Systems of Linear Differential Equations Solver

Part III Systems of Differential Equations
10
10
Systems of Linear
Differential Equations
EXERCISES 10.1
Preliminary Theory
1. Let X =
_
x
y
_
. Then X
=
_
3 5
4 8
_
X.
2. Let X =
_
x
y
_
. Then X
=
_
4 7
5 0
_
X.
3. Let X =
_
_
_
x
y
z
_
_
_. Then X
=
_
_
_
3 4 9
6 1 0
10 4 3
_
_
_X.
4. Let X =
_
_
_
x
y
z
_
_
_. Then X
=
_
_
_
1 1 0
1 0 2
1 0 1
_
_
_X.
5. Let X =
_
_
_
x
y
z
_
_
_. Then X
=
_
_
_
1 1 1
2 1 1
1 1 1
_
_
_X+
_
_
_
0
3t
2
t
2
_
_
_+
_
_
_
t
0
t
_
_
_+
_
_
_
1
0
2
_
_
_.
6. Let X =
_
_
_
x
y
z
_
_
_. Then X
=
_
_
_
3 4 0
5 9 0
0 1 6
_
_
_X+
_
_
_
e
t
sin 2t
4e
t
cos 2t
e
t
_
_
_.
7.
dx
dt
= 4x + 2y + e
t
;
dy
dt
= x + 3y e
t
8.
dx
dt
= 7x + 5y 9z 8e
2t
;
dy
dt
= 4x + y + z + 2e
5t
;
dz
dt
= 2y + 3z + e
5t
3e
2t
9.
dx
dt
= x y + 2z + e
t
3t;
dy
dt
= 3x 4y + z + 2e
t
+ t;
dz
dt
= 2x + 5y + 6z + 2e
t
t
10.
dx
dt
= 3x 7y + 4 sin t + (t 4)e
4t
;
dy
dt
= x + y + 8 sin t + (2t + 1)e
4t
11. Since
X
=
_
5
10
_
e
5t
and
_
3 4
4 7
_
X =
_
5
10
_
e
5t
551
10.1 Preliminary Theory
we see that
X
=
_
3 4
4 7
_
X.
12. Since
X
=
_
5 cos t 5 sin t
2 cos t 4 sin t
_
e
t
and
_
2 5
2 4
_
X =
_
5 cos t 5 sin t
2 cos t 4 sin t
_
e
t
we see that
X
=
_
2 5
2 4
_
X.
13. Since
X
=
_
3
2
3
_
e
3t/2
and
_
1
1
4
1 1
_
X =
_
3
2
3
_
e
3t/2
we see that
X
=
_
1 1/4
1 1
_
X.
14. Since
X
=
_
5
1
_
e
t
+
_
4
4
_
te
t
and
_
2 1
1 0
_
X =
_
5
1
_
e
t
+
_
4
4
_
te
t
we see that
X
=
_
2 1
1 0
_
X.
15. Since
X
=
_
_
_
0
0
0
_
_
_ and
_
_
_
1 2 1
6 1 0
1 2 1
_
_
_X =
_
_
_
0
0
0
_
_
_
we see that
X
=
_
_
_
1 2 1
6 1 0
1 2 1
_
_
_X.
16. Since
X
=
_
_
_
cos t
1
2
sin t
1
2
cos t
cos t sin t
_
_
_ and
_
_
_
1 0 1
1 1 0
2 0 1
_
_
_X =
_
_
_
cos t
1
2
sin t
1
2
cos t
cos t sin t
_
_
_
we see that
X
=
_
_
_
1 0 1
1 1 0
2 0 1
_
_
_X.
17. Yes, since W(X
1
, X
2
) = 2e
8t
= 0 the set X
1
, X
2
is linearly independent on < t < .
18. Yes, since W(X
1
, X
2
) = 8e
2t
= 0 the set X
1
, X
2
19. No, since W(X
1
, X
2
, X
3
) = 0 the set X
1
, X
2
, X
3
is linearly dependent on < t < .
20. Yes, since W(X
1
, X
2
, X
3
) = 84e
t
= 0 the set X
1
, X
2
, X
3
21. Since
X
p
=
_
2
1
_
and
_
1 4
3 2
_
X
p
+
_
2
4
_
t +
_
7
18
_
=
_
2
1
_
552
we see that
X
p
=
_
1 4
3 2
_
X
p
+
_
2
4
_
t +
_
7
18
_
.
22. Since
X
p
=
_
0
0
_
and
_
2 1
1 1
_
X
p
+
_
5
2
_
=
_
0
0
_
we see that
X
p
=
_
2 1
1 1
_
X
p
+
_
5
2
_
.
23. Since
X
p
=
_
2
0
_
e
t
+
_
1
1
_
te
t
and
_
2 1
3 4
_
X
p
_
1
7
_
e
t
=
_
2
0
_
e
t
+
_
1
1
_
te
t
we see that
X
p
=
_
2 1
3 4
_
X
p
_
1
7
_
e
t
.
24. Since
X
p
=
_
_
_
3 cos 3t
0
3 sin 3t
_
_
_ and
_
_
_
1 2 3
4 2 0
6 1 0
_
_
_X
p
+
_
_
_
1
4
3
_
_
_sin 3t =
_
_
_
3 cos 3t
0
3 sin 3t
_
_
_
we see that
X
p
=
_
_
_
1 2 3
4 2 0
6 1 0
_
_
_X
p
+
_
_
_
1
4
3
_
_
_sin 3t.
25. Let
X
1
=
_
_
_
6
1
5
_
_
_e
t
, X
2
=
_
_
_
3
1
1
_
_
_e
2t
, X
3
=
_
_
_
2
1
1
_
_
_e
3t
, and A =
_
_
_
0 6 0
1 0 1
1 1 0
_
_
_.
Then
X
1
=
_
_
_
6
1
5
_
_
_e
t
= AX
1
,
X
2
=
_
_
_
6
2
2
_
_
_e
2t
= AX
2
,
X
3
=
_
_
_
6
3
3
_
_
_e
3t
= AX
3
,
and W(X
1
, X
2
, X
3
) = 20 = 0 so that X
1
, X
2
, and X
3
form a fundamental set for X
= AX on < t < .
26. Let
X
1
=
_
1
1
2
_
e
2 t
,
X
2
=
_
1
1 +
2
_
e
2 t
,
553
X
p
=
_
1
0
_
t
2
+
_
2
4
_
t +
_
1
0
_
,
and
A =
_
1 1
1 1
_
.
Then
X
1
=
_

