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Unit D7 · Solutions解答

Systems of First-Order Linear ODEs · Solutions一阶线性常微分方程组 · 解答

Companion to the University-Style Practice Set大学风格练习题配套解答

MEDIUM HARD CORE PROOF APPLIED

Sections 1 to 7: reduction to systems, matrix form, real distinct eigenvalues, complex eigenvalues, repeated eigenvalues, phase portraits and stability, matrix exponential and variation of parameters1 至 7 节:化为方程组、矩阵形式、实不同特征值、复特征值、重复特征值、相平面与稳定性、矩阵指数与常数变易法CALC IV



PART I  ·  CORE TECHNIQUES第一部分  ·  核心技巧Computational fluency · 28 marks计算熟练度 · 28 分

Worked Solutions解题过程

Q1MEDIUMCOREreducing a higher-order ODE to a first-order system将高阶常微分方程化为一阶方程组[8 marks]

Reduce $y''' - 6y'' + 11y' - 6y = e^{t}$ to a first-order system; find the eigenvalues of the companion matrix; state why they equal the characteristic roots.将 $y''' - 6y'' + 11y' - 6y = e^{t}$ 化为一阶方程组,求伴随矩阵的特征值,并说明为何它们等于特征根。

Answers:答案:  (a) $A = \begin{pmatrix}0&1&0\\0&0&1\\6&-11&6\end{pmatrix}$, $\mathbf{g}(t)=(0,0,e^t)^T$  ·  (b) $\lambda = 1, 2, 3$  ·  (c) rows $1,2$ encode $x_i' = x_{i+1}$; row $3$ encodes the scalar ODE第 $1,2$ 行编码 $x_i' = x_{i+1}$;第 $3$ 行编码标量常微分方程

(a) Introduce state variables and read off $A$ and $\mathbf{g}$(a) 引入状态变量,读出 $A$ 和 $\mathbf{g}$ M1·M1·A1

Set $x_1 = y$, $x_2 = y'$, $x_3 = y''$. Differentiating: (M1)令 $x_1 = y$,$x_2 = y'$,$x_3 = y''$,微分得:(M1)

$$ x_1' = x_2, \qquad x_2' = x_3, \qquad x_3' = y''' = 6y'' - 11y' + 6y + e^{t} = 6x_3 - 11x_2 + 6x_1 + e^{t}. $$

In matrix form $\mathbf{x}' = A\mathbf{x} + \mathbf{g}(t)$ with (M1)写成矩阵形式 $\mathbf{x}' = A\mathbf{x} + \mathbf{g}(t)$:(M1)

$$ A = \begin{pmatrix}0 & 1 & 0\\ 0 & 0 & 1\\ 6 & -11 & 6\end{pmatrix}, \qquad \mathbf{g}(t) = \begin{pmatrix}0\\0\\e^{t}\end{pmatrix}. $$

The matrix $A$ is the companion matrix of the characteristic polynomial $\lambda^3 - 6\lambda^2 + 11\lambda - 6$. (A1)矩阵 $A$ 是特征多项式 $\lambda^3 - 6\lambda^2 + 11\lambda - 6$ 的伴随矩阵。(A1)

(b) Characteristic polynomial of $A$ and its roots(b) $A$ 的特征多项式及其根 M1·M1·A1

For a companion matrix the characteristic polynomial is $\det(A - \lambda I) = -(\lambda^3 - 6\lambda^2 + 11\lambda - 6)$, which can be verified by cofactor expansion along the last row. (M1)对伴随矩阵,特征多项式为 $\det(A - \lambda I) = -(\lambda^3 - 6\lambda^2 + 11\lambda - 6)$,可沿最后一行展开余子式验证。(M1)

Test $\lambda = 1$: $1 - 6 + 11 - 6 = 0$. So $(\lambda - 1)$ is a factor. Dividing: $\lambda^3 - 6\lambda^2 + 11\lambda - 6 = (\lambda - 1)(\lambda^2 - 5\lambda + 6) = (\lambda - 1)(\lambda - 2)(\lambda - 3)$. (M1)代入 $\lambda = 1$:$1 - 6 + 11 - 6 = 0$,故 $(\lambda - 1)$ 为因子。除法得:$\lambda^3 - 6\lambda^2 + 11\lambda - 6 = (\lambda - 1)(\lambda^2 - 5\lambda + 6) = (\lambda - 1)(\lambda - 2)(\lambda - 3)$。(M1)

The eigenvalues of $A$ are $\lambda = 1, 2, 3$. (A1)$A$ 的特征值为 $\lambda = 1, 2, 3$。(A1)

(c) Why eigenvalues equal characteristic roots(c) 特征值为何等于特征根 R1·A1

The companion matrix $A$ is constructed precisely so that the characteristic polynomial $\det(A - \lambda I)$ equals (up to sign) the operator polynomial $\lambda^3 - 6\lambda^2 + 11\lambda - 6$ of the scalar ODE: the first $n-1$ rows encode the trivial equations $x_i' = x_{i+1}$, and the last row encodes the scalar ODE, so expanding the determinant recovers the same polynomial. (R1·A1)伴随矩阵 $A$ 的构造方式使得其特征多项式 $\det(A - \lambda I)$ (差一个符号)等于标量常微分方程的算子多项式 $\lambda^3 - 6\lambda^2 + 11\lambda - 6$:前 $n-1$ 行编码平凡方程 $x_i' = x_{i+1}$,最后一行编码标量常微分方程,展开行列式即还原同一多项式。(R1·A1)

Insight. The companion-matrix reduction is the bridge between scalar and vector ODE theory: the eigenvalues of the system are the characteristic roots of the scalar equation, so the homogeneous solutions $e^{\lambda_i t}$ (scalar) are the diagonal entries of the fundamental matrix (vector). This is why the two viewpoints must agree.伴随矩阵化简是标量与向量常微分方程理论之间的桥梁:方程组的特征值就是标量方程的特征根,因此齐次解 $e^{\lambda_i t}$(标量)对应基本矩阵(向量)的对角元。这正是两种视角必须一致的原因。
Q2MEDIUMCOREeigenvalue method: real distinct eigenvalues and IVP特征值法:实不同特征值与初值问题[8 marks]

For $A = \begin{pmatrix}1&3\\3&1\end{pmatrix}$, $\mathbf{x}(0)=(4,2)^T$: find eigenvalues and eigenvectors; solve the IVP; classify the portrait.对于 $A = \begin{pmatrix}1&3\\3&1\end{pmatrix}$,$\mathbf{x}(0)=(4,2)^T$:求特征值和特征向量,求解初值问题,并对相平面进行分类。

Answers:答案:  (a) $\lambda_1=4$, $\mathbf{v}_1=(1,1)^T$; $\lambda_2=-2$, $\mathbf{v}_2=(1,-1)^T$  ·  (b) $\mathbf{x}=3e^{4t}\binom{1}{1}+e^{-2t}\binom{1}{-1}$  ·  (c) saddle, unstable鞍点,不稳定

(a) Eigenvalues and eigenvectors(a) 特征值与特征向量 M1·A1·M1·A1

The characteristic equation is (M1)特征方程为 (M1)

$$ \det(A - \lambda I) = (1 - \lambda)^2 - 9 = \lambda^2 - 2\lambda - 8 = (\lambda - 4)(\lambda + 2) = 0. $$

So $\lambda_1 = 4$ and $\lambda_2 = -2$. (A1)故 $\lambda_1 = 4$,$\lambda_2 = -2$。(A1)

For $\lambda_1 = 4$: $(A - 4I) = \begin{pmatrix}-3&3\\3&-3\end{pmatrix}$; the null space is spanned by $\mathbf{v}_1 = \begin{pmatrix}1\\1\end{pmatrix}$. Verify: $A\mathbf{v}_1 = \begin{pmatrix}4\\4\end{pmatrix} = 4\mathbf{v}_1$. (M1)对 $\lambda_1 = 4$:$(A - 4I) = \begin{pmatrix}-3&3\\3&-3\end{pmatrix}$,零空间由 $\mathbf{v}_1 = \begin{pmatrix}1\\1\end{pmatrix}$ 张成。验证:$A\mathbf{v}_1 = \begin{pmatrix}4\\4\end{pmatrix} = 4\mathbf{v}_1$。(M1)

