ODE Lecture 16

MA 102: Lecture - 16
Homogeneous Linear Systems With Constant

Coefficients Continues...
March-June 2023
Lecture-16
(Chapter 7 of Differential Equations by S. L. Ross, 3rd Edition)
(Chapter 5 of Ordinary Differential Equations by Tyn Myint-U)
(March-June 2023) MA 102-ODE Lecture-16 1 / 31

Recall From Previous Lecture 15
Form of a Solution to x0 = A x, A is an n × n real matrix.

Theorem: If λ is an eigenvalue of A and v = (v1 , · · · , vn )T is an eigenvector

corresponding to λ, then the function x : R → Rn defined by
T
x(t) = v eλ t = v1 eλt , · · · , vn eλt for t ∈ R
is a solution of x0 = A x on R.

Theorem: If λ is an eigenvalue of A and v = (v1 , · · · , vn )T is an eigenvector

corresponding to λ, then the function x : R → Rn defined by
T
x(t) = v eλ t = v1 eλt , · · · , vn eλt for t ∈ R
is a solution of x0 = A x on R.
Theorem: Suppose A = (aij )n×n has n linearly independent eigenvectors v1 , v2 ,

. . ., vn . Let λi be the eigenvalue corresponding to vi . Then
{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }
is a fundamental solution set on R for x0 = Ax.

x0 = A x where A is an n × n real matrix
Case 1(a): All eigenvalues of A are real and distinct

Theorem: Suppose A = (aij )n×n has n distinct real eigen values λi , i = 1, ..., n
and the corresponding linearly independent eigenvectors are v1 , v2 , . . ., vn . Then
{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }
is a fundamental solution set on R for the system x0 = Ax.

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }
Example 1: Ross Book, Example 7.38, Page 362



7 −1 6
Find the general solution of x0 = A x where A = −10 4 −12.
−2 1 −1

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

 
7 −1 6
−2 1 −1
Step 1: Finding eigenvalues of A

Clearly,
|A − λI| = 0 =⇒ λ3 − 10λ2 + 31λ − 30 = 0.

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

 
7 −1 6
−2 1 −1

Clearly,
|A − λI| = 0 =⇒ λ3 − 10λ2 + 31λ − 30 = 0.
Observe that eigenvalues are λ1 = 2, λ2 = 3 and λ3 = 5. All eigenvalues of A are
distinct and real.
Step 2: Finding eigenvector corresponding to each eigenvalue of A

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

eigenvector v1 = (1, −1, −1)T .







Step 3: Writing Fundamental Set of Solutions




The three L.I. solutions are
x1 =





   2t 
1 e
x1 = eλ1 t v1 = e2t −1 = −e2t  ,
−1 −e2t





   2t   3t   5t 
1 e e 3e
x1 = eλ1 t v1 = e2t −1 = −e2t  , x2 = −2e3t  & x3 = −6e5t  .
−1 −e2t −e3t −2e5t

Step 4: Writing the General Solution

The general solution of the given system of ODEs is given by
x(t) = c1 x1 (t) + c2 x2 (t) + c3 x3 (t) for t ∈ R

 2t   3t   5t 
e e 3e
= c1 −e2t  + c2 −2e3t  + c3 −6e5t 
−e2t −e3t −2e5t
where c1 , c2 , c3 are arbitrary real constants.


 2t   3t   5t 
e e 3e
= c1 −e2t  + c2 −2e3t  + c3 −6e5t 
Note:
A fundamental matrix is given by
Φ(t) =


 2t   3t   5t 
e e 3e
= c1 −e2t  + c2 −2e3t  + c3 −6e5t 
Note:

Φ(t) = x1 x2 x3 =


 2t   3t   5t 
e e 3e
= c1 −e2t  + c2 −2e3t  + c3 −6e5t 
Note:
e2t e3t 3e5t

 
=  −e2t −2e3t −6e5t  .

Φ(t) = x1 x2 x3


Case 1(b): All eigenvalues of A are real and some of the eigenvalues are
repeated

repeated
Repeated eigenvalues have: Geometric multiplicities equal to Algebraic
multiplicities

repeated
multiplicities
In this case, we get n linearly independent eigenvectors and A is
diagonalizable.

repeated
multiplicities
In this case, we get n linearly independent eigenvectors and A is
diagonalizable.
Recall
The geometric multiplicity of an eigen value λ is the dimension of its eigenspace,
which is equal to nullity of the matrix (A − λI).

