What is the fundamental matrix solution?
$begingroup$
Let $A$ be a 3 by 3 matrix, such that $dot{x}=Ax$. I am trying to find the fundamental matrix solution. I know that I need to find the eigenvalues and eigenvectors of $A$ which I did but I am not sure what to do next. Does anyone know what to once you find the eigenvalues and eigenvectors?
Thanks in advance.
matrices ordinary-differential-equations systems-of-equations matrix-equations
$endgroup$
add a comment |
$begingroup$
Let $A$ be a 3 by 3 matrix, such that $dot{x}=Ax$. I am trying to find the fundamental matrix solution. I know that I need to find the eigenvalues and eigenvectors of $A$ which I did but I am not sure what to do next. Does anyone know what to once you find the eigenvalues and eigenvectors?
Thanks in advance.
matrices ordinary-differential-equations systems-of-equations matrix-equations
$endgroup$
1
$begingroup$
Do you mean the fundamental matrix of a system of differential equations?
$endgroup$
– cheesyfluff
Jan 2 '16 at 16:00
$begingroup$
@cheesyfluff, yes.
$endgroup$
– MaxMin
Jan 2 '16 at 16:16
$begingroup$
Do you know about matrix exponentials?
$endgroup$
– Jack M
Jan 2 '16 at 16:17
$begingroup$
@JackM, Yes, I do.
$endgroup$
– MaxMin
Jan 2 '16 at 16:18
add a comment |
$begingroup$
Let $A$ be a 3 by 3 matrix, such that $dot{x}=Ax$. I am trying to find the fundamental matrix solution. I know that I need to find the eigenvalues and eigenvectors of $A$ which I did but I am not sure what to do next. Does anyone know what to once you find the eigenvalues and eigenvectors?
Thanks in advance.
matrices ordinary-differential-equations systems-of-equations matrix-equations
$endgroup$
Let $A$ be a 3 by 3 matrix, such that $dot{x}=Ax$. I am trying to find the fundamental matrix solution. I know that I need to find the eigenvalues and eigenvectors of $A$ which I did but I am not sure what to do next. Does anyone know what to once you find the eigenvalues and eigenvectors?
Thanks in advance.
matrices ordinary-differential-equations systems-of-equations matrix-equations
matrices ordinary-differential-equations systems-of-equations matrix-equations
edited Jan 2 '16 at 16:57
cheesyfluff
1,482520
1,482520
asked Jan 2 '16 at 15:55
MaxMinMaxMin
11
11
1
$begingroup$
Do you mean the fundamental matrix of a system of differential equations?
$endgroup$
– cheesyfluff
Jan 2 '16 at 16:00
$begingroup$
@cheesyfluff, yes.
$endgroup$
– MaxMin
Jan 2 '16 at 16:16
$begingroup$
Do you know about matrix exponentials?
$endgroup$
– Jack M
Jan 2 '16 at 16:17
$begingroup$
@JackM, Yes, I do.
$endgroup$
– MaxMin
Jan 2 '16 at 16:18
add a comment |
1
$begingroup$
Do you mean the fundamental matrix of a system of differential equations?
$endgroup$
– cheesyfluff
Jan 2 '16 at 16:00
$begingroup$
@cheesyfluff, yes.
$endgroup$
– MaxMin
Jan 2 '16 at 16:16
$begingroup$
Do you know about matrix exponentials?
$endgroup$
– Jack M
Jan 2 '16 at 16:17
$begingroup$
@JackM, Yes, I do.
$endgroup$
– MaxMin
Jan 2 '16 at 16:18
1
1
$begingroup$
Do you mean the fundamental matrix of a system of differential equations?
$endgroup$
– cheesyfluff
Jan 2 '16 at 16:00
$begingroup$
Do you mean the fundamental matrix of a system of differential equations?
$endgroup$
– cheesyfluff
Jan 2 '16 at 16:00
$begingroup$
@cheesyfluff, yes.
$endgroup$
– MaxMin
Jan 2 '16 at 16:16
$begingroup$
@cheesyfluff, yes.
$endgroup$
– MaxMin
Jan 2 '16 at 16:16
$begingroup$
Do you know about matrix exponentials?
$endgroup$
– Jack M
Jan 2 '16 at 16:17
$begingroup$
Do you know about matrix exponentials?
$endgroup$
– Jack M
Jan 2 '16 at 16:17
$begingroup$
@JackM, Yes, I do.
$endgroup$
– MaxMin
Jan 2 '16 at 16:18
$begingroup$
@JackM, Yes, I do.
