Constant-coefficient linear ODE systems
The matrix exponential solves a finite linear system.
Key knowledge
For a constant real n×n matrix A, x′=Ax with x(0)=x₀ has the unique global solution x(t)=eᵗᴬx₀, where eᵗᴬ=Σₖ₌₀∞ tᵏAᵏ/k! converges for every real t.
Conditions and scope
- A is finite-dimensional and independent of time.
- Diagonalizability is not required; time-varying systems require a different solution formula.
Sources · 1
References
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Evidence and review
Definition 3.1, Theorem 3.2 and equation 3.6: matrix exponential and constant-coefficient IVP.
2026-10-10 · Matrix exponential and homogeneous constant-coefficient IVP.
Entry details
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