Problem 41
Medium Matrix Methods

Solve the system of differential equations: dot…

Solve the system of differential equations: $$ \dot x_1=x_1-x_2-x_3,\qquad \dot x_2=x_1+x_2,\qquad \dot x_3=3x_1+x_3 $$

Explanation of Method

The characteristic cubic factors as $(1-\lambda)[(1-\lambda)^2+4]$, giving one real eigenvalue and a complex-conjugate pair; the complex eigenvector is split into real and imaginary parts to build two real oscillatory solutions.

  1. Write the matrix $A$ and factor the characteristic cubic.
  2. Find the real eigenvector for $\lambda_1=1$.
  3. Find the complex eigenvector for $\lambda=1+2i$ and split it into real and imaginary parts.
  4. Combine into two real oscillatory solutions and assemble the general solution.

Step 1 · Characteristic equation

With $A=\begin{pmatrix}1&-1&-1\\1&1&0\\3&0&1\end{pmatrix}$, expanding the determinant gives

$$ (1-\lambda)\bigl[(1-\lambda)^2+4\bigr]=0, $$

so $\lambda_1=1$ and $\lambda_{2,3}=1\pm2i$.

Step 2 · Real eigenvector

Solving $(A-I)\mathbf v=0$ gives

$$ \mathbf v_1=\begin{pmatrix}0\\-1\\1\end{pmatrix}. $$

Step 3 · Complex eigenvector

Solving $(A-(1+2i)I)\mathbf v=0$ gives $\mathbf v=(2i,1,3)=\mathbf a+i\mathbf b$ with $\mathbf a=(0,1,3)$, $\mathbf b=(2,0,0)$.

Step 4 · Real oscillatory solutions

With $\alpha=1,\ \beta=2$, the two real solutions are $e^t(\mathbf a\cos2t-\mathbf b\sin2t)$ and $e^t(\mathbf a\sin2t+\mathbf b\cos2t)$.

Step 5 · Verification

Differentiating the general solution and substituting into all three equations confirms each holds identically. ✓


Summary Table

Quantity Value
Eigenvalues$\lambda_1=1,\ \lambda_{2,3}=1\pm2i$
Real eigenvector$(0,-1,1)$
Complex eigenvector$(2i,1,3)$

Additional Notes

Result

The general solution of the system is:

$$ \begin{aligned} x_1(t) &= e^{t}\bigl(-2C_2\sin 2t + 2C_3\cos 2t\bigr),\\ x_2(t) &= -C_1 e^{t} + e^{t}\bigl(C_2\cos 2t + C_3\sin 2t\bigr),\\ x_3(t) &= C_1 e^{t} + e^{t}\bigl(3C_2\cos 2t + 3C_3\sin 2t\bigr). \end{aligned} $$