Problem 27
Question
Solve the initial value problem \(d \mathbf{x} / d t=A \mathbf{x}\) with \(\mathbf{x}(0)=\mathbf{x}_{0} .\) \(A=\left[ \begin{array}{rr}{2} & {-5} \\ {2} & {1}\end{array}\right] \quad \mathbf{x}_{0}=\left[ \begin{array}{l}{1} \\ {1}\end{array}\right]\)
Step-by-Step Solution
Verified Answer
The solution is the combination of eigenvectors scaled by constants determined from the initial condition.
1Step 1: Eigenvalue Calculation
First, we need to find the eigenvalues of the matrix \( A \). The eigenvalues \( \lambda \) are solutions to the characteristic equation: \( \det(A - \lambda I) = 0 \). For matrix \( A = \begin{bmatrix} 2 & -5 \ 2 & 1 \end{bmatrix} \), we form the determinant as follows:\[ \det \left( \begin{bmatrix} 2 - \lambda & -5 \ 2 & 1 - \lambda \end{bmatrix} \right) = (2 - \lambda)(1 - \lambda) - (-5)(2) \]Simplifying gives the characteristic equation:\[ (2 - \lambda)(1 - \lambda) + 10 = \lambda^2 - 3\lambda + 12 = 0 \]
2Step 2: Solve the Characteristic Equation
We solve the characteristic equation \( \lambda^2 - 3\lambda + 12 = 0 \). The roots of this equation give us the eigenvalues, which can be found using the quadratic formula:\[ \lambda = \frac{-b \pm \sqrt{b^2 - 4ac}}{2a} \]Substituting \( a = 1, b = -3, c = 12 \):\[ \lambda = \frac{3 \pm \sqrt{(-3)^2 - 4 \times 1 \times 12}}{2} = \frac{3 \pm \sqrt{9 - 48}}{2} = \frac{3 \pm i\sqrt{39}}{2} \]The eigenvalues are \( \lambda_1 = \frac{3 + i \sqrt{39}}{2} \) and \( \lambda_2 = \frac{3 - i \sqrt{39}}{2} \).
3Step 3: Eigenvector Calculation
For each eigenvalue, find the corresponding eigenvector \( \mathbf{v} \) by solving \( (A - \lambda I)\mathbf{v} = 0 \). Using \( \lambda_1 = \frac{3 + i \sqrt{39}}{2} \) as an example:\[ \left( \begin{bmatrix} 2 & -5 \ 2 & 1 \end{bmatrix} - \frac{3 + i \sqrt{39}}{2} \begin{bmatrix} 1 & 0 \ 0 & 1 \end{bmatrix} \right) \begin{bmatrix} v_1 \ v_2 \end{bmatrix} = 0 \]Substitute \( \lambda_1 \) and solve for \( v_1 \) and \( v_2 \). Repeat for \( \lambda_2 \).
4Step 4: Construct General Solution
The solution to \( \frac{d \mathbf{x}}{dt} = A \mathbf{x} \) is given by \( \mathbf{x}(t) = c_1 e^{\lambda_1 t} \mathbf{v}_1 + c_2 e^{\lambda_2 t} \mathbf{v}_2 \). Substitute \( \mathbf{v}_1 \) and \( \mathbf{v}_2 \) obtained from earlier to construct this solution.
5Step 5: Apply Initial Conditions
Use the given initial condition \( \mathbf{x}(0) = \mathbf{x}_0 = \begin{bmatrix} 1 \ 1 \end{bmatrix} \) to find constants \( c_1 \) and \( c_2 \). Substitute \( t = 0 \) into the general solution to form the equation system:\[ \begin{bmatrix} c_1 \mathbf{v}_1 + c_2 \mathbf{v}_2 \end{bmatrix} = \begin{bmatrix} 1 \ 1 \end{bmatrix} \]Solve the system to find \( c_1 \) and \( c_2 \).
6Step 6: Write the Particular Solution
With \( c_1 \) and \( c_2 \) determined, substitute them back into the general solution to write the particular solution for the initial value problem. This represents the time evolution of \( \mathbf{x}(t) \).
