Calculating Eigenvalues of ODE's x1', x2

In summary: So in this case, you would distribute the scalar e2t into each term inside the parentheses and then add the vectors. You can also look up some online resources for more detailed explanations.
  • #1
cue928
130
0
x1' = x1 - 5x2
x2' = x1 + 3x2
[tex]
\begin{bmatrix} 1 & -5\\ 1 & 3\end{bmatrix}

\begin{bmatrix} 1-\lambda & -5\\1 & 3-\lambda\end{bmatrix}
[/tex]

The eigenvalue I have is lambda = 2+/- 2i.
Using lambda = 2-2i, I get the following:
[tex]
\begin{bmatrix} -1+2i & -5\\1 & 1+2i\end{bmatrix}
[/tex]
I get an eigenvector V=[5 -1+2i] which seems to check out for zero. So my first question is if I calculated this correctly.
 
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  • #2
Yes, that's an eigenvector for that eigenvalue.
 
  • #3
vela said:
Yes, that's an eigenvector for that eigenvalue.

Okay, well at least I know how to do through that step. Where I'm running into problems is thereafter. I know the answer (from the book) but my signs are off. Can you explain how I get from having an eigenvector of V=[5 -1+2i] and [tex] \lambda=2-2i [/tex] to the following equations:
x1(t) = e^2t[-5 C1 cos(2t) - 5C2 sin(2t)]
x2(t) = e^2t[(c1+2c2) cos2t + (-2c1 +c2)sin2t]

My professor went through a bunch of steps during office hours today but I think he still glossed over a few things because the signs aren't matching up. For example, on equation 1, I had +5C1... and +5C2...so I don't know where I'm going wrong.

The equations I had were:
x1(t) = 5e^2t[c1 cos 2t + c2 sin 2t]
x2(t) = e^2t[-c1+c2) cos(2t) + (2c1 +c2) sin(2t)]
I was breaking down lambda as two values. lambda = 2-2i, so I set p = 2, q = -2. With the eigenvector of V=[5 -1+2i], I used a=5, b=-1, c=2 and then I substituted those in. I'm close, but the signs being off makes me think I'm not as far off as I would be if the numbers were completely wrong.

I understand cos being an even function and sin an odd function but I still don't see the sign problem. For example, on eq 1, the book says i should have:
e^2t(-5 c1 cos 2t - 5c2 sin 2t)
But with a q value of -2 and substituting that in, I got:
e^2t(5 C1 cos2t + 5 C2 sin 2t)
 
Last edited:
  • #4
The solution is

[tex]\vec{x} = d_1\begin{pmatrix} 5 \\ -1-2i \end{pmatrix}e^{(2+2i)t} + d_2\begin{pmatrix} 5 \\ -1+2i \end{pmatrix}e^{(2-2i)t}[/tex]

where d1 and d2 are arbitrary constants. Each eigenvector is paired with the exponential containing the corresponding eigenvalue. Now it's just a bunch of algebra. Pull the common factor of e2t out and use Euler's formula to expand the complex exponentials to get

[tex]\vec{x} = e^{2t}\left[d_1\begin{pmatrix} 5 \\ -1-2i \end{pmatrix}(\cos 2t + i \sin 2t) + d_2\begin{pmatrix} 5 \\ -1+2i \end{pmatrix}(\cos 2t - i \sin 2t)}\right][/tex]

Collect terms and simplify. You'll find d1 and d2 appear in two combinations that you can identify as c1 and c2.
 
  • #5
vela said:
The solution is

[tex]\vec{x} = d_1\begin{pmatrix} 5 \\ -1-2i \end{pmatrix}e^{(2+2i)t} + d_2\begin{pmatrix} 5 \\ -1+2i \end{pmatrix}e^{(2-2i)t}[/tex]

where d1 and d2 are arbitrary constants. Each eigenvector is paired with the exponential containing the corresponding eigenvalue. Now it's just a bunch of algebra. Pull the common factor of e2t out and use Euler's formula to expand the complex exponentials to get

[tex]\vec{x} = e^{2t}\left[d_1\begin{pmatrix} 5 \\ -1-2i \end{pmatrix}(\cos 2t + i \sin 2t) + d_2\begin{pmatrix} 5 \\ -1+2i \end{pmatrix}(\cos 2t - i \sin 2t)}\right][/tex]

Collect terms and simplify. You'll find d1 and d2 appear in two combinations that you can identify as c1 and c2.

How do you multiply that out, though?
 
  • #6
According to the usual rules of vector addition and scalar multiplication. Are you not familiar with those?
 
  • #7
No, unfortunately not. Neither linear algebra or the section of calculus that introduces vectors were required for this class. Can you provide some insight?
 
  • #8
They're pretty simple. Scalar multiplication is

[tex]a\begin{pmatrix}x_1 \\ x_2\end{pmatrix} = \begin{pmatrix}ax_1 \\ ax_2\end{pmatrix}[/tex]

When you multiply by a scalar, you just multiply all the components by the scalar.

Vector addition is

[tex]\begin{pmatrix}x_1 \\ x_2\end{pmatrix}+\begin{pmatrix}y_1 \\ y_2\end{pmatrix} = \begin{pmatrix}x_1+y_1 \\ x_2+y_2 \end{pmatrix}[/tex]

The nth component of the sum is just the sum of the nth components.
 

1. What are eigenvalues and why are they important in ODEs?

Eigenvalues are a set of numbers that represent the scaling factor of a vector when multiplied by a matrix. In ODEs, they are important because they can help us understand the behavior and stability of a system. They can also be used to find the general solution of a system of ODEs.

2. How do you calculate eigenvalues of a matrix?

To calculate eigenvalues of a matrix, we first need to find the characteristic polynomial by taking the determinant of the matrix minus the identity matrix multiplied by a variable lambda. We then solve for the values of lambda that make the determinant equal to 0. These values are the eigenvalues of the matrix.

3. Can eigenvalues be complex numbers?

Yes, eigenvalues can be complex numbers. In fact, for matrices with complex coefficients, the eigenvalues will also be complex numbers.

4. How many eigenvalues can a matrix have?

The number of eigenvalues of a matrix is equal to the number of rows or columns in the matrix. So, a square matrix will have n eigenvalues, where n is the size of the matrix.

5. How do eigenvalues relate to the solutions of an ODE system?

The eigenvalues of a matrix can help us find the general solution of an ODE system by providing information about the behavior and stability of the system. The eigenvalues can also be used to determine the type of solutions (e.g. oscillatory, exponential) for different initial conditions.

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