Linear Algebra and Differential Equations

Lecture 20
Linear Systems of Differential Equations

July 25, 2016

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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2016
Equation
1/1

First Order DEs in 2D

We will use the example of a simple pendulum. Newtons second law gives
g
m00 = sin
L
We will express it as a first order system

0 


=
gL sin

Geometrically we can view this as a recipe for the tangent vector to the
solution in the plane, which is called the phase plane.
Dividing the equations gives
g sin
dv
=
d
L

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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2016
Equation
2/1

This can integrated to obtain

2

g
cos = C
L

which is the equation of an oval. Physically this is just energy

conservation. Some of the vectors and two solutions are plotted below.

Linear Algebra and Differential EquationsLecture 20 Linear Systems

Julyof25,
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2016
Equation
3/1

Uncoupled Equations
Consider the DE


x
y

0


=

a 0
0 1



x
y

This has the solution

x = C1 e at

y = C2 e t

The behavior of the solution depends on the value of a.

When a > 0 the phase plane looks like

The origin is an unstable fixed point called a saddle

Linear Algebra and Differential EquationsLecture 20 Linear Systems

Julyof25,
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2016
Equation
4/1

When a = 0, every point on the x axis is a fixed point and the phase plane
looks like

For a < 0, the appearance of the phase plane depends on whether a is

greater or less than 1

(a) a < 1 < 0

(b) 1 < a < 0

In both cases all the trajectories end at the origin. The difference is in the
decay rates of x and y . For a < 1, x decays more rapidly. Then x is
called the fast direction.

Linear Algebra and Differential EquationsLecture 20 Linear Systems

Julyof25,
Differential
2016
Equation
5/1

Some definitions
In the previous example when a < 0 then
lim x(t) = 0

for any initial condition. In this case the origin is called a stable node also
called an attractor or a sink.
If x and y are exponentially increasing then all the trajectories move away
from the origin. In this case the origin is an unstable node or repellor or a
source.
For a > 0 we have a saddle. If your initial condition is on the y axis then
the trajectory tends to the origin as t . The y axis is called the stable
manifold. The x axis is called the unstable manifold since for an initial
condition on the x axis, then the trajectory tends to the origin as t .

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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Differential
2016
Equation
6/1

Constant coefficient DEs

To solve the DE
x0 = Ax
where A is a matrix with constant entries, we will proceed as we did in the
case of the constant coefficient equations. We will try a solution of the
form
x = ve t
where v is a constant vector. Substituting into the DE gives
e t v = e t Av

Av = v

so must be an eigenvalue of the matrix A and v a corresponding

eigenvector.

Linear Algebra and Differential EquationsLecture 20 Linear Systems

Julyof25,
Differential
2016
Equation
7/1

An Example
Analyze the DE


x
y

0


=

The auxiliary equation for this is



 1
1 

 2 4  = 0

1 1
2 4

2 1
2 1



v1
v2

x
y

2 5 + 6 = 0

The eigenvector for = 2 is given by



  
1 1
v1
0
=
2 2
v2
0
For = 3




=

0
0

= 2, 3

1
1

1
2

v=


v=

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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2016
Equation
8/1

The general solution is


x = C1

1
1


e

2t


+ C2

1
2

e 3t

The origin is an unstable mode. The lines y = x and y = 2x are both

unstable manifolds and the phase plane looks like

The trajectories move away from the origin and eventually end up parallel
to y = 2x which is the fast manifold.

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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Differential
2016
Equation
9/1

Another Example (complex roots)



x
y

0


=

3 5
4
1



x
y

The auxiliary equation for this is



 3 5 
=0

2 + 2 + 17 = 0

4
1 
The eigenvector corresponding to = 1 + 4i


  
2 4i
5
v1
0
=
4
2 4i
v2
0

= 1 4i


v=

1 2i
2

The eigenvector corresponding to = 1 4i is just the complex

conjugate of the 1 + 4is eigenvector

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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2016
10
Equation
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The general solution is



cos 4t 12 sin 4t
25 sin 4t
C
1
t

x=e
C2
sin 4t
cos 4t + 12 sin 4t
The effect of the matrix is to rotate a vector and the magnitude of x is
decreasing due to the e t term so the trajectories spiral in to the origin.

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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2016
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Equation
/1

Repeated roots


x
y

The auxiliary equation is


 3 1


4
1

0


=



=0


3 1
4
1



x
y

2 + 2 + 1 = 0

The eigenvector for = 1 is


  

2 1
v1
0
=
v2
4
2
0


v=

= 1

1
2

We need another vector since the solution space is two dimensional.

As we did for repeated roots for the second order equations, try a solution
of the form
x = e t (tv + w)

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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25,Differential
2016
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Equation
/1

This will satisfy the equation if

2 1
4
2



Aw + w = v
 

w1
1
=
w2
2


w=

0
1

It is a degenerate stable node with general solution



 
 

1
1
0
t
t
x = C1 e
+ C2 e
t
+
2
2
1
The phase portrait is

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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25,Differential
2016
13
Equation
/1

Another example (pure imaginary roots)



x
y

0

The auxiliary equation is


 3 2


9
3


=



=0


3 2
9
3



x
y

2 + 0 = 0

The eigenvector for = 3i is



  
3 3i
2
v1
0
=
9
3 3i
v2
0

= 3i


v+ =

2
3 3i

The eigenvector for = 3i is the complex conjugate



2
v =
3 + 3i

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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25,Differential
2016
14
Equation
/1

The change of basis matrix is


P=

2
3 3i

2
3 + 3i

And the general solution is




c1
cos 3t sin 3t
23 sin 3t
bfx =
c2
3 sin 3t
cos 3t + sin 3t
Two solutions are shown below

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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25,Differential
2016
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Equation
/1

General Classification of Fixed Points

If the matrix has two real eigenvalues then
Both positive - unstable node
Both negative - stable node
One positive, the other negative - unstable saddle
If the matrix has complex conjugate eigenvalues then
Positive real part - unstable spiral
Negative real part - stable spiral
Zero real part - neutrally stable center
If the matrix has repeated eigenvalues then
Positive - unstable degenerate node
Negative - stable degenerate node

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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25,Differential
2016
16
Equation
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If = tr(A) and =det(A) then the eigenvalues are given by

=


p
1
2 4
2

and we can classify the equilibrium schematically on a plane as

Linear Algebra and Differential EquationsLecture 20 Linear Systems

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25,Differential
2016
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Equation
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