Case 1(b): A has repeated eigenvalues, but A has
n-Linearly Independent eigenvectors
Theorem
Consider x0 = A x. Suppose that all eigenvalues of A are real.

Theorem
Let λ1 be a repeated eigenvalue with algebraic multiplicity m and geometric
multiplicity p = m. Let v1 , · · · , vm be LI eigenvectors corresponding to λ1 .

Theorem
Let λm+1 , · · · , λn be remaining (non-repeated) eigenvalues. Let vm+1 , · · · ,
vn be eigenvectors corresponding to these eigenvalues.

Theorem
The n linearly independent solutions are
{xj : 1 ≤ j ≤ n}
with
xj (t) =

Theorem
The n linearly independent solutions are
{xj : 1 ≤ j ≤ n}
with
 λt
 e 1 vj , 1 ≤ j ≤ m, t ∈ R
xj (t) =
eλj t vj , (m + 1) ≤ j ≤ n, t ∈ R.


Example 2: Find a fundamental matrix and write the G.S of x0 = Ax with
 
1 −2 2
A =  −2 1 −2  .
2 −2 1

 
1 −2 2
A =  −2 1 −2  .
2 −2 1
A has eigenvalues λ1 = 5, λ2 = −1, λ3 = −1.

 
1 −2 2
A =  −2 1 −2  .
2 −2 1
The eigenvector v1 corresponding to λ1 = 5 is v1 = [1, −1, 1]T .

 
1 −2 2
A =  −2 1 −2  .
2 −2 1
The matrix A has repeated eigenvalue −1 with algebraic multiplicity 2. Hence

need to find its geometric multiplicity.

 
1 −2 2
A =  −2 1 −2  .
2 −2 1
The matrix A has repeated eigenvalue −1 with algebraic multiplicity 2. Hence

need to find its geometric multiplicity.
Check the rank of the matrix Also rank of
   
2 −2 2 2 −2 2
A − λ2 I = A − (−1)I =  −2 2 −2  =  0 0 0 
2 −2 2 0 0 0
is 1 and thus the nullity of (A + I) = 3 − 1 = 2.

Hence, two L.I. eigenvectors exist corresponding to eigenvalue λ2 = −1.
The two linearly independent eigenvectors corresponding to λ2 = λ3 = −1 are
v2 = [1, 0, −1]T and v3 = [1, 1, 0]T .

v2 = [1, 0, −1]T and v3 = [1, 1, 0]T .
Hence, we have following three L.I. solutions

     
1 1 1
x1 = eλ1 t v1 = e5t  −1  , x2 = eλ2 t v2 = e−t  0  & x3 = e−t  1  .
1 −1 0

v2 = [1, 0, −1]T and v3 = [1, 1, 0]T .

     
1 1 1
1 −1 0
A fundamental solution is given by
Φ(t) =

v2 = [1, 0, −1]T and v3 = [1, 1, 0]T .

     
1 1 1
1 −1 0

Φ(t) = x1 x2 x3 =

v2 = [1, 0, −1]T and v3 = [1, 1, 0]T .

     
1 1 1
1 −1 0
e5t
 
e−t e−t
=  −e5t

Φ(t) = x1 x2 x3 0 e−t  .
e5t −e−t 0

v2 = [1, 0, −1]T and v3 = [1, 1, 0]T .

     
1 1 1
1 −1 0
e5t
 
e−t e−t
=  −e5t

Φ(t) = x1 x2 x3 0 e−t  .
e5t −e−t 0
Note: If more than one eigenvalue is repeated and if each repeated eigenvalue has
geometric multiplicity is equal to algebraic multiplicity then in the same way the
eigenvectors are computed and the functions xj (t) are defined.
Case 1(c): All eigenvalues of A are distinct and Some of the eigenvalues are
Complex numbers

When A has all complex eigenvalues

0 1
Example 3: If J = , then compute eJt .
−1 0


0 1
−1 0
The matrix J has eigenvalues λ1 = i and λ2 = −i and observe that

J2 =


0 1
−1 0

J 2 = − I, J 3 =


0 1
−1 0

J 2 = − I, J 3 = − J, J 4 = I, and so on.


0 1
−1 0

J 2 = − I, J 3 = − J, J 4 = I, and so on.
Thus, we have
t2 t3 t2 t3
etJ = I + tJ + J 2 + J 3 + · · · = I + tJ − I − J + · · ·
2! 3! 2! 3!
2 4 3

t t t
= 1 − + − ··· I + t− + ··· J
2! 4! 3!

