Practice Problems for Eigen Values and Eigen Vectors:

Problem 1:

Solve the system:

𝑥′1 = 3𝑥1 − 13𝑥2

𝑥′2 = 5𝑥1 + 𝑥2

𝑥1 (0) = 3, 𝑥2 (0) = −10

𝑥′ 3 -13 𝑥1
( ′1 ) = ( ) (𝑥 )
𝑥2 5 1 2

Characteristics equation for Eigen Values estimation:

|𝐴 − 𝜆𝐼| = 0
3−𝜆 −13
| |=0
5 1−𝜆
(3 − 𝜆)(1 − 𝜆) − (5)(−13) = λ2 − 4𝜆 + 68

By using completing square approach:

= 𝜆2 − 4𝜆 + 4 − 4 + 68 = (𝜆 − 2)2 + 64

𝜆 = 2 ± 8𝑖

For complex Eigen values we need to solve the system only for one eigenvalue.

For 𝜆 = 2 + 8𝑖

(𝐴 − 𝜆𝐼)𝑥 = 0
3 − (2 + 8𝑖) −13 𝑥1
( ) (𝑥 ) = 0
5 1 − (2 + 8𝑖) 2

1 − 8𝑖 −13 𝑥1
( ) (𝑥 ) = 0
5 −1 − 8𝑖 2

5𝑥1 + (−1 − 8𝑖)𝑥2 = 0

(1 + 8𝑖)
𝑥1 = 𝑥2
5
So, the Eigen vector is:
(1 + 8𝑖)
(1 + 8𝑖)
𝑣1 = [ 5 ] = [ 5 ]
1
The general solution in the form of 𝑥(𝑡) = 𝑐1 𝑒 𝜆𝑡 𝑣1
 (1 + 8𝑖)
𝑥(𝑡) = 𝑒 (2 + 8𝑖 )𝑡 [ ]
5
To get rid of the 𝑖 term we use following identity:

𝑒 (𝑎+𝑏𝑖)𝑡 = 𝑒 𝑎𝑡 (𝑐𝑜𝑠 𝑏𝑡 + 𝑖 𝑠𝑖𝑛 𝑏𝑡)

(1 + 8𝑖)
𝑥(𝑡) = 𝑒 2𝑡 (𝑐𝑜𝑠 8𝑡 + 𝑖 𝑠𝑖𝑛 8𝑡) [ ]
5
𝑐𝑜𝑠 8𝑡 + 𝑖 𝑠𝑖𝑛 8𝑡 + 8𝑖 𝑐𝑜𝑠 8𝑡 − 8 𝑠𝑖𝑛 8𝑡
𝑥(𝑡) = 𝑒 2𝑡 [ ]
5 𝑐𝑜𝑠 8𝑡 + 5𝑖 𝑠𝑖𝑛 8𝑡
Separate the real and imaginary parts:
𝑐𝑜𝑠 8𝑡 − 8 𝑠𝑖𝑛 8𝑡 𝑠𝑖𝑛 8𝑡 + 8 𝑐𝑜𝑠 8𝑡
𝑥(𝑡) = 𝑒 2𝑡 [ ] + 𝑖𝑒 2𝑡 [ ]
5 𝑐𝑜𝑠 8𝑡 5 𝑠𝑖𝑛 8𝑡
Our solution is in the form of 𝑢 + 𝑖𝑣 where 𝑢 and 𝑣 are two independent solutions.
𝑐𝑜𝑠 8𝑡 − 8 𝑠𝑖𝑛 8𝑡 𝑠𝑖𝑛 8𝑡 + 8 𝑐𝑜𝑠 8𝑡
𝑥(𝑡) = 𝑐1 𝑒 2𝑡 [ ] + 𝑐2 𝑒 2𝑡 [ ]
5 𝑐𝑜𝑠 8𝑡 5 𝑠𝑖𝑛 8𝑡
For 𝑐1 and 𝑐2 :
1 8 3
𝑥(0) = 𝑐1 [ ] + 𝑐2 [ ] = [ ]
5 0 −10
𝑐1 + 8𝑐2 = 3, 5𝑐1 = −10
5
𝑐1 = −2, 𝑐2 =
8
𝒄𝒐𝒔 𝟖𝒕 − 𝟖 𝒔𝒊𝒏 𝟖𝒕 𝟓 𝒔𝒊𝒏 𝟖𝒕 + 𝟖 𝒄𝒐𝒔 𝟖𝒕
𝒙(𝒕) = −𝟐𝒆𝟐𝒕 [ ] + 𝒆𝟐𝒕 [ ]
𝟓 𝒄𝒐𝒔 𝟖𝒕 𝟖 𝟓 𝒔𝒊𝒏 𝟖𝒕
Problem 2:
0 1 1
A = (1 0 1 )
1 1 0
−λ 1 1
|𝐴 − 𝜆𝐼| = | 1 − λ 1 | = −λ3 + 3𝜆 + 2 = 0
1 1 −λ
𝜆 1,2,3 = −1, −1, 2

