Problem 28
Question
Solve the initial value problem \(d \mathbf{x} / d t=A \mathbf{x}\) with \(\mathbf{x}(0)=\mathbf{x}_{0} .\) \(A=\left[ \begin{array}{ll}{3} & {-4} \\ {1} & {-3}\end{array}\right] \quad \mathbf{x}_{0}=\left[ \begin{array}{l}{2} \\ {3}\end{array}\right]\)
Step-by-Step Solution
Verified Answer
\(\mathbf{x}(t) = \frac{5}{2}\begin{bmatrix} 4\\ 1\end{bmatrix} e^{2t} + \frac{1}{2}\begin{bmatrix} 2\\ 1\end{bmatrix} e^{-3t}\) is the solution.
1Step 1: Identify the System of Differential Equations
The problem is given in matrix form as \(\frac{d \mathbf{x}}{dt} = A \mathbf{x}\). Here, \(A\) is a constant matrix, \(\mathbf{x}\) is a vector function, and \(\mathbf{x}_0\) is the initial condition vector.
2Step 2: Compute Eigenvalues of Matrix A
To solve the system, first find the eigenvalues of the matrix \(A\). The characteristic equation is found from \(\det(A - \lambda I) = 0\), where \(I\) is the identity matrix. \(\begin{align*}&\det \left( \begin{bmatrix} 3 & -4 \ 1 & -3 \end{bmatrix} - \lambda \begin{bmatrix} 1 & 0 \ 0 & 1 \end{bmatrix} \right) = 0 \&\det \left( \begin{bmatrix} 3 - \lambda & -4 \ 1 & -3 - \lambda \end{bmatrix} \right) = (3-\lambda)(-3-\lambda) - (-4)(1)\& = \lambda^2 - 0\lambda -3 + 12 = \lambda^2 + \lambda - 9 = 0\end{align*}\)Solving this quadratic equation gives the eigenvalues: \(\lambda_1 = 2\), \(\lambda_2 = -3\).
3Step 3: Compute Eigenvectors of Matrix A
To find the eigenvectors, solve \((A - \lambda_i I) \mathbf{v}_i = \mathbf{0}\) for each eigenvalue \(\lambda_i\).1. For \(\lambda_1 = 2\):\[\begin{bmatrix} 1 & -4 \ 1 & -5 \end{bmatrix} \begin{bmatrix} v_{11} \ v_{12} \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}\]One solution is \(\mathbf{v}_1 = \begin{bmatrix} 4 \ 1 \end{bmatrix}\).2. For \(\lambda_2 = -3\):\[\begin{bmatrix} 6 & -4 \ 1 & 0 \end{bmatrix} \begin{bmatrix} v_{21} \ v_{22} \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}\]One solution is \(\mathbf{v}_2 = \begin{bmatrix} 2 \ 1 \end{bmatrix}\).
4Step 4: Form the General Solution
The general solution to the differential equation is a linear combination of solutions derived from eigenvalues and eigenvectors. \(\mathbf{x}(t) = c_1 \mathbf{v}_1 e^{\lambda_1 t} + c_2 \mathbf{v}_2 e^{\lambda_2 t}\).Plugging the eigenvalues and eigenvectors, we have:\[\mathbf{x}(t) = c_1 \begin{bmatrix} 4 \ 1 \end{bmatrix} e^{2t} + c_2 \begin{bmatrix} 2 \ 1 \end{bmatrix} e^{-3t}\]
5Step 5: Apply Initial Condition
Apply the initial condition \(\mathbf{x}(0) = \mathbf{x}_0 = \begin{bmatrix} 2 \ 3 \end{bmatrix}\) to determine \(c_1\) and \(c_2\):\[c_1 \begin{bmatrix} 4 \ 1 \end{bmatrix} + c_2 \begin{bmatrix} 2 \ 1 \end{bmatrix} = \begin{bmatrix} 2 \ 3 \end{bmatrix}\]This leads to the following system of equations:1. \(4c_1 + 2c_2 = 2\)2. \(c_1 + c_2 = 3\).Solving these equations, we find \(c_1 = \frac{5}{2}\) and \(c_2 = \frac{1}{2}\).