2
2
2
_
e
2 t
= AX
1
,
X
2
=
_

2
2 +
2
_
e
2 t
= AX
2
,
X
p
=
_
2
0
_
t +
_
2
4
_
= AX
p
+
_
1
1
_
t
2
+
_
4
6
_
t +
_
1
5
_
,
and W(X
1
, X
2
) = 2
2 = 0 so that X
p
is a particular solution and X
1
and X
2
form a fundamental set on
< t < .
EXERCISES 10.2
Homogeneous Linear Systems
1. The system is
X
=
_
1 2
4 3
_
X
and det(AI) = ( 5)( + 1) = 0. For
1
= 5 we obtain
_
4 2 0
4 2 0
_
=
_
1
1
2
0
0 0 0
_
so that K
1
=
_
1
2
_
.
For
2
= 1 we obtain
_
2 2 0
4 4 0
_
=
_
1 1 0
0 0 0
_
so that K
2
=
_
1
1
_
.
Then
X = c
1
_
1
2
_
e
5t
+ c
2
_
1
1
_
e
t
.
2. The system is
X
=
_
2 2
1 3
_
X
and det(AI) = ( 1)( 4) = 0. For
1
= 1 we obtain
_
1 2 0
1 2 0
_
=
_
1 2 0
0 0 0
_
so that K
1
=
_
2
1
_
.
For
2
= 4 we obtain
_
2 2 0
1 1 0
_
=
_
1 1 0
0 0 0
_
so that K
2
=
_
1
1
_
.
554
10.2 Homogeneous Linear Systems
Then
X = c
1
_
2
1
_
e
t
+ c
2
_
1
1
_
e
4t
.
3. The system is
X
=
_
4 2
5
2
2
_
X
and det(AI) = ( 1)( + 3) = 0. For
1
= 1 we obtain
_
5 2 0
5
2
1 0
_
=
_
5 2 0
0 0 0
_
so that K
1
=
_
2
5
_
.
For
2
= 3 we obtain
_
1 2 0
5
2
5 0
_
=
_
1 2 0
0 0 0
_
so that K
2
=
_
2
1
_
.
Then
X = c
1
_
2
5
_
e
t
+ c
2
_
2
1
_
e
3t
.
4. The system is
X
=
_
5
2
2
3
4
2
_
X
and det(AI) =
1
2
( + 1)(2 + 7) = 0. For
1
= 7/2 we obtain
_
1 2 0
3
4
3
2
0
_
=
_
1 2 0
0 0 0
_
so that K
1
=
_
2
1
_
.
For
2
= 1 we obtain
_
3
2
2 0
3
4
1 0
_
=
_
3 4 0
0 0 0
_
so that K
2
=
_
4
3
_
.
Then
X = c
1
_
2
1
_
e
7t/2
+ c
2
_
4
3
_
e
t
.
5. The system is
X
=
_
10 5
8 12
_
X
and det(AI) = ( 8)( + 10) = 0. For
1
= 8 we obtain
_
2 5 0
8 20 0
_
=
_
1
5
2
0
0 0 0
_
so that K
1
=
_
5
2
_
.
For
2
= 10 we obtain
_
20 5 0
8 2 0
_
=
_
1
1
4
0
0 0 0
_
so that K
2
=
_
1
4
_
.
Then
X = c
1
_
5
2
_
e
8t
+ c
2
_
1
4
_
e
10t
.
6. The system is
X
=
_
6 2
3 1
_
X
555
and det(AI) = ( + 5) = 0. For
1
= 0 we obtain
_
6 2 0
3 1 0
_
=
_
1
1
3
0
0 0 0
_
so that K
1
=
_
1
3
_
.
For
2
= 5 we obtain
_
1 2 0
3 6 0
_
=
_
1 2 0
0 0 0
_
so that K
2
=
_
2
1
_
.
Then
X = c
1
_
1
3
_
+ c
2
_
2
1
_
e
5t
.
7. The system is
X
=
_
_
_
1 1 1
0 2 0
0 1 1
_
_
_X
and det(AI) = ( 1)(2 )( + 1) = 0. For
1
= 1,
2
= 2, and
3
= 1 we obtain
K
1
=
_
_
_
1
0
0
_
_
_, K
2
=
_
_
_
2
3
1
_
_
_, and K
3
=
_
_
_
1
0
2
_
_
_,
so that
X = c
1
_
_
_
1
0
0
_
_
_e
t
+ c
2
_
_
_
2
3
1
_
_
_e
2t
+ c
3
_
_
_
1
0
2
_
_
_e
t
.
8. The system is
X
=
_
_
_
2 7 0
5 10 4
0 5 2
_
_
_X
and det(AI) = (2 )( 5)( 7) = 0. For
1
= 2,
2
= 5, and
3
= 7 we obtain
K
1
=
_
_
_
4
0
5
_
_
_, K
2
=
_
_
_
7
3
5
_
_
_, and K
3
=
_
_
_
7
5
5
_
_
_,
so that
X = c
1
_
_
_
4
0
5
_
_
_e
2t
+ c
2
_
_
_
7
3
5
_
_
_e
5t
+ c
3
_
_
_
7
5
5
_
_
_e
7t
.
9. We have det(AI) = ( + 1)( 3)( + 2) = 0. For
1
= 1,
2
= 3, and
3
= 2 we obtain
K
1
=
_
_
_
1
0
1
_
_
_, K
2
=
_
_
_
1
4
3
_
_
_, and K
3
=
_
_
_
1
1
3
_
_
_,
so that
X = c
1
_
_
_
1
0
1
_
_
_e
t
+ c
2
_
_
_
1
4
3
_
_
_e
3t
+ c
3
_
_
_
1
1
3
_
_
_e
2t
.
556
10. We have det(AI) = ( 1)( 2) = 0. For
1
= 0,
2
= 1, and
3
= 2 we obtain
K
1
=
_
_
_
1
0
1
_
_
_, K
2
=
_
_
_
0
1
0
_
_
_, and K
3
=
_
_
_
1
0
1
_
_
_,
so that
X = c
1
_
_
_
1
0
1
_
_
_+ c
2
_
_
_
0
1
0
_
_
_e
t
+ c
3
_
_
_
1
0
1
_
_
_e
2t
.
11. We have det(AI) = ( + 1)( + 1/2)( + 3/2) = 0. For
1
= 1,
2
= 1/2, and
3
= 3/2 we obtain
K
1
=
_
_
_
4
0
1
_
_
_, K
2
=
_
_
_
12
6
5
_
_
_, and K
3
=
_
_
_
4
2
1
_
_
_,
so that
X = c
1
_
_
_
4
0
1
_
_
_e
t
+ c
2
_
_
_
12
6
5
_
_
_e
t/2
+ c
3
_
_
_
4
2
1
_
_
_e
3t/2
.
12. We have det(AI) = ( 3)( + 5)(6 ) = 0. For
1
= 3,
2
= 5, and
3
= 6 we obtain
K
1
=
_
_
_
1
1
0
_
_
_, K
2
=
_
_
_
1
1
0
_
_
_, and K
3
=
_
_
_
2
2
11
_
_
_,
so that
X = c
1
_
_
_
1
1
0
_
_
_e
3t
+ c
2
_
_
_
1
1
0
_
_
_e
5t
+ c
3
_
_
_
2
2
11
_
_
_e
6t
.
13. We have det(AI) = ( + 1/2)( 1/2) = 0. For
1
= 1/2 and
2
= 1/2 we obtain
K
1
=
_
0
1
_
and K
2
=
_
1
1
_
,
so that
X = c
1
_
0
1
_
e
t/2
+ c
2
_
1
1
_
e
t/2
.
If
X(0) =
_
3
5
_
then c
1
= 2 and c
2
= 3.
14. We have det(AI) = (2 )( 3)( + 1) = 0. For
1
= 2,
2
= 3, and
3
= 1 we obtain
K
1
=
_
_
_
5
3
2
_
_
_, K
2
=
_
_
_
2
0
1
_
_
_, and K
3
=
_
_
_
2
0
1
_
_
_,
so that
X = c
1
_
_
_
5
3
2
_
_
_e
2t
+ c
2
_
_
_
2
0
1
_
_
_e
3t
+ c
3
_
_
_
2
0
1
_
_
_e
t
.
557
If
X(0) =
_
_
_
1
3
0
_
_
_
then c
1
= 1, c
2
= 5/2, and c
3
= 1/2.
15. X = c
1
_
_
_
0.382175
0.851161
0.359815
_
_
_e
8.58979t
+ c
2
_
_
_
0.405188
0.676043
0.615458
_
_
_e
2.25684t
+ c
3
_
_
_
0.923562
0.132174
0.35995
_
_
_e
0.0466321t
16. X = c
1
_
_
_
_
_
_
_
0.0312209
0.949058
0.239535
0.195825
0.0508861
_
_
_
_
_
_
_
e
5.05452t
+ c
2
_
_
_
_
_
_
_
0.280232
0.836611
0.275304
0.176045
0.338775
_
_
_
_
_
_
_
e
4.09561t
+ c
3
_
_
_
_
_
_
_
0.262219
0.162664
0.826218
0.346439
0.31957
_
_
_
_
_
_
_
e
2.92362t
+c
4
_
_
_
_
_
_
_
0.313235
0.64181
0.31754
0.173787
0.599108
_
_
_
_
_
_
_
e
2.02882t
+ c
5
_
_
_
_
_
_
_
0.301294
0.466599
0.222136
0.0534311
0.799567
_
_
_
_
_
_
_
e
0.155338t
17. (a)
(b) Letting c
1
= 1 and c
2
= 0 we get x = 5e
8t
, y = 2e
8t
. Eliminating the parameter we nd y =
2
5
x, x > 0.
When c
1
= 1 and c
2
= 0 we nd y =
2
5
x, x < 0. Letting c
1
= 0 and c
2
= 1 we get x = e
10t
, y = 4e
10t
.
Eliminating the parameter we nd y = 4x, x > 0. Letting c
1
= 0 and c
2
= 1 we nd y = 4x, x < 0.
(c) The eigenvectors K
1
= (5, 2) and K
2
= (1, 4) are shown in the gure in part (a).
18. In Problem 2, letting c
1
= 1 and c
2
= 0 we get x = 2e
t
, y = e
t
.
Eliminating the parameter we nd y =
1
2
x, x < 0. When c
1
= 1
and c
2
= 0 we nd y =
1
2
x, x > 0. Letting c
1
= 0 and c
2
= 1 we
get x = e
4t
, y = e
4t
. Eliminating the parameter we nd y = x, x > 0.
When c
1
= 0 and c
2
= 1 we nd y = x, x < 0.
558
In Problem 4, letting c
1
= 1 and c
2
= 0 we get x = 2e
7t/2
, y =
e
7t/2
. Eliminating the parameter we nd y =
1
2
x, x < 0. When
c
1
= 1 and c
2
= 0 we nd y =
1
2
x, x > 0. Letting c
1
= 0 and
c
2
= 1 we get x = 4e
t
, y = 3e
t
. Eliminating the parameter we nd
y =
3
4
x, x > 0. When c
1
= 0 and c
2
= 1 we nd y =
3
4
x, x < 0.
19. We have det(AI) =
2
= 0. For
1
= 0 we obtain
K =
_
1
3
_
.
A solution of (A
1
I)P = K is
P =
_
1
2
_
so that
X = c
1
_
1
3
_
+ c
2
__
1
3
_
t +
_
1
2
__
.
20. We have det(AI) = ( + 1)
2
= 0. For
1
= 1 we obtain
K =
_
1
1
_
.
A solution of (A
1
I)P = K is
P =
_
0
1
5
_
so that
X = c
1
_
1
1
_
e
t
+ c
2
__
1
1
_
te
t
+
_
0
1
5
_
e
t
_
.
21. We have det(AI) = ( 2)
2
= 0. For
1
= 2 we obtain
K =
_
1
1
_
.
A solution of (A
1
I)P = K is
P =
_
1
3
0
_
so that
X = c
1
_
1
1
_
e
2t
+ c
2
__
1
1
_
te
2t
+
_
1
3
0
_
e
2t
_
.
2
= 0. For
1
= 6 we obtain
K =
_
3
2
_
.
A solution of (A
1
I)P = K is
P =
_
1
2
0
_
559
so that
X = c
1
_
3
2
_
e
6t
+ c
2
__
3
2
_
te
6t
+
_
1
2
0
_
e
6t
_
.
23. We have det(AI) = (1 )( 2)
2
= 0. For
1
= 1 we obtain
K
1
=
_
_
_
1
1
1
_
_
_.
For
2
= 2 we obtain
K
2
=
_
_
_
1
0
1
_
_
_ and K
3
=
_
_
_
1
1
0
_
_
_.
Then
X = c
1
_
_
_
1
1
1
_
_
_e
t
+ c
2
_
_
_
1
0
1
_
_
_e
2t
+ c
3
_
_
_
1
1
0
_
_
_e
2t
.
24. We have det(AI) = ( 8)( + 1)
2
= 0. For
1
= 8 we obtain
K
1
=
_
_
_
2
1
2
_
_
_.
For
2
= 1 we obtain
K
2
=
_
_
_
0
2
1
_
_
_ and K
3
=
_
_
_
1
2
0
_
_
_.
Then
X = c
1
_
_
_
2
1
2
_
_
_e
8t
+ c
2
_
_
_
0
2
1
_
_
_e
t
+ c
3
_
_
_
1
2
0
_
_
_e
t
.
25. We have det(AI) = (5 )
2
= 0. For
1
= 0 we obtain
K
1
=
_
_
_
4
5
2
_
_
_.
For
2
= 5 we obtain
K =
_
_
_
2
0
1
_
_
_.
A solution of (A
1
I)P = K is
P =
_
_
_
5
2
1
2
0
_
_
_
560
so that
X = c
1
_
_
_
4
5
2
_
_
_+ c
2
_
_
_
2
0
1
_
_
_e
5t
+ c
3
_
_
_
_
_
2
0
1
_
_
_te
5t
+
_
_
_
5
2
1
2
0
_
_
_e
5t
_
_.
26. We have det(AI) = (1 )( 2)
2
= 0. For
1
= 1 we obtain
K
1
=
_
_
_
1
0
0
_
_
_.
For
2
= 2 we obtain
K =
_
_
_
0
1
1
_
_
_.
A solution of (A
2
I)P = K is
P =
_
_
_
0
1
0
_
_
_
so that
X = c
1
_
_
_
1
0
0
_
_
_e
t
+ c
2
_
_
_
0
1
1
_
_
_e
2t
+ c
3
_
_
_
_
_
0
1
1
_
_
_te
2t
+
_
_
_
0
1
0
_
_
_e
2t
_
_.
3
= 0. For
1
= 1 we obtain
K =
_
_
_
0
1
1
_
_
_.
Solutions of (A
1
I)P = K and (A
1
I)Q = P are
P =
_
_
_
0
1
0
_
_
_ and Q =
_
_
_
1
2
0
0
_
_
_
so that
X = c
1
_
_
_
0
1
1
_
_
_e
t
+ c
2
_
_
_
_
_
0
1
1
_
_
_te
t
+
_
_
_
0
1
0
_
_
_e
t
_
_ + c
3
_
_
_
_
_
0
1
1
_
_
_
t
2
2
e
t
+
_
_
_
0
1
0
_
_
_te
t
+
_
_
_
1
2
0
0
_
_
_e
t
_
_.
3
= 0. For
1
= 4 we obtain
K =
_
_
_
1
0
0
_
_
_.
Solutions of (A
1
I)P = K and (A
1
I)Q = P are
P =
_
_
_
0
1
0
_
_
_ and Q =
_
_
_
0
0
1
_
_
_
561
so that
X = c
1
_
_
_
1
0
0
_
_
_e
4t
+ c
2
_
_
_
_
_
1
0
0
_
_
_te
4t
+
_
_
_
0
1
0
_
_
_e
4t
_
_ + c
3
_
_
_
_
_
1
0
0
_
_
_
t
2
2
e
4t
+
_
_
_
0
1
0
_
_
_te
4t
+
_
_
_
0
0
1
_
_
_e
4t
_
_.
2
= 0. For
1
= 4 we obtain
K =
_
2
1
_
.
A solution of (A
1
I)P = K is
P =
_
1
1
_
so that
X = c
1
_
2
1
_
e
4t
+ c
2
__
2
1
_
te
4t
+
_
1
1
_
e
4t
_
.
If
X(0) =
_
1
6
_
then c
1
= 7 and c
2
= 13.
30. We have det(AI) = ( + 1)( 1)
2
= 0. For
1
= 1 we obtain
K
1
=
_
_
_
1
0
1
_
_
_.
For
2
= 1 we obtain
K
2
=
_
_
_
1
0
1
_
_
_ and K
3
=
_
_
_
0
1
0
_
_
_
so that
X = c
1
_
_
_
1
0
1
_
_
_e
t
+ c
2
_
_
_
1
0
1
_
_
_e
t
+ c
3
_
_
_
0
1
0
_
_
_e
t
.
If
X(0) =
_
_
_
1
2
5
_
_
_
then c
1
= 2, c
2
= 3, and c
3
= 2.
31. In this case det(A I) = (2 )
5
, and
1
= 2 is an eigenvalue of multiplicity 5. Linearly independent
eigenvectors are
K
1
=
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
, K
2
=
_
_
_
_
_
_
_
0
0
1
0
0
_
_
_
_
_
_
_
, and K
3
=
_
_
_
_
_
_
_
0
0
0
1
0
_
_
_
_
_
_
_
.
32. In Problem 20 letting c
1
= 1 and c
2
= 0 we get x = e
t
, y = e
t
. Eliminating the parameter we nd y = x, x > 0.
When c
1
= 1 and c
2
= 0 we nd y = x, x < 0.
562
In Problem 21 letting c
1
= 1 and c
2
= 0 we get x = e
2t
, y = e
2t
. Eliminating the parameter we nd y = x,
x > 0. When c
1
= 1 and c
2
= 0 we nd y = x, x < 0.
In Problems 33-46 the form of the answer will vary according to the choice of eigenvector. For example, in
Problem 33, if K
1
is chosen to be
_
1
2 i
_
the solution has the form
X = c
1
_
cos t
2 cos t + sin t
_
e
4t
+ c
2
_
sin t
2 sin t cos t
_
e
4t
.
2
8 + 17 = 0. For
1
= 4 + i we obtain
K
1
=
_
2 + i
5
_
so that
X
1
=
_
2 + i
5
_
e
(4+i)t
=
_
2 cos t sin t
5 cos t
_
e
4t
+ i
_
cos t + 2 sin t
5 sin t
_
e
4t
.
Then
X = c
1
_
2 cos t sin t
5 cos t
_
e
4t
+ c
2
_
cos t + 2 sin t
5 sin t
_
e
4t
.
2
+ 1 = 0. For
1
= i we obtain
K
1
=
_
1 i
2
_
so that
X
1
=
_
1 i
2
_
e
it
=
_
sin t cos t
2 cos t
_
+ i
_
cos t sin t
2 sin t
_
.
Then
X = c
1
_
sin t cos t
2 cos t
_
+ c
2
_
cos t sin t
2 sin t
_
.
2
8 + 17 = 0. For
1
= 4 + i we obtain
K
1
=
_
1 i
2
_
so that
X
1
=
_
1 i
2
_
e
(4+i)t
=
_
sin t cos t
2 cos t
_
e
4t
+ i
_
sin t cos t
2 sin t
_
e
4t
.
563
Then
X = c
1
_
sin t cos t
2 cos t
_
e
4t
+ c
2
_
sin t cos t
2 sin t
_
e
4t
.
2
10 + 34 = 0. For
1
= 5 + 3i we obtain
K
1
=
_
1 3i
2
_
so that
X
1
=
_
1 3i
2
_
e
(5+3i)t
=
_
cos 3t + 3 sin 3t
2 cos 3t
_
e
5t
+ i
_
sin 3t 3 cos 3t
2 sin 3t
_
e
5t
.
Then
X = c
1
_
cos 3t + 3 sin 3t
2 cos 3t
_
e
5t
+ c
2
_
sin 3t 3 cos 3t
2 sin 3t
_
e
5t
.
2
+ 9 = 0. For
1
= 3i we obtain
K
1
=
_
4 + 3i
5
_
so that
X
1
=
_
4 + 3i
5
_
e
3it
=
_
4 cos 3t 3 sin 3t
5 cos 3t
_
+ i
_
4 sin 3t + 3 cos 3t
5 sin 3t
_
.
Then
X = c
1
_
4 cos 3t 3 sin 3t
5 cos 3t
_
+ c
2
_
4 sin 3t + 3 cos 3t
5 sin 3t
_
.
2
+ 2 + 5 = 0. For
1
= 1 + 2i we obtain
K
1
=
_
2 + 2i
1
_
so that
X
1
=
_
2 + 2i
1
_
e
(1+2i)t
=
_
2 cos 2t 2 sin 2t
cos 2t
_
e
t
+ i
_
2 cos 2t + 2 sin 2t
sin 2t
_
e
t
.
Then
X = c
1
_
2 cos 2t 2 sin 2t
cos 2t
_
e
t
+ c
2
_
2 cos 2t + 2 sin 2t
sin 2t
_
e
t
.
_
2
+ 1
_
= 0. For
1
= 0 we obtain
K
1
=
_
_
_
1
0
0
_
_
_.
For
2
= i we obtain
K
2
=
_
_
_
i
i
1
_
_
_
so that
X
2
=
_
_
_
i
i
1
_
_
_e
it
=
_
_
_
sin t
sin t
cos t
_
_
_+ i
_
_
_
cos t
cos t
sin t
_
_
_.
564
Then
X = c
1
_
_
_
1
0
0
_
_
_+ c
2
_
_
_
sin t
sin t
cos t
_
_
_+ c
3
_
_
_
cos t
cos t
sin t
_
_
_.
40. We have det(AI) = ( + 3)(
2
2 + 5) = 0. For
1
= 3 we obtain
K
1
=
_
_
_
0
2
1
_
_
_.
For
2
= 1 + 2i we obtain
K
2
=
_
_
_
2 i
3i
2
_
_
_
so that
X
2
=
_
_
_
2 cos 2t + sin 2t
3 sin 2t
2 cos 2t
_
_
_e
t
+ i
_
_
_
cos 2t 2 sin 2t
3 cos 2t
2 sin 2t
_
_
_e
t
.
Then
X = c
1
_
_
_
0
2
1
_
_
_e
3t
+ c
2
_
_
_
2 cos 2t + sin 2t
3 sin 2t
2 cos 2t
_
_
_e
t
+ c
3
_
_
_
cos 2t 2 sin 2t
3 cos 2t
2 sin 2t
_
_
_e
t
.
41. We have det(AI) = (1 )(
2
2 + 2) = 0. For
1
= 1 we obtain
K
1
=
_
_
_
0
2
1
_
_
_.
For
2
= 1 + i we obtain
K
2
=
_
_
_
1
i
i
_
_
_
so that
X
2
=
_
_
_
1
i
i
_
_
_e
(1+i)t
=
_
_
_
cos t
sin t
sin t
_
_
_e
t
+ i
_
_
_
sin t
cos t
cos t
_
_
_e
t
.
Then
X = c
1
_
_
_
0
2
1
_
_
_e
t
+ c
2
_
_
_
cos t
sin t
sin t
_
_
_e
t
+ c
3
_
_
_
sin t
cos t
cos t
_
_
_e
t
.
42. We have det(AI) = ( 6)(
2
8 + 20) = 0. For
1
= 6 we obtain
K
1
=
_
_
_
0
1
0
_
_
_.
565
For
2
= 4 + 2i we obtain
K
2
=
_
_
_
i
0
2
_
_
_
so that
X
2
=
_
_
_
i
0
2
_
_
_e
(4+2i)t
=
_
_
_
sin 2t
0
2 cos 2t
_
_
_e
4t
+ i
_
_
_
cos 2t
0
2 sin 2t
_
_
_e
4t
.
Then
X = c
1
_
_
_
0
1
0
_
_
_e
6t
+ c
2
_
_
_
sin 2t
0
2 cos 2t
_
_
_e
4t
+ c
3
_
_
_
cos 2t
0
2 sin 2t
_
_
_e
4t
.
2
+ 4 + 13) = 0. For
1
= 2 we obtain
K
1
=
_
_
_
28
5
25
_
_
_.
For
2
= 2 + 3i we obtain
K
2
=
_
_
_
4 + 3i
5
0
_
_
_
so that
X
2
=
_
_
_
4 + 3i
5
0
_
_
_e
(2+3i)t
=
_
_
_
4 cos 3t 3 sin 3t
5 cos 3t
0
_
_
_e
2t
+ i
_
_
_
4 sin 3t + 3 cos 3t
5 sin 3t
0
_
_
_e
2t
.
Then
X = c
1
_
_
_
28
5
25
_
_
_e
2t
+ c
2
_
_
_
4 cos 3t 3 sin 3t
5 cos 3t
0
_
_
_e
2t
+ c
3
_
_
_
4 sin 3t + 3 cos 3t
5 sin 3t
0
_
_
_e
2t
.
44. We have det(AI) = ( + 2)(
2
+ 4) = 0. For
1
= 2 we obtain
K
1
=
_
_
_
0
1
1
_
_
_.
For
2
= 2i we obtain
K
2
=
_
_
_
2 2i
1
1
_
_
_
so that
X
2
=
_
_
_
2 2i
1
1
_
_
_e
2it
=
_
_
_
2 cos 2t + 2 sin 2t
cos 2t
cos 2t
_
_
_+ i
_
_
_
2 cos 2t 2 sin 2t
sin 2t
sin 2t
_
_
_.
566
Then
X = c
1
_
_
_
0
1
1
_
_
_e
2t
+ c
2
_
_
_
2 cos 2t + 2 sin 2t
cos 2t
cos 2t
_
_
_+ c
3
_
_
_
2 cos 2t 2 sin 2t
sin 2t
sin 2t
_
_
_.
2
+ 25) = 0. For
1
= 1 we obtain
K
1
=
_
_
_
25
7
6
_
_
_.
For
2
= 5i we obtain
K
2
=
_
_
_
1 + 5i
1
1
_
_
_
so that
X
2
=
_
_
_
1 + 5i
1
1
_
_
_e
5it
=
_
_
_
cos 5t 5 sin 5t
cos 5t
cos 5t
_
_
_+ i
_
_
_
sin 5t + 5 cos 5t
sin 5t
sin 5t
_
_
_.
Then
X = c
1
_
_
_
25
7
6
_
_
_e
t
+ c
2
_
_
_
cos 5t 5 sin 5t
cos 5t
cos 5t
_
_
_+ c
3
_
_
_
sin 5t + 5 cos 5t
sin 5t
sin 5t
_
_
_.
If
X(0) =
_
_
_
4
6
7
_
_
_
then c
1
= c
2
= 1 and c
3
= 6.
2
10 + 29 = 0. For
1
= 5 + 2i we obtain
K
1
=
_
1
1 2i
_
so that
X
1
=
_
1
1 2i
_
e
(5+2i)t
=
_
cos 2t
cos 2t + 2 sin 2t
_
e
5t
+ i
_
sin 2t
sin 2t 2 cos 2t
_
e
5t
.
and
X = c
1
_
cos 2t
cos 2t + 2 sin 2t
_
e
5t
+ c
3
_
sin 2t
sin 2t 2 cos 2t
_
e
5t
.
If X(0) =
_
2
8
_
, then c
1
= 2 and c
2
= 5.
567
47.
48. (a) From det(AI) = ( 2) = 0 we get
1
= 0 and
2
= 2. For
1
= 0 we obtain
_
1 1 0
1 1 0
_
=
_
1 1 0
0 0 0
_
so that K
1
=
_
1
1
_
.
For
2
= 2 we obtain
_
1 1 0
1 1 0
_
=
_
1 1 0
0 0 0
_
so that K
2
=
_
1
1
_
.
Then
X = c
1
_
1
1
_
+ c
2
_
1
1
_
e
2t
.
The line y = x is not a trajectory of the
system. Trajectories are x = c
1
+ c
2
e
2t
,
y = c
1
+c
2
e
2t
or y = x+2c
1
. This is a family
of lines perpendicular to the line y = x. All
of the constant solutions of the system do,
however, lie on the line y = x.
(b) From det(AI) =
2
= 0 we get
1
= 0 and
K =
_
1
1
_
.
A solution of (A
1
I)P = K is
P =
_
1
0
_
so that
X = c
1
_
1
1
_
+ c
2
__
1
1
_
t +
_
1
0
__
.
All trajectories are parallel to y = x, but
y = x is not a trajectory. There are con-
stant solutions of the system, however, that
do lie on the line y = x.
568
49. The system of dierential equations is
x
1
= 2x
1
+ x
2
x
2
= 2x
2
x
3
= 2x
3
x
4
= 2x
4
+ x
5
x
5
= 2x
5
.
We see immediately that x
2
= c
2
e
2t
, x
3
= c
3
e
2t
, and x
5
= c
5
e
2t
. Then
x
1
= 2x
1
+ c
2
e
2t
so x
1
= c
2
te
2t
+ c
1
e
2t
,
and
x
4
= 2x
4
+ c
5
e
2t
so x
4
= c
5
te
2t
+ c
4
e
2t
.
The general solution of the system is
X =
_
_
_
_
_
_
_
c
2
te
2t
+ c
1
e
2t
c
2
e
2t
c
3
e
2t
c
5
te
2t
+ c
4
e
2t
c
5
e
2t
_
_
_
_
_
_
_
= c
1
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
e
2t
+ c
2
_
_
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
te
2t
+
_
_
_
_
_
_
_
0
1
0
0
0
_
_
_
_
_
_
_
e
2t
_
_
+ c
3
_
_
_
_
_
_
_
0
0
1
0
0
_
_
_
_
_
_
_
e
2t
+ c
4
_
_
_
_
_
_
_
0
0
0
1
0
_
_
_
_
_
_
_
e
2t
+ c
5
_
_
_
_
_
_
_
_
_
0
0
0
1
0
_
_
_
_
_
_
_
te
2t
+
_
_
_
_
_
_
_
0
0
0
0
1
_
_
_
_
_
_
_
e
2t
_
_
= c
1
K
1
e
2t
+ c
2
_
_
K
1
te
2t
+
_
_
_
_
_
_
_
0
1
0
0
0
_
_
_
_
_
_
_
e
2t
_
_
+ c
3
K
2
e
2t
+ c
4
K
3
e
2t
+ c
5
_
_
K
3
te
2t
+
_
_
_
_
_
_
_
0
0
0
0
1
_
_
_
_
_
_
_
e
2t
_
_
.
There are three solutions of the form X = Ke
2t
, where K is an eigenvector, and two solutions of the form
X = Kte
2t
+Pe
2t
. See (12) in the text. From (13) and (14) in the text
(A2I)K
1
= 0
and
569
(A2I)K
2
= K
1
.
This implies
_
_
_
_
_
_
_
0 1 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 1
0 0 0 0 0
_
_
_
_
_
_
_
_
_
_
_
_
_
_
p
1
p
2
p
3
p
4
p
5
_
_
_
_
_
_
_
=
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
,
so p
2
= 1 and p
5
= 0, while p
1
, p
3
, and p
4
are arbitrary. Choosing p
1
= p
3
= p
4
= 0 we have
P =
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
.
Therefore a solution is
X =
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
te
2t
+
_
_
_
_
_
_
_
1
0
0
0
0
_
_
_
_
_
_
_
e
2t
.
Repeating for K
3
we nd
P =
_
_
_
_
_
_
_
0
0
0
0
1
_
_
_
_
_
_
_
,
so another solution is
X =
_
_
_
_
_
_
_
0
0
0
1
0
_
_
_
_
_
_
_
te
2t
+
_
_
_
_
_
_
_
0
0
0
0
1
_
_
_
_
_
_
_
e
2t
.
50. From x = 2 cos 2t 2 sin 2t, y = cos 2t we nd x + 2y = 2 sin 2t. Then
(x + 2y)
2
= 4 sin
2
2t = 4(1 cos
2
2t) = 4 4 cos
2
2t = 4 4y
2
and
x
2
+ 4xy + 4y
2
= 4 4y
2
or x
2
+ 4xy + 8y
2
= 4.
This is a rotated conic section and, from the discriminant b
2
4ac = 16 32 < 0, we see that the curve is an
ellipse.
51. Suppose the eigenvalues are i, > 0. In Problem 36 the eigenvalues are 5 3i, in Problem 37 they are
3i, and in Problem 38 they are 1 2i. From Problem 47 we deduce that the phase portrait will consist of a
family of closed curves when = 0 and spirals when = 0. The origin will be a repellor when > 0, and an
attractor when < 0.
570
10.3 Solution by Diagonalization
52. (a) The given system can be written as
x
1
=
k
1
+ k
2
m
1
x
1
+
k
2
m
1
x
2
, x
2
=
k
2
m
2
x
1
k
2
m
2
x
2
.
In terms of matrices this is X
= AX where
X =
_
x
1
x
2
_
and A =
_
_
_
k
1
+ k
2
m
1
k
2
m
1
k
2
m
2
k
2
m
2
_
_
_.
(b) If X = Ke
t
then X
=
2
Ke
t
and AX = AKe
t
so that X
= AX becomes
2
Ke
t
= AKe
t
or
(A
2
I)K = 0. Now let
2
= .
(c) When m
1
= 1, m
2
= 1, k
1
= 3, and k
2
= 2 we obtain A =
_
5 2
2 2
_
. The eigenvalues and corresponding
eigenvectors of A are
1
= 1,
2
= 6, K
1
=
_
1
2
_
, K
2
=
_
2
1
_
. Since
1
= i,
2
= i,
3
=
6 i, and
4
=
6 i a solution is
X = c
1
_
1
2
_
e
it
+ c
2
_
1
2
_
e
it
+ c
3
_
2
1
_
e
6 it
+ c
4
_
2
1
_
e
6 it
.
(d) Using e
it
= cos t + i sin t and e
6 it
= cos
6 t + i sin
6 t the preceding solution can be rewritten as

