MHB Verify Change of Variables for System of Equations w/ Constant Coefficients

Click For Summary
SUMMARY

The forum discussion focuses on verifying the change of variables for a system of equations with constant coefficients. The original system is given by $$\mathbf{x}' = \begin{pmatrix} a\cos 2t & a\sin 2t\\ a\sin 2t & -a\cos 2t \end{pmatrix}\mathbf{x}$$ and the change of variables is defined as $$\mathbf{x} = \begin{pmatrix} \cos 2t & \sin 2t\\ \sin 2t & -\cos 2t \end{pmatrix}\mathbf{u}$$. The transformed equations for $$\mathbf{u}$$ yield a system with constant coefficients, specifically $$\mathbf{u}' = \begin{pmatrix} a & 1\\ -1 & -a \end{pmatrix}\mathbf{u}$$. The discussion emphasizes the importance of careful verification of calculations and matrix manipulations to achieve the correct form of the equations.

PREREQUISITES
  • Understanding of linear algebra, particularly matrix operations.
  • Familiarity with differential equations and their transformations.
  • Knowledge of trigonometric identities and their applications in matrix forms.
  • Experience with the concept of change of variables in mathematical systems.
NEXT STEPS
  • Study matrix inversion techniques, particularly for 2x2 matrices.
  • Learn about the application of trigonometric identities in solving differential equations.
  • Explore the derivation of systems of equations from matrix representations.
  • Investigate the implications of variable transformations in linear systems.
USEFUL FOR

Mathematicians, engineers, and students studying systems of differential equations, particularly those interested in variable transformations and matrix analysis.

Dustinsfl
Messages
2,217
Reaction score
5
For the system of equations
$$
\mathbf{x}' = \begin{pmatrix}
a\cos 2t & a\sin 2t\\
a\sin 2t & -a\cos 2t
\end{pmatrix}\mathbf{x},
$$
verify that under the change of variables:
$$
\mathbf{x} = \begin{pmatrix}
\cos 2t & \sin 2t\\
\sin 2t & -\cos 2t
\end{pmatrix}\mathbf{u},
$$
the equations for $u$ become a system with constant coefficients:
$$
\mathbf{u}' = \begin{pmatrix}
a & 1\\
-1 & -a
\end{pmatrix}\mathbf{u}.
$$Here is what I have
$$
\left[\begin{pmatrix}
\cos 2t & \sin 2t\\
\sin 2t & -\cos 2t
\end{pmatrix}\mathbf{u}\right]' = \begin{pmatrix} a & 0\\ 0 & a\end{pmatrix}\mathbf{u}
$$

What do I do about that left side? I don't see how I will get
$$
\mathbf{u}' = \begin{pmatrix}
a & 1\\
-1 & -a
\end{pmatrix}\mathbf{u}
$$
 
Physics news on Phys.org
Hmm. Using the equation for $\mathbf{x}$ as a function of $\mathbf{u}$, we get
$$\dot{\mathbf{x}}=2\begin{bmatrix}- \sin(2t) & \cos(2t)\\ \cos(2t) & \sin(2t)\end{bmatrix}\mathbf{u}+\begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix}\dot{\mathbf{u}}.$$
But we also have that
$$\dot{\mathbf{x}}=\begin{bmatrix} a \cos(2t) & a \sin(2t)\\ a \sin(2t) &- a \cos(2t)\end{bmatrix}\mathbf{x}=a \begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix} \mathbf{x}=a\mathbf{u}.$$
So equating our two expressions for $\dot{\mathbf{x}}$ yields
$$2\begin{bmatrix}- \sin(2t) & \cos(2t)\\ \cos(2t) & \sin(2t)\end{bmatrix}\mathbf{u}+\begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix}\dot{\mathbf{u}}=a\mathbf{u},$$
or
$$\begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix}\dot{\mathbf{u}}=a\mathbf{u}+2\begin{bmatrix} \sin(2t) & - \cos(2t)\\ - \cos(2t) & - \sin(2t)\end{bmatrix}\mathbf{u}
=a \begin{bmatrix}1 &0\\0&1\end{bmatrix} \mathbf{u}+2\begin{bmatrix} \sin(2t) & - \cos(2t)\\ - \cos(2t) & - \sin(2t)\end{bmatrix}\mathbf{u}$$
$$=\begin{bmatrix}a+2 \sin(2t) &-2 \cos(2t)\\ -2 \cos(2t) &a-2 \sin(2t)\end{bmatrix} \mathbf{u}.$$
Now, let's see if we can invert the matrix on the LHS with a left-multiplication:
$$\begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix}\begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix}=\begin{bmatrix} 1 & 0\\ 0 &1\end{bmatrix},$$
as needed. So now we get
$$\dot{\mathbf{u}}=\begin{bmatrix} \cos(2t) & \sin(2t)\\ \sin(2t) &- \cos(2t)\end{bmatrix}\begin{bmatrix}a+2 \sin(2t) &-2 \cos(2t)\\ -2 \cos(2t) &a-2 \sin(2t)\end{bmatrix} \mathbf{u}$$
$$=\begin{bmatrix}a \cos(2t)+2 \cos(2t) \sin(2t) -2 \cos(2t) \sin(2t) & -2 \cos^{2}(2t) +a \sin(2t)-2 \sin^{2}(2t)\\
a \sin(2t)+2 \sin^{2}(2t)+2 \cos^{2}(2t) &-2 \cos(2t) \sin(2t) -a \cos(2t) +2 \cos(2t) \sin(2t)\end{bmatrix}\mathbf{u}$$
$$=\begin{bmatrix}a \cos(2t)& a \sin(2t)-2\\
a \sin(2t)+2 &-a \cos(2t)\end{bmatrix}\mathbf{u}.$$

