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Overview When Diagonalization Fails An Example Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients Bernd Schr oder logo1 Bernd Schr oder Louisiana Tech University, College of Engineering


slide-1
SLIDE 1

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

Bernd Schr¨

  • der

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-2
SLIDE 2

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-3
SLIDE 3

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-4
SLIDE 4

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-5
SLIDE 5

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-6
SLIDE 6

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x)

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-7
SLIDE 7

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x) = ΦDΦ−1(Φ
  • x)

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-8
SLIDE 8

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x) = ΦDΦ−1(Φ
  • x) = ΦD
  • x

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-9
SLIDE 9

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x) = ΦDΦ−1(Φ
  • x) = ΦD
  • x = Φ
  • x′

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-10
SLIDE 10

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x) = ΦDΦ−1(Φ
  • x) = ΦD
  • x = Φ
  • x′ = (Φ
  • x)′,

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-11
SLIDE 11

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x) = ΦDΦ−1(Φ
  • x) = ΦD
  • x = Φ
  • x′ = (Φ
  • x)′,

that is, y = Φ

  • x solves

y′ = A

  • y.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-12
SLIDE 12

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 1. These systems are typically written in matrix form as
  • y′ = A
  • y, where A is an n×n matrix and

y is a column vector with n rows.

  • 2. The theory guarantees that there will always be a set of n

linearly independent solutions {

  • y1,...,

yn}.

  • 3. Every solution is of the form

y = c1

  • y1 +···+cn
  • yn.
  • 4. If A = ΦDΦ−1 and

x solves x′ = D

  • x, then

A(Φ

  • x) = ΦDΦ−1(Φ
  • x) = ΦD
  • x = Φ
  • x′ = (Φ
  • x)′,

that is, y = Φ

  • x solves

y′ = A

  • y.
  • 5. Conversely, every solution of

y′ = A

  • y can be obtained as

above.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-13
SLIDE 13

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-14
SLIDE 14

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 6. So if we can find a representation A = ΦDΦ−1 so that
  • x′ = D
  • x is easy to solve, then

y′ = A

  • y is also easy to solve.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-15
SLIDE 15

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 6. So if we can find a representation A = ΦDΦ−1 so that
  • x′ = D
  • x is easy to solve, then

y′ = A

  • y is also easy to solve.
  • 7. Not every matrix is diagonalizable.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-16
SLIDE 16

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 6. So if we can find a representation A = ΦDΦ−1 so that
  • x′ = D
  • x is easy to solve, then

y′ = A

  • y is also easy to solve.
  • 7. Not every matrix is diagonalizable.
  • 8. But if λj is an eigenvalue and

v is a corresponding eigenvector, then y = eλjt v solves y′ = A

  • y.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-17
SLIDE 17

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 6. So if we can find a representation A = ΦDΦ−1 so that
  • x′ = D
  • x is easy to solve, then

y′ = A

  • y is also easy to solve.
  • 7. Not every matrix is diagonalizable.
  • 8. But if λj is an eigenvalue and

v is a corresponding eigenvector, then y = eλjt v solves y′ = A

  • y.
  • 9. The multiplicity of the eigenvalue λj is the largest k so that

(λ −λj)k divides the characteristic polynomial p(λ) = det(A−λI).

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-18
SLIDE 18

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 6. So if we can find a representation A = ΦDΦ−1 so that
  • x′ = D
  • x is easy to solve, then

y′ = A

  • y is also easy to solve.
  • 7. Not every matrix is diagonalizable.
  • 8. But if λj is an eigenvalue and

v is a corresponding eigenvector, then y = eλjt v solves y′ = A

  • y.
  • 9. The multiplicity of the eigenvalue λj is the largest k so that

(λ −λj)k divides the characteristic polynomial p(λ) = det(A−λI).

  • 10. If the number of linearly independent eigenvectors for λj is

less than the multiplicity, then the matrix is not diagonalizable.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-19
SLIDE 19

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-20
SLIDE 20

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 11. If the multiplicity of λ is at least 2, but the associated

eigenspace is one dimensional, then vteλt + weλt, with v being an eigenvector and w satisfying (A−λI) w = v, is another, linearly independent, solution of y′ = A

  • y.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-21
SLIDE 21

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 11. If the multiplicity of λ is at least 2, but the associated

eigenspace is one dimensional, then vteλt + weλt, with v being an eigenvector and w satisfying (A−λI) w = v, is another, linearly independent, solution of y′ = A

  • y.
  • 12. If the multiplicity of λ is at least 3, but the associated

eigenspace is one dimensional, then vt2 2 eλt + wteλt + xeλt, with v being an eigenvector, w satisfying (A−λI) w = v, and x satisfying (A−λI)

  • x =

w, is yet another linearly independent solution of y′ = A

  • y.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-22
SLIDE 22

logo1 Overview When Diagonalization Fails An Example

Non-Diagonalizable Systems of Linear Differential Equations with Constant Coefficients

  • 11. If the multiplicity of λ is at least 2, but the associated

eigenspace is one dimensional, then vteλt + weλt, with v being an eigenvector and w satisfying (A−λI) w = v, is another, linearly independent, solution of y′ = A

  • y.
  • 12. If the multiplicity of λ is at least 3, but the associated

eigenspace is one dimensional, then vt2 2 eλt + wteλt + xeλt, with v being an eigenvector, w satisfying (A−λI) w = v, and x satisfying (A−λI)

  • x =

w, is yet another linearly independent solution of y′ = A

  • y.
  • 13. There is more, but that’s where matrix exponentials and the

Jordan Normal Form make things more bearable.

