Theorem · SuperpositionIf x₁ and x₂ solve x′ = A·x, then so does C₁·x₁ + C₂·x₂ for every pair of constants.
The derivative of the sum is C₁·x₁′ + C₂·x₂′, because constants come out of derivatives.
Each xᵢ′ equals A·xᵢ, so the derivative is C₁·A·x₁ + C₂·A·x₂ = A·(C₁·x₁ + C₂·x₂). That is A times the sum, which is the equation again.
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Definition · The general solutionFor distinct real eigenvalues λ₁, λ₂ with eigenvectors v₁, v₂, the general solution of x′ = A·x is x(t) = C₁·e^(λ₁t)·v₁ + C₂·e^(λ₂t)·v₂.
The constants C₁ and C₂ are fixed by a start, and the solution through a given start is unique. The lab prints the formula with the eigenvectors substituted in.
Example · Fitting a start in fractionsFor rows 2 1 and 1 2 the eigenpairs are (1, (1, −1)) and (3, (1, 1)). To start at (1, 0) solve C₁·(1, −1) + C₂·(1, 1) = (1, 0).
That is C₁ + C₂ = 1 and −C₁ + C₂ = 0. Adding gives 2C₂ = 1, so C₂ = 1/2 and C₁ = 1/2. The solution is (1/2)·e^(t)·(1, −1) + (1/2)·e^(3t)·(1, 1).
x(t) = (e^(t) + e^(3t))/2
y(t) = (e^(3t) − e^(t))/2
t = 0: (1/2 + 1/2, 1/2 − 1/2) = (1, 0)
x′ = (e^(t) + 3e^(3t))/2
2x + y = (2e^(t) + 2e^(3t) + e^(3t) − e^(t))/2 = x′
The check is exact, and it is the one to keep doing. The start matches at t = 0, and the first equation holds at every t, because the two sides simplify to the same expression. Doing only the first check would miss a wrong exponent; doing only the second would miss a wrong constant.
Which term wins
In the solution above the exponent 3 beats the exponent 1. For large t the first term is a thin correction on the second, so the curve points almost exactly along (1, 1); its distance from the diagonal, which the first term sets, still grows with e^(t), only far more slowly than the curve itself runs out. Going the other way, toward negative t, both terms shrink and the first is the bigger, so the curve comes out of the origin tangent to the line through (1, −1). That is the shape of every node: orbits hug the slow eigenline at the origin and run parallel to the fast one far away. A saddle is different, because its exponents have opposite signs: there the orbit closes in on one eigenline as t → ∞ and on the other as t → −∞, which the second preset shows.
A start on an eigenline has the other constant zero and never bends. A start on neither has both. For the second preset, with rows 1 2 and 3 0 and the eigenpairs (−2, (2, −3)) and (3, (1, 1)), the start (3, 0) lies on neither line, and 2C₁ + C₂ = 3, −3C₁ + C₂ = 0 gives C₁ = 3/5 and C₂ = 9/5. The nearer eigenline to (3, 0) is the diagonal, and the solution is still not the diagonal solution: the constant C₁ is not zero.
Example · Both terms decayingFor rows −1 0 and 0 −2 the eigenvalues are −1 and −2 with the axes as eigenvectors. From (2, 2) the constants are 2 and 2, and the solution is (2e^(−t), 2e^(−2t)).
Both terms die away. The one with exponent −1 dies more slowly, so it wins at the end, and the orbit comes into the origin tangent to the x-axis.
The lab fits the constants only when its arithmetic stays rational. For eigenvalues that are surds the constants would carry square roots inside the formula, and the lab prints a dash rather than a rounded guess. When the eigenvalues are complex or repeated the general solution has a different shape, and the next lesson shows what the picture does in each case.