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Matrix Systems of Differential Equations

Steve Brunton 92,460 3 years ago
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This video describes how to write a high-order linear differential equation as a matrix system of first-order differential equations. This is a major step towards solving general ODEs using eigenvalues and eigenvectors, leveraging the full power of linear algebra. Playlist: https://www.youtube.com/playlist?list=PLMrJAkhIeNNTYaOnVI3QpH7jgULnAmvPA Course Website: http://faculty.washington.edu/sbrunton/me564/ @eigensteve on Twitter eigensteve.com databookuw.com This video was produced at the University of Washington %%% CHAPTERS %%% 0:00 Overview 1:54 Introduce New Variables 7:11 Writing as Matrix System of Equations 12:12 Summary and Takeaways 14:51 Eigenvalues of Matrix System are Roots of the Characteristic Polynomial 17:40 Example 3x3 Matrix System of ODEs

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