Linear ODE: Systems of First Order and n-th Order

S. Kumaresan
School of Math. and Stat.
University of Hyderabad
Hyderabad 500046
[email protected]

A Fundamental Existence Theorem for Matrix Equations

Theorem 1. Let J := [t0 , t1 ] R be an interval. Let A, F : J M (n, R) be continuous n n

matrix valued functions. Then the matrix DE
X 0 (t) = A(t)X(t) + F (t),

X(t0 ) = X0 ,

(1)

for a given matrix X0 has a unique solution on the entire interval J.

Proof. The given problem is equivalent to solving the matrix valued integral equation
Z t
X(t) = X0 +
(A(s)X(s) + F (s)) ds.

(2)

t0

We adopt the Picard iteration scheme:

Z
X0 (s) := X0 ,

Xm (t) := X0 +

(A(s)Xm1 (s) + F (s)) ds.

t0

Let M > 0 be such that kA(s)k M for s J. We prove by induction that

kXm (t) Xm1 (t)k

Mm
(t t0 )m ,
m!

(3)

for all t J and m N. As in the case of Picards local existence theorem, we conclude that
(Xm ) is uniformly Cauchy on J and hence they converge to an X which satisfies the integral
equation (2).
We now prove that the solution is unique. Let X1 and X2 be solutions of the DE (1).
Then their difference Y := X1 X2 is a solution of the homogeneous problem IV problem
Y 0 (t) = A(t)Y (t),

Y (t0 ) = 0.

(4)

If we set g(t) :=

Rt
t0

kY (s)k ds, we see that

Z t



0
g (t) = kY (t)k = kY (t) Y (t0 )k =
Y (s)


t0
Z t
0
Y (s) ds

t0
t

kA(s)Y (s)k ds

=
t0

kY (s)k
t0

= M g(t).
Hence we have
g 0 (t) M g(t) 0,

(t J).

But then

d
(g(t)eM t ) = [g 0 (t) M g(t)]eM t 0,
(t J),
dt
so that the function t 7 g(t)eM t is decreasing. Since g(t0 ) = 0 and is nonnegative by
definition, it follows that g = 0 on J.
A matrix DE X 0 (t) = A(t)X(t) + F (t) is said to be homogeneous if F = 0.

Theorem 2. Let the notation be as in the last theorem. Let X be a solution of (1). The
Wronskian W (t) := det X(t) of the solution satisfies the scalar DE
W 0 (t) = (Tr A(t))W (t).
This implies that if X( ) is invertible for some J, then X(t) is invertible for all t J.
Proof. We use Ex. 3 given below. Let x1 (t), . . . , xn (t) be the columns of X(t). We have
0

W (t) =

n
X

det(x1 , . . . , x0k (t), . . . , xn (t))

k=1

n
X

det(x1 , . . . , A(t)xk (t), . . . , xn (t))

k=1

= Tr(A(t)) det(x1 (t), . . . , xn (t))

= Tr(A(t))W (t).
Rt

Tr A(s) ds

Integrating this DE, we find that W (t) = ce t0

for the constant c = W (t0 ). The last
statement of the theorem follows from this observation.
Ex. 3. Let xi : J Rn be differentiable functions. Let X(t) := (x1 (t), . . . , xn (t)) where xj
is considered as the j-th column of X. Show that
n
X
d
det(X(t)) =
det(x1 (t), . . . , x0k (t), . . . , xn (t)).
dt
k=1

Hint: Recall that det is a multilinear function. The derivative can be found from the first
principles. Or, use the Laplace expansion.
2

Linear Systems: x0 = Ax + f

We use the above theorem to deduce all the results concerning the first order system
x0 (t) = A(t)x(t) + f (t),
where A : J M (n, R) and f : J Rn are continuous functions. Written componentwise,
we have
x0i (t) = ai1 (t)x1 (t) + + ain (t)xn (t) + fi (t), (1 i n).
Theorem 4. Let J := [t0 , t1 ] R be an interval. let A : J M (n, R) and f : J Rn be
continuous functions. Consider the nonhomogeneous first order system
x0 (t) = A(t)x(t) + f (t)

(5)

and the corresponding homogeneous system

x0 (t) = A(t)x(t)

(6)

