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Section 3.4 Complex Eigenvalues

Consider the following system,

(dx/dtdy/dt)=(βˆ’31βˆ’2βˆ’1)(xy)

The characteristic polynomial of the system (3.4.1) is Ξ»2+4Ξ»+5. The roots of this polynomial are Ξ»1=βˆ’2+i and Ξ»2=βˆ’2βˆ’i with eigenvectors v1=(1,1+i) and v2=(1,1βˆ’i), respectively. It is clear from the phase portrait of the system that there are no straightline solutions (Figure 3.4.1). However, we would like to have real solutions for a linear system with real coefficients.

a direction field of slope arrows with a solution curve approaching the origin and no straightline solutions
Figure 3.4.1. A system with no straightline solutions

Subsection 3.4.1 Complex Eigenvalues

Suppose that we have the system

(dx/dtdy/dt)=(0Ξ²βˆ’Ξ²0)(xy)=A(xy),

where Ξ²β‰ 0. The characteristic polynomial of this system is det(Aβˆ’Ξ»I)=Ξ»2+Ξ²2, and so we have imaginary eigenvalues Β±iΞ². To find the eigenvector corresponding to Ξ»=iΞ², we must solve the system

(βˆ’iΞ²Ξ²βˆ’Ξ²βˆ’iΞ²)(xy)=(00);

however, this reduces to solving the equation iΞ²x=Ξ²y. Thus, we can find a complex eigenvector (1,i). Consequently,

x(t)=eiΞ²t(1i)

is a complex solution to the system xβ€²=Ax. The problem is that we have a real system of differential equations and would like real solutions. We can remedy the situation if we use Euler's formula,  15 If you are unfamiliar with Euler's formula, try expanding both sides as a power series to check that we do indeed have a correct identity.

eiΞ²t=cosΞ²t+isinΞ²t.

Let us rewrite our solution as

x(t)=eiΞ²t(1i)=(cosΞ²t+isinΞ²ti(cosΞ²t+isinΞ²t))=(cosΞ²t+isinΞ²tβˆ’sinΞ²t+icosΞ²t)=(cosΞ²tβˆ’sinΞ²t)+i(sinΞ²tcosΞ²t)

and consider the real and imaginary parts of the solution:

xRe=(cosΞ²tβˆ’sinΞ²t)andxIm=(sinΞ²tcosΞ²t).

Since

xβ€²Re(t)+ixβ€²Im(t)=xβ€²(t)=Ax(t)=A(xRe(t)+ixIm(t)=AxRe(t)+iAxIm(t).

we know that xβ€²Re(t)=AxRe(t) and xβ€²Im(t)=AxIm(t) by setting the real and imaginary parts equal. Thus, both xRe(t) and xIm(t) are solutions to our system. Moreover, since

xRe(0)=(10) and xIm(0)=(01),

we know that the appropriate linear combination of xRe(t) and xIm(t) will provide a solution to any initial value problem.

We claim that

x(t)=c1xRe(t)+c2xIm(t)

is a general solution to our system. That is, we must be able to write every solution of our system as a linear combination of xRe(t) and xIm(t). If

y(t)=(u(t)v(t))

is another solution to the system xβ€²=Ax, then

yβ€²(t)=(uβ€²(t)vβ€²(t))=(0Ξ²βˆ’Ξ²0)(u(t)v(t))=(Ξ²v(t)βˆ’Ξ²u(t)).

In other words, uβ€²(t)=Ξ²v(t) and vβ€²(t)=βˆ’Ξ²u(t). Now, define f by

f(t)=(u(t)+iv(t))eiΞ²t.

The derivative of f is

fβ€²(t)=(uβ€²(t)+ivβ€²(t))eiΞ²t+iΞ²(u(t)+iv(t))eiΞ²t=(Ξ²v(t)βˆ’iΞ²u(t))eiΞ²t+(iΞ²u(t)+i2Ξ²v(t))eiΞ²t=0.

Therefore, f(t) is a complex constant and f(t)=(u(t)+iv(t))eiΞ²t=a+bi. We can now write u(t)+iv(t)=(a+ib)eβˆ’iΞ²t. Thus,

u(t)+iv(t)=(a+ib)eβˆ’iΞ²t=(a+ib)(cosΞ²tβˆ’isinΞ²t)=(acosΞ²t+bsinΞ²t)+i(bcosΞ²tβˆ’asinΞ²t).

Therefore,

u(t)=acosΞ²t+bsinΞ²tv(t)=bcosΞ²tβˆ’asinΞ²t.

Consequently,

(u(t)v(t))=(acosΞ²t+bsinΞ²tbcosΞ²tβˆ’asinΞ²t)=a(cosΞ²tβˆ’sinΞ²t)+b(sinΞ²tcosΞ²t)=axRe(t)+bxIm(t).

