10.6 Constant Coefficient Homogeneous Systems III

We now consider the system \({\bf y}'=A{\bf y}\), where \(A\) has a complex eigenvalue \(\lambda=\alpha+i\beta\) with \(\beta\ne0\). We continue to assume that \(A\) has real entries, so the characteristic polynomial of \(A\) has real coefficients. This implies that \(\overline\lambda=\alpha-i\beta\) is also an eigenvalue of \(A\).

An eigenvector \({\bf x}\) of \(A\) associated with \(\lambda=\alpha+i\beta\) will have complex entries, so we’ll write

\[ {\bf x}={\bf u}+i{\bf v} \]

where \({\bf u}\) and \({\bf v}\) have real entries; that is, \({\bf u}\) and \({\bf v}\) are the real and imaginary parts of \({\bf x}\). Since \(A{\bf x}=\lambda {\bf x}\),

\begin{equation} A({\bf u}+i{\bf v})=(\alpha+i\beta)({\bf u}+i{\bf v}). \tag{10.6.1}\end{equation}

Taking complex conjugates here and recalling that \(A\) has real entries yields

\[ A({\bf u}-i{\bf v})=(\alpha-i\beta)({\bf u}-i{\bf v}), \]

which shows that \({\bf x}={\bf u}-i{\bf v}\) is an eigenvector associated with \(\overline\lambda=\alpha-i\beta\). The complex conjugate eigenvalues \(\lambda\) and \(\overline\lambda\) can be separately associated with linearly independent solutions \({\bf y}'=A{\bf y}\); however, we won’t pursue this approach, since solutions obtained in this way turn out to be complex–valued. Instead, we’ll obtain solutions of \({\bf y}'=A{\bf y}\) in the form

\begin{equation} {\bf y}=f_1{\bf u}+f_2{\bf v} \tag{10.6.2}\end{equation}

where \(f_1\) and \(f_2\) are real–valued scalar functions. The next theorem shows how to do this.

Theorem 10.6.1

Let \(A\) be an \(n\times n\) matrix with real entries\(.\) Let \(\lambda=\alpha+i\beta\) (\(\beta\ne0\)) be a complex eigenvalue of \(A\) and let \({\bf x}={\bf u}+i{\bf v}\) be an associated eigenvector\(,\) where \({\bf u}\) and \({\bf v}\) have real components\(.\) Then \({\bf u}\) and \({\bf v}\) are both nonzero and

\[ {\bf y}_1=e^{\alpha t}({\bf u}\cos\beta t-{\bf v}\sin\beta t) \mbox{\quad and\quad} {\bf y}_2=e^{\alpha t}({\bf u}\sin\beta t+{\bf v}\cos\beta t), \]

which are the real and imaginary parts of

\begin{equation} e^{\alpha t}(\cos\beta t+i\sin\beta t)({\bf u}+i{\bf v}), \tag{10.6.3}\end{equation}

are linearly independent solutions of \({\bf y}'=A{\bf y}\).

Proof A function of the form (10.6.2) is a solution of \({\bf y}'=A{\bf y}\) if and only if

\begin{equation} f_1'{\bf u}+f_2'{\bf v}=f_1A{\bf u}+f_2A{\bf v}. \tag{10.6.4}\end{equation}

Carrying out the multiplication indicated on the right side of (10.6.1) and collecting the real and imaginary parts of the result yields

\[ A({\bf u}+i{\bf v})=(\alpha{\bf u}-\beta{\bf v})+i(\alpha{\bf v}+\beta{\bf u}). \]

Equating real and imaginary parts on the two sides of this equation yields

\[ \begin{array}{rcl} A{\bf u}&=&\alpha{\bf u}-\beta{\bf v}\\ A{\bf v}&=&\alpha{\bf v}+\beta{\bf u}. \end{array} \]

We leave it to you (Exercise 25) to show from this that \({\bf u}\) and \({\bf v}\) are both nonzero. Substituting from these equations into (10.6.4) yields

\begin{eqnarray*} f_1'{\bf u}+f_2'{\bf v} &=&f_1(\alpha{\bf u}-\beta{\bf v})+f_2(\alpha{\bf v}+\beta{\bf u}) \\ &=&(\alpha f_1+\beta f_2){\bf u}+(-\beta f_1+\alpha f_2){\bf v}. \end{eqnarray*}

This is true if

\[ \begin{array}{rcr} f_1'&=&\alpha f_1+\beta f_2\phantom{,}\\ f_2'&=&-\beta f_1+\alpha f_2, \end{array} \mbox{\quad or, equivalently,\quad} \begin{array}{rcr} f_1'-\alpha f_1&=&\phantom{-}\beta f_2\phantom{.}\\ f_2'-\alpha f_2&=&-\beta f_1. \end{array} \]

If we let \(f_1=g_1e^{\alpha t}\) and \(f_2=g_2e^{\alpha t}\), where \(g_1\) and \(g_2\) are to be determined, then the last two equations become

\[ \begin{array}{rcr} g_1'&=&\beta g_2\phantom{.}\\ g_2'&=&-\beta g_1, \end{array} \]

which implies that

\[ g_1''=\beta g_2'=-\beta^2 g_1, \]

so

\[ g_1''+\beta^2 g_1=0. \]

The general solution of this equation is

\[ g_1=c_1\cos\beta t+c_2\sin\beta t. \]

