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• Equation (1) just means that 𝒙(𝒕) is a constant function, 𝒙(𝒕) = 𝑪. It is certainly not uniquely
determined, as there is no way to specify the constant C if we only have equations for the derivatives of
𝑥. In order to uniquely determine 𝑥(𝑡), one must provide some additional data in terms of the function
𝑥(𝑡) itself.
• We could for example, specify that 𝑥(𝑡) must be equal to 31 when 𝑡 = 11, adding the condition 𝑥(11) =
31.
• Then we know 𝐶 = 31 and the function is 𝑥(𝑡) = 31 for all 𝑡. We frequently think of the variable 𝑡 as
representing time and refer to a condition such as 𝑥(11) = 31 as an initial condition.
A Simple ODE (2)
• Let's write the initial condition more generally as :
,
• where is some given time and is some given number. It's as
though we initialize the system to be equal to the number at the
time .
• However, this “initial condition” also determines for early
times. As you can see from the solution for all time ,
this condition specifies the state of the system for times before and
after .
Methods of Solution for ODEs
• Note that the central equation is not true for most vectors.
• Hence, the need to find the eigen vector(s) and the corresponding
eigenvalues that satisfy the required conditions.
General Method for Finding Eigenvalues (1)
Eigen Value Problem: Find in the equation .
Rewriting the equation gives:
det
𝒕𝒓 (𝑨) det(𝑨)
General Method for Finding Eigenvalues (3)
• This polynomial is called the characteristic polynomial which encodes a
lot of important information about the system being studied.
• Definition:
• The characteristic polynomial of an by matrix is the th degree
polynomial det
General Method for Finding Eigenvalues (4)
The roots of the characteristic polynomial are the eigenvalues of .
The constant term (the coefficient of ) is the determinant of .
The coefficient of term is the trace of .
The other coefficients of this polynomial are more complicated
invariants of the matrix .
det .
where: , and .
Check: + ; .
Computing Eigenvalues: Example 2
• Given the by matrix to obtain the eigenvalues .
• Similarly, we solve for in the equation: .
det .
where: , and .
Check: + .
Class Work
Obtain the characteristic polynomial and compute the eigenvalues of the following 𝑨 matrices:
7 3
1. 𝐴 =
3 −1
3 −2
2. 𝐴 =
6 −4
0 1
3. 𝐴 =
−2 −3
Solution:
1. 𝜆 − 6𝜆 − 16; 𝜆 = 8 and 𝜆 = −2.
2. 𝜆 + 𝜆; 𝜆 = 0 and 𝜆 = −1.
3. 𝜆 + 3𝜆 + 2; 𝜆 = −1 and 𝜆 = −2
Computing Eigenvectors : Example 1 (1)
Find the eigenvalue and eigenvectors of the 2 x 2 Matrix :
.
The characteristic equation is obtained as:
+ 2.
0−𝜆 1 −𝜆 1
𝐴−𝜆 = =
−2 −3 − 𝜆 −2 −3 − 𝜆
Substituting for λ = −1 :
−𝜆 1 −(−1) 1
=
−2 −3 − 𝜆 −2 −3 − (−1)
1 1
𝐴 − 𝜆 .𝑥 = .𝑥 =0
−2 −2
1 1 𝑥
= 0.
−2 −2 𝑥
Computing Eigenvectors : Example 1 (4)
From the top row of the equations, we obtain:
, so that
Using the second row of equation also yields the same results as before:
, so that
This means that the first eigenvector is any 2 element column vector in
which the two elements have equal magnitude and opposite sign.
Therefore, where is an arbitrary constant.
Computing Eigenvectors : Example 1 (5)
Going through the same procedure using the second eigenvalue to obtain 𝑥 :
𝐴 − 𝜆 .𝑥 = 0
0−𝜆 1 −𝜆 1
𝐴−𝜆 = =
−2 −3 − 𝜆 −2 −3 − 𝜆
Substituting for λ = −2 :
−𝜆 1 −(−2) 1
=
−2 −3 − 𝜆 −2 −3 − (−2)
2 1
𝐴 − 𝜆 .𝑥 = .𝑥 =0
−2 −1
2 1 𝑥
= 0.
−2 −1 𝑥
Computing Eigenvectors : Example 1 (6)
From the top row of the equations, we obtain:
, so that
Using the second row of equation also yields the same results as before:
, so that
• for :
Therefore,
Note that the ratio of the eigenvector variables are the same irrespective of the
computation method.
Alternative Method for (cont.)
• Check:
. =
= .
Alternative Method for
• Using row reduction technique :
If then
Therefore, the eigenvector associated with is : .
Alternative Method for (cont.)
Check:
. =
= .
• Therefore: is satisfied
Computing Eigenvectors : Example 2 (1)
Find the eigenvalue and eigenvectors of the 2 x 2 Matrix :
.
The characteristic equation is obtained as:
and
Computing Eigenvectors : Example 2 (2)
• To find 𝑥 :
𝐴 − 𝜆 .𝑥 = 0
7−𝜆 3
𝐴−𝜆 =
3 −1 − 𝜆
Substituting for λ = 8 :
7−𝜆 3 7−8 3
=
3 −1 − 𝜆 3 −1 − 8
−1 3
𝐴 − 𝜆 .𝑥 = .𝑥 =0
3 −9
−1 3 𝑥
= 0.
3 −9 𝑥
Computing Eigenvectors : Example 2 (3)
From the top row of the equations, we obtain:
, so that
Using the second row of equation also yields the same results as before:
, so that
0−𝜆 1 −𝜆 1
𝐴−𝜆 = =
−2 −3 − 𝜆 −2 −3 − 𝜆
Substituting for λ = −2 :
7−𝜆 3 7 − (−2) 3
=
3 −1 − 𝜆 3 −1 − (−2)
9 3
𝐴 − 𝜆 .𝑥 = .𝑥 =0
3 1
9 3 𝑥
. = 0.
3 1 𝑥
Computing Eigenvectors : Example 2 (5)
From the top row of the equations, we obtain:
, so that
Using the second row of equation also yields the same results as before:
, so that
1
−
0 1 𝑥 =
−0.4472
=
5
𝐴 = 0.8944 2
−2 −3
5
Note that MATLAB chose different values for the eigen vectors than the ones we got in example 1. However, the
ratio of 𝑥 to 𝑥 and the ratio of 𝑥 to 𝑥 are the same as our solution.
The chosen eigenvectors of a system are not unique, but the ratio of their elements is.
MATLAB chooses values such that the sum of squares of the elements of each eigenvector equal unity.
Eigenvalues and Eigenvectors Application
• Useful for solving a system of linear equations
• A simple ODE is expressed as: (1)
• where is an matrix.
• Solutions to ODE are of the form: (2)
• Substituting (2) in (1) and differentiating gives:
= .
Since can never be 0, we cancel it from both sides to get:
=
Which is the central equation for an eigenvalue problem.
Application Example (1)
• Consider the system of first order, linear ODEs:
𝑦 = 5𝑦 + 2𝑦
𝑦 = 2𝑦 + 5𝑦
𝑦 5 2 𝑦
• = . .
𝑦 2 5 𝑦
5 2
• Therefore, 𝐴 = .
2 5
Application Example (2)
• Computing the eigenvalues and eigenvectors of our matrix A gives:
and
The eigenvectors corresponding to the eigenvalues is obtained as:
For :
For :
Application Example (3)
• Since the solution to an ODE is of the form:
• Using :
• Using :
Application Example (4)
• Combining both expressions yields: