Solutions to Systems — Question 3

PDF ↗

Question 3

Consider the continuous time-dependent linear system X′=A(t)X,A(t)=(2t10−t).X'=A(t)X,\qquad A(t)=\begin{pmatrix}2t&1\\0&-t\end{pmatrix}. For two solution columns U=(u1,u2)TU=(u_1,u_2)^T, V=(v1,v2)TV=(v_1,v_2)^T, write W=u1v2−u2v1W=u_1v_2-u_2v_1. Do not assume a determinant evolution formula without deriving it.

Tasks

  1. Differentiate WW and use the original system to derive its scalar differential equation.

  2. Find W(t)W(t) when the matrix of columns equals II at t=0t=0. Is the claim W=et2W=e^{t^2} consistent with the system?

  3. Construct the principal fundamental matrix at 00. A definite integral is an acceptable exact entry; verify the initial matrix and both column equations.

  4. Find the solution with initial state (0,1)T(0,1)^T. Explain why growth of the fundamental determinant for t>0t>0 does not imply growth of every solution component.

Original worksheet page 1: question and worked solution for 5-5-003
Show solutionHide solution

Question 3 – Solution

Strategy. Derive the determinant law by the product rule, and construct the columns by solving the triangular equations.

Step 1: Differentiate the determinant. Substitution gives W′=(2tu1+u2)v2+u1(−tv2)−(−tu2)v1−u2(2tv1+v2)=tW.W'=(2tu_1+u_2)v_2+u_1(-tv_2) -(-tu_2)v_1-u_2(2tv_1+v_2)=tW. The off-diagonal terms cancel. This is the trace law here, since tr⁡A=t\operatorname{tr}A=t, obtained directly rather than assumed.

Step 2: Apply the determinant’s initial value. At 00, W(0)=1W(0)=1, and solving W′=tWW'=tW gives W(t)=et2/2\boxed{W(t)=e^{t^2/2}}. The proposed et2e^{t^2} has derivative 2tet22t e^{t^2} and fails the required equation except at the isolated time 00; matching the initial value is insufficient.

Step 3: Construct and verify the matrix. Put J(t)=∫0te−3s2/2dsJ(t)=\int_0^t e^{-3s^2/2}\,ds. The second equation gives y=c2e−t2/2y=c_2e^{-t^2/2}, and the first gives (e−t2x)′=c2e−3t2/2(e^{-t^2}x)'=c_2e^{-3t^2/2}. Therefore Φ(t)=(et2et2J(t)0e−t2/2).\boxed{\Phi(t)=\begin{pmatrix}e^{t^2}&e^{t^2}J(t)\\0&e^{-t^2/2}\end{pmatrix}.} Since J(0)=0J(0)=0, Φ(0)=I\Phi(0)=I. The derivative of its upper-right entry is 2tet2J+e−t2/22t e^{t^2}J+e^{-t^2/2}, precisely the required first-row expression. The remaining entries satisfy their rows directly. Its determinant agrees with Step 2 and never vanishes, so this is a principal fundamental matrix.

Step 4: Interpret the selected solution. The initial vector (0,1)T(0,1)^T selects the second column: X=(et2J(t),e−t2/2)TX=(e^{t^2}J(t),e^{-t^2/2})^T. Its second component strictly decreases for t>0t>0, even while WW grows. A determinant concerns a pair of independent columns, not the separate monotonicity of each component. The nonzero determinant guarantees a complete independent family throughout the real axis.

Original worksheet page 2: question and worked solution for 5-5-003

Original worksheet layout. Use Enlarge or open the PDF for a closer view.