Section 5.

4 (Systems of Linear Differential

Equation); Eigenvalues and Eigenvectors

July 1, 2009

2 2 Systems of Linear Differential Equations

Todays Session

2 2 Systems of Linear Differential Equations

Todays Session

A Summary of This Session:

2 2 Systems of Linear Differential Equations

Todays Session

A Summary of This Session:

(1) Finding the eigenvalues and eigenvectors of a 2 2 matrix.

2 2 Systems of Linear Differential Equations

Todays Session

A Summary of This Session:

(1) Finding the eigenvalues and eigenvectors of a 2 2 matrix.
(2) 2 2 linear, first-order, systems of differential equations

2 2 Systems of Linear Differential Equations

Todays Session

A Summary of This Session:

(1) Finding the eigenvalues and eigenvectors of a 2 2 matrix.
(2) 2 2 linear, first-order, systems of differential equations
(3) Phase-plane method

2 2 Systems of Linear Differential Equations

Todays Session

A Summary of This Session:

(1) Finding the eigenvalues and eigenvectors of a 2 2 matrix.
(2) 2 2 linear, first-order, systems of differential equations
(3) Phase-plane method

2 2 Systems of Linear Differential Equations

Todays Session

A Summary of This Session:

(1) Finding the eigenvalues and eigenvectors of a 2 2 matrix.
(2) 2 2 linear, first-order, systems of differential equations
(3) Phase-plane method

2 2 Systems of Linear Differential Equations

Motivation
We are interested in solving systems of first order differential
equations of the form:
x = f (x, y )
y = g (x, y )

2 2 Systems of Linear Differential Equations

Motivation
We are interested in solving systems of first order differential
equations of the form:
x = f (x, y )
y = g (x, y )
or more generally, systems that look like:
x = f (x, y , t)
y = g (x, y , t)

2 2 Systems of Linear Differential Equations

Motivation
We are interested in solving systems of first order differential
equations of the form:
x = f (x, y )
y = g (x, y )
or more generally, systems that look like:
x = f (x, y , t)
y = g (x, y , t)
In the first case, f (x, y ) and g (x, y ) do not depend on t. They are
called autonomous.

2 2 Systems of Linear Differential Equations

Motivation
We are interested in solving systems of first order differential
equations of the form:
x = f (x, y )
y = g (x, y )
or more generally, systems that look like:
x = f (x, y , t)
y = g (x, y , t)
In the first case, f (x, y ) and g (x, y ) do not depend on t. They are
called autonomous.In the second case, f (x, y , t) and g (x, y , t)
depend on t. They are called non-autonomous.

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?
(a):

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?
(a):

x = 2x 4x y
y = 2x + 2y 2

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?
(a):

x = 2x 4x y
y = 2x + 2y 2
Answer: first-order, autonomous (not linear), 2 2 system of dfqs

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?
(a):

x = 2x 4x y
y = 2x + 2y 2
Answer: first-order, autonomous (not linear), 2 2 system of dfqs
(b)
x = 2x + 4y t
y = x 2y + sin t

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?
(a):

x = 2x 4x y
y = 2x + 2y 2
Answer: first-order, autonomous (not linear), 2 2 system of dfqs
(b)
x = 2x + 4y t
y = x 2y + sin t
Answer: first-order, non-autonomous (yet linear), 2 2 system of
dfqs

2 2 Systems of Linear Differential Equations

Examples
Which of the following examples is autonomous?
(a):

x = 2x 4x y
y = 2x + 2y 2
Answer: first-order, autonomous (not linear), 2 2 system of dfqs
(b)
x = 2x + 4y t
y = x 2y + sin t
Answer: first-order, non-autonomous (yet linear), 2 2 system of
dfqs
We are interested in qualitative as well as quantitative
descriptions of the solutions.
2 2 Systems of Linear Differential Equations

Finding eigenvalues and eigenvectors of matrices

To find the eigenvalues (and corresponding eigenvectors) of a
matrix A means to find the (scalar) values and corresponding

(non-zero) vectors
v which satisfy the vector equation

A
v =
v.
In some sense the eigenvectors define the main directions along
which the matrix A acts (as a geometric transform).

2 2 Systems of Linear Differential Equations

Finding eigenvalues and eigenvectors of matrices

To find the eigenvalues (and corresponding eigenvectors) of a
matrix A means to find the (scalar) values and corresponding

(non-zero) vectors
v which satisfy the vector equation

A
v =
v.
In some sense the eigenvectors define the main directions along
which the matrix A acts (as a geometric transform).


5 2
Example 1: Let A =
. Find its eigenvalues and
1 4
corresponding eigenvectors.

2 2 Systems of Linear Differential Equations

Finding eigenvalues and eigenvectors of matrices

To find the eigenvalues (and corresponding eigenvectors) of a
matrix A means to find the (scalar) values and corresponding

(non-zero) vectors
v which satisfy the vector equation

A
v =
v.
In some sense the eigenvectors define the main directions along
which the matrix A acts (as a geometric transform).


