Trying to follow my textbook's explanation

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SUMMARY

The discussion focuses on the mathematical concepts surrounding the differential equation x' = Ax, where A is a constant matrix. The user expresses confusion regarding the derivation of the matrix exponential e^(At) and its properties, particularly in relation to Taylor series expansion and the differentiation of matrix exponentials. Key points include the fundamental matrix ø(t) and the expression for the derivative d/dt e^(At) = A[ I + ∑(A^n t^n/n!) ]. The user seeks clarification on the manipulation of summations and the interpretation of raising a scalar to a matrix power.

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  • Understanding of matrix algebra and properties of matrices
  • Familiarity with Taylor series expansion
  • Knowledge of differential equations, specifically linear systems
  • Concept of matrix exponentials and their applications
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  • Study the properties of matrix exponentials, particularly e^(At)
  • Learn about the derivation and applications of the fundamental matrix in differential equations
  • Explore the concept of Taylor series in the context of matrices
  • Investigate the differentiation of matrix functions and related theorems
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Students and professionals in mathematics, engineering, and physics who are dealing with linear differential equations and matrix analysis, particularly those seeking to deepen their understanding of matrix exponentials and their applications in dynamic systems.

Jamin2112
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I don't need the template because this isn't a homework problem, per se; it's just information about how to get started on my homework.

So I have an equation x'=Ax, x(0)=x0, where A is a constant matrix.

I can write it as x=ø(t)x0, where ø(t) is a fundamental matrix such that ø(0)=I

We know that Taylor expanding eat gives us ∑ antn/n!

(n starts from 1 and goes to infinity)

I + ∑Antn / n! = I + At + A2t2/2! + ... + Antn/n! + ... = e(At)

So, I don't even understand how you can raise a scalar to a power of a matrix. This is a messed-up world we live in.

d/dt e(At) = ∑Antn-1/(n-1)! = A[ I + ∑Antn/n!].

I don't understand that last step. Must be some property of summations?
 
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write out some terms (say the first 3) instead of just ∑...

it should become clear.
 
Jamin2112 said:
I don't need the template because this isn't a homework problem, per se; it's just information about how to get started on my homework.

So I have an equation x'=Ax, x(0)=x0, where A is a constant matrix.

I can write it as x=ø(t)x0, where ø(t) is a fundamental matrix such that ø(0)=I

We know that Taylor expanding eat gives us ∑ antn/n!

(n starts from 1 and goes to infinity)

I + ∑Antn / n! = I + At + A2t2/2! + ... + Antn/n! + ... = e(At)

So, I don't even understand how you can raise a scalar to a power of a matrix. This is a messed-up world we live in.
There is no "scalar to a power of a matrix" except on the far right. And that equation defines what is meant by e^A

d/dt e(At) = ∑Antn-1/(n-1)! = A[ I + ∑Antn/n!].

I don't understand that last step. Must be some property of summations?
\sum_{n=0}^\infty A^n t^{n-1}=A+ A^2t+ A^3t^2+ \cdot\cdot\cdot=A(I+ At+ A^2 t^2+ \cdot\cdot\cdot)= A(I+ \sum_{n=1}^\infty A^nt^n).
 

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