X = c
1
_
1
2
_
(cos t + i sin t) + c
2
_
1
2
_
(cos t i sin t)
+ c
3
_
2
1
_
(cos
6 t + i sin
6 t) + c
4
_
2
1
_
(cos
6 t + i sin
6 t)
= (c
1
+ c
2
)
_
1
2
_
cos t + i(c
1
c
2
)
_
1
2
_
sin t
+ (c
3
+ c
4
)
_
2
1
_
cos
6 t + i(c
3
c
4
)
_
2
1
_
sin
6 t
= b
1
_
1
2
_
cos t + b
2
_
1
2
_
sin t + b
3
_
2
1
_
cos
6 t + b
4
_
2
1
_
sin
6 t
where b
1
= c
1
+ c
2
, b
2
= i(c
1
c
2
), b
3
= c
3
+ c
4
, and b
4
= i(c
3
c
4
).
EXERCISES 10.3
Solution by Diagonalization
1.
1
= 7,
2
= 4, K
1
=
_
3
1
_
, K
2
=
_
2
3
_
, P =
_
3 2
1 3
_
;
X = PY =
_
3 2
1 3
__
c
1
e
7t
c
2
e
4t
_
=
_
3c
1
e
7t
2c
2
e
4t
c
1
e
7t
+ 3c
2
e
4t
_
= c
1
_
3
1
_
e
7t
+ c
2
_
2
3
_
e
4t
571
2.
1
= 0,
2
= 1, K
1
=
_
1
1
_
, K
2
=
_
1
1
_
, P =
_
1 1
1 1
_
;
X = PY =
_
1 1
1 1
__
c
1
c
2
e
t
_
=
_
c
1
+ c
2
e
t
c
1
+ c
2
e
t
_
= c
1
_
1
1
_
+ c
2
_
1
1
_
e
t
3.
1
=
1
2
,
2
=
3
2
, K
1
=
_
1
2
_
, K
2
=
_
1
2
_
, P =
_
1 1
2 2
_
;
X = PY =
_
1 1
2 2
__
c
1
e
t/2
c
2
e
3t/2
_
=
_
c
1
e
t/2
+ c
2
e
3t/2
2c
1
e
t/2
+ 2c
2
e
3t/2
_
= c
1
_
1
2
_
e
t/2
+ c
2
_
1
2
_
e
3t/2
4.
1
=
2 ,
2
=
2 , K
1
=
_
1
1 +
2
_
, K
2
=
_
1
1
2
_
, P =
_
1 1
1 +
2 1
2
_
;
X = PY =
_
1 1
1 +
2 1
2
__
c
1
e
2 t
c
2
e
2 t
_
=
_
c
1
e
2 t
c
2
e
2 t
(1 +
2 )c
1
e
2 t
+ (1
2 )c
2
e
2 t
_
= c
1
_
1
1 +
2
_
e
2 t
+ c
2
_
1
1
2
_
e
2 t
5.
1
= 4,
2
= 2,
3
= 6, K
1
=
_
_
_
1
1
0
_
_
_, K
2
=
_
_
_
1
1
1
_
_
_, K
3
=
_
_
_
0
0
1
_
_
_, P =
_
_
_
1 1 0
1 1 0
0 1 1
_
_
_;
X = PY =
_
_
_
1 1 0
1 1 0
0 1 1
_
_
_
_
_
_
c
1
e
4t
c
2
e
2t
c
3
e
6t
_
_
_ =
_
_
_
c
1
e
4t
+ c
2
e
2t
c
1
e
4t
+ c
2
e
2t
c
2
e
2t
+ c
3
e
6t
_
_
_ = c
1
_
_
_
1
1
0
_
_
_e
4t
+ c
2
_
_
_
1
1
0
_
_
_e
2t
+ c
3
_
_
_
0
0
1
_
_
_e
6t
6.
1
= 1,
2
= 1,
3
= 4, K
1
=
_
_
_
1
0
1
_
_
_, K
2
=
_
_
_
1
2
1
_
_
_, K
3
=
_
_
_
1
1
1
_
_
_, P =
_
_
_
1 1 1
0 2 1
1 1 1
_
_
_;
X = PY =
_
_
_
1 1 1
0 2 1
1 1 1
_
_
_
_
_
_
c
1
e
t
c
2
e
t
c
3
e
4t
_
_
_ =
_
_
_
c
1
+ c
2
e
t
+ c
3
e
4t
2c
2
e
t
+ c
3
e
4t
c
1
e
t
+ c
2
e
t
+ c
3
e
4t
_
_
_ = c
1
_
_
_
1
0
1
_
_
_e
t
+c
2
_
_
_
1
2
1
_
_
_e
t
+c
3
_
_
_
1
1
1
_
_
_e
4t
7.
1
= 1,
2
= 2,
3
= 2, K
1
=
_
_
_
1
1
1
_
_
_, K
2
=
_
_
_
1
1
0
_
_
_, K
3
=
_
_
_
1
0
1
_
_
_, P =
_
_
_
1 1 1
1 1 0
1 0 1
_
_
_;
X = PY =
_
_
_
1 1 1
1 1 0
1 0 1
_
_
_
_
_
_
c
1
e
t
c
2
e
2t
c
3
e
2t
_
_
_ =
_
_
_
c
1
e
t
c
2
e
2t
c
3
e
2t
c
1
e
t
+ c
2
e
2t
c
1
e
t
+ c
3
e
2t
_
_
_
= c
1
_
_
_
1
1
1
_
_
_e
t
+ c
2
_
_
_
1
1
0
_
_
_e
2t
+ c
3
_
_
_
1
0
1
_
_
_e
2t
572
8.
1
= 0,
2
= 0,
3
= 0,
4
= 4, K
1
=
_
_
_
_
_
1
1
0
0
_
_
_
_
_
, K
2
=
_
_
_
_
_
1
0
1
0
_
_
_
_
_
, K
3
=
_
_
_
_
_
1
0
0
1
_
_
_
_
_
, K
4
=
_
_
_
_
_
1
1
1
1
_
_
_
_
_
,
P =
_
_
_
_
_
1 1 1 1
1 0 0 1
0 1 0 1
0 0 1 1
_
_
_
_
_
;
X = PY =
_
_
_
_
_
1 1 1 1
1 0 0 1
0 1 0 1
0 0 1 1
_
_
_
_
_
_
_
_
_
_
c
1
c
2
c
3
c
4
e
4t
_
_
_
_
_
=
_
_
_
_
_
c
1
c
2
c
3
+ c
4
e
4t
c
1
+ c
4
e
4t
c
2
+ c
4
e
4t
c
3
+ c
4
e
4t
_
_
_
_
_
= c
1
_
_
_
_
_
1
1
0
0
_
_
_
_
_
+ c
2
_
_
_
_
_
1
0
1
0
_
_
_
_
_
+ c
3
_
_
_
_
_
1
0
0
1
_
_
_
_
_
+ c
4
_
_
_
_
_
1
1
1
1
_
_
_
_
_
e
4t
9.
1
= 1,
2
= 2,
3
= 3, K
1
=
_
_
_
1
1
1
_
_
_, K
2
=
_
_
_
2
2
3
_
_
_, K
3
=
_
_
_
3
4
5
_
_
_, P =
_
_
_
1 2 3
1 2 4
1 3 5
_
_
_;
X = PY =
_
_
_
1 2 3
1 2 4
1 3 5
_
_
_
_
_
_
c
1
e
t
c
2
e
2t
c
3
e
3t
_
_
_ =
_
_
_
c
1
e
t
+ 2c
2
e
2t
+ 3c
3
e
3t
c
1
e
t
+ 2c
2
e
2t
+ 4c
3
e
3t
c
1
e
t
+ 3c
2
e
2t
+ 5c
3
e
3t
_
_
_ = c
1
_
_
_
1
1
1
_
_
_e
t
+ c
2
_
_
_
2
2
3
_
_
_e
2t
+ c
3
_
_
_
3
4
5
_
_
_e
3t
10.
1
= 0,
2
= 2
2 ,
3
= 2
2 , K
1
=
_
_
_
1
0
1
_
_
_, K
2
=
_
_
_
1
2
1
_
_
_, K
3
=
_
_
_
1
2
1
_
_
_, P =
_
_
_
1 1 1
0
2

