Complex Eigenvalues — Question 10

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Question 10

For γ>0\gamma>0, consider the four-dimensional system x1′=−x2,x2′=x1,x3′=−γx4,x4′=γx3.x_1'=-x_2,\quad x_2'=x_1,\qquad x_3'=-\gamma x_4,\quad x_4'=\gamma x_3. A state is periodic if there is T>0T>0 with X(t+T)=X(t)X(t+T)=X(t) for all real tt. A constant solution has no least positive period.

Tasks

  1. Find the eigenvalues and solve the IVP X(0)=(1,0,1,0)TX(0)=(1,0,1,0)^T. Describe its projections onto the two coordinate planes.

  2. For γ=2\gamma=\sqrt 2, prove that this full state is not periodic, even though both planar projections are periodic.

  3. Still with γ=2\gamma=\sqrt 2, classify exactly which arbitrary initial states give periodic solutions, and give their least periods when nonconstant.

  4. Replace γ\gamma by 3/23/2. Find the least period for the stated IVP and explain why purely imaginary eigenvalues alone do not guarantee a common period in higher dimensions.

Original worksheet page 1: question and worked solution for 5-8-010
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Question 10 – Solution

Strategy. A full state repeats only when every active rotating block repeats at the same time.

Step 1: Solve each oscillatory block. The eigenvalues are ±i\pm i and ±iγ\pm i\gamma. For the stated initial data, X(t)=(cos⁡t,sin⁡t,cos⁡γt,sin⁡γt)T.\boxed{X(t)=(\cos t,\sin t,\cos\gamma t,\sin\gamma t)^T.} The two projections are unit circles with respective least periods 2π2\pi and 2π/γ2\pi/\gamma. Their closure as plane curves alone does not settle repetition of the combined state.

Step 2: Exclude a common period for irrational frequency ratio. At γ=2\gamma=\sqrt 2, any period must satisfy T=2πmT=2\pi m and 2T=2πn\sqrt 2T=2\pi n for positive integers m,nm,n. This would imply 2=n/m\sqrt 2=n/m, impossible. Hence the four-dimensional state is not periodic. Its norm nevertheless remains 2\sqrt 2, so the obstruction is incompatible timing, not growth or damping.

Step 3: Classify all initial states in the irrational case. Each initially zero two-component block remains zero. A nonzero first block repeats exactly at integer multiples of 2π2\pi; a nonzero second block repeats exactly at integer multiples of 2π/22\pi/\sqrt 2. Thus precisely the states with at least one block zero give periodic solutions. If only the first block is nonzero, the least period is 2π2\pi; if only the second is nonzero, it is 2π\sqrt 2\pi. If both vanish, the solution is constant. If both are nonzero, the same irrationality argument rules out every positive period, regardless of their initial phases.

Step 4: Recover a common period for rational frequency ratio. With γ=3/2\gamma=3/2 and both blocks active, T=2πmT=2\pi m must also satisfy 3m/2∈ℤ3m/2\in\mathbb Z. The least positive choice is m=2m=2, giving T=4π\boxed{T=4\pi}. In these independent rotation systems all states are bounded, but common periodicity requires commensurate active frequencies. Two planar centers therefore need not combine into a periodic full state; purely imaginary eigenvalues alone do not provide the missing frequency ratio.

Original worksheet page 2: question and worked solution for 5-8-010

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