Part III Systems of Differential Equations

Systems of Linear
10 Differential Equations

EXERCISES 10.1
Preliminary Theory

   
x −3 4 −9
   
3. Let X =  y . Then X
=  6 −1 0  X.
z 10 4 3
     −t 
x −3 4 0 e sin 2t
     
6. Let X =  y . Then X
=  5 9 0  X +  4e−t cos 2t .
z 0 1 6 −e−t
dx dy dz
9. = x − y + 2z + e−t − 3t; = 3x − 4y + z + 2e−t + t; = −2x + 5y + 6z + 2e−t − t
dt dt dt
12. Since      
5 cos t − 5 sin t −2 5 5 cos t − 5 sin t
X
= et and X= et
2 cos t − 4 sin t −2 4 2 cos t − 4 sin t
we see that  

−2 5
X = X.
−2 4

15. Since      
0 1 2 1 0
     
X
=  0  and  6 −1 0 X = 0
0 −1 −2 −1 0
we see that  
1 2 1
 
X
=  6 −1 0  X.
−1 −2 −1

18. Yes, since W (X1 , X2 ) = 8e2t
= 0 the set X1 , X2 is linearly independent on −∞ < t < ∞.
21. Since          
2 1 4 2 −7 2
X
p = and Xp + t+ =
−1 3 2 −4 −18 −1

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10.1 Preliminary Theory

we see that      
1 4 2 −7
X
p = Xp + t+ .
3 2 −4 −18
24. Since        
3 cos 3t 1 2 3 −1 3 cos 3t
       
X
p =  0  and  −4 2 0  Xp +  4  sin 3t =  0 
−3 sin 3t −6 1 0 3 −3 sin 3t
we see that    
1 2 3 −1

   
Xp =  −4 2 0  Xp +  4  sin 3t.
−6 1 0 3

EXERCISES 10.2
Homogeneous Linear Systems

3. The system is
 
−4 2
X
= X
− 52 2
and det(A − λI) = (λ − 1)(λ + 3) = 0. For λ1 = 1 we obtain
     
−5 2 0 −5 2 0 2
=⇒ so that K1 = .
−2 1 0
5
0 0 0 5
For λ2 = −3 we obtain
     
−1 2 0 −1 2 0 2
=⇒ so that K2 = .
− 52 5 0 0 0 0 1
Then    
2 2
X = c1 t
e + c2 e−3t .
5 1

6. The system is
 

−6 2
X = X
−3 1
and det(A − λI) = λ(λ + 5) = 0. For λ1 = 0 we obtain
     
−6 2 0 1 − 13 0 1
=⇒ so that K1 = .
−3 1 0 0 0 0 3
For λ2 = −5 we obtain
     
−1 2 0 1 −2 0 2
=⇒ so that K2 = .
−3 6 0 0 0 0 1
Then    
1 2
X = c1 + c2 e−5t .
3 1

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 10.2 Homogeneous Linear Systems

9. We have det(A − λI) = −(λ + 1)(λ − 3)(λ + 2) = 0. For λ1 = −1, λ2 = 3, and λ3 = −2 we obtain
     
−1 1 1
     
K1 =  0  , K2 =  4  , and K3 =  −1  ,
1 3 3
so that      
−1 1 1
     
X = c1  0  e−t + c2  4  e3t + c3  −1  e−2t .
1 3 3

12. We have det(A − λI) = (λ − 3)(λ + 5)(6 − λ) = 0. For λ1 = 3, λ2 = −5, and λ3 = 6 we obtain
     
1 1 2
     
K1 =  1  , K2 =  −1  , and K3 =  −2  ,
0 0 11
so that      
1 1 2
     
X = c1  1  e3t + c2  −1  e−5t + c3  −2  e6t .
0 0 11

21. We have det(A − λI) = (λ − 2)2 = 0. For λ1 = 2 we obtain

 
1
K= .
1
A solution of (A − λ1 I)P = K is
 
− 13
P=
0
so that      
1 1 − 13
X = c1 e2t + c2 te2t + e2t .
1 1 0

24. We have det(A − λI) = (λ − 8)(λ + 1)2 = 0. For λ1 = 8 we obtain

 
2
 
K1 =  1  .
2
For λ2 = −1 we obtain    
0 1
   
K2 =  −2  and K3 =  −2  .
1 0
Then      
2 0 1
     
X = c1  1  e8t + c2  −2  e−t + c3  −2  e−t .
2 1 0

27. We have det(A − λI) = −(λ − 1)3 = 0. For λ1 = 1 we obtain

 
0
 
K = 1.
1

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10.2 Homogeneous Linear Systems

