Solving Difference Equations w/ Eigenvalues i & -i

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Homework Help Overview

The problem involves solving a differential equation represented by a matrix, specifically du/dt = Au, where A is a 2x2 matrix with eigenvalues i and -i. The original poster is exploring different numerical methods for approximating the solution, including forward, backward, and centered difference equations. The task is to find the eigenvalues of certain matrices derived from these difference equations and determine which method maintains a circular trajectory in the solution.

Discussion Character

  • Exploratory, Mathematical reasoning, Problem interpretation

Approaches and Questions Raised

  • Participants discuss rewriting the difference equations in terms of matrix multiplications to facilitate finding eigenvalues. There is an exploration of the eigenvalues obtained from different formulations and a question regarding how to determine which method keeps the solution on a circle.

Discussion Status

Some participants have provided eigenvalues for the matrices associated with the difference equations and confirmed their correctness. There is ongoing discussion about the next steps, including the potential use of diagonalization and the implications for the solutions' behavior.

Contextual Notes

The original poster expresses uncertainty about how to begin the problem and the nature of the solutions derived from the eigenvalues and eigenvectors. There is an implicit assumption that understanding the eigenvalues will lead to insights about the solutions' trajectories.

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Homework Statement



The solution to du/dt = Au = [ 0 -1; 1 0] u (eigenvalues i and -i) goes around in a circle: u = (cos t, sin t). Suppose we approximate du/dt by forward, backward, and centered differences F, B, and C:
(F) U(n+1) - U(n) = AU(n)
(B) U(n+1) - U(n) = AU(n+1)
(C) U(n+1) - U(n) = .5A(U(n+1)+U(n))
Find the eigenvalues of I + A, (I-A)^-1, and (I-.5A)^-1(I+.5A). For which difference equation does the solution U(n) stay on a circle?

Homework Equations



Ax = lambda x

The Attempt at a Solution


I really don't know where to start...
 
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Take (F) for example. You can rewrite it as

U(n+1) = (I+A)U(n)

Note the matrix multiplying U(n) is the first matrix you're asked to find the eigenvalues for. You can do the same thing for the other two relations, and you should find that the matrices that multiply U(n) are the other two matrices.

What the problem wants you to do is start by finding the eigenvalues of those three matrices.
 
Thanks for answering. For the eigenvalues I got:
i) 1+i & 1-i
ii) .5 + .5i & .5 - .5i
iii) 3/5 + 4/5i & 3/5 - 4/5i

Do they look OK? How do I know which stays on a circle?
 
You found the correct eigenvalues. Say you found the corresponding eigenvectors as well. How would you find the solution for each equation?
 
I) x1=[.707 -.707i] x2=[.707 .707i]
II) x1=[-.707i -.707] x2=[.707i -.707]
III)x1=[.707 -.707i] x2=[.707 .707i]

Do you mean I need to use the diagonal matrix and find the inverse of each of these?
 
No, I mean if you consider these systems in the basis where the matrix is diagonal, you should easily be able to deduce how the solutions will evolve. It's not necessary to actually solve the systems this way, but that might be the easiest way to see what the answer is if you can't already see what the solutions will look like.
 

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