2
1 1 1
_
_
_;
X = PY =
_
_
_
1 1 1
0
2

2
1 1 1
_
_
_
_
_
_
c
1
c
2
e
2
2 t
c
3
e
2
2 t
_
_
_ =
_
_
_
c
1
+ c
2
e
2
2 t
+ c
3
e
2
2 t
2 c
2
e
2
2 t
+
2 c
3
e
2
2 t
c
1
+ c
2
e
2
2 t
+ c
3
e
2
2 t
_
_
_
= c
1
_
_
_
1
0
1
_
_
_+ c
2
_
_
_
1
2
1
_
_
_e
2
2 t
+ c
3
_
_
_
1
2
1
_
_
_e
2
2 t
11. (a) Since M =
_
m
1
0
0 m
2
_
is a diagonal matrix with nonzero diagonal entries, it has an inverse. Writing the
system in the form
m
1
x
1
+ (k
1
+ k
2
)x
1
k
2
x
2
= 0
m
2
x
2
k
2
x
1
+ k
2
x
2
= 0
we see that K =
_
k
1
+ k
2
k
2
k
2
k
2
_
.
(b) Since M has an inverse, MX
+KX = 0 can be written as X
+M
1
KX = 0 or X
+BX = 0 where
573
B = M
1
K =
_
_
1
m
1
0
0
1
m
2
_
_
_
k
1
+ k
2
k
2
k
2
k
2
_
=
_
_
_
k
1
+ k
2
m
1
k
2
m
1
k
2
m
2
k
2
m
2
_
_
_.
(c) With m
1
= 1, m
2
= 1, k
1
= 3, and k
2
= 2 we have B =
_
5 2
2 2
_
. The eigenvalues of B are
1
= 1 and
2
= 6 with corresponding eigenvectors
_
1
2
_
and
_
2
1
_
. Letting X = PY the system can be written
PY
+ BPY = 0 or Y
+ P
1
BPY = 0 where
_
1 2
2 1
_
and P
1
BP =
_
1 0
0 6
_
. The system is then
Y
+
_
1 0
0 6
_
Y = 0, which is uncoupled and equivalent to y
1
+ y
1
= 0 and y
2
+ 6y
2
= 0. The solutions
are y
1
= c
1
cos t + c
2
sin t and y
2
= c
3
cos
6 t + c
4
sin
6 t.
(d) From
X = PY =
_
1 2
2 1
__
y
1
y
2
_
=
_
y
1
2y
2
2y
1
+ y
2
_
we have
x
1
= c
1
cos t + c
2
sin t 2c
3
cos
6 t 2c
4
sin
6 t
x
1
= 2c
1
cos t + 2c
2
sin t + c
3
cos
6 t + c
4
sin
6 t
which is the same as
X = c
1
_
1
2
_
cos t + c
2
_
1
2
_
sin t + c
3
_
2
1
_
cos
6 t + c
4
_
2
1
_
sin
6 t.
EXERCISES 10.4
Nonhomogeneous Linear Systems
1. Solving
det(AI) =
2 3
1 2
=
2
1 = ( 1)( + 1) = 0
we obtain eigenvalues
1
= 1 and
2
= 1. Corresponding eigenvectors are
K
1
=
_
1
1
_
and K
2
=
_
3
1
_
.
Thus
X
c
= c
1
_
1
1
_
e
t
+ c
2
_
3
1
_
e
t
.
Substituting
X
p
=
_
a
1
b
1
_
574
10.4 Nonhomogeneous Linear Systems
into the system yields
2a
1
+ 3b
1
= 7
a
1
2b
1
= 5,
from which we obtain a
1
= 1 and b
1
= 3. Then
X(t) = c
1
_
1
1
_
e
t
+ c
2
_
3
1
_
e
t
+
_
1
3
_
.
2. Solving
det(AI) =
5 9
1 11
=
2
16 + 64 = ( 8)
2
= 0
we obtain the eigenvalue = 8. A corresponding eigenvector is
K =
_
3
1
_
.
Solving (A8I)P = K we obtain
P =
_
2
1
_
.
Thus
X
c
= c
1
_
3
1
_
e
8t
+ c
2
__
3
1
_
te
8t
+
_
2
1
_
e
8t
_
.
Substituting
X
p
=
_
a
1
b
1
_
5a
1
+ 9b
1
= 2
a
1
+ 11b
1
= 6,
1
= 1/2 and b
1
= 1/2. Then
X(t) = c
1
_
3
1
_
e
8t
+ c
2
__
3
1
_
te
8t
+
_
2
1
_
e
8t
_
+
_
1
2
1
2
_
.
3. Solving
det(AI) =
1 3
3 1
=
2
2 8 = ( 4)( + 2) = 0
1
= 2 and
2
K
1
=
_
1
1
_
and K
2
=
_
1
1
_
.
Thus
X
c
= c
1
_
1
1
_
e
2t
+ c
2
_
1
1
_
e
4t
.
Substituting
X
p
=
_
a
3
b
3
_
t
2
+
_
a
2
b
2
_
t +
_
a
1
b
1
_
a
3
+ 3b
3
= 2
3a
3
+ b
3
= 0
a
2
+ 3b
2
= 2a
3
3a
2
+ b
2
+ 1 = 2b
3
a
1
+ 3b
1
= a
2
3a
1
+ b
1
+ 5 = b
2
575
3
= 1/4, b
3
= 3/4, a
2
= 1/4, b
2
= 1/4, a
1
= 2, and b
1
= 3/4. Then
X(t) = c
1
_
1
1
_
e
2t
+ c
2
_
1
1
_
e
4t
+
_
1
4
3
4
_
t
2
+
_
1
4
1
4
_
t +
_
2
3
4
_
.
4. Solving
det(AI) =
1 4
4 1
=
2
2 + 17 = 0
1
= 1 + 4i and
2
= 1 4i. Corresponding eigenvectors are
K
1
=
_
i
1
_
and K
2
=
_
i
1
_
.
Thus
X
c
= c
1
__
0
1
_
cos 4t +
_
1
0
_
sin 4t
_
e
t
+ c
2
__
1
0
_
cos 4t
_
0
1
_
sin 4t
_
e
t
= c
1
_
sin 4t
cos 4t
_
e
t
+ c
2
_
cos 4t
sin 4t
_
e
t
.
Substituting
X
p
=
_
a
3
b
3
_
t +
_
a
2
b
2
_
+
_
a
1
b
1
_
e
6t
a
3
4b
3
= 4
4a
3
+ b
3
= 1
a
2
4b
2
= a
3
4a
2
+ b
2
= b
3
5a
1
4b
1
= 9
4a
1
5b
1
= 1
3
= 0, b
3
= 1, a
2
= 4/17, b
2
= 1/17, a
1
= 1, and b
1
= 1. Then
X(t) = c
1
_
sin 4t
cos 4t
_
e
t
+ c
2
_
cos 4t
sin 4t
_
e
t
+
_
0
1
_
t +
_
4
17
1
17
_
+
_
1
1
_
e
6t
.
5. Solving
det(AI) =
4
1
3
9 6
=
2
10 + 21 = ( 3)( 7) = 0
we obtain the eigenvalues
1
= 3 and
2
K
1
=
_
1
3
_
and K
2
=
_
1
9
_
.
Thus
X
c
= c
1
_
1
3
_
e
3t
+ c
2
_
1
9
_
e
7t
.
Substituting
X
p
=
_
a
1
b
1
_
e
t
3a
1
+
1
3
b
1
= 3
9a
1
+ 5b
1
= 10
1
= 55/36 and b
1
= 19/4. Then
X(t) = c
1
_
1
3
_
e
3t
+ c
2
_
1
9
_
e
7t
+
_
55
36
19
4
_
e
t
.
576
6. Solving
det(AI) =
1 5
1 1
=
2
+ 4 = 0
1
= 2i and
2
= 2i. Corresponding eigenvectors are
K
1
=
_
5
1 + 2i
_
and K
2
=
_
5
1 2i
_
.
Thus
X
c
= c
1
_
5 cos 2t
cos 2t 2 sin 2t
_
+ c
2
_
5 sin 2t
2 cos 2t + sin 2t
_
.
Substituting
X
p
=
_
a
2
b
2
_
cos t +
_
a
1
b
1
_
sin t
a
2
+ 5b
2
a
1
= 0
a
2
+ b
2
b
1
2 = 0
a
1
+ 5b
1
+ a
2
+ 1 = 0
a
1
+ b
1
+ b
2
= 0
2
= 3, b
2
= 2/3, a
1
= 1/3, and b
1
= 1/3. Then
X(t) = c
1
_
5 cos 2t
cos 2t 2 sin 2t
_
+ c
2
_
5 sin 2t
2 cos 2t + sin 2t
_
+
_
3
2
3
_
cos t +
_
1
3
1
3
_
sin t.
7. Solving
det(AI) =
1 1 1
0 2 3
0 0 5
= (1 )(2 )(5 ) = 0
1
= 1,
2
= 2, and
3
K
1
=
_
_
_
1
0
0
_
_
_, K
2
=
_
_
_
1
1
0
_
_
_ and K
3
=
_
_
_
1
2
2
_
_
_.
Thus
X
c
= C
1
_
_
_
1
0
0
_
_
_e
t
+ C
2
_
_
_
1
1
0
_
_
_e
2t
+ C
3
_
_
_
1
2
2
_
_
_e
5t
.
Substituting
X
p
=
_
_
_
a
1
b
1
c
1
_
_
_e
4t
3a
1
+ b
1
+ c
1
= 1
2b
1
+ 3c
1
= 1
c
1
= 2
577
from which we obtain c
1
= 2, b
1
= 7/2, and a
1
= 3/2. Then
X(t) = C
1
_
_
_
1
0
0
_
_
_e
t
+ C
2
_
_
_
1
1
0
_
_
_e
2t
+ C
3
_
_
_
1
2
2
_
_
_e
5t
+
_
_
_
3
2
7
2
2
_
_
_e
4t
.
8. Solving
det(AI) =
0 5
0 5 0
5 0
= ( 5)
2
( + 5) = 0
1
= 5,
2
= 5, and
3
K
1
=
_
_
_
1
0
0
_
_
_, K
2
=
_
_
_
1
1
1
_
_
_ and K
3
=
_
_
_
1
0
1
_
_
_.
Thus
X
c
= C
1
_
_
_
1
0
1
_
_
_e
5t
+ C
2
_
_
_
1
1
1
_
_
_e
5t
+ C
3
_
_
_
1
0
1
_
_
_e
5t
.
Substituting
X
p
=
_
_
_
a
1
b
1
c
1
_
_
_
5c
1
= 5
5b
1
= 10
5a
1
= 40
from which we obtain c
1
= 1, b
1
= 2, and a
1
= 8. Then
X(t) = C
1
_
_
_
1
0
1
_
_
_e
5t
+ C
2
_
_
_
1
1
1
_
_
_e
5t
+ C
3
_
_
_
1
0
1
_
_
_e
5t
+
_
_
_
8
2
1
_
_
_.
9. Solving
det(AI) =
1 2
3 4
=
2
3 + 2 = ( 1)( 2) = 0
1
= 1 and
2
K
1
=
_
1
1
_
and K
2
=
_
4
6
_
.
Thus
X
c
= c
1
_
1
1
_
e
t
+ c
2
_
4
6
_
e
2t
.
Substituting
X
p
=
_
a
1
b
1
_
578
a
1
2b
1
= 3
3a
1
+ 4b
1
= 3
1
= 9 and b
1
= 6. Then
X(t) = c
1
_
1
1
_
e
t
+ c
2
_
4
6
_
e
2t
+
_
9
6
_
.
Setting
X(0) =
_
4
5
_
we obtain
c
1
4c
2
9 = 4
c
1
+ 6c
2
+ 6 = 5.
Then c
1
= 13 and c
2
= 2 so
X(t) = 13
_
1
1
_
e
t
+ 2
_
4
6
_
e
2t
+
_
9
6
_
.
10. (a) Let I =
_
i
2
i
3
_
so that
I
=
_
2 2
2 5
_
I +
_
60
60
_
and
I
c
= c
1
_
2
1
_
e
t
+ c
2
_
1
2
_
e
6t
.
If I
p
=
_
a
1
b
1
_
then I
p
=
_
30
0
_
so that
I = c
1
_
2
1
_
e
t
+ c
2
_
1
2
_
e
6t
+
_
30
0
_
.
For I(0) =
_
0
0
_
we nd c
1
= 12 and c
2
= 6.
(b) i
1
(t) = i
2
(t) + i
3
(t) = 12e
t
18e
6t
+ 30.
11. From
X
=
_
3 3
2 2
_
X+
_
4
1
_
we obtain
X
c
= c
1
_
1
1
_
+ c
2
_
3
2
_
e
t
.
Then
=
_
1 3e
t
1 2e
t
_
and
1
=
_
2 3
e
t
e
t
_
so that
U =
_

