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Consider a22matrixAwith eigenvaluesi. Let v+iwbe an eigenvector of A with eigenvalue . Solve the initial value problem dxdt=Axwithx0=w.

Draw the solution in the accompanying figure. Mark the vectorsx(0),x(12),x(1),andx(2).

Short Answer

Expert verified

The solution isx(1)=-w,x(2)=w,x(12)=v,x(0)=w. The vectors are x(0),x(12),x(1)and x(2).

Step by step solution

01

Definition of the theorem

Continuous dynamical system with eigenvaluespiq

Consider the linear systemdxdt=AxwhereAis a real22matrix with complex eigenvaluespiq(andq0).

Consider an eigenvectorv+iwwith eigenvaluepiq.

Thenx(t)=eptS[cos(qt)-sin(qt)sin(qt)cos(qt)]S-1x0whereS=[wv]. Recall thatS-1x0is the coordinate vector ofx0with respect to basisw,v.

02

Explanation of the solution

Consider a22matrixAwith eigenvaluesi. Letv+iwbe an eigenvector ofAwith eigenvaluei.

Now, consider the system as follows.

dxdt=Axwith the initial conditionx0=w.

IfAhas eigenvaluepiq(q0)andv+iwis the eigenvector ofpiq, then the solution as follows.

x(t)=eptS[cos(qt)-sin(qt)sin(qt)cos(qt)]S-1x0x(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1w

Substitute the value0fortinx(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1was follows.

x(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1wx(0)=[wv][cos((0))-sin((0))sin((0))cos((0))][wv]-1wx(0)=[wv][cos(0)-sin(0)sin(0)cos(0)][wv]-1w=[wv][1001][wv]-1w

Simplify further as follows.

x(0)=[w1v1w2v2][1001][wv鈥夆赌]-1w=[w1v1w2v2][1001]1w1v2-w2v1[v2-v1-w2w1][w1w2]=1w1v2-w2v1[w1v1w2v2][v2w1-v1w2-w2w1+w1w2]x(0)=v2w1-v1w2w1v2-w2v1[w1v1w2v2][10]

Simplify further as follows.

x(0)=[w1v1w2v2][10]x(0)=[w1w2]x(0)=w

x(0)=[w1v1w2v2][10]x(0)=[w1w2]x(0)=w

Substitute the value12fortinx(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1was follows.

x(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1wx(12)=[wv][cos((12))-sin((12))sin((12))cos((12))][wv]-1wx(12)=[wv][cos(2)-sin(2)sin(2)cos(2)][wv]-1w=[wv][0-110][wv]-1w

Simplify further as follows.

x(12)=[w1v1w2v2][0-110][wv鈥夆赌]-1w=[w1v1w2v2][0-110][w1v1w2v2]-1[w1w2]=[v1-w1v2-w2]1w1v2-w2v1[v2-v1-w2w1][w1w2]x(12)=1w1v2-w2v1[v1-w1v2-w2][v2w1-v1w2-w2w1+w1w2]

Simplify further as follows.

x(12)=1w1v2-w2v1[v1-w1v2-w2][v2w1-v1w20]x(12)=v2w1-v1w2w1v2-w2v1[v1-w1v2-w2][10]x(12)=[v1-w1v2-w2][10]x(12)=[v1v2]

Simplify further as follows.

x(12)=v

03

Simplification of the solution

Substitute the value1fortinx(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1was follows.

x(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1wx(1)=[wv][cos((1))-sin((1))sin((1))cos((1))][wv]-1wx(1)=[wv][cos()-sin()sin()cos()][wv]-1w=[wv][-1001][wv]-1w

Simplify further as follows.

x(1)=[w1v1w2v2][-100-1][wv鈥夆赌]-1w=[w1v1w2v2][-100-1]1w1v2-w2v1[v2-v1-w2w1][w1w2]=1w1v2-w2v1[-w1-v1-w2-v2][v2w1-v1w2-w2w1+w1w2]x(1)=v2w1-v1w2w1v2-w2v1[-w1-v1-w2-v2][10]

Simplify further as follows.

x(1)=[-w1-v1-w2-v2][10]x(1)=[-w1-w2]x(1)=-w

Substitute the value2fortinx(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1was follows.

x(t)=[wv][cos(t)-sin(t)sin(t)cos(t)]S-1wx(2)=[wv][cos((2))-sin((2))sin((2))cos((2))][wv]-1wx(2)=[wv][cos(2)-sin(2)sin(2)cos(2)][wv]-1w=[wv][1001][wv]-1w

Simplify further as follows.

x(2)=[w1v1w2v2][1001][wv鈥夆赌]-1w=[w1v1w2v2][1001]1w1v2-w2v1[v2-v1-w2w1][w1w2]=1w1v2-w2v1[w1v1w2v2][v2w1-v1w2-w2w1+w1w2]x(2)=v2w1-v1w2w1v2-w2v1[w1v1w2v2][10]

Simplify further as follows.

x(2)=[w1v1w2v2][10]x(2)=[w1w2]x(2)=w

04

Diagram representation of the solution

The vectors x(0),x(12),x(1)and x(2)is pointed in the figure 1 as follows.

Thus, the vectors x(0),x(12),x(1)andx(2)are shown in figure 1.

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