Homework 3 for GS2002 Differential Equations

(1) [System of 1st order linear equations] Consider the following system

x01 = −2x1 + x2 , x02 = x1 − 2x2

with the initial conditions x1 (0) = 2, x2 (0) = 3.

(2) [Complex eigenvalues] Find the eigenvalue of the given system and find
the solution of the following initial value problem
   
−3 2 1
x0 (t) = x(t), x(0) =
−1 −1 −2

Describe the behaviour of the solution as t → ∞.

(3) [Fundamental matrices] Find a fundamental matrix for the given system
of equations and also find the fundamental matrix Φ(t) satisfying Φ(0) = I
 
−1 −4
x0 = x.
1 −1
 
3
Solve the initial value problem with the initial condition x(0) = .
1

(4) [Repeated eigenvalues] Consider the system

 
1 −1
x0 = Ax = x (1)
1 3

Show that A has an eigenvalue 2 with eigenvector ξ (1) = (1, −1)T . Prove
that one solution is x(1) (t) = ξ (1) e2t and a second independent solution is

x(2) (t) = ξte2t + ηe2t

where ξ and η satisfy

(A − 2I)ξ = 0, (A − 2I)η = ξ.

(i) Show that (A − 2I)2 = 0. Thus the generalized eigenvector η can be

chosen arbitarily, except that it must be independent of ξ (1) .
(ii) Let η = (k1 , k2 )T , where k1 , k2 are arbitrary numbers. Then deter-
mine ξ. How is it related to the eigenvector ξ (1) ?