Solutions of (A − λ1 I)P = K and (A − λ1 I)Q = P are

  1
0 2
   
P =  1  and Q =  0 
0 0
so that            1 
0 0 0 0 0 2
         t2     
X = c1  1  et + c2  1  tet +  1  et  + c3  1  et +  1  tet +  0  et  .
2
1 1 0 1 0 0

30. We have det(A − λI) = −(λ + 1)(λ − 1)2 = 0. For λ1 = −1 we obtain

 
−1
 
K1 =  0  .
1
For λ2 = 1 we obtain
   
1 0
   
K2 =  0  and K3 =  1 
1 0
so that 
    
−1 1 0
  −t   t   t
X = c1  0  e + c2  0  e + c3  1  e .
1 1 0
If  
1
 
X(0) =  2 
5
then c1 = 2, c2 = 3, and c3 = 2.

In Problems 33-45 the form of the  answer

 will vary according to the choice of eigenvector. For example, in
1
Problem 33, if K1 is chosen to be the solution has the form
2−i
   
cos t sin t
X = c1 e4t + c2 e4t .
2 cos t + sin t 2 sin t − cos t

33. We have det(A − λI) = λ2 − 8λ + 17 = 0. For λ1 = 4 + i we obtain

 
2+i
K1 =
5
so that      
2+i (4+i)t 2 cos t − sin t 4t cos t + 2 sin t
X1 = e = e +i e4t .
5 5 cos t 5 sin t
Then    
2 cos t − sin t cos t + 2 sin t
X = c1 e4t + c2 e4t .
5 cos t 5 sin t

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 10.2 Homogeneous Linear Systems

36. We have det(A − λI) = λ2 − 10λ + 34 = 0. For λ1 = 5 + 3i we obtain

 
1 − 3i
K1 =
2
so that      
1 − 3i (5+3i)t cos 3t + 3 sin 3t 5t sin 3t − 3 cos 3t
X1 = e = e +i e5t .
2 2 cos 3t 2 sin 3t
Then    
cos 3t + 3 sin 3t sin 3t − 3 cos 3t
X = c1 e5t + c2 e5t .
2 cos 3t 2 sin 3t
 
39. We have det(A − λI) = −λ λ2 + 1 = 0. For λ1 = 0 we obtain
 
1
 
K1 =  0  .
0
For λ2 = i we obtain


−i
 
K2 =  i 
1
so that     
−i sin t − cos t
     
X2 =  i  eit =  − sin t  + i  cos t  .
1 cos t sin t
Then      
1 sin t − cos t
     
X = c1  0  + c2  − sin t  + c3  cos t  .
0 cos t sin t

42. We have det(A − λI) = −(λ − 6)(λ2 − 8λ + 20) = 0. For λ1 = 6 we obtain

 
0
 
K1 =  1  .
0
For λ2 = 4 + 2i we obtain


−i
 
K2 =  0 
2
so that     
−i sin 2t − cos 2t
      4t
X2 =  0  e(4+2i)t =  0  e4t + i  0 e .
2 2 cos 2t 2 sin 2t
Then      
0 sin 2t − cos 2t
      4t
X = c1  1  e6t + c2  0  e4t + c3  0 e .
0 2 cos 2t 2 sin 2t

181
10.2 Homogeneous Linear Systems

45. We have det(A − λI) = (1 − λ)(λ2 + 25) = 0. For λ1 = 1 we obtain

 
25
 
K1 =  −7  .
6
For λ2 = 5i we obtain  
1 + 5i
 
K2 =  1 
1
so that      
1 + 5i cos 5t − 5 sin 5t sin 5t + 5 cos 5t
     
X2 =  1  e5it =  cos 5t  + i sin 5t .
1 cos 5t sin 5t
Then      
25 cos 5t − 5 sin 5t sin 5t + 5 cos 5t
     
X = c1  −7  et + c2  cos 5t  + c3  sin 5t .
6 cos 5t sin 5t
If  
4
 
X(0) =  6 
−7
then c1 = c2 = −1 and c3 = 6.

