How to study an ODE in matrix form in a Hilbert space?

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Discussion Overview

The discussion revolves around the study of an ordinary differential equation (ODE) represented in matrix form within a Hilbert space context. Participants explore the implications of the matrix's properties, such as its phase portrait and the behavior of solutions, while also considering the mathematical framework necessary for such analysis.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant describes a complex matrix derived from an ODE, noting its phase portrait as a spiral source and the requirement for stringent initial conditions.
  • Another participant clarifies that while the matrix is a 2x2 complex matrix, the term "Hilbert space" typically implies infinite dimensionality, suggesting a distinction between finite and infinite dimensions.
  • A participant presents a general solution involving eigenvalues and eigenvectors, questioning if this aligns with the previous suggestions made.
  • Discussion arises regarding the initial condition, with a participant emphasizing the need for two components in the initial state and the role of time as an independent variable in the ODE.
  • Participants reference a book on differential equations and dynamical systems, discussing the treatment of matrix exponentials, particularly in relation to complex matrices versus real matrices.
  • One participant expresses uncertainty about the implications of the general solution and the relevance of the initial conditions when viewed from a Hilbert space perspective.
  • Another participant computes the matrix exponential and questions its significance compared to the phase-plane portrait already established.
  • A later reply inquires about the concepts of divergence and convergence of eigenvectors and their relation to the general solution, indicating a gap in available resources on this topic.

Areas of Agreement / Disagreement

Participants express varying interpretations of the matrix's properties and the implications of the ODE in a Hilbert space. There is no consensus on how to fully integrate the initial conditions or the significance of the matrix exponential in relation to the phase portrait.

Contextual Notes

Limitations include potential misunderstandings regarding the dimensionality of the Hilbert space and the treatment of complex versus real matrices in existing literature. The discussion also highlights unresolved aspects of the mathematical treatment of eigenvectors and their convergence properties.

SeM
Hello, I have derived the matrix form of one ODE, and found a complex matrix, whose phase portrait is a spiral source. The matrix indicates further that the ODE has diffeomorphic flow and requires stringent initial conditions. I have thought about including limits for the matrix, however the diffeomorphism already indicates that we deal with infinity unless some conditions are applied.

I am however unaware on how to study the ODE in a Hilbert space, or simply represent it in it. I have the matrix: [ 2, i4; i5, 6] . Is there any particular thing that I have missed here? I.e. The Poincare map?

Thanks!
 
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Quite a number of different terms appear in your post.

Firstly, although ##\mathbb{C}^n## is also a Hilbert space, to me the term "Hilbert space" suggests infinite dimensionality.

As far as I see, you have a ##2 \times 2## complex matrix ##A## corresponding to an autonomous linear system of two complex ODEs. The time evolution of an initial condition ##\mathbf{z}_0 \in \mathbb{C}^2## is given by the matrix exponential ##e^{tA}## acting on ##\mathbf{z}_0##, which in turn can be computed from the eigenvalues and eigenvectors of ##A##.
 
Thanks Krylov.

I have looked at your suggestion, and I have computed already the general solution:

\begin{equation}
X_1(t) = \alpha e^{\lambda_1 t} \binom{a}{b}+ \beta e^{\lambda_2 t} \binom{c}{d}
\end{equation}

Is this what you had in mind?

Thanks!
 
Last edited by a moderator:
SeM said:
The initial condition is z_0 = cos(phi)
I think the initial condition should have two components, i.e. ##\mathbf{z}_0 = (z_{0,1}, z_{0,2})## with ##z_{0,1}## and ##z_{0,2}## in ##\mathbb{C}##.
SeM said:
was not aware of the time-dimension in this.
For definiteness, I understood that you like to solve
$$
\frac{d\mathbf{z}(t)}{dt} = A\mathbf{z}(t), \quad A =
\begin{bmatrix}
2& 4i\\
5i& 6\end{bmatrix}, \quad
\mathbf{z}(t) = \mathbf{z}_0,
$$
where "time" ##t## is thought of as the independent variable.
SeM said:
How does an example of the matrix exponential in the time dimension computed for the eigenvalues and vectors look like? In a book a I have "Diff Eqns, Dynamical Syst and Intro to Chaos", it gives a description of the exponential matrix. Is it this you refer to?
Yes, is this the book by Hirsch, Devaney and Smale? I believe that there this is indeed discussed, but for for matrices with real entries only. (This is relevant for most applications. Of course, there may still be complex eigenvalue and eigenvectors, but ##A## itself is assumed real.) You would need a treatment that discusses the similar - but not identical - case of complex matrices.

Perhaps it is in the 1974 edition by Hirsch and Smale (a lot of linear algebra was unfortunately removed in subsequent editions), but otherwise you will find it in almost every linear algebra text that does not restrict itself to vector spaces over ##\mathbb{R}##.
 
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I changed the reply because I realized I may have understood you right in the first place, however, what you wrote now is new to me.

You mention definiteness, which appears as a time-evolution behavior of the matrix components. I have initial conditions for the analytical solution, which is x_0 = cos(theta), however, in order to study this from a Hilbert space perspective, this condition would not apply as you write.

Does the general solution I wrote above answer the time evolution point you mentioned? In case not, the respective chapter by Hirsch, Devaney and Smale discussed some more terms, such as A -¹ and I in this context. How can this approach be simplified in the given case? (Unless the general solution does not answer that):

PS: I have used the exponential of the matrix by multiplying it with the eigenvectors. The exponential term is the eigenvalue. However, you included A in your exponential term. Is this a different story?
 
PS: I have computed the exponential of the matrix, which is:

[ e^2, e^4i; e^5i, e^6]

However, how can this be applied to say something about the matrix, which the phase-plane portrait hasn't already?

Thanks
 
Dear Krylov, can the divergence or convergence of the eigenvectors say something about the general solution? I can't find anyting on divergence and convergence of eigenvectors on the web that says that.

Thanks!
 

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