Calculating Eigenvalues of ODE's x1', x2

  • Thread starter Thread starter cue928
  • Start date Start date
  • Tags Tags
    Eigenvalues
Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
7 replies · 2K views
cue928
Messages
129
Reaction score
0
x1' = x1 - 5x2
x2' = x1 + 3x2
[tex] \begin{bmatrix} 1 & -5\\ 1 & 3\end{bmatrix}<br /> <br /> \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.
 
Physics news on Phys.org
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:
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.
 
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?
 
No, unfortunately not. Neither linear algebra or the section of calculus that introduces vectors were required for this class. Can you provide some insight?
 
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.