Real Eigenvalues — Question 2

PDF ↗

Question 2

Consider X′=(1221)X.X'=\begin{pmatrix}1&2\\2&1\end{pmatrix}X. Use the Euclidean distance to the line y=−xy=-x. In the perturbed initial data below assume 0<ε<1/20<\varepsilon<1/\sqrt 2.

Tasks

  1. Find the eigenpairs and general solution. Identify every initial state producing a bounded solution for t≥0t\ge 0.

  2. Explain the saddle geometry and the forward directions on its two eigenlines. Can a nonconstant trajectory cross either eigenline?

  3. For X(0)=(1+ε,−1+ε)TX(0)=(1+\varepsilon,-1+\varepsilon)^T, find when the magnitudes of its stable and unstable modal coefficients first become equal.

  4. Find the first t≥0t\ge 0 at which this solution has distance 11 from y=−xy=-x. Explain why small initial error can eventually cause a large departure.

Original worksheet page 1: question and worked solution for 5-7-002
Show solutionHide solution

Question 2 – Solution

Strategy. Track stable and unstable coefficients separately; perpendicular distance measures departure from the stable line.

Step 1: Separate decay from growth. Eigenpairs are 3,(1,1)T3,(1,1)^T and −1,(1,−1)T-1,(1,-1)^T. For data (p,q)(p,q), X=p+q2e3t(11)+p−q2e−t(1−1).X=\frac{p+q}{2}e^{3t}\binom 11+\frac{p-q}{2}e^{-t}\binom 1{-1}. These independent vectors give the full family. A forward solution is bounded exactly when p+q=0p+q=0, and then it tends to zero.

Step 2: Interpret the invariant lines. The unstable line y=xy=x points away from the origin; the stable line y=−xy=-x points toward it. The opposite signs make the origin a saddle. Each modal coefficient preserves its sign unless identically zero. Thus off-line trajectories cannot cross either eigenline at finite time. Each equilibrium or nonzero half-line is a separate trajectory.

Step 3: Compute modal balance. The perturbed solution is X=εe3t(1,1)T+e−t(1,−1)TX=\varepsilon e^{3t}(1,1)^T+e^{-t}(1,-1)^T. Equality of modal magnitudes requires εe3t=e−t\varepsilon e^{3t}=e^{-t}, hence tbalance=14ln⁡(1/ε).\boxed{t_{\mathrm{balance}}=\tfrac 14\ln(1/\varepsilon).} The eigenvectors have equal length, so the same time balances their Euclidean contributions. It is nonnegative under the stated assumption.

Step 4: Measure the delayed departure. Distance to y=−xy=-x is |x+y|/2=2εe3t|x+y|/\sqrt 2=\sqrt 2\varepsilon e^{3t}, strictly increasing from a value below one. Its first value one occurs at texit=13ln⁡(12ε).\boxed{t_{\mathrm{exit}}=\tfrac 13\ln\!\left(\frac 1{\sqrt 2\varepsilon}\right).} The delay diverges as ε↓0\varepsilon\downarrow 0, but every positive error has a growing unstable component. Only exact cancellation stays on the stable line. The figure illustrates ε=1/10\varepsilon=1/10.

See the diagram in the original worksheet below.

Original worksheet page 2: question and worked solution for 5-7-002

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