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: 7

Answer

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Work Step by Step

Find eigenvalues: (A-$\lambda$I)$\vec{V}$=$\vec{0}$ $\begin{bmatrix} 6-\lambda & -2 & -1\\ 8 & -2-\lambda & -2 \\ 4 & -2 & 1-\lambda \end{bmatrix}\begin{bmatrix} v_1\\ v_2 \\ v_3 \end{bmatrix}=\begin{bmatrix} 0\\ 0\\ 0 \end{bmatrix}$ $\begin{bmatrix} 6-\lambda & -2 & -1\\ 8 & -2-\lambda & -2 \\ 4 & -2 & 1-\lambda \end{bmatrix}=0$ $-(\lambda-2)^2(\lambda-1)=0$ $\lambda_1=\lambda_2=2,\lambda_3=1$ The eigenvalues of $A$ are $\lambda_1 = 2$ and $\lambda_2=2$, $\lambda_3=1$, therefore A is defective. A straightforward computation yields the following eigenvectors, which correspond respectively to $\lambda_1,\lambda_2$ and $\lambda_3$: $v_1=(2,1,0)\\ v_2=(1,0,1)\\ v_3=(\frac{3}{5},2,1)$ It follows from Theorem 7.4.3 that if we set $S =\begin{bmatrix} 2 & 1 & \frac{3}{5}\\ 1 & 0 & 2\\ 0 & 1 & 1 \end{bmatrix}$ and $D =diag(2,2,1)$ then $e^{At} = Se^{Dt}S^{−1}$ It is easily shown that $S^{-1}=\begin{bmatrix} \frac{5}{11} & \frac{1}{11} & -\frac{5}{11}\\ -\frac{5}{22} & -\frac{5}{11} & \frac{7}{22}\\ -\frac{5}{22} & \frac{5}{11} & \frac{5}{22} \end{bmatrix}$ Substituting: $e^{At}=\begin{bmatrix} 2 & 1 & \frac{3}{5}\\ 1 & 0 & 2\\ 0 & 1 & 1 \end{bmatrix}\begin{bmatrix} e^{2t} & 0 & 0\\ 0 & e^{2t} & 0\\ 0 & 0 & e^{t} \end{bmatrix}\begin{bmatrix} \frac{5}{11} & \frac{1}{11} & -\frac{5}{11}\\ -\frac{5}{22} & -\frac{5}{11} & \frac{7}{22}\\ -\frac{5}{22} & \frac{5}{11} & \frac{5}{22} \end{bmatrix}=\begin{bmatrix} 2e^{2t} & e^{2t} & \frac{3}{5}e^{t}\\ e^{2t} &0 & 2e^{t}\\ 0 & e^{2t} & e^{t} \end{bmatrix}\begin{bmatrix} \frac{5}{11} & \frac{1}{11} & -\frac{5}{11}\\ -\frac{5}{22} & -\frac{5}{11} & \frac{7}{22}\\ -\frac{5}{22} & \frac{5}{11} & \frac{5}{22} \end{bmatrix}=\begin{bmatrix} -\frac{3}{22}e^t+\frac{25}{22}e^{2t} & \frac{3}{11}e^t-\frac{3}{11}e^{2t} & \frac{3}{22}e^t-\frac{3}{22}e^{2t}\\ -\frac{5}{11}e^t+\frac{5}{11}e^{2t}& \frac{10}{11}e^t+\frac{1}{11}e^{2t} & \frac{5}{11}e^t-\frac{5}{11}e^{2t}\\ -\frac{5}{22}e^t+\frac{5}{22}e^{2t} & \frac{5}{11}e^t-\frac{5}{11}e^{2t} & \frac{5}{22}e^{t}+\frac{17}{22}e^{2t} \end{bmatrix}$
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