Difference equation and diagonal block matrix

Click For Summary

Homework Help Overview

The discussion revolves around computing powers of a block diagonal matrix and analyzing a difference equation defined by that matrix. The matrix in question is composed of Jordan blocks, specifically ##J_2(1)## and ##J_3(0)##, which have implications for the behavior of the difference equation solutions.

Discussion Character

  • Exploratory, Conceptual clarification, Problem interpretation

Approaches and Questions Raised

  • Participants are attempting to compute powers of the matrix ##A## and relate these to the difference equation ##x_{j+1}=Ax_{j}##. There is uncertainty about what constitutes a 'solution' for the difference equation, with some participants questioning the initial conditions and the implications of the Jordan blocks on the solutions' behavior as ##j## increases.

Discussion Status

Participants are actively engaging with the problem, sharing their computations and interpretations. Some have provided insights into the nature of the solutions and the behavior of the terms in the sequence defined by the difference equation. There is a recognition of the need for clarification regarding the definitions and properties of the Jordan blocks involved.

Contextual Notes

There is mention of a potential typo in the original problem statement regarding the matrix powers, which may affect the understanding of the computations. Participants are also navigating the rules of the forum regarding the sharing of solutions and interpretations.

pondzo
Messages
168
Reaction score
0

Homework Statement



Compute ##A^j~\text{for} ~~j=1,2,...,n## for the block diagonal matrix##A=\begin{bmatrix}
J_2(1)& \\
&J_3(0)
\end{bmatrix}##,

And show that the difference equation ##x_{j+1}=Ax_{j}## has a solution satisfying ##|x_{j}|\rightarrow\infty~\text{as}~j\rightarrow\infty##

Homework Equations

The Attempt at a Solution

So ##A^1=\begin{bmatrix}
1&1&0&0&0 \\
0&1&0&0&0 \\
0&0&0&1&0 \\
0&0&0&0&1 \\
0&0&0&0&0
\end{bmatrix}
,~~A^2=\begin{bmatrix}
1&2&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&1 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}
,~~A^j=\begin{bmatrix}
1&j&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3 ##
I am certain that this isn't a difficult question, but I am not sure how to apply this to the difference equation. Which is probably due to my lack of experience with them. Help would be appreciated, thanks.
 
Last edited by a moderator:
Physics news on Phys.org
For my sake: apparently ##J_2## and ##J_3## have a special meaning. Could you explain ?
 
BvU said:
For my sake: apparently ##J_2## and ##J_3## have a special meaning. Could you explain ?
Yes sorry about that, I should have put it in the question.

##J_2(1) = ~\text{the 2x2 jordan block matrix with 1 as eigenvalues}~=\begin{bmatrix} 1&1 \\ 0&1 \end{bmatrix}##
And ## J_3(0) = ~\text{the 3x3 jordan block matrix with 0 as eigenvalues}~=\begin{bmatrix} 0&1&0 \\ 0&0&1 \\0&0&0 \end{bmatrix}##
 
Well, I learned something !

But now I can't be of much further help, because I can't imagine what they want to count as a 'solution' for ##
x_{j+1}=Ax_{j}##, which to me is just a recipe to get ##
x_{j+1}## from ##x_{j}##.

I mean, is ##x_0 = \begin{bmatrix} 1 \\ 1 \end{bmatrix}## a 'solution' ? (I ignore the other dimensions that go to 0 anyway)
Because ##x_{j+1} = A x_j## is satisfied (always !?) and ##x_j = \begin{bmatrix} 1 + j \\ 1 \end{bmatrix}## so that
##|x_{j}|\rightarrow\infty~\text{as}~j\rightarrow\infty##

--
 
I am glad I was involved in helping someone learn something new!

Mod note: Fixed typo in post #1
I think I should point out that there is a typo in the original question, it should be:

##A^j=\begin{bmatrix}
1&j&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3 ~\text{rather than}~
A^j=\begin{bmatrix}
1&n&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3##

And yes what you say makes sense.. I think as long as ##x_0## has a positive value in the 2nd row it will be satisfied (since the second column in ##A^j## is unbounded in ##j##) and ##|x_ j| =\sqrt{j^2+1}## which tends to infinity as ##j## does. Do you agree ?
 
Last edited by a moderator:
I agree with you, but that doesn't mean much (real knowledge trumps common sense). Would appreciate it very much if you would post if it turns out we are both wrong :smile:

Here they call ## a_n = r^n## the solution for the difference equation ##a_n = r a_{n-1}## so in that jargon I have inadvertently posted the actual solution,

which is in fact against PF rules. May I be forgiven by O2 and all the other good spirits that watch over us, because I did not know what I was doing​
 
pondzo said:

Homework Statement



Compute ##A^j~\text{for} ~~j=1,2,...,n## for the block diagonal matrix##A=\begin{bmatrix}
J_2(1)& \\
&J_3(0)
\end{bmatrix}##,

And show that the difference equation ##x_{j+1}=Ax_{j}## has a solution satisfying ##|x_{j}|\rightarrow\infty~\text{as}~j\rightarrow\infty##

Homework Equations

The Attempt at a Solution

So ##A^1=\begin{bmatrix}
1&1&0&0&0 \\
0&1&0&0&0 \\
0&0&0&1&0 \\
0&0&0&0&1 \\
0&0&0&0&0
\end{bmatrix}
,~~A^2=\begin{bmatrix}
1&2&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&1 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}
,~~A^j=\begin{bmatrix}
1&j&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3 ##
I am certain that this isn't a difficult question, but I am not sure how to apply this to the difference equation. Which is probably due to my lack of experience with them. Help would be appreciated, thanks.

Try writing out the first few terms ##x_2, x_3 x_4 \ldots##, to see how they relate to ##x_1##.
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
Replies
9
Views
2K
  • · Replies 14 ·
Replies
14
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 12 ·
Replies
12
Views
3K
Replies
2
Views
1K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 10 ·
Replies
10
Views
2K