Nonlinear System Analysis Autonomous Systems and Equilibrium Points 1. Definitions : Consider a set of ordinary differential equations.

The set can be written in a compact form as

dx = X (x , a , t ) dt

In a more expanded form it can be written as

dx1 dt X 1 ( x1 , x2 ,L, xn , a1 , a2 ,L, am , t ) dx 2 = X 2 (x1 , x2 ,L, xn , a1 , a2 ,L, am , t ) dt M M dxn X n (x1 , x2 ,L, xn , a1 , a2 ,L, am , t ) dt

X = Set of functions, x = set of dependent variable, t = independent variable

a = Set of parameters (these are treated as constants while solving the equations but

treated as variables while studying their effect on the solution). The set x = x0 at t = t0 forms the set of initial conditions. If one or more of the functions X 1 , X 2 ,L, X n , are nonlinear in x1 , x2 ,L, xn , then the set of the equations is called the nonlinear set of ODEs. If we are not interested in the effect of parameters, then we can simplify the notation and write the set as
dx = X (x , t ) dt
v If X and x X are continuous functions of x and t , then the solution x (t ) exists and is

unique. Uniqueness implies that no two solutions, having the same initial condition, cross each other. If they do so, it implies that two solutions exist for the given initial condition: x = x0 at t = t0 , which contradicts uniqueness property. If t does not appear explicitly in X , then we can write
dx = X (x ) dt

The above set of equation is called the autonomous system. If t appears explicitly in the set, then the set forms nonautonomous system. Autonomous system possesses translational symmetry, that is, if x (t ) is the solution of solution of
dx = X (x ) , with the initial condition, x = x0 at t = t0 , then x (t c ) is the dt

dx = X (x ) with x = x0 at t = t0 + c . To prove this, let us substitute t = + c dt

in the differential equation to obtain dx dx = X ( x ) or = X (x ) d ( + c ) d The initial condition x = x0 at t = t0 + c reduces to x = x0 at = t 0 The solution of the resulting differential equation is x = x ( ) = x (t c ) as expected. This translational symmetry is illustrated in the figure below. It is important to notice that the shapes of the original and the translated curves are the same since shape is determined by X (x ) which does not contain t . Hence it is affected by x0 , but not t0 .
x

t0 x0
c

t0 + c

2. Phase plane Consider an autonomous system involving two dependent variables x1 and x2 .
& & x1 = X 1 ( x1 , x2 ) and x2 = X 2 ( x1 , x2 )

Qualitative behavior of these equations can be studied by plotting x 2 versus x1 . Such a plot is known as phase plane. The first step is to divide the second equation by the first.

dx2 X 2 (x1 , x2 ) = dx1 X 1 ( x1 , x2 ) The solution is f ( x1 , x2 ) = c . We get one parameter family of solutions using different values of c. As an example consider a system,
& & x1 = x1 and x2 = x2

This gives

dx2 x2 = dx1 x1
The phase plane is as shown below

or

ln x2 = ln x1 + c or x2 = cx1

& & Figure 1: x1 = x1 and x2 = x2

& & Figure 2: x1 = x1 and x2 = 2 x2

The phase portrait is not complete until the arrows are shown on the plots. The arrows indicate how x1 and x2 change with time. The direction of an arrow at a point depends upon the signs of X 1 and X 2 at that point. Thus, if X 1 , X 2 > 0 , then x1 and x2 increase with time. The curves, directed with increasing t , are known as trajectories (They are called orbits when they are closed). The equilibrium points (fixed points) of the system can be obtained by solving the set of algebraic equations
X 1 ( x1 , x2 ) = 0 and X 2 ( x1 , x2 ) = 0

In the present example, x1 = x2 = 0 is the equilibrium point. Note that all arrows in the phase plane are pointing towards the equilibrium point. The equilibrium point is therefore a total attractor. It is then called a star node (or a stable node). Consider Figure-2 above which is the phase portrait of the following set of equations
& & x1 = x1 and x2 = 2 x2

This portrait is qualitatively equivalent to Figure-1. The only difference is that the trajectories are curves. Consider the Figure-3 which corresponds to the following set of equations
& & x1 = x1 and x2 = x2

