Factor the first characteristic polynomial as
The other two roots of a polynomial have product one. If , they are : distinct unit-modulus roots, both different from one. At , the root is double; at , the root one is triple. Outside , one of the reciprocal real roots has modulus greater than one. Thus the root condition for a multistep method holds exactly for .
For the order conditions for a linear multistep method, expand the exponential defect:
The constant, linear and quadratic coefficients vanish for every . The cubic coefficient vanishes only at , where the quartic coefficient is . Consequently the formal order is
For all parameters satisfying the root condition for a multistep method, , so this formal calculation gives ordinary second-order consistency of a numerical method. The Dahlquist equivalence theorem therefore yields
The exceptional third-order formula is not zero-stable. At , and : the recurrence contains no vector-field evaluations. It satisfies the displayed Taylor identities only formally and is a degenerate, nonconvergent formula, not a usable second-order ODE solver. This distinction avoids interpreting formal cancellation as convergence.
Use the shallow-water approximation, a hydrostatic vertically mixed layer, a deep motionless ambient, and no ambient fluid entrainment. Particle loss changes reduced gravity but changes total layer volume only at the discarded dilute-particle order. Likewise thermal expansion changes the equation of state while the leading Boussinesq approximation retains volume conservation. Define
Depth integration of mass conservation, horizontal momentum balance, particle transport, and the heating law gives
Here the integrated excess hydrostatic pressure is . There is no particle source from the bed. Bed drag and the particle contribution to inertia are neglected at this order. The equivalent variable-buoyancy shallow water equations are
The term is necessary when heating or particle loss makes the reduced gravity vary horizontally.
For , the quasilinear system has
Its characteristic polynomial factors as
Thus the characteristic curves have slopes
On the two repeated contact characteristic curves, the particle and heating laws are and . Writing and , the gravity-wave compatibility relations are
For and , gravity-wave right eigenvectors can be taken as . The contact eigenspace has dimension two: and , with independent . Therefore has a full set of real eigenvectors.
The system is hyperbolic throughout strict static stability, but not strictly hyperbolic because the contact speed is repeated. At the eigenvalues coalesce and this diagonalizability is lost; when the gravity-wave speeds become complex, reflecting the loss of a statically stable lower layer.
Since and ,
Thus the first column of is , and is a block upper triangular matrix:
where is its bottom-right submatrix. Therefore
A similarity transformation preserves the characteristic polynomial, so
with algebraic multiplicities included.
To construct , use a Householder transformation. With , choose the sign of to avoid cancellation and set
Then is an orthogonal matrix and maps to up to the chosen sign. If already lies on the first coordinate axis, take a suitable diagonal sign matrix. This is the one-vector case of orthogonal coordinate reduction of a subspace.
The characteristic polynomial of the homogeneous linear ordinary differential equation is
so its complementary solution is . Because the forcing contains the resonant factor , set . Substitution gives
Writing , a polynomial particular solution of is , and hence . Thus
Boundedness as forces , while the initial condition gives . Therefore
Under an orthogonal change of coordinates represented by , the component matrix changes by
Thus is similar to , so its characteristic polynomial, eigenvalues, and their algebraic multiplicities are unchanged.
If is symmetric, the spectral theorem for real symmetric matrices makes it diagonalizable, so algebraic and geometric multiplicities agree. Consequently the dimensions of its eigenspaces are also independent of the coordinate frame.
For the stated tensor, choose a unit eigenvector belonging to the simple eigenvalue . Its perpendicular plane is the eigenspace of , so
Hence
The adjugate matrix is the transpose of the cofactor matrix, and it satisfies
Put and substitute the two given expansions into this identity:
Comparing coefficients of powers of gives
Here because the characteristic polynomial is monic.
Taking the matrix trace of the adjugate expansion and using part (b) gives
Hence . Taking traces in gives, for ,
For , the same formula follows by taking the trace of . Iterating the recursion from part (a) also gives
Consequently the Faddeev–LeVerrier algorithm is
Starting with , this recursively expresses every using only ; these are the Newton identities for the characteristic polynomial.
Let , , , , , and . Zero row sums put in the form used in the spectrum of a three-dimensional matrix with zero row sums. In particular, . Define
Expanding the characteristic polynomial gives , so
For the physical coefficients, with . Thus gives positive diagonal symmetrization of a matrix, and
Consequently the eigenvalues are real and nonpositive, and has a complete eigenvector basis. This justifies the mode expansion in part (i).
Let be the universal covering map. Since the complex plane is a simply connected domain, the lifting criterion for a covering space gives a holomorphic lift between one-dimensional complex tori such that
For every , the difference belongs to the discrete period lattice . It depends continuously on , so it is constant. Differentiating shows that the derivative is -periodic. It is bounded on the compact closure of a fundamental parallelogram, and periodicity makes it bounded on all of . The Liouville theorem therefore makes constant, and hence
Thus every holomorphic map has an affine lift of a holomorphic map between one-dimensional complex tori. If “map of complex tori” means an identity-preserving map, choose ; then , so is the required linear map. Without that convention the statement must say affine, since a nonzero translation in a group of the torus lifts to .
