Differential Equations and Linear Algebra (4th Edition)

Published by Pearson
ISBN 10: 0-32196-467-5
ISBN 13: 978-0-32196-467-0

Chapter 7 - Eigenvalues and Eigenvectors - 7.4 An Introduction to the Matrix Exponential Function - Problems - Page 465: 2

Answer

$e^{At}=\frac{1}{4}e^{2t}\begin{bmatrix} e^{2t}+1 & e^{2t}-1\\ e^{2t}-1 & e^{2t}+1 \end{bmatrix}$

Work Step by Step

Find eigenvalues: (A-$\lambda$I)$\vec{V}$=$\vec{0}$ $\begin{bmatrix} 3-\lambda & 1\\ 1 & 3-\lambda \end{bmatrix}\begin{bmatrix} v_1\\ v_2 \end{bmatrix}=\begin{bmatrix} 0\\ 0 \end{bmatrix}$ $\begin{bmatrix} 3-\lambda & 1\\ 1 & 3-\lambda \end{bmatrix}=0$ $(3-\lambda)(3-\lambda)-1=0$ $\lambda_1=4, \lambda_2=2$ The eigenvalues of $A$ are $\lambda_1 = 4$ and $\lambda_2=2$, and therefore A is nondefective. A straightforward computation yields the following eigenvectors, which correspond respectively to $\lambda_1$ and $\lambda_2$: $v_1=(1,1)\\ v_2=(1,-1)$ It follows from Theorem 7.4.3 that if we set $S =\begin{bmatrix} 1 & 1\\ 1& -1 \end{bmatrix}$ and $D = diag(4, 2)$ then $e^{At} = Se^{Dt}S^{−1}$ That is, $e^{At} -S\begin{bmatrix} e^{4t} & 0\\ 0 & e^{2t} \end{bmatrix}S^{−1}$ It is easily shown that $S^{-1}=\begin{bmatrix} \frac{1}{2} & \frac{1}{2}\\ \frac{1}{2} & -\frac{1}{2} \end{bmatrix}$ Substituting: $e^{At}=\begin{bmatrix} 1 & 1\\ 1 & -1 \end{bmatrix}\begin{bmatrix} e^{4t} & 0\\ 0 & e^{2t} \end{bmatrix}\begin{bmatrix} \frac{1}{2} & \frac{1}{2}\\ \frac{1}{2} & -\frac{1}{2} \end{bmatrix}=\frac{1}{4}\begin{bmatrix} e^{4t} & e^{2t}\\ e^{4t} & -e^{2t} \end{bmatrix}\begin{bmatrix} 1 & 1\\ 1 & -1 \end{bmatrix}=\frac{1}{4}e^{2t}\begin{bmatrix} e^{2t}+1 & e^{2t}-1\\ e^{2t}-1 & e^{2t}+1 \end{bmatrix}$
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