Solving system of differential equations using matrix exponential

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SUMMARY

The discussion focuses on solving systems of differential equations using the matrix exponential method, specifically through the transformation of the matrix A into its Jordan normal form. The transformation is essential for computing the state transition matrix, denoted as eAt. The eigenvector matrix H, defined as H = [[1, 2], [1, 1]], plays a crucial role in this process, and understanding its inverse H-1 is necessary for reverting to the original basis. Additionally, the fundamental matrix Φ is discussed in relation to the equation Φ'(t) = eAtΦ(0).

PREREQUISITES
  • Matrix exponentiation techniques
  • Understanding of Jordan normal form
  • Knowledge of eigenvalues and eigenvectors
  • Familiarity with fundamental matrices in differential equations
NEXT STEPS
  • Study the process of transforming matrices to Jordan normal form
  • Learn how to compute the inverse of a matrix, specifically for eigenvector matrices
  • Explore the derivation and application of the state transition matrix eAt
  • Investigate the properties and applications of fundamental matrices in solving differential equations
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Mathematicians, engineers, and students in applied mathematics or control theory who are solving systems of differential equations and require a deeper understanding of matrix methods.

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Homework Statement
Please see below
Relevant Equations
Please see below
For this problem,
1715474953990.png

The solution is,
1715475028077.png

However, can someone please explain to me where they got the orange coefficient matrix from?It seems different to the original system of the form ##\vec x' = A\vec x## which is confusing me.

Thanks!
 

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This is all about transforming the original matrix A into it's Jordan normal form as the easy way to solve ##e^{At}## (the state transition matrix). But then you have to do the inverse transformation to get it back to the original basis. The reason you find the eigenvectors is to create the Jordan form, which, for simple systems is just a matrix with the e-values on the diagonal.

So, in your case the transform to the Jordan normal form uses the e-vector matrix ##H=
\begin{bmatrix}
1 & 2\\
1 & 1
\end{bmatrix}##
What is it's inverse ##H^{-1}## and how would you use it?

https://math24.net/method-matrix-exponential.html
https://sites.millersville.edu/bikenaga/linear-algebra/matrix-exponential/matrix-exponential.html

plus soooo many other versions of this problem on the web.
 
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This is also an excellent video of ##e^{At}##.
 
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Thank you for your replies @DaveE!

Do you please know why ##Φ'(t) = e^{At}Φ(0)## where ##Φ## is fundamental matrix?

Thanks!
 

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