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General solution from distinct real eigenvalues

Statement

If AA has two distinct real eigenvalues λ1≠λ2\lambda_1\neq\lambda_2 with eigenvectors v1,v2\mathbf{v}_1,\mathbf{v}_2, then v1,v2\mathbf{v}_1,\mathbf{v}_2 are linearly independent, and the general solution of x′=Ax\mathbf{x}'=A\mathbf{x} is x(t)=c1eλ1tv1+c2eλ2tv2\mathbf{x}(t)=c_1e^{\lambda_1t}\mathbf{v}_1+c_2e^{\lambda_2t}\mathbf{v}_2.

Why is it true?

Eigenvectors turn the coupled system into two uncoupled scalar equations along the eigendirections: each eλitvie^{\lambda_i t}\mathbf{v}_i moves purely along the line spanned by vi\mathbf{v}_i, growing or shrinking at rate λi\lambda_i, so the full motion is a blend of two independent straight-line motions.

Proof sketch

First check eλitvie^{\lambda_i t}\mathbf{v}_i solves the system: its derivative is λieλitvi\lambda_i e^{\lambda_i t}\mathbf{v}_i, while A(eλitvi)=eλitAvi=eλitλiviA(e^{\lambda_i t}\mathbf{v}_i)=e^{\lambda_i t}A\mathbf{v}_i=e^{\lambda_i t}\lambda_i\mathbf{v}_i using Av=λvA\mathbf{v}=\lambda\mathbf{v}; the two sides match, so it is indeed a solution for i=1,2i=1,2.

Linear independence of v1,v2\mathbf{v}_1,\mathbf{v}_2: suppose c1v1+c2v2=0c_1\mathbf{v}_1+c_2\mathbf{v}_2=\mathbf{0}. Applying AA gives c1λ1v1+c2λ2v2=0c_1\lambda_1\mathbf{v}_1+c_2\lambda_2\mathbf{v}_2=\mathbf{0}. Multiplying the first relation by λ2\lambda_2 and subtracting gives c1(λ1−λ2)v1=0c_1(\lambda_1-\lambda_2)\mathbf{v}_1=\mathbf{0}; since λ1≠λ2\lambda_1\neq\lambda_2 and v1≠0\mathbf{v}_1\neq\mathbf{0}, we get c1=0c_1=0, and then c2=0c_2=0 too. So v1,v2\mathbf{v}_1,\mathbf{v}_2 are independent.

By linearity of the system (exactly as in the scalar case), any combination c1eλ1tv1+c2eλ2tv2c_1e^{\lambda_1t}\mathbf{v}_1+c_2e^{\lambda_2t}\mathbf{v}_2 solves the system. Because v1,v2\mathbf{v}_1,\mathbf{v}_2 are independent, matching any initial condition x(0)=x0\mathbf{x}(0)=\mathbf{x}_0 means solving c1v1+c2v2=x0c_1\mathbf{v}_1+c_2\mathbf{v}_2=\mathbf{x}_0 for (c1,c2)(c_1,c_2), which has a unique solution since {v1,v2}\{\mathbf{v}_1,\mathbf{v}_2\} is a basis of the plane. So every solution is captured, giving the general solution x(t)=c1eλ1tv1+c2eλ2tv2\mathbf{x}(t)=c_1e^{\lambda_1t}\mathbf{v}_1+c_2e^{\lambda_2t}\mathbf{v}_2.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Morris W. Hirsch, Stephen Smale, Robert L. Devaney (2013). Differential Equations, Dynamical Systems, and an Introduction to Chaos
  2. Steven H. Strogatz (2015). Nonlinear Dynamics and Chaos