EXERCISES 10.3
Solution by Diagonalization

     
1 3
1 1 1 1
3. λ1 = , λ2 = , K1 = , K2 = ,P= ;
2 2
−2 2 −2 2
        
1 1 c1 et/2 c1 et/2 + c2 e3t/2 1 1
X = PY = = = c1 et/2
+ c2 e3t/2
−2 2 c2 e 3t/2
−2c1 e + 2c2 e
t/2 3t/2
−2 2
       
−1 1 1 −1 1 1
       
6. λ1 = −1, λ2 = 1, λ3 = 4, K1 =  0 , K2 =  −2 , K3 =  1 , P =  0 −2 1 ;
1 1 1 1 1 1
          
−1 1 1 c1 e−t −c1 + c2 et + c3 e4t −1 1 1
  t   4t    −t   t   4t
X = PY =  0 −2 1   c2 e  =  −2c2 e + c3 e  = c1  0  e +c2  −2  e +c3  1  e
t

1 1 1 c3 e4t c1 e−t + c2 et + c3 e4t 1 1 1

       
1 2 3 1 2 3
       
9. λ1 = 1, λ2 = 2, λ3 = 3, K1 =  1 , K2 =  2 , K3 =  4 , P =  1 2 4 ;
1 3 5 1 3 5

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 10.4 Nonhomogeneous Linear Systems

          
1 2 3 c1 et c1 et + 2c2 e2t + 3c3 e3t 1 2 3
          
X = PY =  1 2 4   c2 e2t  =  c1 et + 2c2 e2t + 4c3 e3t  = c1  1  et + c2  2  e2t + c3  4  e3t
1 3 5 c3 e3t c1 et + 3c2 e2t + 5c3 e3t 1 3 5

EXERCISES 10.4
Nonhomogeneous Linear Systems

3. Solving
 
1 − λ 3 
det(A − λI) =   = λ2 − 2λ − 8 = (λ − 4)(λ + 2) = 0
3 1 − λ

we obtain eigenvalues λ1 = −2 and λ2 = 4. Corresponding eigenvectors are

   
1 1
K1 = and K2 = .
−1 1
Thus    
1 −2t 1
Xc = c1 e + c2 e4t .
−1 1
Substituting
     
a3 2 a2 a1
Xp = t + t+
b3 b2 b1
into the system yields
a3 + 3b3 = 2 a2 + 3b2 = 2a3 a1 + 3b1 = a2
3a3 + b3 = 0 3a2 + b2 + 1 = 2b3 3a1 + b1 + 5 = b2

from which we obtain a3 = −1/4, b3 = 3/4, a2 = 1/4, b2 = −1/4, a1 = −2, and b1 = 3/4. Then
     1  1  
1 1 −4 −2
X(t) = c1 e−2t + c2 e4t + t 2
+ 4
t + .
−1 1 3
4 − 14 3
4

6. Solving
 
 −1 − λ 5 
det(A − λI) =  = λ2 + 4 = 0
−1 1 − λ
we obtain the eigenvalues λ1 = 2i and λ2 = −2i. Corresponding eigenvectors are
   
5 5
K1 = and K2 = .
1 + 2i 1 − 2i
Thus    
5 cos 2t 5 sin 2t
Xc = c1 + c2 .
cos 2t − 2 sin 2t 2 cos 2t + sin 2t
Substituting
   
a2 a1
Xp = cos t + sin t
b2 b1

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10.4 Nonhomogeneous Linear Systems

into the system yields

−a2 + 5b2 − a1 = 0
−a2 + b2 − b1 − 2 = 0
−a1 + 5b1 + a2 + 1 = 0
−a1 + b1 + b2 = 0
from which we obtain a2 = −3, b2 = −2/3, a1 = −1/3, and b1 = 1/3. Then
       1
5 cos 2t 5 sin 2t −3 −3
X(t) = c1 + c2 + cos t + sin t.
cos 2t − 2 sin 2t 2 cos 2t + sin 2t −3
2 1
3

