ODE Linear System Complex Eigenvalues

In summary, the problem is to solve a non-homogeneous system using either substitution or elimination. The solution involves finding the eigenvalues and eigenvectors of the homogeneous system, constructing a fundamental matrix, and using variation of parameters to solve for the particular solution. The general solution is then the sum of the homogeneous and particular solutions.
  • #1
Lahooty
5
0

Homework Statement



Solve the following systems by either substitution or elimination:

dx/dt = y

dy/dt = -x + cos(2t)

Homework Equations



I know the solution is:

x(t) = c_1cos(t) + c_2sin(t) - 1/3cos(2t)

y(t) = -c_1sin(t) + c_2cos(t) + 2/3sin(2t)

The Attempt at a Solution



x' = [ 0 1; -1 0][x; y] + cos(2t)[0; 1]

Det(A-λI) = [-λ 1; -1 -λ] = λ^2+1 = λ_1 = i, λ_2 = -i

λ = i; A-λi = [-i 1; -1 -i]

(i)x + y = 0
x = 1, y = -i;

v = [1; -i] = [1; 0] + i[0; -1]

x(t) = c_1*cos(t) + c_2*sin(t);

y(t) = c_1*sin(t) - c_2*cos(t);

[0 1; -1 0]*a = [0; -1]

a = [1; 0]

[0 1; -1 0]*b = [1; 0]

b = [0; 1]

x(t) = c_1*cos(t) + c_2*sin(t) + cos(2t);

y(t) = c_1*sin(t) - c_2*cos(t) + 1;

I used the Undetermined Coefficients method:

http://tutorial.math.lamar.edu/Classes/DE/RealEigenvalues.aspx#Ex1_Start

I don't understand what I'm doing wrong and I've tried using variation of parameters but I end up with a bunch of trig that I can't make anything out of. If someone can point out my error and help with deriving the problem correctly I would really appreciate it.
 
Last edited:
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  • #2
So you have a non homogeneous system you want to solve. Let's denote the system [itex]x' = Ax + g(t)[/itex]

The first thing you should do is solve the homogeneous system [itex]x' = Ax[/itex] by solving the characteristic polynomial [itex]p_A(λ)[/itex] for your eigenvalues and then proceed to find your eigenvectors. The eigenvectors will be easy since one is just a complex conjugate of the other.

These will give you your fundamental homogeneous solution, let's call it [itex]x_c[/itex].

Then you can construct a fundamental matrix [itex]ψ(t)[/itex] from the columns of your homogeneous solution.

Then to solve the non homogeneous system for a particular solution [itex]x_p[/itex], I would recommend variation of parameters. So you should assume your particular solution has the form : [itex]x_p = ψ(t)u(t)[/itex] where [itex]u(t)[/itex] satisfies [itex]g(t) = ψ(t)u'(t)[/itex].

After you solve [itex]g(t) = ψ(t)u'(t)[/itex] for [itex]u_{1}^{'}[/itex] and [itex]u_{2}^{'}[/itex], integrate them to find [itex]u_1[/itex] and [itex]u_2[/itex] which finally give you your vector [itex]u(t)[/itex]. Then simply do some matrix multiplication to find [itex]x_p[/itex].

After solving for the homogeneous solution and the particular solution, your general solution will be [itex]x = x_c + x_p[/itex]

I hope this helps you. It's a lot of work, but it's doable.
 
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Related to ODE Linear System Complex Eigenvalues

What is an ODE Linear System Complex Eigenvalues?

An ODE (Ordinary Differential Equation) Linear System Complex Eigenvalues is a mathematical concept used in the study of systems of differential equations. It involves finding the eigenvalues (characteristic roots) of a complex matrix, which can then be used to solve the system of equations.

Why are complex eigenvalues important in ODE Linear Systems?

Complex eigenvalues are important in ODE Linear Systems because they allow for the representation of oscillatory behavior in the solution of the system. This is especially useful in modeling physical systems such as circuits, springs, and pendulums.

How are complex eigenvalues calculated?

Complex eigenvalues are calculated by first finding the eigenvalues of the corresponding real matrix. The complex eigenvalues are then found by taking the square root of the negative discriminant of the characteristic polynomial. This process can be done manually or with the help of computer software.

What is the significance of the real and imaginary parts of complex eigenvalues?

The real part of a complex eigenvalue represents the growth or decay of the solution, while the imaginary part represents the oscillatory behavior. The combination of these two parts allows for a more accurate and complete understanding of the behavior of the system.

How are complex eigenvalues used in real-world applications?

Complex eigenvalues are used in a variety of real-world applications, including engineering, physics, and economics. They are particularly useful in analyzing systems with oscillatory behavior, such as electronic circuits, mechanical systems, and population models.

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