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Linear Systems and Matrix Exponentials — Standard Exercisesmd 1f868a4
exercise/math/differential-equations/linear-systems-and-matrix-exponentials.exercise.n.md
Linear Systems and Matrix Exponentials — Standard Exercises
mathdifferential-equationsexerciselinear-systemsmatrix-exponential
1Problem 1: Composition of Time Evolution
Use uniqueness for initial-value problems to prove that E(t)=e^{At} satisfies E(t+s)=E(t)E(s). Also prove that E(t) is invertible.
1.1Sample Answer
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As functions of t, both E(t+s) and E(t)E(s) satisfy X'=AX and have the same value E(s) at t=0. Uniqueness for the initial-value problem therefore gives
E(t+s)=E(t)E(s).
Setting s=-t yields
E(t)E(-t)=E(0)=I.
Consequently, E(t) is invertible and
E(t)^{-1}=E(-t)=e^{-At}.