Matrix Exponential: Putzer Formula for Variation of Parameters for ...
Matrix Exponential: Putzer Formula for eAt Variation of Parameters for Linear Dynamical Systems Undetermined Coefficients for Linear Dynamical Systems
? The 2 ? 2 Matrix Exponential eAt ? Putzer Matrix Exponential Formula for 2 ? 2 Matrices ? How to Remember Putzer's 2 ? 2 Formula
? Variation of Parameters for Linear Systems ? Undetermined Coefficients for Linear Systems
The 2 ? 2 Matrix Exponential eAt
Definition. The matrix exponential eAt is the n ? n matrix (t) defined by
(1)
d
dt
=
A,
(2) (0) = I.
Alternatively,
is the augmented matrix of
solution
vectors for
the n problems
d dt
vk
=
Avk, vk(0) = column k of I, 1 k n.
Example. A 2 ? 2 matrix A has exponential matrix eAt with columns equal to the
solutions of the two problems
d dt
v1(t)
=
Av1(t),
v1(0) =
1 0
d dt
v2(t)
=
Av2(t),
v2(0) =
0 1
Briefly, the 2 ? 2 matrix (t) = eAt satisfies the two conditions
d (1) (t) = A(t),
dt
(2) (0) =
10 01
.
Putzer Matrix Exponential Formula for 2 ? 2 Matrices
eAt
=
e1tI
+
e1t 1
- -
e2t (A
2
-
1I )
eAt = e1tI + te1t(A - 1I)
eAt
=
eat
cos
bt
I
+
eat
sin
bt (A
-
aI )
b
A is 2 ? 2, 1 = 2 real.
A is 2 ? 2, 1 = 2 real.
A is 2?2, 1 = 2 = a+ib, b > 0.
How to Remember Putzer's 2 ? 2 Formula
The expressions (1)
eAt = r1(t)I + r2(t)(A - 1I),
r1(t) = e1t,
e1t - e2t r2(t) = 1 - 2
are enough to generate all three formulas. Fraction r2 is the d/d-Newton difference quotient for r1. Then r2 limits as 2 1 to the d/d-derivative te1t. Therefore, the
formula includes the case 1 = 2 by limiting. If 1 = 2 = a + ib with b > 0, then the fraction r2 is already real, because it has for z = e1t and w = 1 the form
z - z sin bt
r2(t) = w - w =
. b
Taking real parts of expression (1) gives the complex case formula.
Variation of Parameters
Theorem 1 (Variation of Parameters for Linear Systems)
Let A be a constant n ? n matrix and F(t) a continuous function near t = t0. The unique solution x(t) of the matrix initial value problem
x (t) = Ax(t) + F(t), x(t0) = x0,
is given by the variation of parameters formula
t
(2)
x(t) = eAtx0 + eAt e-rAF(r)dr.
t0
................
................
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