1 0 0 1
= cos(t) I + sin(t) J = cos(t) + sin(t)
0 1 −1 0

cos t sin t
=
− sin t cos t


α β
Example 4:If A = where α and β are real constants, then compute eAt .
−β α


α β
−β α
The matrix A has eigenvalues λ1 = α + iβ and λ2 = α − iβ.

Further, A = α I + β J and
eα t I =


α β
−β α

αt
αtI e 0
e = and eβ t J =
0 eα t


α β
−β α

αt
αtI e 0 β tJ cos(βt) sin(βt)
e = and e = .
0 eα t − sin(βt) cos(βt)


α β
−β α

αt
αtI e 0 β tJ cos(βt) sin(βt)
e = and e = .
0 eα t − sin(βt) cos(βt)
Therefore
eα t cos(βt) eα t sin(βt)

eAt = e(α I+β J)t = eα t I eβ t J = .
−eα t sin(βt) eα t cos(βt)

Case 1(c): All eigenvalues of A are distinct and Some of
the eigenvalues are Complex numbers
Let A be an n × n real matrix. Suppose that A has

` real eigenvalues λ1 , . . ., λ` and
k pairs of complex eigenvalues α1 ± iβ1 , . . ., αk ± iβk


Let v1 , . . ., v` be real eigenvectors corresponding to the real eigenvalues, and

let w1 = a1 + ib1 , w1 = a1 − ib1 , . . ., wk = ak + ibk , wk = ak − ibk be
complex eigenvectors corresponding to the complex eigenvalues.


Let v1 , . . ., v` be real eigenvectors corresponding to the real eigenvalues, and

let w1 = a1 + ib1 , w1 = a1 − ib1 , . . ., wk = ak + ibk , wk = ak − ibk be
complex eigenvectors corresponding to the complex eigenvalues.
Then, we define

P = v1 v2 ··· v` a1 b1 ··· ak bk .

Then AP = P D, where D is given by
 
λ1
 .. 

 . 


 λ` 

 α1 β1 
D= 

 −β 1 α1 

 .. 

 . 

 αk βk 
−βk αk

 
λ1
 .. 

 . 


 λ` 

 α1 β1 
D= 

 −β 1 α1 

 .. 

 . 

 αk βk 
−βk αk
Therefore,
A = P DP −1 =⇒ eAt = P eDt P −1 .

 
λ1
 .. 

 . 


 λ` 

 α1 β1 
D= 

 −β 1 α1 

 .. 

 . 

 αk βk 
−βk αk
Therefore,
A = P DP −1 =⇒ eAt = P eDt P −1 .
What about eDt ?

 λ1 t
e
 ..

 .

 eλ` t
Dt

e =







 λ1 t
e
 ..

 .

 eλ` t
Dt
 eα1 t cos(β1 t) eα1 t sin(β1 t)
e =

 −eα1 t sin(β1 t) eα1 t cos(β1 t)





 λ1 t 
e
 .. 

 . 


 eλ` t 

Dt
 eα1 t cos(β1 t) eα1 t sin(β1 t) 
e = 

 −eα1 t sin(β1 t) eα1 t cos(β1 t) 

 .. 

 . 

 eαk t cos(βk t) eαk t sin(βk t) 
−eαk t sin(βk t) eαk t cos(βk t)

 λ1 t 
e
 .. 

 . 


 eλ` t 

Dt
e = 


 .. 

 . 

 
−3 0 0
Example 5: Find the fundamental set of solutions of x0 = A x, where A =  0 3 −2
0 1 1

 λ1 t 
e
 .. 

 . 


 eλ` t 

Dt
e = 


 .. 

 . 

 
−3 0 0
0 1 1

 λ1 t 
e
 .. 

 . 


 eλ` t 

Dt
e = 


 .. 

 . 

 
−3 0 0
0 1 1
Solve
|A − λI| = 0 =⇒ −(3 + λ)(λ2 − 4λ + 5) = 0
The eigenvalues of A are λ1 = −3, λ2 = 2 + i and λ3 = 2 − i.
Step 2: Finding eigenvectors of A

Corresponding to λ1 = −3, we solve the system (A − λ1 I)v = 0 and get an

eigenvector v1 = (1, 0, 0)T .


Corresponding to λ2 = 2 + i, we solve the system (A − λ2 I)w = 0 and get an

eigenvector w1 = (0, 1 + i, 1)T .



For the eigenvalue λ3 = λ2 = 2 − i, w1 = (0, 1 − i, 1)T is an eigenvector.