For $\lambda_2 = -2$: $(A + 2I) = \begin{pmatrix}3&3\\3&3\end{pmatrix}$; null space spanned by $\mathbf{v}_2 = \begin{pmatrix}1\\-1\end{pmatrix}$. Verify: $A\mathbf{v}_2 = \begin{pmatrix}-2\\2\end{pmatrix} = -2\mathbf{v}_2$. (A1)对 $\lambda_2 = -2$:$(A + 2I) = \begin{pmatrix}3&3\\3&3\end{pmatrix}$,零空间由 $\mathbf{v}_2 = \begin{pmatrix}1\\-1\end{pmatrix}$ 张成。验证:$A\mathbf{v}_2 = \begin{pmatrix}-2\\2\end{pmatrix} = -2\mathbf{v}_2$。(A1)

(b) General solution and IVP(b) 通解与初值问题 M1·A1

General solution: $\mathbf{x}(t) = c_1 e^{4t}\begin{pmatrix}1\\1\end{pmatrix} + c_2 e^{-2t}\begin{pmatrix}1\\-1\end{pmatrix}$. (M1)通解:$\mathbf{x}(t) = c_1 e^{4t}\begin{pmatrix}1\\1\end{pmatrix} + c_2 e^{-2t}\begin{pmatrix}1\\-1\end{pmatrix}$。(M1)

Apply $\mathbf{x}(0) = (4,2)^T$: $c_1 + c_2 = 4$ and $c_1 - c_2 = 2$. Adding: $2c_1 = 6$, so $c_1 = 3$, $c_2 = 1$. (A1)代入 $\mathbf{x}(0) = (4,2)^T$:$c_1 + c_2 = 4$,$c_1 - c_2 = 2$。相加得 $2c_1 = 6$,故 $c_1 = 3$,$c_2 = 1$。(A1)

$$ \mathbf{x}(t) = 3e^{4t}\begin{pmatrix}1\\1\end{pmatrix} + e^{-2t}\begin{pmatrix}1\\-1\end{pmatrix}. $$

(c) Phase portrait and long-time behaviour(c) 相平面与长时行为 A1·R1

One eigenvalue is positive ($\lambda_1 = 4$) and one is negative ($\lambda_2 = -2$): the origin is a saddle, always unstable. (A1)一个特征值为正($\lambda_1 = 4$),一个为负($\lambda_2 = -2$):原点为鞍点,始终不稳定。(A1)

As $t \to \infty$ the $e^{-2t}$ mode decays to zero and the $e^{4t}$ mode dominates, so the particular solution grows without bound along the direction $\begin{pmatrix}1\\1\end{pmatrix}$. (R1)当 $t \to \infty$ 时,$e^{-2t}$ 模态衰减至零,$e^{4t}$ 模态主导,特解沿方向 $\begin{pmatrix}1\\1\end{pmatrix}$ 无界增长。(R1)

Insight. Real eigenvalues of opposite sign give a saddle: one set of trajectories is attracted to the origin (along $\mathbf{v}_2$) and another is repelled (along $\mathbf{v}_1$). Every other trajectory eventually escapes along the unstable manifold. Saddles are always classified as unstable regardless of the sign of the trace, because any initial data with $c_1 \neq 0$ leads to unbounded growth.异号实特征值产生鞍点:一组轨迹被吸引至原点(沿 $\mathbf{v}_2$),另一组被排斥(沿 $\mathbf{v}_1$)。其他所有轨迹最终沿不稳定流形逃逸。鞍点无论迹的符号如何,始终被归为不稳定,因为任何 $c_1 \neq 0$ 的初值数据都会导致无界增长。
Q3HARDCOREcomplex eigenvalues: real solution pair and spiral classification复特征值:实数解对与螺旋型分类[6 marks]

Solve $\mathbf{x}' = \begin{pmatrix}-1&2\\-2&-1\end{pmatrix}\mathbf{x}$; write two real solutions; classify the portrait.求解 $\mathbf{x}' = \begin{pmatrix}-1&2\\-2&-1\end{pmatrix}\mathbf{x}$,写出两个实数解,并对相平面进行分类。

Answers:答案:  (a) $\lambda = -1 \pm 2i$; $\mathbf{x}(t) = c_1 e^{-t}\binom{\cos 2t}{-\sin 2t} + c_2 e^{-t}\binom{\sin 2t}{\cos 2t}$  ·  (b) stable spiral稳定螺旋

(a) Complex eigenpair and real solutions(a) 复特征值对与实数解 M1·A1·M1·A1

Characteristic equation: $\det(A - \lambda I) = (-1-\lambda)^2 + 4 = \lambda^2 + 2\lambda + 5 = 0$. By the quadratic formula, $\lambda = \frac{-2 \pm \sqrt{4-20}}{2} = -1 \pm 2i$. (M1) So $\alpha = -1$, $\beta = 2$. (A1)特征方程:$\det(A - \lambda I) = (-1-\lambda)^2 + 4 = \lambda^2 + 2\lambda + 5 = 0$。由求根公式,$\lambda = \frac{-2 \pm \sqrt{4-20}}{2} = -1 \pm 2i$。(M1) 故 $\alpha = -1$,$\beta = 2$。(A1)

For $\lambda = -1 + 2i$: $(A - \lambda I)\mathbf{v} = \begin{pmatrix}-2i&2\\-2&-2i\end{pmatrix}\mathbf{v} = \mathbf{0}$. Row 1 gives $-2iv_1 + 2v_2 = 0$, so $v_2 = iv_1$. Taking $v_1 = 1$: $\mathbf{v} = \begin{pmatrix}1\\i\end{pmatrix} = \underbrace{\begin{pmatrix}1\\0\end{pmatrix}}_{\mathbf{a}} + i\underbrace{\begin{pmatrix}0\\1\end{pmatrix}}_{\mathbf{b}}$. (M1)对 $\lambda = -1 + 2i$:$(A - \lambda I)\mathbf{v} = \begin{pmatrix}-2i&2\\-2&-2i\end{pmatrix}\mathbf{v} = \mathbf{0}$。第一行给出 $-2iv_1 + 2v_2 = 0$,故 $v_2 = iv_1$。取 $v_1 = 1$:$\mathbf{v} = \begin{pmatrix}1\\i\end{pmatrix} = \underbrace{\begin{pmatrix}1\\0\end{pmatrix}}_{\mathbf{a}} + i\underbrace{\begin{pmatrix}0\\1\end{pmatrix}}_{\mathbf{b}}$。(M1)

Verification: $A\mathbf{v} = \begin{pmatrix}-1+2i\\-2-i\end{pmatrix}$ and $\lambda\mathbf{v} = (-1+2i)\begin{pmatrix}1\\i\end{pmatrix} = \begin{pmatrix}-1+2i\\-2-i\end{pmatrix}$. They agree. (A1)验证:$A\mathbf{v} = \begin{pmatrix}-1+2i\\-2-i\end{pmatrix}$,$\lambda\mathbf{v} = (-1+2i)\begin{pmatrix}1\\i\end{pmatrix} = \begin{pmatrix}-1+2i\\-2-i\end{pmatrix}$,两者一致。(A1)

The two real linearly independent solutions are两个实线性无关解为

$$ \mathbf{x}_1(t) = e^{-t}\!\left(\mathbf{a}\cos 2t - \mathbf{b}\sin 2t\right) = e^{-t}\begin{pmatrix}\cos 2t\\-\sin 2t\end{pmatrix}, $$ $$ \mathbf{x}_2(t) = e^{-t}\!\left(\mathbf{a}\sin 2t + \mathbf{b}\cos 2t\right) = e^{-t}\begin{pmatrix}\sin 2t\\\cos 2t\end{pmatrix}. $$

General solution: $\mathbf{x}(t) = c_1\mathbf{x}_1(t) + c_2\mathbf{x}_2(t)$.通解:$\mathbf{x}(t) = c_1\mathbf{x}_1(t) + c_2\mathbf{x}_2(t)$。

(b) Portrait type and stability(b) 相平面类型与稳定性 A1·R1

Here $p = \operatorname{tr} A = -2 < 0$, $q = \det A = 1 + 4 = 5 > 0$, and $\Delta = 4 - 20 = -16 < 0$: complex eigenvalues with negative real part. The origin is a stable spiral (spiral sink). (A1·R1)此处 $p = \operatorname{tr} A = -2 < 0$,$q = \det A = 1 + 4 = 5 > 0$,$\Delta = 4 - 20 = -16 < 0$:复特征值且实部为负。原点为稳定螺旋(螺旋汇)。(A1·R1)

