1 00:00:05,445 --> 00:00:06,620 PROFESSOR: Welcome back. 2 00:00:06,620 --> 00:00:08,930 So in this session, we're going to use the matrix 3 00:00:08,930 --> 00:00:12,310 method to solve this linear system of differential 4 00:00:12,310 --> 00:00:13,330 equations. 5 00:00:13,330 --> 00:00:19,452 These are x dot equals 6x plus 5y, and y dot equals x plus 2y. 6 00:00:19,452 --> 00:00:20,910 So why don't you take a few minutes 7 00:00:20,910 --> 00:00:22,900 to write down the system in matrix form 8 00:00:22,900 --> 00:00:26,342 and go through the matrix method to solve it. 9 00:00:26,342 --> 00:00:27,300 And I'll be right back. 10 00:00:40,410 --> 00:00:41,630 Welcome back. 11 00:00:41,630 --> 00:00:45,870 So let's write down this system in matrix form. 12 00:00:45,870 --> 00:00:50,770 You would have a vector with entries x and y prime equals 13 00:00:50,770 --> 00:01:03,740 a matrix with entries 6, 5; 1, 2 multiplying the column vector 14 00:01:03,740 --> 00:01:05,390 [x, y]. 15 00:01:05,390 --> 00:01:08,540 So now, we did big part of the work. 16 00:01:08,540 --> 00:01:10,070 The matrix method tells us that we 17 00:01:10,070 --> 00:01:12,880 need to find the eigenvalues of this matrix 18 00:01:12,880 --> 00:01:17,290 to be able to basically diagonalize it and seek 19 00:01:17,290 --> 00:01:20,210 eigenvectors so that then we can just read off the solutions 20 00:01:20,210 --> 00:01:21,710 and write the solution of the system 21 00:01:21,710 --> 00:01:25,290 as a linear combination of the eigenvectors that we found. 22 00:01:25,290 --> 00:01:27,620 So let's look for the eigenvalues first. 23 00:01:33,480 --> 00:01:35,570 The eigenvalues would be computed 24 00:01:35,570 --> 00:01:44,950 by seeking the determinant of this matrix in this form: 25 00:01:44,950 --> 00:01:48,310 6 minus lambda, 5; 1, 2 minus lambda. 26 00:01:48,310 --> 00:01:51,140 We're going to have an equation on lambda, solve for lambda, 27 00:01:51,140 --> 00:01:52,890 and the solutions will be our eigenvalues. 28 00:01:56,080 --> 00:02:01,500 So the determinant would be 6 minus lambda multiplying 2 29 00:02:01,500 --> 00:02:07,700 minus lambda minus 5, 1 dot 5, equals to 0. 30 00:02:07,700 --> 00:02:11,420 So here, the lambda that lambda gives us a lambda squared. 31 00:02:11,420 --> 00:02:15,050 We have minus 6*lambda minus 2*lambda, 32 00:02:15,050 --> 00:02:17,220 which would be minus 8*lambda. 33 00:02:17,220 --> 00:02:22,530 And then, we would have 2 dot 6, which is 12, minus 5, 34 00:02:22,530 --> 00:02:25,010 which gives us 7. 35 00:02:25,010 --> 00:02:27,410 So quadratic equation in lambda, and you 36 00:02:27,410 --> 00:02:32,010 can factorize it and find the solutions, which is lambda_1 37 00:02:32,010 --> 00:02:37,920 equals to 1, lambda_2 equals to 7. 38 00:02:37,920 --> 00:02:40,280 So we're done with the first part. 39 00:02:40,280 --> 00:02:41,640 These are our eigenvalues. 40 00:02:41,640 --> 00:02:42,580 They're not repeated. 41 00:02:42,580 --> 00:02:47,000 They're just completely different and real valued. 42 00:02:47,000 --> 00:02:49,840 So now, we're going to look at the eigenvectors associated 43 00:02:49,840 --> 00:02:50,800 to each eigenvalue. 44 00:02:59,490 --> 00:03:05,126 So first eigenvector would be associated with lambda_1 equals 45 00:03:05,126 --> 00:03:05,625 to 1. 46 00:03:09,940 --> 00:03:13,860 So we would be solving this system. 47 00:03:13,860 --> 00:03:18,570 We would be solving this system with a new matrix, 6 minus 1. 48 00:03:18,570 --> 00:03:23,720 I'm going to spell out this one so that-- 2 minus 1. 49 00:03:23,720 --> 00:03:28,190 So this is just our lambda, multiplying an unknown vector 50 00:03:28,190 --> 00:03:35,260 with components a_1 and a_2, equals to zero vector. 51 00:03:35,260 --> 00:03:38,860 And basically here, the unknowns are a_1 and a_2. 52 00:03:38,860 --> 00:03:48,470 So this is simply 5, 5; 1, and 1, [a1, a2] equals to 0, 0. 53 00:03:48,470 --> 00:03:51,220 So as you saw before, here, basically, we 54 00:03:51,220 --> 00:03:52,680 can read off the equation as being 55 00:03:52,680 --> 00:03:55,930 5a_1 plus 5a_2 equals to 0 and another one which 56 00:03:55,930 --> 00:03:58,080 is a_1 plus a_2 equals to 0. 57 00:03:58,080 --> 00:04:00,430 They're the same equations. 58 00:04:00,430 --> 00:04:06,030 So really, we just have a_1 plus a_2 equals to 0. 59 00:04:06,030 --> 00:04:11,120 And so our vector v_1 could be picked 60 00:04:11,120 --> 00:04:15,750 to just have component 1, for example, a_1 equals to 1. 61 00:04:15,750 --> 00:04:18,899 And its second component would just be minus 1. 