Difference equation and diagonal block matrix

In summary: A_1 x_1 + A_2 x_2 + A_3 x_3 + A_4 x_4####x_3 = A_1 x_1 + A_2 x_2 + A_3 x_3####x_4 = A_1 x_1 + A_2 x_2 + A_3 x_3 + A_4 x_4##Since ##x_1## is the only unknown, ##x_1 = x_4## is the only solution.
  • #1
pondzo
169
0

Homework Statement



Compute ##A^j~\text{for} ~~j=1,2,...,n## for the block diagonal matrix##A=\begin{bmatrix}
J_2(1)& \\
&J_3(0)
\end{bmatrix}##,

And show that the difference equation ##x_{j+1}=Ax_{j}## has a solution satisfying ##|x_{j}|\rightarrow\infty~\text{as}~j\rightarrow\infty##

Homework Equations

The Attempt at a Solution

So ##A^1=\begin{bmatrix}
1&1&0&0&0 \\
0&1&0&0&0 \\
0&0&0&1&0 \\
0&0&0&0&1 \\
0&0&0&0&0
\end{bmatrix}
,~~A^2=\begin{bmatrix}
1&2&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&1 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}
,~~A^j=\begin{bmatrix}
1&j&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3 ##
I am certain that this isn't a difficult question, but I am not sure how to apply this to the difference equation. Which is probably due to my lack of experience with them. Help would be appreciated, thanks.
 
Last edited by a moderator:
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  • #2
For my sake: apparently ##J_2## and ##J_3## have a special meaning. Could you explain ?
 
  • #3
BvU said:
For my sake: apparently ##J_2## and ##J_3## have a special meaning. Could you explain ?
Yes sorry about that, I should have put it in the question.

##J_2(1) = ~\text{the 2x2 jordan block matrix with 1 as eigenvalues}~=\begin{bmatrix} 1&1 \\ 0&1 \end{bmatrix}##
And ## J_3(0) = ~\text{the 3x3 jordan block matrix with 0 as eigenvalues}~=\begin{bmatrix} 0&1&0 \\ 0&0&1 \\0&0&0 \end{bmatrix}##
 
  • #4
Well, I learned something !

But now I can't be of much further help, because I can't imagine what they want to count as a 'solution' for ##
x_{j+1}=Ax_{j}##, which to me is just a recipe to get ##
x_{j+1}## from ##x_{j}##.

I mean, is ##x_0 = \begin{bmatrix} 1 \\ 1 \end{bmatrix}## a 'solution' ? (I ignore the other dimensions that go to 0 anyway)
Because ##x_{j+1} = A x_j## is satisfied (always !?) and ##x_j = \begin{bmatrix} 1 + j \\ 1 \end{bmatrix}## so that
##|x_{j}|\rightarrow\infty~\text{as}~j\rightarrow\infty##

--
 
  • #5
I am glad I was involved in helping someone learn something new!

Mod note: Fixed typo in post #1
I think I should point out that there is a typo in the original question, it should be:

##A^j=\begin{bmatrix}
1&j&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3 ~\text{rather than}~
A^j=\begin{bmatrix}
1&n&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3##

And yes what you say makes sense.. I think as long as ##x_0## has a positive value in the 2nd row it will be satisfied (since the second column in ##A^j## is unbounded in ##j##) and ##|x_ j| =\sqrt{j^2+1}## which tends to infinity as ##j## does. Do you agree ?
 
Last edited by a moderator:
  • #6
I agree with you, but that doesn't mean much (real knowledge trumps common sense). Would appreciate it very much if you would post if it turns out we are both wrong :smile:

Here they call ## a_n = r^n## the solution for the difference equation ##a_n = r a_{n-1}## so in that jargon I have inadvertently posted the actual solution,

which is in fact against PF rules. May I be forgiven by O2 and all the other good spirits that watch over us, because I did not know what I was doing
 
  • #7
pondzo said:

Homework Statement



Compute ##A^j~\text{for} ~~j=1,2,...,n## for the block diagonal matrix##A=\begin{bmatrix}
J_2(1)& \\
&J_3(0)
\end{bmatrix}##,

And show that the difference equation ##x_{j+1}=Ax_{j}## has a solution satisfying ##|x_{j}|\rightarrow\infty~\text{as}~j\rightarrow\infty##

Homework Equations

The Attempt at a Solution

So ##A^1=\begin{bmatrix}
1&1&0&0&0 \\
0&1&0&0&0 \\
0&0&0&1&0 \\
0&0&0&0&1 \\
0&0&0&0&0
\end{bmatrix}
,~~A^2=\begin{bmatrix}
1&2&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&1 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}
,~~A^j=\begin{bmatrix}
1&j&0&0&0 \\
0&1&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0 \\
0&0&0&0&0
\end{bmatrix}\forall ~~j\geq 3 ##
I am certain that this isn't a difficult question, but I am not sure how to apply this to the difference equation. Which is probably due to my lack of experience with them. Help would be appreciated, thanks.

Try writing out the first few terms ##x_2, x_3 x_4 \ldots##, to see how they relate to ##x_1##.
 

Related to Difference equation and diagonal block matrix

1. What is a difference equation?

A difference equation is a mathematical representation of a discrete-time dynamical system. It describes how a system evolves over time by relating the current state of the system to its previous state and external inputs.

2. How is a difference equation different from a differential equation?

While a differential equation describes the change in a continuous-time system, a difference equation describes the change in a discrete-time system. This means that a difference equation is only evaluated at specific time points, rather than continuously.

3. What is a diagonal block matrix?

A diagonal block matrix is a special type of matrix where the main diagonal is composed of smaller matrices. These smaller matrices, called blocks, can be of any size and contain entries that are either numbers or other matrices.

4. How are difference equations and diagonal block matrices related?

Difference equations can be represented using diagonal block matrices. The state variables in the difference equation correspond to the blocks on the main diagonal of the matrix, and the coefficients of the difference equation correspond to the entries of the blocks.

5. What are some applications of difference equations and diagonal block matrices?

Difference equations and diagonal block matrices are commonly used in various fields such as economics, engineering, and physics. They are particularly useful in modeling and analyzing discrete-time systems, such as population growth, chemical reactions, and digital signal processing.

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