This gives

dx2 x = 2 dx1 x1

or

ln x2 = ln x1 + ln c or x1 x2 = c

& & Figure 3: x1 = x1 and x2 = x2

& & Figure 4: x1 = x1 and x2 = x1 + x2

The trajectories are hyperbolas. Note that X 1 < 0 and X 2 > 0 in the first quadrant. Thus x1 decrease and x2 increases with time. In the second quadrant both x1 and
x2 increase with time and so on. This allows us to put the arrows as shown. In this case, x1 = x2 = 0 is the equilibrium point. It is attractor along x1 axis and repellor along x2 axis. Hence it is qualitatively different from the star node in the last two portraits. It

is called the saddle point. Each of the x1 axis and x2 axis is called a separatrix.
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Separatrices pass through the saddle point and divide the phase plane into distinct regions. In Figure-3, all trajectories asymptotically converge with the separatrix at infinity. Figure-4 is qualitatively equivalent to Figure-3. It corresponds to the following set of equations
& & x1 = x1 and x2 = x1 + x2

Consider now the following set of equations

& & x1 = x2 and x2 = x1

This yields

dx2 x = 1 dx1 x2

or

2 x12 + x2 = c

The trajectories are a family of concentric circles with centre (0,0 ) as shown in Figure-5. Figure 6 is qualitatively equivalent to Figure-5 and is generated using the following equations
& & x1 = 3 x1 + 4 x2 and x2 = 3 x1 3 x2

& & Figure 5: x1 = x2 and x2 = x1

& & Figure 6: x1 = 3 x1 + 4 x2 and x2 = 3 x1 3 x2

The direction of the orbit is clockwise. The fixed point is called the centre. Now consider the following set of equations
& x1 = x1 x 2 & x 2 = x1 + x 2

and

It is preferable to convert this into polar form by writing

x1 = r cos and x 2 = r sin
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& & & x1 = r cos r sin

and

& & & x 2 = r sin + r cos

Substitution into the original equation yields

& & & & r cos r sin = r cos r sin , r sin + r cos = r cos + r sin
Multiplying the first equation by cos and the other by sin and adding, we get

& r=r
Similarly, multiplying the first equation by sin and the other by cos and adding, we get

& = 1
Dividing the equations in polar coordinates, we get

dr =r d
The solution is

r = ce
The trajectory is a spiral. The direction of the spiral is outwards

& & Figure 7: x1 = x1 x 2 and x1 = x1 + x 2

& & Figure 8: x1 = x1 x 2 and x1 = x1 x 2 & x 2 = x1 x 2

In Figure-9, which correspond to the set

& x1 = x1 x 2

and

Substitution into the original equation yields

& & & & r cos r sin = r cos r sin , r sin + r cos = r cos r sin
Multiplying the first equation by cos and the other by sin and adding, we get

& r = r
Similarly, multiplying the first equation by sin and the other by cos and adding, we get
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& = 1
Dividing the equations in polar coordinates, we get

dr = r d
The solution is

r = ce
The trajectory is a spiral. The direction of the spiral is inwards
3. Dynamics of linear systems

Consider a set of equations

dx1 = ax1 + bx2 dt dx2 = cx1 + dx2 dt

These equations can be written in the compact form as

x a b dx = A x , x = 1 and A = dt c d x2

The fixed point can be obtained by solving the set of algebraic equations
Ax = 0

If A is nonsingular, x = 0 (that is origin) is the fixed point. Such a system is called

simple system. If A is singular, then we have

A =

a b =0 c d

or

ad = bc

The system fulfilling this condition is called non-simple system. To obtain the equilibrium point for a non-simple system, we write
ax1 + bx2 = 0 cx1 + dx2 = 0

Since ad = bc , the two equations are equivalent. Hence they both represent the same equation. In this case we cannot get unique values of x1 and x2 . Instead we get
a x2 = x1 b

This is a straight line in x1 - x2 plane. Every point on this line is a fixed point. Thus there are an infinite number of fixed points. Trajectories will either converge or diverge from the points on this line. It is possible to covert a system
dx = A x into canonical form by substitution dt
x = My M is a nonsingular square matrix with constant coefficients.

dy dy = A My or = M 1 A M y = Jy dt dt J = M 1 A M

Matrix J is called the Jordan canonical form of matrix A . Thus the Jordan form of the original equation can be written as
& y = Jy

It is easy to first determine the phase portrait in Jordan canonical form and then translate it into a simple planar system. J has the following different forms (1)
0 J = 1 ( 1 and 2 are real and distinct eigenvalues of A ) 0 2

(2)

J =

( 1 and 2 are complex conjugate eigenvalues of A , with

as real part and as imaginary part) (3)

J = 0 0 J = 0 0 0 (single eigenvalue of A , with two distinct eigenvectors) 0
1 (single eigenvalue of A , with single eigenvector) 0

(4)

(1) 1 and 2 are real and distinct: The canonical equations could be written as
& & y1 1 0 y1 y1 = 1 y1 y = 0 y or y = y 2 2 2 2 &2 &2

The phase portrait is obtained by writing

dy 2 1 y 2 = dy1 2 y1

The solution to this equation is

y2 = c( y1 )

2 1

The phase portrait depends on the signs of 1 and 2 . If both have the same sign, the fixed point is a node.