5 2
Example 1: Let A =
. Find its eigenvalues and
1 4
corresponding eigenvectors.
 
x

.
We let v =
y

2 2 Systems of Linear Differential Equations

Example,contd
The equation

A
v =
v.
means:
5x + 2y = x
x 4y = y

2 2 Systems of Linear Differential Equations

Example,contd
The equation

A
v =
v.
means:
5x + 2y = x
x 4y = y
or
(5 )x + 2y = 0
x + (4 )y = 0

2 2 Systems of Linear Differential Equations

Example,contd
The equation

A
v =
v.
means:
5x + 2y = x
x 4y = y
or
(5 )x + 2y = 0
x + (4 )y = 0
This system of equations describes the intersection of two lines
which go through the origin. In order to have a non-zero solution,
the determinant must be zero (this follows from Cramers rule). So


2
 (5 )


=0
1
(4 )
2 2 Systems of Linear Differential Equations

Example,contd
The equation

A
v =
v.
means:
5x + 2y = x
x 4y = y
or
(5 )x + 2y = 0
x + (4 )y = 0
This system of equations describes the intersection of two lines
which go through the origin. In order to have a non-zero solution,
the determinant must be zero (this follows from Cramers rule). So


2
 (5 )


=0
1
(4 )
2 2 Systems of Linear Differential Equations

Example,contd

Therefore
(5 ) (4 ) 2 = 0

2 2 Systems of Linear Differential Equations

Example,contd

Therefore
(5 ) (4 ) 2 = 0
or
2 + 9 + 20 2 = 0

2 2 Systems of Linear Differential Equations

Example,contd

Therefore
(5 ) (4 ) 2 = 0
or
2 + 9 + 20 2 = 0
That is
2 + 9 + 18 = 0

2 2 Systems of Linear Differential Equations

Example,contd

Therefore
(5 ) (4 ) 2 = 0
or
2 + 9 + 20 2 = 0
That is
2 + 9 + 18 = 0
Solving gives: = 3, 6.

2 2 Systems of Linear Differential Equations

Example,contd

Therefore
(5 ) (4 ) 2 = 0
or
2 + 9 + 20 2 = 0
That is
2 + 9 + 18 = 0
Solving gives: = 3, 6.
Now we find the eigenvectors.

2 2 Systems of Linear Differential Equations

Example,contd
For 1 = 3, the system becomes:
2x + 2y = 0
x y =0

2 2 Systems of Linear Differential Equations

Example,contd
For 1 = 3, the system becomes:
2x + 2y = 0
x y =0
Both equations
 lead
 to: x = y . So we can choose the eigenvector
1

to be
v1 =
.
1

2 2 Systems of Linear Differential Equations

Example,contd
For 1 = 3, the system becomes:
2x + 2y = 0
x y =0
Both equations
 lead
 to: x = y . So we can choose the eigenvector
1

to be
v1 =
.
1
For 2 = 6, the system becomes:
x + 2y = 0
x + 2y = 0

2 2 Systems of Linear Differential Equations

Example,contd
For 1 = 3, the system becomes:
2x + 2y = 0
x y =0
Both equations
 lead
 to: x = y . So we can choose the eigenvector
1

to be
v1 =
.
1
For 2 = 6, the system becomes:
x + 2y = 0
x + 2y = 0
Both equations lead to:x = 2y
 . So we can choose the
2

eigenvector to be
v2 =
.
1
2 2 Systems of Linear Differential Equations

Example,contd
For 1 = 3, the system becomes:
2x + 2y = 0
x y =0
Both equations
 lead
 to: x = y . So we can choose the eigenvector
1

to be
v1 =
.
1
For 2 = 6, the system becomes:
x + 2y = 0
x + 2y = 0
Both equations lead to:x = 2y
 . So we can choose the
2

eigenvector to be
v2 =
.
1
2 2 Systems of Linear Differential Equations

Using eigenvalues and eigenfunctions to solve linear first

order systems
This is an alternative method to the annihilator method which
explains the nature of the solution obtained.

2 2 Systems of Linear Differential Equations

Using eigenvalues and eigenfunctions to solve linear first

order systems
This is an alternative method to the annihilator method which
explains the nature of the solution obtained.
Example 2: Solve:
x = 5x + 2y
y = x 4y

2 2 Systems of Linear Differential Equations

Using eigenvalues and eigenfunctions to solve linear first

order systems
This is an alternative method to the annihilator method which
explains the nature of the solution obtained.
Example 2: Solve:
x = 5x + 2y
y = x 4y
Here is how we solve it:
1. Find the matrix A corresponding to this linear sytems and put

the equation in matrix form

v = A
v.