Moreover, since \(g_2=g_1'/\beta\),

\[ g_2=-c_1\sin\beta t+c_2\cos\beta t. \]

Multiplying \(g_1\) and \(g_2\) by \(e^{\alpha t}\) shows that

\begin{eqnarray*} f_1&=&e^{\alpha t}(\phantom{-}c_1\cos\beta t+c_2\sin\beta t ), \\ f_2&=&e^{\alpha t}(-c_1\sin\beta t+c_2\cos\beta t). \end{eqnarray*}

Substituting these into (10.6.2) shows that

\begin{equation} \begin{array}{rcl} {\bf y}&=&e^{\alpha t}\left[(c_1\cos\beta t+c_2\sin\beta t){\bf u} +(-c_1\sin\beta t+c_2\cos\beta t){\bf v}\right]\\ &=&c_1e^{\alpha t}({\bf u}\cos\beta t-{\bf v}\sin\beta t) +c_2e^{\alpha t}({\bf u}\sin\beta t+{\bf v}\cos\beta t) \end{array} \tag{10.6.5}\end{equation}

is a solution of \({\bf y}'=A{\bf y}\) for any choice of the constants \(c_1\) and \(c_2\). In particular, by first taking \(c_1=1\) and \(c_2=0\) and then taking \(c_1=0\) and \(c_2=1\), we see that \({\bf y}_1\) and \({\bf y}_2\) are solutions of \( {\bf y}'=A{\bf y}\). We leave it to you to verify that they are, respectively, the real and imaginary parts of (10.6.3) (Exercise 26), and that they are linearly independent (Exercise 27).

Example 10.6.1

Find the general solution of

\begin{equation} {\bf y}'=\twobytwo4{-5}5{-2}{\bf y}. \tag{10.6.6}\end{equation}

Solution The characteristic polynomial of the coefficient matrix \(A\) in (10.6.6) is

\[ \left|\begin{array}{cc} 4-\lambda&-5\\ 5&-2-\lambda \end{array}\right|=(\lambda-1)^2+16. \]

Hence, \(\lambda=1+4i\) is an eigenvalue of \(A\). The associated eigenvectors satisfy \(\left(A-\left(1+4i\right)I\right){\bf x}={\bf 0}\). The augmented matrix of this system is

\[ \left[\begin{array}{cccr} 3-4i&-5&\vdots&0\\ 5&-3-4i&\vdots&0 \end{array}\right], \]

which is row equivalent to

\[ \left[\begin{array}{cccr} 1&-{3+4i\over5}&\vdots&0\\ 0&0&\vdots&0 \end{array}\right]. \]

Therefore \(x_1=(3+4i)x_2/5\). Taking \(x_2=5\) yields \(x_1=3+4i\), so

\[ {\bf x}=\left[\begin{array}{c}3+4i\\5\end{array}\right] \]

is an eigenvector. The real and imaginary parts of

\[ e^t(\cos4t+i\sin4t)\left[\begin{array}{c}3+4i\\5\end{array}\right] \]

are

\[ {\bf y}_1=e^t\left[\begin{array}{c}3\cos4t-4\sin 4t\\5\cos4t\end{array}\right]\quad\mbox{ and }\quad {\bf y}_2=e^t\left[\begin{array}{c}3\sin4t+4\cos4t\\5\sin 4t\end{array}\right], \]

which are linearly independent solutions of (10.6.6). The general solution of (10.6.6) is

\[ {\bf y}= c_1e^t\left[\begin{array}{c}3\cos4t-4\sin 4t\\5\cos4t\end{array}\right]+ c_2e^t\left[\begin{array}{c}3\sin4t+4\cos4t\\5\sin 4t\end{array}\right]. \]

Example 10.6.2

Find the general solution of

\begin{equation} {\bf y}'=\twobytwo{-14}{39}{-6}{16}{\bf y}. \tag{10.6.7}\end{equation}

Solution The characteristic polynomial of the coefficient matrix \(A\) in (10.6.7) is

\[ \left|\begin{array}{cc}-14-\lambda&39\\-6&16-\lambda \end{array}\right|=(\lambda-1)^2+9. \]

Hence, \(\lambda=1+3i\) is an eigenvalue of \(A\). The associated eigenvectors satisfy \(\left(A-(1+3i)I\right){\bf x}={\bf 0}\). The augmented augmented matrix of this system is

\[ \left[\begin{array}{cccr}-15-3i&39&\vdots&0\\ -6&15-3i&\vdots&0 \end{array}\right], \]

which is row equivalent to

\[ \left[\begin{array}{cccr} 1&{-5+i\over2}&\vdots&0\\ 0&0&\vdots&0 \end{array}\right]. \]

Therefore \(x_1=(5-i)/2\). Taking \(x_2=2\) yields \(x_1=5-i\), so

\[ {\bf x}=\left[\begin{array}{c}5-i\\2\end{array}\right] \]

is an eigenvector. The real and imaginary parts of

\[ e^t(\cos3t+i\sin3t)\left[\begin{array}{c}5-i\\2\end{array}\right] \]

are

\[ {\bf y}_1=e^t\left[\begin{array}{c}\sin3t+5\cos3t\\2\cos 3t\end{array}\right]\quad\mbox{ and }\quad {\bf y}_2=e^t\left[\begin{array}{c}-\cos3t+5\sin3t\\2\sin 3t\end{array}\right], \]

which are linearly independent solutions of (10.6.7). The general solution of (10.6.7) is

\[ {\bf y}=c_1e^t\left[\begin{array}{c}\sin3t+5\cos3t\\2\cos 3t\end{array}\right]+ c_2e^t\left[\begin{array}{c}-\cos3t+5\sin3t\\2\sin 3t\end{array}\right]. \]

