Week 20

Question 1

How to solve difference eq with matrix (as eq with unknowns e.g yt and xt)?

Answer 1

If A is diagonalisable

we put in form

(xt yt) =A λ1^t v1 + B λ2^t v2

and use condition to solve A and B

Question 2

How to solve differential eq with matrix (as eq with unknowns e.g yt and xt)?

Answer 2

If A is diagonalisable

we put in form

A e^λ1t v1 + B e^λ2t v2

and use condition to solve A and B