1
Fdt =
_ _
11
5e
t
_
dt =
_
11t
5e
t
_
and
X
p
= U =
_
11
11
_
t +
_
15
10
_
.
579
12. From
X
=
_
2 1
3 2
_
X+
_
0
4
_
t
we obtain
X
c
= c
1
_
1
1
_
e
t
+ c
2
_
1
3
_
e
t
.
Then
=
_
e
t
e
t
e
t
3e
t
_
and
1
=
_
3
2
e
t
1
2
e
t
1
2
e
t 1
2
e
t
_
so that
U =
_

1
Fdt =
_ _
2te
t
2te
t
_
dt =
_
2te
t
+ 2e
t
2te
t
2e
t
_
and
X
p
= U =
_
4
8
_
t +
_
0
4
_
.
13. From
X
=
_
3 5
3
4
1
_
X+
_
1
1
_
e
t/2
we obtain
X
c
= c
1
_
10
3
_
e
3t/2
+ c
2
_
2
1
_
e
t/2
.
Then
=
_
10e
3t/2
2e
t/2
3e
3t/2
e
t/2
_
and
1
=
_
1
4
e
3t/2
1
2
e
3t/2
3
4
e
t/2 5
2
e
t/2
_
so that
U =
_

1
Fdt =
_ _
3
4
e
t
13
4
_
dt =
_
3
4
e
t
13
4
t
_
and
X
p
= U =
_
13
2
13
4
_
te
t/2
+
_
15
2
9
4
_
e
t/2
.
14. From
X
=
_
2 1
4 2
_
X+
_
sin 2t
2 cos 2t
_
we obtain
X
c
= c
1
_
sin 2t
2 cos 2t
_
e
2t
+ c
2
_
cos 2t
2 sin 2t
_
e
2t
.
Then
=
_
e
2t
sin 2t e
2t
cos 2t
2e
2t
cos 2t 2e
2t
sin 2t
_
and
1
=
_
1
2
e
2t
sin 2t
1
4
e
2t
cos 2t
1
2
e
2t
cos 2t
1
4
e
2t
sin 2t
_
so that
U =
_

1
Fdt =
_ _
1
2
cos 4t
1
2
sin 4t
_
dt =
_
1
8
sin 4t
1
8
cos 4t
_
and
X
p
= U =
_
1
8
sin 2t cos 4t
1
8
cos 2t cos 4t
1
4
cos 2t sin 4t
1
4
sin 2t cos 4t
_
e
2t
.
580
15. From
X
=
_
0 2
1 3
_
X+
_
1
1
_
e
t
we obtain
X
c
= c
1
_
2
1
_
e
t
+ c
2
_
1
1
_
e
2t
.
Then
=
_
2e
t
e
2t
e
t
e
2t
_
and
1
=
_
e
t
e
t
e
2t
2e
2t
_
so that
U =
_

1
Fdt =
_ _
2
3e
t
_
dt =
_
2t
3e
t
_
and
X
p
= U =
_
4
2
_
te
t
+
_
3
3
_
e
t
.
16. From
X
=
_
0 2
1 3
_
X+
_
2
e
3t
_
we obtain
X
c
= c
1
_
2
1
_
e
t
+ c
2
_
1
1
_
e
2t
.
Then
=
_
2e
t
e
2t
e
t
e
2t
_
and
1
=
_
e
t
e
t
e
2t
2e
2t
_
so that
U =
_

1
Fdt =
_ _
2e
t
e
4t
2e
2t
+ 2e
5t
_
dt =
_
2e
t
+
1
4
e
4t
e
2t
2
5
e
5t
_
and
X
p
= U =
_
1
10
e
3t
3
3
20
e
3t
1
_
.
17. From
X
=
_
1 8
1 1
_
X+
_
12
12
_
t
we obtain
X
c
= c
1
_
4
1
_
e
3t
+ c
2
_
2
1
_
e
3t
.
Then
=
_
4e
3t
2e
3t
e
3t
e
3t
_
and
1
=
_
1
6
e
3t 1
3
e
3t
1
6
e
3t 2
3
e
3t
_
so that
U =
_

1
Fdt =
_ _
6te
3t
6te
3t
_
dt =
_
2te
3t
2
3
e
3t
2te
3t
2
3
e
3t
_
and
X
p
= U =
_
12
0
_
t +
_
4
3
4
3
_
.
581
18. From
X
=
_
1 8
1 1
_
X+
_
e
t
te
t
_
we obtain
X
c
= c
1
_
4
1
_
e
3t
+ c
2
_
2
1
_
e
3t
.
Then
=
_
4e
3t
2e
3t
e
3t
e
3t
_
and
1
=
_
1
6
e
3t 1
3
e
3t
1
6
e
3t 2
3
e
3t
_
so that
U =
_

1
Fdt =
_
_
1
6
e
4t
+
1
3
te
2t
1
6
e
2t
+
2
3
te
4t
_
dt =
_
1
24
e
4t
1
6
te
2t
1
12
e
2t
1
12
e
2t
+
1
6
te
4t
1
24
e
4t
_
and
X
p
= U =
_
te
t
1
4
e
t
1
8
e
t
1
8
e
t
_
.
19. From
X
=
_
3 2
2 1
_
X+
_
2
1
_
e
t
we obtain
X
c
= c
1
_
1
1
_
e
t
+ c
2
__
1
1
_
te
t
+
_
0
1
2
_
e
t
_
.
Then
=
_
e
t
te
t
e
t 1
2
e
t
te
t
_
and
1
=
_
e
t
2te
t
2te
t
2e
t
2e
t
_
so that
U =
_

1
Fdt =
_ _
2e
2t
6te
2t
6e
2t
_
dt =
_
1
2
e
2t
+ 3te
2t
3e
2t
_
and
X
p
= U =
_
1
2
2
_
e
t
.
20. From
X
=
_
3 2
2 1
_
X+
_
1
1
_
we obtain
X
c
= c
1
_
1
1
_
e
t
+ c
2
__
1
1
_
te
t
+
_
0
1
2
_
e
t
_
.
Then
=
_
e
t
te
t
e
t 1
2
e
t
te
t
_
and
1
=
_
e
t
2te
t
2te
t
2e
t
2e
t
_
so that
U =
_

1
Fdt =
_ _
e
t
4te
t
2e
t
_
dt =
_
3e
t
+ 4te
t
2e
t
_
and
X
p
= U =
_
3
5
_
.
582
21. From
X
=
_
0 1
1 0
_
X+
_
sec t
0
_
we obtain
X
c
= c
1
_
cos t
sin t
_
+ c
2
_
sin t
cos t
_
.
Then
=
_
cos t sin t
sin t cos t
_
and
1
=
_
cos t sin t
sin t cos t
_
so that
U =
_

1
Fdt =
_ _
1
tan t
_
dt =
_
t
ln | cos t|
_
and
X
p
= U =
_
t cos t sin t ln | cos t|
t sin t + cos t ln | cos t|
_
.
22. From
X
=
_
1 1
1 1
_
X+
_
3
3
_
e
t
we obtain
X
c
= c
1
_
sin t
cos t
_
e
t
+ c
2
_
cos t
sin t
_
e
t
.
Then
=
_
sin t cos t
cos t sin t
_
e
t
and
1
=
_
sin t cos t
cos t sin t
_
e
t
so that
U =
_

1
Fdt =
_ _
3 sin t + 3 cos t
3 cos t + 3 sin t
_
dt =
_
3 cos t + 3 sin t
3 sin t 3 cos t
_
and
X
p
= U =
_
3
3
_
e
t
.
23. From
X
=
_
1 1
1 1
_
X+
_
cos t
sin t
_
e
t
we obtain
X
c
= c
1
_
sin t
cos t
_
e
t
+ c
2
_
cos t
sin t
_
e
t
.
Then
=
_
sin t cos t
cos t sin t
_
e
t
and
1
=
_
sin t cos t
cos t sin t
_
e
t
so that
U =
_

1
Fdt =
_ _
0
1
_
dt =
_
0
t
_
and
X
p
= U =
_
cos t
sin t
_
te
t
.
583
24. From
X
=
_
2 2
8 6
_
X+
_
1
3
_
1
t
e
2t
we obtain
X
c
= c
1
_
1
2
_
e
2t
+ c
2
__
1
2
_
te
2t
+
_
1
2
1
2
_
e
2t
_
.
Then
=
_
1 t +
1
2
2 2t +
1
2
_
e
2t
and
1
=
_
4t 1 2t + 1
4 2
_
e
2t
so that
U =
_

1
Fdt =
_ _
2 + 2/t
2/t
_
dt =
_
2t + 2 ln t
2 ln t
_
and
X
p
= U =
_
2t + ln t 2t ln t
4t + 3 ln t 4t ln t
_
e
2t
.
25. From
X
=
_
0 1
1 0
_
X+
_
0
sec t tan t
_
we obtain
X
c
= c
1
_
cos t
sin t
_
+ c
2
_
sin t
cos t
_
.
Then
=
_
cos t sin t
sin t cos t
_
t and
1
=
_
cos t sin t
sin t cos t
_
so that
U =
_

1
Fdt =
_ _
tan
2
t
tan t
_
dt =
_
t tan t
ln | cos t|
_
and
X
p
= U =
_
cos t
sin t
_
t +
_
sin t
sin t tan t
_
_
sin t
cos t
_
ln | cos t|.
26. From
X
=
_
0 1
1 0
_
X+
_
1
cot t
_
we obtain
X
c
= c
1
_
cos t
sin t
_
+ c
2
_
sin t
cos t
_
.
Then
=
_
cos t sin t
sin t cos t
_
and
1
=
_
cos t sin t
sin t cos t
_
so that
U =
_

1
Fdt =
_ _
0
csc t
_
dt =
_
0
ln | csc t cot t|
_
and
X
p
= U =
_
sin t ln | csc t cot t|
cos t ln | csc t cot t|
_
.
584
27. From
X
=
_
1 2
1
2
1
_
X+
_
csc t
sec t
_
e
t
we obtain
X
c
= c
1
_
2 sin t
cos t
_
e
t
+ c
2
_
2 cos t
sin t
_
e
t
.
Then
=
_
2 sin t 2 cos t
cos t sin t
_
e
t
and
1
=
_
1
2
sin t cos t
1
2
cos t sin t
_
e
t
so that
U =
_

1
Fdt =
_
_
3
2
1
2
cot t tan t
_
dt =
_
3
2
t
1
2
ln | sin t| + ln | cos t|
_
and
X
p
= U =
_
3 sin t
3
2
cos t
_
te
t
+
_
cos t
1
2
sin t
_
e
t
ln | sin t| +
_
2 cos t
sin t
_
e
t
ln | cos t|.
28. From
X
=
_
1 2
1 1
_
X+
_
tan t
1
_
we obtain
X
c
= c
1
_
cos t sin t
cos t
_
+ c
2
_
cos t + sin t
sin t
_
.
Then
=
_
cos t sin t cos t + sin t
cos t sin t
_
and
1
=
_
sin t cos t + sin t
cos t sin t cos t
_
so that
U =
_

1
Fdt =
_ _
2 cos t + sin t sec t
2 sin t cos t
_
dt =
_
2 sin t cos t ln | sec t + tan t|
2 cos t sin t
_
and
X
p
= U =
_
3 sin t cos t cos
2
t 2 sin
2
t + (sin t cos t) ln | sec t + tan t|
sin
2
t cos
2
t cos t(ln | sec t + tan t|)
_
.
29. From
X
=
_
_
_
1 1 0
1 1 0
0 0 3
_
_
_X+
_
_
_
e
t
e
2t
te
3t
_
_
_
we obtain
X
c
= c
1
_
_
_
1
1
0
_
_
_+ c
2
_
_
_
1
1
0
_
_
_e
2t
+ c
3
_
_
_
0
0
1
_
_
_e
3t
.
Then
=
_
_
_
1 e
2t
0
1 e
2t
0
0 0 e
3t
_
_
_ and
1
=
_
_
_
1
2