For the eigenvalue λ3 = λ2 = 2 − i, w1 = (0, 1 − i, 1)T is an eigenvector.
Set
a1 = Re(w1 ) = (0, 1, 1)T and b1 = Im(w1 ) = (0, 1, 0)T .
So that
P = [v1 a1 b1 ].

Step 3: Computing P and P −1 and D
   
1 0 0 1 0 0
P = v1 a1 b1 = 0 1 1 =⇒ P −1 = 0 0 1
0 1 0 0 1 −1
and
D=

   
1 0 0 1 0 0
P = v1 a1 b1 = 0 1 1 =⇒ P −1 = 0 0 1
0 1 0 0 1 −1
and  
−3 0 0
D= 0 2 1 , .
0 −1 2

   
1 0 0 1 0 0
P = v1 a1 b1 = 0 1 1 =⇒ P −1 = 0 0 1
0 1 0 0 1 −1
and  
−3 0 0
D= 0 2 1 , .
0 −1 2
Step 4: Computing eAt = P eDt P −1

 
1 0 0 e−3t 0 0
eAt = P eDt P −1 = 0 1 1  0
0 1 0

   
1 0 0 1 0 0
P = v1 a1 b1 = 0 1 1 =⇒ P −1 = 0 0 1
0 1 0 0 1 −1
and  
−3 0 0
D= 0 2 1 , .
0 −1 2
Step 4: Computing eAt = P eDt P −1

   
1 0 0 e−3t 0 0 1 0 0
eAt = P eDt P −1 = 0 1 1  0 e2t cos t e2t sin t  0 0 1
0 1 0 0 −e2t sin t e2t cos t 0 1 −1
 −3t 
e 0 0
=  0 e2t (cos t + sin t) −2e2t sin t 
0 e2t sin t 2t
e (cos t − sin t)

Case 2: A is NOT diagonalizable.

Sub-Case 2(a): All eigenvalues of A are real and some of the eigenvalues are
repeated. A Repeated eigenvalue has: Geometric multiplicity less than Algebraic
multiplicity
Note: In this case, we get linearly independent eigenvectors less than n in

numbers. But we find generalized eigenvectors and get n linearly independent
generalized eigenvectors.

Computing eAt in case of A has only one eigenvalue
Let A be n × n real matrix such that λ1 ∈ R is the only eigenvalue of A.

That is, the characteristic polynomial of A is given by P (λ) = (λ − λ1 )n .

That is, the characteristic polynomial of A is given by P (λ) = (λ − λ1 )n . Then,

by Cayley-Hamilton theorem, the matrix A satisfies the characteristic equation
P (λ) = 0. That is, (A − λ1 I)n = 0.


P (λ) = 0. That is, (A − λ1 I)n = 0.
Now using this fact, we compute eAt as follows:
eAt = eλ1 t e(A−λ1 I)t =


P (λ) = 0. That is, (A − λ1 I)n = 0.

∞
At λ1 t (A−λ1 I)t λ1 t
X (A − λ1 I)k tk
e =e e = e
k!
k=0


P (λ) = 0. That is, (A − λ1 I)n = 0.

∞ n−1
X (A − λ1 I)k tk λ1 t
X (A − λ1 I)k tk
e =e e = e =e
k! k!
k=0 k=0


P (λ) = 0. That is, (A − λ1 I)n = 0.

∞ n−1
X (A − λ1 I)k tk
e =e e = e =e
k! k!
k=0 k=0
Generating L. I. Solutions corresponding to an Eigenvalue:

Suppose v1 is an eigenvector corresponding to an eigenvalue λ1 and {v2 , . . . vk }
is the chain of generalized eigenvectors.


P (λ) = 0. That is, (A − λ1 I)n = 0.

∞ n−1
X (A − λ1 I)k tk
e =e e = e =e
k! k!
k=0 k=0
Generating L. I. Solutions corresponding to an Eigenvalue:

Suppose v1 is an eigenvector corresponding to an eigenvalue λ1 and {v2 , . . . vk }
is the chain of generalized eigenvectors. Thus, we have
(A − λ1 I)vl = vl−1 , 2 ≤ l ≤ k, k ≤ n.
G.S. for x0 = A x in case of A has only one eigenvalue
Note that for any arbitrary vector c ∈ Rn , eAt c is a solution to x0 = A x.
Thus, we have following L.I. solutions
x1 = eλ1 v1
n−1
!
At λ1 t
X (A − λ1 I)k tk
x2 = e v2 = e v2
k!
k=0

x1 = eλ1 v1
n−1
!
At λ1 t
X (A − λ1 I)k tk
x2 = e v2 = e v2
k!
k=0
(A − λ1 I)2 t2 (A − λ1 I)n−1 tn−1

