Repeated Eigenvalues — Question 10

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Question 10

For ε≥0\varepsilon\ge 0, consider Aε=(−1ε30−10002),X′=AεX,X(0)=(pqr).A_\varepsilon=\begin{pmatrix}-1&\varepsilon&3\\0&-1&0\\0&0&2\end{pmatrix}, \qquad X'=A_\varepsilon X,\qquad X(0)=\begin{pmatrix}p\\q\\r\end{pmatrix}. A matrix is diagonalizable if it has a basis of eigenvectors. For nonzero solutions, compare their normalized directions X/∥X∥X/\|X\|.

Tasks

  1. Find the eigenvalues and eigenspaces. For which ε\varepsilon is the matrix diagonalizable?

  2. Find the complete solution for arbitrary initial data, including the polynomial term when present.

  3. Identify all forward-bounded initial states. Within that set, classify the limiting forward directions for every nonzero initial state.

  4. For initial (0,1,0)T(0,1,0)^T, compare the iterated limits of Xε/∥Xε∥X_\varepsilon/\|X_\varepsilon\| as t→∞t\to\infty and ε↓0\varepsilon\downarrow 0, in both orders. Explain what changes even though the eigenvalues do not.

Original worksheet page 1: question and worked solution for 5-9-010
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Question 10 – Solution

Strategy. A repeated stable eigenvalue can have a two-dimensional eigenspace or a defective chain; the limiting direction detects that difference.

Step 1: Determine the eigenspaces. The eigenvalues are −1-1 (multiplicity two) and 22. For −1-1, z=0z=0 and εy=0\varepsilon y=0. Thus its eigenspace is the whole plane z=0z=0 when ε=0\varepsilon=0, but only the xx-axis when ε>0\varepsilon>0. The 22 eigenspace is always span⁡(1,0,1)T\operatorname{span}(1,0,1)^T. There is a full eigenbasis exactly when ε=0\boxed{\varepsilon=0}; this diagonalizable three-dimensional matrix is not a scalar matrix.

Step 2: Solve the coupled components. First z=re2tz=re^{2t} and y=qe−ty=qe^{-t}. Then (etx)′=εq+3re3t(e^t x)'=\varepsilon q+3re^{3t}, giving X=e−t(p−r+εqtq0)+re2t(101).\boxed{X=e^{-t}\begin{pmatrix}p-r+\varepsilon qt\\q\\0\end{pmatrix} +re^{2t}\begin{pmatrix}1\\0\\1\end{pmatrix}.} This satisfies every component and recovers (p,q,r)T(p,q,r)^T at zero.

Step 3: Classify the stable-plane directions. Forward boundedness holds exactly when r=0r=0. On that plane all states decay. For ε=0\varepsilon=0, the nonzero direction stays constantly (p,q,0)T/p2+q2(p,q,0)^T/\sqrt{p^2+q^2}. For ε>0\varepsilon>0 and q≠0q\ne 0, the normalized direction tends to (sgn⁡q,0,0)T(\operatorname{sgn}q,0,0)^T. If q=0q=0, p≠0p\ne 0, it is constantly (sgn⁡p,0,0)T(\operatorname{sgn}p,0,0)^T. The zero solution has no normalized direction.

Step 4: Compare the two orders of limits. For the specified initial state, the normalized vector is (εt,1,0)T/ε2t2+1(\varepsilon t,1,0)^T/\sqrt{\varepsilon^2t^2+1}. Taking t→∞t\to\infty first with ε>0\varepsilon>0, then ε↓0\varepsilon\downarrow 0, gives (1,0,0)T\boxed{(1,0,0)^T}. Reversing the operations gives (0,1,0)T\boxed{(0,1,0)^T}. At every fixed finite time the solution depends continuously on ε\varepsilon, but long-time direction is not uniform near zero. The eigenvalues stay fixed while the eigenspace dimension changes.

Original worksheet page 2: question and worked solution for 5-9-010

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