Example 10.6.3

Find the general solution of

\begin{equation} {\bf y}'=\threebythree{-5}54{-8}76100{\bf y}. \tag{10.6.8}\end{equation}

Solution The characteristic polynomial of the coefficient matrix \(A\) in (10.6.8) is

\[ \left|\begin{array}{ccc}-5-\lambda&5&4\\-8&7-\lambda& 6\\ \phantom{-}1 &0&-\lambda\end{array}\right|=-(\lambda-2)(\lambda^2+1). \]

Hence, the eigenvalues of \(A\) are \(\lambda_1=2\), \(\lambda_2=i\), and \(\lambda_3=-i\). The augmented matrix of \((A-2I){\bf x=0}\) is

\[ \left[\begin{array}{rrrcr}-7&5&4&\vdots&0\\-8& 5&6&\vdots&0\\ 1&0&-2&\vdots&0 \end{array}\right], \]

which is row equivalent to

\[ \left[\begin{array}{rrrcr} 1&0&-2&\vdots&0\\ 0&1&-2& \vdots&0\\ 0&0&0&\vdots&0\end{array}\right]. \]

Therefore \(x_1=x_2=2x_3\). Taking \(x_3=1\) yields

\[ {\bf x}_1=\threecol221, \]

so

\[ {\bf y}_1=\threecol221e^{2t} \]

is a solution of (10.6.8).

The augmented matrix of \((A-iI){\bf x=0}\) is

\[ \left[\begin{array}{ccrccc}-5-i&5&4&\vdots&0\\-8& 7-i&6&\vdots&0\\ \phantom{-}1&0&-i&\vdots&0 \end{array}\right], \]

which is row equivalent to

\[ \left[\begin{array}{ccccc} 1&0&-i&\vdots&0\\ 0&1&1-i& \vdots&0\\ 0&0&0&\vdots&0\end{array}\right]. \]

Therefore \(x_1=ix_3\) and \(x_2=-(1-i)x_3\). Taking \(x_3=1\) yields the eigenvector

\[ {\bf x}_2=\left[\begin{array}{c} i\\-1+i\\ 1\end{array} \right]. \]

The real and imaginary parts of

\[ (\cos t+i\sin t)\left[\begin{array}{c}i\\-1+i\\1\end{array}\right] \]

are

\[ {\bf y}_2= \left[\begin{array}{c}-\sin t\\-\cos t-\sin t\\\cos t\end{array}\right] \quad\mbox{ and }\quad {\bf y}_3=\left[\begin{array}{c}\cos t\\\cos t-\sin t\\\sin t\end{array}\right], \]

which are solutions of (10.6.8). Since the Wronskian of \(\{{\bf y}_1,{\bf y}_2,{\bf y}_3\}\) at \(t=0\) is

\[ \left|\begin{array}{rrr} 2&0&1\\2&-1&1\\1&1&0\end{array}\right|=1, \]

\(\{{\bf y}_1,{\bf y}_2,{\bf y}_3\}\) is a fundamental set of solutions of (10.6.8). The general solution of (10.6.8) is

\[ {\bf y}=c_1 \threecol221e^{2t} +c_2\left[\begin{array}{c}-\sin t\\-\cos t-\sin t\\\cos t\end{array}\right] +c_3\left[\begin{array}{c}\cos t\\\cos t-\sin t\\\sin t\end{array}\right]. \]

Example 10.6.4

Find the general solution of

\begin{equation} {\bf y}'=\threebythree1{-1}{-2}1321{-1}2{\bf y}. \tag{10.6.9}\end{equation}

Solution The characteristic polynomial of the coefficient matrix \(A\) in (10.6.9) is

\[ \left|\begin{array}{ccc} 1-\lambda&-1&-2\\ 1&3-\lambda& \phantom{-}2\\ 1 &-1&2-\lambda\end{array}\right|= -(\lambda-2)\left((\lambda-2)^2+4\right). \]

Hence, the eigenvalues of \(A\) are \(\lambda_1=2\), \(\lambda_2=2+2i\), and \(\lambda_3=2-2i\). The augmented matrix of \((A-2I){\bf x=0}\) is

\[ \left[\begin{array}{rrrcr}-1&-1&-2&\vdots&0\\1& 1&2&\vdots&0\\ 1&-1&0&\vdots&0 \end{array}\right], \]

which is row equivalent to

\[ \left[\begin{array}{rrrcr} 1&0&1&\vdots&0\\ 0&1&1& \vdots&0\\ 0&0&0&\vdots&0\end{array}\right]. \]

Therefore \(x_1=x_2=-x_3\). Taking \(x_3=1\) yields

\[ {\bf x}_1=\threecol{-1}{-1}1, \]

so

\[ {\bf y}_1=\threecol{-1}{-1}1e^{2t} \]

is a solution of (10.6.9).

