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Lesson · Systems and the Phase Plane · Linear systems

The General Solution of a Linear System

When the matrix has two distinct real eigenvalues, every solution is C₁·e^(λ₁t)·v₁ + C₂·e^(λ₂t)·v₂. The constants come from a two-by-two system at t = 0, and the exponents decide which term the curve follows as t grows. A start that is on neither eigenline picks up both.

x = C₁·e^(λ₁t)·v₁ + C₂·e^(λ₂t)·v₂ at t = 0: C₁·v₁ + C₂·v₂ = start solve a 2 by 2 system for C₁, C₂ t → ∞: the larger λ wins t → −∞: the smaller λ wins
Two solutions, two constants

Core ideas

What this lesson establishes

Three ideas. A sum of solutions is a solution, the constants are fixed by where you start, and the exponents say where you end up.

1

A sum of solutions is a solution

If x₁ and x₂ solve x′ = A·x, so does C₁·x₁ + C₂·x₂ for any numbers C₁ and C₂, because both sides of the equation are linear in x. With the two straight-line solutions this gives a two-parameter family, and when the eigenvectors point in different directions the family contains a solution through every point.

2

The start fixes the constants

At t = 0 every exponential is 1, so the general solution is C₁·v₁ + C₂·v₂. Setting that equal to the start (x₀, y₀) is a pair of linear equations in C₁ and C₂. The eigenvectors are the columns of its matrix, and a pair of different directions makes it solvable exactly.

3

The larger exponent wins

As t grows, e^(λ₁t) and e^(λ₂t) separate, and the term with the larger eigenvalue dwarfs the other. The curve bends to run parallel to that eigenline. Running time backwards swaps the roles: the term with the smaller eigenvalue wins as t → −∞.

The material

Superposition, the constants, and the long run

Why the sum is a solution, how to fit it in fractions, what each term does, and the place the lab stops.

Theorem · Superposition

If 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.

□

Definition · The general solution

For 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 fractions

For 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 decaying

For 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.

Interactive

The phase plane

Trace, determinant, eigenvalues and exact Euler steps

A linear system in the planex′ = A·x: the matrix decides the picture
the fieldEuler's steps (exact)drawn by stepping in floating point

Method

Fitting the general solution

Eigenpairs first, the system for the constants second, and the long run last.

1

Find the eigenpairs

Solve λ² − τ·λ + Δ = 0 and one equation (A − λ·I)·v = 0 for each root. Keep the order, and keep each vector with its own eigenvalue.

2

Write the general solution

C₁·e^(λ₁t)·v₁ + C₂·e^(λ₂t)·v₂. Do not put in the start yet.

3

Set t = 0 and equate to the start

Every exponential is 1, so C₁·v₁ + C₂·v₂ = (x₀, y₀). That is two equations, one for each coordinate.

4

Solve for the constants exactly

Eliminate one constant and solve for the other, in fractions. Substitute back into both equations to check the start is matched.

5

Read the long run

Compare the exponents. The term with the larger eigenvalue wins as t → ∞ and the smaller as t → −∞. A constant that is zero removes its term altogether.

Constants, sums and the long run

Score 0 / 0

Rows 2 1 and 1 2 from the start (1, 0)

The first preset. The eigenpairs from the last lesson are λ = 1 with (1, −1) and λ = 3 with (1, 1).

x = C₁·e^(t)·(1, −1) + C₂·e^(3t)·(1, 1) t = 0: C₁·(1, −1) + C₂·(1, 1) = (1, 0) C₁ + C₂ = 1 −C₁ + C₂ = 0 adding: 2·C₂ = 1, C₂ = 1/2, C₁ = 1/2 x = (1/2)e^(t)(1, −1) + (1/2)e^(3t)(1, 1) large t: the e^(3t) term wins, towards (1, 1)

The lab prints the constants as C₁ = 1/2, C₂ = 1/2, and the formula in the general-solution tile has the same two terms. The start (1, 0) is on neither eigenline, which is why both constants are non-zero.

For large t the diagonal term is far the larger, and the orbit runs out almost along the line through (1, 1). It reaches that direction only in the limit. At every finite t the small term is still bending the orbit away from the line.

Common mistakes

1
Taking the solution through a point to be the nearest eigenvector solutionFor rows 1 2 and 3 0 the point (3, 0) is closer to the diagonal than to the line through (2, −3), and a reader concludes the solution is e^(3t)·(1, 1). That solution passes through (1, 1), not through (3, 0). Solving 2C₁ + C₂ = 3, −3C₁ + C₂ = 0 gives C₁ = 3/5, C₂ = 9/5: both terms are present, and the orbit curves from the line through (2, −3) toward the diagonal.
2
Putting the start into the solution before the constants are separateWriting C·(e^(t)(1, −1) + e^(3t)(1, 1)) with a single constant gives only a one-parameter family, and no choice of C passes through both (1, 0) and (1, 1). The general solution has one constant for each eigenvector, because the start has two coordinates to match.
3
Mixing up which exponent wins at which endThe larger eigenvalue wins as t → ∞ and the smaller as t → −∞. With eigenvalues 1 and 3 the diagonal wins at the far end of the future and (1, −1) wins at the far end of the past, since e^(t) is larger than e^(3t) when t is negative. Reading the same rule backwards swaps the two directions.

Check your understanding

✓
Finish when you can write the general solution of a system with two real eigenvalues and fit it to any start.

You should be able to write C₁·e^(λ₁t)·v₁ + C₂·e^(λ₂t)·v₂, set t = 0, solve for the constants in exact fractions, check both the start and the equation, and say which term dominates at each end of time.

Note: The general solution assumes two real eigenvalues. When the trace and determinant give complex roots, repeated roots or a zero root, the picture changes character, and sorting those cases is the work of “Saddles, Nodes, Spirals and Centres”.

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