$endgroup$
– MaxMin
Jan 2 '16 at 16:18
add a comment |
1 Answer
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active
oldest
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$begingroup$
Assuming you have three unique eigenvalues $(lambda_1,lambda_2,lambda_3)$ and eigenvectors $(pmb{xi}^{(1)},pmb{xi}^{(2)},pmb{xi}^{(3)})$ you should have three linearly independent solutions in the form
$$mathbf{x}_1(t)=pmb{xi}^{(1)} e^{lambda_1t}qquad
mathbf{x}_2(t)=pmb{xi}^{(2)} e^{lambda_2t}qquad
mathbf{x}_3(t)=pmb{xi}^{(3)} e^{lambda_3t}$$
Then your fundamental matrix should be
$$pmb{psi}(t)=left(
begin{array}{@{}ccc@{}}
mathbf{x}_1(t)&
mathbf{x}_2(t)&
mathbf{x}_3(t)
end{array}right)=left(
begin{array}{@{}ccc@{}}
xi_1^{(1)e^{lambda_1t}}&xi_1^{(2)e^{lambda_2t}}&xi_1^{(3)e^{lambda_3t}}\
xi_2^{(1)e^{lambda_1t}}&xi_2^{(2)e^{lambda_2t}}&xi_2^{(3)e^{lambda_3t}}\
xi_3^{(1)e^{lambda_1t}}&xi_3^{(2)e^{lambda_2t}}&xi_3^{(3)e^{lambda_3t}}\
end{array}
right)
$$
where $xi_n^{(m)}$ denotes the $n$th element of $pmb{xi}^{(m)}$. Note that the general solution of the differential equation is
$$mathbf{x}=pmb{psi}(t)mathbf{c}$$
where $mathbf{c}=(c_1,c_2,c_3)^intercal$ is a constant matrix.
$endgroup$
add a comment |
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1 Answer
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1 Answer
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$begingroup$
Assuming you have three unique eigenvalues $(lambda_1,lambda_2,lambda_3)$ and eigenvectors $(pmb{xi}^{(1)},pmb{xi}^{(2)},pmb{xi}^{(3)})$ you should have three linearly independent solutions in the form
$$mathbf{x}_1(t)=pmb{xi}^{(1)} e^{lambda_1t}qquad
mathbf{x}_2(t)=pmb{xi}^{(2)} e^{lambda_2t}qquad
mathbf{x}_3(t)=pmb{xi}^{(3)} e^{lambda_3t}$$
Then your fundamental matrix should be
$$pmb{psi}(t)=left(
begin{array}{@{}ccc@{}}
mathbf{x}_1(t)&
mathbf{x}_2(t)&
mathbf{x}_3(t)
end{array}right)=left(
begin{array}{@{}ccc@{}}
xi_1^{(1)e^{lambda_1t}}&xi_1^{(2)e^{lambda_2t}}&xi_1^{(3)e^{lambda_3t}}\
xi_2^{(1)e^{lambda_1t}}&xi_2^{(2)e^{lambda_2t}}&xi_2^{(3)e^{lambda_3t}}\
xi_3^{(1)e^{lambda_1t}}&xi_3^{(2)e^{lambda_2t}}&xi_3^{(3)e^{lambda_3t}}\
end{array}
right)
$$
where $xi_n^{(m)}$ denotes the $n$th element of $pmb{xi}^{(m)}$. Note that the general solution of the differential equation is
$$mathbf{x}=pmb{psi}(t)mathbf{c}$$
where $mathbf{c}=(c_1,c_2,c_3)^intercal$ is a constant matrix.
$endgroup$
add a comment |
$begingroup$
Assuming you have three unique eigenvalues $(lambda_1,lambda_2,lambda_3)$ and eigenvectors $(pmb{xi}^{(1)},pmb{xi}^{(2)},pmb{xi}^{(3)})$ you should have three linearly independent solutions in the form
$$mathbf{x}_1(t)=pmb{xi}^{(1)} e^{lambda_1t}qquad
mathbf{x}_2(t)=pmb{xi}^{(2)} e^{lambda_2t}qquad
mathbf{x}_3(t)=pmb{xi}^{(3)} e^{lambda_3t}$$
Then your fundamental matrix should be
$$pmb{psi}(t)=left(
begin{array}{@{}ccc@{}}
mathbf{x}_1(t)&
mathbf{x}_2(t)&
mathbf{x}_3(t)
end{array}right)=left(
begin{array}{@{}ccc@{}}
xi_1^{(1)e^{lambda_1t}}&xi_1^{(2)e^{lambda_2t}}&xi_1^{(3)e^{lambda_3t}}\
xi_2^{(1)e^{lambda_1t}}&xi_2^{(2)e^{lambda_2t}}&xi_2^{(3)e^{lambda_3t}}\
xi_3^{(1)e^{lambda_1t}}&xi_3^{(2)e^{lambda_2t}}&xi_3^{(3)e^{lambda_3t}}\
end{array}
right)
$$
where $xi_n^{(m)}$ denotes the $n$th element of $pmb{xi}^{(m)}$. Note that the general solution of the differential equation is
$$mathbf{x}=pmb{psi}(t)mathbf{c}$$
where $mathbf{c}=(c_1,c_2,c_3)^intercal$ is a constant matrix.