λ1 t
= e I + (A − λ1 I)t + + ...+ v2
2! n − 1!

x1 = eλ1 v1
n−1
!
At λ1 t
X (A − λ1 I)k tk
x2 = e v2 = e v2
k!
k=0
(A − λ1 I)2 t2 (A − λ1 I)n−1 tn−1

λ1 t
= e I + (A − λ1 I)t + + ...+ v2
2! n − 1!
= eλ1 t (v2 + tv1 )

x1 = eλ1 v1
n−1
!
At λ1 t
X (A − λ1 I)k tk
x2 = e v2 = e v2
k!
k=0
(A − λ1 I)2 t2 (A − λ1 I)n−1 tn−1

λ1 t
= e I + (A − λ1 I)t + + ...+ v2
2! n − 1!
= eλ1 t (v2 + tv1 )
x3 = eAt v3 =

x1 = eλ1 v1
n−1
!
At λ1 t
X (A − λ1 I)k tk
x2 = e v2 = e v2
k!
k=0
(A − λ1 I)2 t2 (A − λ1 I)n−1 tn−1

λ1 t
= e I + (A − λ1 I)t + + ...+ v2
2! n − 1!
= eλ1 t (v2 + tv1 )
t2

At λ1 t
x3 = e v3 = e v3 + tv2 + v1 and so on.
2!

x1 = eλ1 v1
n−1
!
At λ1 t
X (A − λ1 I)k tk
x2 = e v2 = e v2
k!
k=0
(A − λ1 I)2 t2 (A − λ1 I)n−1 tn−1

λ1 t
= e I + (A − λ1 I)t + + ...+ v2
2! n − 1!
= eλ1 t (v2 + tv1 )
t2

At λ1 t
x3 = e v3 = e v3 + tv2 + v1 and so on.
2!
Hence, k L. I. solutions are given by
(x1 x2 x3 . . . xk ) , k ≤ n.
Example 6: A has only one eigenvalue
 
2 1 6
Find a fundamental matrix for the system x0 = A x where A = 0 2 5.
0 0 2

 
2 1 6
0 0 2

 
2 1 6
0 0 2

|A − λI| = 0 =⇒ (λ − 2)3 = 0.

 
2 1 6
0 0 2

|A − λI| = 0 =⇒ (λ − 2)3 = 0. A has only one eigenvalue λ = 2 with
algebraic multiplicity m = 3 and geometric multiplicity p = 1.

 
2 1 6
0 0 2

Step 2: Evaluate

(A−λ1 I)2 t2 (A−λ1 I)n−1 tn−1
eAt = eλ1 t I + (A − λ1 I)t + 2! + ... + n−1!

 
2 1 6
0 0 2

Step 2: Evaluate

(A−λ1 I)2 t2 (A−λ1 I)n−1 tn−1
eAt = eλ1 t I + (A − λ1 I)t + 2! + ... + n−1!
Setting n = 3 and N = A − λ1 I, we have
(A − λ1 I)2 t2 N 2 t2

eAt = e2t I + (A − λ1 I)t + = e2t I + N t + .
2! 2!

Observe that  
0 1 6
N = A − 2I = 0 0 5
0 0 0
and  
0 0 5
N 2 = 0 0 0 .
0 0 0

0 1 6
N = A − 2I = 0 0 5
0 0 0
and  
0 0 5
N 2 = 0 0 0 .
0 0 0
Therefore,
t2

2t
e At
= e I + tN + N 2
2!

0 1 6
N = A − 2I = 0 0 5
0 0 0
and  
0 0 5
N 2 = 0 0 0 .
0 0 0
Therefore,
t2 2

At 2t
e = e I + tN + N
2!
     
 1 0 0 0 1 6
t 2 0 0 5 
= e2t 0 1 0 + t 0 0 5 + 0 0 0

0 0 1 0 0 0 2 0 0 0

 2
1 t 6t + 5t2
= e2t 0 1 5t  .
0 0 1

Case 2 and A has more than one eigenvalues
 
2 0 0
A= 3 2 0 .
5 −2 −1

 
2 0 0
A= 3 2 0 .
5 −2 −1
Note A has eigenvalues λ1 = −1 λ2 = 2 λ3 = 2 .

 
2 0 0
A= 3 2 0 .
5 −2 −1
The eigenvector v1 corresponding to λ1 = −1 is v1 = [0, 0, 1]T and yields a

solution x1 = e−t v1 = e−t [0, 0, 1]T .