6Step 6: Write the Particular Solution
With the constants \(c_1\) and \(c_2\) determined, substitute into the general solution:\[\mathbf{x}(t) = \frac{5}{2} \begin{bmatrix} 4 \ 1 \end{bmatrix} e^{2t} + \frac{1}{2} \begin{bmatrix} 2 \ 1 \end{bmatrix} e^{-3t}\].This represents the particular solution to the initial value problem.
Key Concepts
EigenvaluesEigenvectorsDifferential EquationsMatrix Exponentiation
Eigenvalues
When you encounter the term eigenvalues, think of them as special scalars that offer valuable insight into a matrix's transformation behavior. They're pivotal in analyzing systems of differential equations, like in our exercise. Eigenvalues solve the so-called characteristic equation, formed by:
- Computing the determinant of \(A - \lambda I\), where \(A\) denotes our matrix, \(\lambda\) is the eigenvalue, and \(I\) represents the identity matrix.
- Setting this determinant to zero, which gives a polynomial. Solving this polynomial results in the eigenvalues.
Eigenvectors
Just as eigenvalues are crucial in matrix analysis, eigenvectors, in tandem with them, provide profound insights into how matrices behave. An eigenvector is essentially a non-zero vector that, when multiplied by the corresponding matrix, results in a vector scaled by its eigenvalue. This means:
- When you find \((A - \lambda_i I) \mathbf{v}_i = \mathbf{0}\), \(\mathbf{v}_i\) represents the eigenvector associated with the eigenvalue \(\lambda_i\).
Differential Equations
Differential equations are at the heart of understanding systems that change continuously over time. They are crucial tools for pinpointing the dynamics of such systems, as they model how a vector function changes according to some rules. In our exercise, we look at a first-order system represented as \(\frac{d\mathbf{x}}{dt} = A\mathbf{x}\). Here:- The equation describes how our vector function \(\mathbf{x}\) evolves over time.- The matrix \(A\) determines the nature of this transformation.
Solving these equations often involves identifying the relationship between the rate of change and the current state. For our exercise, the key to solving is leveraging eigenvalues and eigenvectors to express the solution as a function of time, capturing the interaction between the dynamics expressed by \(A\) and the initial condition \(\mathbf{x}_0\). Thus, differential equations serve as a powerful framework to model and predict complex phenomena's behavior over time.
Solving these equations often involves identifying the relationship between the rate of change and the current state. For our exercise, the key to solving is leveraging eigenvalues and eigenvectors to express the solution as a function of time, capturing the interaction between the dynamics expressed by \(A\) and the initial condition \(\mathbf{x}_0\). Thus, differential equations serve as a powerful framework to model and predict complex phenomena's behavior over time.
Matrix Exponentiation
Matrix exponentiation might sound intimidating, but it's simply about applying the concept of exponents to matrices, especially in the context of solving linear differential equations. In problems like ours, calculating matrix exponentials aids in deriving a time-dependent solution that fits the given initial condition. Imagine:
- The general solution of the differential equation \(\mathbf{x}(t) = c_1 \mathbf{v}_1 e^{\lambda_1 t} + c_2 \mathbf{v}_2 e^{\lambda_2 t}\) involves exponentiating the eigenpairs.
- Each eigenpair's contribution to the solution is scaled by an exponential factor. This reflects how quickly or slowly each mode grows or decays over time.
Other exercises in this chapter
Problem 27
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}\
View solution Problem 27
Consider the following homogeneous system of four linear differential equations: \(\begin{aligned} d w / d t &=2 x+y-z \\ d x / d t &=3 x+z \\ d y / d t &=-y+2
View solution Problem 29
$$\begin{array}{c}{29-31 \text { Consumer resource models often have the following }} \\ {\text { general form }} \\ {R^{\prime}=f(R)-g(R, C) \quad C^{\prime}=\
View solution Problem 29
In Exercise 10.1 .24 we considered the nongeneric system of differential equations $$\frac{d \mathbf{x}}{d t}=\left[ \begin{array}{rr}{-2} & {-1} \\ {2} & {1}\e
View solution