LECTURE 32

SYSTEMS OF ODEs
Systems of ODEs y

= Ay may be easily solved by implementing the eigenvalues and eigenvec-

tors of A.
If A is a 3 3 matrix with linearly independent eigenvectors v
1
, v
2
and v
3
, and associated
eigenvalues
1
,
2
and
3
, then the general solution to y

= Ay takes the form

y = c
1
v
1
e

1
t
+c
2
v
2
e

2
t
+c
3
v
3
e

3
t
More complicated systems may be simplied through the transformation y = Pz where P is
the usual matrix of eigenvectors of A.
We start this lecture by proving the validity of the algorithms used to analyse quadratic
forms in the previous lecture.
Consider the quadratic form

x y z

x
y
z

= 1 where A is a symmetric ma-

trix. Since A is symmetric it admits a full set of orthogonal eigenvectors. Let P be
the matrix of unit eigenvectors of A. The columns of P are orthogonal and also of unit
length implying that P is an orthogonal matrix. Via the usual process of diagonalisation
P
1
AP = D where D =

1
0 0
0
2
0
0 0
3

is the diagonal matrix of eigenvalues. But since

P is orthogonal we have P
T
AP = D.
We now implement the orthogonal transformation (a rotation in space)

x
y
z

= P

X
Y
Z

.
The quadratic form

x y z

x
y
z

= 1 becomes

X
Y
Z

T
AP

X
Y
Z

= 1 implying that

X Y Z

P
T
AP

X
Y
Z

= 1 and hence we have

1

X Y Z

X
Y
Z

= 1

X Y Z

1
0 0
0
2
0
0 0
3

X
Y
Z

= 1
As promised in the last lecture this yields the simplied form (without mixed terms)
with respect to the principal axes:

1
X
2
+
2
Y
2
+
3
Z
2
= 1
We turn now to our second major application of eigenvectors, systems of ODEs.
SYSTEMS OF ODEs
Example 1 Solve the system of ODEs.
y

1
= 2y
1
+y
2
y

2
= y
1
+y
3
y

3
= y
1
+y
2
+y
3
where y
1
(0) = 6, y
2
(0) = 5, and y
3
(0) = 7.
We begin by noting that the system may be written in matrix form as

1
y

2
y

2 1 0
1 0 1
1 1 1

y
1
y
2
y
3

which is expressed as y

= Ay. The usual eigen-analysis yields eigenvalues 0,1, and

2 with associated eigenvectors

1
2
1

1
1
0

, and

1
0
1

. The general solution

(before i.c.s are applied) may now be simply written down as
y = c
1

1
2
1

e
0t
+c
2

1
1
0

e
1t
+c
3

1
0
1

e
2t
.
Lets prove that this is the case:
Claim: If A is a 3 3 matrix with linearly independent eigenvectors v
1
, v
2
and v
3
,
and associated eigenvalues
1
,
2
and
3
, then the general solution to y

= Ay takes the
form
y = c
1
v
1
e

1
t
+c
2
v
2
e

2
t
+c
3
v
3
e

3
t
where c
1
, c
2
and c
3
are arbitrary constants.
2
Proof:
Method 1: Assume a solution to y

= Ay of the form y = ve
t
where v is a vector
and is a number.
Method 2: Make the substitution y = Pz where P is the matrix of eigenvectors of A.
3
Once we have the eigenvectors and eigenvalues of A the solution to the system y

= Ay
is just one step away! Note that we can also easily check our answers. The i.c.s are
implemented at the last stage to evaluate the three arbitrary constants.
4
y
1
= 3 e
t
+ 4e
2t
, y
2
= 6 +e
t
, y
3
= 3 + 4e
2t

In more complicated examples y

= Ay + b our approach is to actually implement

the substitution y = Pz to yield Pz

= APz + b. We then have z

= P
1
APz + P
1
b
implying z

= Dz + P
1
b. Since the diagonal matrix D has so little structure this nal
system when separated out, is trivial to solve using our standard rst order linear theory.
32
You can now do Q 93 and 94
5