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8.4 Matrix Exponential

This document discusses systems of linear first-order differential equations and introduces the matrix exponential. It defines the matrix exponential eAt and shows that it can be used to write the general solution to the homogeneous system X' = AX as X = eAtC, where C is a column matrix of constants. It also provides the general solution to nonhomogeneous systems X' = AX + F(t) using the matrix exponential. Examples are provided to demonstrate computing the matrix exponential and using it to find general solutions.

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Jorge Miguel Sánchez
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
115 views

8.4 Matrix Exponential

This document discusses systems of linear first-order differential equations and introduces the matrix exponential. It defines the matrix exponential eAt and shows that it can be used to write the general solution to the homogeneous system X' = AX as X = eAtC, where C is a column matrix of constants. It also provides the general solution to nonhomogeneous systems X' = AX + F(t) using the matrix exponential. Examples are provided to demonstrate computing the matrix exponential and using it to find general solutions.

Uploaded by

Jorge Miguel Sánchez
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MAT 246

Differential Equations

Chapter 8
Systems of Linear
First-Order DEs
8.4 Matrix Exponential

Erickson/Biddy

Review Material
Appendix

II.1 (Definition II.10 and II.11)

8.4 Matrix Exponential

Erickson/Biddy

Homogeneous Systems
is possible to define a matrix exponential so that
(1)
X eAt C
is a solution of the homogeneous solution X = AX.
A is an n n matrix of constants
C is an n 1 column matrix of arbitrary constants.
It

8.4 Matrix Exponential

Linear Algebra Review


Special Matrices
Identity

Matrix

1 0
0 1
In

0 0

0
0

5.3 Matricies and Linear Systems

Linear Algebra Review


Inverse
The

inverse of a square matrix A is a square matrix


B s.t. AB = BA = I.

If

a matrix has an inverse it is unique and denoted


by A-1.
i.e.

-1

-1

AA = A A = I
5.3 Matricies and Linear Systems

Linear Algebra Review


Computing Inverses

Computing inverses for a 2x2 matrix.

a b
A

c
d

1 d b
A
| det A | c a
-1

For larger matrices we do row operations. AI = IA-1


5.3 Matricies and Linear Systems

Linear Algebra Review


Inverses
A-1

exists iff det(A)0


(A is non-singular matrix)

A-1

does not exist if det(A)=0


(A is a singular matrix)

5.3 Matricies and Linear Systems

Erickson/Biddy

Linear Algebra Review


Diagonal Matrix
An

n x n matrix A is a diagonal matrix if all its


entries off the main diagonal are zero, that is,

a11 0
0 a
22
A

0
0

0
0

ann
8.4 Matrix Exponential

Erickson/Biddy

Linear Algebra Review


Integral of a Matrix of Functions
If

A(t) = (aij(t))mn is a matrix whose entries are


functions continuous on a common interval
containing t an t0, then

a ( s)ds
A
(
s
)
ds

t
t ij

0
0
mn
t

8.4 Matrix Exponential

10

Erickson/Biddy

Definition 8.4.1
Matrix Exponential
For

any n n matrix, A,

This is equation (3).


It can be shown that the series given in (3) converges
to an n n matrix for every value of t.
8.4 Matrix Exponential

11

Erickson/Biddy

Example pg. 359


Use

(3) to compute eAt and e-At.

0 1
2. A

1
0

8.4 Matrix Exponential

12

Erickson/Biddy

Derivative of eAt
The

derivative of the matrix exponential is

d At
At
e Ae
dt

(4)

8.4 Matrix Exponential

13

Erickson/Biddy

Fundamental Matrix

Given the system X = AX its general solution is


X = c1X1 + c2X2 + + cnXn
Which can be written as X = (t)C, where C is a n1
column matrix of arbitrary constants and (t) is the
nn matrix whose columns consist of the entries of the
solution vectors of the system

x11
x
(t ) 21

xn1

x12
x22

xn 2

x1n
x2 n

xnn

8.4 Matrix Exponential

14

Erickson/Biddy

eAt is a Fundamental Matrix

If we denote the matrix exponential eAt by the symbol


(t), then (4) is equivalent to the matrix DE
(t) = A(t).

It follows from Definition 8.4.1 that (0) = eA(0) = I,


and so det (0) 0.

These two properties are enough for us to conclude that


(t) is a fundamental matrix of the system X = AX.
8.4 Matrix Exponential

15

Erickson/Biddy

Example pg. 359


Use

(1) to find the general solution of the given


system.

0 1
6. X
X

1 0

8.4 Matrix Exponential

16

Erickson/Biddy

Nonhomogeneous Systems
For

a nonhomogeneous system of linear first-order DEs


it can be shown that the general solution of X = AX +
F(t), where A is an n n matrix of constants, is

(5)

the matrix exponential eAt is a fundamental matrix,


it is always nonsingular and e-At = (eAt)-1.
In practice, e-As can be obtained from eAt by simply
replacing t by s.
Since

8.4 Matrix Exponential

17

Erickson/Biddy

Examples pg. 359


Use

(5) to find the general solution of the given


system.

1 0
t
10. X
X 4t

0 2
e
0 1
cosh t
12. X
X

1
0
sinh
t

8.4 Matrix Exponential

18

Erickson/Biddy

Use of the Laplace Transform


We

also have

e L
At

sI A
1

8.4 Matrix Exponential

19

Erickson/Biddy

Example pg. 359


Use

the method of Example 2 (using Laplace


transforms) to compute eAt for the coefficient
matrix. Use (1) to find the general solution of the
given system.
4 2
16. X
X

1 1

8.4 Matrix Exponential

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