Matrix Method for a 2 2 System of DEs

We are interested in finding a fundamental system of real solutions of a 2 2 real system of DEs.
Consider a 2 2 system of DEs:
dx1
= a11 x1 + a12 x2 ,
dt

dx2
= a21 x1 + a22 x2 .
dt

We represent this as the vector DE:

dx(t)
= Ax(t) ()
dt
where
x(t) = [x1 (t), x2 (t)]T : t 7 R2
and
A=

a11 a12
a21 a22

aij R.

We know that
y(t) = etA C,

C = [c1 , c2 ]T R2

is a solution of (). If (, C) is an eigenpair of A, then

y(t) = etA C = et et(AI) C = et [I + t(A I) +

t2
(A I)2 + ]C = et C,
2!

since (A I)C = 0.
Case 1: When we have two distinct real eigenvalues 1 and 2 then we have
y1 (t) = e1 t C1 ,

y2 (t) = e2 t C2

as two LI real solutions of () where C1 and C2 are corresponding eigenvectors.

Case 2: When we have 1 = 2 = (in this case they are real only) and if we have two LI
eigenvectors C1 and C2 corresponding to then we have yi (t) = et Ci , i = 1, 2 as two LI real
solutions. If we have only one eigenvector corresponding to , then we have only one real solution
of the type
y1 (t) = et C
where (, C) is an eigenpair. To get the another LI solution, we find a vector D R 2 (known as a
generalized eigenvector) such that
(A I)D 6= 0,

(A I)2 D = 0.

There will always be (in this case) such a D which is clearly LI of C. Then the second LI solution
is given by
y2 (t) = et [I + t(A I)]D.
Case 3 (Complex eigenvalues): 1,2 = a ib, then we use only = a + ib to get both LI real
solutions. Let C = [c1 + id1 , c2 + id2 ]T be corresponding eigenvector. Then
y(t) = e(a+ib)t C = eat (cos bt + i sin bt)[c1 + id1 , c2 + id2 ]T
= eat [c1 cos bt d1 sin bt, c2 cos bt d2 sin bt]T + ieat [d1 cos bt c1 sin bt, d2 cos bt c2 sin bt]T

is a complex solution of (). The real and imaginary parts of this complex solution provide two LI
real solutions. Thus in this case
y1 (t) = eat [c1 cos btd1 sin bt, c2 cos btd2 sin bt]T ,
are two LI real solutions of ().
Examples:
Example 1:
For Case 1: Consider

A=

y2 (t) = eat [d1 cos btc1 sin bt, d2 cos btc2 sin bt]T

1 2
2 1

Here eigne values are

1 = 1, 2 = 3
and the corresponding LI eigenvectors are C1 = [1, 1]T and C2 = [1, 1]T so in this case we
have two LI solutions
y1 = [et , et ], y2 = [e3t , e3t ].
Example 2[i]: For Case 2: consider
A=

1 0
0 1

Here eigenvalues are

1 = 2 = = 1
and the corresponding LI eigenvectors are C1 = [1, 0]T and C2 = [0, 1]T so in this case we are
able to find two LI eigenvector(corresponding to repeated eigenvalue 1)and so the two LI solutions
are
y1 = [et , et ], y2 = [e3t , e3t ]
Example2[ii] For Case 2: Consider
A=

1 3
3 7

Here eigenvalues are

1 = 2 = = 4
and in this case we are not able to find two eigenvector corresponding to eigenvalue 4 given as
C1 = [1, 1]T and so to find other LI eigenvector( generalized eigenvector) we have to find D s.t
(A 4I)2 D = 0
and
(A 4I)D 6= 0
here
(A 4I)2 = 0
so we can choose any C2 = [1, 0] LI to C1 .
So two LI solutions are y1 = [e4t , e4t ] and
t2 (A 4I)2
+ ..........] [1, 0]T
2!
= [e4t (1 3t), (3t)e4t ].

y2 = e4t et(A4I) [1, 0]T = e4t [I + t(A 4I) +

Example 3: For case 3 consider

A=

2 5
1 2

A have two eigenvalue i. For = i

we have C1 = [2 + i, 1]T so y1 = eit [2 + i, 1]T
gives two LI solutions namely y1real = [2 cos t sin t, cos t] and

y1img = [cos t + 2 sin t, sin t].