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I'm working through my ODE homework right now and I've run into a repeated issue of ODE systems not being diagonalizable. I am not aware of any other methods to solve systems and my lecture notes do not have any comments on unsolvable systems. Do I need to approach the problem in a different way or is there simply not solutions to some systems?

One problem I'm working with is $$x' =\pmatrix{1&1&1 \\ 2&1&-1 \\ -3&2&4}x$$ I can't find any generalized eigenvectors to work with and I'm stuck on how to solve it. I ask that you don't solve the problem and just nudge me in the right direction.

Lutz Lehmann
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AstroEV
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3 Answers3

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  1. The following folklore theorem is in the book by Brannan and Boyce, 3rd edition. It should be named The Fundamental Theorem of (linear autonomous) ODEs due to its central role, elegance, effectiveness, and full generality. The novelty here is: the generalized eigenvectors are directly used instead of the eigenvectors. The bigger value of the multiplicity of eigenvalues, the simpler calculation is needed.

The fundalemtal theorem

Adapted to your ODE, $u'=Au$ with

$$A =\pmatrix{1&1&1 \\ 2&1&-1 \\ -3&2&4}.$$

The characterization polynomial is $P(\lambda)=-(\lambda-2)^3$, so $\lambda=2$ is a unique eigenvalue, and of multiplicity $m=3$. We now calculate $$A-2E =\pmatrix{-1&1&1 \\ 2&-1&-1 \\ -3&2&2},\quad (A-2E)^2 =\pmatrix{0&0&0 \\ -1&1&1 \\ 1&-1&-1},$$ and $(A-2E)^3=0$. The generalized eigenvalues $v_1$, $v_2$, $v_3$ are exactly solutions of $(A-2E)^3v=0$, and can be chosen as simple as desired: $$v_1=\pmatrix{1\\0\\0},\quad v_2=\pmatrix{0\\1\\0},\quad v_3=\pmatrix{0\\0\\1}.$$ Next, \begin{align*} L(t)&=E+t(A-2 E)+\dfrac{t^2(A-2E)^2}{2!}\\ &=\pmatrix{1&0&0 \\ 0&1&0 \\ 0&0&1}+ t\pmatrix{-1&1&1 \\ 2&-1&-1 \\ -3&2&2}+ \dfrac{t^2}{2}\pmatrix{0&0&0 \\ -1&1&1 \\ 1&-1&-1}\\[3mm] L(t)&=\pmatrix{ 1-t&t&t \\ 2t-t^2/2&1-t+t^2/2&-t+t^2/2 \\ -3t+t^2/2&2t-t^2/2&1+2t-t^2/2} \end{align*} Hence, $$u_1(t)=e^{2t}L(t)v_1=e^{2t} \pmatrix{1-t\\2t-t^2/2\\-3t+t^2/2},$$ $$u_2(t)=e^{2t}L(t)v_2=e^{2t} \pmatrix{t\\1-t+t^2/2\\2t-t^2/2},$$ $$u_3(t)=e^{2t}L(t)v_3=e^{2t} \pmatrix{t\\-t+t^2/2\\1+2t-t^2/2},$$ and $$u=\pmatrix{x\\y\\z}=C_1u_1(t)+C_2u_2(t)+C_3u_3(t).$$ Note: Denote $C=(C_1,C_2,C_3)^T$ and a fundamental matrix $$X(t)=e^{2t}L(t)=e^{tA}$$ and the evolution matrix $$U(t,s)=X(t)X^{-1}(s)=e^{(t-s)A}=e^{2(t-s)}L(t-s)$$ then we can rewrite \begin{align*} u(t)&=X(t)C=e^{tA}C\\ &=U(t,s)u(s)=e^{(t-s)A}u(s). \end{align*}

  1. Of course, there are other ways with more or less calculation, such as finding $e^{tA}$ by Fulmer's method, or Putzer's algorithm.

  2. To compare with the way of using Jordan chains (check this Wolfram Alpha link https://www.wolframalpha.com/input?i=%5B%5B1%2C1%2C1%5D%2C%5B2%2C1%2C-1%5D%2C%5B+-3%2C2%2C4%5D%5D)

The characterization polynomial is $-(\lambda-2)^3$, so $\lambda=2$ is a unique eigenvalue. Now $$A-2E =\pmatrix{-1&1&1 \\ 2&-1&-1 \\ -3&2&2}$$ so $(A-2E)w_1=0$ give the (only) eigenvector $w_1=\pmatrix{0\\-1 \\1}.$ The next generalized eigenvector in the chain is from $(A-2E)w_2=w_1$ is given by $w_2=\pmatrix{-1 \\-1\\0}.$ Similarly, the next generalized eigenvector in the chain is from $(A-2E)w_3=w_2$ is given by $w_3=\pmatrix{-2 \\-3\\0}.$ Finally, $$u(t)=C_1e^{2t}w_1+C_2e^{2t}(tw_1+w_2)+C_3e^{2t}\left(\frac{t^2}{2}w_1+tw_2+w_3\right)$$ or $$u(t)=Y(t)C$$ with another (not normal) funcdamental matrix $$Y(t)=e^{2t}\pmatrix{ 0 &-1 &-2-t \\ -1&-1-t&-3-t-t^2/2 \\ 1 &t &t^2/2}. $$

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The Jordan normal form can be written as $QAQ^{-1}=D+N$ with $D$ diagonal and $N$ nil-potent, $N^{p+1}=0$, and commuting with $D$. Then $$ Qx(t)=e^{(D+N)t}Qx_0=e^{Dt}(I+Nt+\tfrac12N^2t^2+...+\tfrac1{p!}N^pt^p)Qx_0 $$ This should at least indicate what extra terms in addition to the exponentials to the eigenvalues you will get.

Lutz Lehmann
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  • What exactly is $p$? – Rodrigo de Azevedo Apr 10 '23 at 17:26
  • The maximum algebraic multiplicity of any eigenvalue. More strictly, the maximum dimension of any Jordan block in the Jordan normal form, there could be multiple blocks for the same eigenvalue. Most likely the last term will still be zero, as then $N^p=0$, which is stronger than $N^{p+1}=0$ as written. – Lutz Lehmann Apr 10 '23 at 17:32
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As a supplementary hint to Lutz Lehmann's answer, I point out that corresponding to each block of the Jordan normal form you'll get a system of ODE's of the following form $$ y'=\pmatrix{\lambda&1&0&0&\dots&\dots&0\\ 0&\lambda&1&0&\dots&\dots&0\\ 0&0&\lambda&1&\dots&\dots&0\\ \vdots&\vdots&&\ddots&\ddots&&\vdots\\ \vdots&\vdots&&&\ddots&\ddots&\vdots\\ 0&0&\dots&\dots&\dots&\lambda&1\\ 0&0&\dots&\dots&\dots&0&\lambda}y\ , $$ where the entries of $\ y\ $ are a subset of the entries of $\ Qx\ $. You can write this system of ODEs as \begin{align} y_n'=&\lambda y_n\\ y_{n-1}'=&\lambda y_{n-1}+y_n\\ &\vdots\\ y_i'=&\lambda y_i+y_{i+1}\\ &\vdots\\ y_1'=&\lambda y_1+y_2\ , \end{align} where $\ n\ $ is the number of rows and columns in the above matrix. Can you see how you might be able to solve this system by successively finding $\ y_n, y_{n-1}, \dots, y_1\ $?