Solving Linear Differential System: Eigenvalues & Exact Solutions

In summary, the conversation discusses the possibility of finding the exact eigenvalues and solution of a system described by a set of first order linear differential equations, with a given matrix size N and boundary conditions. It is mentioned that the traditional method of finding eigenvalues for a given matrix may not be possible, but a special structure of the matrix may allow for the exact solution to be found. Another potential method is suggested, and the conversation also addresses a mistake in the original figure provided.
  • #1
aaaa202
1,169
2
I am studying a system described by a set of first order linear differential equations as can be seen on the attached picture. Now I know that to solve this analytically for a given N, N denoting the matrix size, one has to find the eigenvalues of the given matrix, which translates into finding the roots of an nth order polynomial, which is in general not possible.
But if you look at the matrix on the picture, which has a special structure, would it then be possible to find the exact eigenvalues of it and then find the exact solution of the system.
I should mention that the boundary conditions are simply:
x1(0) = 1, xn(0)=0, N≥n>1
If not by an eigenvalue method are there any other ways to find an exact solution?
 

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  • #2
http://en.wikipedia.org/wiki/Tridiagonal_matrix might be of some help.
In your figure, the bottom right subscripts don't conform to the pattern of those at the top left.
Did you mean
n-1,n-2 n-1,n-1, n-1,n
n,n-2 0 0
?
Or did you intend the value in the last line to be the same as the one above it:
n-1,n-2 n-1,n-1, n-1,n
n-1,n-2 0 0
?
 
  • #3
No the matrix differs does not follow the pattern in the first and last row.
 
  • #4
But its still tridiagonal
 
  • #5
aaaa202 said:
No the matrix differs does not follow the pattern in the first and last row.

Your matrix is not square: it has n rows and (n+1) columns. Therefore, your DE system does not make sense.
 
  • #6
Oh sorry the drawing is wrong. So it is a tridiagonal matrix as described in the link above but with a_NN zero and a_12 zero. Is it possible to solve the eigenvalue equation for such a matrix exactly?
 

FAQ: Solving Linear Differential System: Eigenvalues & Exact Solutions

What is a linear differential system?

A linear differential system is a set of differential equations that can be written in the form of a matrix equation. It involves functions of one or more independent variables and their derivatives.

What are eigenvalues?

Eigenvalues are the values that, when multiplied by a vector, give back that same vector multiplied by a constant. In the context of a linear differential system, eigenvalues are used to find the solutions of the system.

How do eigenvalues help in solving a linear differential system?

Eigenvalues help in solving a linear differential system by allowing us to find the exact solutions of the system. By finding the eigenvalues and corresponding eigenvectors, we can construct the general solution of the system.

What are exact solutions?

Exact solutions refer to the specific solutions of a linear differential system that satisfy all the given equations. These solutions are often found using eigenvalues and eigenvectors.

Can a linear differential system have multiple exact solutions?

Yes, a linear differential system can have multiple exact solutions. This can happen when there are multiple eigenvalues and corresponding eigenvectors that satisfy the system of equations. In this case, the general solution will be a combination of these multiple solutions.

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