9. Solving
 
 −1 − λ −2 
det(A − λI) =   = λ2 − 3λ + 2 = (λ − 1)(λ − 2) = 0
3 4 − λ
we obtain the eigenvalues λ1 = 1 and λ2 = 2. Corresponding eigenvectors are
   
1 −4
K1 = and K2 = .
−1 6
Thus    
1 −4
Xc = c1 t
e + c2 e2t .
−1 6
Substituting
 
a1
Xp =
b1
into the system yields
−a1 − 2b1 = −3
3a1 + 4b1 = −3
from which we obtain a1 = −9 and b1 = 6. Then
     
1 −4 −9
X(t) = c1 et + c2 e2t + .
−1 6 6
Setting
 
−4
X(0) =
5
we obtain
c1 − 4c2 − 9 = −4
−c1 + 6c2 + 6 = 5.
Then c1 = 13 and c2 = 2 so
     
1 −4 −9
X(t) = 13 et + 2 e2t + .
−1 6 6

12. From    

2 −1 0
X = X+ t
3 −2 4
we obtain    
1 1
Xc = c1 et + c2 e−t .
1 3

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 10.4 Nonhomogeneous Linear Systems

Then    
et e−t 3 −t
2e − 12 e−t
Φ= and Φ−1 =
et 3e−t − 12 et 1 t
2e
so that      
−1 −2te−t 2te−t + 2e−t
U= Φ F dt = dt =
2tet 2tet − 2et
and    
4 0
Xp = ΦU = t+ .
8 −4
15. From    
0 2 1
X
= X+ et
−1 3 −1
we obtain    
2 1
Xc = c1 t
e + c2 e2t .
1 1
Then    
2et e2t e−t −e−t
Φ= and Φ−1 =
et e2t −e−2t 2e−2t
so that      
2 2t
U= Φ−1 F dt = dt =
−3e−t 3e−t
and    
4 t 3
Xp = ΦU = te + et .
2 3

18. From    

1 8 e−t
X = X+
1 −1 tet
we obtain    
4 −2
Xc = c1 e3t + c2 e−3t .
1 1
Then  
  1 −3t 1 −3t
4e3t −2e3t −1 6e 3e
Φ= and Φ =
e3t e−3t − 16 e3t 2 3t
3e
so that
   1 e−4t + 1 te−2t   1 −4t
− 24 e − 16 te−2t − 1 −2t

12 e
Φ−1 F dt =
6 3
U= dt =
− 16 e2t + 23 te4t − 12 e + 16 te4t −
1 2t 1 4t
24 e
and  
−tet − 14 et
Xp = ΦU = .
− 18 e−t − 18 et

21. From    

0 −1 sec t
X = X+
1 0 0
we obtain    
cos t sin t
Xc = c1 + c2 .
sin t − cos t

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10.4 Nonhomogeneous Linear Systems

Then    
cos t sin t −1 cos t sin t
Φ= and Φ =
sin t − cos t sin t − cos t
so that      
1 t
U= Φ−1 F dt = dt =
tan t − ln | cos t|
and  
t cos t − sin t ln | cos t|
Xp = ΦU = .
t sin t + cos t ln | cos t|

24. From    

2 −2 1 1 −2t
X = X+ e
8 −6 3 t
we obtain     1
1 1
Xc = c1 e−2t + c2 te−2t + 2
1
e−2t .
2 2 2
Then  
1  
1 t+ 2 −2t −1 −4t − 1 2t + 1
Φ= e and Φ = e2t
2 2t + 1 4 −2
2

so that      
−1 2 + 2/t 2t + 2 ln t
U= Φ F dt = dt =
−2/t −2 ln t
and  
2t + ln t − 2t ln t
Xp = ΦU = e−2t .
4t + 3 ln t − 4t ln t