2 2 Systems of Linear Differential Equations

Using eigenvalues and eigenfunctions to solve linear first

order systems
This is an alternative method to the annihilator method which
explains the nature of the solution obtained.
Example 2: Solve:
x = 5x + 2y
y = x 4y
Here is how we solve it:
1. Find the matrix A corresponding to this linear sytems and put

the equation in matrix form

v = A
v.
2. Find the eigenvalues and corresponding eigenvectors of A

2 2 Systems of Linear Differential Equations

Using eigenvalues and eigenfunctions to solve linear first

order systems
This is an alternative method to the annihilator method which
explains the nature of the solution obtained.
Example 2: Solve:
x = 5x + 2y
y = x 4y
Here is how we solve it:
1. Find the matrix A corresponding to this linear sytems and put

the equation in matrix form

v = A
v.
2. Find the eigenvalues and corresponding eigenvectors of A
3. The solution vector

v2
v1 + c2 e 2 t
v = c1 e 1 t
2 2 Systems of Linear Differential Equations

Using eigenvalues and eigenfunctions to solve linear first

order systems
This is an alternative method to the annihilator method which
explains the nature of the solution obtained.
Example 2: Solve:
x = 5x + 2y
y = x 4y
Here is how we solve it:
1. Find the matrix A corresponding to this linear sytems and put

the equation in matrix form

v = A
v.
2. Find the eigenvalues and corresponding eigenvectors of A
3. The solution vector

v2
v1 + c2 e 2 t
v = c1 e 1 t
2 2 Systems of Linear Differential Equations

Example 2, contd
We alreadydid half of 
the work in Example 1. From there, we
5 2
know A =
.
1 4

2 2 Systems of Linear Differential Equations

Example 2, contd
We alreadydid half of 
the work in Example 1. From there, we
5 2
know A =
.
1 4
The eigenvalues
and corresponding eigenvectors are: 1 = 3,
 
1

v1 =
1

2 2 Systems of Linear Differential Equations

Example 2, contd
We alreadydid half of 
the work in Example 1. From there, we
5 2
know A =
.
1 4
The eigenvalues
and corresponding eigenvectors are: 1 = 3,
 
1

v1 =
1


2

and 2 = 6, v2 =
.
1

2 2 Systems of Linear Differential Equations

Example 2, contd
We alreadydid half of 
the work in Example 1. From there, we
5 2
know A =
.
1 4
The eigenvalues
and corresponding eigenvectors are: 1 = 3,
 
1

v1 =
1


2

and 2 = 6, v2 =
.
1
Therefore the solution vector is given by:
 


1
2

3t
6t
v = c1 e
+ c2 e
1
1

2 2 Systems of Linear Differential Equations

Example 2, contd
We alreadydid half of 
the work in Example 1. From there, we
5 2
know A =
.
1 4
The eigenvalues
and corresponding eigenvectors are: 1 = 3,
 
1

v1 =
1


2

and 2 = 6, v2 =
.
1
Therefore the solution vector is given by:
 


1
2

3t
6t
v = c1 e
+ c2 e
1
1
This means: x(t) = c1 e 3t 2c2 e 6t and y (t) = c1 e 3t + c2 e 6t .

2 2 Systems of Linear Differential Equations

Example 2, contd
Lets graph this using pplane
(http://math.rice.edu/dfield/dfpp.html). What do you observe?

2 2 Systems of Linear Differential Equations

Example 3

Find 
the eigenvalues
and corresponding eigenvectors of the matrix

3 4
and use them to write down the solution to
A=
4 3
x = 3x + 4y
y = 4x + 3y

2 2 Systems of Linear Differential Equations

Example 3

Find 
the eigenvalues
and corresponding eigenvectors of the matrix

3 4
and use them to write down the solution to
A=
4 3
x = 3x + 4y
y = 4x + 3y
Make sure to plot the phase plane.

2 2 Systems of Linear Differential Equations

Example 3

Find 
the eigenvalues
and corresponding eigenvectors of the matrix

3 4
and use them to write down the solution to
A=
4 3
x = 3x + 4y
y = 4x + 3y
Make sure to plot the phase plane.

2 2 Systems of Linear Differential Equations

Answer to Example 3

The eigenvalues
and corresponding eigenvectors are: 1 = 7,
 
1

v1 =
1

2 2 Systems of Linear Differential Equations

Answer to Example 3

The eigenvalues
and corresponding eigenvectors are: 1 = 7,
 
1

v1 =
1


1

and 2 = 1, v2 =
.
1

2 2 Systems of Linear Differential Equations

Answer to Example 3

The eigenvalues
and corresponding eigenvectors are: 1 = 7,
 
1

v1 =
1


1

and 2 = 1, v2 =
.
1
Therefore the solution vector is given by:


 
1
1

+ c2 e t
v = c1 e 7t
1
1

2 2 Systems of Linear Differential Equations

Answer to Example 3

The eigenvalues
and corresponding eigenvectors are: 1 = 7,
 
1

v1 =
1


1

and 2 = 1, v2 =
.
1
Therefore the solution vector is given by:


 
1
1

+ c2 e t
v = c1 e 7t
1
1
This means: x(t) = c1 e 7t c2 e t and y (t) = c1 e 7t + c2 e t .

2 2 Systems of Linear Differential Equations

Example 3, Phase Plane

2 2 Systems of Linear Differential Equations