(𝐴 − 𝜆𝐼)𝑥 = 0

For 𝜆 = -1
1 1 1 𝑥1
𝑥
(1 1 1 ) ( 2 ) = 0
1 1 1 𝑥3

𝑥1 + 𝑥2 + 𝑥3 = 0, 𝑥1 = − 𝑥2 − 𝑥3
 −𝑥2 − 𝑥3
𝑣1 = ( 𝑥2 )
𝑥3

So, we get two linearly independent eigenvectors, for example:

−𝑥2 − 𝑥3
𝑣1 = ( 𝑥2 ) , 𝑣2 = ( 0 )
0 𝑥3
1 1
𝑣1 = (1) , 𝑣2 = ( 0 )
0 1
For 𝜆 = 2
−2 1 1 𝑥1
(1 −2 1 ) (𝑥2 ) = 0
1 1 −2 𝑥3
−2 1 1| 0
3 3
0 − | 0 R1 R1
2 2 , 𝐵𝑦𝑈𝑠𝑖𝑛𝑔 (R 2 + ) and (R 3 + )
3 3 2 2
[0 − | 0]
2 2
3 3
−2𝑥1 + 𝑥2 + 𝑥3 = 0, − 𝑥2 + 𝑥3 = 0
2 2
𝑥2 + 𝑥3
𝑥2 = 𝑥3 , 𝑥1 =
2
1
𝑣1 = (1)
1
The general solution:
𝟏 𝟏 𝟏
𝒙(𝒕) = 𝒄𝟏 𝒆−𝒕 (𝟏) + 𝒄𝟐 𝒆−𝒕 ( 𝟎 ) + 𝒄𝟑 𝒆𝟐𝒕 ( 𝟏 )
𝟎 𝟏 𝟏

System of Differential Equations:

Problem 1:
𝒚" + 𝟐𝒚′ + 𝟓𝒚 = 𝟎,

𝐿𝑒𝑡: 𝑥1 = 𝑦, 𝑥′1 = 𝑦′ = 𝑥2 , 𝑥′2 = 𝑦"

𝑆𝑡𝑎𝑡𝑒 𝑉𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠 𝑎𝑟𝑒: 𝑥1 = 𝑦, 𝑥2 = 𝑦′

𝑥′2 + 2𝑥2 + 5𝑥1 = 0

 𝑥′1 = 𝑥2 , 𝑥 ′ 2 = − 2𝑥2 − 5𝑥1
𝑥 ′1 0 1 𝑥1
( ′ ) = ( ) (𝑥 )
𝑥2 −5 −2 2

Problem 2:
𝒚(𝟒) + 𝟑𝒚" − 𝐬𝐢𝐧(𝒕) 𝒚′ + 𝟖𝒚 = 𝟎

𝐿𝑒𝑡: 𝑥1 = 𝑦, 𝑥 ′1 = 𝑦′ = 𝑥2 , 𝑥 ′ 2 = 𝑦" = 𝑥3

𝑎𝑛𝑑: 𝑥′3 = 𝑦 (3) = 𝑥4 , 𝑥′4 = 𝑦 (4)

𝑥′4 + 3𝑥3 - sin(t) 𝑥2 + 8𝑥1 = 0

So, the four first orders ODEs are

𝑥 ′1 = 𝑥2 , 𝑥 ′ 2 = 𝑥3 , 𝑥′3 = 𝑥4

𝑥′4 = − 3𝑥3 + 𝑠𝑖𝑛(𝑡) 𝑥2 − 8𝑥1

In the Matrix form:

𝑥 ′1 0 1 0 0 𝑥1
′ 𝑥1
𝑥 0 0 1 0
( ′2) = ( ) (𝑥 )
𝑥3 0 0 0 1 3
𝑥4′ -8 sin(t) -3 0 𝑥4