s
Ryan Blair
University of Pennsylvania
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Outline
Review
Todays Goals
Distinct Eigenvalues
Repeated Eigenvalues
Complex Eigenvalues
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Review
1
2
3
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Review
Linear systems
Definition
The following is a first order system
dx1
= a11 x1 + a12 x2 + ... + a1n + f1 (t)
dt
dx2
= a21 x1 + a22 x2 + ... + a2n + f2 (t)
dt
..
.
dxn
= an1 x1 + an2 x2 + ... + ann + fn (t)
dt
Where each xi is a function of t.
Ryan Blair (U Penn)
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Review
The Wronskian
Theorem
Let X1 , X2 , ..., Xn be n solution vectors to a homogeneous system on
an interval I . They are linearly independent if and only if their
Wronskian is non-zero for every t in the interval.
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Todays Goals
Todays Goals
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Distinct Eigenvalues
Guessing a Solution
Given a constant coefficient, linear, homogeneous, first-order system
X=AX
our intuition prompts us to guess a solution vector of the form
k1
k2 t
t
X=
... e = Ke
kn
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Distinct Eigenvalues
Guessing a Solution
Given a constant coefficient, linear, homogeneous, first-order system
X=AX
our intuition prompts us to guess a solution vector of the form
k1
k2 t
t
X=
... e = Ke
kn
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Distinct Eigenvalues
Theorem
Let 1 , 2 , ..., n be n distinct real eigenvalues of the n n
coefficient matrix A of the homogeneous system X=AX, and let K1 ,
K2 , ... , Kn be the corresponding eigenvectors. Then the general
solution on (, ) is
X = c1 K1 e 1 t + c2 K2 e 2 t + ... + cn Kn e n t
where the ci are arbitrary constants.
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Repeated Eigenvalues
Repeated Eigenvalues
In a n n linear system there are two possibilities for an eigenvalue
of multiplicity 2.
1
2
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Repeated Eigenvalues
Repeated Eigenvalues
In a n n linear system there are two possibilities for an eigenvalue
of multiplicity 2.
1
2
9 / 11
Repeated Eigenvalues
Repeated Eigenvalues
In a n n linear system there are two possibilities for an eigenvalue
of multiplicity 2.
1
2
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Repeated Eigenvalues
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Complex Eigenvalues
Complex Eigenvalues
Theorem
Let = + i be a complex eigenvalue of the coefficient matrix A in
a homogeneous linear system X = A X, and K be the corresponding
eigenvector. Then
X1 = [Re(K)cos(t) Im(K)sin(t)]e t
X2 = [Im(K)cos(t) + Re(K)sin(t)]e t
are linearly independent solutions to X = A X on (, ).
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