MATH 2243: Linear Algebra & Differential Equations

Instructor: Jodin Morey moreyjc@umn.edu

Website: math.umn.edu/~moreyjc

7.3: The Eigenvalue Method for Linear Systems

Finding the general solution to a homogeneous linear first-order system z A z with real coefficients, or equivalently:
x 1 a 11 x 1 a 12 x 2 a 1n x n ,
x 2 a 21 x 1 a 22 x 2 a 2n x n ,

xn a n1 x 1 a n2 x 2 a nn x n .

Eigenvalue Solutions of z A z Theorem: If is an eigenvalue of the constant coefficient matrix A,

and if v is an eigenvector associated with , then the vector function z t v e t , is a nontrivial solution
to the system. (the trivial solution is z t 0)

Proof: By theorem from previous section, it suffices to find n linearly independent solution vectors z 1 , , z n,
and place them in a linear combination. But how to find these vectors?

Recall the educated guess when solving individual homogeneous linear DEQs: x t e rt . But this isn’t a vector.

t
v1 v1e
t
t
v2 t
v2e
So how about z t ve e , for some constants , v i .

t
vn vne

Note that z v e t.

t
To be a solution, we need z A z , or substituting from above, v e A v e t,
and canceling e t from both sides gives us v Av.

You may recall that when v 0, then the above equation is the requirement for having an
eigenvalue, eigenvector pair , v of A.

Steps to a Solution for z Az.

Solve the characteristic equation |A I| 0 for the eigenvalues i of A.

Attempt to find n linearly independent eigenvectors v i from the i,

each pair i, v i gives you a linearly independent solution z i t v i e it .

If n such vectors are found, then: z t c1 z 1 t c2 z 2 t cn z n t .

In general, to verify independence of solutions, check if the Wronskian v 1 e 1t v ne nt
is nonzero.

Steps for Complex Eigenvalues C (which come in conjugate pairs):

Form the complex solution z t v i e t associated either or (doesn’t matter which).
This involves a complex and complex v i .

Notationally manipulate z t into the form f t ig t to identify the real and imaginary parts (see examples of this below)

Once you have found these two solutions ( f t and g t ), you are done.
The solutions associated with the eigenvalue’s conjugate are identical.

As an exercise, verify that the solutions obtained from each conjugate , are identical.

See the examples below to get a better feel for what this section is saying.

Exercises

Problem: #12 Apply the eigenvalue method of this section to find a general solution of the given system:
x 1 x 1 5x 2 , x 2 x 1 3x 2 .

1 5
A
1 3

1 5 2
Characteristic Equation: |A I| 1 3 5 4 8.
1 3
4 16 32
2

Eigenvalues: 2 2i.

Eigenvector Equation (for 2 2i):

1 2 2i 5 1 2i 5 1 1 2i
1 3 2 2i 1 1 2i 1 2i 5

1 1 2i
, y b, x b1 2i
0 0

T T
Eigenvector: v b1 2i b 1 2i 1 , when b 1.
 2 2i t
So we have: v e (from above, "Notationally manipulate into the form f t ig t ")

1 2i
e 2t e 2it
1

1 2i cos 2t i sin 2t 1 2i
e 2t cos 2t i sin 2t e 2t .
1 cos 2t i sin 2t

Expanding the parentheses:

cos 2t i sin 2t 2i cos 2t i sin 2t
e 2t
cos 2t i sin 2t

cos 2t i sin 2t 2i cos 2t 2 sin 2t

e 2t .
cos 2t i sin 2t

Collecting the imaginary parts:

cos 2t 2 sin 2t i sin 2t 2 cos 2t
e 2t .
cos 2t i sin 2t

Separating the imaginary part from the real part (f t ig t ):

cos 2t 2 sin 2t sin 2t 2 cos 2t
e 2t ie 2t .
cos 2t sin 2t

We only need real linearly independent solutions, so:

cos 2t 2 sin 2t sin 2t 2 cos 2t
z t c 1 e 2t c 2 e 2t .
cos 2t sin 2t

Or, with alternate notation:

x1 t e 2t c 1 cos 2t 2 sin 2t c 2 sin 2t 2 cos 2t
e 2t c 1 2c 2 cos 2t 2c 1 c 2 sin 2t
x2 t e 2t c 1 cos 2t c 2 sin 2t .

The image below shows a direction field for this DEQ and some typical solution curves:
Problem: #25 Apply the eigenvalue method to find a general solution of the system.
x 1 5x 1 5x 2 2x 3 , x2 6x 1 6x 2 5x 3 , x 3 6x 1 6x 2 5x 3

5 5 2
A 6 6 5
6 6 5
3 2
Characteristic equation: 4 13 0

Eigenvalues: 0 and 2 3i

With 0 the eigenvector equation

5 5 2 0
T
6 6 5 v1 0 gives eigenvector v 1 1 1 0 .
6 6 5 0

T
So: z 1 t v 1e0 t 1 1 0 .

With 2 3i we solve the eigenvector equation

3 3i 5 2 0
6 8 3i 5 v2 0 .
6 6 3 3i 0
T
To find the complex valued eigenvector v 2 1 i 2 2 .

