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Math 677. Fall 2009. Homework #1 Solutions

This document contains solutions to homework problems involving linear differential equations and properties of the matrix exponential eA. It includes: 1) Solving a second order linear DE by converting it to a first order system and finding its eigenvalues/eigenvectors. 2) Proving that if ||T-I|| < 1, then T is invertible and the series Σ(I-T)k converges absolutely to T^-1. 3) Finding the eigenvalues/eigenvectors of a sample matrix A and using them to solve the initial value problem for the linear system x'=Ax. 4) Classifying the types of equilibria that can occur for a second order linear DE based on its eigenvalues

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Rodrigo Kosta
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65 views3 pages

Math 677. Fall 2009. Homework #1 Solutions

This document contains solutions to homework problems involving linear differential equations and properties of the matrix exponential eA. It includes: 1) Solving a second order linear DE by converting it to a first order system and finding its eigenvalues/eigenvectors. 2) Proving that if ||T-I|| < 1, then T is invertible and the series Σ(I-T)k converges absolutely to T^-1. 3) Finding the eigenvalues/eigenvectors of a sample matrix A and using them to solve the initial value problem for the linear system x'=Ax. 4) Classifying the types of equilibria that can occur for a second order linear DE based on its eigenvalues

Uploaded by

Rodrigo Kosta
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math 677. Fall 2009.

Homework #1 Solutions.
Part I. Exercises are taken from ”Diffential Equations and Dynamical Sys-
tems” by Perko, 3rd edition.

Problem Set 2: # 3
Write the following linear DE with const coefficients in the form of the linear
system ẋ = Ax and solve:

(a) ẍ + ẋ − 2x = 0.
Substitution x1 = x, x2 = ẋ yields an equivalent 1st order system
  
ẋ1 = x2 0 1
i.e. ẋ = Ax, where A =
ẋ2 = 2x1 − x2 2 −1

Eigenvalues λ1 = 1, λ2 = −2, eigenvectors v1 = [1, 1]T , v2 = [1, −2]T . Hence


   
1 1 2/3 1/3
P = with P =
−1
.
1 −2 1/3 −1/3
The solution of the IVP is given by
 t 
e 0
x(t) = P P −1 x(0).
0 e−2t

Problem Set 3: # 4
If T is a linear transformation on Rn with ||T − I|| < 1, prove that T is
invertible and that the series k=0 (I − T )k converges absolutely to T −1 .
P∞
To show that T is invertible, notice that

||T x|| = ||(I + (T − I))x|| ≥ ||x|| + ||(T − I)x|| ≥ (1)


≥ ||x|| − ||T − I||||x|| = (1 − ||T − I||)||x|| > 0 (2)

for all ||x|| > 0. In other words, ||T x|| = 0 iff ||x|| = 0, a criterion of
invertibility.
The absolute convergence of the series to T −1 follows from geometric series
formula for matrices.

1
Problem Set 4: # 4 Consider
 
1 0 0
A= 1 2 0 
1 0 −1

Eigenvalues: λ1 = 1, λ2 = −1, λ3 = 2, eigenvectors v1 = (2, −2, 1), v2 =


(0, 0, 1), v3 = (0, 1, 0).
   
2 0 0 1 0 0
1
P =  −2 0 1  , and P −1 =  −1 0 2 
2
1 1 0 2 2 0

which leads to x(t) = eAt x(0) = P diag(λ1 , λ2 , λ3 )P −1 x(0), i.e.

et
 
0 0
x(t) =  e2t − et e2t 0  x(0)
1 t
2
(e − e ) 0 e−t
−t

Problem Set 5: # 5 Second order equation ẍ + aẋ + bx = 0 is equivalent


to ẋ = Ax with  
0 1
A=
−b −a
√
Eigenvalues are given by 21 (−a ± a2 − 4b) and λ1 · λ2 = b, λ1 + λ2 = −a.
According to the standard classification of equilibria for linear systems, we
have the following cases:

(1) If b < 0, the origin is a saddle.


(2) If b > 0, a = 0, it is a center.
(3) b > 0, a2 − 4b ≥ 0 is a stable node for a < 0 and unstable node for a > 0
(4) b > 0, a2 − 4b ≤ 0 is a stable focus for a < 0 and unstable focus for a > 0.

Part II. Prove the following properties of eA :

(1) if A is diagonalizable, so is eA
This follows from the fact that eA = eP ΛP = P −1 eΛ P .
−1

(2) if A is symmetric, then eA is positive definite

2
If AT = A, there is an orthogonal matrix Q s.t. A = Q−1 ΛQ, so that
(eA x, x) = (QT eΛ Qx, x) = (eΛ Qx, Qx) > 0 for all x > 0.

(3) det(eAt ) = etrA


If A = P −1 ΛP , deteAt = Πeλi t , i = 1, . . . n. By the properties of trace,
etrA
= eλ1 +...+λn = Πeλi t . The statement follows from the observation that
trP −1 ΛP = P −1 trΛP and the fact that A = P −1 JP , where J is composed
of Jordan blocks Ji , each of which satisfies the above relation.

(4) eAt = T −1 eT AT t T .
−1

This follows from the calculation


∞ ∞
−1 T AT −1 t
X (T AT −1 t)k X Ak tk
T e T =T −1
= = eAt
k=0
k! k=0
k!

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