pls. solve this linear system ODE dy/dt=x-2y dy/dt=x-y
hmm... can you make my life easier and tell me which topic this is.. I forgot all about ODEs.. and I only took this course last semester..
lookin in my textbook for similar problems.. unfortunately this seems to be the chapter that my professor skipped so that we had time to do some partial DEs..
ARMISTRE!! Help us out! I don't know how to do eigenvalues...
This is quite a large problem to do online. I'm going to assume your system of equations is actually\[\frac{dx}{dt}=x-2y\]\[\frac{dy}{dt}=x-y\]
The system may be written in matrix form as,\[x'=Ax\]where the x is a vector, (x,y). We start by assuming a solution of the form,\[x=ve^{\lambda t}\]where v is a vector and the exponential is a scalar. Taking the derivative, you obtain,\[x'=\lambda v e^{\lambda t}\](where we assume v is independent of t). Substituting this into the d.e.,\[\lambda v e^{\lambda t}=A v e^{\lambda t} \rightarrow (A-\lambda I)v e^{\lambda t}=0 \rightarrow (A-\lambda I)v=0\]We find the eigenvalues and eigenvectors by evaluating the determinant of (A-lambda I):
Solve\[\det\left[ \begin{array}c 1-lambda & -2\\1 & -1-lambda\\\end{array} \right]=0\]gives\[-(1-\lambda^2)+2=0 \rightarrow \lambda = \pm i\]
Now we use these to find the eigenvectors. For lambda_1 = i, we're solving for v_1, v_2 in the vector, v:\[\left[ \begin{array}c 1-i & -2\\1 & -1-i\\\end{array} \right]\left[ \begin{array}c v_1\\ v_2\\\end{array} \right]=0\]
The first eigenvector is then\[v_1=\left[ \begin{array}c 1+i\\ 1\\\end{array} \right]\]
For the second eigenvalue, lambda = -i, substituting again and solving, you get\[v_2=\left[ \begin{array}c 1-i\\ 1\\\end{array} \right]\]
Looking back at our assumed form for the solution, we get, \[x_1=e^{i t}\left[ \begin{array}c 1+i\\ 1\\\end{array} \right], x_2=e^{-i t}\left[ \begin{array}c 1-i\\ 1\\\end{array} \right]\]as the pair of fundamental solutions. To obtain a set of real-values functions, we must find the real and imaginary parts of either x_1 or x_2 (the real and imaginary parts taken from either fundamental solution will form a pair of linearly independent solutions).
\[x_1=\left[ \begin{array}c x\\ y\\\end{array} \right]=(\cos t + i \sin t )\left[ \begin{array}c 1+i\\ 1\\\end{array} \right]\]Evaluating each of the x and y components independently,
\[x=(\cos t - \sin t )+i(\cos t + \sin t )\]\[y=\cos t + i \sin t \]
The solution set is then\[u(t)=\left[ \begin{array}c cos t - sin t\\ cos t\\\end{array} \right]\]and\[v(t)=\left[ \begin{array}c cos t + sin t\\ sin t\\\end{array} \right]\]
The solution is then \[\left[ \begin{array}c x\\ y\\\end{array} \right]=c_1u(t)+c_2v(t)\]where u and v are the above vectors.
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