1
2
0
1
2
e
2t 1
2
e
2t
0
0 0 e
3t
_
_
_
so that
U =
_

1
Fdt =
_
_
_
_
1
2
e
t
1
2
e
2t
1
2
e
t
+
1
2
t
_
_
_dt =
_
_
_
1
2
e
t
1
4
e
2t
1
2
e
t
+
1
2
t
1
2
t
2
_
_
_
585
and
X
p
= U =
_
_
_
1
4
e
2t
+
1
2
te
2t
e
t
+
1
4
e
2t
+
1
2
te
2t
1
2
t
2
e
3t
_
_
_.
30. From
X
=
_
_
_
3 1 1
1 1 1
1 1 1
_
_
_X+
_
_
_
0
t
2e
t
_
_
_
we obtain
X
c
= c
1
_
_
_
1
1
1
_
_
_e
t
+ c
2
_
_
_
1
1
0
_
_
_e
2t
+ c
3
_
_
_
1
0
1
_
_
_e
2t
.
Then
=
_
_
_
e
t
e
2t
e
2t
e
t
e
2t
0
e
t
0 e
2t
_
_
_ and
1
=
_
_
_
e
t
e
t
e
t
e
2t
0 e
2t
e
2t
e
2t
0
_
_
_
so that
U =
_

1
Fdt =
_
_
_
_
te
t
+ 2
2e
t
te
2t
_
_
_dt =
_
_
_
te
t
e
t
+ 2t
2e
t
1
2
te
2t
+
1
4
e
2t
_
_
_
and
X
p
= U =
_
_
_
1
2
1
1
2
_
_
_t +
_
_
_
3
4
1
3
4
_
_
_+
_
_
_
2
2
0
_
_
_e
t
+
_
_
_
2
2
2
_
_
_te
t
.
31. From
X
=
_
3 1
1 3
_
X+
_
4e
2t
4e
4t
_
we obtain
=
_
e
4t
e
2t
e
4t
e
2t
_
,
1
=
_
1
2
e
4t 1
2
e
4t
1
2
e
2t 1
2
e
2t
_
,
and
X =
1
(0)X(0) +
_
t
0
1
Fds =
_
0
1
_
+
_
e
2t
+ 2t 1
e
2t
+ 2t 1
_
=
_
2
2
_
te
2t
+
_
1
1
_
e
2t
+
_
2
2
_
te
4t
+
_
2
0
_
e
4t
.
32. From
X
=
_
1 1
1 1
_
X+
_
1/t
1/t
_
we obtain
=
_
1 1 + t
1 t
_
,
1
=
_
t 1 + t
1 1
_
,
and
X =
1
(1)X(1) +
_
t
1
1
Fds =
_
4
3
_
+
_
ln t
0
_
=
_
3
3
_
t
_
1
4
_
+
_
1
1
_
ln t.
586
33. Let I =
_
i
1
i
2
_
so that
I
=
_
11 3
3 3
_
I +
_
100 sin t
0
_
and
I
c
= c
1
_
1
3
_
e
2t
+ c
2
_
3
1
_
e
12t
.
Then
=
_
e
2t
3e
12t
3e
2t
e
12t
_
,
1
=
_
1
10
e
2t 3
10
e
2t
3
10
e
12t
1
10
e
12t
_
,
U =
_

1
Fdt =
_ _
10e
2t
sin t
30e
12t
sin t
_
dt =
_
2e
2t
(2 sin t cos t)
6
29
e
12t
(12 sin t cos t)
_
,
and
I
p
= U =
_
332
29
sin t
76
29
cos t
276
29
sin t
168
29
cos t
_
so that
I = c
1
_
1
3
_
e
2t
+ c
2
_
3
1
_
e
12t
+I
p
.
If I(0) =
_
0
0
_
then c
1
= 2 and c
2
=
6
29
.
34. (a) The eigenvalues are 0, 1, 3, and 4, with corresponding eigenvectors
_
_
_
_
_
6
4
1
2
_
_
_
_
_
,
_
_
_
_
_
2
1
0
0
_
_
_
_
_
,
_
_
_
_
_
3
1
2
1
_
_
_
_
_
, and
_
_
_
_
_
1
1
0
0
_
_
_
_
_
.
(b) =
_
_
_
_
_
6 2e
t
3e
3t
e
4t
4 e
t
e
3t
e
4t
1 0 2e
3t
0
2 0 e
3t
0
_
_
_
_
_
,
1
=
_
_
_
_
_
0 0
1
3
2
3
1
3
e
t 1
3
e
t
2e
t 8
3
e
t
0 0
2
3
e
3t
1
3
e
3t
1
3
e
4t 2
3
e
4t
0
1
3
e
4t
_
_
_
_
_
(c)
1
(t)F(t) =
_
_
_
_
_
2
3

1
3
e
2t
1
3
e
2t
+
8
3
e
t
2e
t
+
1
3
t
1
3
e
3t
+
2
3
e
t
2
3
e
5t
+
1
3
e
4t
1
3
te
3t
_
_
_
_
_
,
_

1
(t)F(t)dt =
_
_
_
_
_
1
6
e
2t
+
2
3
t
1
6
e
2t
8
3
e
t
2e
t
+
1
6
t
2
1
9
e
3t
2
3
e
t
2
15
e
5t
1
12
e
4t
+
1
27
e
3t
+
1
9
te
3t
_
_
_
_
_
,
X
p
(t) = (t)
_

1
(t)F(t)dt =
_
_
_
_
_
5e
2t
1
5
e
t
1
27
e
t
1
9
te
t
+
1
3
t
2
e
t
4t
59
12
2e
2t
3
10
e
t
+
1
27
e
t
+
1
9
te
t
+
1
6
t
2
e
t
8
3
t
95
36
3
2
e
2t
+
2
3
t +
2
9
e
2t
+
4
3
t
1
9
_
_
_
_
_
,
587
X
c
(t) = (t)C =
_
_
_
_
_
6c
1
+ 2c
2
e
t
+ 3c
3
e
3t
c
4
e
4t
4c
1
+ c
2
e
t
+ c
3
e
3t
+ c
4
e
4t
c
1
+ 2c
3
e
3t
2c
1
+ c
3
e
3t
_
_
_
_
_
,
X(t) = (t)C+(t)
_

1
(t)F(t)dt
=
_
_
_
_
_
6c
1
+ 2c
2
e
t
+ 3c
3
e
3t
c
4
e
4t
4c
1
+ c
2
e
t
+ c
3
e
3t
+ c
4
e
4t
c
1
+ 2c
3
e
3t
2c
1
+ c
3
e
3t
_
_
_
_
_
+
_
_
_
_
_
5e
2t
1
5
e
t
1
27
e
t
1
9
te
t
+
1
3
t
2
e
t
4t
59
12
2e
2t
3
10
e
t
+
1
27
e
t
+
1
9
te
t
+
1
6
t
2
e
t
8
3
t
95
36
3
2
e
2t
+
2
3
t +
2
9
e
2t
+
4
3
t
1
9
_
_
_
_
_
(d) X(t) = c
1
_
_
_
_
_
6
4
1
2
_
_
_
_
_
+ c
2
_
_
_
_
_
2
1
0
0
_
_
_
_
_
e
t
+ c
3
_
_
_
_
_
3
1
2
1
_
_
_
_
_
e
3t
+ c
4
_
_
_
_
_
1
1
0
0
_
_
_
_
_
e
4t
+
_
_
_
_
_
5e
2t
1
5
e
t
1
27
e
t
1
9
te
t
+
1
3
t
2
e
t
4t
59
12
2e
2t
3
10
e
t
+
1
27
e
t
+
1
9
te
t
+
1
6
t
2
e
t
8
3
t
95
36
3
2
e
2t
+
2
3
t +
2
9
e
2t
+
4
3
t
1
9
_
_
_
_
_
35.
1
= 1,
2
= 2, K
1
=
_
1
3
_
, K
2
=
_
2
7
_
, P =
_
1 2
3 7
_
, P
1
=
_
7 2
3 1
_
, P
1
F =
_
34
14
_
;
Y
=
_
1 0
0 2
_
Y +
_
34
14
_
y
1
= 34 + c
1
e
t
, y
2
= 7 + c
2
e
2t
X = PY =
_
1 2
3 7
__
34 + c
1
e
t
7 + c
2
e
2t
_
=
_
20 + c
1
e
t
+ 2c
2
e
2t
53 + 3c
1
e
t
+ 7c
2
e
2t
_
= c
1
_
1
3
_
e
t
+ c
2
_
2
7
_
e
2t
+
_
20
53
_
36.
1
= 1,
2
= 4, K
1
=
_
3
2
_
, K
2
=
_
1
1
_
, P =
_
3 1
2 1
_
, P
1
=
1
5
_
1 1
2 3
_
, P
1
F =
_
0
e
t
_
;
Y
=
_
1 0
0 4
_
Y +
_
0
e
t
_
y
1
= c
1
e
t
, y
2
=
1
3
e
t
+ c
2
e
4t
X = PY =
_
3 1
2 1
__
c
1
e
t
1
3
e
t
+ c
2
e
4t
_
=
_
1
3
e
t
+ 3c
1
e
t
+ c
2
e
4t
1
3
e
t
2c
1
e
t
+ c
2
e
4t
_
= c
1
_
3
2
_
e
t
+c
2
_
1
1
_
e
4t
1
3
_
1
1
_
e
t
37.
1
= 0,
2
= 10, K
1
=
_
1
1
_
, K
2
=
_
1
1
_
, P =
_
1 1
1 1
_
, P
1
=
1
2
_
1 1
1 1
_
, P
1
F =
_
t 4
t + 4
_
;
Y
=
_
0 0
0 10
_
Y +
_
t 4
t + 4
_
y
1
=
1
2
t
2
4t + c
1
, y
2
=
1
10
t
41
100
+ c
2
e
10t
588
10.5 Matrix Exponential
X = PY =
_
1 1
1 1
_
_
1
2
t
2
4t + c
1
1
10
t
41
100
+ c
2
e
10t
_
=
_
1
2
t
2
41
10
t
41
100
+ c
1
+ c
2
e
10t
1
2
t
2
+
39
10
t
41
100
c
1
+ c
2
e
10t
_
= c
1
_
1
1
_
+ c
2
_
1
1
_
e
10t
+
1
2
_
1
1
_
t
2
+
1
10
_
41
39
_
t
41
100
_
1
1
_
38.
1
= 1,
2
= 1, K
1
=
_
1
1
_
, K
2
=
_
1
1
_
, P =
_
1 1
1 1
_
, P
1
=
1
2
_
1 1
1 1
_
, P
1
F =
_
2 4e
2t
2 + 4e
2t
_
;
Y
=
_
1 0
0 1
_
Y +
_
2 4e
2t
2 + 4e
2t
_
y
1
= 2 + 4e
2t
+ c
1
e
t
, y
2
= 2
4
3
e
2t
+ c
2
e
t
X = PY =
_
1 1
1 1
__
2 + 4e
2t
+ c
1
e
t
2
4
3
e
2t
+ c
2
e
t
_
=
_
8
3
e
2t
+ c
1
e
t
+ c
2
e
t
4
16
3
e
2t
c
1
e
t
+ c
2
e
t
_
= c
1
_
1
1
_
e
t
+ c
2
_
1
1
_
e
t
+
8
3
_
1
2
_
e
2t
+
_
0
4
_
EXERCISES 10.5
Matrix Exponential
1. For A =
_
1 0
0 2
_
we have
A
2
=
_
1 0
0 2
__
1 0
0 2
_
=
_
1 0
0 4
_
,
A
3
= AA
2
=
_
1 0
0 2
__
1 0
0 4
_
=
_
1 0
0 8
_
,
A
4
= AA
3
=
_
1 0
0 2
__
1 0
0 8
_
=
_
1 0
0 16
_
,
and so on. In general
A
k
=
_
1 0
0 2
k
_
for k = 1, 2, 3, . . . .
Thus
e
At
= I +
A
1!
t +
A
2
2!
t
2
+
A
3
3!
t
3
+
=
_
1 0
0 1
_
+
1
1!
_
1 0
0 2
_
t +
1
2!
_
1 0
0 4
_
t
2
+
1
3!
_
1 0
0 8
_
t
3
+
=
_
_
_
1 + t +
t
2
2!
+
t
3
3!
+ 0
0 1 + t +
(2t)
2
2!
+
(2t)
3
3!
+
_
_
_ =
_
e
t
0
0 e
2t
_
589
and
e
At
=
_
e
t
0
0 e
2t
_
.
2. For A =
_
0 1
1 0
_
we have
A
2
=
_
0 1
1 0
__
0 1
1 0
_
=
_
1 0
0 1
_
= I
A
3
= AA
2
=
_
0 1
1 0
_
I =
_
0 1
1 0
_
= A
A
4
= (A
2
)
2
= I
A
5
= AA
4
= AI = A,
and so on. In general,
A
k
=
_
A, k = 1, 3, 5, . . .
I, k = 2, 4, 6, . . . .
Thus
e
At
= I +
A
1!
t +
A
2
2!
t
2
+
A
3
3!
t
3
+
= I +At +
1
2!
It
2
+
1
3!
At
3
+
= I
_
1 +
1
2!
t
2
+
1
4!
t
4
+
_
+A
_
t +
1
3!
t
3
+
1
5!
t
5
+
_
= I cosh t +Asinh t =
_
cosh t sinh t
sinh t cosh t
_
and
e
At
=
_
cosh(t) sinh(t)
sinh(t) cosh(t)
_
=
_
cosh t sinh t
sinh t cosh t
_
.
3. For
A =
_
_
_
1 1 1
1 1 1
2 2 2
_
_
_
we have
A
2
=
_
_
_
1 1 1
1 1 1
2 2 2
_
_
_
_
_
_
1 1 1
1 1 1
2 2 2
_
_
_ =
_
_
_
0 0 0
0 0 0
0 0 0
_
_
_.
Thus, A
3
= A
4
= A
5
= = 0 and
e
At
= I +At =
_
_
_
1 0 0
0 1 0
0 0 1
_
_
_+
_
_
_
t t t
t t t
2t 2t 2t
_
_
_ =
_
_
_
t + 1 t t
t t + 1 t
2t 2t 2t + 1
_
_
_.
590
4. For
A =
_
_
_
0 0 0
3 0 0
5 1 0
_
_
_
we have
A
2
=
_
_
_
0 0 0
3 0 0
5 1 0
_
_
_
_
_
_
0 0 0
3 0 0
5 1 0
_
_
_ =
_
_
_
0 0 0
0 0 0
3 0 0
_
_
_
A
3
= AA
2
=
_
_
_
0 0 0
3 0 0
5 1 0
_
_
_
_
_
_
0 0 0
0 0 0
3 0 0
_
_
_ =
_
_
_
0 0 0
0 0 0
0 0 0
_
_
_.
Thus, A
4
= A
5
= A
6
= = 0 and
e
At
= I +At +
1
2
A
2
t
2
=
_
_
_
1 0 0
0 1 0
0 0 1
_
_
_+
_
_
_
0 0 0
3t 0 0
5t t 0
_
_
_+
_
_
_
0 0 0
0 0 0
3
2
t
2
0 0
_
_
_ =
_
_
_
1 0 0
3t 1 0
3
2
t
2
+ 5t t 1
_
_
_.
5. Using the result of Problem 1,
X =
_
e
t
0
0 e
2t
__
c
1
c
2
_
= c
1
_
e
t
0
_
+ c
2
_
0
e
t
_
.
X =
_
cosh t sinh t
sinh t cosh t
__
c
1
c
2
_
= c
1
_
cosh t
sinh t
_
+ c
2
_
sinh t
cosh t
_
.
X =
_
_
_
t + 1 t t
t t + 1 t
2t 2t 2t + 1
_
_
_
_
_
_
c
1
c
2
c
3
_
_
_ = c
1
_
_
_
t + 1
t
2t
_
_
_+ c
2
_
_
_
t
t + 1
2t
_
_
_+ c
3
_
_
_
t
t
2t + 1
_
_
_.
X =
_
_
_
1 0 0
3t 1 0
3
2
t
2
+ 5t t 1
_
_
_
_
_
_
c
1
c
2
c
3
_
_
_ = c
1
_
_
_
1
3t
3
2
t
2
+ 5t
_
_
_+ c
2
_
_
_
0
1
t
_
_
_+ c
3
_
_
_
0
0
1
_
_
_.
9. To solve
X
=
_
1 0
0 2
_
X+
_
3
1
_
591
we identify t
0
= 0, F(t) =
_
3
1
_
, and use the results of Problem 1 and equation (6) in the text.
X(t) = e
At
C+ e
At
_
t
t0
e
As
F(s) ds
=
_
e
t
0
0 e
2t
__
c
1
c
2
_
+
_
e
t
0
0 e
2t
__
t
0
_
e
s
0
0 e
2s
__
3
1
_
ds
=
_
c
1
e
t
c
2
e
2t
_
+
_
e
t
0
0 e
2t
__
t
0
_
3e
s
e
2s
_
ds
=
_
c
1
e
t
c
2
e
2t
_
+
_
e
t
0
0 e
2t
__
3e
s
1
2
e
2s
_
t
0
=
_
c
1
e
t
c
2
e
2t
_
+
_
e
t
0
0 e
2t
__
3e
t
+ 3
1
2
e
2t
1
2
_
=
_
c
1
e
t
c
2
e
2t
_
+
_
3 + 3e
t
1
2

