LINEAR-ALGEBRA

The Left Half-Plane Rule: Why Some Systems Decay and Others Explode

IKey Formulas

Formula Name Description
∣eΞ»t∣=eRe⁑(Ξ») t\lvert e^{\lambda t} \rvert = e^{\operatorname{Re}(\lambda)\,t} Magnitude rule Imaginary part only rotates; real part decides growth/decay
dudt=Au\frac{du}{dt} = Au stable β€…β€ŠβŸΊβ€…β€ŠRe⁑(Ξ»)<0\iff \operatorname{Re}(\lambda) < 0 for all Ξ»\lambda Continuous stability All eigenvalues in the left half-plane
trace⁑(A)<0\operatorname{trace}(A) < 0 AND det⁑(A)>0\det(A) > 0 2Γ—22\times 2 shortcut Necessary and sufficient for 2Γ—22\times 2 stability
Akβ†’0β€…β€ŠβŸΊβ€…β€Šβˆ£Ξ»βˆ£<1A^k \to 0 \iff \lvert \lambda \rvert < 1 for all Ξ»\lambda Discrete stability All eigenvalues inside the unit disk

IIVisualization 1 β€” Eigenvalue Position vs. Decay

Only the real part of Ξ»=a+bi\lambda = a + bi decides whether eΞ»te^{\lambda t} decays or explodes.

πŸ’‘ Challenge: drag the eigenvalue straight up and down β€” the decay envelope never moves, because Im⁑(Ξ»)\operatorname{Im}(\lambda) only sets the spin rate.

IIIVisualization 2 β€” The Trace–Determinant Plane

Trace and determinant alone pin down a 2Γ—22\times 2 system's eigenvalues β€” and its fate.

πŸ’‘ Challenge: land the point on the dashed parabola det⁑=14trace⁑2\det = \tfrac{1}{4}\operatorname{trace}^2 β€” there the eigenvalues collide into a repeated root, the border between nodes and spirals.

IVVisualization 3 β€” Continuous vs. Discrete Stability

The same Ξ»\lambda is judged against the left half-plane for dudt=Au\tfrac{du}{dt}=Au, the unit disk for AkA^k.

πŸ’‘ The map z=eΞ»z = e^{\lambda} carries the left half-plane onto the unit disk β€” which is why the stability boundary bends from a straight line into a circle.

VQuiz Questions

Question 1

A linear system dudt=Au\frac{du}{dt} = Au has eigenvalues Ξ»1=βˆ’4+10i\lambda_1 = -4 + 10i and Ξ»2=βˆ’1βˆ’7i\lambda_2 = -1 - 7i.

Does u(t)β†’0u(t) \to 0 as tβ†’βˆžt \to \infty?

βœ… Correct! Both real parts are negative, so every eΞ»te^{\lambda t} term decays.

❌ Not quite. Imaginary parts only rotate β€” they have magnitude 1. The real part is the only thing that grows or shrinks.

Show solution

Solution:

The magnitude rule says ∣eΞ»t∣=eRe⁑(Ξ») t\lvert e^{\lambda t}\rvert = e^{\operatorname{Re}(\lambda)\,t}.

  • For Ξ»1=βˆ’4+10i\lambda_1 = -4 + 10i: ∣eΞ»1t∣=eβˆ’4tβ†’0\lvert e^{\lambda_1 t}\rvert = e^{-4t} \to 0.
  • For Ξ»2=βˆ’1βˆ’7i\lambda_2 = -1 - 7i: ∣eΞ»2t∣=eβˆ’tβ†’0\lvert e^{\lambda_2 t}\rvert = e^{-t} \to 0.

Both pieces decay, so u(t)β†’0u(t) \to 0. The imaginary parts (10i10i and βˆ’7i-7i) only spin the solution as it shrinks β€” they don't change whether it shrinks.

Question 2

Consider the matrix A=(βˆ’3421).A = \begin{pmatrix} -3 & 4 \\ 2 & 1 \end{pmatrix}.

Is the system dudt=Au\frac{du}{dt} = Au stable?

βœ… Correct! A negative trace doesn't save you when the determinant is negative.

