Differential Equations and exp(At)

OCW Scholar

« Previous | Next »

Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

We can copy Taylor's series for ex to define eAt for a matrix A. If A is diagonalizable, we can use Λ to find the exact value of eAt. This allows us to solve systems of differential equations du / dt = Au the same way we solved equations like dy / dt = ky.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 6.3 in the 4th or 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you're done.

 

« Previous | Next »