4.6.21 · D3Ordinary Differential Equations

Worked examples — Systems of first-order linear ODEs — matrix method

2,908 words13 min readBack to topic

This is a companion drill page for the parent matrix-method note. The parent showed you the machinery. Here we make sure you have fired that machinery at every kind of situation it can meet — every sign of eigenvalue, every geometry, the degenerate and the disguised.

Before we start, one honest reminder of the vocabulary, in plain words, so nothing below is a symbol you have not been handed:


The scenario matrix

Every system falls into exactly one of the cells below. The eigenvalues decide the geometry — that is the whole classification, and it is the subject of Phase Portraits and Stability.

Cell Eigenvalue situation Geometry of trajectories Stability
C1 Real, opposite signs Saddle unstable
C2 Real, both Node, arrows inward stable
C3 Real, both Node, arrows outward unstable
C4 Complex, real part () Center — closed circles/ellipses neutral
C5 Complex, real part () Spiral inward stable
C6 Complex, real part () Spiral outward unstable
C7 Repeated eigenvalue, only one eigenvector (defective) Improper node (shear) sign of
C7★ Repeated eigenvalue, two independent eigenvectors Proper / star node (straight rays) sign of
C8 One eigenvalue Line of equilibria (degenerate) non-isolated
C9 Word problem (mixing tanks) → lands in C2 physical decay stable
C10 Exam twist: given a solution, reconstruct reverse-engineering

We now hit every cell.


Forecast: eigenvalues will come out one positive, one negative → this is a saddle, so the point should escape to infinity along one direction while being pulled toward the origin along another. Guess the escape direction before reading on.

  1. Characteristic equation. . Why this step? A nonzero eigenvector exists only when is singular, i.e. its determinant vanishes. Opposite signs → saddle, C1. ✓ matches forecast.
  2. Eigenvector for . , so , giving . Why this step? We solve the singular system for its null direction — the line merely stretches.
  3. Eigenvector for . , so , giving . Why this step? Same null-direction hunt, now for the second eigenvalue — this gives the other special line, the one along which motion decays.
  4. General solution + IC. At : . Why this step? Superposition (system is linear) gives the two-parameter family; the two initial numbers pin the constants.

Look at the figure: the direction (red) blows up, the direction (blue) dies — the classic saddle cross.

Figure — Systems of first-order linear ODEs — matrix method

Verify: ✓. And ✓.


Forecast: if both eigenvalues are negative, everything is dragged to the origin — a stable node. The slower-decaying direction dominates late motion. Guess which one.

  1. Eigenvalues. Both negative → C2. ✓ Why this step? Same singularity condition; the signs alone already classify the picture.
  2. Eigenvectors. For : , . For : , . Why this step? Each singular matrix is solved for its null direction — the two lines along which decay is pure.
  3. Solution + IC. . At : . Why this step? vanishes faster, so for large the trajectory hugs the line — the slow eigendirection wins. Forecast confirmed.

Verify: ✓. As , (stable) ✓.


Forecast: diagonal matrix means the axes are already the eigendirections — no mixing. Both entries positive → outward node. Which axis flees faster?

  1. Eigenvalues/vectors read off directly. A diagonal has with , and with . Both C3. Why this step? On a diagonal matrix each coordinate obeys its own scalar ODE — no coupling to untangle.
  2. Solution. , (IC gives ): Why this step? Each decoupled scalar equation solves to . The -axis (rate 5) outruns the -axis (rate 2).

Verify: ✓. ✓.


Forecast: eigenvalues will be pure imaginary (). No growth, no decay → the point should orbit forever on a closed loop. Guess: circle or ellipse?

  1. Eigenvalues. . So center, C4. ✓ Why this step? Euler's Formula turns ; here , so no amplitude change — pure rotation.
  2. Complex eigenvector for . . Take . Why this step? One complex branch carries both real solutions; splitting separates them cleanly.
  3. Two real solutions (). Why this step? A complex solution has a real and an imaginary part, and for a real matrix each part is itself a real solution. Expanding via Euler's Formula and reading off the two brackets is exactly the complex-to-real conversion recipe — that is why take this form.
  4. Apply IC. . At : . This traces a circle of radius 2 — forecast confirmed.
Figure — Systems of first-order linear ODEs — matrix method

Verify: (constant radius = closed orbit) ✓. ✓.


Forecast: complex eigenvalues with a negative real part → spiral that winds inward to the origin. Guess the winding direction.

  1. Eigenvalues. . So stable spiral, C5. ✓ Why this step? makes shrink; makes it rotate. Shrink + rotate = inward spiral.
  2. Eigenvector for . ; first row: . So , giving . Why this step? We solve the (complex) singular system for its null direction, then split so the real-part/imag-part recipe can build two real solutions.
  3. Real solutions (). Why this step? Same real-part/imag-part recipe as C4, but now the envelope shrinks the radius each turn.
  4. Apply IC. .
Figure — Systems of first-order linear ODEs — matrix method

Verify: — radius shrinks, confirming inward spiral ✓. ✓.