(a) For any given vector x0 Rn , the system (5) has a unique solution with x(t0 ) = x0 .
(b) If x1 (t), . . . , xn (t) are n solutions of (6), then the following are equivalent.
(i) x1 ., . . . , xn are linearly dependent on J.
(ii) det(x1 (t), . . . , xn (t)) = 0 for all t J.
(iii) det(x1 (t), . . . , xn (t)) = 0 for some t J.
(c) The solution set of the homogeneous system x0 (t) = A(t)x(t) is a vector space of dimension n. Any basis of the space of solutions is known as a fundamental set.
(d) If xp is a particular solution of the nonhomogeneous system (5), then any solution is
of the form xp + x where x is a solution of the associated homogeneous system.
(e) Let (x1 , . . . , xn ) be a fundamental set of the homogeneous system. Let X(t) := (x1 (t), . . . , xn (t))
be the matrix whose i-th column is xi (t). If c(t) is any solution of the equation
X(t)c0 (t) = f (t)
then
x(t) := X(t)c(t)
is a solution of the nonhomogeneous equation.
(f) Let (x1 , . . . , xn ) be a fundamental set for the homogeneous system. Assume that uk are
real valued functions such that
u0k (t) =

det(x1 (t), . . . , xk1 (t), f (t), xk+1 (t), . . . , xn (t))

.
det(x1 (t), . . . , xn (t))

Then x(t) := u1 (t)x1 (t) + + un (t)xn (t) is a solution of the nonhomogeneous system (5).
Proof. (a) follows trivially, if we apply Theorem 1 to X0 := (x0 , . . . , x0 ) and F (t) := (f (t), . . . , f (t)).
Then X(t) is of the form X(t) = (x(t), . . . , x(t)).
(b) Let X(t) := (x1 (t), . . . , xn (t)). Then x1 , . . . , xn are solutions of x0 = Ax iff X is a
solution of X 0 = AX.
3

(c) Let xk be the unique solution of x0 = Ax with x(t0 ) = ek , the k-th basic vector of Rn .
(Existence
P of xk is assured by (a). )PLet y be any solution of the homogeneous system. Then
y(t0 ) = k ck ek . If we let x(t) := k ck xk , then x is a solution of the homogeneous system
such that x(t0 ) = y(t0 ). By the uniqueness, it follows that y = x.
(d) is trivial, if we observe that the difference of any two solutions of the nonhomogeneous
system is a solution of the homogeneous system.
(e) If x(t) = X(t)c(t), then by the product rule, we have
x0 (t) = X 0 (t)c(t) + X(t)c0 (t) = A(t)X(t)c0 (t) + f (t) = A(t)x(t) + f (t).
(f) For any fixed t J, the vector c(t) := (c1 (t), . . . , cn (t)) (considered as a column vector)
is, by Cramers rule, the solution of the linear system X(t)c0 (t) = f (t). Hence t 7 X(t)c(t)
is a solution of the nonhomogeneous equation (1) by (e). But,
X(t)c(t) = c1 (t)x1 (t) + + cn (t)xn (t),
by the definition of matrix multiplication.
Remark 5. Note that the equation X(t)c0 (t) = f (t)
of the above theorem says that
R t1in (e) 1
1
c is an anti-derivative of X(t) f (t), e.g., c(t) = t0 X(s) f (s) ds. Thus (f) of the last
theorem allows us to solve for the nonhomogeneous system given a fundamental set for the
homogeneous system. This is known as the method of variation of parameters.
If the matrix function A(t) = A is a constant matrix, we then have an explicit representation of the solution of the non-homogeneous equation.
Theorem 6. Let A be a constant matrix. Let J = [t0 , t1 ] R be an interval. Let f : J Rn
be continuous. Then the unique solution of the initial value problem
x0 (t) = Ax(t) + f (t),

x(t0 ) = x0

is given by
x(t) = e(tt0 )A x0 +

e(ts)A f (s) ds.

t0

Proof. Multiply the DE by etA on the left to obtain

etA x0 (t) etA Ax(t) = etA f (t).
The LHS of this equation is the derivative the function t 7 etA x(t). So, upon integration,
we get
Z t1
tA
e
x(t) =
esA f (s) ds + c.
t0

The constant vector is identified by taking t as t0 .

