Complex Eigenvalues — Question 6

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Question 6

Let A=(2−510),B=A−I.A=\begin{pmatrix}2&-5\\1&0\end{pmatrix},\qquad B=A-I. Find the normalized evolution matrix for X′=AXX'=AX without selecting or normalizing complex eigenvectors. A normalized evolution matrix FF satisfies F′=AFF'=AF and F(0)=IF(0)=I.

Tasks

  1. Find the eigenvalues and prove a simple identity for B2B^2.

  2. Construct a real formula for F(t)F(t) using that identity, and verify both defining conditions.

  3. Solve the IVP X(0)=(1,1)TX(0)=(1,1)^T. Compute F(π)F(\pi) and explain why a complete oscillation does not produce a periodic nonzero solution.

  4. Prove the multiplication law F(t+s)=F(t)F(s)F(t+s)=F(t)F(s), find F(t)−1F(t)^{-1}, and compute its determinant. Does the determinant alone determine how every vector length changes?

Original worksheet page 1: question and worked solution for 5-8-006
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Question 6 – Solution

Strategy. Remove the real part of the spectrum; the remaining matrix acts algebraically like multiplication by an imaginary number.

Step 1: Isolate the oscillatory matrix. The characteristic polynomial is λ2−2λ+5\lambda^2-2\lambda+5, with roots 1±2i1\pm 2i. Here B=(1−51−1)B=\begin{pmatrix}1&-5\\1&-1\end{pmatrix} and direct multiplication gives B2=−4I\boxed{B^2=-4I}.

Step 2: Construct a real evolution formula. Set F(t)=et(Icos2t+12Bsin2t).\boxed{F(t)=e^t\left(I\cos 2t+\tfrac 12B\sin 2t\right).} Its value at zero is II. Differentiating the bracket gives −2Isin⁡2t+Bcos⁡2t-2I\sin 2t+B\cos 2t, which equals BB times that bracket because B2=−4IB^2=-4I. The product rule therefore yields F′=(I+B)F=AFF'=(I+B)F=AF. Uniqueness verifies that this formula evolves every initial state.

Step 3: Solve and inspect one oscillation. Since B(1,1)T=(−4,0)TB(1,1)^T=(-4,0)^T, X=et(cos⁡2t−2sin⁡2tcos⁡2t).\boxed{X=e^t\binom{\cos 2t-2\sin 2t}{\cos 2t}.} The initial state is (1,1)T(1,1)^T and initial derivative (−3,1)T=A(1,1)T(-3,1)^T=A(1,1)^T. Also F(π)=eπIF(\pi)=e^\pi I: a full trigonometric cycle multiplies the state by eπe^\pi. More generally the periodic bracket and its inverse are bounded, so every nonzero solution grows without bound forward in time. Thus there is no nonzero periodic solution.

Step 4: Verify the evolution algebra. Multiplying two brackets and using B2=−4IB^2=-4I gives the sine and cosine addition formulas, hence F(t+s)=F(t)F(s)F(t+s)=F(t)F(s). Therefore F(t)−1=F(−t)\boxed{F(t)^{-1}=F(-t)}. For scalars c,sc,s, det⁡(cI+sB/2)=c2+s2\det(cI+sB/2)=c^2+s^2, so det⁡F(t)=e2t\boxed{\det F(t)=e^{2t}}. This controls area, not every vector length: at the state (1,1)(1,1) the squared-length derivative is 2(1,1)⋅(−3,1)=−4<02(1,1)\cdot(-3,1)=-4<0, despite increasing area. Shape distortion and eventual growth can coexist.

Original worksheet page 2: question and worked solution for 5-8-006

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