You need to enable JavaScript to run this app.
最新活动
大模型
产品
解决方案
定价
生态与合作
支持与服务
开发者
了解我们

利用矩阵指数法求解线性微分方程组初值问题

Solving the Linear ODE System Initial Value Problem with Matrix Exponential Method

Alright, let's work through this problem step by step. First, let's recap the key formula that makes the matrix exponential method so straightforward for linear homogeneous ODE systems:

For a system $\frac{d\mathbf{u}}{dt} = A\mathbf{u}$ with initial condition $\mathbf{u}(0) = \mathbf{u}_0$, the unique solution is given by:
$$\mathbf{u}(t) = e^{tA} \mathbf{u}(0)$$

That's the core of it—we just need to compute the product of the matrix exponential $e^{tA}$ and our initial vector. Let's apply this to your specific problem.


Step 1: Restate the Given Problem

We have the system:
$$\dfrac{d}{dt} \begin{bmatrix}x \ y \ z\end{bmatrix}=\begin{bmatrix}2 & 2 & -2 \ 5 & 1 & -3 \ 1 & 5 & -3\end{bmatrix} \begin{bmatrix}x \ y \ z\end{bmatrix}$$
with initial condition at $t=0$:
$$\begin{bmatrix}x \ y \ z\end{bmatrix}= \begin{bmatrix}1 \ 1 \ 1\end{bmatrix}$$

And we're told the matrix exponential can be written as:
$$e{tA}=M{-1}\begin{bmatrix}1&t&\frac{t^2}2\0&1&t\0&0&1\end{bmatrix}M$$

This form tells us matrix $A$ is similar to a Jordan block for the eigenvalue $\lambda=0$ (a triple root, since the Jordan block is 3x3). The matrix $\begin{bmatrix}1&t&\frac{t^2}2\0&1&t\0&0&1\end{bmatrix}$ is the exponential of that Jordan block, denoted $e^{tJ}$.


Step 2: Compute the Transformed Initial Vector

Let $\mathbf{c} = M^{-1}\mathbf{u}(0)$. This means $M\mathbf{c} = \mathbf{u}(0)$, so we can solve this linear system to find $\mathbf{c}$.

First, we find $M$ (the matrix of generalized eigenvectors for $A$):

  • $M$'s first column $\mathbf{v}_1$ satisfies $A\mathbf{v}_1 = 0$ (eigenvector for $\lambda=0$)
  • Second column $\mathbf{v}_2$ satisfies $A\mathbf{v}_2 = \mathbf{v}_1$ (generalized eigenvector)
  • Third column $\mathbf{v}_3$ satisfies $A\mathbf{v}_3 = \mathbf{v}_2$ (another generalized eigenvector)

Solving these, we get a valid $M$:
$$M = \begin{bmatrix}1&\frac{3}{4}&-\frac{1}{16}\1&1&0\2&\frac{5}{4}&-\frac{7}{16}\end{bmatrix}$$

Now solve $M\mathbf{c} = \begin{bmatrix}1\1\1\end{bmatrix}$:

  1. From the second row: $c_1 + c_2 = 1 \implies c_1 = 1 - c_2$
  2. Substitute into the first row to find $c_3 = -4c_2$
  3. Substitute into the third row to solve for $c_2 = -1$, then $c_1=2$, $c_3=4$

So $\mathbf{c} = \begin{bmatrix}2\-1\4\end{bmatrix}$


Step 3: Multiply by the Jordan Block Exponential

Next, compute $e^{tJ}\mathbf{c}$:
$$e^{tJ}\mathbf{c} = \begin{bmatrix}1&t&\frac{t^2}2\0&1&t\0&0&1\end{bmatrix}\begin{bmatrix}2\-1\4\end{bmatrix} = \begin{bmatrix}2 - t + \frac{t^2}{2} \cdot 4 \ -1 + 4t \ 4\end{bmatrix} = \begin{bmatrix}2t^2 - t + 2 \ 4t - 1 \ 4\end{bmatrix}$$


Step 4: Transform Back to Original Variables

Finally, multiply by $M$ to get $\mathbf{u}(t) = M(e^{tJ}\mathbf{c})$:
$$\begin{bmatrix}x(t)\y(t)\z(t)\end{bmatrix} = \begin{bmatrix}1&\frac{3}{4}&-\frac{1}{16}\1&1&0\2&\frac{5}{4}&-\frac{7}{16}\end{bmatrix}\begin{bmatrix}2t^2 - t + 2 \ 4t - 1 \ 4\end{bmatrix}$$

Calculating each component:

  • $x(t) = 1\cdot(2t^2 - t + 2) + \frac{3}{4}\cdot(4t - 1) - \frac{1}{16}\cdot4 = 2t^2 + 2t + 1$
  • $y(t) = 1\cdot(2t^2 - t + 2) + 1\cdot(4t - 1) + 0\cdot4 = 2t^2 + 3t + 1$
  • $z(t) = 2\cdot(2t^2 - t + 2) + \frac{5}{4}\cdot(4t - 1) - \frac{7}{16}\cdot4 = 4t^2 + 3t + 1$

Step 5: Verify the Solution

Let's confirm this works:

  1. Initial condition: At $t=0$, $x(0)=1$, $y(0)=1$, $z(0)=1$—matches our given initial vector.
  2. ODE system: Take the derivative of each component and substitute into the original system. For example:
    • $x'(t) = 4t + 2$
    • $2x + 2y - 2z = 2(2t^2+2t+1) + 2(2t^2+3t+1) - 2(4t^2+3t+1) = 4t + 2$—matches $x'(t)$.

All components satisfy the original ODEs, so this is the correct solution.


Final solution:
$$\boxed{\begin{bmatrix}x(t)\y(t)\z(t)\end{bmatrix}=\begin{bmatrix}2t2+2t+1\2t2+3t+1\4t^2+3t+1\end{bmatrix}}$$

内容的提问来源于stack exchange,提问作者Hideki Ryuga

火山引擎 最新活动