Insight. Complex eigenvalues $\alpha \pm i\beta$ encode two simultaneous effects: the factor $e^{\alpha t}$ drives growth ($\alpha > 0$) or decay ($\alpha < 0$), and the trigonometric factors $\cos\beta t$, $\sin\beta t$ produce rotation with angular frequency $\beta$. A negative $\alpha$ gives an inward spiral (stable); $\alpha = 0$ gives a center (neutrally stable); $\alpha > 0$ gives an outward spiral (unstable). The sign of $\alpha$ is captured entirely by $p = 2\alpha$, so $p < 0$ certifies stability for the complex case.复特征值 $\alpha \pm i\beta$ 同时编码两种效应:因子 $e^{\alpha t}$ 驱动增长($\alpha > 0$)或衰减($\alpha < 0$),三角因子 $\cos\beta t$,$\sin\beta t$ 以角频率 $\beta$ 产生旋转。$\alpha < 0$ 给出向内螺旋(稳定);$\alpha = 0$ 给出中心(中性稳定);$\alpha > 0$ 给出向外螺旋(不稳定)。$\alpha$ 的符号完全由 $p = 2\alpha$ 反映,故 $p < 0$ 可判定复特征值情形下的稳定性。
Q4HARDCORErepeated defective eigenvalue and generalized eigenvector重亏损特征值与广义特征向量[6 marks]

Solve $\mathbf{x}' = \begin{pmatrix}-2&1\\0&-2\end{pmatrix}\mathbf{x}$; show the matrix is defective; find the generalized eigenvector and general solution.求解 $\mathbf{x}' = \begin{pmatrix}-2&1\\0&-2\end{pmatrix}\mathbf{x}$,证明矩阵有亏损,求广义特征向量和通解。

Answers:答案:  (a) $\lambda = -2$ (double)(二重), $\ker(A+2I)$ one-dimensional一维, $\mathbf{v} = (1,0)^T$  ·  (b) $\mathbf{w}=(0,1)^T$; $\mathbf{x}=c_1 e^{-2t}\binom{1}{0}+c_2 e^{-2t}\!\left[t\binom{1}{0}+\binom{0}{1}\right]$; stable improper node稳定退化结点

(a) Double eigenvalue and defectiveness(a) 二重特征值与亏损性 M1·A1

$\det(A - \lambda I) = (-2-\lambda)^2 = 0$ gives the double eigenvalue $\lambda = -2$. (M1)$\det(A - \lambda I) = (-2-\lambda)^2 = 0$ 给出二重特征值 $\lambda = -2$。(M1)

Compute $A - \lambda I = A + 2I = \begin{pmatrix}0&1\\0&0\end{pmatrix}$. Solving $(A+2I)\mathbf{v} = \mathbf{0}$ forces $v_2 = 0$ with $v_1$ free, so $\ker(A+2I) = \operatorname{span}\left\{\begin{pmatrix}1\\0\end{pmatrix}\right\}$, which is one-dimensional. Because the geometric multiplicity $(1)$ is less than the algebraic multiplicity $(2)$, the matrix is defective. The eigenvector is $\mathbf{v} = \begin{pmatrix}1\\0\end{pmatrix}$. (A1)计算 $A - \lambda I = A + 2I = \begin{pmatrix}0&1\\0&0\end{pmatrix}$。求解 $(A+2I)\mathbf{v} = \mathbf{0}$ 可得 $v_2 = 0$,$v_1$ 自由,故 $\ker(A+2I) = \operatorname{span}\left\{\begin{pmatrix}1\\0\end{pmatrix}\right\}$,为一维空间。几何重数($1$)小于代数重数($2$),故矩阵有亏损。特征向量为 $\mathbf{v} = \begin{pmatrix}1\\0\end{pmatrix}$。(A1)

(b) Generalized eigenvector and general solution(b) 广义特征向量与通解 M1·A1·M1·A1

Solve $(A + 2I)\mathbf{w} = \mathbf{v}$, that is $\begin{pmatrix}0&1\\0&0\end{pmatrix}\mathbf{w} = \begin{pmatrix}1\\0\end{pmatrix}$. This forces $w_2 = 1$ with $w_1$ free; take $\mathbf{w} = \begin{pmatrix}0\\1\end{pmatrix}$. (M1) Verify: $(A+2I)\begin{pmatrix}0\\1\end{pmatrix} = \begin{pmatrix}1\\0\end{pmatrix} = \mathbf{v}$. (A1)求解 $(A + 2I)\mathbf{w} = \mathbf{v}$,即 $\begin{pmatrix}0&1\\0&0\end{pmatrix}\mathbf{w} = \begin{pmatrix}1\\0\end{pmatrix}$。这要求 $w_2 = 1$,$w_1$ 自由;取 $\mathbf{w} = \begin{pmatrix}0\\1\end{pmatrix}$。(M1) 验证:$(A+2I)\begin{pmatrix}0\\1\end{pmatrix} = \begin{pmatrix}1\\0\end{pmatrix} = \mathbf{v}$。(A1)

The general solution is (M1)通解为 (M1)

$$ \mathbf{x}(t) = c_1 e^{-2t}\begin{pmatrix}1\\0\end{pmatrix} + c_2 e^{-2t}\!\left[t\begin{pmatrix}1\\0\end{pmatrix} + \begin{pmatrix}0\\1\end{pmatrix}\right] = e^{-2t}\begin{pmatrix}c_1 + c_2 t\\ c_2\end{pmatrix}. $$

Since $\lambda = -2 < 0$, the exponential decay dominates the polynomial growth in $t$: all trajectories tend to the origin. The origin is a stable improper (degenerate) node. (A1)由于 $\lambda = -2 < 0$,指数衰减主导 $t$ 的多项式增长:所有轨迹趋向原点。原点为稳定退化(非正常)结点。(A1)

Insight. A repeated eigenvalue is defective only when the geometric multiplicity (dimension of the eigenspace) is strictly less than the algebraic multiplicity. The generalized eigenvector equation $(A - \lambda I)\mathbf{w} = \mathbf{v}$ inserts the extra term $t\mathbf{v}$ into the second solution: without it, the solution $e^{\lambda t}t\mathbf{v}$ fails to satisfy the ODE because the product rule generates $e^{\lambda t}\mathbf{v}$ which cannot be cancelled. The sign of $\lambda$ governs stability: $\lambda < 0$ gives a stable improper node, $\lambda > 0$ an unstable one.重特征值仅当几何重数(特征空间维数)严格小于代数重数时才有亏损。广义特征向量方程 $(A - \lambda I)\mathbf{w} = \mathbf{v}$ 在第二个解中插入额外项 $t\mathbf{v}$:若缺少该项,解 $e^{\lambda t}t\mathbf{v}$ 将无法满足常微分方程,因为乘积法则会产生无法消去的 $e^{\lambda t}\mathbf{v}$。$\lambda$ 的符号决定稳定性:$\lambda < 0$ 给出稳定退化结点,$\lambda > 0$ 给出不稳定退化结点。
PART II  ·  DEFINITIONS AND PROOF第二部分  ·  定义与证明Rigorous arguments · 26 marks严密论证 · 26 分

Worked Solutions解题过程

Q5HARDPROOFderiving the eigenvalue method: why $\mathbf{x}=e^{\lambda t}\mathbf{v}$ reduces to $A\mathbf{v}=\lambda\mathbf{v}$推导特征值法:为何 $\mathbf{x}=e^{\lambda t}\mathbf{v}$ 化为 $A\mathbf{v}=\lambda\mathbf{v}$[8 marks]

(a) Substitute $\mathbf{x}=e^{\lambda t}\mathbf{v}$ into $\mathbf{x}'=A\mathbf{x}$ and derive $A\mathbf{v}=\lambda\mathbf{v}$. (b) Prove eigenvectors for distinct eigenvalues are linearly independent.(a) 将 $\mathbf{x}=e^{\lambda t}\mathbf{v}$ 代入 $\mathbf{x}'=A\mathbf{x}$,推导 $A\mathbf{v}=\lambda\mathbf{v}$。(b) 证明对应不同特征值的特征向量线性无关。

Answers:答案:  (a) $e^{\lambda t}$ cancels (never zero), leaving $A\mathbf{v}=\lambda\mathbf{v}$$e^{\lambda t}$ 可消去(恒非零),剩余 $A\mathbf{v}=\lambda\mathbf{v}$  ·  (b) induction by applying $(A-\lambda_k I)$ to a supposed dependence relation对假定的相关性关系施加 $(A-\lambda_k I)$ 进行归纳

