Φ ( t ) = e A t \Phi(t) = e^{A t}

Calculus Level 4

Let v ( t ) = [ x ( t ) y ( t ) z ( t ) ] \mathbf{v}(t) = \begin{bmatrix} x(t) \\ y(t) \\ z(t) \end{bmatrix}

If

d v ( t ) d t = A v ( t ) \dfrac{d\mathbf{v}(t)}{dt} =A \mathbf{v}(t)

where

A = [ 0.175 0 0.175 0.35 0.3 0.25 0.525 0 0.525 ] A = \begin{bmatrix} -0.175 && 0 && 0.175 \\ 0.35 && -0.3 && 0.25 \\ 0.525 && 0 && -0.525 \end{bmatrix}

And v ( 0 ) = [ 1 2 4 ] \mathbf{v}(0) = \begin{bmatrix} 1 \\ 2 \\ 4 \end{bmatrix}

What is lim t x ( t ) ? \displaystyle \lim_{t \to \infty} x(t) ?


The answer is 1.75.

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2 solutions

Mark Hennings
Sep 19, 2020

The matrix A A has eigenvalues 7 10 -\tfrac{7}{10} , 3 10 -\tfrac{3}{10} and 0 0 , with corresponding eigenvectors ( 1 1 3 ) ( 0 1 0 ) ( 1 2 1 ) \left(\begin{array}{c}1 \\ 1 \\ -3 \end{array}\right) \hspace{1.5cm} \left(\begin{array}{c} 0 \\ 1 \\ 0 \end{array}\right) \hspace{1.5cm} \left(\begin{array}{c} 1 \\ 2 \\ 1 \end{array} \right) Thus e A t ( 1 1 3 ) = e 7 t 10 ( 1 1 3 ) e A t ( 0 1 0 ) = e 3 t 10 ( 0 1 0 ) e A t ( 1 2 1 ) = ( 1 2 1 ) e^{At}\left(\begin{array}{c}1 \\ 1 \\ -3 \end{array}\right) = e^{-\frac{7t}{10}}\left(\begin{array}{c}1 \\ 1 \\ -3 \end{array}\right) \hspace{1cm} e^{At} \left(\begin{array}{c} 0 \\ 1 \\ 0 \end{array}\right) = e^{-\frac{3t}{10}}\left(\begin{array}{c} 0 \\ 1 \\ 0 \end{array}\right) \hspace{1cm} e^{At}\left(\begin{array}{c} 1 \\ 2 \\ 1 \end{array} \right) = \left(\begin{array}{c} 1 \\ 2 \\ 1 \end{array} \right) Thus, if v ( 0 ) = u ( 1 1 3 ) + v ( 0 1 0 ) + w ( 1 2 1 ) \mathbf{v}(0) \; = \; u\left(\begin{array}{c}1 \\ 1 \\ -3 \end{array}\right) + v \left(\begin{array}{c} 0 \\ 1 \\ 0 \end{array}\right) + w\left(\begin{array}{c} 1 \\ 2 \\ 1 \end{array} \right) then v ( t ) = e A t v ( 0 ) = u e 7 t 10 ( 1 1 3 ) + v e 3 t 10 ( 0 1 0 ) + w ( 1 2 1 ) \mathbf{v}(t) \;=\; e^{At}\mathbf{v}(0) \; = \; ue^{-\frac{7t}{10}}\left(\begin{array}{c}1 \\ 1 \\ -3 \end{array}\right) + v e^{-\frac{3t}{10}}\left(\begin{array}{c} 0 \\ 1 \\ 0 \end{array}\right) + w\left(\begin{array}{c} 1 \\ 2 \\ 1 \end{array} \right) and hence lim t v ( t ) = w ( 1 2 1 ) \lim_{t \to \infty}\mathbf{v}(t) \; = \; w\left(\begin{array}{c} 1 \\ 2 \\ 1 \end{array} \right) so that lim t x ( t ) = w \lim_{t \to \infty}x(t) \; = \; w In this case we have u = v = 3 4 u=v=-\tfrac34 and w = 7 4 w = \tfrac74 , so the desired answer is 7 4 \boxed{\tfrac74} .

Karan Chatrath
Sep 19, 2020

Writing the equations in a non-matrix form gives:

x ˙ = A 1 x + B 1 y + C 1 z \dot{x} = A_1 x + B_1y + C_1 z y ˙ = A 2 x + B 2 y + C 2 z \dot{y} = A_2 x + B_2y + C_2 z z ˙ = A 3 x + B 3 y + C 3 z \dot{z} = A_3x + B_3y + C_3 z

Taking Laplace transform on both sides:

s X x ( 0 ) = A 1 X + B 1 Y + C 1 Z sX - x(0) = A_1 X + B_1Y + C_1 Z s Y y ( 0 ) = A 2 X + B 2 Y + C 2 Z sY - y(0) = A_2 X + B_2Y + C_2 Z s Z z ( 0 ) = A 3 X + B 3 Y + C 3 Z sZ - z(0) = A_3 X + B_3Y + C_3 Z

Solving for X (Using Wolfram-Alpha):

X = 40 s + 49 40 s 2 + 28 s X = \frac{40s+49}{40s^2 + 28s}

Now, Applying the final value theorem:

lim s 0 s X ( s ) = lim t x ( t ) \lim_{s \to 0} sX(s) = \lim_{t \to \infty} x(t) lim t x ( t ) = lim s 0 40 s + 49 40 s + 28 \implies \lim_{t \to \infty} x(t) = \lim_{s \to 0} \frac{40s+49}{40s + 28} lim t x ( t ) = 7 4 \implies \boxed{ \lim_{t \to \infty} x(t) = \frac{7}{4}}

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