27. From    
1 2 csc t
X
= X+ et
− 12 1 sec t
we obtain    
2 sin t t 2 cos t
Xc = c1 e + c2 et .
cos t − sin t
Then  
  1
2 sin t 2 cos t −1
sin t cos t
e−t
t 2
Φ= e and Φ =
cos t − sin t 1
2 cos t − sin t
so that
   3
  3

−1 2 2t
U= Φ F dt = dt =
1
2 cot t − tan t 1
2 ln | sin t| + ln | cos t|
and      
3 sin t cos t 2 cos t
Xp = ΦU = tet + et ln | sin t| + et ln | cos t|.
3
2 cos t − 12 sin t − sin t

30. From    
3 −1 −1 0

   
X = 1 1 −1  X +  t 
1 −1 1 2et

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 10.4 Nonhomogeneous Linear Systems

we obtain      
1 1 1
     
Xc = c1  1  et + c2  1  e2t + c3  0  e2t .
1 0 1
Then    
et e2t e2t −e−t e−t e−t
   −2t 
Φ =  et e2t 0  and Φ−1 =e 0 −e−2t 
et
0 e2t
e−2t −e−2t 0
so that    
  te−t + 2 −te−t − e−t + 2t
   
U= Φ−1 F dt =  −2e−t  dt =  2e−t 
−te−2t 1 −2t
2 te + 14 e−2t
and       
− 34 − 12
2 2
      t   t
Xp = ΦU =  −1  t +  −1  +  2  e +  2  te .
− 12 − 34 0 2
 
i1
33. Let I = so that
i2
   

−11 3 100 sin t
I = I+
3 −3 0
and    
1 −2t 3
Ic = c1 e + c2 e−12t .
3 −1
Then  
  1 2t 3 2t
e−2t 3e−12t −1 10 e 10 e
Φ= , Φ = ,
3e−2t −e−12t 3 12t
10 e − 10
1 12t
e
     
−1 10e2t sin t 2e2t (2 sin t − cos t)
U= Φ F dt = dt = ,
30e12t sin t 6 12t
29 e (12 sin t − cos t)
and  
332
29 sin t − 76
29 cos t
Ip = ΦU =
276
29 sin t − 168
29 cos t
so that    
1 −2t 3
I = c1 e + c2 e−12t + Ip .
3 −1
 
0 6
If I(0) = then c1 = 2 and c2 = 29 .
0
         
3 1 3 1 −1 1 1 −1 −1
0
36. λ1 = −1, λ2 = 4, K1 = , K2 = ,P= ,P = ,P F= ;
−2 1 −2 1 5 2 3 et
   
−1 0 0
Y
= Y+
0 4 et
1
y1 = c1 e−t , y2 = − et + c2 e4t
3
    1 t       
3 1 c1 e−t − 3 e + 3c1 e−t + c2 e4t 3 −t 1 1 1
X = PY = = = c1 e + c2 e4t
− et
−2 1 − 13 et + c2 e4t − 13 et − 2c1 e−t + c2 e4t −2 1 3 1

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10.4 Matrix Exponential
Nonhomogeneous Linear Systems

EXERCISES 10.5
Matrix Exponential

3. For
 
1 1 1
 
A= 1 1 1
−2 −2 −2
we have

    
1 1 1 1 1 0 1 0 0
    
A2 =  1 1 1 1 1 1 = 0 0 0.
−2 −2 −2 −2 −2 −2 0 0 0
Thus, A3 = A4 = A5 = · · · = 0 and
     
1 0 0 t t t t+1 t t
At      
e = I + At =  0 1 0 +  t t t =  t t+1 t .
0 0 1 −2t −2t −2t −2t −2t −2t + 1
6. From Problem 2,  
At cosh t sinh t
e = ,
sinh t cosh t
so       
cosh t sinh t c1 cosh t sinh t
X= = c1 + c2 .
sinh t cosh t c2 sinh t cosh t
9. To solve    