& & Figure 9: y1 = 1 y1 , y2 = 2 y2 , 1 , 2 > 0

& & Figure 10: y1 = 1 y1 , y2 = 2 y2 , 1 , 2 < 0

( Note: Read the axes as y1 and y 2 ) Consider a case where 1 , 2 > 0 the case 1 > 2 is shown in Figure-9. The fixed point is origin and is an unstable node. The figure for the case 2 > 1 is qualitatively same and can be obtained by exchanging the roles of y1 and y2 . Consider the case where both 1 , 2 < 0 . The solution of the equations is the same.

y2 = c( y1 ) 2

The phase portrait is shown in Figure10. It looks the same, except that the direction of the arrows is reversed. Again, the fixed point is origin but it is a stable node.
(2) If 1 and 2 have opposite signs, then origin is the fixed point. It is a saddle point.

The portrait for 1 < 0 and 2 > 0 is shown in Figure-11. The coordinate axes are the separatrices. If 1 > 0 and 2 < 0 , the portrait is similar, but the arrows are reversed.

& & Figure 11: y1 = 1 y1 , y2 = 2 y2 , 1 < 0, 2 > 0

( Note: Read the axes as y1 and y 2 )

(3) Next, we consider a case when the eigenvalues are equal, but the eigenvectors are

distinct. The canonical form of the equations is

& & y1 = 0 y1 and y2 = 0 y2

The phase portrait can be obtained by solving

dy2 y2 = dy1 y1
The solution is
y2 = cy1

The trajectories, on the phase plane, are therefore straight lines. The origin is a node. It is unstable if 0 > 0 and stable if 0 < 0 ( See Figures 12 and 13).

& & & & Figure 12: y1 = 0 y1 , y2 = 0 y2 , 0 > 0 Figure 13: y1 = 0 y1 , y2 = 0 y2 , 0 < 0
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( Note: Read the axes as y1 and y 2 )

(4) Next, consider a case when the eigenvalues are equal, and there is only a single

eigenvector associated with it. The canonical form of the equations is

& y1 0 y = 0 &2 & 1 y1 y1 = 0 y1 + y2 y or y = y 0 2 0 2 &2

From these equations, we find that the origin is the only fixed point. Also

0 y2 dy2 = dy1 0 y1 + y2
Substitution y2 y1 = u gives

0uy1 udy1 + y1du = or dy1 0 y1 + uy1

The solution is

u du u + y1 = 0 , or dy1 0 + u

du u2 y1 = dy1 0 + u

0
u
From this we get

ln u = ln y1 + c

or

y1 =

y2

(ln y2 + c )

0 dy2 = dy1 ln y2 + 1 + c
Note that as y2 0 ,

dy2 0 . Hence, y 2 = 0 , i.e. y1 axis is tangent to all trajectories. dy1

Origin is a node. It is called an improper node due to the nature of trajectories (which turn on one side). The phase portraits for 0 > 0 (unstable node) and 0 < 0 (stable node) are respectively shown in Figures 14and 15.

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Figure 14: 0 > 0

Figure 15: 0 < 0

( Note: Read the axes as y1 and y 2 ) It is important to distinguish between an improper node and a spiral. In the latter, the trajectories wind around the origin.
(5) Complex eigenvalues: 1 = + i and 2 = i , > 0 . The Jordan form, in this

case is

J =

This is shown as follows. Since J = M 1 A M , we can write

MJ = A M
Partitioning M into its columns, we can write
M = [m1 m2 ]

Hence MJ = A M can be rewritten as

[m m ]
1 2

= A [m1 m2 ]or

[m + m
1

m1 + m2 ] = A m1 A m2

The above matrix equation is equivalent to

A m1 = m1 + m2 A m2 = m1 + m2

We note that the actual eigenvalue problem can be written as

A ( p + iq ) = ( + i )( p + iq ) A ( p iq ) = ( i )( p iq )