Forecast: same as C5 but the real part is now positive → spiral flies outward. No IC needed; we just classify and give the general solution.

  1. Eigenvalues. . unstable spiral, C6. ✓ Why this step? makes grow — the envelope expands as it rotates.
  2. Eigenvector for . ; second row: . Take , so . Why this step? We solve the singular complex system for its null direction and split , because the real and imaginary parts of the complex branch are precisely what we feed into the two-real-solution recipe.
  3. General real solution (). Why this step? and ; the front makes both blow up.

Verify: equals the sum of eigenvalues ✓ and equals the product ✓ (trace = sum, det = product of eigenvalues).


Forecast: a repeated eigenvalue with only one eigenvector. The extra solution must carry a factor of . Since , everything still decays — but along a sheared path, not straight.

  1. Eigenvalue. (double) → C7. Why this step? An upper-triangular matrix has its eigenvalues sitting on the diagonal; here both are , so we must check whether the repeated root has enough eigenvectors.
  2. Eigenvector. , so . Only one eigenvector → defective. Why this step? We solve the singular system for its null direction; the null space turns out to be one-dimensional, which is exactly the warning sign of a defective (shear) node.
  3. Generalized eigenvector. Solve : , take . Why this step? The parent note's rule: works exactly when . The supplies the missing degree of freedom.
  4. General solution + IC. At : .
Figure — Systems of first-order linear ODEs — matrix method

Verify: ✓. Plug back: , and ✓.


Forecast: here is again doubled, but the matrix is a pure scalar multiple of . Every direction gets stretched by the same factor, so every vector is an eigenvector — trajectories should be perfectly straight rays into the origin, not curved. Contrast this with C7's shear.

  1. Eigenvalue. (double) → repeated, like C7. Why this step? We must first find the repeated root before we can count how many eigenvectors it carries — the count is what separates C7 from C7★.
  2. Count eigenvectors. — the zero matrix. Every nonzero vector satisfies , so we have two independent eigenvectors (e.g. ) → not defective → C7★. ✓ Why this step? The number of independent eigenvectors is exactly the dimension of the null space of ; here that null space is all of the plane, so no generalized eigenvector is needed.
  3. Solution + IC. With two eigenvectors no -factor is needed; the general solution is . IC gives : Why this step? Because , the whole system is just — every component decays at the same rate, so the direction never changes: a straight ray.
Figure — Systems of first-order linear ODEs — matrix method

Verify: ✓. ✓. Direction is constant for all (straight ray) ✓.


Forecast: if then one eigenvalue is . An eigendirection with means — points there never move. So there is a whole line of equilibria, not just the origin.

  1. Eigenvalues. . A zero eigenvalue → C8. Why this step? warns us immediately that is singular, so is forced.
  2. Eigenvectors. For : — a line of rest points. For : , . Why this step? Each eigenvalue's null direction is found the usual way; the direction is special because motion there is frozen ().
  3. Solution + IC. (the term has , a constant part). At : . Row-solve: . Why this step? The constant part is the frozen contribution from the zero eigenvalue; only the part evolves.

Verify: ✓. And ✓ (frozen direction).


Forecast: physically, salt should redistribute and (since water is flowing out) decay toward zero — expect both eigenvalues negative → stable node (C2).

  1. Write the matrix. . Why this step? Reading the coupling coefficients off the two rate equations turns words into .
  2. Eigenvalues. Both negative → C2, stable. ✓ physical sense. Why this step? The signs of the eigenvalues decide whether salt decays or grows; both negative confirms the physical expectation of draining tanks.
  3. Eigenvectors. For : , . For : , . Why this step? Standard null-direction solve for each eigenvalue, giving the two decay modes.
  4. Solution + IC. . At : . Why this step? Superposition + the two initial salt amounts fix the mixture.

Verify (units + physics): kg ✓. As , both kg (tanks drain) ✓. Every carries units of kg ✓.


Forecast: the exponents are the eigenvalues, the constant vectors are the eigenvectors. We reverse the diagonalization — see Diagonalization.

  1. Read off eigenpairs. ; . Why this step? Each basic solution has the form , so the data hands us directly.
  2. Assemble and . , . Why this step? Put the eigenvectors as the columns of and the eigenvalues on the diagonal of ; this is exactly the recipe .
  3. Invert . , so . Why this step? needs the inverse to "undo" the change of basis.
  4. Multiply.

Verify: ✓ and ✓.


Recall Self-test: match each system to its cell

Eigenvalues → which cell? ::: C1 (saddle) Eigenvalues → which cell? ::: C5 (stable spiral, ) Eigenvalues → which cell? ::: C4 (center) Eigenvalue repeated with one eigenvector → which cell? ::: C7 (defective / improper node) (eigenvalue repeated, two eigenvectors) → which cell? ::: C7★ (star / proper node, stable) Eigenvalues and → which cell? ::: C8 (line of equilibria, degenerate)

Related building blocks: Matrix Exponential packages all of this as , and every 2×2 case above is the ODE-mirror of the Second-Order Linear ODEs characteristic-root story.