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: 4

Answer

$e^{At}=e^{-1}\begin{bmatrix} \cos 3t & \sin 3t\\ -\sin 3t & \cos 3t \end{bmatrix}$

Work Step by Step

Find eigenvalues: (A-$\lambda$I)$\vec{V}$=$\vec{0}$ $\begin{bmatrix} -1-\lambda & 3\\ -3 & -1-\lambda \end{bmatrix}\begin{bmatrix} v_1\\ v_2 \end{bmatrix}=\begin{bmatrix} 0\\ 0 \end{bmatrix}$ $\begin{bmatrix} -1-\lambda & 3\\ -3 & -1-\lambda \end{bmatrix}=0$ $(-1-\lambda)(-1-\lambda)+9=0$ $\lambda_1=-1-3i, \lambda_2=-1+3i$ The eigenvalues of $A$ are $\lambda_1 = -1-3i$ and $\lambda_2=-1+3i$, and therefore A is nondefective. A straightforward computation yields the following eigenvectors, which correspond respectively to $\lambda_1$ and $\lambda_2$: $v_1=(1,-i)\\ v_2=(1,i)$ It follows from Theorem 7.4.3 that if we set $S =\begin{bmatrix} 1 & 1\\ -i& i \end{bmatrix}$ and $D = diag(-1-3i, -1+3i)$ then $e^{At} = Se^{Dt}S^{−1}$ That is, $e^{At} -S\begin{bmatrix} e^{(-1-3i)t} & 0\\ 0 & e^{(-1+3i)t} \end{bmatrix}S^{−1}$ It is easily shown that $S^{-1}=\begin{bmatrix} \frac{1}{2} & \frac{i}{2}\\ \frac{1}{2} & -\frac{i}{2} \end{bmatrix}$ Substituting: $e^{At}=\begin{bmatrix} 1 & 1\\ -i & i \end{bmatrix}\begin{bmatrix} e^{(-1-3i)t} & 0\\ 0 & e^{(-1+3i)t} \end{bmatrix}\begin{bmatrix} \frac{1}{2} & \frac{i}{2}\\ \frac{1}{2} & -\frac{i}{2} \end{bmatrix}=\frac{1}{2}e^{-t}\begin{bmatrix} e^{-3it}+ e^{3it}\\ -ie^{-3it} -ie^{3it} \end{bmatrix}\begin{bmatrix} 1 & \\ 1 & -i \end{bmatrix}=\frac{1}{4}e^{-t}\begin{bmatrix} e^{-3it}+e^{3it} & i(e^{-3it}-e^{3it})\\ -i(e^{-3it}-e^{3it}) & e^{-3it}-e^{3it} \end{bmatrix}$ Take $\cos at=\frac{e^{at}+e^{-at}}{2}\\ \sin at=\frac{e^{at}-e^{-at}}{2} $ Hence, $e^{At}=e^{-1}\begin{bmatrix} \cos 3t & \sin 3t\\ -\sin 3t & \cos 3t \end{bmatrix}$
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