Collecting real and imaginary parts, we get

A p = p q and A q = p + q

Comparing these equations with A m1 = m1 + m2 and A m2 = m1 + m2 , we see that

m1 = q and m2 = p

Thus
M = [q p ]

The equations in the canonical form are

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& y1 y = &2

y1 y2

The expanded form is

& y1 = y1 y 2

and

& y2 = y1 + y2

We can solve the system by substituting y1 = r cos and y1 = r sin . The result is
& & r cos r sin = r cos r sin & & r sin + r cos = r cos + r sin

The solution is:

& & r = r and = . On integration, these equations yield

r (t ) = r0et and (t ) = 0 + t

We can also write

dr = r or r = ce d

The phase portrait is a spiral. If > 0 and > 0 , then as ( or t ) r 0 and as r . The resulting portrait is shown in Figure 16. It is called the repelling spiral. On the other hand if < 0 and > 0 , then ( or
t ) r and as r 0 . The resulting portrait is an attracting spiral. It is

shown in Figure 17.

Figure16: > 0 and > 0 Figure 17: < 0 and > 0 ( Note: Read the axes as y1 and y 2 )

The fixed point of a spiral is called focus. The focus of the repelling spiral is called the unstable focus and that of the attracting spiral is called the stable focus.

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When = 0 , r = c . Hence the phase portrait is a circle. This is shown in Figure 18. The fixed point is called the centre. If > 0 , the circle moves in anticlockwise direction.

Figure 18: = 0, > 0 ( Note: Read the axes as y1 and y 2 ) (6) Non-simple systems

A non-simple system

dx = A x involving two dependent variables x1 and x2 has dt

A as a singular, 2x2 matrix. Two cases arise. A has either rank 1 or rank 0. If A has rank

zero, it is a null matrix, that is all its elements are zero. Which implies that A x = 0 everywhere in x1 x2 plane, that is, every point in x1 x2 plane is a fixed point of the system.
A has either rank 1, we have two cases to consider. We can have a single

eigenvalue 0 = 0 , which is repeated twice or we have two distinct eigenvalues, one of which is zero. In the former case, we have, the following Jordon form
& y1 0 1 y1 & & y = 0 0 y or y1 = y2 and y2 = 0 2 &2

The fixed point is y2 = 0 , i.e. y1 -axis. Also

dy2 0 & = = 0 or y2 = c and y1 = c dy1 y2

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The trajectories are parallel to y1 -axis as shown in Figure-19. In the upper half plane,
y2 = c > 0 and hence trajectories move from left to right. In the lower half plane, they

move from right to left.

& & Figure-19: y1 = 0 y2 , y2 = 0, 0 > 0

If eigenvalues are 0 and 0, we have

& y1 0 y = 0 &2

0 y1 & & or y1 = 0 y1 and y2 = 0 0 y2

The fixed point is the line y1 = 0 that is, y2 -axis. The phase portraits for the two cases

0 > 0 is shown in Figure-20. It has an unstable line of fixed points and hence arrows
point away from y2 -axis. For 0 < 0 , the trajectories are similar to those shown in Figure-2 except that the arrows point towards y2 -axis, which represents a stable line of the fixed points.

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& & Figure 20: y1 = 0 y1 , 0 > 0 and y2 = 0

4. Bifurcation Diagram

Eigenvalues of a square matrix A of order-2 can be obtained by solving the equation

a c b = 0 or 2 (a + d ) + ad bc = 0 d

Denoting the trace of the matrix by symbol T = a + b and the determinant by symbol
D = ad bc , we can write the above equation as

2 T + D = 0
The solution is

=
Note that T = + + and D = + .

1 T T 2 4D 2

Equation above shows that all the information about the eigenvalues can be obtained from T and D . The plot of D = Det ( A) ) versus T = Tr ( A) is shown in Figure21. We can use TD diagram to classify the equations as follows

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Figure-21: Bifurcation Diagram for linear Systems