Let A be a constant matrix. We want to solve x0 = Ax with IC x(0) = x0 explicitly. This
P
(tA)k
is easily done. Let x(t) := etA x0 where etA :=
k=0 k! . Then the standard results about
the exponential of matrices tell us that the problem is solved. (See Exer. 7 below.) However,
it is usually very difficult to compute the exponential of any matrix A. Before attending to
this, we establish some useful results.
4

Ex. 7 (Exponential Map in M (n, R)). The following set of exercises introduces the exponential map in M (n, R) and its properties:
1. For X M (n, R), X := (xij ), let
kX k := max |xij |
1i,jn

be the max norm. It is equivalent to the operator norm k k on elements of M (n, R)

viewed as linear operators on Rn . We shall use the operator norm in the following.

2. We have kAB k kAk kB k for all A, B M (n, R) and Ak kAkk .
3. A sequence Ak A in the operator norm if and only if akij aij for all 1 i, j n as
k . Here we have Ak := (akij ), etc.
P
P
4. If
k=0 Ak is convergent to an element A of M (n, R).
k=0 kAk k is convergent, then
P
Xk
5. For any X M (n, R), the series
k=0 k! is convergent. We denote the sum by exp(X)
or by eX .
6. For a fixed X M (n, R) the function f (t) := etX satisfies the matrix differential
equation f 0 (t) = Xf (t), with the initial value f (0) = I. Hint: Note that the (i, j)-th
entry of f (t) is a power series in t and use (4).
7. Set g(t) := etX etX and conclude that etX is invertible for all t R and for all X
M (n, R).
8. There exists a unique solution for f 0 (t) = Af (t) with initial value f (0) = B given by
f (t) = etA B. Hint: If g is any solution, consider h(t) = g(t) etA .
9. Let A, B M (n, R). If AB = BA then we have
eA+B = eA eB = eB eA = eB+A .
Hint: Consider (t) := et(A+B) etA etB .
10. For A, X M (n, R) we have eAXA

= AeX A1 .

Definition 8. We say that a matrix X(t) with columns xi (t) is a fundamental matrix if
{xi : 1 i n} is a basis of solutions of the DE x0 = Ax. Note that by the fundamental
theorem for linear systems such a matrix exists.
Lemma 9. A matrix X(t) is a fundamental matrix for x0 = Ax iff X 0 (t) = AX(t) and
det X(t) 6= 0.
Proof. Let xj be the j-th column of X. Observe that the matrix equation X 0 = AX is
equivalent the n vector equations x0j (t) = Axj (t). By the standard uniqueness argument, the
n solutions xj (t) are linearly independent iff x1 (0), . . . , xn (0) are linearly independent. The
latter are linearly independent iff det X(0) 6= 0.
Lemma 10. The matrix etA is a fundamental solution of x0 = Ax.
5

Proof. Obvious in view of the last lemma.

Lemma 11. Let X(t) and Y (t) be two fundamental solutions of x0 = Ax. Then there exists
a constant matrix C such that Y (t) = X(t)C.
Proof. Each column yi of Y can be written as a linear combination of the columns xj of X:
yi = c1i x1 + + cni xn .
Then C := (cij ) is as required.
Theorem 12. Let X(t) be a fundamental matrix of x0 = Ax. Then
etA = X(t)X 1 (0).

(7)

In other words, any fundamental matrix X(t) is of the form X(t) = etA X(0).
Proof. Immediate consequence of the last two lemmas.
Ex. 13. Let xj be the solution of the initial value problem x0 = Ax with xj (0) = ej . Show
that etA = (x1 , . . . , xn ).
Ex. 14. Let X and Y be fundamental matrices of x0 = Ax with Y = XC for a constant
matrix C. Show that det C 6= 0.
Ex. 15. Let X(t) be a fundamental matrix of x0 = Ax and C a constant matrix with
det C 6= 0. Show that Y (t) = X(t)C is a fundamental matrix of x0 = Ax.
Ex. 16. Let X be a fundamental solution of x0 = Ax. Prove that the solution of the IV
problem x0 = Ax, x(t0 ) = x0 is x(t) = X(t)(X(t0 )1 x0 .
Ex. 17. Let X be a fundamental matrix of x0 = Ax. Show that X(t)X(t0 )1 = e(tt0 )A .
Theorem 18 (Nonhomogeneous Equation-Variation of Parameters). The solution of the IV
problem x0 = Ax + f (t), x(t0 ) = x0 is given by
x(t) = X(t)X 1 (t)x0 + X(t)

X 1 (s)f (s) ds,

(8)

t0

where X is a any fundamental matrix of the homogeneous equation x0 = Ax.

