Repeated Eigenvalues — Question 4

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Question 4

For ε>0\varepsilon>0, let Xε′=(−110−1−ε)Xε,Xε(0)=(01).X_\varepsilon'=\begin{pmatrix}-1&1\\0&-1-\varepsilon\end{pmatrix} X_\varepsilon,\qquad X_\varepsilon(0)=\binom 01. Study the limit as the two distinct eigenvalues merge. Let X0X_0 denote the solution of the same IVP with ε=0\varepsilon=0.

Tasks

  1. Solve the IVP for ε>0\varepsilon>0 by using the distinct real modes.

  2. Find the limit at each fixed time as ε↓0\varepsilon\downarrow 0 and verify the resulting repeated-root solution.

  3. For 0≤t≤T0\le t\le T, prove bounds on |xε−x0||x_\varepsilon-x_0| and |yε−y0||y_\varepsilon-y_0| that tend uniformly to zero as ε↓0\varepsilon\downarrow 0. You may use 0≤1−e−u≤u0\le 1-e^{-u}\le u for u≥0u\ge 0.

  4. At t=1/εt=1/\varepsilon, compare xε/x0x_\varepsilon/x_0 with 11. Explain how coefficients that diverge and a relative error that persists can coexist with the fixed-time limit.

Original worksheet page 1: question and worked solution for 5-9-004
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Question 4 – Solution

Strategy. Keep the difference of nearby exponentials together; an integral representation exposes the limit without subtracting divergent pieces.

Step 1: Solve before the roots merge. Eigenvectors are (1,0)T(1,0)^T for −1-1 and (1,−ε)T(1,-\varepsilon)^T for −1−ε-1-\varepsilon. Decomposition of (0,1)T(0,1)^T gives coefficients 1/ε,−1/ε1/\varepsilon,-1/\varepsilon, hence xε=e−t1−e−εtε,yε=e−(1+ε)t.\boxed{x_\varepsilon=e^{-t}\frac{1-e^{-\varepsilon t}}{\varepsilon}, \qquad y_\varepsilon=e^{-(1+\varepsilon)t}.}

Step 2: Pass to the repeated-root solution. Since (1−e−εt)/ε=∫0te−εsds(1-e^{-\varepsilon t})/\varepsilon=\int_0^t e^{-\varepsilon s}\,ds, its limit at each fixed real tt is tt. Thus X0=e−t(t,1)T\boxed{X_0=e^{-t}(t,1)^T}. Direct differentiation gives x0′=−x0+y0x_0'=-x_0+y_0, y0′=−y0y_0'=-y_0 and the stated initial data. The polynomial factor is the limit of the combined modes.

Step 3: Prove uniform finite-interval control. For 0≤t≤T0\le t\le T, the supplied inequality yields 0≤x0−xε=e−t∫0t(1−e−εs)ds≤12εt2e−t≤12εT2.0\le x_0-x_\varepsilon =e^{-t}\int_0^t(1-e^{-\varepsilon s})\,ds \le\tfrac 12\varepsilon t^2e^{-t}\le\tfrac 12\varepsilon T^2. Similarly 0≤y0−yε=e−t(1−e−εt)≤εte−t≤εT0\le y_0-y_\varepsilon=e^{-t}(1-e^{-\varepsilon t}) \le\varepsilon te^{-t}\le\varepsilon T. Both bounds tend uniformly to zero on every fixed finite interval.

Step 4: Separate relative and absolute effects. At t=1/εt=1/\varepsilon, xε/x0=1−e−1\boxed{x_\varepsilon/x_0=1-e^{-1}}, so the relative discrepancy is e−1e^{-1}, independent of ε\varepsilon. This time moves to infinity, and x0=ε−1e−1/ε→0x_0=\varepsilon^{-1}e^{-1/\varepsilon}\to 0, so the absolute discrepancy still vanishes there. The separate modal coefficients diverge, but their exponential contributions cancel to a finite limit. Neither divergent coefficients nor this moving-time relative error contradicts the proved finite-interval convergence.

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