62 00:04:18,899 --> 00:04:21,320 That would be one pick for our v_1. 63 00:04:21,320 --> 00:04:23,820 We could normalize this vector if you wanted to. 64 00:04:23,820 --> 00:04:26,940 I'm just going to keep it like this for now. 65 00:04:26,940 --> 00:04:30,320 So if we look now for the second eigenvector corresponding 66 00:04:30,320 --> 00:04:38,360 to the second eigenvalue of 7, I would 67 00:04:38,360 --> 00:04:40,470 be looking for the components of these vectors 68 00:04:40,470 --> 00:04:44,036 by doing a similar solving for the same thing. 69 00:04:44,036 --> 00:04:46,410 And I'm going to spell it out again so that you see where 70 00:04:46,410 --> 00:04:47,795 the terms are coming from. 71 00:04:47,795 --> 00:04:50,676 It's just 6 minus the value of my lambda... 72 00:04:58,160 --> 00:04:59,950 [0, 0]. 73 00:04:59,950 --> 00:05:03,460 So here, we have 6 minus 7, which is 1, 5. 74 00:05:03,460 --> 00:05:09,100 And then, we have 1 and 2 minus 7, which is minus 5. 75 00:05:09,100 --> 00:05:14,150 So really, what do we have is an equation minus 1 76 00:05:14,150 --> 00:05:16,730 plus 5a_2 in both cases. 77 00:05:19,870 --> 00:05:24,960 So we can pick a value for a_1 or a_2 78 00:05:24,960 --> 00:05:32,190 and write down a vector v_2, in for example the form of a_1 79 00:05:32,190 --> 00:05:35,570 equals to-- let's pick a_2 equals to 1. 80 00:05:35,570 --> 00:05:38,630 And we would have a_1 equals to 5, for example. 81 00:05:38,630 --> 00:05:42,290 Again, if you wanted an orthonormal basis formed 82 00:05:42,290 --> 00:05:46,910 by your v_1, v_2, you would just normalize these two vectors. 83 00:05:46,910 --> 00:05:54,220 So here, basically, we can then rewrite the solution 84 00:05:54,220 --> 00:06:02,480 to the original system as being linear combinations 85 00:06:02,480 --> 00:06:07,820 of-- so I'm just going to write it in vector form. 86 00:06:07,820 --> 00:06:12,370 The first vector 1-- I'll keep it in v_1, v_2, 87 00:06:12,370 --> 00:06:14,140 that way you see it. 88 00:06:14,140 --> 00:06:15,910 And then, I'll go into the component. 89 00:06:18,730 --> 00:06:24,350 We'd have v_1 exponential of the value of lambda 90 00:06:24,350 --> 00:06:26,210 we found that corresponds to v_1. 91 00:06:26,210 --> 00:06:28,220 So it would be 1 dot t. 92 00:06:28,220 --> 00:06:35,710 And then, v_2 exponential of the lambda 93 00:06:35,710 --> 00:06:37,130 value that corresponds to v_2. 94 00:06:39,720 --> 00:06:41,820 And then, basically, we just have 95 00:06:41,820 --> 00:06:45,030 constants of integration here. 96 00:06:45,030 --> 00:06:46,670 And so the solution to this problem 97 00:06:46,670 --> 00:06:50,020 would be linear combination of the vectors 98 00:06:50,020 --> 00:06:53,720 by the basis of our eigenvectors and multiplied 99 00:06:53,720 --> 00:06:56,970 by the exponentials assigned a value of the eigenvalues 100 00:06:56,970 --> 00:06:59,770 that we found when we looked for the eigenvalues 101 00:06:59,770 --> 00:07:01,510 of the matrix of the system. 102 00:07:01,510 --> 00:07:05,820 So here, just know that like for the 1D problem 103 00:07:05,820 --> 00:07:07,740 that we saw before, we're building 104 00:07:07,740 --> 00:07:11,060 a solution based on linear combination of lucky guesses 105 00:07:11,060 --> 00:07:11,940 that we used. 106 00:07:11,940 --> 00:07:18,220 And in the one equation case, we used a guess of e to lambda*t 107 00:07:18,220 --> 00:07:19,880 in 1D. 108 00:07:19,880 --> 00:07:24,980 Here, in this case, we had a guess of a vector v 109 00:07:24,980 --> 00:07:27,300 and the form of lambda*t that we used. 110 00:07:27,300 --> 00:07:29,870 And then, basically, we just solved for the lambdas, 111 00:07:29,870 --> 00:07:32,760 and solved for the v's, and did a linear combination 112 00:07:32,760 --> 00:07:34,000 of all the solutions. 113 00:07:34,000 --> 00:07:37,644 Like we did before in the 1D case, we solved the lambda. 114 00:07:37,644 --> 00:07:39,060 We had different values of lambda. 115 00:07:39,060 --> 00:07:41,770 We did a linear combinations of the exponentials. 116 00:07:41,770 --> 00:07:43,730 So that ends this problem. 117 00:07:43,730 --> 00:07:46,490 And here, the key is just to go through the method 118 00:07:46,490 --> 00:07:48,420 of diagonalizing your matrix. 119 00:07:48,420 --> 00:07:50,520 Basically, it's finding the eigenvalues, 120 00:07:50,520 --> 00:07:52,930 and then computing the eigenvectors associated 121 00:07:52,930 --> 00:07:55,050 with that, and writing your solutions 122 00:07:55,050 --> 00:07:59,627 in terms of a linear combination of the solution that you found.