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MATH
[1251]

Methods from Linear ODE systems

All methods from Linear ODE systems.

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Solve a system by eigenmodes

When AA has an eigenbasis v1,…,vnv_1,\ldots,v_n with eigenvalues λ1,…,λn\lambda_1,\ldots,\lambda_n:

  1. find the eigenvalues and corresponding eigenvectors;
  2. write the initial vector as x0=c1v1+⋯+cnvn\mathbf{x}_0=c_1v_1+\cdots+c_nv_n;
  3. replace each eigenmode vjv_j by eλjtvje^{\lambda_jt}v_j;
  4. combine the modes: x(t)=c1eλ1tv1+⋯+cneλntvn.\mathbf{x}(t) =c_1e^{\lambda_1t}v_1+\cdots+c_ne^{\lambda_nt}v_n.

This is the matrix-power calculation with the discrete factor λjn\lambda_j^n replaced by the continuous factor eλjte^{\lambda_jt}. A matrix without an eigenbasis instead produces terms such as teλtte^{\lambda t}, as in the repeated-root case for scalar equations.

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