Proof. Let x1 , . . . , xn be a set of n linearly independent solutions of the homogeneous system
x0 = Ax. We seek a solution x of the IV problem for the nonhomogeneous system in the form
x(t) = u1 (t)x1 (t) + + un (t)xn (t).
This can be written as x(t) = X(t)u(t) in an obvious notation. Assuming that x(t) solves the
IV problem and plucking the expression for x(t) in the equation x0 = Ax + f , we get
X 0 (t)u(t) + X(t)u0 (t) = AX(t)u(t) + f (t).

(9)

Since X is a fundamental matrix X 0 (t) = AX(t) so that the first terms on either side of (9)
are equal. Hence, (9) reduces to
X(t)u0 (t) = f (t).
Thus, u0 = X 1 (t)f (t) so that
Z

u(t) = u(t0 ) +

X 1 (s)f (s) ds

t0

= X

(t0 )(x0 ) +

X 1 (s)f (s) ds.

t0

The result (8) follows from this.

Remark 19. Theorem 6 is a special case of the last theorem if we take X(t) = etA . Note
that the Greens kernel in this case is G(t, s) = e(ts)A .

Linear Equations of Higher Order

An n-th order linear ODE is of the form

y (n) + an1 y (n1) + + a1 y 0 + a0 y = f (t),

(10)

where the coefficient function aj and f are assumed to be continuous functions on an interval
J R. The homogeneous linear equation associated to (10) is
y (n) + an1 y (n1) + + a1 y 0 + a0 y = 0.

(11)

The crucial observation is that the study of such equations can be reduced to the study
of first order systems considered above. If y is a solution of the DE (10), then the functions
x1 := y, x2 := y 0 , x3 := y 00 , . . . , xn1 = y (n2) , xn := y (n1)
satisfy the following differential equations
x01 = x2 , x02 = x3 , . . . , x0n1 = xn , x0n = (an1 xn + an2 xn1 + + a1 x2 + a0 x1 ) + f. (12)
We introduce the matrix valued function

0
1
0
0
0
1

..
.
..
.
A(t) := .
.
.

0
0
0
a0 a1 . . .

...
...
..
.

0
0
..
.

...
1
. . . an1

With this notation, the differential equations in (12), can be recast as

0
x1 (t)
0
x1 (t)
x0 (t)
x2 (t) 0

. .
..
. = A(t) .. + ..

xn1 (t)
xn1 (t) 0
xn (t)
f (t)
x0n (t)
7

or, in an obvious notation

x0 (t) = A(t)x(t) + F (t).

(13)

Ex. 20. Every solution y of (10) is a solution of (13). Conversely, if x(t) is a solution of (13),
then y(t) := x1 (t) is a solution of (10).
The matrix A above is called the companion matrix of DE (10).
The following theorem is more or less an immediate consequence of Theorem 4.
Theorem 21. Let J := [t0 , t1 ] R be an interval. Let a0 , a1 , . . . , an1 : J R and f : J R
be continuous. Let L(y) := y (n) (t) + an1 y (n1) (t) + + a1 (t)y 0 + a0 (t)y(t). Consider the
nonhomogeneous equation L(y) = f and the homogeneous equation L(y) = 0.
(a) Given any numbers j R, for 0 j k 1, there is a unique solution y of L(y) = f
with y (j) (t0 ) = j .
(b) If y1 , . . . , yn are solutions of the homogeneous equation L(y) = 0, then their Wronskian
determinant

y1 (t)
y2 (t)
...
yn (t)
y10 (t)
y20 (t)
...
yn0 (t)

W (y1 , . . . , yn )(t) :=
..
..
..

.
.
.
(n1)

y1

(n1)

(t) y2

(n1)

(t) . . . yn

(t).

satisfies the differential equation: W 0 (t) = an1 (t)W (t).