 
2 0 0
A= 3 2 0 .
5 −2 −1

The matrix A has repeated eigenvalue 2 with algebraic multiplicity 2. Also rank of
 
0 0 0
A − (2)I =  3 0 0  is 2 and thus the nullity of (A − 2I) =
5 −2 −3

 
2 0 0
A= 3 2 0 .
5 −2 −1

The matrix A has repeated eigenvalue 2 with algebraic multiplicity 2. Also rank of
 
0 0 0
A − (2)I =  3 0 0  is 2 and thus the nullity of (A − 2I) = 3 − 2 = 1.
5 −2 −3
Hence the geometric multiplicity is 1.

Now we find two linearly independent eigenvectors corresponding to the repeated
eigenvalue λ2 = 2.

eigenvalue λ2 = 2.
Solving (A − 2I)v2 = 0 we get v2 = [0, 3, −2]T and leads to a solution

x2 = e2t v2 .

eigenvalue λ2 = 2.

x2 = e2t v2 .
Next, we find v3 satisfying
(A − 2I)v3 = v2 = [0, 3, −2]T .

eigenvalue λ2 = 2.

x2 = e2t v2 .
(A − 2I)v3 = v2 = [0, 3, −2]T .
Solving this we get v3 = [1, 2, 1]T .

eigenvalue λ2 = 2.

x2 = e2t v2 .
(A − 2I)v3 = v2 = [0, 3, −2]T .
Solving this we get v3 = [1, 2, 1]T . Thus, another solution is given by

x3 = e2t (v3 + tv2 ).

eigenvalue λ2 = 2.

x2 = e2t v2 .
(A − 2I)v3 = v2 = [0, 3, −2]T .
Solving this we get v3 = [1, 2, 1]T . Thus, another solution is given by

x3 = e2t (v3 + tv2 ).
Finally, all three solutions are

     
0 0 1
x1 = e−t v1 = e−t  0  , x2 = e2t  3  &x3 = e2t  2 + 3t 
1 −2 1 − 2t

Thus a solution matrix is given by
e2t
 
0 0
Φ(t) =  0 3e2t (2 + 3t)e2t  .
e −t
−2e2t (1 − 2t)e2t

e2t
 
0 0
Φ(t) =  0 3e2t (2 + 3t)e2t  .
e −t
−2e2t (1 − 2t)e2t
In fact it is a fundamental matrix.

Check |Φ(0)| 6= 0.

e2t
 
0 0
Φ(t) =  0 3e2t (2 + 3t)e2t  .
e −t
−2e2t (1 − 2t)e2t

Check |Φ(0)| 6= 0.
Warning
This method breaks-down when the following system
(A − λ1 I)vl = vl−1 , 2 ≤ l ≤ k
becomes inconsistent.

e2t
 
0 0
Φ(t) =  0 3e2t (2 + 3t)e2t  .
e −t
−2e2t (1 − 2t)e2t

Check |Φ(0)| 6= 0.
Warning
(A − λ1 I)vl = vl−1 , 2 ≤ l ≤ k
 
4 3 1
Try to find the general solution of x0 = A x where A = −4 −4 −2.
8 12 6

e2t
 
0 0
Φ(t) =  0 3e2t (2 + 3t)e2t  .
e −t
−2e2t (1 − 2t)e2t

Check |Φ(0)| 6= 0.
Warning
(A − λ1 I)vl = vl−1 , 2 ≤ l ≤ k
 
4 3 1
8 12 6

e2t
 
0 0
Φ(t) =  0 3e2t (2 + 3t)e2t  .
e −t
−2e2t (1 − 2t)e2t

Check |Φ(0)| 6= 0.
Warning
(A − λ1 I)vl = vl−1 , 2 ≤ l ≤ k
 
4 3 1
8 12 6

Case 2(b): Defective Matrix - Repeated Complex Eigenvalues
Theorem
Let A be a real 2n × 2n matrix with complex eigenvalues λj = αj + iβj and
λj = αj − iβj , j = 1, . . ., n. Then there exists generalized complex eigenvectors
wj = uj + ivj and wj = uj − ivj , j = 1, . . ., n such that {u1 , v1 , . . . , un , vn }
is a basis for R2n .

