EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 13
7.8 Repeated Eigenvalues
Example
It has multiplicity 2.
If an eigenvalue has multiplicity m, there may or may not be m linearly
independent eigenvector.
In the first case, will be the m linearly independent
eigenvectors, and the m linearly independent solutions are given by
This case always occurs if the coefficient matrix A is Hermitian
(or real and symmetric).
However, if the coefficient matrix is not Hermitian, then there may be
fewer than m independent eigenvectors corresponding to an
eigenvalue of algebraic multiplicity m.
Let us assume a second solution in the form:
For this to be satisfied the coefficients of both and must be
zero.
This is possible only when
So, this form of the solution does not work.
Now assume:
For this equality to hold, two conditions must be satisfied:
Let then We had already found
A multiple of and may be ignored.
Example
Now choose the second solution as:
Let
then
7.9 Nonhomogeneous Linear Systems
Consider the nonhomogeneous system
where is a matrix and is a vector.
and are continuous for
There are four main methods to solve nonhomogeneous linear
differential equation systems:
1) Diagonalization
2) Undetermined Coefficients
3) Variation of Parameters
4) Laplace Transforms
Variation of Parameters
Consider the corresponding homogeneous system:
Assume we have forund a fundamental matrix for this
homogeneous equation.
The general solution of this homogeneous equation is
Now, let us assume that the solution of the nonhomogeneous
equation is in the form:
We have to find this vector.
Substitute into the equation:
Since is a fundamental matrix, we have:
So:
is nonsingular on any interval where P is continuous , so its
inverse exists. Therefore:
We then find:
where the constant vector c is arbitrary.
If the integrals cannot be evaluated,we can write:
Sol’n of the
Particular
homogeneous
solution
system
If an initial condition is given as:
The solution of this problem is given as:
Substitute and calculate c:
Finally,
Example Use the method of variation of parameters to find the
general solution of the system:
First solve the homogneous equation.
The eigenvalues of A are:
The corresponding eigenvectors:
The solution of the homogeneous system:
The fundamental matrix is:
Then the solution x is given by:
where
The general solution is:
Example
Homogeneous solution:
Det=
Homogeneous solution Particular solution
Laplace Transform Method
Example Use the method of Laplace transforms to solve the system
Let us choose
The matrix is called the transfer matrix since multiplying it
by the transform of the input vector g(t) yields the transform of the output
vector x(t).
