MAT 246

Differential Equations

Chapter 8
Systems of Linear
First-Order DEs
8.4 Matrix Exponential

Erickson/Biddy

Review Material
Appendix

II.1 (Definition II.10 and II.11)

8.4 Matrix Exponential

Erickson/Biddy

Homogeneous Systems
is possible to define a matrix exponential so that
(1)
X eAt C
is a solution of the homogeneous solution X = AX.
A is an n n matrix of constants
C is an n 1 column matrix of arbitrary constants.
It

8.4 Matrix Exponential

Linear Algebra Review

Special Matrices
Identity

Matrix

1 0
0 1
In

0 0

0
0

5.3 Matricies and Linear Systems

Linear Algebra Review

Inverse
The

inverse of a square matrix A is a square matrix

B s.t. AB = BA = I.

If

a matrix has an inverse it is unique and denoted

by A-1.
i.e.

-1

-1

AA = A A = I
5.3 Matricies and Linear Systems

Linear Algebra Review

Computing Inverses

Computing inverses for a 2x2 matrix.

a b
A

c
d

1 d b
A
| det A | c a
-1

For larger matrices we do row operations. AI = IA-1

5.3 Matricies and Linear Systems

Linear Algebra Review

Inverses
A-1

exists iff det(A)0

(A is non-singular matrix)

A-1

does not exist if det(A)=0

(A is a singular matrix)

5.3 Matricies and Linear Systems

Erickson/Biddy

Linear Algebra Review

Diagonal Matrix
An

n x n matrix A is a diagonal matrix if all its

entries off the main diagonal are zero, that is,

a11 0
0 a
22
A

0
0

0
0

ann
8.4 Matrix Exponential

Erickson/Biddy

Linear Algebra Review

Integral of a Matrix of Functions
If

A(t) = (aij(t))mn is a matrix whose entries are

functions continuous on a common interval
containing t an t0, then

a ( s)ds
A
(
s
)
ds

t
t ij

0
0
mn
t

8.4 Matrix Exponential

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Erickson/Biddy

Definition 8.4.1
Matrix Exponential
For

any n n matrix, A,

This is equation (3).

It can be shown that the series given in (3) converges
to an n n matrix for every value of t.
8.4 Matrix Exponential

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Erickson/Biddy

Example pg. 359

Use

(3) to compute eAt and e-At.

0 1
2. A

1
0

8.4 Matrix Exponential

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Erickson/Biddy

Derivative of eAt
The

derivative of the matrix exponential is

d At
At
e Ae
dt

(4)

8.4 Matrix Exponential

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Erickson/Biddy

Fundamental Matrix

Given the system X = AX its general solution is

X = c1X1 + c2X2 + + cnXn
Which can be written as X = (t)C, where C is a n1
column matrix of arbitrary constants and (t) is the
nn matrix whose columns consist of the entries of the
solution vectors of the system

x11
x
(t ) 21

xn1

x12
x22

xn 2

x1n
x2 n

xnn

8.4 Matrix Exponential

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Erickson/Biddy

eAt is a Fundamental Matrix

If we denote the matrix exponential eAt by the symbol

(t), then (4) is equivalent to the matrix DE
(t) = A(t).

It follows from Definition 8.4.1 that (0) = eA(0) = I,

and so det (0) 0.

These two properties are enough for us to conclude that

(t) is a fundamental matrix of the system X = AX.
8.4 Matrix Exponential

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Erickson/Biddy

Example pg. 359

Use

(1) to find the general solution of the given

system.

0 1
6. X
X

1 0

8.4 Matrix Exponential

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Erickson/Biddy

Nonhomogeneous Systems
For

a nonhomogeneous system of linear first-order DEs

it can be shown that the general solution of X = AX +
F(t), where A is an n n matrix of constants, is

(5)

the matrix exponential eAt is a fundamental matrix,

it is always nonsingular and e-At = (eAt)-1.
In practice, e-As can be obtained from eAt by simply
replacing t by s.
Since

8.4 Matrix Exponential

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Erickson/Biddy

Examples pg. 359

Use

(5) to find the general solution of the given

system.

1 0
t
10. X
X 4t

0 2
e
0 1
cosh t
12. X
X

1
0
sinh
t

8.4 Matrix Exponential

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Erickson/Biddy

Use of the Laplace Transform

We

also have

e L
At

sI A
1

8.4 Matrix Exponential

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Erickson/Biddy

Example pg. 359

Use

the method of Example 2 (using Laplace

transforms) to compute eAt for the coefficient
matrix. Use (1) to find the general solution of the
given system.
4 2
16. X
X

1 1

8.4 Matrix Exponential