1
2
e
2t
_
= c
3
_
1
0
_
e
t
+ c
4
_
0
1
_
e
2t
+
_
3
1
2
_
.
10. To solve
X
=
_
1 0
0 2
_
X+
_
t
e
4t
_
we identify t
0
= 0, F(t) =
_
t
e
4t
_
X(t) = e
At
C+ e
At
_
t
t0
e
As
F(s) ds
=
_
e
t
0
0 e
2t
__
c
1
c
2
_
+
_
e
t
0
0 e
2t
__
t
0
_
e
s
0
0 e
2s
__
s
e
4s
_
ds
=
_
c
1
e
t
c
2
e
2t
_
+
_
e
t
0
0 e
2t
__
t
0
_
se
s
e
2s
_
ds
=
_
c
1
e
t
c
2
e
2t
_
+
_
e
t
0
0 e
2t
__
se
s
e
s
1
2
e
2s
_
t
0
=
_
c
1
e
t
c
2
e
2t
_
+
_
e
t
0
0 e
2t
__
te
t
e
t
+ 1
1
2
e
2t
1
2
_
=
_
c
1
e
t
c
2
e
2t
_
+
_
t 1 + e
t
1
2
e
4t
1
2
e
2t
_
= c
3
_
1
0
_
e
t
+ c
4
_
0
1
_
e
2t
+
_
t 1
1
2
e
4t
_
.
11. To solve
X
=
_
0 1
1 0
_
X+
_
1
1
_
592
we identify t
0
= 0, F(t) =
_
1
1
_
X(t) = e
At
C+ e
At
_
t
t0
e
As
F(s) ds
=
_
cosh t sinh t
sinh t cosh t
__
c
1
c
2
_
+
_
cosh t sinh t
sinh t cosh t
__
t
0
_
cosh s sinh s
sinh s cosh s
__
1
1
_
ds
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
cosh t sinh t
sinh t cosh t
__
t
0
_
cosh s sinh s
sinh s + cosh s
_
ds
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
cosh t sinh t
sinh t cosh t
__
sinh s cosh s
cosh s + sinh s
_
t
0
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
cosh t sinh t
sinh t cosh t
__
sinh t cosh t + 1
cosh t + sinh t + 1
_
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
sinh
2
t cosh
2
t + cosh t + sinh t
sinh
2
t cosh
2
t + sinh t + cosh t
_
= c
1
_
cosh t
sinh t
_
+ c
2
_
sinh t
cosh t
_
+
_
cosh t
sinh t
_
+
_
sinh t
cosh t
_
_
1
1
_
= c
3
_
cosh t
sinh t
_
+ c
4
_
sinh t
cosh t
_
_
1
1
_
.
12. To solve
X
=
_
0 1
1 0
_
X+
_
cosh t
sinh t
_
we identify t
0
= 0, F(t) =
_
cosh t
sinh t
_
X(t) = e
At
C+ e
At
_
t
t0
e
As
F(s) ds
=
_
cosh t sinh t
sinh t cosh t
__
c
1
c
2
_
+
_
cosh t sinh t
sinh t cosh t
__
t
0
_
cosh s sinh s
sinh s cosh s
__
cosh s
sinh s
_
ds
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
cosh t sinh t
sinh t cosh t
__
t
0
_
1
0
_
ds
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
cosh t sinh t
sinh t cosh t
__
s
0
_
t
0
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
cosh t sinh t
sinh t cosh t
__
t
0
_
=
_
c
1
cosh t + c
2
sinh t
c
1
sinh t + c
2
cosh t
_
+
_
t cosh t
t sinh t
_
= c
1
_
cosh t
sinh t
_
+ c
2
_
sinh t
cosh t
_
+ t
_
cosh t
sinh t
_
.
13. We have
X(0) = c
1
_
_
_
1
0
0
_
_
_+ c
2
_
_
_
0
1
0
_
_
_+ c
3
_
_
_
0
0
1
_
_
_ =
_
_
_
c
1
c
2
c
3
_
_
_ =
_
_
_
1
4
6
_
_
_.
593
Thus, the solution of the initial-value problem is
X =
_
_
_
t + 1
t
2t
_
_
_4
_
_
_
t
t + 1
2t
_
_
_+ 6
_
_
_
t
t
2t + 1
_
_
_.
14. We have
X(0) = c
3
_
1
0
_
+ c
4
_
0
1
_
+
_
3
1
2
_
=
_
c
3
3
c
4
+
1
2
_
=
_
4
3
_
.
Thus, c
3
= 7 and c
4
=
5
2
, so
X = 7
_
1
0
_
e
t
+
5
2
_
0
1
_
e
2t
+
_
3
1
2
_
.
15. From sI A =
_
s 4 3
4 s + 4
_
we nd
(sI A)
1
=
_
_
_
3/2
s 2

1/2
s + 2
3/4
s 2

3/4
s + 2
1
s 2
+
1
s + 2
1/2
s 2
+
3/2
s + 2
_
_
_
and
e
At
=
_
3
2
e
2t
1
2
e
2t 3
4
e
2t
3
4
e
2t
e
2t
+ e
2t
1
2
e
2t
+
3
2
e
2t
_
.
The general solution of the system is then
X = e
At
C =
_
3
2
e
2t
1
2
e
2t 3
4
e
2t
3
4
e
2t
e
2t
+ e
2t
1
2
e
2t
+
3
2
e
2t
_
_
c
1
c
2
_
= c
1
_
3
2
1
_
e
2t
+ c
1
_
1
2
1
_
e
2t
+ c
2
_
3
4
1
2
_
e
2t
+ c
2
_
3
4
3
2
_
e
2t
=
_
1
2
c
1
+
1
4
c
2
_
_
3
2
_
e
2t
+
_
1
2
c
1
3
4
c
2
_
_
1
2
_
e
2t
= c
3
_
3
2
_
e
2t
+ c
4
_
1
2
_
e
2t
.
16. From sI A =
_
s 4 2
1 s 1
_
we nd
(sI A)
1
=
_
_
_
2
s 3

1
s 2

2
s 3
+
2
s 2
1
s 3

1
s 2
1
s 3
+
2
s 2
_
_
_
and
e
At
=
_
2e
3t
e
2t
2e
3t
+ 2e
2t
e
3t
e
2t
e
3t
+ 2e
2t
_
.
594
X = e
At
C =
_
2e
3t
e
2t
2e
3t
+ 2e
2t
e
3t
e
2t
e
3t
+ 2e
2t
__
c
1
c
2
_
= c
1
_
2
1
_
e
3t
+ c
1
_
1
1
_
e
2t
+ c
2
_
2
1
_
e
3t
+ c
2
_
2
2
_
e
2t
= (c
1
c
2
)
_
2
1
_
e
3t
+ (c
1
+ 2c
2
)
_
1
1
_
e
2t
= c
3
_
2
1
_
e
3t
+ c
4
_
1
1
_
e
2t
.
17. From sI A =
_
s 5 9
1 s + 1
_
we nd
(sI A)
1
=
_
_
_
1
s 2
+
3
(s 2)
2