Case 2(b): Defective Matrix - Repeated Complex Eigenvalues
Theorem
Let A be a real 2n × 2n matrix with complex eigenvalues λj = αj + iβj and
λj = αj − iβj , j = 1, . . ., n. Then there exists generalized complex eigenvectors
wj = uj + ivj and wj = uj − ivj , j = 1, . . ., n such that {u1 , v1 , . . . , un , vn }
is a basis for R2n . For any such basis, the matrix P = u1 v1 · · · un vn is
invertible and the following Jordan-Chevalley decomposition

−1 αj βj
A = S + N holds, where P SP = diag = D.
−βj αj
Further, the matrix N = A − S is nilpotent of order k ≤ 2n and SN = N S.

Example 8: Repeated Complex Eigenvalues
 
0 −1 0 0
0
1 0 0 0
Find the solution of x = A x where A = 
0 0
 and x(0) = x0 .
0 −1
2 0 1 0

 
0 −1 0 0
1 0 0 0 
Find the solution of x0 = A x where A = 0 0 0 −1 and x(0) = x0 .

2 0 1 0
|A − λI| = 0 =⇒ (λ2 + 1)2 = 0.
A has eigenvalues λ = i and λ = −i of algebraic multiplicity 2.

 
0 −1 0 0
1 0 0 0 
Find the solution of x0 = A x where A = 0 0 0 −1 and x(0) = x0 .

2 0 1 0
|A − λI| = 0 =⇒ (λ2 + 1)2 = 0.
A has eigenvalues λ = i and λ = −i of algebraic multiplicity 2.
Step 2: Finding eigenvectors corresponding to the eigenvalues
For the eigenvalue λ = i, we solve
  
−i −1 0 0 z1
 1 −i 0 0  z2 
(A − iI)w =  0
  = 0
0 −i −1 z3 
2 0 1 −i z4
to get z1 = z2 = 0 and z3 = iz4 . Thus, we have one eigenvector

w1 = (0, 0, i, 1)T corresponding to the eigenvalue λ1 = i.
Note that w1 = (0, 0, −i, 1)T is an eigenvector for λ1 = −i.
Continuation of Previous Slide
Step 3: Finding generalized eigenvectors corresponding to the repeated

eigenvectors. For the repeated eigenvalue λ = i, we solve
  
−2 2i 0 0 z1
2
−2i −2 0 0  z2 
(A − iI) w =  −2
  = 0
0 −2 −2i z3 
−4i −2 −2i −2 z4
to get z1 = iz2 and z3 = iz4 − z1 . Therefore, we choose the generalized

eigenvector w2 = (i, 1, 0, 1)T corresponding to the eigenvalue λ1 = i.

Step 3: Finding generalized eigenvectors corresponding to the repeated

eigenvectors. For the repeated eigenvalue λ = i, we solve
  
−2 2i 0 0 z1
2
−2i −2 0 0  z2 
(A − iI) w =  −2
  = 0
0 −2 −2i z3 
−4i −2 −2i −2 z4
to get z1 = iz2 and z3 = iz4 − z1 . Therefore, we choose the generalized

T
eigenvector w2 = (i, 1, 0, 1)
corresponding to
the eigenvalue λ1 = i.
Step 4: Determining P = u1 v1 u2 v2 , D and P −1
     
0 0 0 1 0 1 0 0 0 −1 0 1
 0 0 1 0 −1 0 0 0 −1
0 0 1 0
P = 0 1 0 0 , D =  0 0 0 1 , and P = 0 1
    .
0 0
1 0 1 0 0 0 −1 0 1 0 0 0

Step 5: Computing S and N

   
0 1 0 0 0 −1 0 0
 −1 0 0 0
 P −1 = 1
 0 0 0
S = P DP −1 = P  0
 &
0 0 1 0 1 0 −1
0 0 −1 0 1 0 1 0


   
0 1 0 0 0 −1 0 0
 −1 0 0 0
 P −1 = 1 0 0 0  &
 
S = P DP −1 = P  0 0 0 1 0 1 0 −1
0 0 −1 0 1 0 1 0
     
0 −1 0 0 0 −1 0 0 0 0 0 0
1 0 0 0 1 0 0 0  0 0 0 0
N = A−S = 0 0 0
−  =  .
−1 0 1 0 −1 0 −1 0 0
2 0 1 0 1 0 1 0 1 0 0 0


   
0 1 0 0 0 −1 0 0
 −1 0 0 0 P −1 = 1 0 0 0  &
 
S = P DP −1 = P  0 0 0 1 0 1 0 −1
0 0 −1 0 1 0 1 0
     
0 −1 0 0 0 −1 0 0 0 0 0 0
1 0 0 0 1 0 0 0  0 0 0 0
N = A−S = 0 0 0
−  =  .
−1 0 1 0 −1 0 −1 0 0
2 0 1 0 1 0 1 0 1 0 0 0
  
0 0 0 0 0 0 0 0
 0 0 0 0
 0 0 0 0 = 0.
 