(a) Substitution and cancellation(a) 代入与消去 M1·M1·A1·R1

Compute the left-hand side using the scalar chain rule for $e^{\lambda t}$: (M1)利用 $e^{\lambda t}$ 的链式法则计算左端:(M1)

$$ \mathbf{x}'(t) = \frac{d}{dt}\!\left(e^{\lambda t}\mathbf{v}\right) = \lambda e^{\lambda t}\mathbf{v}. $$

Compute the right-hand side (M1)计算右端 (M1)

$$ A\mathbf{x}(t) = A\!\left(e^{\lambda t}\mathbf{v}\right) = e^{\lambda t}A\mathbf{v}, $$

using the fact that $A$ is constant so it passes through the scalar factor $e^{\lambda t}$. Setting $\mathbf{x}' = A\mathbf{x}$: (A1)利用 $A$ 为常数矩阵,可提出标量因子 $e^{\lambda t}$。令 $\mathbf{x}' = A\mathbf{x}$:(A1)

$$ \lambda e^{\lambda t}\mathbf{v} = e^{\lambda t}A\mathbf{v}. $$

Since $e^{\lambda t} \neq 0$ for all $t \in \mathbb{R}$, we may divide both sides by $e^{\lambda t}$: (R1)由于对所有 $t \in \mathbb{R}$ 均有 $e^{\lambda t} \neq 0$,两边可除以 $e^{\lambda t}$:(R1)

$$ A\mathbf{v} = \lambda\mathbf{v}. $$

This is exactly the eigenvalue equation, so $\mathbf{v}$ must be a nonzero eigenvector of $A$ with eigenvalue $\lambda$.这正是特征方程,故 $\mathbf{v}$ 必为 $A$ 关于特征值 $\lambda$ 的非零特征向量。

(b) Eigenvectors for distinct eigenvalues are linearly independent(b) 对应不同特征值的特征向量线性无关 M1·M1·A1·R1

We prove the statement by strong induction on $k$. For $k = 1$: a single nonzero eigenvector is trivially independent. Assume the statement holds for any set of $k-1$ eigenvectors with distinct eigenvalues. (M1)对 $k$ 进行强归纳法证明。$k = 1$ 时:单个非零特征向量显然线性无关。设命题对任意 $k-1$ 个具有不同特征值的特征向量成立。(M1)

Suppose $c_1\mathbf{v}_1 + c_2\mathbf{v}_2 + \cdots + c_k\mathbf{v}_k = \mathbf{0}$. Apply the operator $(A - \lambda_k I)$ to both sides: (M1)设 $c_1\mathbf{v}_1 + c_2\mathbf{v}_2 + \cdots + c_k\mathbf{v}_k = \mathbf{0}$。对两边施加算子 $(A - \lambda_k I)$:(M1)

$$ \sum_{j=1}^{k} c_j (A - \lambda_k I)\mathbf{v}_j = \mathbf{0}. $$

Since $A\mathbf{v}_j = \lambda_j\mathbf{v}_j$, we have $(A - \lambda_k I)\mathbf{v}_j = (\lambda_j - \lambda_k)\mathbf{v}_j$. For $j = k$ this is $(\lambda_k - \lambda_k)\mathbf{v}_k = \mathbf{0}$, so the $k$th term drops out: (A1)由 $A\mathbf{v}_j = \lambda_j\mathbf{v}_j$,得 $(A - \lambda_k I)\mathbf{v}_j = (\lambda_j - \lambda_k)\mathbf{v}_j$。当 $j = k$ 时为 $(\lambda_k - \lambda_k)\mathbf{v}_k = \mathbf{0}$,故第 $k$ 项消去:(A1)

$$ \sum_{j=1}^{k-1} c_j(\lambda_j - \lambda_k)\mathbf{v}_j = \mathbf{0}. $$

By the induction hypothesis, $\mathbf{v}_1, \dots, \mathbf{v}_{k-1}$ are independent, so $c_j(\lambda_j - \lambda_k) = 0$ for each $j < k$. Since the eigenvalues are distinct, $\lambda_j \neq \lambda_k$, so $c_j = 0$ for all $j < k$. Substituting back: $c_k\mathbf{v}_k = \mathbf{0}$, and since $\mathbf{v}_k \neq \mathbf{0}$, also $c_k = 0$. Thus all coefficients are zero, proving independence. (R1)由归纳假设,$\mathbf{v}_1, \dots, \mathbf{v}_{k-1}$ 线性无关,故对每个 $j < k$ 有 $c_j(\lambda_j - \lambda_k) = 0$。由于特征值互不相同,$\lambda_j \neq \lambda_k$,故对所有 $j < k$ 有 $c_j = 0$。代回得 $c_k\mathbf{v}_k = \mathbf{0}$,又 $\mathbf{v}_k \neq \mathbf{0}$,故 $c_k = 0$。所有系数均为零,线性无关得证。(R1)

Insight. The substitution $\mathbf{x} = e^{\lambda t}\mathbf{v}$ converts a differential equation into a linear algebra problem: once you know the exponential form is the right ansatz, the ODE becomes an eigenvalue equation purely by differentiating and cancelling. The independence proof is the reason $n$ distinct eigenvalues give a complete fundamental set: distinct eigenvalues force the corresponding exponential solutions to be genuinely independent, not hidden copies of each other.代入 $\mathbf{x} = e^{\lambda t}\mathbf{v}$ 将微分方程转化为线性代数问题:一旦确定指数形式为正确试探解,只需微分并消去即可得到特征方程。线性无关的证明正是 $n$ 个不同特征值给出完整基本组的原因:不同特征值迫使对应指数解真正相互独立,而非彼此的隐藏副本。
Q6HARDPROOFAbel's theorem for systems and the Wronskian方程组的 Abel 定理与 Wronskian 行列式[8 marks]

(a) Derive $W' = (\operatorname{tr} A)W$ and the explicit Wronskian formula. (b) Use it to prove $W \neq 0$ everywhere iff $W(t_0) \neq 0$ for some $t_0$.(a) 推导 $W' = (\operatorname{tr} A)W$ 及 Wronskian 行列式的显式公式。(b) 利用该公式证明:$W$ 处处非零当且仅当对某 $t_0$ 有 $W(t_0) \neq 0$。

Answers:答案:  (a) $W(t) = W(t_0)\exp\!\bigl(\operatorname{tr}(A)(t - t_0)\bigr)$  ·  (b) the exponential is never zero, so $W(t) = 0$ everywhere or nowhere指数函数恒非零,故 $W(t)$ 处处为零或处处非零

(a) Deriving Abel's formula(a) 推导 Abel 公式 M1·M1·A1·A1

The Wronskian $W = \det\Psi$ where $\Psi$ has columns $\mathbf{x}^{(j)}$. Use the fact that the derivative of a determinant is the sum over $j$ of the determinant with the $j$th column replaced by $(\mathbf{x}^{(j)})'$: (M1)Wronskian 行列式 $W = \det\Psi$,$\Psi$ 的列为 $\mathbf{x}^{(j)}$。利用行列式的求导法则:$W'$ 为各项之和,每项将第 $j$ 列替换为 $(\mathbf{x}^{(j)})'$:(M1)

$$ W'(t) = \sum_{j=1}^{n} \det\!\bigl[\mathbf{x}^{(1)} \;\cdots\; (\mathbf{x}^{(j)})' \;\cdots\; \mathbf{x}^{(n)}\bigr]. $$

Since each $(\mathbf{x}^{(j)})' = A\mathbf{x}^{(j)}$, the $j$th column in the $j$th determinant is $A\mathbf{x}^{(j)} = \sum_k a_{kj}\mathbf{e}_k$ where $\mathbf{e}_k$ are standard basis vectors. Writing $A\mathbf{x}^{(j)}$ as a sum of columns of $\Psi$ weighted by the entries of $A$, every term where a column of $\Psi$ appears in two places in the same determinant produces a matrix with two equal columns and hence vanishes. (M1) The only surviving term for the $j$th summand comes from the $j$th row of $A$, contributing $a_{jj}\det\Psi = a_{jj}W$. Summing over $j$: (A1)由于每列满足 $(\mathbf{x}^{(j)})' = A\mathbf{x}^{(j)}$,第 $j$ 行列式中第 $j$ 列为 $A\mathbf{x}^{(j)} = \sum_k a_{kj}\mathbf{e}_k$($\mathbf{e}_k$ 为标准基向量)。将 $A\mathbf{x}^{(j)}$ 写为 $\Psi$ 列的加权和时,同一行列式中某列出现两次的项因两列相同而消失。(M1) 第 $j$ 项仅有来自 $A$ 的第 $j$ 行的贡献,即 $a_{jj}\det\Psi = a_{jj}W$。对 $j$ 求和:(A1)

