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Computed dichotomy constants for a Jordan block and for a diagonal sink-source

Example

Use zero-based coordinates and the standard vectors e0=(1,0) and e1=(0,1) of R2.

  1. A non-diagonalisable Jordan block. For

A=(−110−1)

the exponential series gives etA=e−t(1t01); the only eigenvalue is −1, so the dichotomy theorem has Es=R2, Eu={0}, and the constants C=1, c=1/2 are admissible: for every v∈R2 and t≥0,

∥etAv∥2≤e−t/2∥v∥2.

  1. A diagonal sink-source. For B=diag⁡(1/2,−3/2) the vectors e0,e1 are eigenvectors with eigenvalues 1/2 and −3/2, which have nonzero real part, and the dichotomy theorem gives Eu=Re0, Es=Re1 with admissible constants C=1, c=1/4: for t≥0 one has ∥etBe1∥2=e−3t/2≤e−t/4 and ∥etBe0∥2=et/2≥et/4, and for t≤0 one has ∥etBe0∥2=et/2≤et/4.

Facts & Assumptions

Given: The matrices A=(−110−1) and B=diag⁡(1/2,−3/2), and the Euclidean norm on R2 (The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn).

[L1]

Euclidean Rn is complete (R and Rn for n≥1 with the Euclidean metric are complete, componentwise from the Cauchy criterion in R), and a finite matrix is bounded: Cauchy-Schwarz row by row gives ∥Av∥22≤(∑i,j<nAij2)∥v∥22 (Cauchy-Schwarz ∣⟨x,y⟩∣≤∥x∥2∥y∥2 with its equality case, the triangle inequality for ∥⋅∥2, the parallelogram law and polarisation). For A∈Mn(R) the exponential series defines E(t)=etA with E(0)=In and ddtE(t)=AE(t)=E(t)A for all real t (The exponential series of a bounded operator, Rectangular matrix multiplication and the identity matrix In, including zero-sized shapes).

[L2]

For a fixed matrix C∈Mn(R) the initial value problem Y′=CY, Y(0)=In has a unique solution on every compact interval containing 0, so a differentiable matrix curve satisfying these two conditions on R equals etC: apply uniqueness on [−R,R] for arbitrary R>0 (Linear matrix ODEs have unique global solutions on a fixed interval).

[L3]

The dichotomy theorem gives T-invariant subspaces Es,Eu with Rn=Es⊕Eu and constants C≥1, c>0 such that clauses 1-3 of the theorem hold, and Es={v:etTv→0 (t→+∞)}, Eu={v:etTv→0 (t→−∞)}, whenever no eigenvalue of its complexification TC:C⊗RRn→C⊗RRn has real part 0 (Exponential dichotomy for a hyperbolic endomorphism: invariant stable and unstable subspaces with exponential estimates); TC is the complex-linear extension of T (Complexification as C⊗RV with its canonical real-linear embedding, Complexification of a real-linear map), represented by the same matrix on Cn in the standard coordinate identification (the dichotomy theorem, Fact F1); λ∈C is its eigenvalue when TCv=λv for some 0≠v∈Cn (Eigenvalues, eigenvectors, eigenspaces Eλ(T)=ker⁡(T−λI), and the spectrum σF(T) of an endomorphism).

Verification

technique · direct; solve the linear matrix initial value problems explicitly and check the dichotomy estimates
1.1givenL1L2L4algebra

Write A=−I2+N with N=(0100), so that N2=0 and N commutes with I2. Define F(t):=e−t(I2+tN)=e−t(1t01); differentiating entrywise with the product rule and (e−t)′=−e−t [L4] gives F′(t)=−e−t(I2+tN)+e−tN=e−t(−I2+N−tN) and AF(t)=(−I2+N)e−t(I2+tN)=e−t(−I2+N−tN+tN2)=e−t(−I2+N−tN); since F(0)=I2, [L2] gives etA=F(t) for all t.

1.2givenL2L3L4algebra

For B=diag⁡(1/2,−3/2) define G(t):=diag⁡(et/2,e−3t/2); differentiating entrywise gives G′(t)=diag⁡(12et/2,−32e−3t/2)=BG(t) and G(0)=I2, so [L2] gives etB=G(t); in particular etBe0=et/2e0 and etBe1=e−3t/2e1. No eigenvalue of B is purely imaginary: if BCv=λv with λ∈C and 0≠v=(v0,v1)∈C2, the two coordinates give 12v0=λv0 and −32v1=λv1, so v0≠0 forces λ=1/2 while v1≠0 forces λ=−3/2. Hence [L3] applies to B.

2.1step 1.1L3algebra

The only eigenvalue of A is −1: if ACv=λv with λ∈C and 0≠v=(v0,v1)∈C2, the second coordinate gives −v1=λv1 and the first gives −v0+v1=λv0. If v1=0 then v0≠0 and λ=−1; if v1≠0 then λ=−1 from the second coordinate. So no eigenvalue of A has real part 0, and [L3] applies to A.

2.2step 1.1L3L4L5algebra

Norm estimate for A: put w(t):=etAv, so w′=Aw by step 1.1. For f(t):=∥w(t)∥22=w0(t)2+w1(t)2 the product rule gives f′(t)=2⟨Aw,w⟩1=−2w02+2w0w1−2w12≤−w02−w12=−f(t), because 2w0w1≤w02+w12, equivalently (w0−w1)2≥0. Hence (etf(t))′=et(f+f′)≤0, and the derivative sign criterion [L5] gives etf(t)≤f(0)=∥v∥22 for t≥0. Taking nonnegative square roots yields ∥etAv∥2≤e−t/2∥v∥2 for all v and t≥0, including v=0. Thus C=1, c=1/2 are admissible constants for A in the sense of [L3].

3.1step 2.12.2L3L4

Identification of the subspaces for A: the estimate of step 2.2 holds for every v∈R2, so etAv→0 as t→+∞ for every v (by e−t/2→0 from [L4]); by the characterisation in [L3] the stable subspace is Es=R2, and since R2=Es⊕Eu we get Eu={0}.

4.1step 2.11.2L3L4algebra∎

Subspaces and constants for B: for v=(v0,v1) step 1.2 gives etBv=(et/2v0, e−3t/2v1); from the limits in [L4], as t→+∞ this tends to 0 exactly when v0=0, and as t→−∞ exactly when v1=0. By [L3], Es=Re1 and Eu=Re0. With c=1/4 the estimates hold: for t≥0, e−3t/2≤e−t/4 and et/2≥et/4; for t≤0, et/2≤et/4. Each follows from ea≤eb whenever a≤b, which is a consequence of eb=eaeb−a and eb−a≥1 for b−a≥0 [L4]. Hence C=1, c=1/4 are admissible constants for B. This proves the computed constants.

Remarks

  • The first matrix shows that the dichotomy does not require diagonalisability: the explicit shear has a polynomial factor in its entries, while the symmetric-part estimate in step 2.2 proves the Euclidean bound with C=1, c=1/2. The constant C is not claimed to be 1 for every admissible rate: the computation is a finite check for the displayed rates, not a general bound.

  • In both examples the admissible rates are strictly below the spectral gap, and the conclusion of [L3] is realized with C=1; no claim is made about optimal constants or about the converse direction of the theorem.

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