Differential Equations and exp (At)
LINAN CHEN: Hi. Welcome back to recitation. In the lecture, you've learned eigenvalues and eigenvectors of a matrix. One of the many important applications of them is solving a higher-order linear differential equation with constant coefficients. A typical example is like what I've written on the board here. y is a function of t, and y and its derivatives satisfy this equation. As you can see, it involves y, y prime, and all the way to its third derivative. So our first goal is to solve this differential equation for its general solution using the method of matrix. So the very first thing that we should do is to find out which matrix we should be working with. So after that, we also want to say something about the explanation of this matrix A*t. We want to find out the first column of this matrix exponential. Why don't you hit the pause now, and try to write down this matrix A by yourself. But before you continue, make sure you come back to this video and chec...