Problem 37
Question
We consider differential equations of the form $$ \frac{d \mathbf{x}}{d t}=A \mathbf{x}(t) $$ where $$ A=\left[\begin{array}{ll} a_{11} & a_{12} \\ a_{21} & a_{22} \end{array}\right] $$ The eigenvalues of A will be real, distinct, and nonzero. Analyze the stability of the equilibrium \((0,0)\), and classify the equilibrium according to whether it is a sink, a source, or a saddle point.3 $$ A=\left[\begin{array}{rr} -3 & -1 \\ 1 & -6 \end{array}\right] $$
Step-by-Step Solution
Verified Answer
The equilibrium at \((0,0)\) is a stable sink.
1Step 1: Define the Problem
We have a differential equation \( \frac{d \mathbf{x}}{d t} = A \mathbf{x}(t) \) with matrix \( A = \left[ \begin{array}{rr} -3 & -1 \ 1 & -6 \end{array} \right] \). Our goal is to analyze the stability of the equilibrium at \( (0,0) \) and classify it as a sink, source, or saddle point.
2Step 2: Calculate the Characteristic Equation
To analyze the stability of the equilibrium point, we first need to calculate the eigenvalues of matrix \( A \). We start by finding the characteristic equation, which is given by \( \det(A - \lambda I) = 0 \), where \( I \) is the identity matrix. Thus, \( A - \lambda I = \left[ \begin{array}{rr} -3 - \lambda & -1 \ 1 & -6 - \lambda \end{array} \right] \).
3Step 3: Solve the Determinant Equation
Calculate the determinant: \( \det(A - \lambda I) = (-3 - \lambda)(-6 - \lambda) - (-1)(1) = (\lambda + 3)(\lambda + 6) - 1 \). This simplifies to \( \lambda^2 + 9\lambda + 18 - 1 = \lambda^2 + 9\lambda + 17 = 0 \).
4Step 4: Find the Eigenvalues
Solve the quadratic equation \( \lambda^2 + 9\lambda + 17 = 0 \) using the quadratic formula \( \lambda = \frac{-b \pm \sqrt{b^2 - 4ac}}{2a} \), where \( a = 1, b = 9, c = 17 \). Calculate \( b^2 - 4ac = 81 - 68 = 13 \). Thus, \( \lambda = \frac{-9 \pm \sqrt{13}}{2} \), giving two distinct, real eigenvalues.
5Step 5: Analyze the Equilibrium Type
The eigenvalues are \( \lambda_1 = \frac{-9 + \sqrt{13}}{2} \) and \( \lambda_2 = \frac{-9 - \sqrt{13}}{2} \). Since both eigenvalues are negative, the origin \( (0,0) \) is asymptotically stable, and the equilibrium is a sink.
Key Concepts
EigenvaluesStability of EquilibriumLinear Algebra
Eigenvalues
Eigenvalues are key to understanding the behavior of a differential equation's solutions, especially when dealing with systems described by matrices. When calculating eigenvalues, you are essentially looking for the special numbers, called the eigenvalues, that represent the growth rates of the vector directions in a system. In our example, we use a matrix \( A \), and calculate the eigenvalues by solving the characteristic equation, \( \det(A - \lambda I) = 0 \). This method involves:
In our specific case, the eigenvalues were calculated as \( \lambda_1 = \frac{-9 + \sqrt{13}}{2} \) and \( \lambda_2 = \frac{-9 - \sqrt{13}}{2} \), both of which are real and negative.
- Setting up the matrix \( A - \lambda I \), where \( I \) is the identity matrix
- Finding the determinant of the resulting matrix
- Solving the resulting polynomial equation for \( \lambda \)
In our specific case, the eigenvalues were calculated as \( \lambda_1 = \frac{-9 + \sqrt{13}}{2} \) and \( \lambda_2 = \frac{-9 - \sqrt{13}}{2} \), both of which are real and negative.
Stability of Equilibrium
The stability of equilibrium points in a system of differential equations often hinges on the eigenvalues of the system's matrix. Stability indicates whether, over time, the system's solutions will gravitate towards an equilibrium point, move away, or perhaps neither. To determine stability, remember:
- If all eigenvalues of the matrix have negative real parts, the equilibrium point is asymptotically stable—solutions move towards the equilibrium as time tends to infinity, often referred to as a "sink".
- If any eigenvalue has a positive real part, the point is unstable—solutions tend to move away from the equilibrium, called a "source".
- If eigenvalues have both positive and negative real parts, the point is a saddle point, indicating instability as some solutions move towards and others move away from the equilibrium.
Linear Algebra
Linear algebra provides the foundational tools to tackle systems represented by matrices, as is typical within differential equations. By leveraging linear algebra concepts like matrices, determinants, and eigenvectors, we can simplify complex systems and analyze their behavior efficiently. The essential steps usually involve:
- Understanding how transformations are represented by matrices.
- Calculating determinants, which inform about invertibility and eigenvalues.
- Finding eigenvectors, which represent directions preserved by the transformation.
- Using these concepts to understand how the state of the system evolves over time.
Other exercises in this chapter
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