, results in a vector that is a scaled version of the original vector.
For any square matrix \( A \), an eigenvalue \( \lambda \) and an eigenvector \( \mathbf{v} \) satisfying:
\[ A \mathbf{v} = \lambda \mathbf{v} \]
In this exercise, we found the eigenvalues by solving:
\[ \det(A - \lambda I) = 0 \]
Resulting in eigenvalues \( \lambda_1 = -1 \) and \( \lambda_2 = -2 \). To find corresponding eigenvectors, we solve:
\[ (A - \lambda I)\mathbf{v} = 0 \]
For each eigenvalue, giving us their associated vectors.
For any square matrix \( A \), an eigenvalue \( \lambda \) and an eigenvector \( \mathbf{v} \) satisfying:
\[ A \mathbf{v} = \lambda \mathbf{v} \]
In this exercise, we found the eigenvalues by solving:
\[ \det(A - \lambda I) = 0 \]
Resulting in eigenvalues \( \lambda_1 = -1 \) and \( \lambda_2 = -2 \). To find corresponding eigenvectors, we solve:
\[ (A - \lambda I)\mathbf{v} = 0 \]
For each eigenvalue, giving us their associated vectors.
- Help simplify complex systems by turning them into separate, simpler problems.
- Determine important properties of matrices, like stability and system behavior.
- In diagonalizing matrices or systems, they make solving differential equations straightforward.
System of Linear Equations
A system of linear equations consists of multiple equations involving the same set of variables. In this exercise, the differential equation can be seen as a system of equations:\[ \frac{d \mathbf{x}}{dt} = A \mathbf{x} \]Here \( A \) is a matrix and \( \mathbf{x} \) is the variable vector. Solving systems of linear equations using matrices simplifies addressing multiple equations with multiple unknowns simultaneously.
- Matrices provide a compact representation of systems of equations.
- Eases manipulation compared to dealing with each equation separately.
- Beneficial when applying algebraic techniques like row reduction or finding inverse matrices.
Other exercises in this chapter
Problem 16
Sketch several solution curves in the phase plane of the system of differential equations \(d \mathbf{x} / d t=A \mathbf{x}\) using the given eigenvalues and ei
View solution Problem 16
Given the system of differential equations \(d \mathbf{x} / d t=A \mathbf{x}\) , construct the phase plane, including the nullclines. Does the equilibrium look
View solution Problem 17
Given the system of differential equations \(d \mathbf{x} / d t=A \mathbf{x}\) , construct the phase plane, including the nullclines. Does the equilibrium look
View solution Problem 18
A Jacobian matrix and two equlibria are given. Determine if each is locally stable, unstable, or if the analysis is inconclusive. $$J=\left[ \begin{array}{cc}{-
View solution