9
(s 2)
2
1
(s 2)
2
1
s 2

3
(s 2)
2
_
_
_
and
e
At
=
_
e
2t
+ 3te
2t
9te
2t
te
2t
e
2t
3te
2t
_
.
X = e
At
C =
_
e
2t
+ 3te
2t
9te
2t
te
2t
e
2t
3te
2t
__
c
1
c
2
_
= c
1
_
1
0
_
e
2t
+ c
1
_
3
1
_
te
2t
+ c
2
_
0
1
_
e
2t
+ c
2
_
9
3
_
te
2t
= c
1
_
1 + 3t
t
_
e
2t
+ c
2
_
9t
1 3t
_
e
2t
.
18. From sI A =
_
s 1
2 s + 2
_
we nd
(sI A)
1
=
_
_
_
_
s + 1 + 1
(s + 1)
2
+ 1
1
(s + 1)
2
+ 1
2
(s + 1)
2
+ 1
s + 1 1
(s + 1)
2
+ 1
_
_
_
_
and
e
At
=
_
e
t
cos t + e
t
sin t e
t
sin t
2e
t
sin t e
t
cos t e
t
sin t
_
.
X = e
At
C =
_
e
t
cos t + e
t
sin t e
t
sin t
2e
t
sin t e
t
cos t e
t
sin t
__
c
1
c
2
_
= c
1
_
1
0
_
e
t
cos t + c
1
_
1
2
_
e
t
sin t + c
2
_
0
1
_
e
t
cos t + c
2
_
1
1
_
e
t
sin t
595
= c
1
_
cos t + sin t
2 sin t
_
e
t
+ c
2
_
sin t
cos t sin t
_
e
t
.
19. The eigenvalues are
1
= 1 and
2
= 6. This leads to the system
e
t
= b
0
+ b
1
e
6t
= b
0
+ 6b
1
,
which has the solution b
0
=
6
5
e
t
1
5
e
6t
and b
1
=
1
5
e
t
+
1
5
e
6t
. Then
e
At
= b
0
I + b
1
A =
_
4
5
e
t
+
1
5
e
6t 2
5
e
t
2
5
e
6t
2
5
e
t
2
5
e
6t 1
5
e
t
+
4
5
e
6t
_
.
X = e
At
C =
_
4
5
e
t
+
1
5
e
6t 2
5
e
t
2
5
e
6t
2
5
e
t
2
5
e
6t 1
5
e
t
+
4
5
e
6t
_
_
c
1
c
2
_
= c
1
_
4
5
2
5
_
e
t
+ c
1
_
1
5
2
5
_
e
6t
+ c
2
_
2
5
1
5
_
e
t
+ c
2
_
2
5
4
5
_
e
6t
=
_
2
5
c
1
+
1
5
c
2
_
_
2
1
_
e
t
+
_
1
5
c
1
2
5
c
2
_
_
1
2
_
e
6t
= c
3
_
2
1
_
e
t
+ c
4
_
1
2
_
e
6t
.
1
= 2 and
2
e
2t
= b
0
+ 2b
1
e
3t
= b
0
+ 3b
1
,
0
= 3e
2t
2e
3t
and b
1
= e
2t
+ e
3t
. Then
e
At
= b
0
I + b
1
A =
_
2e
2t
e
3t
2e
2t
+ 2e
3t
e
2t
e
3t
e
2t
+ 2e
3t
_
.
X = e
At
C =
_
2e
2t
e
3t
2e
2t
+ 2e
3t
e
2t
e
3t
e
2t
+ 2e
3t
__
c
1
c
2
_
= c
1
_
2
1
_
e
2t
+ c
1
_
1
1
_
e
3t
+ c
2
_
2
1
_
e
2t
+ c
2
_
2
2
_
e
3t
= (c
1
c
2
)
_
2
1
_
e
2t
+ (c
1
+ 2c
2
)
_
1
1
_
e
3t
= c
3
_
2
1
_
e
2t
+ c
4
_
1
1
_
e
3t
.
596
1
= 1 and
2
e
t
= b
0
b
1
e
3t
= b
0
+ 3b
1
,
0
=
3
4
e
t
+
1
4
e
3t
and b
1
=
1
4
e
t
+
1
4
e
3t
. Then
e
At
= b
0
I + b
1
A =
_
e
3t
2e
t
+ 2e
3t
0 e
t
_
.
X = e
At
C =
_
e
3t
2e
t
+ 2e
3t
0 e
t
_
_
c
1
c
2
_
= c
1
_
1
0
_
e
3t
+ c
2
_
2
1
_
e
t
+ c
2
_
2
0
_
e
3t
= c
2
_
2
1
_
e
t
+ (c
1
+ 2c
2
)
_
1
0
_
e
3t
= c
3
_
2
1
_
e
t
+ c
4
_
1
0
_
e
3t
.
1
=
1
4
and
2
=
1
2
. This leads to the system
e
t/4
= b
0
+
1
4
b
1
e
t/2
= b
0
+
1
2
b
1
,
0
= 2e
t/4
+ e
t/2
and b
1
= 4e
t/4
+ 4e
t/2
. Then
e
At
= b
0
I + b
1
A =
_
2e
t/4
+ 3e
t/2
6e
t/4
6e
t/2
e
t/4
+ e
t/2
3e
t/4
2e
t/2
_
.
X = e
At
C =
_
2e
t/4
+ 3e
t/2
6e
t/4
6e
t/2
e
t/4
+ e
t/2
3e
t/4
2e
t/2
__
c
1
c
2
_
= c
1
_
2
1
_
e
t/4
+ c
1
_
3
1
_
e
t/2
+ c
2
_
6
3
_
e
t/4
+ c
2
_
6
2
_
e
t/2
= (c
1
+ 3c
2
)
_
2
1
_
e
t/4
+ (c
1
2c
2
)
_
3
1
_
e
t/2
= c
3
_
2
1
_
e
t/4
+ c
4
_
3
1
_
e
t/2
.
23. From equation (3) in the text we have e
Dt
= I + tD+
t
2
2!
D
2
+
t
3
3!
D
3
+ so that
Pe
Dt
P
1
= PP
1
+ t(PDP
1
) +
t
2
2!
(PD
2
P
1
) +
t
3
3!
(PD
3
P
1
) + .
597
But PP
1
+I, PDP
1
= A and PD
n
P
1
= A
n
(see Problem 37, Exercises 8.12). Thus,
Pe
Dt
P
1
= I + tA+
t
2
2!
A
2
+
t
3
3!
A
3
+ = e
At
.
24. From equation (3) in the text
e
Dt
=
_
_
_
_
_
1 0 0
0 1 0
.
.
.
.
.
.
.
.
.
.
.
.
0 0 1
_
_
_
_
_
+
_
_
_
_
_
1
0 0
0
2
0
.
.
.
.
.
.
.
.
.
.
.
.
0 0
n
_
_
_
_
_
+
1
2!
t
2
_
_
_
_
_
_
2
1
0 0
0
2
2
0
.
.
.
.
.
.
.
.
.
.
.
.
0 0
2
n
_
_
_
_
_
_
+
1
3!
t
3
_
_
_
_
_
_
3
1
0 0
0
3
2
0
.
.
.
.
.
.
.
.
.
.
.
.
0 0
3
n
_
_
_
_
_
_
+
=
_
_
_
_
_
_
1 +
1
t +
1
2!
(
1
t)
2
+ 0 0
0 1 +
2
t +
1
2!
(
2
t)
2
+ 0
.
.
.
.
.
.
.
.
.
.
.
.
0 0 1 +
n
t +
1
2!
(
n
t)
2
+
_
_
_
_
_
_
=
_
_
_
_
_
e
1t
0 0
0 e
2t
0
.
.
.
.
.
.
.
.
.
.
.
.
0 0 e
nt
_
_
_
_
_
25. From Problems 23 and 24 and equation (1) in the text
X = e
At
C = Pe
Dt
P
1
C =
_
e
3t
e
5t
e
3t
3e
5t
__
e
3t
0
0 e
5t
_
_
3
2
e
3t
1
2
e
3t
1
2
e
5t 1
2
e
5t
_
_
c
1
c
2
_
=
_
3
2
e
3t
1
2
e
5t
1
2
e
3t
+
1
2
e
5t
3
2
e
3t
3
2
e
5t
1
2
e
3t
+
3
2
e
5t
_
_
c
1
c
2
_
.
26. From Problems 23 and 24 and equation (1) in the text
X = e
At
C = Pe
Dt
P
1
C =
_
e
t
e
3t
e
t
e
3t
__
e
t
0
0 e
3t
_
_
1
2
e
t 1
2
e
t
1
2
e
3t 1
2
e
3t
_
_
c
1
c
2
_
=
_
1
2
e
t
+
1
2
e
9t
1
2
e
t
+
1
2
e
3t
1
2
e
t
+
1
2
e
9t 1
2
e
t
+
1
2
e
3t
_
_
c
1
c
2
_
.
27. (a) The following commands can be used in Mathematica:
A={{4, 2},{3, 3}};
c={c1, c2};
m=MatrixExp[A t];
sol=Expand[m.c]
Collect[sol, {c1, c2}]//MatrixForm
598
The output gives
x(t) = c
1
_
2
5
e
t
+
3
5
e
6t
_
+ c
2
_
2
5
e
t
+
2
5
e
6t
_
y(t) = c
1
_
3
5
e
t
+
3
5
e
6t
_
+ c
2
_
3
5
e
t
+
2
5
e
6t
_
.
The eigenvalues are 1 and 6 with corresponding eigenvectors
_
2
3
_
and
_
1
1
_
,
so the solution of the system is
X(t) = b
1
_
2
3
_
e
t
+ b
2
_
1
1
_
e
6t
or
x(t) = 2b
1
e
t
+ b
2
e
6t
y(t) = 3b
1
e
t
+ b
2
e
6t
.
If we replace b
1
with
1
5
c
1
+
1
5
c
2
and b
2
with
3
5
c
1
+
2
5
c
2
, we obtain the solution found using the matrix
exponential.
(b) x(t) = c
1
e
2t
cos t (c
1
+ c
2
)e
2t
sin t
y(t) = c
2
e
2t
cos t + (2c
1
+ c
2
)e
2t
sin t
28. x(t) = c
1
(3e
2t
2e
t
) + c
3
(6e
2t
+ 6e
t
)
y(t) = c
2
(4e
2t
3e
t
) + c
4
(4e
2t
4e
t
)
z(t) = c
1
(e
2t
e
t
) + c
3
(2e
2t
+ 3e
t
)
w(t) = c
2
(3e
2t
+ 3e
t
) + c
4
(3e
2t
+ 4e
t
)
29. If det(sI A) = 0, then s is an eigenvalue of A. Thus sI A has an inverse if s is not an eigenvalue of A. For
the purposes of the discussion in this section, we take s to be larger than the largest eigenvalue of A. Under
this condition sI A has an inverse.
30. Since A
3
= 0, A is nilpotent. Since
e
At
= I +At +A
2
t
2
2!
+ +A
k
t
k
k!
+ ,
if A is nilpotent and A
m
= 0, then A
k
= 0 for k m and
e
At
= I +At +A
2
t
2
2!
+ +A
m1
t
m1
(m1)!
.
In this problem A
3
= 0, so
e
At
= I +At +A
2
t
2
2
=
_
_
_
1 0 0
0 1 0
0 0 1
_
_
_+
_
_
_
1 1 1
1 0 1
1 1 1
_
_
_t +
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
t
2
2
=
_
_
_
1 t t
2
/2 t t + t
2
/2
t 1 t
t t
2
/2 t 1 + t + t
2
/2
_
_
_
and the solution of X
= AX is
X(t) = e
At
C = e
At
_
_
_
c
1
c
2
c
3
_
_
_ =
_
_
_
c
1
(1 t t
2
/2) + c
2
t + c
3
(t + t
2
/2)
c
1
t + c
2
+ c
3
t
c
1
(t t
2
/2) + c
2
t + c
3
(1 + t + t
2
/2)
_
_
_.
599
CHAPTER 10 REVIEW EXERCISES
1. If X = k
_
4
5
_
, then X
= 0 and
k
_
1 4
2 1
__
4
5
_
_
8
1
_
= k
_
24
3
_
_
8
1
_
=
_
0
0
_
.
We see that k =
1
3
.
2. Solving for c
1
and c
2
we nd c
1
=
3
4
and c
2
=
1
4
.
3. Since
_
_
_
4 6 6
1 3 2
1 4 3
_
_
_
_
_
_
3
1
1
_
_
_ =
_
_
_
12
4
4
_
_
_ = 4
_
_
_
3
1
1
_
_
_,
we see that = 4 is an eigenvalue with eigenvector K
3
. The corresponding solution is X
3
= K
3
e
4t
.
4. The other eigenvalue is
2
= 1 2i with corresponding eigenvector K
2
=
_
1
i
_
. The general solution is
X(t) = c
1
_
cos 2t
sin 2t
_
e
t
+ c
2
_
sin 2t
cos 2t
_
e
t
.
2
= 0 and K =
_
1
1
_
. A solution to (AI)P = K is P =
_
0
1
_
so that
X = c
1
_
1
1
_
e
t
+ c
2
__
1
1
_
te
t
+
_
0
1
_
e
t
_
.
6. We have det(AI) = ( + 6)( + 2) = 0 so that
X = c
1
_
1
1
_
e
6t
+ c
2
_
1
1
_
e
2t
.
2
2 + 5 = 0. For = 1 + 2i we obtain K
1
=
_
1
i
_
and
X
1
=
_
1
i
_
e
(1+2i)t
=
_
cos 2t
sin 2t
_
e
t
+ i
_
sin 2t
cos 2t
_
e
t
.
Then
X = c
1
_
cos 2t
sin 2t
_
e
t
+ c
2
_
sin 2t
cos 2t
_
e
t
.
2
2 + 2 = 0. For = 1 + i we obtain K
1
=
_
3 i
2
_
and
X
1
=
_
3 i
2
_
e
(1+i)t
=
_
3 cos t + sin t
2 cos t
_
e
t
+ i
_
cos t + 3 sin t
2 sin t
_
e
t
.
600
Then
X = c
1
_
3 cos t + sin t
2 cos t
_
e
t
+ c
2
_
cos t + 3 sin t
2 sin t
_
e
t
.
9. We have det(AI) = ( 2)( 4)( + 3) = 0 so that
X = c
1
_
_
_
2
3
1
_
_
_e
2t
+ c
2
_
_
_
0
1
1
_
_
_e
4t
+ c
3
_
_
_
7
12
16
_
_
_e
3t
.
10. We have det(AI) = (+2)(
2
2+3) = 0. The eigenvalues are
1
= 2,
2
= 1+
2i, and
2
= 1
2i,
with eigenvectors
K
1
=
_
_
_
7
5
4
_
_
_, K
2
=
_
_
_
1
1
2
2 i
1
_
_
_, and K
3
=
_
_
_
1
1
2
2 i
1
_
_
_.
Thus
X = c
1
_
_
_
7
5
4
_
_
_e
2t
+ c
2
_
_
_
_
_
1
0
1
_
_
_cos
2t
_
_
_
0
1
2
2
0
_
_
_sin
2t
_
_e
t
+ c
3
_
_
_
_
_
0
1
2
2
0
_
_
_cos
2t +
_
_
_
1
0
1
_
_
_sin
2t
_
_e
t
= c
1
_
_
_
7
5
4
_
_
_e
2t
+ c
2
_
_
_
cos
2t
1
2
2 sin
2t
cos
2t
_
_
_e
t
+ c
3
_
_
_
sin
2t
1
2
2 cos
2t
sin
2t
_
_
_e
t
.
11. We have
X
c
= c
1
_
1
0
_
e
2t
+ c
2
_
4
1
_
e
4t
.
Then
=
_
e
2t
4e
4t
0 e
4t
_
,
1
=
_
e
2t
4e
2t
0 e
4t
_
,
and
U =
_

1
Fdt =
_ _
2e
2t
64te
2t
16te
4t
_
dt =
_
15e
2t
+ 32te
2t
e
4t
4te
4t
_
,
so that
X
p
= U =
_
11 + 16t
1 4t
_
.
12. We have
X
c
= c
1
_
2 cos t
sin t
_
e
t
+ c
2
_
2 sin t
cos t
_
e
t
.
Then
=
_
2 cos t 2 sin t
sin t cos t
_
e
t
,
1
=
_
1
2
cos t sin t
1
2
sin t cos t
_
e
t
,
and
U =
_

1
Fdt =
_ _
cos t sec t
sin t
_
dt =
_
sin t ln | sec t + tan t|
cos t
_
,
601
so that
X
p
= U =
_
2 cos t ln | sec t + tan t|
1 + sin t ln | sec t + tan t|
_
e
t
.
13. We have
X
c
= c
1
_
cos t + sin t
2 cos t
_
+ c
2
_
sin t cos t
2 sin t
_
.
Then
=
_
cos t + sin t sin t cos t
2 cos t 2 sin t
_
,
1
=
_
sin t
1
2
cos t
1
2
sin t
cos t
1
2
cos t +
1
2
sin t
_
,
and
U =
_

1
Fdt =
_
_
1
2
sin t
1
2
cos t +
1
2
csc t
1
2
sin t
1
2
cos t +
1
2
csc t
_
dt
=
_
1
2
cos t
1
2
sin t +
1
2
ln | csc t cot t|
1
2
cos t
1
2
sin t +
1
2
ln | csc t cot t|
_
,
so that
X
p
= U =
_
1
1
_
+
_
sin t
sin t + cos t
_
ln | csc t cot t|.
14. We have
X
c
= c
1
_
1
1
_
e
2t
+ c
2
__
1
1
_
te
2t
+
_
1
0
_
e
2t
_
.
Then
=
_
e
2t
te
2t
+ e
2t
e
2t
te
2t
_
,
1
=
_
te
2t
te
2t
e
2t
e
2t
e
2t
_
,
and
U =
_

1
Fdt =
_ _
t 1
1
_
dt =
_
1
2
t
2
t
t
_
,
so that
X
p
= U =
_
1
2
1
2
_
t
2
e
2t
+
_
2
1
_
te
2t
.
15. (a) Letting
K =
_
_
_
k
1
k
2
k
3
_
_
_
we note that (A2I)K = 0 implies that 3k
1
+3k
2
+3k
3
= 0, so k
1
= (k
2
+k
3
). Choosing k
2
= 0, k
3
= 1
and then k
2
= 1, k
3
= 0 we get
K
1
=
_
_
_
1
0
1
_
_
_ and K
2
=
_
_
_
1
1
0
_
_
_,
respectively. Thus,
X
1
=
_
_
_
1
0
1
_
_
_e
2t
and X
2
=
_
_
_
1
1
0
_
_
_e
2t
602
are two solutions.
(b) From det(AI) =
2
(3 ) = 0 we see that
1
= 3, and 0 is an eigenvalue of multiplicity two. Letting
K =
_
_
_
k
1
k
2
k
3
_
_
_,
as in part (a), we note that (A 0I)K = AK = 0 implies that k
1
+ k
2
+ k
3
= 0, so k
1
= (k
2
+ k
3
).
Choosing k
2
= 0, k
3
= 1, and then k
2
= 1, k
3
= 0 we get
K
2
=
_
_
_
1
0
1
_
_
_ and K
3
=
_
_
_
1
1
0
_
_
_,
respectively. Since the eigenvector corresponding to
1
= 3 is
K
1
=
_
_
_
1
1
1
_
_
_,
the general solution of the system is
X = c
1
_
_
_
1
1
1
_
_
_e
3t
+ c
2
_
_
_
1
0
1
_
_
_+ c
3
_
_
_
1
1
0
_
_
_.
16. For X =
_
c
1
c
2
_
e
t
we have X
= X = IX.
603

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Part III Systems of Differential Equations

6 t the preceding solution can be rewritten as

+KX = 0 can be written as X

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