Notice that the solutions

x(t)=c1(cosΞ²tβˆ’sinΞ²t)+c2(sinΞ²tcosΞ²t)

are periodic with period 2Ο€/Ξ². This type of system is called a center.

Example 3.4.2.

Consider the initial value problem

dxdt=2ydydt=βˆ’2xx(0)=1y(0)=2.

The eigenvalues of this system are Ξ»=Β±2i. Therefore, the general solution to the system is

x(t)=c1cos2t+c2sin2ty(t)=βˆ’c1sin2t+c2cos2t.

Using the initial conditions to solve for c1 and c2, the solution to our initial value problem is

x(t)=cos2t+2sin2ty(t)=βˆ’sin2t+2cos2t.

The phase portrait is a circle of radius 2 about the origin (Figure 3.4.3).

a direction field of slope arrows and a solution curve that is a circle
Figure 3.4.3. Phase portrait for a center

Subsection 3.4.2 Spiral Sinks and Sources

Now let us consider the system xβ€²=Ax, where

A=(Ξ±Ξ²βˆ’Ξ²Ξ±)

and Ξ± and Ξ² are nonzero real numbers. The characteristic equation of A is

Ξ»2βˆ’2Ξ±Ξ»+(Ξ±2+Ξ²2)=0,

so the eigenvalues are Ξ»=Ξ±Β±iΞ². We can use the equation

(Ξ±βˆ’(Ξ±+iΞ²))x+Ξ²y=0

to show that (1,i) is an eigenvector for Ξ±+iΞ². Therefore, we have a complex solution of the form

x(t)=e(Ξ±+iΞ²)t(1i)=eΞ±t(cosΞ²tβˆ’sinΞ²t)+ieΞ±t(sinΞ²tcosΞ²t)=xRe(t)+ixIm(t).

As before, both

xRe(t)=eΞ±t(cosΞ²tβˆ’sinΞ²t)andxIm(t)=eΞ±t(sinΞ²tcosΞ²t)

are real solutions to xβ€²=Ax. Furthermore, these solutions are linearly independent. Indeed, xRe cannot be a multiple of xIm for all values of t. Thus, we have the general solution

x(t)=c1eΞ±t(cosΞ²tβˆ’sinΞ²t)+c2eΞ±t(sinΞ²tcosΞ²t).

The eΞ±t factor tells us that the solutions either spiral into the origin if Ξ±<0 or spiral out to infinity if Ξ±>0. In this case we say that the equilibrium points are spiral sinks and spiral sources, respectively.

Example 3.4.4.

Consider the initial value problem

dxdt=βˆ’x/10+ydydt=βˆ’xβˆ’y/10x(0)=2y(0)=2.

The matrix

(βˆ’1/101βˆ’1βˆ’1/10)

has eigenvalues Ξ»=βˆ’1/10Β±i. The eigenvalue Ξ»=βˆ’1/10+i has an eigenvector v=(1,i). The complex solution of our system is

x(t)=e(βˆ’1/10+i)t(1i)=eβˆ’t/10(costβˆ’sint)+ieβˆ’t/10(sintcost)=eβˆ’t/10(cost+isint)(costβˆ’sint)+ieβˆ’t/10(cost+isint)(sintcost)=eβˆ’t/10(cos2t+icostsintβˆ’costsintβˆ’isin2t)+eβˆ’t/10(βˆ’sin2t+icostsintβˆ’costsint+icos2t)=eβˆ’t/10((cos2tβˆ’sin2t)+2isintcostβˆ’2sintcost+i(cos2tβˆ’sin2t))=eβˆ’t/10(cos2t+isin2tβˆ’sin2t+icos2t)=eβˆ’t/10(cos2tβˆ’sin2t)+ieβˆ’t/10(sin2tcos2t)

The real and imaginary parts of this solution are

xRe(t)=eβˆ’t/10(cos2tβˆ’sin2t)andxIm(t)=eβˆ’t/10(sin2tcos2t),

respectively. Thus, we have the general solution

x(t)=c1eβˆ’t/10(cos2tβˆ’sin2t)+c2eβˆ’t/10(sin2tcos2t).

Applying our initial conditions, we can determine that c1=2 and c2=2; hence, the solution to our initial value problem is

x(t)=2eβˆ’t/10(cos2t+sin2tcos2tβˆ’sin2t).

The phase portrait of this solution indicates that we do indeed have a spiral sink (Figure 3.4.5).

a direction field of slope arrows and a solution curve that spirals towards the origin
Figure 3.4.5. Phase portrait for a spiral sink
Example 3.4.6.

The initial value problem

dxdt=x/10+ydydt=βˆ’x+y/10x(0)=0y(0)=1/2.

The matrix

(1/101βˆ’11/10)

has an eigenvector (1,βˆ’i) with eigenvalue Ξ»=1/10βˆ’i. Thus, the complex solution is

x(t)=e(1/10βˆ’i)t(1βˆ’i).