$$ W'(t) = \left(\sum_{j=1}^n a_{jj}\right)W(t) = \operatorname{tr}(A)\,W(t). $$

This is a separable scalar ODE. Solving with initial value $W(t_0)$: (A1)这是一个可分离的标量常微分方程。以初值 $W(t_0)$ 求解:(A1)

$$ W(t) = W(t_0)\exp\!\bigl(\operatorname{tr}(A)(t - t_0)\bigr). $$

(b) Everywhere-nonzero criterion(b) 处处非零判据 M1·A1·M1·R1

The exponential function $\exp(\operatorname{tr}(A)(t-t_0))$ is never zero for any real $t$. (M1) Therefore from the formula: (A1)指数函数 $\exp(\operatorname{tr}(A)(t-t_0))$ 对任意实数 $t$ 恒非零。(M1) 由此公式:(A1)

$$ W(t) = 0 \;\iff\; W(t_0) = 0. $$

If $W(t_0) \neq 0$ for even one $t_0$, then $W(t_0) \cdot (\text{nonzero}) = W(t) \neq 0$ for all $t$. (M1)若存在某 $t_0$ 使 $W(t_0) \neq 0$,则 $W(t_0) \cdot (\text{非零}) = W(t) \neq 0$ 对所有 $t$ 成立。(M1)

Conversely, if $W(t^*) = 0$ at any single $t^*$, then the formula forces $W(t_0) = 0$ for that same $t_0$, so $W \equiv 0$ everywhere. This means checking independence at a single instant is both necessary and sufficient: one evaluation tells the whole story. (R1)反之,若存在某 $t^*$ 使 $W(t^*) = 0$,则公式迫使对应 $t_0$ 有 $W(t_0) = 0$,故 $W \equiv 0$ 处处成立。这意味着在单一时刻检验线性无关性既是必要条件也是充分条件:一次计算即可说明全局情况。(R1)

Insight. Abel's theorem shows the Wronskian either vanishes identically or never vanishes, with no middle ground. For constant-coefficient systems $\operatorname{tr}(A)$ is constant and the exponential growth/decay rate of $W$ is determined entirely by the trace. This is a global rigidity result: the quality of a fundamental set is uniform in time, so you can certify independence by a single determinant check.Abel 定理表明 Wronskian 行列式要么恒为零,要么处处非零,没有中间情形。对于常系数方程组,$\operatorname{tr}(A)$ 为常数,$W$ 的指数增减率完全由迹决定。这是一个全局刚性结果:基本组的质量在时间上是一致的,因此只需一次行列式计算即可判定线性无关性。
Q7HARDPROOFphase-portrait classification and the stability criterion相平面分类与稳定性判据[10 marks]

(a) Classify four matrices using $(p,q,\Delta)$ only. (b) Prove asymptotic stability iff $p<0$ and $q>0$.(a) 仅用 $(p,q,\Delta)$ 对四个矩阵进行分类。(b) 证明渐近稳定当且仅当 $p<0$ 且 $q>0$。

Answers:答案:  (a)(i) saddle鞍点  ·  (ii) stable spiral稳定螺旋  ·  (iii) unstable spiral不稳定螺旋  ·  (iv) center中心  ·  (b) both cases reduce to $p < 0$ and $q > 0$两种情形均化为 $p < 0$ 且 $q > 0$

(a) Classification by trace and determinant(a) 按迹与行列式分类 6 × A1 (1.5 each)

(i) $A = \begin{pmatrix}2&-1\\5&-4\end{pmatrix}$: $p = 2 + (-4) = -2$, $q = (2)(-4) - (-1)(5) = -8 + 5 = -3 < 0$.

Since $q < 0$ the eigenvalues are real with opposite signs: the origin is a saddle (always unstable). (A1+A1)由于 $q < 0$,特征值为实数且异号:原点为鞍点(始终不稳定)。(A1+A1)

(ii) $A = \begin{pmatrix}-3&2\\-2&-1\end{pmatrix}$: $p = -4$, $q = (-3)(-1) - (2)(-2) = 3 + 4 = 7 > 0$, $\Delta = 16 - 28 = -12 < 0$.

Complex eigenvalues ($\Delta < 0$) with $p < 0$: stable spiral. (A1+A1)复特征值($\Delta < 0$)且 $p < 0$:稳定螺旋。(A1+A1)

(iii) $A = \begin{pmatrix}1&-2\\2&1\end{pmatrix}$: $p = 2$, $q = 1 + 4 = 5 > 0$, $\Delta = 4 - 20 = -16 < 0$.

Complex eigenvalues with $p > 0$: unstable spiral. (A1+A1)复特征值且 $p > 0$:不稳定螺旋。(A1+A1)

(iv) $A = \begin{pmatrix}0&-2\\2&0\end{pmatrix}$: $p = 0$, $q = 0 + 4 = 4 > 0$, $\Delta = 0 - 16 = -16 < 0$.

Complex eigenvalues with $p = 0$: purely imaginary, so the origin is a center (neutrally stable). (A1+A1)复特征值且 $p = 0$:纯虚特征值,原点为中心(中性稳定)。(A1+A1)

(b) Proof of the stability criterion(b) 稳定性判据的证明 M1·M1·A1·R1

The eigenvalues of a $2\times 2$ matrix satisfy $\lambda_1 + \lambda_2 = p$ and $\lambda_1\lambda_2 = q$. Asymptotic stability requires both eigenvalues to have strictly negative real part. (M1)$2\times 2$ 矩阵的特征值满足 $\lambda_1 + \lambda_2 = p$,$\lambda_1\lambda_2 = q$。渐近稳定要求两个特征值的实部均严格为负。(M1)

Case 1: real eigenvalues情形 1:实特征值 ($\Delta \geq 0$). Both eigenvalues real. Both negative requires their sum $p = \lambda_1 + \lambda_2 < 0$ and their product $q = \lambda_1\lambda_2 > 0$ (positive product of two real numbers of the same sign). (M1)两个特征值均为实数。两者均为负数要求其和 $p = \lambda_1 + \lambda_2 < 0$,其积 $q = \lambda_1\lambda_2 > 0$(同号两实数之积为正)。(M1)

Case 2: complex eigenvalues情形 2:复特征值 ($\Delta < 0$). The eigenvalues are $\lambda = \alpha \pm i\beta$ with $\alpha = p/2$ and $q = \alpha^2 + \beta^2 > 0$ automatically. Both have real part $\alpha$, which is negative exactly when $p = 2\alpha < 0$. (M1)特征值为 $\lambda = \alpha \pm i\beta$,其中 $\alpha = p/2$,$q = \alpha^2 + \beta^2 > 0$ 自动成立。两者实部均为 $\alpha$,恰好在 $p = 2\alpha < 0$ 时为负。(M1)

In both cases: both eigenvalues have negative real part $\iff$ $p < 0$ and $q > 0$. (A1·R1)两种情形下:两个特征值实部均为负 $\iff$ $p < 0$ 且 $q > 0$。(A1·R1)

Insight. The $(p,q)$ plane is the master chart for planar systems: $q < 0$ is the saddle half-plane, the parabola $\Delta = p^2 - 4q = 0$ divides nodes from spirals, and the open quadrant $p < 0$, $q > 0$ is the stability region. A positive determinant alone ($q > 0$) is necessary but not sufficient: it rules out saddles but not unstable spirals or nodes. Both conditions together, $p < 0$ and $q > 0$, are exactly the Routh-Hurwitz conditions in two dimensions.$(p,q)$ 平面是平面方程组的总分类图:$q < 0$ 为鞍点半平面,抛物线 $\Delta = p^2 - 4q = 0$ 分隔结点与螺旋,开象限 $p < 0$,$q > 0$ 为稳定区域。仅有正行列式($q > 0$)是必要但不充分的:它排除鞍点,但不排除不稳定螺旋或结点。$p < 0$ 与 $q > 0$ 两个条件合在一起,正是二维情形下的 Routh-Hurwitz 条件。
PART III  ·  APPLICATIONS AND SYNTHESIS第三部分  ·  应用与综合Extended problems · 28 marks综合题 · 28 分

Worked Solutions解题过程

Q8HARDAPPLIEDfull IVP by the eigenvalue method: complex eigenvalues, spiral, trajectory description完整初值问题:复特征值、螺旋型、轨迹描述[10 marks]