The Weierstrass elliptic function of is
The subtracted term gives the Normal convergence of the Weierstrass elliptic-function series away from . Put
The Laurent coefficients of the Weierstrass elliptic function at zero give
Set and . Direct substitution shows that the principal part and constant term of
vanish at zero. Since is an elliptic function, translation gives the same cancellation at every point of the period lattice. Every apparent isolated singularity is therefore a removable singularity, so is an entire function. It is periodic and hence bounded on the translates of a compact fundamental parallelogram. The Liouville theorem gives , which proves the Weierstrass elliptic differential equation
Finally suppose that is a biholomorphic group homomorphism. Its identity-preserving lift has the form by the first part. Since the inverse map also lifts linearly,
Choose a -basis of . Multiplication by is then represented by a unimodular matrix . As a real-linear transformation of , it has determinant ; hence and . The characteristic polynomial of and the Cayley-Hamilton theorem give
This already has the required form with and . Moreover , so forces . Thus is a root of unity, of order , , , , or , completing the description of an automorphism of a one-dimensional complex torus.
Two square matrices are similar when for some invertible matrix . A Jordan normal form is a block-diagonal matrix whose blocks have one eigenvalue on the diagonal, ones on the superdiagonal, and zeros elsewhere; over an algebraically closed field every matrix is similar to such a form, unique up to reordering its Jordan blocks.
Both displayed matrices have characteristic polynomial
However,
so their eigenspace dimensions are respectively two and one. Thus has Jordan form , whereas has Jordan form . By uniqueness of Jordan normal form,
The structure theorem for finitely generated modules over a principal ideal domain applies because every Euclidean domain is a principal ideal domain. It says that a finitely generated -module is isomorphic to
where the nonzero nonunits are unique up to multiplication by units. They are the invariant factors.
For , multiplication by is the linear map . Since is finite-dimensional over , is a finitely generated torsion module over the polynomial ring , so it has no free summand. Choosing each invariant factor to be monic gives
The basis of each cyclic summand makes multiplication by a companion matrix. Concatenating these bases therefore puts in rational canonical form.
On , a polynomial annihilates multiplication by exactly when it is divisible by . It follows that the minimal polynomial and characteristic polynomial are
The second identity follows blockwise from the characteristic polynomial of a companion matrix. Since every divides , the product annihilates every cyclic summand. Thus , which is the Cayley-Hamilton theorem.
For the displayed matrix, the given generators of are the columns of
Elementary row and column operations over give the Smith normal form
Consequently the nonunit invariant factors are
and, as a check,
Given a solution , construct and hence the smooth matrices and . Let solve the linear ordinary differential equation
Because is skew-symmetric,
so is an orthogonal matrix and is invertible. Moreover,
It follows that
Thus the Lax pair flow is an Isospectral Lax equation: every is similar to and has the same eigenvalues and characteristic polynomial.
Every symmetric function of these constant eigenvalues is a first integral. In particular, the trace invariants of a Lax equation
are constant because the cyclic property of the trace gives
For example,
is an explicit first integral of equation .
Using the convention of the question, the characteristic polynomial and characteristic equation are
For
one has
Direct multiplication gives
entry by entry. Thus , verifying the Cayley-Hamilton theorem for matrices.
Put
Using , multiplication by on the ordered basis is determined by
Its matrix, with these coordinate vectors as columns, is
The characteristic polynomial is
By the Cayley-Hamilton theorem, this monic integer polynomial annihilates , so is an algebraic integer.
Let
The element is also integral because it satisfies the monic polynomial . Hence . Since
the lattice has index two in . The given power-basis discriminant is
so the discriminant-index formula for an integral lattice gives
If , then
Because is prime, the square can divide only when . Thus
so is an integral basis of the cubic field of discriminant minus 307.
Finally, the relation gives
Consequently , which will allow direct use of Dedekind's theorem.
The Euler--Lagrange equations for the quadratic Lagrangian are
For a normal mode , they become the generalized eigenvalue problem for small oscillations
Put . With the stated spring constants,
The final matrix has characteristic polynomial
so its eigenvalue are . Hence
The two angular frequencies therefore satisfy
This is the spectrum recorded by normal modes of two equal masses between three springs.
The characteristic polynomial is
For and , corresponding eigenvectors are
They are linearly independent, so the general homogeneous solution is
Suppose for a contradiction that . Compose the given injective module homomorphism with the standard injection that appends zero coordinates. This gives an injective endomorphism of the finite free module whose matrix has a zero final row.
Its characteristic polynomial has zero constant term, so the Cayley-Hamilton theorem gives
Injectivity lets us cancel . Repeating this argument eventually gives the identity endomorphism equal to zero. That would imply , contrary to . Hence . This proves the rank inequality for an injection of finite free modules.
The characteristic polynomial of is
A scalar is an eigenvalue when there is a nonzero vector such that
Such a is an eigenvector belonging to . Equivalently, is a root of and the corresponding eigenvectors are the nonzero elements of .
The characteristic polynomial has degree . By the fundamental theorem of algebra, it has a complex root . Hence
so has a nonzero kernel. Any nonzero in that kernel satisfies
Thus is an eigenvalue and is a corresponding eigenvector.