Eigenvectors of first-order differential equation

In summary, the conversation discusses a first-order differential equation with solutions in the form of f(t) = ce^(\lambda*t) for a scalar constant c. It is also mentioned that every real number \lambda is an eigenvalue of T and that \lambda corresponds to eigenvectors of the form ce^(\lambda*t) for c not equal to 0. The conversation also clarifies that for \lambda = 0, the eigenvectors are nonzero constant functions. The question and responses also touch on the use of calculus in finding the solutions to this type of differential equation.
  • #1
jeff1evesque
312
0
Suppose that f is an eigenvector of T with corresponding eigenvalue [tex]\lambda[/tex]. Then f' = T(f) = [tex]\lambda[/tex]f. This is a first-order differential equation whose solutions are of the form f(t) = ce^([tex]\lambda[/tex]*t) for some scalar constant c. Consequently, every real number [tex]\lambda[/tex] is an eigenvalue of T, and [tex]\lambda[/tex] corresponds to eigenvectors of the form ce^([tex]\lambda[/tex]*t ) for c not equal to 0. Note that for [tex]\lambda[/tex] = 0, the eigenvectors are the nonzero constant functions.

Question: I was wondering if someone could explain the following sentence from above: "This is a first-order differential equation whose solutions are of the form f(t) = ce^([tex]\lambda[/tex] * t) for some scalar constant c. "

Work:
f ' = T(F) = [tex]\lambda[/tex]f.
Therefore, f ' = [tex]\lambda[/tex] f ==> [tex]f' / f [/tex] = [tex]\lambda[/tex]
So, [Integral] [tex]f ' / f [/tex] dt = [Integral] [tex]\lambda[/tex] dt
Therefore, ln(f) = [tex]\lambda[/tex]t + c
<==> e^( ln(f) ) = e^( [tex]\lambda[/tex]t + c )
= [tex]e^l^n^|^f^|[/tex] = e ^ ( [tex]\lambda[/tex]t + c )
= [tex]e^c[/tex]e^( [tex]\lambda[/tex] * t )
<==> f = [tex]e^c[/tex]e^( [tex]\lambda[/tex] * t ) which does not equal ce^( lambda * t ) ??

Question: I'm kind of rusty with calculus but I didn't think [Integral] [tex]f ' / f [/tex] dt = ln(f)
I thought it would be [Integral] [tex]f ' / f [/tex] dt = [Integral] [tex] 1 / f [/tex] dt = [tex]t / f[/tex]
 
Last edited:
Physics news on Phys.org
  • #2
Hi jeff1evesque! :smile:

(have a lambda: λ and an integral: ∫ and try using the X2 tag just above the Reply box :wink:)
jeff1evesque said:
… f = [tex]e^c[/tex]e^( [tex]\lambda[/tex] * t ) which does not equal ce^( lambda * t ) ??

Yes it does … the constant ec has simply been renamed c :wink:
Question: I'm kind of rusty with calculus but I didn't think [Integral] [tex]f ' / f [/tex] dt = ln(f)
I thought it would be [Integral] [tex]f ' / f [/tex] dt = [Integral] [tex] 1 / f [/tex] dt = [tex]t / f[/tex]

∫f/'f dt = ln(f) + c because d/dt (ln(t)) = 1/t, so by the chain rule d/dt (ln(f(t))) = f'(t)/f(t) :wink:
 
  • #3
Wow, thanks a lot Tim.

tiny-tim said:
Hi jeff1evesque! :smile:

(have a lambda: λ and an integral: ∫ and try using the X2 tag just above the Reply box :wink:)


Yes it does … the constant ec has simply been renamed c :wink:


∫f/'f dt = ln(f) + c because d/dt (ln(t)) = 1/t, so by the chain rule d/dt (ln(f(t))) = f'(t)/f(t) :wink:
 

FAQ: Eigenvectors of first-order differential equation

1. What is an eigenvector of a first-order differential equation?

An eigenvector of a first-order differential equation is a vector that, when multiplied by the coefficient matrix of the differential equation, results in a scalar multiple of itself. In other words, the vector remains in the same direction after the matrix multiplication.

2. How is an eigenvector used in solving a first-order differential equation?

Eigenvectors are used to find the general solution of a first-order differential equation by determining the constants in the solution. The eigenvectors are also used to determine the stability of the solution.

3. What is the relationship between eigenvalues and eigenvectors in a first-order differential equation?

Eigenvalues are the scalars that correspond to the eigenvectors of a first-order differential equation. They are found by solving the characteristic equation of the differential equation.

4. Can an eigenvector be a zero vector in a first-order differential equation?

No, an eigenvector cannot be a zero vector in a first-order differential equation. This is because the definition of an eigenvector requires it to be non-zero.

5. How are eigenvectors and eigenvalues related to the behavior of a solution of a first-order differential equation?

The eigenvalues and eigenvectors of a first-order differential equation determine the behavior of the solution. If the eigenvalues are all negative, the solution will approach zero as time goes to infinity, indicating a stable system. If the eigenvalues are all positive, the solution will grow without bound, indicating an unstable system. If the eigenvalues are a mix of positive and negative values, the solution will oscillate, indicating a system with a limit cycle.

Similar threads

Replies
9
Views
2K
Replies
6
Views
675
Replies
4
Views
2K
Replies
2
Views
1K
Replies
6
Views
2K
Replies
11
Views
3K
Back
Top