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-23
SLIDE 23

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-24
SLIDE 24

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

det 1−λ −1 1 3−λ

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-25
SLIDE 25

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

det 1−λ −1 1 3−λ

  • =

(1−λ)(3−λ)−(−1)·1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-26
SLIDE 26

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

det 1−λ −1 1 3−λ

  • =

(1−λ)(3−λ)−(−1)·1 = 3−4λ +λ 2 +1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-27
SLIDE 27

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

det 1−λ −1 1 3−λ

  • =

(1−λ)(3−λ)−(−1)·1 = 3−4λ +λ 2 +1 = λ 2 −4λ +4

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-28
SLIDE 28

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

det 1−λ −1 1 3−λ

  • =

(1−λ)(3−λ)−(−1)·1 = 3−4λ +λ 2 +1 = λ 2 −4λ +4 λ1,2 = −(−4)±

  • (−4)2 −4·1·4

2·1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-29
SLIDE 29

logo1 Overview When Diagonalization Fails An Example

Solve the System y′ = 1 −1 1 3

  • y

det 1−λ −1 1 3−λ

  • =

(1−λ)(3−λ)−(−1)·1 = 3−4λ +λ 2 +1 = λ 2 −4λ +4 λ1,2 = −(−4)±

  • (−4)2 −4·1·4

2·1 = 2

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-30
SLIDE 30

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-31
SLIDE 31

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 =

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-32
SLIDE 32

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-33
SLIDE 33

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-34
SLIDE 34

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-35
SLIDE 35

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1, v = −1 1

  • .

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-36
SLIDE 36

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1, v = −1 1

  • .

Check:

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-37
SLIDE 37

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1, v = −1 1

  • .

Check: 1 −1 1 3 −1 1

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-38
SLIDE 38

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1, v = −1 1

  • .

Check: 1 −1 1 3 −1 1

  • =

−2 2

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-39
SLIDE 39

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1, v = −1 1

  • .

Check: 1 −1 1 3 −1 1

  • =

−2 2

  • = 2

−1 1

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-40
SLIDE 40

logo1 Overview When Diagonalization Fails An Example

Eigenvector for λ = 2

1−2 −1 1 3−2 v1 v2

  • =
  • −1v1

− 1v2 = 1v1 + 1v2 = v1 = −v2, v2 := 1, v1 = −1, v = −1 1

  • .

Check: 1 −1 1 3 −1 1

  • =

−2 2

  • = 2

−1 1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-41
SLIDE 41

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-42
SLIDE 42

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-43
SLIDE 43

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-44
SLIDE 44

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-45
SLIDE 45

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-46
SLIDE 46

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1, w = 1

  • .

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-47
SLIDE 47

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1, w = 1

  • .

Check:

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-48
SLIDE 48

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1, w = 1

  • .

Check: 1 −1 1 3 1

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-49
SLIDE 49

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1, w = 1

  • .

Check: 1 −1 1 3 1

  • =

1 1

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-50
SLIDE 50

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1, w = 1

  • .

Check: 1 −1 1 3 1

  • =

1 1

  • = 2

1

  • +

−1 1

  • Bernd Schr¨
  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-51
SLIDE 51

logo1 Overview When Diagonalization Fails An Example

Finding w

1−2 −1 1 3−2 w1 w2

  • =

−1 1

  • −1w1

− 1w2 = −1 1w1 + 1w2 = 1 w1 = 1−w2, w2 := 0, w1 = 1, w = 1

  • .

Check: 1 −1 1 3 1

  • =

1 1

  • = 2

1

  • +

−1 1

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-52
SLIDE 52

logo1 Overview When Diagonalization Fails An Example

General Solution of the System y′ = 1 −1 1 3

  • y

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-53
SLIDE 53

logo1 Overview When Diagonalization Fails An Example

General Solution of the System y′ = 1 −1 1 3

  • y
  • y =

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-54
SLIDE 54

logo1 Overview When Diagonalization Fails An Example

General Solution of the System y′ = 1 −1 1 3

  • y
  • y = c1

−1 1

  • te2t

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients

slide-55
SLIDE 55

logo1 Overview When Diagonalization Fails An Example

General Solution of the System y′ = 1 −1 1 3

  • y
  • y = c1

−1 1

  • te2t +c2

1

  • e2t

Bernd Schr¨

  • der

Louisiana Tech University, College of Engineering and Science Non-Diagonalizable Homogeneous Systems of Linear Differential Equations with Constant Coefficients