Solve $\mathbf{x}' = \begin{pmatrix}-1&2\\-2&-1\end{pmatrix}\mathbf{x}$, $\mathbf{x}(0)=(1,0)^T$; verify; classify the portrait and describe the trajectory.求解 $\mathbf{x}' = \begin{pmatrix}-1&2\\-2&-1\end{pmatrix}\mathbf{x}$,$\mathbf{x}(0)=(1,0)^T$;验证答案;对相平面进行分类并描述轨迹。

Answers:答案:  (b) $\mathbf{x}(t) = e^{-t}\binom{\cos 2t}{-\sin 2t}$  ·  (d) stable spiral, trajectories spiral inward with angular frequency $2$稳定螺旋,轨迹以角频率 $2$ 向内螺旋

(a) Complex eigenpair and real solutions(a) 复特征值对与实数解 M1·A1·M1·A1

The characteristic equation is $\lambda^2 + 2\lambda + 5 = 0$, giving $\lambda = -1 \pm 2i$ (as in Q3). So $\alpha = -1$, $\beta = 2$. (M1·A1)特征方程为 $\lambda^2 + 2\lambda + 5 = 0$,给出 $\lambda = -1 \pm 2i$(与第 3 题相同)。故 $\alpha = -1$,$\beta = 2$。(M1·A1)

For $\lambda = -1 + 2i$ the eigenvector is $\mathbf{v} = \begin{pmatrix}1\\i\end{pmatrix} = \mathbf{a} + i\mathbf{b}$ with $\mathbf{a} = \begin{pmatrix}1\\0\end{pmatrix}$ and $\mathbf{b} = \begin{pmatrix}0\\1\end{pmatrix}$ (verified in Q3). (M1) The two real solutions are (A1)对 $\lambda = -1 + 2i$,特征向量为 $\mathbf{v} = \begin{pmatrix}1\\i\end{pmatrix} = \mathbf{a} + i\mathbf{b}$,其中 $\mathbf{a} = \begin{pmatrix}1\\0\end{pmatrix}$,$\mathbf{b} = \begin{pmatrix}0\\1\end{pmatrix}$(已在第 3 题验证)。(M1) 两个实数解为:(A1)

$$ \mathbf{x}_1(t) = e^{-t}\begin{pmatrix}\cos 2t\\-\sin 2t\end{pmatrix}, \qquad \mathbf{x}_2(t) = e^{-t}\begin{pmatrix}\sin 2t\\\cos 2t\end{pmatrix}. $$

(b) Applying the initial condition(b) 代入初始条件 M1·A1

At $t = 0$: $c_1\mathbf{x}_1(0) + c_2\mathbf{x}_2(0) = c_1\begin{pmatrix}1\\0\end{pmatrix} + c_2\begin{pmatrix}0\\1\end{pmatrix} = \begin{pmatrix}1\\0\end{pmatrix}$. (M1) So $c_1 = 1$, $c_2 = 0$. (A1)在 $t = 0$ 时:$c_1\mathbf{x}_1(0) + c_2\mathbf{x}_2(0) = c_1\begin{pmatrix}1\\0\end{pmatrix} + c_2\begin{pmatrix}0\\1\end{pmatrix} = \begin{pmatrix}1\\0\end{pmatrix}$。(M1) 故 $c_1 = 1$,$c_2 = 0$。(A1)

$$ \mathbf{x}(t) = e^{-t}\begin{pmatrix}\cos 2t\\-\sin 2t\end{pmatrix}. $$

(c) Verification(c) 验证 M1·B1

Differentiate component-wise: (M1)逐分量求导:(M1)

$$ x_1' = e^{-t}(-\cos 2t - 2\sin 2t), \qquad x_2' = e^{-t}(\sin 2t - 2\cos 2t). $$

Check row 1 of $A\mathbf{x}$: $-x_1 + 2x_2 = e^{-t}(-\cos 2t + 2(-\sin 2t)) = e^{-t}(-\cos 2t - 2\sin 2t) = x_1'$. (B1)验证 $A\mathbf{x}$ 第一行:$-x_1 + 2x_2 = e^{-t}(-\cos 2t + 2(-\sin 2t)) = e^{-t}(-\cos 2t - 2\sin 2t) = x_1'$。(B1)

Check row 2: $-2x_1 - x_2 = e^{-t}(-2\cos 2t - (-\sin 2t)) = e^{-t}(-2\cos 2t + \sin 2t) = x_2'$. Both rows check out.验证第二行:$-2x_1 - x_2 = e^{-t}(-2\cos 2t - (-\sin 2t)) = e^{-t}(-2\cos 2t + \sin 2t) = x_2'$。两行均验证正确。

(d) Phase portrait and trajectory description(d) 相平面与轨迹描述 A1·R1

With $\alpha = -1 < 0$ and $\beta = 2 \neq 0$ the portrait is a stable spiral (spiral sink). (A1) The trajectory starting at $(1,0)^T$ spirals inward toward the origin with angular frequency $\beta = 2$ radians per unit time, and $\|\mathbf{x}(t)\| = e^{-t} \to 0$ as $t \to \infty$, so every trajectory eventually reaches the origin. (R1)由 $\alpha = -1 < 0$,$\beta = 2 \neq 0$,相平面为稳定螺旋(螺旋汇)。(A1) 从 $(1,0)^T$ 出发的轨迹以角频率 $\beta = 2$(弧度每单位时间)向内螺旋趋向原点,$\|\mathbf{x}(t)\| = e^{-t} \to 0$($t \to \infty$),故所有轨迹最终均趋向原点。(R1)

Insight. When $c_2 = 0$ the particular solution collapses to a single real part of the complex solution, tracing one of the spiral arms. The amplitude $\|\mathbf{x}(t)\| = e^{-t}$ decays at the rate $|\alpha| = 1$ independently of the angular frequency $\beta = 2$: these two parameters describe entirely separate aspects of the motion. The verification in (c) is the gold standard for IVPs: if even one row fails, an algebra error is present somewhere in (a) or (b).当 $c_2 = 0$ 时,特解退化为复数解的单个实部,沿一条螺旋臂运动。振幅 $\|\mathbf{x}(t)\| = e^{-t}$ 以速率 $|\alpha| = 1$ 衰减,与角频率 $\beta = 2$ 无关:这两个参数描述运动的完全独立的两个方面。(c) 中的验证是初值问题的金标准:若任一行不满足,则 (a) 或 (b) 中必有代数错误。
Q9HARDAPPLIEDtwo-compartment mixing: system setup, eigenvalue solution, long-time behaviour双容器混合:方程组建立、特征值求解、长时行为[10 marks]

For $x_1'=-3x_1+x_2$, $x_2'=2x_1-2x_2$, $x_1(0)=3$, $x_2(0)=0$: matrix form, portrait classification, eigenvalue solution, long-time behaviour.对于 $x_1'=-3x_1+x_2$,$x_2'=2x_1-2x_2$,$x_1(0)=3$,$x_2(0)=0$:写成矩阵形式,对相平面分类,用特征值法求解,并描述长时行为。

Answers:答案:  (a) $A=\begin{pmatrix}-3&1\\2&-2\end{pmatrix}$, stable node稳定结点  ·  (b) $\lambda_1=-1$, $\lambda_2=-4$  ·  (c) $\mathbf{x}=e^{-t}\binom{1}{2}+2e^{-4t}\binom{1}{-1}$  ·  (d) slow mode $e^{-t}$ dominates; total salt $\to 0$慢模态 $e^{-t}$ 主导;总盐量 $\to 0$

(a) Matrix form and portrait pre-classification(a) 矩阵形式与相平面预分类 M1·A1·R1

The system is $\mathbf{x}' = A\mathbf{x}$ with $A = \begin{pmatrix}-3&1\\2&-2\end{pmatrix}$. (M1)方程组为 $\mathbf{x}' = A\mathbf{x}$,其中 $A = \begin{pmatrix}-3&1\\2&-2\end{pmatrix}$。(M1)

Compute $p = \operatorname{tr} A = -5$, $q = \det A = (-3)(-2) - (1)(2) = 6 - 2 = 4 > 0$, $\Delta = p^2 - 4q = 25 - 16 = 9 > 0$. (A1)计算 $p = \operatorname{tr} A = -5$,$q = \det A = (-3)(-2) - (1)(2) = 6 - 2 = 4 > 0$,$\Delta = p^2 - 4q = 25 - 16 = 9 > 0$。(A1)

$q > 0$ and $\Delta > 0$ means real eigenvalues of the same sign; since $p < 0$ both are negative: the origin is a stable node (sink). (R1)$q > 0$ 且 $\Delta > 0$ 表明实特征值同号;由于 $p < 0$,两者均为负:原点为稳定结点(汇)。(R1)