At the origin, both T and D are zero. This implies that both eigenvalues are zero. In this case every point in xy -plane is a fixed point. On the T -axis, D = 0 , which implies that one of the eigenvalues of A is zero or A is a singular matrix . This corresponds to the non-simple case and we have a line of fixed point. On the positive T -axis, the nonzero eigenvalue is positive and the line of the fixed points is unstable. On the negative T -axis, the line of fixed points is stable. On the D -axis, T = 0 . In this case the eigenvalues are equal but opposite in sign. If D < 0 then the both eigenvalues are real and the trajectories are hyperbolas and the fixed point is a saddle point. On the other hand if D > 0 , it means that eigenvalues are pure imaginary. In this case the trajectories are circles and the fixed point is a centre. It is not possible to distinguish whether the trajectories are clockwise or anticlockwise, from the diagram. On the bifurcation diagram, the curve T 2 = D is important. It is a parabola. Below the parabola T 2 > 4 D , which implies that the eigenvalues are real and unequal. If D > 0 , it means, the eigenvalues are either both positive ( T > 0 ) or both negative. In the former case, we have unstable node and in the latter case, a stable node. If D < 0 , eigenvalues have opposite sign and we have a saddle point.
T 2 < 4 D implies that the eigenvalues are complex and unequal. The trajectories

are spiral. If the real part is positive, i.e. T > 0 , then the spiral is diverges with time and if T < 0 , the spiral converges.
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T 2 = 4 D represents the case where eigenvalues are real and repeated. If there are

two eigenvectors, then trajectories are straight lines, otherwise they area curves. T > 0 implies that the repeated eigenvalue is positive and the hence the node is unstable;
T < 0 implies a stable node.

5. Conversion of the phase portrait from the canonical form to the original form

& & The original equation x = A x has been converted to y = J y by transformation

x = My . The expression for J is: J = M 1 A M . We know how the phase portraits look

in y1 y2 coordinates. We wish to know how they look in the x1 x2 coordinates. This can be done by transformation x = My , since we know M . Now M = [m1 m2 ], hence we can write
y x = [m1 m2 ] 1 = m1 y1 + m2 y2 y2

From the above equation we see that in x1 x2 -coordinate system, y1 - axis ( y2 = 0 ) will be along m1 and y2 - axis ( y1 = 0 ) will be along m2 . Every point

( y1 , y2 ) will be mapped

on x1 x2 plane by mapping each unit of y1 as m1 units along m1 and each unit of y2 by

m2 units along m2 .

1 0 & Example: Consider the system in canonical form y = J y with J = . The system 0 1
has a saddle point at the origin, with y1 and y2 axes as separatrices. Let us transform the system to back to x1 x2 -coordinate system, for different transformation matrices M

2 1 2 1 (a) M = : The transformation vectors are m1 = 1 and m1 = 3 1 3

These vectors are plotted on x1 x2 plane in Figure-22. Note that m1 = 5 and m2 = 10 Thus one unit of y1 equals 5 units along m1 and each unit of y2 equals 10 units

along m2 . Also note that the fixed point has nor altered by the transformation. The curves are compresses on one side and stretched on the other.

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2 1 Figure-22: Transformation matrix M = 1 3 0 1 Next, we consider the transformation under M = . There no scaling since the 1 0
vectors m1 and m2 unit vectors. Since x = My , y1 axis transforms to

0 1 1 0 0 1 0 1 1 0 0 = 1 i.e. to x2 -axis and y2 axis transforms to 1 0 1 = 0 i.e. to x1 -axis

0 1 Figure-23: Transformation matrix M = 1 0

Three more transformations are as shown in the figures below. They involve rotation contraction, stretching and reflection.

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1 2 Figure-24: Transformation matrix M = 3 1

1 1 Figure-25: Transformation matrix M = 1 1

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1 1 Figure-26: Transformation matrix M = 4 4

6. Non-homogeneous systems

Consider a system governed by the following equation

& x = Ax + h

In general h is a function of time. To begin, we consider h to be a constant vector. If A is nonsingular, we perform the following transformation.

z = x + A 1h
& & & Then z = x and A x + h = A ( z A 1h ) + h = A z . Hence x = A x + h transforms to
& z = Az

The fixed point is z0 = 0 or

x0 = A 1h
Hence z = x x0 , that is, the transformation is equivalent to translation of the original system so that in the new system, the origin is the fixed point. If A is singular, we solve the following set of algebraic equations to obtain the fixed point.

A x = h
If there is no solution to this equation, then the system has no fixed point. If the solution exists, then we have a line of fixed points. Next, we consider the case where h is a function of time.

