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Matrix Systems of Differential Equations

Steve Brunton via YouTube

Overview

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This course shows how to transform a high-order linear ordinary differential equation into an equivalent coupled first-order matrix system. It explains how the system’s eigenvalues correspond to the roots of the characteristic polynomial, including a 3×3 example.

Syllabus

Overview
Introduce New Variables
Writing as Matrix System of Equations
Summary and Takeaways
Eigenvalues of Matrix System are Roots of the Characteristic Polynomial
Example 3x3 Matrix System of ODEs

Taught by

Steve Brunton

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