The augmented matrix of \(\left(A-(2+2i)I\right){\bf x=0}\) is

\[ \left[\begin{array}{ccrcc}-1-2i&-1&-2&\vdots&0\\ 1& 1-2i&\phantom{-}2&\vdots&0\\ 1&-1&-2i&\vdots&0 \end{array}\right], \]

which is row equivalent to

\[ \left[\begin{array}{rrrcr} 1&0&-i&\vdots&0\\ 0&1&i& \vdots&0\\ 0&0&0&\vdots&0\end{array}\right]. \]

Therefore \(x_1=ix_3\) and \(x_2=-ix_3\). Taking \(x_3=1\) yields the eigenvector

\[ {\bf x}_2=\threecol i{-i}1 \]

The real and imaginary parts of

\[ e^{2t}(\cos2t+i\sin2t)\threecol i{-i}1 \]

are

\[ {\bf y}_2=e^{2t}\left[\begin{array}{r}-\sin2t\\\sin2t\\\cos 2t\end{array}\right]\quad\mbox{ and }\quad {\bf y}_2=e^{2t}\left[\begin{array}{r}\cos2t\\-\cos2t\\\sin 2t\end{array}\right], \]

which are solutions of (10.6.9). Since the Wronskian of \(\{{\bf y}_1,{\bf y}_2,{\bf y}_3\}\) at \(t=0\) is

\[ \left|\begin{array}{rrr} -1&0&1\\-1&0&-1\\1&1&0\end{array}\right|=-2, \]

\(\{{\bf y}_1,{\bf y}_2,{\bf y}_3\}\) is a fundamental set of solutions of (10.6.9). The general solution of (10.6.9) is

\[ {\bf y}=c_1\threecol{-1}{-1}1e^{2t}+ c_2e^{2t}\left[\begin{array}{r}-\sin2t\\\sin2t\\\cos 2t\end{array}\right]+ c_3e^{2t}\left[\begin{array}{r}\cos2t\\-\cos2t\\\sin 2t\end{array}\right]. \]

Geometric Properties of Solutions when \(n=2\)

We’ll now consider the geometric properties of solutions of a \(2\times2\) constant coefficient system

\begin{equation} \twocol{y_1'}{y_2'}=\left[\begin{array}{cc}a_{11}&a_{12}\\a_{21}&a_{22} \end{array}\right]\twocol{y_1}{y_2} \tag{10.6.10}\end{equation}

under the assumptions of this section; that is, when the matrix

\[ A=\left[\begin{array}{cc}a_{11}&a_{12}\\a_{21}&a_{22} \end{array}\right] \]

has a complex eigenvalue \(\lambda=\alpha+i\beta\) (\(\beta\ne0\)) and \({\bf x}={\bf u}+i{\bf v}\) is an associated eigenvector, where \({\bf u}\) and \({\bf v}\) have real components. To describe the trajectories accurately it’s necessary to introduce a new rectangular coordinate system in the \(y_1\)-\(y_2\) plane. This raises a point that hasn’t come up before: It is always possible to choose \({\bf x}\) so that \(({\bf u},{\bf v})=0\). A special effort is required to do this, since not every eigenvector has this property. However, if we know an eigenvector that doesn’t, we can multiply it by a suitable complex constant to obtain one that does. To see this, note that if \({\bf x}\) is a \(\lambda\)-eigenvector of \(A\) and \(k\) is an arbitrary real number, then

\[ {\bf x}_1=(1+ik){\bf x}=(1+ik)({\bf u}+i{\bf v}) =({\bf u}-k{\bf v})+i({\bf v}+k{\bf u}) \]

is also a \(\lambda\)-eigenvector of \(A\), since

\[ A{\bf x}_1= A((1+ik){\bf x})=(1+ik)A{\bf x}=(1+ik)\lambda{\bf x}= \lambda((1+ik){\bf x})=\lambda{\bf x}_1. \]

The real and imaginary parts of \({\bf x}_1\) are

\begin{equation} {\bf u}_1={\bf u}-k{\bf v} \mbox{\quad and \quad} {\bf v}_1={\bf v}+k{\bf u}, \tag{10.6.11}\end{equation}

so

\[ ({\bf u}_1,{\bf v}_1)=({\bf u}-k{\bf v},{\bf v}+k{\bf u}) =-\left[({\bf u},{\bf v})k^2+(\|{\bf v}\|^2-\|{\bf u}\|^2)k -({\bf u},{\bf v})\right]. \]

Therefore \(({\bf u}_1,{\bf v}_1)=0\) if

\begin{equation} ({\bf u},{\bf v})k^2+(\|{\bf v}\|^2-\|{\bf u}\|^2)k-({\bf u},{\bf v})=0. \tag{10.6.12}\end{equation}

If \(({\bf u},{\bf v})\ne0\) we can use the quadratic formula to find two real values of \(k\) such that \(({\bf u}_1,{\bf v}_1)=0\) (Exercise 28).

Example 10.6.5

In Example 10.6.1 we found the eigenvector

\[ {\bf x}=\ctwocol{3+4i}5=\twocol35+i\twocol40 \]

for the matrix of the system (10.6.6). Here \({\bf u}=\dst{\twocol35}\) and \({\bf v}=\twocol40\) are not orthogonal, since \(({\bf u},{\bf v})=12\). Since \(\|{\bf v}\|^2-\|{\bf u}\|^2=-18\), (10.6.12) is equivalent to

\[ 2k^2-3k-2=0. \]

The zeros of this equation are \(k_1=2\) and \(k_2=-1/2\). Letting \(k=2\) in (10.6.11) yields

\[ {\bf u}_1={\bf u}-2{\bf v}=\twocol{-5}{\phantom{-}5}\mbox{\quad and \quad} {\bf v}_1={\bf v}+2{\bf u}=\twocol{10}{10}, \]

and \(({\bf u}_1,{\bf v}_1)=0\). Letting \(k=-1/2\) in (10.6.11) yields

\[ {\bf u}_1={\bf u}+{{\bf v}\over2}=\twocol{5}5\mbox{\quad and \quad} {\bf v}_1={\bf v}-{{\bf u}\over2}={1\over2}\twocol{-5}{\phantom{-}5}, \]

and again \(({\bf u}_1,{\bf v}_1)=0\).