(b) Eigenvalues and eigenvectors(b) 特征值与特征向量 M1·A1·M1·A1

$\det(A - \lambda I) = (-3-\lambda)(-2-\lambda) - 2 = \lambda^2 + 5\lambda + 4 = (\lambda+1)(\lambda+4) = 0$. So $\lambda_1 = -1$ and $\lambda_2 = -4$. (M1·A1)$\det(A - \lambda I) = (-3-\lambda)(-2-\lambda) - 2 = \lambda^2 + 5\lambda + 4 = (\lambda+1)(\lambda+4) = 0$。故 $\lambda_1 = -1$,$\lambda_2 = -4$。(M1·A1)

For $\lambda_1 = -1$: $(A+I) = \begin{pmatrix}-2&1\\2&-1\end{pmatrix}$, null space spanned by $\mathbf{v}_1 = \begin{pmatrix}1\\2\end{pmatrix}$. Verify: $A\begin{pmatrix}1\\2\end{pmatrix} = \begin{pmatrix}-3+2\\2-4\end{pmatrix} = \begin{pmatrix}-1\\-2\end{pmatrix} = -1\cdot\mathbf{v}_1$. (M1)对 $\lambda_1 = -1$:$(A+I) = \begin{pmatrix}-2&1\\2&-1\end{pmatrix}$,零空间由 $\mathbf{v}_1 = \begin{pmatrix}1\\2\end{pmatrix}$ 张成。验证:$A\begin{pmatrix}1\\2\end{pmatrix} = \begin{pmatrix}-3+2\\2-4\end{pmatrix} = \begin{pmatrix}-1\\-2\end{pmatrix} = -1\cdot\mathbf{v}_1$。(M1)

For $\lambda_2 = -4$: $(A+4I) = \begin{pmatrix}1&1\\2&2\end{pmatrix}$, null space spanned by $\mathbf{v}_2 = \begin{pmatrix}1\\-1\end{pmatrix}$. Verify: $A\begin{pmatrix}1\\-1\end{pmatrix} = \begin{pmatrix}-3-1\\2+2\end{pmatrix} = \begin{pmatrix}-4\\4\end{pmatrix} = -4\cdot\mathbf{v}_2$. (A1)对 $\lambda_2 = -4$:$(A+4I) = \begin{pmatrix}1&1\\2&2\end{pmatrix}$,零空间由 $\mathbf{v}_2 = \begin{pmatrix}1\\-1\end{pmatrix}$ 张成。验证:$A\begin{pmatrix}1\\-1\end{pmatrix} = \begin{pmatrix}-3-1\\2+2\end{pmatrix} = \begin{pmatrix}-4\\4\end{pmatrix} = -4\cdot\mathbf{v}_2$。(A1)

(c) Particular solution from the IVP(c) 由初值问题求特解 M1·A1

General solution: $\mathbf{x}(t) = c_1 e^{-t}\begin{pmatrix}1\\2\end{pmatrix} + c_2 e^{-4t}\begin{pmatrix}1\\-1\end{pmatrix}$. Apply $\mathbf{x}(0) = (3,0)^T$: (M1)通解:$\mathbf{x}(t) = c_1 e^{-t}\begin{pmatrix}1\\2\end{pmatrix} + c_2 e^{-4t}\begin{pmatrix}1\\-1\end{pmatrix}$。代入 $\mathbf{x}(0) = (3,0)^T$:(M1)

$$ c_1 + c_2 = 3, \qquad 2c_1 - c_2 = 0 \;\Rightarrow\; c_2 = 2c_1. $$

Substituting: $3c_1 = 3$, so $c_1 = 1$ and $c_2 = 2$. (A1)代入得:$3c_1 = 3$,故 $c_1 = 1$,$c_2 = 2$。(A1)

$$ \mathbf{x}(t) = e^{-t}\begin{pmatrix}1\\2\end{pmatrix} + 2e^{-4t}\begin{pmatrix}1\\-1\end{pmatrix} = \begin{pmatrix}e^{-t} + 2e^{-4t}\\ 2e^{-t} - 2e^{-4t}\end{pmatrix}. $$

Check: at $t=0$, $\begin{pmatrix}1+2\\2-2\end{pmatrix} = \begin{pmatrix}3\\0\end{pmatrix}$. Correct. (B1)验证:在 $t=0$ 时,$\begin{pmatrix}1+2\\2-2\end{pmatrix} = \begin{pmatrix}3\\0\end{pmatrix}$,正确。(B1)

(d) Long-time behaviour(d) 长时行为 A1·R1

As $t \to \infty$, the fast mode $e^{-4t}$ decays to zero much faster than the slow mode $e^{-t}$. The dominant behaviour is $\mathbf{x}(t) \approx e^{-t}\begin{pmatrix}1\\2\end{pmatrix}$ for large $t$. (A1)当 $t \to \infty$ 时,快模态 $e^{-4t}$ 的衰减远快于慢模态 $e^{-t}$。对足够大的 $t$,主导行为为 $\mathbf{x}(t) \approx e^{-t}\begin{pmatrix}1\\2\end{pmatrix}$。(A1)

Both $x_1(t)$ and $x_2(t)$ tend to zero, meaning all salt is eventually lost from the system. The ratio $x_2/x_1 \to 2$ as $t \to \infty$, so the two compartments approach the proportion $1:2$ dictated by the slow eigenvector before the system goes to zero. (R1)$x_1(t)$ 和 $x_2(t)$ 均趋向零,意味着系统中的盐分最终全部流失。$t \to \infty$ 时 $x_2/x_1 \to 2$,故两容器在系统趋零之前按慢特征向量所规定的 $1:2$ 比例趋近。(R1)

Insight. In a two-compartment mixing model, all eigenvalues are real and negative when salt can only leave (never enter) the combined system. The eigenvalues govern two independent "modes" of decay; the slow mode $e^{\lambda_1 t}$ (here $e^{-t}$) controls the long-time approach to zero. The eigenvector of the slow mode tells you the limiting ratio between compartments as the system dies out. This structure appears identically in pharmacokinetics (two-compartment drug models) and population dynamics.在双容器混合模型中,若盐分只能流出(不能进入)整体系统,则所有特征值均为实数且为负。特征值控制两个独立的"衰减模态";慢模态 $e^{\lambda_1 t}$(此处为 $e^{-t}$)决定趋零的长时行为。慢模态的特征向量给出系统趋零时各容器之间的极限比值。这一结构在药代动力学(双室药物模型)和种群动力学中完全相同地出现。
Q10HARDAPPLIEDmatrix exponential by diagonalization and variation of parameters for a forced system对角化求矩阵指数与强迫方程组的常数变易法[8 marks]

For $A = \begin{pmatrix}0&1\\-2&-3\end{pmatrix}$: (a) diagonalize; (b) compute $e^{At}$; (c) solve the forced IVP by variation of parameters.设 $A = \begin{pmatrix}0&1\\-2&-3\end{pmatrix}$:(a) 对角化;(b) 计算 $e^{At}$;(c) 用常数变易法求解强迫初值问题。

Answers:答案:  (a) $\lambda_1=-1$, $\lambda_2=-2$; $P=\begin{pmatrix}1&1\\-1&-2\end{pmatrix}$  ·  (b) $e^{At}=\begin{pmatrix}2e^{-t}-e^{-2t}&e^{-t}-e^{-2t}\\-2e^{-t}+2e^{-2t}&-e^{-t}+2e^{-2t}\end{pmatrix}$  ·  (c) $\mathbf{x}(t)=\begin{pmatrix}3-4e^{-t}+e^{-2t}\\-2+4e^{-t}-2e^{-2t}\end{pmatrix}$

(a) Diagonalization(a) 对角化 M1·A1·M1

Characteristic equation: $\det(A - \lambda I) = -\lambda(-3-\lambda) + 2 = \lambda^2 + 3\lambda + 2 = (\lambda+1)(\lambda+2) = 0$. So $\lambda_1 = -1$ and $\lambda_2 = -2$. (M1)特征方程:$\det(A - \lambda I) = -\lambda(-3-\lambda) + 2 = \lambda^2 + 3\lambda + 2 = (\lambda+1)(\lambda+2) = 0$。故 $\lambda_1 = -1$,$\lambda_2 = -2$。(M1)

