[Math] Matrix form of differential equation, not diagonalizable

eigenvalues-eigenvectorslinear algebraordinary differential equations

So I came across this problem while studying and I'm a little confused.

$$
y'(t) = \begin{bmatrix} 1 & 1 \\ 0 & 1 \end{bmatrix}y(t)
$$

Usually I solve for the eigenvalues and the corresponding eigenvectors and then basically plug into:

$$
y = c_{1} e^{\lambda_{1} t} \begin{bmatrix} e1 \\ e2 \end{bmatrix}+ c_{2} e^{\lambda_{2} t} \begin{bmatrix} e3 \\ e4 \end{bmatrix}
$$

But in this case it isn't diagonalizable and I only get one eigenvector. How do you solve this?

Best Answer

For a $2\times 2$ matrix with repeated eigenvalue, and only one linearly independent eigenvector, one can obtain a second solution as $\vec y_2(t)=te^{\lambda t}\vec v_1+e^{\lambda t}\vec v_2$, where $\vec v_1$ is the eigenvector for the matrix, and $\vec v_2$ is a "generalized eigenvector", which satisfies $(A-\lambda I)\vec v_2=\vec v_1$, or equivalently satisfies $(A-\lambda I)^2\vec v_2=0$. So the general solution becomes $$\vec y(t)=c_1e^{\lambda t}\vec v_1+c_2(te^{\lambda t}\vec v_1+e^{\lambda t}\vec v_2)$$ If you are familiar with the matrix exponential, then you could also solve this problem using $e^{At}$ as a fundamental matrix. Notice here that $A$ can be written as the sum of the identity matrix, and a nilpotent matrix (i.e. $N^k=0$ for some $k\in\Bbb N$), so $A=I+N$, and $e^{At}=e^{It}e^{Nt}$.