DE Connection

Using Eigenvectors in Differential Equations


Topics Covered



Eigenvectors of the Derivative

Eigenvectors of the derivative are functions of the form eλt.e^{\lambda t}.



We can verify this computationally:

ddt(eλt)=λeλt.\frac{d}{dt}\left( e^{\lambda t} \right) = \lambda e^{\lambda t}.

But what does this mean? How is eλte^{\lambda t} a vector?



Functions are vectors with an infinite number of components, and our traditional way of visualizing vectors no longer works with our traditional way of visualizing vectors once we have more than 3 components. So we'll adopt a different way of representing them visually:



Functions Are Vectors?

It is probably strange to think of functions as vectors. What would something like f(x)=sin(x)f(x)=\sin(x) have to do with a column vector like [11]\begin{bmatrix} 1 \\ 1 \end{bmatrix}? I suspect that the perceived difference between these is the form in which we visualize them.


Too many components

The reason they seem different is because we can't visualize vectors with more than 3 components in the traditional way. Sure, vectors like these

[1],[12],[101]\begin{bmatrix} 1 \end{bmatrix}, \begin{bmatrix} 1 \\ 2 \end{bmatrix}, \begin{bmatrix} 1 \\ 0 \\ 1 \end{bmatrix}

can be plotted, where their entries are their xx and yy (and sometimes zz) coordinates. But as soon as we need to plot a vector like

[1234] or [12345],\begin{bmatrix} 1 \\ 2 \\ 3 \\ 4 \end{bmatrix} \text{ or } \begin{bmatrix} 1 \\ 2 \\ 3 \\ 4 \\ 5 \end{bmatrix},

we run out of dimensions because there aren't enough axes to dedicate one axis to each component. Meanwhile, functions have an infinite number of components. So we will start with a new way to visualize column vectors that also for column vectors with more than 3 components.



A new way of visualizing Vectors

With this new way of visualizing vectors, any number of components can be visualized. This includes vectors with infinitely many components. Click through the buttons below to see for yourself.


The old way of visualizing the vector $\begin{bmatrix} 4 \\ 3 \end{bmatrix}$ with 2 components.
The old way of visualizing the vector [43]\begin{bmatrix} 4 \\ 3 \end{bmatrix} with 2 components.




Scaling Looks Different

Scaling vectors with the old way of visualizing vectors makes them parallel but larger, smaller, or going in the opposite direction. On the other hand, scaling vectors with the new way of visualizing vectors makes all of the heights grow, shrink, or reflect on the xx-axis together.

The vector $\begin{bmatrix} 4 \\ 3 \end{bmatrix}$ scaled by 2 is parallel in this case.
The vector [43]\begin{bmatrix} 4 \\ 3 \end{bmatrix} scaled by 2 is parallel in this case.




Connection to First Order Linear Systems

Pairing an eigenvector eλte^{\lambda t} of the derivative with an eigenvector v\vec{v} of the matrix A=[abcd]A=\begin{bmatrix} a & b \\ c & d \end{bmatrix} yields a solution of the first order system

y1=ay1+by2y_1' = ay_1 + by_2

y2=cy1+dy2.y_2' = cy_1 + dy_2.

The pairing looks like this:

eλtv.e^{\lambda t} \vec{v}.


You can visit the first page on first order linear systems if you would like to get a better idea of how this works. Here is that page's first diagram to give you an idea about how the derivative and matrix align to determine the behavior of solution curves.

Direction Field Vectors: $y'=Ay$
Direction Field Vectors: y=Ayy'=Ay




You can see more about that by clicking this link.
Introduction to First Order Linear Systems