Finding the Second Solution for a System with a Repeated Eigenvalue

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SUMMARY

The discussion focuses on solving a system of differential equations represented by X' = (1 1; -1 3)X, which has a repeated eigenvalue of 2. The primary eigenvector calculated is (1,1), leading to the solution X(t) = ce^(2t)(1,1). To find a second solution for systems with repeated eigenvalues, the method involves using the formula X₂ = Kte^(λt) + Pe^(λt), where P satisfies (A - λI)P = K. This structured approach is essential for obtaining a complete set of solutions in such cases.

PREREQUISITES
  • Understanding of eigenvalues and eigenvectors in linear algebra.
  • Familiarity with solving systems of differential equations.
  • Knowledge of matrix operations, specifically (A - λI).
  • Proficiency in applying the method of undetermined coefficients.
NEXT STEPS
  • Study the method for finding generalized eigenvectors in linear algebra.
  • Learn about the application of the Jordan form for repeated eigenvalues.
  • Explore the theory behind systems of linear differential equations.
  • Investigate the use of the Wronskian to determine linear independence of solutions.
USEFUL FOR

Students and professionals in mathematics, particularly those studying differential equations, linear algebra, and systems theory. This discussion is beneficial for anyone looking to deepen their understanding of repeated eigenvalues and their implications in solving differential equations.

Buri
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Homework Statement



I'm told to solve the following:

X' = (1 1; -1 3)X

Where (1 1) is the first row and (-1 3) is the second row.

The Attempt at a Solution



Okay so I calculated the eigenvalues and I got repeated eigenvalue of 2. I calculated the eigenvector and got (1,1). So a solution would be X(t) = ce^(2t)(1,1).

My text considers the matrix (a 1; 0 a) before the problems and goes on to find a eigenvalue with eigenvector, but then adds another solution to it so getting:

X(t) = ce^(at)(1,0) + de^(at)(t,1)

I understand how they got it in that one, but I'm not exactly sure how to go about finding one for mine. Any help?
 
Last edited:
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There's a procedure for this. If a system [itex]\vec{X}^{\prime}=A\vec{X}[/itex] has a repeated eigenvalue [itex]\lambda[/itex] and there is only one eigenvector [itex]\vec{K}[/itex] associated with it (as you have here), then the second solution [itex]\vec{X}_2[/itex] that you seek is found as follows.

[tex]\vec{X}_2=\vec{K}te^{\lambda t}+\vec{P}e^{\lambda t}[/tex],

where [itex]\vec{P}[/itex] satisfies:

[tex]\left(A-\lambda I\right)\vec{P}=\vec{K}[/tex].
 

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