Henrik Jacobsson Notes from ODE-lectures September 26, 2011

Lecture 12 - 23/9

1 0 X 1 2 such that the new system has a matrix on canonical form. Compare the phase portraits of the two systems. Need to nd a matrix T 2x2 such that the coordinate transformation X = T Y results in a system with system matrix T 1AT which is on canonical form. We have seen that if T = [V1 V2] the Example: Change the coordinates of the system X =
eigenvectors

1 0 So we need to nd the eigenvectors and eigen02 values. Eigenvalues are obtained from the characteristic equation. det(A I) = 0 1 0 0 det =0 1 2 0 1 0 det = 0 (1 )(2 ) 1 0 = 1 2 0 ( + 1)( + 2) = 0 1 = 1, 2 = 2 Eigenvector corresponding to 1 = 1 (Av = v) 1 0 v1 v = 1 1 1 2 v2 v2 First row: v1 = v1 1 Second row: v1 2v2 = v2 v1 = v2 for example 1 Eigenvector corresponding to 2 = 2 1 0 v1 v = 2 1 v2 1 2 v2 T 1AT =
1

First row: v1 = 2v1 v1 = 0 Second row: v1 2v2 = 2v2 v1 = 0 So the transformation matrix becomes 1 0 1 0 T = T 1 = 1 1 1 1
eigenvectors 1 & 2

0 1

Hence, we make the change of coordinates 1 0 X Y = 1 1

T 1

Then the new system becomes Y =

1 0

0 Y 2

eigenvalue 1 & 2

1 0 +c2e2t 0 1 The dynamics along the two axis are decoupled. The dynamics along 0 1 the direction is quicker than in the direction . So the gen1 0 eral solution of the original system is: 1 0 1 0 1 X(t) = T Y (t) = c1et + c2e2t = c1et + 1 0 0 1 0 0 c2e2t 1 What does the phase portrait look like? 0 limt X(t) = 0 General solution of the canonical system Y (t) = c1et
dx2 dx1

dx limt dx2 = 1 1

dx2 dt dx1 dt

c1 et 2c2 e2t c1 et

= 1 + 2 c2 e 2 c1

limt dx2 = dependent on signs of c1 and c2 dx1

1.1 Transformation of a system with complex eigenvalues

Consider X = AX where A has complex eigenvalues i ( = 0) with V1 and V2 are real vectors such that V1 iV2 are eigenvectors corresponding to i. Since V1 + iV2 eigenvectors and + i the corresponding eigenvalue. A (V1 + iV2) = ( + i) (V1 + iV2)
V V

Equate real and imaginary parts: AV1 = V1 V2 AV2 = V1 + V2 How dene transformation matrix T such that T 1AT is on canonical form? T = [V1 V2] hence T E1 = V1 T E2 = V2
unit vector

So (T 1AT )E1 = T 1AV1 = T 1(V1 V2) = E1 +E2 = which is on canonical form. Example: (Complex eigenvalues) 0 1 X Consider the system X = 4 0 Thus T 1AT =
A

Find a canonical form and describe the phase portraits of both systems. Eigenvalues are given by 2 + 4 = 0 = 2i
det(AI)=0

A complex eigenvector corresponding to = 2i is

3

1 2i

So there is a complex solution. 1 e2it Breakitintorealandimaginaryparts, givesthegeneralsolution : 2i cos2t sin2t X(t) = c1 + c2 2sin2t 2cos2t 1 Break the eigenvector into real and imaginary parts: 2i 1 0 + i 0 2
V1 V2

Construct a T by setting T = [V1 V2] = Then T 1AT = formula] Y (t) = c1 cos2t sin2t + c2 sin2t cos2t 0 2 2 0

1 0

0 2

so the solution on canonical form [use

Y = T 1AT Y X = AX looks the same but with ellipses instead of circles, more tall than they are wide.

1.2

The trace-determinant plane

For a matrix A =

a b c d (a + d) + (ad bc) = 0
det(A)=D

the eigenvalues are given by 2

trace(A)=T

So the characteristic equation is 2T + D = 0 and the eigenvalues are given by = T 2 4D) (1) Note: + + = T and + = D So if we know T and D we can nd + and (1) A ) T 2 4D < 0 Complex eigenvalues B ) T 2 4D > 0 Real distinct eigenvalues C ) T 2 4D = 0 Repeated eigenvalues

1 2 (T