(c) If y1 , . . . , yn are n solutions of the homogeneous equation L(y) = 0, then the following
are equivalent:
(i) y1 , . . . , yn are linearly independent on J.
(ii) W (y)(t) = 0 for all t J.
(iii) W (y)( ) = 0 for some J.
(d) The set of solutions of the homogeneous equation L(y) = 0 is an n-dimensional vector
space. Any basis of the space of solutions is called a fundamental set.
(e) If yp is a particular solution of the nonhomogeneous system, then any solution of the
nonhomogeneous system is of the form yp +y where y is a solution of the homogeneous system.
(f) Let {yj : 1 j n} be a fundamental set of the space of solutions of L(y) = 0. If
u1 , . . . , un are solutions of the matrix equation

0
y1
y2
...
yn
u1 (t)
0
y10
0

y20
...
yn0

u2 (t) 0
=
..
.. .. ..
..
.
.
. . .
(n1)

y1

(n1)

y2

(n1)

. . . yn

u0n (t)

then
y(t) := u1 (t)y1 (t) + + un (t)yn (t)
is a solution of the nonhomogeneous equation L(y) = f .

f (t)

Let D : f 7 f 0 denote the differential operator. If p(X) := X n +an1 X n1 + +a1 X +a0 ,

then we let
p(D)(y) := y (n) + an1 y (n1) + + a1 y 0 + a0 (t)y.
The polynomial p is called the characteristic polynomial of the differential operator p(D).
Theorem 22. Given a differential operator
p(D)(y)(t) := y (n) (t) + an1 y (n1) (t) + + a1 y 0 (t) + a0 y(t)
with constant coefficients. Let j be the roots of p with multiplicity mj , (1 j k). Any
solution y of the homogeneous equation p(D)y = 0 is of the form
y(t) = e1 t p1 (t) + + ek t pk (t)
where pj is an arbitrary polynomial of degree at most mj . That is, a basis of the solution is
{ej t tr : 1 j k, 0 r mj 1}.
Proof. Follows from the next three lemmas.
Lemma 23. Let Vr := C r (R) be the vector space of all r-times continuously differentiable
functions on R. Let D : Vr Vr1 be the derivation map f 7 f 0 .
(a) If f Vr , then (D I)r f = et Dr (et f ).
(b) A function f Vr lies in the kernel of (D I)r iff it is of the form
f (t) = et (b0 + b1 t + + br1 tr1 ).
Proof. (a) is proved by induction. To prove (b), observe that (DI)r f = 0 iff Dr (et f ) = 0,
by (a).
Lemma 24. Let p K[X] be a polynomial over a field K with a decomposition p = p1 pk
where pj are relatively prime. Let A : V V be a linear endomorphism of the K-vector space
V . Then we have
ker p(A) = ker p1 (A) ker pk (A).
Proof. Let qj := p/pj = p1 pj1 pj+1 pk . We first show that the sum is direct. Let
v1 + + vk = 0 where vj ker pj (A). Note that qi (A)vj = 0 whenever i 6= j. Since pi and
qi are relatively prime, there exist polynomials a and b such that ap1 + bq1 = 1. Then,
vi = a(A)pi (A)vi + b(A)bqi (A)vi
X
= b(A)qi (A)(
vj )
j6=i

b(A)qi (A)vj

j6=i

0.

j6=i

In the displayed equation, the inclusion is obvious. To prove the reverse

P inclusion, note
that qj are relatively prime. Hence there exist polynomials rj such that j rj qj = 1. Let
v ker p(A). Then vi := ri (A)qi (A)v ker pi (A) because
pi (A)vi = pi (A)qri (A)qi (A)v = ri (A)pi (A)qi (A) = ri (A)p(A)v = 0.
P
It is easily seen that v = i vi .
Lemma 25. Let p() := n + an1 n1 + + a1 + a0 = ( 1 )m1 ( glk )mk . Then a
basis solutions of the homogeneous equation p(D)y = 0 is {ej t tr : 1 j k, 0 r mj 1}.
Proof. Let pi () := ( i )mi . Then p(D) = p1 (D) pk (D). The result follows from the
last two lemmas.
We now apply our knowledge about the n-th order homogeneous equation to compute etA
of a matrix A!
Theorem 26. Let p be the characteristic polynomial of A. Let y1 , . . . , yn be a basis for the
set of solutions of the homogeneous n-th order equation p(D)y = 0. Then there exist matrices
A1 , . . . , An such that
etA = y1 (t)A1 + + yn (t)An .
(14)
Proof. We have p(t) := det(A tI). Let etA = (uij (t)). Then,
(p(D)uij (t)) = p(D)etA = p(A)etA = 0,
by Cayley-Hamilton theorem. Thus every entry uij of etA satisfies the DE p(D)uij = 0, hence
can be written as linear combination of yj s.
Remark 27. We now give an algorithm to find the exponential of a matrix. Given a matrix
A, we find its characteristic polynomial p(t). We find a basis {yj : 1 j n} of solutions
of p(D)y = 0. From the last result we know that there exist matrices Aj such that etA =
y1 A1 + + yn An . To find these matrices Aj , we differentiate the equation (14) n 1 times
with respect to t. We thus obtain n equations a follows.
etA = y1 (t)A1 + + yn (t)An
AetA = y10 (t)A1 + + yn0 (t)An
..
.
An1 etA = y (n1) (t)A1 + + y (n1) (t)An .
Evaluate them at t = 0 and solve for Aj by the standard Gaussian elimination method.