(The numbers don’t always work out as nicely as in this example. You’ll need a calculator or computer to do Exercises 29-40.)

Henceforth, we’ll assume that \(({\bf u},{\bf v})=0\). Let \({\bf U}\) and \({\bf V}\) be unit vectors in the directions of \({\bf u}\) and \({\bf v}\), respectively; that is, \({\bf U}={\bf u}/\|{\bf u}\|\) and \({\bf V}={\bf v}/\|{\bf v}\|\). The new rectangular coordinate system will have the same origin as the \(y_1\)-\(y_2\) system. The coordinates of a point in this system will be denoted by \((z_1,z_2)\), where \(z_1\) and \(z_2\) are the displacements in the directions of \({\bf U}\) and \({\bf V}\), respectively.

From (10.6.5), the solutions of (10.6.10) are given by

\begin{equation} {\bf y}=e^{\alpha t}\left[(c_1\cos\beta t+c_2\sin\beta t){\bf u} +(-c_1\sin\beta t+c_2\cos\beta t){\bf v}\right]. \tag{10.6.13}\end{equation}

For convenience, let’s call the curve traversed by \(e^{-\alpha t}{\bf y}(t)\) a shadow trajectory of (10.6.10). Multiplying (10.6.13) by \(e^{-\alpha t}\) yields

\[ e^{-\alpha t}{\bf y}(t)=z_1(t){\bf U}+z_2(t){\bf V}, \]

where

\begin{eqnarray*} z_1(t)&=&\|{\bf u}\|(c_1\cos\beta t+c_2\sin\beta t) \\ z_2(t)&=&\|{\bf v}\|(-c_1\sin\beta t+c_2\cos\beta t). \end{eqnarray*}

Therefore

\[ {(z_1(t))^2\over\|{\bf u}\|^2}+{(z_2(t))^2\over\|{\bf v}\|^2} =c_1^2+c_2^2 \]

(verify!), which means that the shadow trajectories of (10.6.10) are ellipses centered at the origin, with axes of symmetry parallel to \({\bf U}\) and \({\bf V}\). Since

\[ z_1'={\beta\|{\bf u}\|\over\|{\bf v}\|} z_2\mbox{\quad and \quad} z_2'=-{\beta\|{\bf v}\|\over\|{\bf u}\|} z_1, \]

the vector from the origin to a point on the shadow ellipse rotates in the same direction that \({\bf V}\) would have to be rotated by \(\pi/2\) radians to bring it into coincidence with \({\bf U}\) (Figures 10.6.1 and 10.6.2).

Shadow trajectories traversed clockwise
Figure 10.6.1. Shadow trajectories traversed clockwise
Shadow trajectories traversed counterclockwise
Figure 10.6.2. Shadow trajectories traversed counterclockwise

If \(\alpha=0\), then any trajectory of (10.6.10) is a shadow trajectory of (10.6.10); therefore, if \(\lambda\) is purely imaginary, then the trajectories of (10.6.10) are ellipses traversed periodically as indicated in Figures 10.6.1 and 10.6.2.

If \(\alpha>0\), then

\[ \lim_{t\to\infty}\|{\bf y}(t)\|=\infty\mbox{\quad and \quad} \lim_{t\to-\infty}{\bf y}(t)=0, \]

so the trajectory spirals away from the origin as \(t\) varies from \(-\infty\) to \(\infty\). The direction of the spiral depends upon the relative orientation of \({\bf U}\) and \({\bf V}\), as shown in Figures 10.6.3 and 10.6.4.

If \(\alpha<0\), then

\[ \lim_{t\to-\infty}\|{\bf y}(t)\|=\infty\mbox{\quad and \quad} \lim_{t\to\infty}{\bf y}(t)=0, \]

so the trajectory spirals toward the origin as \(t\) varies from \(-\infty\) to \(\infty\). Again, the direction of the spiral depends upon the relative orientation of \({\bf U}\) and \({\bf V}\), as shown in Figures 10.6.5 and 10.6.6.

>0; shadow trajectory spiraling outward
Figure 10.6.3. \(\alpha>0\); shadow trajectory spiraling outward
>0; shadow trajectory spiraling outward
Figure 10.6.4. \(\alpha>0\); shadow trajectory spiraling outward
<0; shadow trajectory spiraling inward
Figure 10.6.5. \(\alpha<0\); shadow trajectory spiraling inward
<0; shadow trajectory spiraling inward
Figure 10.6.6. \(\alpha<0\); shadow trajectory spiraling inward

10.6 Exercises

In Exercises 116 find the general solution.

  1. \(\dst{{\bf y}'=\twobytwo{-1}2{-5}5{\bf y} }\)

    Show answer

    \({\bf y}=\dst{c_1e^{2t}\ctwocol{3\cos t+\sin t}{5\cos t} +c_2e^{2t}\ctwocol{3\sin t-\cos t}{5\sin t}}\).