1 0 3
X = X+
0 2 −1
 
3
we identify t0 = 0, F(t) = , and use the results of Problem 1 and equation (6) in the text.
−1
 t
At
X(t) = e C + e At
e−As F(s) ds
t0
     t  
et 0 c1 et 0 e−s 0 3
= + ds
0e2t c2 0e2t 0 0 e−2s −1
    t 
c1 et et 0 3e−s
= + ds
c2 e2t 0 e2t 0 −e−2s
     t
c1 et et 0 −3e−s 
= + 
c2 e2t 0 e2t 1 −2s 
2e 0
    −t 
c1 e t
e t
0 −3e +3
= + 1 −2t
c2 e2t 0 − 12 e2t 2e
         
c1 et −3 + 3et 1 t 0 2t −3
= + = c3 e + c4 e + .
2 − 2e
1 1 2t 1
c2 e2t 0 1 2

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 10.5 Matrix Exponential

12. To solve    
0 1 cosh t
X
= X+
1 0 sinh t

cosh t
we identify t0 = 0, F(t) = , and use the results of Problem 2 and equation (6) in the text.
sinh t
 t
At
X(t) = e C + e At
e−As F(s) ds
t0
   
 t  
cosh t sinh t c1 sinh t cosh t cosh s − sinh s cosh s
= + ds
sinh t cosh t
c2 cosh t 0 − sinh s
sinh t cosh s sinh s
    t 
c1 cosh t + c2 sinh t cosh t sinh t 1
= + ds
c1 sinh t + c2 cosh t sinh t cosh t 0 0
      t
c1 cosh t + c2 sinh t cosh t sinh t s 
= + 
c1 sinh t + c2 cosh t sinh t cosh t 0 0
    
c1 cosh t + c2 sinh t cosh t sinh t t
= +
c1 sinh t + c2 cosh t sinh t cosh t 0
         
c1 cosh t + c2 sinh t t cosh t cosh t sinh t cosh t
= + = c1 + c2 +t .
c1 sinh t + c2 cosh t t sinh t sinh t cosh t sinh t
 
s − 4 −3
15. From sI − A = we find
4 s+4
 3/2 1/2 3/4 3/4 
− −
s−2 s+2 s−2 s+2 
(sI − A)−1 =  
−1 1 −1/2 3/2
+ +
s−2 s+2 s−2 s+2
and  3 2t 1 −2t 
3 −2t
2e − 2e 4e − 4e
3 2t
At
e = .
−e2t + e−2t − 12 e2t + 32 e−2t
The general solution of the system is then

3  
2e
2t
− 12 e−2t 3 2t
4e − 34 e−2t c1
At
X=e C=
−e2t + e−2t − 12 e2t + 32 e−2t c2
 3  1  3  3
−2 −2t −4
= c1 2 2t
e + c1 e + c2 4 2t
e + c2 e−2t
−1 1 −2 1 3
2
1       
1 3 1 3 1
= c1 + c2 e2t + − c1 − c2 e−2t
2 4 −2 2 4 −2
   
3 1
= c3 2t
e + c4 e−2t .
−2 −2
 
s −1
18. From sI − A = we find
2 s+2
 s+1+1 1 
 (s + 1) + 1 (s + 1) + 1 
2 2
(sI − A)−1 =  

−2 s+1−1 
(s + 1)2 + 1 (s + 1)2 + 1

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10.5 Matrix Exponential

and  
e−t cos t + e−t sin t e−t sin t
eAt = −t
.
−2e sin t e cos t − e−t sin t
−t

The general solution of the system is then

  
e−t cos t + e−t sin t e−t sin t c1
X = eAt C =
−2e−t sin t e−t cos t − e−t sin t c2
       
1 −t 1 −t 0 −t 1
= c1 e cos t + c1 e sin t + c2 e cos t + c2 e−t sin t
0 −2 1 −1

   
cos t + sin t sin t
= c1 e−t + c2 e−t .
−2 sin t cos t − sin t

21. The eigenvalues are λ1 = −1 and λ2 = 3. This leads to the system

e−t = b0 − b1

e3t = b0 + 3b1 ,
which has the solution b0 = 34 e−t + 14 e3t and b1 = − 14 e−t + 14 e3t . Then