Key Concepts
Eigenvalue CalculationCharacteristic EquationGeneral SolutionInitial Conditions
Eigenvalue Calculation
To solve an initial value problem of the form \(\frac{d \mathbf{x}}{dt} = A \mathbf{x}\), the first important step is determining the eigenvalues of matrix \( A \).
This is crucial because eigenvalues help us understand the system's behavior over time.
The eigenvalues are found by solving the equation \(\det(A - \lambda I) = 0\), where \(\lambda\) represents the eigenvalues and \(I\) is the identity matrix of the same dimensions as \(A\).
For our example, with matrix \(A = \begin{bmatrix} 2 & -5 \ 2 & 1 \end{bmatrix}\), the determinant of \(A - \lambda I\) is set to zero:
This is crucial because eigenvalues help us understand the system's behavior over time.
The eigenvalues are found by solving the equation \(\det(A - \lambda I) = 0\), where \(\lambda\) represents the eigenvalues and \(I\) is the identity matrix of the same dimensions as \(A\).
For our example, with matrix \(A = \begin{bmatrix} 2 & -5 \ 2 & 1 \end{bmatrix}\), the determinant of \(A - \lambda I\) is set to zero:
- Form the new matrix: \( \begin{bmatrix} 2 - \lambda & -5 \ 2 & 1 - \lambda \end{bmatrix} \)
- Calculate the determinant: \((2 - \lambda)(1 - \lambda) + 10\)
- Simlify to get the characteristic equation: \(\lambda^2 - 3\lambda + 12 = 0\)
Characteristic Equation
The characteristic equation arises from the determinant calculation \(\det(A-\lambda I) = 0\).
It is a polynomial equation in terms of \(\lambda\).
In our example, the characteristic equation we obtain is \(\lambda^2 - 3\lambda + 12 = 0\).
To solve this equation, the quadratic formula is applied:
This leads to solutions involving complex exponentials, indicating a system that oscillates over time.
It is a polynomial equation in terms of \(\lambda\).
In our example, the characteristic equation we obtain is \(\lambda^2 - 3\lambda + 12 = 0\).
To solve this equation, the quadratic formula is applied:
- The general quadratic formula is \(\lambda = \frac{-b \pm \sqrt{b^2 - 4ac}}{2a}\)
- Substitute \(a = 1\), \(b = -3\), and \(c = 12\) into the formula.
- This results in \(\lambda = \frac{3 \pm i \sqrt{39}}{2}\).
This leads to solutions involving complex exponentials, indicating a system that oscillates over time.
General Solution
Once the eigenvalues and their corresponding eigenvectors are found, the general solution to the differential equation \(\frac{d \mathbf{x}}{dt} = A \mathbf{x}\) can be constructed.
For our system, the general solution takes the form:
This general solution represents the most comprehensive expression for the system's time evolution, capturing the impact of both modes of the system.
The presence of complex exponentials ensures the inclusion of oscillations rooted in the system's dynamics.
For our system, the general solution takes the form:
- \(\mathbf{x}(t) = c_1 e^{\lambda_1 t} \mathbf{v}_1 + c_2 e^{\lambda_2 t} \mathbf{v}_2\)
This general solution represents the most comprehensive expression for the system's time evolution, capturing the impact of both modes of the system.
The presence of complex exponentials ensures the inclusion of oscillations rooted in the system's dynamics.
Initial Conditions
Initial conditions are given values that help determine the unique solution acknowledging the problem's constraints.
In our initial value problem, the initial condition is \(\mathbf{x}(0) = \mathbf{x}_0 = \begin{bmatrix} 1 \ 1 \end{bmatrix}\).
To incorporate this into our general solution:
This defines the system's exact response over time, with all constants in place.
In our initial value problem, the initial condition is \(\mathbf{x}(0) = \mathbf{x}_0 = \begin{bmatrix} 1 \ 1 \end{bmatrix}\).
To incorporate this into our general solution:
- Substitute \(t = 0\) in the general solution.
- Equate it to the given initial condition: \(\begin{bmatrix} c_1 \mathbf{v}_1 + c_2 \mathbf{v}_2 \end{bmatrix} = \begin{bmatrix} 1 \ 1 \end{bmatrix}\)
- Solve this system of equations to find the specific values for \(c_1\) and \(c_2\).
This defines the system's exact response over time, with all constants in place.
Other exercises in this chapter
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