  2. \(\dst{{\bf y}'=\twobytwo{-11}4{-26}9{\bf y} }\)

    Show answer

    \({\bf y}=\dst{c_1e^{-t}\ctwocol{5\cos2t+\sin2t}{13\cos2t} +c_2e^{-t}\ctwocol{5\sin2t-\cos2t}{13\sin2t}}\).

  3. \(\dst{{\bf y}'=\twobytwo12{-4}5{\bf y}}\)

    Show answer

    \({\bf y}=\dst{c_1e^{3t}\ctwocol{\cos2t+\sin2t}{2\cos2t} +c_2e^{3t}\ctwocol{\sin2t-\cos2t}{2\sin2t}}\).

  4. \(\dst{{\bf y}'=\twobytwo5{-6}3{-1}{\bf y}}\)

    Show answer

    \({\bf y}=\dst{c_1e^{2t}\ctwocol{\cos3t-\sin3t}{\cos3t} +c_2e^{2t}\ctwocol{\sin3t+\cos3t}{\sin3t}}\).

  5. \(\dst{{\bf y}'=\threebythree3{-3}1022511{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1\threecol{-1}{-1}2e^{-2t}+c_2e^{4t}\cthreecol{\cos2t-\sin 2t}{\cos2t+\sin 2t}{2\cos2t}+c_3e^{4t}\cthreecol {\sin2t+\cos2t}{\sin2t-\cos2t}{2\sin2t}}\).

  6. \(\dst{{\bf y}'=\threebythree{-3}311{-5}{-3}{-3}73{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1\threecol{-1}{-1}1e^{-t}+c_2e^{-2t}\cthreecol{\cos2t-\sin 2t}{-\cos2t-\sin 2t}{2\cos2t}+c_3e^{-2t}\cthreecol {\sin2t+\cos2t}{-\sin2t+\cos2t}{2\sin2t}}\)

  7. \(\dst{{\bf y}'=\threebythree21{-1}011101{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1\threecol111e^{2t}+c_2e^t\threecol{-\sin t}{\sin t}{\cos t}+c_3e^t\threecol {\cos t}{-\cos t}{\sin t}}\)

  8. \(\dst{{\bf y}'=\threebythree{-3}1{-3}4{-1}24{-2}3{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1\threecol{-1}11e^t+c_2e^{-t}\cthreecol{-\sin 2t-\cos2t}{2\cos2t}{2\cos2t}+c_3e^{-t}\cthreecol {\cos2t-\sin2t}{2\sin2t}{2\sin2t}}\)

  9. \(\dst{{\bf y}'=\twobytwo5{-4}{10}1{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1e^{3t}\left[\begin{array}{c}\cos6t-3\sin6t \\5\cos6t\end{array}\right]+ c_2e^{3t}\left[\begin{array}{c} \sin6t+3\cos6t\\5\sin6t\end{array}\right]}\)

  10. \(\dst{{\bf y}'={1\over3}\twobytwo7{-5}25{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1e^{2t}\left[\begin{array}{c}\cos t-3\sin t \\2\cos t\end{array}\right]+ c_2e^{2t}\left[\begin{array}{c} \sin t+3\cos t\\ 2\sin t\end{array}\right]}\)

  11. \(\dst{{\bf y}'=\twobytwo32{-5}1{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1e^{2t}\left[\begin{array}{c}3\sin3t-\cos3t \\ 5\cos3t\end{array}\right]+ c_2e^{2t}\left[\begin{array}{c} -3\cos3t-\sin3t\\ 5\sin3t\end{array}\right]}\)

  12. \(\dst{{\bf y}'=\twobytwo{34}{52}{-20}{-30}{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1e^{2t}\left[\begin{array}{c}\sin4t-8\cos4t \\ 5\cos4t\end{array}\right]+ c_2e^{2t}\left[\begin{array}{c} -\cos4t-8\sin4t\\ 5\sin4t\end{array}\right]}\)

  13. \(\dst{{\bf y}' =\threebythree11210{-1}{-1}{-2}{-1}{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1\left[\begin{array}{r}-1\\1\\1 \end{array}\right]e^{-2t}+c_2e^t\left[\begin{array}{r}\sin t\\-\cos t\\\cos t \end{array}\right]+c_3e^t\left[\begin{array}{r}-\cos t \\-\sin t\\\sin t \end{array}\right]}\)

  14. \(\dst{{\bf y}' =\threebythree3{-4}{-2}{-5}7{-8}{-10}{13}{-8}{\bf y}}\)

    Show answer

    \(\dst{{\bf y}=c_1\left[\begin{array}{c} 2\\ 2\\1 \end{array}\right]e^{-2t}+ c_2e^{2t}\left[\begin{array}{c}-\cos3t-\sin3t\\-\sin3t\\ \cos3t\end{array}\right]+c_3e^{2t}\left[\begin{array}{c} -\sin3t+\cos3t\\\cos3t\\\sin3t\end{array}\right]}\)

  15. \(\dst{{\bf y}'=\threebythree60{-3}{-3}331{-2}6{\bf y}'}\)

    Show answer

    \(\dst{{\bf y}=c_1\left[\begin{array}{r}1\\2\\1 \end{array}\right]e^{3t}+c_2e^{6t}\left[\begin{array}{r}-\sin3t \\\sin3t\\\cos3t \end{array}\right]+ c_3e^{6t}\left[\begin{array}{r}\cos3t \\-\cos3t\\\sin3t\end{array}\right]}\)

  16. \(\dst{{\bf y}'=\threebythree12{-2}02{-1}100{\bf y}'}\)

    Show answer

    \(\dst{{\bf y}=c_1\left[\begin{array}{c} 1\\1\\1 \end{array}\right]e^t+ c_2e^t\left[\begin{array}{c} 2\cos t-2\sin t \\\cos t-\sin t\\ 2\cos t\end{array}\right]+ c_3e^t\left[\begin{array}{ccc} 2\sin t+2\cos t\\\cos t+\sin t\\ 2\sin t\end{array}\right]}\)

In Exercises 1724 solve the initial value problem.

