Repeated Eigenvalues — Question 3

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Question 3

Consider X′=AX,A=(−1−11−3),X(0)=(21).X'=AX,\qquad A=\begin{pmatrix}-1&-1\\1&-3\end{pmatrix}, \qquad X(0)=\binom 21. For a repeated eigenvalue λ\lambda, a length-two chain means vectors v,wv,w with (A−λI)v=0(A-\lambda I)v=0 and (A−λI)w=v≠0(A-\lambda I)w=v\ne 0.

Tasks

  1. Find the eigenvalue, its eigenspace, and a chain with v=(1,1)Tv=(1,1)^T.

  2. Derive and verify two independent real solutions using this chain. Explain why teλtvte^{\lambda t}v alone fails.

  3. Solve the IVP and verify the initial state and derivative.

  4. Find every generalized vector ww compatible with the fixed vv. Explain how changing ww changes the coefficients without changing the IVP solution.

Original worksheet page 1: question and worked solution for 5-9-003
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Question 3 – Solution

Strategy. The generalized vector cancels the extra derivative introduced by the polynomial factor.

Step 1: Build a chain explicitly. The characteristic polynomial is (λ+2)2(\lambda+2)^2. Let N=A+2I=(1−11−1)N=A+2I=\begin{pmatrix}1&-1\\1&-1\end{pmatrix}; then N2=0N^2=0. Its kernel is span⁡(1,1)T\operatorname{span}(1,1)^T. With v=(1,1)Tv=(1,1)^T, choose w=(1,0)Tw=(1,0)^T, since Nw=vNw=v. The two vectors are independent.

Step 2: Verify the missing solution. Set U=e−2tvU=e^{-2t}v and V=e−2t(w+tv)V=e^{-2t}(w+tv). Using Nv=0Nv=0, Nw=vNw=v, differentiation gives U′=AUU'=AU and V′=AVV'=AV. Their determinant is e−4tdet⁡(v,w)=−e−4t≠0e^{-4t}\det(v,w)=-e^{-4t}\ne 0, so they form a complete real basis. For Z=te−2tvZ=te^{-2t}v, however, Z′−AZ=e−2tv≠0Z'-AZ=e^{-2t}v\ne 0: the polynomial term by itself is not a solution.

Step 3: Determine the IVP coefficients. Since (2,1)T=v+w(2,1)^T=v+w, the required solution is U+VU+V: X=e−2t(2+t1+t).\boxed{X=e^{-2t}\binom{2+t}{1+t}.} At zero it is (2,1)T(2,1)^T, and its derivative is (−3,−1)T(-3,-1)^T, agreeing with A(2,1)TA(2,1)^T. The mode calculation verifies the equation for every time, not just at the initial point.

Step 4: Account for chain freedom. The equation Nw=vNw=v means w1−w2=1w_1-w_2=1, so every choice is wc=(1+c,c)T=w+cvw_c=(1+c,c)^T=w+cv, c∈ℝc\in\mathbb R. The new second solution is Vc=V+cUV_c=V+cU. Hence the same IVP becomes X=(1−c)U+Vc\boxed{X=(1-c)U+V_c}. In general a combination aU+bVaU+bV becomes (a−bc)U+bVc(a-bc)U+bV_c. The basis changes, but its span and every physical solution remain the same. Scaling or shifting a chain must be accompanied by the corresponding coefficient change.

Original worksheet page 2: question and worked solution for 5-9-003

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