Laplace Transforms — Question 2

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Question 2

Let Z=(x,y,z)TZ=(x,y,z)^T satisfy Z′=AZZ'=AZ for t≥0t\ge 0, where A=(−2100−2100−2),Z(0)=(a,b,c)T.A=\begin{pmatrix}-2&1&0\\0&-2&1\\0&0&-2\end{pmatrix}, \qquad Z(0)=(a,b,c)^T. The characteristic polynomial has a triple root. Investigate how the initial vector determines the poles actually present in each transformed component.

Tasks

  1. Compute (sI−A)−1(sI-A)^{-1} directly, and verify its product with sI−AsI-A is II. State where the inverse matrix exists.

  2. Use the resolvent to find all three Laplace transforms and invert them for arbitrary real a,b,ca,b,c.

  3. For the initial state (0,0,1)T(0,0,1)^T, verify the original equations and explain the different polynomial degrees in the three components.

  4. Classify the pole order of ℒ{x}\mathcal L\{x\} at s=−2s=-2 for every (a,b,c)(a,b,c), including the case of no pole. Does a triple characteristic root force a triple pole in every component?

Original worksheet page 1: question and worked solution for 5-11-002
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Question 2 – Solution

Strategy. Invert the triangular matrix before substituting data; its powers of (s+2)−1(s+2)^{-1} display how a chain transmits the initial state.

Step 1: Compute the resolvent. Put q=s+2q=s+2. For q≠0q\ne 0, (sI−A)−1=(q−1q−2q−30q−1q−200q−1).\boxed{(sI-A)^{-1}= \begin{pmatrix}q^{-1}&q^{-2}&q^{-3}\\0&q^{-1}&q^{-2}\\0&0&q^{-1}\end{pmatrix}.} Multiplication by the upper triangular matrix with diagonal qq and superdiagonal −1-1 gives diagonal entries 11; each off-diagonal entry cancels. The inverse exists exactly for s≠−2s\ne-2. This algebraic domain is larger than the convergence half-plane Re⁡s>−2\operatorname{Re}s>-2 for the nonzero responses.

Step 2: Multiply by the initial vector. The transforms are a/q+b/q2+c/q3a/q+b/q^2+c/q^3, b/q+c/q2b/q+c/q^2, and c/qc/q. Since ℒ{tne−2t}=n!/(s+2)n+1\mathcal L\{t^ne^{-2t}\}=n!/(s+2)^{n+1}, x=e−2t(a+bt+ct2/2),y=e−2t(b+ct),z=ce−2t.\boxed{x=e^{-2t}(a+bt+ct^2/2),\quad y=e^{-2t}(b+ct),\quad z=ce^{-2t}.} The factorial is essential: the inverse of q−3q^{-3} is t2e−2t/2t^2e^{-2t}/2.

Step 3: Check transmission along the chain. For the specified initial state, Z=(t2e−2t/2,te−2t,e−2t)T.Z=(t^2e^{-2t}/2,te^{-2t},e^{-2t})^T. Directly, z′=−2zz'=-2z, y′=−2y+zy'=-2y+z and x′=−2x+yx'=-2x+y, with the required initial state. After multiplication by e2te^{2t}, the equations become (e2tz)′=0(e^{2t}z)'=0, (e2ty)′=e2tz(e^{2t}y)'=e^{2t}z and (e2tx)′=e2ty(e^{2t}x)'=e^{2t}y. Two successive integrations produce the quadratic factor.

Step 4: Classify actual pole orders. The numerator of the first transform over q3q^3 is aq2+bq+caq^2+bq+c. Its order at q=0q=0 gives the exhaustive classification: initial-data conditionpole order of ℒ{x}c≠03c=0,b≠02c=b=0,a≠01a=b=c=0no pole\begin{array}{c|c} \text{initial-data condition}&\text{pole order of }\mathcal L\{x\}\\ \hline c\ne 0&3\\ c=0,\ b\ne 0&2\\ c=b=0,\ a\ne 0&1\\ a=b=c=0&\text{no pole} \end{array} Thus the characteristic multiplicity supplies a possible order, not an order every response must attain. Even for c≠0c\ne 0, the third component has only a simple pole, whereas the first has a triple pole.

Original worksheet page 2: question and worked solution for 5-11-002

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