  1. \(\dst{{\bf y}'=\twobytwo4{-6}3{-2}{\bf y},\quad {\bf y}(0)=\twocol52}\)

    Show answer

    \(\dst{{\bf y}=e^t\left[\begin{array}{c} 5\cos3t+\sin3t\\2\cos3t+3\sin3t\end{array}\right]}\)

  2. \(\dst{{\bf y}'=\twobytwo7{15}{-3}1{\bf y},\quad {\bf y}(0)=\twocol51}\)

    Show answer

    \(\dst{{\bf y}=e^{4t}\left[\begin{array}{c}5\cos6t+5\sin6t\\\cos6t-3\sin6t \end{array}\right]}\)

  3. \(\dst{{\bf y}'=\twobytwo7{-15}3{-5}{\bf y},\quad {\bf y}(0)=\twocol{17}7}\)

    Show answer

    \(\dst{{\bf y}=e^t\left[\begin{array}{c}17\cos3t-\sin3t\\7\cos3t+3\sin3t \end{array}\right]}\)

  4. \(\dst{{\bf y}'={1\over6}\twobytwo4{-2}52{\bf y},\quad {\bf y}(0)=\twocol1{-1}}\)

    Show answer

    \({\bf y}=\dst{e^{t/2}\left[\begin{array}{c}\cos(t/2)+ \sin(t/2)\\-\cos(t/2)+2\sin(t/2) \end{array}\right]}\)

  5. \(\dst{{\bf y}'=\threebythree52{-1}{-3}22132{\bf y},\quad {\bf y}(0)=\threecol406}\)

    Show answer

    \(\dst{{\bf y}=\threecol1{-1}2e^t +e^{4t}\left[\begin{array}{c}3\cos t+\sin t\\\cos t-3\sin t\\4\cos t-2\sin t\end{array}\right]}\)

  6. \(\dst{{\bf y}'=\threebythree4408{10}{-20}23{-2}{\bf y},\quad {\bf y}(0)=\threecol865}\)

    Show answer

    \(\dst{{\bf y}=\threecol442e^{8t} +e^{2t}\left[\begin{array}{c}4\cos2t+8\sin2t\\-6\sin2t+2\cos2t\\3\cos2t+\sin2t \end{array}\right]}\)

  7. \(\dst{{\bf y}'=\threebythree1{15}{-15}{-6}{18}{-22}{-3}{11}{-15}{\bf y},\quad {\bf y}(0)=\threecol{15}{17}{10}}\)

    Show answer

    \(\dst{{\bf y}=\threecol033e^{-4t} +e^{4t}\left[\begin{array}{c}15\cos6t +10\sin6t\\14\cos6t-8\sin6t\\7\cos6t-4\sin6 t\end{array}\right]}\)

  8. \(\dst{{\bf y}'=\threebythree4{-4}4{-10}3{15}2{-3}1{\bf y},\quad {\bf y}(0)=\threecol{16}{14}6}\)

    Show answer

    \(\dst{{\bf y}=\threecol6{-3}3e^{8t} +\left[\begin{array}{c}10\cos4t-4\sin4t\\17\cos4t-\sin4t\\3\cos4t-7\sin4t \end{array}\right]}\)

  9. Suppose an \(n\times n\) matrix \(A\) with real entries has a complex eigenvalue \(\lambda=\alpha+i\beta\) (\(\beta\ne0\)) with associated eigenvector \({\bf x}={\bf u}+i{\bf v}\), where \({\bf u}\) and \({\bf v}\) have real components. Show that \({\bf u}\) and \({\bf v}\) are both nonzero.

  10. Verify that

    \[ {\bf y}_1=e^{\alpha t}({\bf u}\cos\beta t-{\bf v}\sin\beta t) \mbox{\quad and\quad} {\bf y}_2=e^{\alpha t}({\bf u}\sin\beta t+{\bf v}\cos\beta t), \]

    are the real and imaginary parts of

    \[ e^{\alpha t}(\cos\beta t+i\sin\beta t)({\bf u}+i{\bf v}). \]
  11. Show that if the vectors \({\bf u}\) and \({\bf v}\) are not both \({\bf 0}\) and \(\beta\ne0\) then the vector functions

    \[ {\bf y}_1=e^{\alpha t}({\bf u}\cos\beta t-{\bf v}\sin\beta t)\quad \mbox{ and }\quad {\bf y}_2=e^{\alpha t}({\bf u}\sin\beta t+{\bf v}\cos\beta t) \]

    are linearly independent on every interval. Hint: There are two cases to consider: (i) \(\{{\bf u},{\bf v}\}\) linearly independent, and (ii) \(\{{\bf u},{\bf v}\}\) linearly dependent. In either case, exploit the the linear independence of \(\{\cos\beta t,\sin\beta t\}\) on every interval.