Observe that N 2 = 
0 −1 0 0 0 −1 0 0
1 0 0 0 1 0 0 0

Step 6: Computing eAt
eAt = eSt eN t = P eDt P −1 (I + N t)

   
0 0 0 1 cos t sin t 0 0 0 −1 0 1
0 0 1 0 − sin t cos t 0 0  0 0 1 0
= 
 0 1 0 0  0
   [I + tN ]
0 cos t sin t  0 1 0 0
1 0 1 0 0 0 − sin t cos t 1 0 0 0
  
cos t − sin t 0 0 1 0 0 0
 sin t cos t 0 0    0 1 0 0
 
= 
 0 sin t cos t − sin t 0 −t 1 0
sin t 0 sin t cos t t 0 0 1
 
cos t − sin t 0 0
 sin t cos t 0 0 
=  
 −t sin t (sin t − t cos t) cos t − sin t
(sin t + t cos t) −t sin t sin t cos t

ODE Lecture 16

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ODE Lecture 16

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MA 102: Lecture - 16

Homogeneous Linear Systems With Constant

(March-June 2023) MA 102-ODE Lecture-16 1 / 31

Form of a Solution to x0 = A x, A is an n × n real matrix.

(March-June 2023) MA 102-ODE Lecture-16 2 / 31

Form of a Solution to x0 = A x, A is an n × n real matrix.

Theorem: If λ is an eigenvalue of A and v = (v1 , · · · , vn )T is an eigenvector

(March-June 2023) MA 102-ODE Lecture-16 2 / 31

Form of a Solution to x0 = A x, A is an n × n real matrix.

Theorem: If λ is an eigenvalue of A and v = (v1 , · · · , vn )T is an eigenvector

Theorem: Suppose A = (aij )n×n has n linearly independent eigenvectors v1 , v2 ,

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

is a fundamental solution set on R for x0 = Ax.

(March-June 2023) MA 102-ODE Lecture-16 2 / 31

Case 1(a): All eigenvalues of A are real and distinct

(March-June 2023) MA 102-ODE Lecture-16 3 / 31

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

is a fundamental solution set on R for the system x0 = Ax.

(March-June 2023) MA 102-ODE Lecture-16 4 / 31

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

is a fundamental solution set on R for the system x0 = Ax.

Example 1: Ross Book, Example 7.38, Page 362

(March-June 2023) MA 102-ODE Lecture-16 4 / 31

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

is a fundamental solution set on R for the system x0 = Ax.

Example 1: Ross Book, Example 7.38, Page 362

Step 1: Finding eigenvalues of A

(March-June 2023) MA 102-ODE Lecture-16 4 / 31

{eλ1 t v1 , eλ2 t v2 , . . . , eλn t vn }

is a fundamental solution set on R for the system x0 = Ax.

Example 1: Ross Book, Example 7.38, Page 362

Step 1: Finding eigenvalues of A

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

Corresponding to λ2 = 3, we solve the system (A − λ2 I)v = 0 and get an

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

Corresponding to λ2 = 3, we solve the system (A − λ2 I)v = 0 and get an

Corresponding to λ3 = 5, we solve the system (A − λ3 I)v = 0 and get an

Step 3: Writing Fundamental Set of Solutions

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

Corresponding to λ2 = 3, we solve the system (A − λ2 I)v = 0 and get an

Corresponding to λ3 = 5, we solve the system (A − λ3 I)v = 0 and get an

Step 3: Writing Fundamental Set of Solutions

The three L.I. solutions are

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

Corresponding to λ2 = 3, we solve the system (A − λ2 I)v = 0 and get an

Corresponding to λ3 = 5, we solve the system (A − λ3 I)v = 0 and get an

Step 3: Writing Fundamental Set of Solutions

The three L.I. solutions are

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

Corresponding to λ1 = 2, we solve the system (A − λ1 I)v = 0 and get an

Corresponding to λ2 = 3, we solve the system (A − λ2 I)v = 0 and get an

Corresponding to λ3 = 5, we solve the system (A − λ3 I)v = 0 and get an

Step 3: Writing Fundamental Set of Solutions

The three L.I. solutions are

(March-June 2023) MA 102-ODE Lecture-16 5 / 31

(March-June 2023) MA 102-ODE Lecture-16 6 / 31

The general solution of the given system of ODEs is given by