Following the procedure that we used in the previous example, the solution to our initial value problem is

x(t)=12et/10(sintcost),

and he phase portrait is a spiral source (Figure 3.4.7).

a direction field of slope arrows with a solution curve that spirals out from the origin
Figure 3.4.7. Phase portrait for a spiral source

Subsection 3.4.3 Solving Systems with Complex Eigenvalues

Suppose that we have the linear system xβ€²=Ax, where

A=(abcd).

The charactistic polynomial of A is

p(Ξ»)=Ξ»2βˆ’(a+d)Ξ»+(adβˆ’bc).

If (a+d)2βˆ’4(adβˆ’bc)<0, then the eigenvalues of A are complex, and we cannot apply the strategy that we used to determine the general solution in the case of distinct real roots.

Example 3.4.8.

The system xβ€²=Ax, where

A=(βˆ’1βˆ’243).

The characteristic polynomial of A is Ξ»2βˆ’2Ξ»+5 and so the eigenvalues are complex conjugates, Ξ»=1+2i and Β―Ξ»=1βˆ’2i. It is easy to show that an eigenvector for Ξ»=1+2i is v=(1,βˆ’1βˆ’i). Recalling that eiΞΈ=cosΞΈ+isinΞΈ,

x(t)=e(1+2i)tv=e(1+2i)t(1βˆ’1βˆ’i)=ete2it(1βˆ’1βˆ’i)=et(cos2t+isin2t)(1βˆ’1βˆ’i)=et(cos2t+isin2t(βˆ’1βˆ’i)(cos2t+isin2t))=et(cos2t+isin2t(βˆ’cos2t+sin2t)+i(βˆ’cos2tβˆ’sin2t))=et(cos2tβˆ’cos2t+sin2t)+iet(sin2tβˆ’cos2tβˆ’sin2t)

is a complex solution to our system. Taking the real and imaginary parts of this solution, we obtain the general solution to our system

x(t)=c1et(cos2tβˆ’cos2t+sin2t)+c2et(sin2tβˆ’cos2tβˆ’sin2t).

The nature of the equilibrium solution is determined by the factor eΞ±t in the solution. If Ξ±<0, the equilibrium point is a spiral sink. If Ξ±>0, the equilibrium point is a spiral source. If Ξ±=0, the equilibrium point is a center.

Although we have outlined a procedure to find the general solution of xβ€²=Ax if A has complex eigenvalues, we have not shown that this method will work in all cases. We will do so in Section 3.6.

Subsection 3.4.4 Important Lessons

  • If
    A=(Ξ±Ξ²βˆ’Ξ²Ξ±),
    then A has two complex eigenvalues, Ξ»=Ξ±Β±iΞ². The general solution to the system xβ€²=Ax is
    x(t)=c1eΞ±t(cosΞ²tβˆ’sinΞ²t)+c2eΞ±t(sinΞ²tcosΞ²t).
    If Ξ±<0, the equilibrium point is a spiral sink. If Ξ±>0, the equilibrium point is a spiral source.

Reading Questions 3.4.5 Reading Questions

1.

When are two complex numbers equal?

3.

For a 2Γ—2 linear system with distinct real eigenvalues, what are the three different possibilities for the phase plane of the system?

Exercises 3.4.6 Exercises

Solving Linear Systems with Complex Eigenvalues

Find the general solution of each of the linear systems in Exercise Group 3.4.6.1–4.

1.
xβ€²=2x+2yyβ€²=βˆ’4x+6y
2.
xβ€²=2xβˆ’6yyβ€²=2x+y
3.
xβ€²=βˆ’xβˆ’4yyβ€²=3xβˆ’2y
4.
xβ€²=2xβˆ’5yyβ€²=xβˆ’2y
Solving Initial Value Problems

Solve each of the following linear systems for the given initial values in Exercise Group 3.4.6.5–8.

5.
xβ€²=2x+2yyβ€²=βˆ’4x+6yx(0)=2y(0)=βˆ’3
6.
xβ€²=2xβˆ’6yyβ€²=2x+yx(0)=2y(0)=1
7.
xβ€²=βˆ’xβˆ’4yyβ€²=3xβˆ’2yx(0)=20y(0)=20
8.
xβ€²=2xβˆ’5yyβ€²=xβˆ’2yx(0)=5y(0)=βˆ’5
9.

Consider the linear system dx/dt=Ax, where

A=(32βˆ’3βˆ’1).

Suppose the initial conditions for the solution curve are x(0)=1 and y(0)=1. We can use the following Sage code to plot the phase portrait of this system, including a solution curve.

Use Sage to graph the direction field for the system linear systems dx/dt=Ax in Exercise Group 3.4.6.5–8. Plot the solution curve for the given initial condition.

Subsection 3.4.7 Project