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Suppose that $\lambda$ is not an eigenvalue of $A$. Show that the inhomogeneous system $\dot{\mathbf{u}}=A \mathbf{u}+e^{\lambda t} \mathbf{v}$ has a solution of the form $\mathbf{u}^*(t)=e^{\lambda t} \mathbf{w}$, where $\mathbf{w}$ is a constant vector. What is the general solution?

    Suppose that $\lambda$ is not an eigenvalue of $A$. Show that the inhomogeneous system $\dot{\mathbf{u}}=A \mathbf{u}+e^{\lambda t} \mathbf{v}$ has a solution of the form $\mathbf{u}^*(t)=e^{\lambda t} \mathbf{w}$, where $\mathbf{w}$ is a constant vector. What is the general solution?
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Applied Linear Algebra (Undergraduate Texts in Mathematics)
Applied Linear Algebra (Undergraduate Texts in Mathematics)
Peter J. Olver,… 2nd Edition
Chapter 10, Problem 49 ↓

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We need to determine $\mathbf{w}$ such that $\mathbf{u}^*(t)$ satisfies the differential equation $\dot{\mathbf{u}} = A \mathbf{u} + e^{\lambda t} \mathbf{v}$.  Show more…

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Suppose that $\lambda$ is not an eigenvalue of $A$. Show that the inhomogeneous system $\dot{\mathbf{u}}=A \mathbf{u}+e^{\lambda t} \mathbf{v}$ has a solution of the form $\mathbf{u}^*(t)=e^{\lambda t} \mathbf{w}$, where $\mathbf{w}$ is a constant vector. What is the general solution?
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Key Concepts

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General Solution Structure
The general solution of a nonhomogeneous differential system is constructed by adding the general solution of the corresponding homogeneous system to any particular solution of the nonhomogeneous system. This reflects the principle of superposition, a fundamental concept in linear systems, which allows the separation of the solution into contributions from natural dynamics and external forcing.
Nonhomogeneous Linear Systems
This concept involves differential equations in which terms independent of the unknown function appear. In the context of systems, the nonhomogeneous term is a forcing function that drives the system away from its natural behavior described by the homogeneous part. Analyzing such systems often requires finding a particular solution that specifically accounts for the forcing term, which is then added to the general solution of the corresponding homogeneous system.
Eigenvalues and Invertibility
Understanding eigenvalues is crucial when analyzing linear systems represented by matrices. The condition that a scalar is not an eigenvalue of the matrix ensures that the matrix (or the operator derived from it) is invertible. This invertibility is often used to determine a unique particular solution, ensuring that the proposed solution form does not lead to issues like resonance or singular behaviour.
Method of Undetermined Coefficients
This method involves guessing the form of a particular solution to the nonhomogeneous system, typically by mimicking the structure of the forcing term. Once the appropriate form is guessed, the unknown coefficients or vectors are determined by substituting this guess back into the differential equation. This approach is particularly effective when the nonhomogeneous term has an exponential, polynomial, or sinusoidal structure.

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