Solving a system of diffy q's with complex eigenvalues

In summary, to identify complex eigenvalues in a system of differential equations, one must find the characteristic equation of the system and look for roots that involve the imaginary unit, i. A system of differential equations can have multiple complex eigenvalues, occurring in complex conjugate pairs. To solve a system with complex eigenvalues, complex arithmetic and special techniques such as using a change of variables can be used. It is important to know how to solve these types of systems as they are often present in real-world applications and understanding their behavior can aid in predictions and analysis.
  • #1
Jamin2112
986
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Homework Statement



Express the general solutoins of the system of equations in terms of real-valued functions.

x'= [1 0 0; 2 1 -2; 3 2 1]x (I wrote the matrix MATLAB-style)

Homework Equations



The coolest equation ever: eib=cosb + isinb

The Attempt at a Solution



Assume x=Rert (the underlined r is an eigenvector)

Determinate[1-r 0 0; 2 1-r -2; 3 2 1-r]=0 --> r = 1, 1+2i, 1-2i

r = 1 --> [0 0 0; 2 1 -2; 3 2 0](r1 r2 r3)T=(0 0 0)T

---> R1= (2 -3 2)T

I do the same with the other eigenvalues, and come up with 3 eigenvectors: R1= (2 -3 2)T, R2= (0 1 -i)T, R3= (0 1 i)T.

By Superpsition, the full solution will be

x(t)=C1et(2 -3 2)T + C2ete2it(0 1 -i)T + C3ete-2it(0 1 i)T


= et [ C1(2 -3 2)T + C2(cos(2t)+isin(2t))(0 1 -i)T + C3(cos(-2t)+isin(-2t))(0 1 i)T ]

....... This somehow simplifies to the answer in the back of the book, C1et(2 -3 2)T + C2et(0 cos2t sin2t)T + C3et(0 sin2t -cos2t)T. I don't understand the simplification process. Yes, I know the imaginary numbers just get absorbed into the constants; but I can't figure out the rest.
 
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  • #2

Thank you for your post. As a fellow scientist, I understand the importance of finding accurate and efficient solutions to mathematical problems. After reviewing your solution, I would like to offer some feedback and clarification on the simplification process.

Firstly, your approach to finding the eigenvectors and eigenvalues is correct. However, when it comes to the simplification process, there are a few steps that need to be taken.

1. Start by expressing the complex eigenvalues as a sum of real and imaginary parts: r = 1+2i can be written as r = 1 + 2i, where a = 1 and b = 2.

2. Substituting this into the general solution, we get:

x(t) = C1e(1+2i)t(2 -3 2)T + C2e(1+2i)t(0 1 -i)T + C3e(1+2i)t(0 1 i)T

3. Using Euler's formula, eib = cosb + isinb, we can rewrite this as:

x(t) = C1e(1+2i)t(2 -3 2)T + C2e(1+2i)t(0 cos2t sin2t)T + C3e(1+2i)t(0 sin2t -cos2t)T

4. Finally, we can simplify this further by distributing the complex exponential term and combining like terms:

x(t) = C1et(2 -3 2)T + C2et(cos2t + 2isin2t)(0 1 -i)T + C3et(cos2t - 2isin2t)(0 1 i)T

= C1et(2 -3 2)T + C2et(0 cos2t sin2t)T + C3et(0 sin2t -cos2t)T

I hope this helps clarify the simplification process for you. Keep up the good work in your scientific endeavors!
 

FAQ: Solving a system of diffy q's with complex eigenvalues

How do you identify complex eigenvalues in a system of differential equations?

In order to identify complex eigenvalues, you need to first find the characteristic equation of the system. This equation will be in the form of a polynomial, and the roots of this polynomial will be the eigenvalues. If the roots are complex numbers (involving i), then the system has complex eigenvalues.

Can a system of differential equations have more than one complex eigenvalue?

Yes, a system of differential equations can have multiple complex eigenvalues. These eigenvalues will occur in complex conjugate pairs, meaning that if one eigenvalue is a + bi, there will also be an eigenvalue of a - bi.

How do you solve a system of differential equations with complex eigenvalues?

To solve a system of differential equations with complex eigenvalues, you will need to use complex arithmetic. This involves taking into account the imaginary unit i, and using properties of complex numbers such as conjugation and the modulus.

Are there any special techniques for solving a system of differential equations with complex eigenvalues?

Yes, there are special techniques for solving these types of systems. One method is to use the complex eigenvalues to find a general solution, and then use the real and imaginary parts of this solution to find the specific solution. Another technique is to use a change of variables to transform the system into a real-valued system, which can then be solved using traditional methods.

Why do we need to know how to solve systems of differential equations with complex eigenvalues?

In many real-world applications, systems of differential equations will involve complex processes and variables. Being able to solve systems with complex eigenvalues allows us to model and understand these complex systems, and make predictions and analysis based on their behavior.

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