0 s
cos st sin st
tA
Example 28. Consider
. Following the above steps, we obtain e =
.
sin st
cos st
s
0


0
1
tA
Ex. 29. (i) Find e where A =
.
14 9
(ii) Transform the equation y 00 + 9y 0 + 14y = 0 with y(0) = 0 and y 0 (0) = 1 into a vector
10

DE.
(iii) Solve the IV problem in (ii). Ans: etA =

1
5

7e2t 2e7t
e2t e7t
2t
7t
14e
+ 14e
2e2t + 7e7t


and

y(t) = 15 (e2t + e7t ).

Ex. 30. Solve x00 + x = 3 with x() = 1 and x0 () = 2 using the methods of exponential
matrix and variation of parameters. Ans: 3 + 2 cos t 2 sin t.
Ex. 31. Solve x00 + 2x0 8x = et with x(0) = 1 and x0 (0) = 4 using the methods of
31 4t
exponential matrix and variation of parameters. Ans: 30
e
+ 16 e2t 15 et .
Ex. 32. Compute the exponential of the following matrices by any



 1 t
(e + e3t ) 41 (e3t et )
1 1
2
.
(i)
. Ans:
et + e3t 21 (et + e3t )
4 1


 t

1 1
e cos t et sin t
(ii)
. Ans: t
.
1 1
e sin t et cos t

2 1 0
(iii) 0 2 0.
0 0 2




1 + 2t
t
0
1
2t
.
. Ans: e
(iv)
4t 1 2t
4 4

2
Ex. 33. Compute etA by solving a third order DE where A = 1
1

method:

0 1
0 1 .
2 0

We now briefly indicate how one can solve a linear system by the eigen value-eigen vector
method. Given the system x0 = Ax with a constant matrix A. Assume that A has distinct
eigen values, say, j , 1 j n. Let vj be a nonzero eigen vector of A with eigen value
j . Then xj (t) := ej t vj is a solution. Also, {xj : 1 j n} is a fundamental set for the
equation x0 = Ax. Even if the eigen values are complex, by Ex. 35, we can find real valued
solutions. However, if A has eigen values with multiplicity, one requires a little more work.
We refer the reader to Brauns book (especially sections 3.63.8) for more details.
Remark 34. A fall-out of this approach is another method of computing etA . Let x1 (t), . . . , xn (t)
be linearly independent solutions of x0 = Ax. Then the matrix X(t) := (x1 (t), . . . , xn (t)) is a
fundamental matrix so that etA = X(t)X 1 (0). (Ex. 17!)
Ex. 35. Let x(t) = f (t) + ig(t) be a solution of x0 = Ax. Then f and gare real valued
solutions of x0 = Ax.
Ex. 36. Find all the solutions of x0 = Ax using eigen methods where

3 2 4
(i) A = 2 0 2 x.
4 2 3

1 0 0
(ii) A = 3 1 2.
2 2 1
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Ex. 37. Solve the given initial value problem.



 
1 1
2
0
(i) x =
x, x(0) =
.
4 1
3

3 0 2
0
(ii) x0 = 1 1 0 x with x(0) = 1.
2 1 0
2
Ex. 38. Solve the IV problem

1 0 0
0
x0 = 2 1 2 x + 0 ,
3 2 1
et cos 2t
by two different methods viz.,

1
Ex. 39. Find etA if A = 0
0
is easier?

x(0) = e2 + e3

by finding the exponential of A and by eigen method.

1 1
3 2 by methods of Remarks 27 and 34. Which do you find
0 5

12