Problem 57
Medium Matrix Methods

Solve the system of differential equations: dot x=3x-2y, dot…

Solve the system of differential equations: $$ \dot x=3x-2y,\qquad \dot y=2x-y+15e^{t}\sqrt{t} $$

Explanation of Method

The homogeneous part has a repeated eigenvalue requiring a generalised eigenvector; combined with the non-elementary forcing $\sqrt t\,e^t$, undetermined coefficients has no simple ansatz, so variation of parameters (with fractional-power integrals) is used instead.

  1. Find the repeated eigenvalue, its eigenvector, and a generalised eigenvector.
  2. Build the fundamental matrix from the Jordan-chain solutions and invert it.
  3. Compute $\Phi^{-1}(t)\mathbf f(t)$, giving powers of $\sqrt t$.
  4. Integrate using $\int t^{n/2}\,dt$ and assemble the particular solution.

Step 1 · Repeated eigenvalue and Jordan chain

With $A=\begin{pmatrix}3&-2\\2&-1\end{pmatrix}$, $\det(A-\lambda I)=(\lambda-1)^2=0$, a repeated eigenvalue $\lambda=1$ with eigenvector $\mathbf v_1=(1,1)$ and generalised eigenvector $\mathbf v_2=(\tfrac12,0)$:

$$ \Phi(t)=e^t\begin{pmatrix}1&t+\tfrac12\\1&t\end{pmatrix},\qquad \Phi^{-1}(t)=e^{-t}\begin{pmatrix}-2t&2t+1\\2&-2\end{pmatrix}. $$

Step 2 · Compute $\Phi^{-1}\mathbf f$

With $\mathbf f(t)=15e^t\sqrt t\,(0,1)^\top$,

$$ \Phi^{-1}(t)\mathbf f(t)=15\sqrt t\begin{pmatrix}2t+1\\-2\end{pmatrix}. $$

Step 3 · Integrate

Integrating the resulting half-integer powers of $t$,

$$ v_1=12t^{5/2}+10t^{3/2},\qquad v_2=-20t^{3/2}. $$

Step 4 · Particular solution

$$ \mathbf u_p=\Phi(t)\begin{pmatrix}v_1\\v_2\end{pmatrix}=\begin{pmatrix}-8t^{5/2}e^t\\e^t(-8t^{5/2}+10t^{3/2})\end{pmatrix}. $$

Step 5 · Verification

Differentiating using $\dfrac{d}{dt}[t^{n/2}e^t]=e^t(t^{n/2}+\tfrac{n}{2}t^{n/2-1})$ and substituting confirms both original equations hold identically. ✓


Summary Table

Quantity Value
Eigenvalue$\lambda=1$ (repeated, needs generalised eigenvector)
Forcing$15e^t\sqrt t$ — not matched by any polynomial/exponential ansatz
Particular solution$-8t^{5/2}e^t$ and $e^t(-8t^{5/2}+10t^{3/2})$

Additional Notes

Result

The general solution of the system is:

$$ \begin{aligned} x(t) &= C_1 e^{t}+C_2\!\left(t+\tfrac{1}{2}\right)e^{t}-8t^{5/2}e^{t},\\ y(t) &= C_1 e^{t}+C_2\,t\,e^{t}+e^{t}\bigl(-8t^{5/2}+10t^{3/2}\bigr). \end{aligned} $$