 
At e3t −2e−t + 2e3t
e = b0 I + b1 A = .
0 e−t
The general solution of the system is then

  
e3t −2e−t + 2e3t c1
At
X=e C=
0 e−t c2
     
1 3t −2 −t 2
= c1 e + c2 e + c2 e3t
0 1 0
   
−2 1
= c2 e−t + (c1 + 2c2 ) e3t
1 0
   
−2 −t 1
= c3 e + c4 e3t .
1 0

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 CHAPTER 10 REVIEW EXERCISES

24. From equation (3) in the text

  λ  2 
1 0 ··· 0 1 0 ··· 0  λ1 0 ··· 0
0    0 0 
 1 ··· 0  0 λ2 ··· 0   1 2 λ22 ··· 
eDt =  .. .. . . .+ . ..  + t  .. 
. .  2!  
.. .. . .. ..
. . . ..   .. .  .. . . . 
0 0 ··· 1 0 0 · · · λn 0 0 · · · λ2n
 
λ31 0 ··· 0
 λ32 ··· 0 
1 3 0 
+ t  .. 
 + ···
3! 
.. .. ..
 . . . . 
0 0 · · · λ3n
 
1 + λ1 t + 1
2! (λ1 t)
2
+ ··· 0 ··· 0
 1 2
+ ··· ··· 
 0 1 + λ2 t + 2! (λ2 t) 0 
=
 .. .. .. .. 

 . . . . 
0 0 · · · 1 + λn t + 1
2! (λn t)
2
+ ···
 
eλ1 t 0 ··· 0
 0 eλ2 t ··· 0 
 
= .. .. .. .. 
 . . . . 
0 0 · · · eλn t

CHAPTER 10 REVIEW EXERCISES

3. Since       
4 6 6 3 12 3
      
 1 3 2 1 =  4 = 4 1,
−1 −4 −3 −1 −4 −1
we see that λ = 4 is an eigenvalue with eigenvector K3 . The corresponding solution is X3 = K3 e4t .

6. We have det(A − λI) = (λ + 6)(λ + 2) = 0 so that

   
1 1
X = c1 e−6t + c2 e−2t .
−1 1

9. We have det(A − λI) = −(λ − 2)(λ − 4)(λ + 3) = 0 so that

     
−2 0 7
     
X = c1  3  e2t + c2  1  e4t + c3  12  e−3t .
1 1 −16

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CHAPTER 10 REVIEW EXERCISES

12. We have    
2 cos t t 2 sin t
Xc = c1 e + c2 et .
− sin t cos t
Then 1 
 
2 cos t 2 sin t −1
cos t − sin t
e−t ,
t 2
Φ= e, Φ =
− sin t cos t 1
2 sin t cos t

and
     
−1 cos t − sec t sin t − ln | sec t + tan t|
U= Φ F dt = dt = ,
sin t − cos t

so that  
−2 cos t ln | sec t + tan t|
Xp = ΦU = et .
−1 + sin t ln | sec t + tan t|

15. (a) Letting

 
k1
 
K =  k2 
k3
we note that (A − 2I)K = 0 implies that 3k1 + 3k2 + 3k3 = 0, so k1 = −(k2 + k3 ). Choosing k2 = 0, k3 = 1
and then k2 = 1, k3 = 0 we get
   
−1 −1
   
K1 =  0  and K2 =  1  ,
1 0

respectively. Thus,
   
−1 −1
   
X1 =  0  e2t and X2 =  1  e2t
1 0
are two solutions.
(b) From det(A − λI) = λ2 (3 − λ) = 0 we see that λ1 = 3, and 0 is an eigenvalue of multiplicity two. Letting
 
k1
 
K =  k2  ,
k3

as in part (a), we note that (A − 0I)K = AK = 0 implies that k1 + k2 + k3 = 0, so k1 = −(k2 + k3 ).

Choosing k2 = 0, k3 = 1, and then k2 = 1, k3 = 0 we get
   
−1 −1
   
K2 =  0  and K3 =  1  ,
1 0

respectively. Since the eigenvector corresponding to λ1 = 3 is

 
1
 
K1 =  1  ,
1

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 CHAPTER 10 REVIEW EXERCISES

the general solution of the system is

     
1 −1 −1
     
X = c1  1  e3t + c2  0  + c3  1  .
1 1 0

193