The corresponding complex-valued solution is

1 i 1 i
2 3i t
v 2e e 2t e 3it 2 e 2t cos 3t i sin 3t 2
2 2
 cos 3t i sin 3t i cos 3t i sin 3t cos 3t sin 3t i cos 3t i sin 3t
e 2t 2 cos 3t 2i sin 3t e 2t 2 cos 3t 2i sin 3t .
2 cos 3t 2i sin 3t 2 cos 3t 2i sin 3t

We are only interested in the real values, so:

cos 3t sin 3t cos 3t sin 3t
2t 2t
z2 t z3 t c2e 2 cos 3t c3e 2 sin 3t .
2 cos 3t 2 sin 3t

Finally, we add the three solutions, with arbitrary constants.

So: z t c1 z 1 t c2 z 2 t c3 z 3 t
1 cos 3t sin 3t cos 3t sin 3t
2t 2t
c1 1 c2e 2 cos 3t c3e 2 sin 3t .
0 2 cos 3t 2 sin 3t

The scalar components of the above general solution are:

x1 t c1 e 2t c 2 c 3 cos 3t c2 c 3 sin 3t ,
x2 t c1 2e 2t c 2 cos 3t c 3 sin 3t ,
2t
x3 t 2e c 2 cos 3t c 3 sin 3t .

Finding the complex eigenvector from the previous problem:

5 5 2
A 6 6 5 Eigenvalues: 0 and 2 3i.
6 6 5

With 2 3i we solve the eigenvector equation

5 2 3i 5 2 3 3i 5 2
6 6 2 3i 5 6 8 3i 5
6 6 5 2 3i 6 6 3 3i

1 1
6 6 3 3i 1 1 2 2
i
6 8 3i 5 0 2 3i 2 3i
3 3i 5 2 3 3i 5 2

1 1 3 3 3 3
Note: 3 3i 2 2
i 2 2 2
i 2
i 3i. So:
 1 1
1 1 2 2
i
0 2 3i 2 3i
0 2 3i 2 3i

1 1 1 1
1 1 2 2
i 1 0 2 2
i
0 1 1 0 1 1
0 0 0 0 0 0

c c
z c, y c, x 2 2
i.

c c
2 2
i 1 1i
c 2 where c 2.
c 2

T
Complex valued eigenvector: v 2 1 i 2 2 .

Problem: #34

This problem deals with the open three tank system. Freshwater flows into tank-1.
Mixed brine (salt water) flows from tank-1 into tank-2, from tank-2 into tank-3, and out of tank-3.
All have the flow rate r 60 gallons per minute. Initial (t 0) amounts of salt are:
x1 0 40 lb, x 2 0 0, and x 3 0 0 in the three tanks.
Initial volumes: V 1 20, V2 12, V3 60.
a.) First, solve for the amounts of salt in the three tanks at time t.

Observe that: x i IN i Salt OUT i Salt

In-Concentration i In-Flow i Out-Concentration i Out-Flow i

x1
So, x 1 0 60 20
60 3x 1 .

Similarly: x 2 3x 1 5x 2 , and x 3 5x 2 x3.

 x1 3x 1
And, z x2 3x 1 5x 2 .
x3 5x 2 x3

3 0 0 x1
3 5 0 x2 Az.
0 5 1 x3

3 0 0
The coefficient matrix A 3 5 0 has as eigenvalues, its diagonal elements:
0 5 1

1 3, 2 5, and 3 1 (as with any triangular matrix).

We find that the associated eigenvectors are:

T T T
v1 4 6 15 , v2 0 4 5 , and v 3 0 0 1 .

3t 5t
So: z v 1e v 2e v 3e t.
Or written as a system:
3t
x1 t 4c 1 e
3t 5t
x2 t 6c 1 e 4c 2 e
3t 5t
x3 t 15c 1 e 5c 2 e c3e t. Now What?

The initial conditions x 1 0 40, x 2 0 0, and x 3 0 0 give us c 1 10, c 2 15, c 3 75. So we have:
3t
x1 t 40e
3t 5t
x2 t 60e 60e
3t 5t
x3 t 150e 75e 75e t .

b.) Now, determine the maximal amount of salt that tank-3 ever contains.

Remember from calculus that you can find the local maximums and minimums by taking the derivative of the function, and
setting it equal to zero. For tank-3:
3t 5t t
x3 t 450e 375e 75e 0

1
Multiplying by nonzero 75e t :
4t 2t
5e 6e 1 0 Factoring this is the (not so) hard part.

2t 2t
5e 1 e 1 0
 2t 2t
And observe that for the second factor: e 1 when ln e ln 1 ,
or equivalently when 2t 0, or t 0.

2t 1 2t 1
Now looking at the first factor, e 5
when ln e ln 5
,
1
or when 2t ln 5, or t 2
ln 5 0. 8 min 48 sec.

3t 5t 1
Since x 3 t 150e 75e 75e t , the maximum amount of salt ever in tank-3 is x 3 2
ln 5 21. 5 pounds,

c.) Finally, construct a figure showing the graphs of x 1 t , x 2 t , and x 3 t .

The figure below shows the graph of x 1 t , x 2 t , and x 3 t .