Prove that $x(t)$ is bounded
In this problem, I tried the following:
First I show that
$$x(t) = e^{tA}x_0 + intlimits_0^t e^{(t-s)A}f(s)ds$$
Then I take the norm for both sides
$$|x(t)|leq Ke^{-alpha t}|x_0|+left|intlimits_0^t e^{(t-s)A}f(s)dsright|$$
I have used Meiss’s Lemma ($|e^{tA}|leq K e^{-alpha t}|$ for some $K>0$, $alpha >0$).
Could you please help me in what is remaining, and if there is any mistake. Thanks.
differential-equations eigenvalues-eigenvectors
|
show 1 more comment
In this problem, I tried the following:
First I show that
$$x(t) = e^{tA}x_0 + intlimits_0^t e^{(t-s)A}f(s)ds$$
Then I take the norm for both sides
$$|x(t)|leq Ke^{-alpha t}|x_0|+left|intlimits_0^t e^{(t-s)A}f(s)dsright|$$
I have used Meiss’s Lemma ($|e^{tA}|leq K e^{-alpha t}|$ for some $K>0$, $alpha >0$).
Could you please help me in what is remaining, and if there is any mistake. Thanks.
differential-equations eigenvalues-eigenvectors
2
You just bring the norm inside the integral and you conclude
– Federico
Dec 7 at 16:13
1
And see Norm bound on exponential matrix with eigenvalue negative real part to bound the matrix norm.
– mathcounterexamples.net
Dec 7 at 16:23
It is not enough to bring the norm inside the integral, I think you have to take A into consideration.
– Eduardo Elael
Dec 7 at 16:30
Ok ... My problem is: when we bring the norm inside what will happen to the integral as $t to infty$
– Ahmed
Dec 8 at 20:05
Could you please check my comment @Federico
– Ahmed
Dec 8 at 20:23
|
show 1 more comment
In this problem, I tried the following:
First I show that
$$x(t) = e^{tA}x_0 + intlimits_0^t e^{(t-s)A}f(s)ds$$
Then I take the norm for both sides
$$|x(t)|leq Ke^{-alpha t}|x_0|+left|intlimits_0^t e^{(t-s)A}f(s)dsright|$$
I have used Meiss’s Lemma ($|e^{tA}|leq K e^{-alpha t}|$ for some $K>0$, $alpha >0$).
Could you please help me in what is remaining, and if there is any mistake. Thanks.
differential-equations eigenvalues-eigenvectors
In this problem, I tried the following:
First I show that
$$x(t) = e^{tA}x_0 + intlimits_0^t e^{(t-s)A}f(s)ds$$
Then I take the norm for both sides
$$|x(t)|leq Ke^{-alpha t}|x_0|+left|intlimits_0^t e^{(t-s)A}f(s)dsright|$$
I have used Meiss’s Lemma ($|e^{tA}|leq K e^{-alpha t}|$ for some $K>0$, $alpha >0$).
Could you please help me in what is remaining, and if there is any mistake. Thanks.
differential-equations eigenvalues-eigenvectors
differential-equations eigenvalues-eigenvectors
asked Dec 7 at 16:10
Ahmed
1,251512
1,251512
2
You just bring the norm inside the integral and you conclude
– Federico
Dec 7 at 16:13
1
And see Norm bound on exponential matrix with eigenvalue negative real part to bound the matrix norm.
– mathcounterexamples.net
Dec 7 at 16:23
It is not enough to bring the norm inside the integral, I think you have to take A into consideration.
– Eduardo Elael
Dec 7 at 16:30
Ok ... My problem is: when we bring the norm inside what will happen to the integral as $t to infty$
– Ahmed
Dec 8 at 20:05
Could you please check my comment @Federico
– Ahmed
Dec 8 at 20:23
|
show 1 more comment
2
You just bring the norm inside the integral and you conclude
– Federico
Dec 7 at 16:13
1
And see Norm bound on exponential matrix with eigenvalue negative real part to bound the matrix norm.
– mathcounterexamples.net
Dec 7 at 16:23
It is not enough to bring the norm inside the integral, I think you have to take A into consideration.
– Eduardo Elael
Dec 7 at 16:30
Ok ... My problem is: when we bring the norm inside what will happen to the integral as $t to infty$
– Ahmed
Dec 8 at 20:05
Could you please check my comment @Federico
– Ahmed
Dec 8 at 20:23
2
2
You just bring the norm inside the integral and you conclude
– Federico
Dec 7 at 16:13
You just bring the norm inside the integral and you conclude
– Federico
Dec 7 at 16:13
1
1
And see Norm bound on exponential matrix with eigenvalue negative real part to bound the matrix norm.
– mathcounterexamples.net
Dec 7 at 16:23
And see Norm bound on exponential matrix with eigenvalue negative real part to bound the matrix norm.
– mathcounterexamples.net
Dec 7 at 16:23
It is not enough to bring the norm inside the integral, I think you have to take A into consideration.
– Eduardo Elael
Dec 7 at 16:30
It is not enough to bring the norm inside the integral, I think you have to take A into consideration.