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& x = A x + h (t )

We multiply the equation with e A t

& e A t x = e A t A x + e A t h (t )

We note that

d e At x & = e A t A x + e A t x dt

Hence the differential equation reduces to

d e At x = e A t h (t ) dt

Integration yields

At

x
t0

= e
t0

h ( )d or e

At

xe

A t0

x (t0 ) = e A h ( )d
t0

where is the integration variable. Rearrangement gives

x = e A (t )h ( )d + e A (t t 0 ) x (t0 )
t0

Example: Find the solution to the following second order equation

&& + 2 x + 2 x = u (t ), x(0 ) = x(0 ) = 0 & & x & Solution: Let x1 = x and x2 = x , from this, we get two equations & & x1 = x2 and x2 = 2 x2 2 x1 + u (t ), x1 (0 ) = x2 (0) = 0

In the matrix form, we can write

& 1 x1 0 x1 0 x = 2 2 x + u (t ) 2 &2

This gives 1 0 0 A = and h = u (t ) 2 2

x = e A (t )h ( )d + e A (t t 0 ) x (t0 )
t0

The initial condition is x (0 ) = 0 and hence

x = e
0
t A (t )

0 h ( )d = e A (t ) d u (t ) 0
t

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To find e A t , we proceed as follows. The eigenvalues of A are 1 = 1 + i and 2 = 1 i , the corresponding eigenvectors are 1 1 1 1 m1 = and m2 = 1 i hence M = 1 + i 1 i 1 + i Hence the Jordan form is 0 1 + i J = 1 i 0
e(1+ i )t e Jt = 0
( 1 i )t

0 cos t + i sin t = et 0 cos t i sin t

1

At

e t ( 1 i )(cos t + i sin t ) + (1 i )(cos t i sin t ) 2(cos t + i sin t ) 2(cos t i sin t ) 2i e t ( 1 i )(cos t + i sin t ) + (1 i )(cos t i sin t ) = 2(cos t + i sin t ) 2(cos t i sin t ) 2i = = et 2i

1 cos t + i sin t 0 1 1 1 =e 1 + i 1 i 0 cos t i sin t 1 + i 1 i t cos t + i sin t cos t i sin t 1 i 1 e = ( 1 + i )(cos t + i sin t ) ( 1 i )(cos t i sin t ) 1 i 1 2i
t

cos t i sin t + cos t i sin t (1 i )(cos t + i sin t ) + ( 1 i )(cos t i sin t ) cos t i sin t + cos t i sin t (1 i )(cos t + i sin t ) + ( 1 i )(cos t i sin t )

2i sin t sin t 2i cos t 2i sin t cos t + sin t = et 2i cos t + 2i sin t 4i sin t cos t sin t 2 sin t
t sin (t ) cos(t ) + sin (t ) 0 x = e (t ) d cos(t ) sin (t ) u ( ) 2 sin (t ) 0

From this, we get

x1 = e
0 t (t )

sin (t )u ( )d and x2 = e (t ) [cos(t ) sin (t )]u ( )d

0

Example: Find the solution to the system

& x = Ax + h ,

u (t ) 1 1 0 h = , A = , x (0) = v(t ) 1 3 0

Solution: Matrix A has a repeated eigenvalue 0 = 2 . There is single eigenvector

1 m1 = 1

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2 1 J = 0 2
For this form, we have
f (0 ) f (J ) = 0 df (0 ) d0 f (0 )

0 t e Jt e = 0

de0 t 0 t = e d0 0 e0 t

te0 t e 2t = e0 t 0

t te 2t 2 t 1 =e e 2t 0 1

The transformation matrix can be obtained by solving

m12 2 1 1 1 m11 m12 m MJ = A M or 11 = m21 m22 0 2 1 3 m21 m22

Since one of the column of M is the eigenvector m1 , we can write

m12 + m22 1 m12 2 1 1 1 1 m12 2 1 + 2m12 2 1 m 0 2 = 1 3 1 m or 2 1 + 2m = 2 m + 3m 22 22 22 12 22

This gives a single equation

m22 m12 = 1

Using m12 = 1 , we obtain, m22 = 2 . Hence

1 1 M = 1 2 e
At

= Me M
Jt t

t + 1 2 1 t 1 1 1 t 1 1 2 t 1 2 t 1 t =e 0 1 1 2 = e 1 t + 2 1 1 = e t 1 + t 1 2
2t

x = e A (t )h ( )d + e A (t t 0 ) x (t0 )
t t t u ( ) u ( ) 1 t + = e A (t ) d + e A t x (0) = e 2(t ) d v( ) t + 1 + t v( ) t0 t0 t0

t 2(t ) [(1 t + )u ( ) + (t )v( )]d e t (1 t + )u ( ) + (t )v( ) = e 2(t ) d = t 0 2(t ) ( t + )u ( ) + (1 + t )v( ) t0 [( t + )u ( ) + (1 + t )v( )]d e 0

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