Unless I've made a mistake somewhere, this does not reduce to what you need. Are you sure you've stated the problem exactly correctly? Even one sign error could drastically change the result.
 
There was a typo:
$$
\mathbf{x} = \begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\mathbf{u}
$$

But now I have
$$
a\begin{pmatrix}
\cos t & \sin t\\
\sin t & -\cos 3t
\end{pmatrix}u =
\begin{pmatrix} -\sin t & -\cos t\\
\cos t & -\sin t
\end{pmatrix}u+
\begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\dot{u}
$$
 
dwsmith said:
There was a typo:
$$
\mathbf{x} = \begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\mathbf{u}
$$

But now I have
$$
a\begin{pmatrix}
\cos t & \sin t\\
\sin t & -\cos 3t
\end{pmatrix}u =
\begin{pmatrix} -\sin t & -\cos t\\
\cos t & -\sin t
\end{pmatrix}u+
\begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\dot{u}
$$

Couple comments:

1. I don't think you should have a $3$ in the argument of one of your trig functions.
2. Multiply the whole equation on the left by the inverse of the matrix multiplying the $\dot{\mathbf{u}}$ and see if something nice doesn't happen.
3. Just to be clear, what is the original DE, and what is the suggested substitution?
 
Ackbach said:
Couple comments:

1. I don't think you should have a $3$ in the argument of one of your trig functions.
2. Multiply the whole equation on the left by the inverse of the matrix multiplying the $\dot{\mathbf{u}}$ and see if something nice doesn't happen.
3. Just to be clear, what is the original DE, and what is the suggested substitution?

The original is in the first post. I have a by following the trig identities.
 
dwsmith said:
There was a typo:
$$
\mathbf{x} = \begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\mathbf{u}
$$

But now I have
$$
a\begin{pmatrix}
\cos t & \sin t\\
\sin t & -\cos 3t
\end{pmatrix}u =
\begin{pmatrix} -\sin t & -\cos t\\
\cos t & -\sin t
\end{pmatrix}u+
\begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\dot{u}
$$
Not wanting to get too personal about this, but some people seem to make typos and/or careless arithmetic mistakes practically every time they write something. In mathematics it's really essential to check everything carefully. And if things look like they are going in the wrong direction, go back and double-check all the previous work.

The equation $
a\begin{pmatrix}
\cos t & \sin t\\
\sin t & -\cos 3t
\end{pmatrix}\mathbf{u} =
\begin{pmatrix} -\sin t & -\cos t\\
\cos t & -\sin t
\end{pmatrix}\mathbf{u}+
\begin{pmatrix}
\cos t & -\sin t\\
\sin t & \cos t
\end{pmatrix}\dot{\mathbf{u}}
$ shows that you are heading in exactly the right direction to solve this problem. But the 3 in that first matrix looks really out of place. So go back and double-check every calculation that led to that matrix. (The 3 is not the only thing wrong in that matrix. I think that there are also some wrong signs in some of the other entries.) When you have done that, write the equation in the form $$ \begin{pmatrix}\cos t & -\sin t \\ \sin t & \cos t \end{pmatrix}\dot{\mathbf{u}} = a\begin{pmatrix}? & ? \\ ? & ? \end{pmatrix}\mathbf{u} - \begin{pmatrix} -\sin t & -\cos t \\ \cos t & -\sin t \end{pmatrix}\mathbf{u}.$$ Then you can see why Ackbach's hint 2 is so helpful: if you multiply both sides of the equation on the left by the inverse of $ \begin{pmatrix}\cos t & -\sin t \\ \sin t & \cos t \end{pmatrix}$, you will get an equation starting $\dot{\mathbf{u}} = \ldots$, which is exactly what you want.
 
The substitution
$$\mathbf{x}=\begin{bmatrix} \cos(2t) &-\sin(2t)\\ \sin(2t) & \cos(2t)\end{bmatrix}\mathbf{u}$$
renders the original DE in the OP equivalent to
$$\dot{\mathbf{u}}=\begin{bmatrix} a &2\\ -2 &-a\end{bmatrix}\mathbf{u}.$$
Use the procedure I have outlined above.
 

Similar threads

  • · Replies 12 ·
Replies
12
Views
2K
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 1 ·
Replies
1
Views
6K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 8 ·
Replies
8
Views
1K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K