How can you diagonalize the given matrix and use it to solve a system of ODE's?

  • Thread starter Thread starter Ackbach
  • Start date Start date
Click For Summary
SUMMARY

The discussion focuses on diagonalizing the matrix \( A = \begin{bmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 30 & 1 & -6 \end{bmatrix} \) to solve the system of ordinary differential equations (ODEs) represented by \( x' = Ax \). The diagonalization process is essential for computing the matrix exponential \( e^{At} \), which provides the solution \( e^{At}x_0 \). The discussion emphasizes the importance of this technique in solving linear systems of ODEs effectively.

PREREQUISITES
  • Understanding of matrix diagonalization
  • Familiarity with matrix exponentiation
  • Knowledge of ordinary differential equations (ODEs)
  • Basic linear algebra concepts
NEXT STEPS
  • Learn how to compute the eigenvalues and eigenvectors of a matrix
  • Study the process of matrix exponentiation using diagonalization
  • Explore the application of \( e^{At} \) in solving systems of ODEs
  • Investigate numerical methods for solving ODEs when analytical solutions are difficult
USEFUL FOR

Mathematicians, engineering students, and anyone involved in solving systems of ordinary differential equations using linear algebra techniques.

Ackbach
Gold Member
MHB
Messages
4,148
Reaction score
94
Here's this week's problem.

-----

Diagonalize the matrix
$$A=\begin{bmatrix}
0 &1 &0 \\
0 &0 &1 \\
30 &1 &-6
\end{bmatrix}.$$
Note that this procedure can be used to compute $e^{At}$, and thus
solve the system of ODE's $x'=Ax$, the solution being $e^{At}x_{0}$.

-----

Remember to read the http://www.mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to http://www.mathhelpboards.com/forms.php?do=form&fid=2!
 
Physics news on Phys.org
No one solved this week's POTW. You can read my solution below.

We find the eigenvalues and eigenvectors thus:
$$\det(A-\lambda I)=\left|
\begin{matrix}
-\lambda &1 &0 \\
0 &-\lambda &1 \\
30 &1 &-6-\lambda
\end{matrix}
\right|
=-\lambda(-\lambda(-6-\lambda)-1)-1(-30)=0,$$
or
$$\lambda^2(-6-\lambda)+\lambda+30=0\quad\implies\quad
-\lambda^3-6\lambda^2+\lambda+30=0,$$
or
$$\lambda^3+6\lambda^2-\lambda-30=0.$$
We can see that $\lambda=2$ is a solution, making $\lambda-2$ a factor.
The other factors are $x+5$ and $x+3$. That is, the eigenvalues of
this matrix are $2, -3,$ and $-5$. Let us take the $\lambda=2$
eigenvalue. To find the corresponding eigenvector, we solve the system
$$Ax=2x,\quad\implies\quad
\begin{bmatrix}
-2 &1 &0 \\
0 &-2 &1 \\
30 &1 &-8
\end{bmatrix}x=0.$$
One solution is
$$\chi_2=\begin{bmatrix} 1\\ 2\\ 4\end{bmatrix}.$$
Similarly, solutions for the other eigenvalues are as follows:
$$\chi_{-3}=\begin{bmatrix}1 \\ -3 \\ 9 \end{bmatrix}\quad\text{and}
\quad \chi_{-5}=\begin{bmatrix}1 \\ -5 \\ 25 \end{bmatrix}.$$
Therefore, if we have
$$P=\begin{bmatrix}1 &1 &1 \\ -5 &-3 &2 \\ 25 &9 &4\end{bmatrix}\quad
\text{and}\quad D=\begin{bmatrix}-5 &0 &0 \\ 0 &-3 &0 \\ 0 &0 &2
\end{bmatrix},$$
then $A=PDP^{-1}$.
Note that
$$P^{-1}=\begin{bmatrix}-3/7 &1/14 &1/14 \\ 1 &-3/10 &-1/10 \\
3/7 &8/35 &1/35 \end{bmatrix}.$$
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
3K
Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
5K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 1 ·
Replies
1
Views
3K
Replies
1
Views
1K