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Consider the IVP dx→dt=Ax→withx→(0)=x→0where A is an upper triangularn×nmatrix with m distinct diagonal entries λ1,..…,λm. See the examples in Exercise 45 and 46.

(a) Show that this problem has a unique solutionx→(t)whose componentsxi(t)are of the form

xi(t)=P1(t)eλ1t+...+Pm(t)eλmt,

for some polynomials Pj(t).Hint: Find first xn(t), then xn-1(t), and so on.

(b) Show that the zero state is a stable equilibrium solution of this system if (and only if) the real part of all theλi is negative.

Short Answer

Expert verified

(a) The solution isxit=P1teλ1t+...+Pmteλmt

(b)The systemdx→dt=Ax→is stable.

Step by step solution

01

Definition of first order linear differential equation.

Consider the differential equation f'(t)-af(t)=g(t)whereg(t)is a smooth function and 'a'is a constant. Then the general solution will berole="math" localid="1660806568260" f(t)=eat∫e-at(t)dt.

02

Definition of characteristic polynomial

Consider the linear differential operator

T(f)=fn+an-1fn-1+...+a1f'+a0f.

The characteristic polynomial of T is defined as

pτ(λ)=λn+an-1λ+...+a1λ+a0.

03

(a) Explanation for the given first order linear differential equation

Consider the IVP dx→dt=Ax→with x→0=x→0where A is an upper triangularn×n matrix with m distinct diagonal entries. λ1,….,λm

Hence by the above definitions we get the solution as follows

xit=P1teλ1t+...+Pmteλmt

Hence the solution.

04

(b) Explanation of the zero state stable equilibrium.

For a systemdx→dt=Ax→, here A is the matrix form.

The zero state is an asymptotically stable equilibrium solution if and only if the real parts of all eigen values of A are negative.

Here A has no real eigen value, which means the real part of all the eigen values are negative.

Thus, the systemdx→dt=Ax→is stable.

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