$endgroup$
add a comment |
$begingroup$
Assuming you have three unique eigenvalues $(lambda_1,lambda_2,lambda_3)$ and eigenvectors $(pmb{xi}^{(1)},pmb{xi}^{(2)},pmb{xi}^{(3)})$ you should have three linearly independent solutions in the form
$$mathbf{x}_1(t)=pmb{xi}^{(1)} e^{lambda_1t}qquad
mathbf{x}_2(t)=pmb{xi}^{(2)} e^{lambda_2t}qquad
mathbf{x}_3(t)=pmb{xi}^{(3)} e^{lambda_3t}$$
Then your fundamental matrix should be
$$pmb{psi}(t)=left(
begin{array}{@{}ccc@{}}
mathbf{x}_1(t)&
mathbf{x}_2(t)&
mathbf{x}_3(t)
end{array}right)=left(
begin{array}{@{}ccc@{}}
xi_1^{(1)e^{lambda_1t}}&xi_1^{(2)e^{lambda_2t}}&xi_1^{(3)e^{lambda_3t}}\
xi_2^{(1)e^{lambda_1t}}&xi_2^{(2)e^{lambda_2t}}&xi_2^{(3)e^{lambda_3t}}\
xi_3^{(1)e^{lambda_1t}}&xi_3^{(2)e^{lambda_2t}}&xi_3^{(3)e^{lambda_3t}}\
end{array}
right)
$$
where $xi_n^{(m)}$ denotes the $n$th element of $pmb{xi}^{(m)}$. Note that the general solution of the differential equation is
$$mathbf{x}=pmb{psi}(t)mathbf{c}$$
where $mathbf{c}=(c_1,c_2,c_3)^intercal$ is a constant matrix.
$endgroup$
Assuming you have three unique eigenvalues $(lambda_1,lambda_2,lambda_3)$ and eigenvectors $(pmb{xi}^{(1)},pmb{xi}^{(2)},pmb{xi}^{(3)})$ you should have three linearly independent solutions in the form
$$mathbf{x}_1(t)=pmb{xi}^{(1)} e^{lambda_1t}qquad
mathbf{x}_2(t)=pmb{xi}^{(2)} e^{lambda_2t}qquad
mathbf{x}_3(t)=pmb{xi}^{(3)} e^{lambda_3t}$$
Then your fundamental matrix should be
$$pmb{psi}(t)=left(
begin{array}{@{}ccc@{}}
mathbf{x}_1(t)&
mathbf{x}_2(t)&
mathbf{x}_3(t)
end{array}right)=left(
begin{array}{@{}ccc@{}}
xi_1^{(1)e^{lambda_1t}}&xi_1^{(2)e^{lambda_2t}}&xi_1^{(3)e^{lambda_3t}}\
xi_2^{(1)e^{lambda_1t}}&xi_2^{(2)e^{lambda_2t}}&xi_2^{(3)e^{lambda_3t}}\
xi_3^{(1)e^{lambda_1t}}&xi_3^{(2)e^{lambda_2t}}&xi_3^{(3)e^{lambda_3t}}\
end{array}
right)
$$
where $xi_n^{(m)}$ denotes the $n$th element of $pmb{xi}^{(m)}$. Note that the general solution of the differential equation is
$$mathbf{x}=pmb{psi}(t)mathbf{c}$$
where $mathbf{c}=(c_1,c_2,c_3)^intercal$ is a constant matrix.
answered Jan 2 '16 at 16:45
cheesyfluffcheesyfluff
1,482520
1,482520
add a comment |
add a comment |
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1
$begingroup$
Do you mean the fundamental matrix of a system of differential equations?
$endgroup$
– cheesyfluff
Jan 2 '16 at 16:00
$begingroup$
@cheesyfluff, yes.
$endgroup$
– MaxMin
Jan 2 '16 at 16:16
$begingroup$
Do you know about matrix exponentials?
$endgroup$
– Jack M
Jan 2 '16 at 16:17
$begingroup$
@JackM, Yes, I do.
$endgroup$
– MaxMin
Jan 2 '16 at 16:18