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SU-MATh53 JAN262023

Last edited: August 8, 2025

Underdetermined ODEs

Finding eigenvectors

\(A = n \times n\) matrix, the task of finding eigenvalues and eigenvectors is a linear algebra problem:

\begin{equation} A v = \lambda v \end{equation}

Finding specific solutions to IVPs with special substitution

For some:

\begin{equation} \begin{cases} x’ = Ax \\ x(t_0) = x_0 \end{cases} \end{equation}

we can leverage the first task:

  1. find \(v\), \(\lambda\) for \(A\)
  2. guess \(x = u(t)v\), this is “magical substitution”
  3. and now, we can see that \(x’ = u’v = A(uv) = \lambda u v\)
  4. meaning \(u’ = \lambda u\)
  5. finaly, \(u(t) = ce^{\lambda} t\)

Eigenbasis case

Suppose \(A\) has a basis of eigenvectors, and real eigenvalues. We can write its entire solution set in terms of these basis eigenvectors:

SU-MATH53 JAN292024

Last edited: August 8, 2025

Review

For Linear Constant-Coefficient Equation that are homogeneous, we can solve it generally in terms of some matrix \(A\) as:

\begin{equation} x’ = Ax \end{equation}

if \(A\) has enough eigenvectors, we can just write out \(y(t) = c_1 e^{\lambda_{1}t} v_1 + … + c_{n}e^{\lambda_{n}t} v_{2}\)

But, if we don’t, we can use matrix exponentiation

Content

SU-MATH53 JAN312024

Last edited: August 8, 2025

SU-MATH53 MAR012024

Last edited: August 8, 2025

We’ve gone over Heat Equation, Wave Equation, and let’s talk about some more stuff.