– Eduardo Elael
Dec 7 at 16:30
Ok ... My problem is: when we bring the norm inside what will happen to the integral as $t to infty$
– Ahmed
Dec 8 at 20:05
Ok ... My problem is: when we bring the norm inside what will happen to the integral as $t to infty$
– Ahmed
Dec 8 at 20:05
Could you please check my comment @Federico
– Ahmed
Dec 8 at 20:23
Could you please check my comment @Federico
– Ahmed
Dec 8 at 20:23
|
show 1 more comment
1 Answer
1
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Following the already given hints,
$$
begin{split}
|x(t)|
&leq Ke^{-alpha t} |x_0| + left|int_0^t e^{(t-s)A}f(s),dsright| \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}f(s)bigr|,ds \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}bigr||f(s)|,ds \
&leq Ke^{-alpha t} |x_0| + K|f|_infty int_0^t e^{alpha(s-t)},ds \
&= Ke^{-alpha t} |x_0| + K|f|_infty frac{1-e^{-alpha t}}{alpha} \
&leq Ke^{-alpha t} |x_0| + frac{K|f|_infty}alpha .
end{split}
$$
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
1
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
add a comment |
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
Following the already given hints,
$$
begin{split}
|x(t)|
&leq Ke^{-alpha t} |x_0| + left|int_0^t e^{(t-s)A}f(s),dsright| \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}f(s)bigr|,ds \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}bigr||f(s)|,ds \
&leq Ke^{-alpha t} |x_0| + K|f|_infty int_0^t e^{alpha(s-t)},ds \
&= Ke^{-alpha t} |x_0| + K|f|_infty frac{1-e^{-alpha t}}{alpha} \
&leq Ke^{-alpha t} |x_0| + frac{K|f|_infty}alpha .
end{split}
$$
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
1
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
add a comment |
Following the already given hints,
$$
begin{split}
|x(t)|
&leq Ke^{-alpha t} |x_0| + left|int_0^t e^{(t-s)A}f(s),dsright| \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}f(s)bigr|,ds \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}bigr||f(s)|,ds \
&leq Ke^{-alpha t} |x_0| + K|f|_infty int_0^t e^{alpha(s-t)},ds \
&= Ke^{-alpha t} |x_0| + K|f|_infty frac{1-e^{-alpha t}}{alpha} \
&leq Ke^{-alpha t} |x_0| + frac{K|f|_infty}alpha .
end{split}
$$
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
1
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
add a comment |
Following the already given hints,
$$
begin{split}
|x(t)|
&leq Ke^{-alpha t} |x_0| + left|int_0^t e^{(t-s)A}f(s),dsright| \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}f(s)bigr|,ds \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}bigr||f(s)|,ds \
&leq Ke^{-alpha t} |x_0| + K|f|_infty int_0^t e^{alpha(s-t)},ds \
&= Ke^{-alpha t} |x_0| + K|f|_infty frac{1-e^{-alpha t}}{alpha} \
&leq Ke^{-alpha t} |x_0| + frac{K|f|_infty}alpha .
end{split}
$$
Following the already given hints,
$$
begin{split}
|x(t)|
&leq Ke^{-alpha t} |x_0| + left|int_0^t e^{(t-s)A}f(s),dsright| \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}f(s)bigr|,ds \
&leq Ke^{-alpha t} |x_0| + int_0^t bigl|e^{(t-s)A}bigr||f(s)|,ds \
&leq Ke^{-alpha t} |x_0| + K|f|_infty int_0^t e^{alpha(s-t)},ds \
&= Ke^{-alpha t} |x_0| + K|f|_infty frac{1-e^{-alpha t}}{alpha} \
&leq Ke^{-alpha t} |x_0| + frac{K|f|_infty}alpha .
end{split}
$$
answered Dec 10 at 14:05
Federico
4,459512
4,459512
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
1
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
add a comment |
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
1
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
Should we eliminate also $e^{-alpha t}$ as $ttoinfty$
– Ahmed
Dec 11 at 13:49
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
What do you mean? I'm not taking any limits here. I only used $1-e^{-alpha t}leq 1$.
– Federico
Dec 11 at 14:00
1
1
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
Oh, I see, you mean in the first term? Well then yes you can eliminate $Ke^{-alpha t}|x_0|leq K|x_0|$ because $e^{-alpha t}leq 1$. But you can also keep it because it provides a slightly better inequality
– Federico
Dec 11 at 14:01
add a comment |
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2
You just bring the norm inside the integral and you conclude
– Federico
Dec 7 at 16:13
1
And see Norm bound on exponential matrix with eigenvalue negative real part to bound the matrix norm.
– mathcounterexamples.net
Dec 7 at 16:23
It is not enough to bring the norm inside the integral, I think you have to take A into consideration.
– Eduardo Elael
Dec 7 at 16:30
Ok ... My problem is: when we bring the norm inside what will happen to the integral as $t to infty$
– Ahmed
Dec 8 at 20:05
Could you please check my comment @Federico
– Ahmed
Dec 8 at 20:23