  12. Suppose \({\bf u}=\dst{\twocol{u_1}{u_2}}\) and \({\bf v}=\dst{\twocol{v_1}{v_2}}\) are not orthogonal; that is, \(({\bf u},{\bf v})\ne0\).

    1. Show that the quadratic equation

      \[ ({\bf u},{\bf v})k^2+(\|{\bf v}\|^2-\|{\bf u}\|^2)k-({\bf u},{\bf v})=0 \]

      has a positive root \(k_1\) and a negative root \(k_2=-1/k_1\).

    2. Let \({\bf u}_1^{(1)}={\bf u}-k_1{\bf v}\), \({\bf v}_1^{(1)}={\bf v}+k_1{\bf u}\), \({\bf u}_1^{(2)}={\bf u}-k_2{\bf v}\), and \({\bf v}_1^{(2)}={\bf v}+k_2{\bf u}\), so that \(({\bf u}_1^{(1)},{\bf v}_1^{(1)}) =({\bf u}_1^{(2)},{\bf v}_1^{(2)})=0\), from the discussion given above. Show that

      \[ {\bf u}_1^{(2)}={{\bf v}_1^{(1)}\over k_1} \mbox{\quad and \quad} {\bf v}_1^{(2)}=-{{\bf u}_1^{(1)}\over k_1}. \]
    3. Let \({\bf U}_1\), \({\bf V}_1\), \({\bf U}_2\), and \({\bf V}_2\) be unit vectors in the directions of \({\bf u}_1^{(1)}\), \({\bf v}_1^{(1)}\), \({\bf u}_1^{(2)}\), and \({\bf v}_1^{(2)}\), respectively. Conclude from (a) that \({\bf U}_2={\bf V}_1\) and \({\bf V}_2=-{\bf U}_1\), and that therefore the counterclockwise angles from \({\bf U}_1\) to \({\bf V}_1\) and from \({\bf U}_2\) to \({\bf V}_2\) are both \(\pi/2\) or both \(-\pi/2\).

In Exercises 29-32 find vectors \({\bf U}\) and \({\bf V}\) parallel to the axes of symmetry of the trajectories, and plot some typical trajectories.

  1. C/G   \(\dst{{\bf y}'=\twobytwo3{-5}5{-3}{\bf y}}\)

    Show answer

    \({\bf U}=\dst{{1\over\sqrt2}\twocol{-1}1}\), \({\bf V}=\dst{{1\over\sqrt2}\twocol11}\) 

  2. C/G   \(\dst{{\bf y}'=\twobytwo{-15}{10}{-25}{15}{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{.5257}{.8507}}\), \({\bf V}\approx\dst{\twocol{-.8507}{\phantom{-}.5257}}\)

  3. C/G   \(\dst{{\bf y}'=\twobytwo{-4}8{-4}4{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{.8507}{.5257}}\),

    \({\bf V}\approx\dst{\twocol{-.5257}{\phantom{-}.8507}}\) 

  4. C/G   \(\dst{{\bf y}'=\twobytwo{-3}{-15}33{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{-.9732}{\phantom{-}.2298}}\), \({\bf V}\approx\dst{\twocol{.2298}{.9732}}\)

In Exercises 33-40 find vectors \({\bf U}\) and \({\bf V}\) parallel to the axes of symmetry of the shadow trajectories, and plot a typical trajectory.

  1. C/G   \(\dst{{\bf y}'=\twobytwo{-5}6{-12}7{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{\phantom{-}.5257}{.8507}}\), \({\bf V}\approx\dst{\twocol{-.8507}{.5257}}\) 

  2. C/G   \(\dst{{\bf y}'=\twobytwo5{-12}6{-7}{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{-.5257}{\phantom{-}.8507}}\), \({\bf V}\approx\dst{\twocol{.8507}{.5257}}\)

  3. C/G   \(\dst{{\bf y}'=\twobytwo4{-5}9{-2}{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{-.8817}{\phantom{-}.4719}}\), \({\bf V}\approx\dst{\twocol{.4719}{.8817}}\)  

  4. C/G   \(\dst{{\bf y}'=\twobytwo{-4}9{-5}2{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{.8817}{.4719}}\), \({\bf V}\approx\dst{\twocol{-.4719}{\phantom{-}.8817}}\)

  5. C/G   \(\dst{{\bf y}'=\twobytwo{-1}{10}{-10}{-1}{\bf y}}\)

    Show answer

    \({\bf U}=\dst{\twocol01}\), \({\bf V}=\dst{\twocol{-1}0}\)           

  6. C/G   \(\dst{{\bf y}'=\twobytwo{-1}{-5}{20}{-1}{\bf y}}\)

    Show answer

    \({\bf U}=\dst{\twocol01}\), \({\bf V}=\dst{\twocol10}\)

  7. C/G   \(\dst{{\bf y}'=\twobytwo{-7}{10}{-10}9{\bf y}}\)

    Show answer

    \({\bf U}=\dst{{1\over\sqrt2}\twocol11}\), \({\bf V}=\dst{{1\over\sqrt2}\twocol{-1}{\phantom{-}1}}\)   

  8. C/G   \(\dst{{\bf y}'=\twobytwo{-7}6{-12}5{\bf y}}\)

    Show answer

    \({\bf U}\approx\dst{\twocol{.5257}{.8507}}\), \({\bf V}\approx\dst{\twocol{-.8507}{\phantom{-}.5257}}\)