For $\lambda_1 = -1$: $(A + I) = \begin{pmatrix}1&1\\-2&-2\end{pmatrix}$, eigenvector $\mathbf{v}_1 = \begin{pmatrix}1\\-1\end{pmatrix}$. Check: $A\begin{pmatrix}1\\-1\end{pmatrix} = \begin{pmatrix}-1\\1\end{pmatrix} = -1\cdot\begin{pmatrix}1\\-1\end{pmatrix}$. (A1)对 $\lambda_1 = -1$:$(A + I) = \begin{pmatrix}1&1\\-2&-2\end{pmatrix}$,特征向量 $\mathbf{v}_1 = \begin{pmatrix}1\\-1\end{pmatrix}$。验证:$A\begin{pmatrix}1\\-1\end{pmatrix} = \begin{pmatrix}-1\\1\end{pmatrix} = -1\cdot\begin{pmatrix}1\\-1\end{pmatrix}$。(A1)

For $\lambda_2 = -2$: $(A + 2I) = \begin{pmatrix}2&1\\-2&-1\end{pmatrix}$, eigenvector $\mathbf{v}_2 = \begin{pmatrix}1\\-2\end{pmatrix}$. Check: $A\begin{pmatrix}1\\-2\end{pmatrix} = \begin{pmatrix}-2\\4\end{pmatrix} = -2\cdot\begin{pmatrix}1\\-2\end{pmatrix}$. (A1)对 $\lambda_2 = -2$:$(A + 2I) = \begin{pmatrix}2&1\\-2&-1\end{pmatrix}$,特征向量 $\mathbf{v}_2 = \begin{pmatrix}1\\-2\end{pmatrix}$。验证:$A\begin{pmatrix}1\\-2\end{pmatrix} = \begin{pmatrix}-2\\4\end{pmatrix} = -2\cdot\begin{pmatrix}1\\-2\end{pmatrix}$。(A1)

Set $P = \begin{pmatrix}1&1\\-1&-2\end{pmatrix}$, $D = \begin{pmatrix}-1&0\\0&-2\end{pmatrix}$. Then $\det P = -2 - (-1) = -1$, so (M1)令 $P = \begin{pmatrix}1&1\\-1&-2\end{pmatrix}$,$D = \begin{pmatrix}-1&0\\0&-2\end{pmatrix}$。则 $\det P = -2 - (-1) = -1$,故 (M1)

$$ P^{-1} = \frac{1}{-1}\begin{pmatrix}-2&-1\\1&1\end{pmatrix} = \begin{pmatrix}2&1\\-1&-1\end{pmatrix}. $$

Verify: $PP^{-1} = \begin{pmatrix}1&1\\-1&-2\end{pmatrix}\begin{pmatrix}2&1\\-1&-1\end{pmatrix} = \begin{pmatrix}1&0\\0&1\end{pmatrix}$. (B1)验证:$PP^{-1} = \begin{pmatrix}1&1\\-1&-2\end{pmatrix}\begin{pmatrix}2&1\\-1&-1\end{pmatrix} = \begin{pmatrix}1&0\\0&1\end{pmatrix}$。(B1)

(b) Computing $e^{At}$(b) 计算 $e^{At}$ M1·A1

$e^{At} = P\,e^{Dt}\,P^{-1}$ with $e^{Dt} = \begin{pmatrix}e^{-t}&0\\0&e^{-2t}\end{pmatrix}$: (M1)$e^{At} = P\,e^{Dt}\,P^{-1}$,其中 $e^{Dt} = \begin{pmatrix}e^{-t}&0\\0&e^{-2t}\end{pmatrix}$:(M1)

$$ e^{At} = \begin{pmatrix}1&1\\-1&-2\end{pmatrix}\begin{pmatrix}e^{-t}&0\\0&e^{-2t}\end{pmatrix}\begin{pmatrix}2&1\\-1&-1\end{pmatrix} = \begin{pmatrix}e^{-t}&e^{-2t}\\-e^{-t}&-2e^{-2t}\end{pmatrix}\begin{pmatrix}2&1\\-1&-1\end{pmatrix}. $$

Multiplying:相乘得:

$$ e^{At} = \begin{pmatrix}2e^{-t}-e^{-2t} & e^{-t}-e^{-2t}\\ -2e^{-t}+2e^{-2t} & -e^{-t}+2e^{-2t}\end{pmatrix}. $$

Check $e^{A\cdot 0} = \begin{pmatrix}2-1&1-1\\-2+2&-1+2\end{pmatrix} = \begin{pmatrix}1&0\\0&1\end{pmatrix} = I$. (A1)验证 $e^{A\cdot 0} = \begin{pmatrix}2-1&1-1\\-2+2&-1+2\end{pmatrix} = \begin{pmatrix}1&0\\0&1\end{pmatrix} = I$。(A1)

(c) Forced system by variation of parameters(c) 常数变易法求解强迫方程组 M1·A1

With $\mathbf{g} = (2, 0)^T$ and $\mathbf{x}(0) = \mathbf{0}$, the formula gives $\mathbf{x}(t) = \int_0^t e^{A(t-s)}\mathbf{g}\,ds$. The first column of $e^{A(t-s)}$ is $\begin{pmatrix}2e^{-(t-s)}-e^{-2(t-s)}\\-2e^{-(t-s)}+2e^{-2(t-s)}\end{pmatrix}$, and $e^{A(t-s)}\mathbf{g} = 2\cdot\text{(first column)}$. (M1)取 $\mathbf{g} = (2, 0)^T$,$\mathbf{x}(0) = \mathbf{0}$,公式给出 $\mathbf{x}(t) = \int_0^t e^{A(t-s)}\mathbf{g}\,ds$。$e^{A(t-s)}$ 的第一列为 $\begin{pmatrix}2e^{-(t-s)}-e^{-2(t-s)}\\-2e^{-(t-s)}+2e^{-2(t-s)}\end{pmatrix}$,故 $e^{A(t-s)}\mathbf{g} = 2\cdot\text{(第一列)}$。(M1)

Integrating component by component:逐分量积分:

$$ x_1(t) = 2\int_0^t\!\bigl(2e^{-(t-s)}-e^{-2(t-s)}\bigr)ds = 2\bigl[2(1-e^{-t}) - \tfrac{1}{2}(1-e^{-2t})\bigr] = 3 - 4e^{-t} + e^{-2t}. $$ $$ x_2(t) = 2\int_0^t\!\bigl(-2e^{-(t-s)}+2e^{-2(t-s)}\bigr)ds = 2\bigl[-2(1-e^{-t}) + (1-e^{-2t})\bigr] = -2 + 4e^{-t} - 2e^{-2t}. $$

So $\mathbf{x}(t) = \begin{pmatrix}3-4e^{-t}+e^{-2t}\\-2+4e^{-t}-2e^{-2t}\end{pmatrix}$. Check at $t=0$: $(3-4+1, -2+4-2)^T = (0,0)^T$. (A1)故 $\mathbf{x}(t) = \begin{pmatrix}3-4e^{-t}+e^{-2t}\\-2+4e^{-t}-2e^{-2t}\end{pmatrix}$。在 $t=0$ 处验证:$(3-4+1, -2+4-2)^T = (0,0)^T$。(A1)

Insight. The matrix exponential $e^{At}$ is the engine behind both the homogeneous solution $\mathbf{x}=e^{At}\mathbf{x}_0$ and the forced solution via variation of parameters. The diagonalization $A=PDP^{-1}$ reduces $e^{At}$ to scalar exponentials on the diagonal, then multiplied back by $P$ and $P^{-1}$. In the forced problem the particular solution $\mathbf{x}(t)$ contains both a transient (decaying exponentials) and a steady state (the constants $3$ and $-2$), which is the system's equilibrium under the constant forcing $\mathbf{g}$. As $t\to\infty$, $x_1\to 3$ and $x_2\to -2$: these are the components of $-A^{-1}\mathbf{g}$, the particular solution to $A\mathbf{x}+\mathbf{g}=\mathbf{0}$.矩阵指数 $e^{At}$ 是齐次解 $\mathbf{x}=e^{At}\mathbf{x}_0$ 和常数变易法强迫解的共同引擎。对角化 $A=PDP^{-1}$ 将 $e^{At}$ 化简为对角线上的标量指数,再乘以 $P$ 和 $P^{-1}$ 还原。在强迫问题中,特解 $\mathbf{x}(t)$ 同时包含暂态(衰减指数)和稳态(常数 $3$ 和 $-2$),后者是系统在常强迫 $\mathbf{g}$ 下的平衡点。$t\to\infty$ 时 $x_1\to 3$,$x_2\to -2$:这些正是 $-A^{-1}\mathbf{g}$ 的分量,即 $A\mathbf{x}+\mathbf{g}=\mathbf{0}$ 的特解。