5.1: Problem Set
- Page ID
- 24159
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)EXERCISE \(\PageIndex{1}\)
Suppose A is a \(n \times n\) matrix of real numbers. Show that if \(\lambda\) is an eigenvalue of A with eigenvector e, then \(\bar{\lambda}\) is an eigenvalue of A with eigenvector \(\bar{e}\).
EXERCISE \(\PageIndex{2}\)
Consider the matrices:
\(A_{1} = \begin{pmatrix} {0}&{-w}\\ {w}&{0} \end{pmatrix}, A_{2} = \begin{pmatrix} {0}&{w}\\ {-w}&{0} \end{pmatrix}, w>0\)
Sketch the trajectories of the associated linear autonomous ordinary differential equations:
\(\begin{pmatrix} {\dot{x_{1}}}\\ {\dot{x_{2}}} \end{pmatrix} = A_{i}\begin{pmatrix} {x_{1}}\\ {x_{2}} \end{pmatrix}, i = 1, 2\)
EXERCISE \(\PageIndex{3}\)
Consider the matrices:
\(A = \begin{pmatrix} {-1}&{-1}\\ {-9}&{-1} \end{pmatrix}\)
(a) Show that the eigenvalues and eigenvectors are given by:
\(-1-3i: \begin{pmatrix} {1}\\ {3i} \end{pmatrix} = \begin{pmatrix} {1}\\ {0} \end{pmatrix}+i\begin{pmatrix} {0}\\ {3} \end{pmatrix}\)
\(-1+3i: \begin{pmatrix} {1}\\ {-3i} \end{pmatrix} = \begin{pmatrix} {1}\\ {0} \end{pmatrix}-i\begin{pmatrix} {0}\\ {3} \end{pmatrix}\)
(b) Consider the four matrices:
\(T_{1} = \begin{pmatrix} {1}&{0}\\ {0}&{-3} \end{pmatrix}\)
\(T_{2} = \begin{pmatrix} {1}&{0}\\ {0}&{3} \end{pmatrix}\)
\(T_{3} = \begin{pmatrix} {0}&{1}\\ {-3}&{0} \end{pmatrix}\)
\(T_{4} = \begin{pmatrix} {0}&{1}\\ {3}&{0} \end{pmatrix}\)
Compute \(\Lambda_{i} = T_{i}^{-1}AT_{i}, i = 1 \dots 4\).
(c) Discuss the form of T in terms of the eigenvectors of A.
EXERCISE \(\PageIndex{4}\)
Consider the following two dimensional linear autonomous vector field:
\(\begin{pmatrix} {\dot{x_{1}}}\\ {\dot{x_{2}}} \end{pmatrix} = \begin{pmatrix} {-2}&{1}\\ {-5}&{2} \end{pmatrix} \begin{pmatrix} {x_{1}}\\ {x_{2}} \end{pmatrix}, (x_{1}(0), x_{2}(0)) = (x_{10}, x_{20})\).
Show that the origin is Lyapunov stable. Compute and sketch the trajectories.
EXERCISE \(\PageIndex{5}\)
Consider the following two dimensional linear autonomous vector field:
\(\begin{pmatrix} {\dot{x_{1}}}\\ {\dot{x_{2}}} \end{pmatrix} = \begin{pmatrix} {1}&{2}\\ {2}&{1} \end{pmatrix} \begin{pmatrix} {x_{1}}\\ {x_{2}} \end{pmatrix}, (x_{1}(0), x_{2}(0)) = (x_{10}, x_{20})\).
Show that the origin is a saddle. Compute the stable and unstable subspaces of the origin in the original coordinates, i.e. the \(x_{1}-x_{2}\) coordinates. Sketch the trajectories in the phase plane.
EXERCISE \(\PageIndex{6}\)
Compute \(e^{A}\), where
\(A = \begin{pmatrix} {\lambda}&{1}\\ {0}&{\lambda} \end{pmatrix}\)
Hint. Write
\(A = \underbrace{\begin{pmatrix} {\lambda}&{0}\\ {0}&{\lambda} \end{pmatrix}}_{\equiv S}+\underbrace{\begin{pmatrix} {0}&{1}\\ {0}&{0} \end{pmatrix}}_{\equiv N}\)
Then
\(A \equiv S+N\), and NS = SN.
Use the binomial expansion fo compute \((S + N)^n\), \(n \ge 1\),
\((S + N)^n = \sum_{k=0}^{n} \begin{pmatrix} {n}\\ {k} \end{pmatrix} S^{k}N^{n-k}\),
where
\(\begin{pmatrix} {n}\\ {k} \end{pmatrix} = \frac{n!}{k!(n-k)!}\)
and substitute the results into the exponential series.