Linear System 18Aa94
1. **Stating the problem:** We are given a system of linear differential equations:
$$\begin{cases} x' = 2x + y + 2z \\ y' = x + 2y + 2z \\ z' = x + y + 3z \end{cases}$$
We want to analyze this system using matrix methods and find the general solution in terms of $x(t)$, $y(t)$, and $z(t)$.
2. **Matrix form:** Write the system as $$\mathbf{x}' = A\mathbf{x}$$ where $$\mathbf{x} = \begin{bmatrix} x \\ y \\ z \end{bmatrix}$$ and $$A = \begin{bmatrix} 2 & 1 & 2 \\ 1 & 2 & 2 \\ 1 & 1 & 3 \end{bmatrix}.$$ This converts the system into a vector differential equation.
3. **Finding eigenvalues:** To solve, find eigenvalues $\lambda$ by solving $$\det(A - \lambda I) = 0,$$ where $I$ is the identity matrix.
Calculate:
$$\det\begin{bmatrix} 2-\lambda & 1 & 2 \\ 1 & 2-\lambda & 2 \\ 1 & 1 & 3-\lambda \end{bmatrix} = 0.$$
4. **Determinant expansion:** Expanding the determinant:
$$ (2-\lambda) \begin{vmatrix} 2-\lambda & 2 \\ 1 & 3-\lambda \end{vmatrix} - 1 \begin{vmatrix} 1 & 2 \\ 1 & 3-\lambda \end{vmatrix} + 2 \begin{vmatrix} 1 & 2-\lambda \\ 1 & 1 \end{vmatrix} = 0.$$
Calculate minors:
$$ (2-\lambda)((2-\lambda)(3-\lambda) - 2) - 1(1(3-\lambda) - 2) + 2(1 \cdot 1 - 1(2-\lambda)) = 0.$$
Simplify:
$$ (2-\lambda)((2-\lambda)(3-\lambda) - 2) - (3-\lambda - 2) + 2(1 - (2-\lambda)) = 0.$$
5. **Simplify further:**
Calculate $(2-\lambda)(3-\lambda)$:
$$ (2-\lambda)(3-\lambda) = 6 - 2\lambda - 3\lambda + \lambda^2 = \lambda^2 - 5\lambda + 6.$$
So,
$$ (2-\lambda)(\lambda^2 - 5\lambda + 6 - 2) - (3 - \lambda - 2) + 2(1 - 2 + \lambda) = 0,$$
which is
$$ (2-\lambda)(\lambda^2 - 5\lambda + 4) - (1 - \lambda) + 2(\lambda - 1) = 0.$$
6. **Expand:**
$$ (2-\lambda)(\lambda^2 - 5\lambda + 4) = 2\lambda^2 - 10\lambda + 8 - \lambda^3 + 5\lambda^2 - 4\lambda = -\lambda^3 + 7\lambda^2 - 14\lambda + 8.$$
So the equation becomes:
$$ -\lambda^3 + 7\lambda^2 - 14\lambda + 8 - 1 + \lambda + 2\lambda - 2 = 0,$$
which simplifies to
$$ -\lambda^3 + 7\lambda^2 - 11\lambda + 5 = 0.$$
7. **Multiply both sides by -1:**
$$ \lambda^3 - 7\lambda^2 + 11\lambda - 5 = 0.$$
8. **Solve cubic equation:** Try rational roots $\pm1, \pm5$.
Test $\lambda=1$:
$$1 - 7 + 11 - 5 = 0,$$ so $\lambda=1$ is a root.
Divide polynomial by $(\lambda - 1)$:
$$ \lambda^3 - 7\lambda^2 + 11\lambda - 5 = (\lambda - 1)(\lambda^2 - 6\lambda + 5).$$
9. **Solve quadratic:**
$$ \lambda^2 - 6\lambda + 5 = 0,$$
using quadratic formula:
$$ \lambda = \frac{6 \pm \sqrt{36 - 20}}{2} = \frac{6 \pm \sqrt{16}}{2} = \frac{6 \pm 4}{2}.$$
So,
$$ \lambda = 5 \text{ or } 1.$$
Eigenvalues are $\lambda_1 = 1$, $\lambda_2 = 1$, $\lambda_3 = 5$.
10. **Find eigenvectors:** For each eigenvalue, solve $(A - \lambda I)\mathbf{v} = 0$ to find eigenvectors.
11. **General solution:** The solution is a linear combination:
$$ \mathbf{x}(t) = c_1 e^{\lambda_1 t} \mathbf{v}_1 + c_2 t e^{\lambda_1 t} \mathbf{v}_2 + c_3 e^{\lambda_3 t} \mathbf{v}_3,$$
where $c_1, c_2, c_3$ are constants determined by initial conditions.
**Summary:** We transformed the system into matrix form, found eigenvalues by solving the characteristic polynomial, and outlined the method to find eigenvectors and the general solution.