❌ Not quite. Trace <0<0 alone isn't enough. You need trace <0<0 AND det >0>0. Compute det⁑(A)=adβˆ’bc\det(A) = ad - bc.

Show solution

Solution:

Apply the 2Γ—22\times 2 shortcut. We need both trace <0<0 AND det >0>0.

  • trace⁑(A)=βˆ’3+1=βˆ’2<0\operatorname{trace}(A) = -3 + 1 = -2 < 0 βœ“
  • det⁑(A)=(βˆ’3)(1)βˆ’(4)(2)=βˆ’3βˆ’8=βˆ’11<0\det(A) = (-3)(1) - (4)(2) = -3 - 8 = -11 < 0 βœ—

Det is negative, so the eigenvalues have opposite signs (a saddle): Ξ»1Ξ»2=βˆ’11<0\lambda_1 \lambda_2 = -11 < 0.

A negative trace alone only says the average eigenvalue is negative. One eigenvalue is still positive, and that one drives eΞ»te^{\lambda t} to infinity.

Question 3

True or False: If the matrix AA is stable for dudt=Au\frac{du}{dt} = Au, then so is βˆ’A-A.

βœ… Correct! Eigenvalues flip sign with AA, so stability flips into full instability.

❌ Not quite. Try the eigenvalue equation: if Ax=Ξ»xAx=\lambda x, what does (βˆ’A)x(-A)x equal?

Show solution

Solution:

If Ax=Ξ»xAx = \lambda x, then (βˆ’A)x=βˆ’Ξ»x(-A)x = -\lambda x. So the eigenvalues of βˆ’A-A are exactly βˆ’Ξ»1,βˆ’Ξ»2,…-\lambda_1, -\lambda_2, \ldots.

If every Re⁑(Ξ»i)<0\operatorname{Re}(\lambda_i) < 0 (so AA is stable), then every Re⁑(βˆ’Ξ»i)>0\operatorname{Re}(-\lambda_i) > 0, which means βˆ’A-A is fully unstable β€” every mode blows up.

This is the "reverse time, reverse stability" idea from the video. It's a great sanity check: if you flip the sign of AA and the system is still stable, you've made a sign error somewhere.

Question 4

A matrix BB has eigenvalues Ξ»1=0.6+0.5i\lambda_1 = 0.6 + 0.5i and Ξ»2=βˆ’0.4\lambda_2 = -0.4.

Which statement is correct?

βœ… Correct! ∣λ1βˆ£β‰ˆ0.78<1|\lambda_1| \approx 0.78 < 1 (discrete stable), but Re⁑(Ξ»1)=0.6>0\operatorname{Re}(\lambda_1) = 0.6 > 0 (continuous unstable).

❌ Not quite. For powers BkB^k check magnitudes ∣λ∣<1|\lambda|<1. For dudt=Bu\frac{du}{dt}=Bu check real parts Re⁑(λ)<0\operatorname{Re}(\lambda)<0. Compute both for each eigenvalue.

Show solution

Solution:

Two different stability tests for the same eigenvalues:

Discrete (Bkβ†’0B^k \to 0): need ∣λ∣<1|\lambda| < 1 for all eigenvalues.

  • ∣λ1∣=0.62+0.52=0.36+0.25=0.61β‰ˆ0.78<1|\lambda_1| = \sqrt{0.6^2 + 0.5^2} = \sqrt{0.36 + 0.25} = \sqrt{0.61} \approx 0.78 < 1 βœ“
  • ∣λ2∣=0.4<1|\lambda_2| = 0.4 < 1 βœ“

So Bk→0B^k \to 0. Discrete stable.

Continuous (dudt=Bu\frac{du}{dt}=Bu): need Re⁑(λ)<0\operatorname{Re}(\lambda) < 0 for all eigenvalues.

  • Re⁑(Ξ»1)=0.6>0\operatorname{Re}(\lambda_1) = 0.6 > 0 βœ—

So u(t)u(t) blows up. Continuous unstable.

Same eigenvalues, opposite verdicts β€” that's the key takeaway from the last frame of the video. Continuous time uses left half-plane; discrete time uses unit disk.

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