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I am struggling with the problem:

Let $A$ be a $n\times n$ matrix with eigenvalue $\lambda$ with multiplicity 3 and suppose the associated eigen vector $X_0\in N((A-\lambda I)^3)$ (Nullspace). Show that $$Y(t)=e^{\lambda t}\bigg[I+t(A-\lambda I)+\frac{t^2(A-\lambda I)^2}{2!}\bigg]X_0$$ is a solution to $X'=AX$ (without the use of a power series).

My attempt: I know that for $Y(t)$ to be a solution, it must satisfy $$Y'(t)=AY(t).$$ Finding $Y'(t)$ we have $$Y'(t)=\lambda e^{\lambda t}\bigg[I+t(A-\lambda I)+\frac{t^2(A-\lambda I)^2}{2!}\bigg]X_0+e^{\lambda t}\bigg[I+A-\lambda I+t(A-\lambda I)^2\bigg]X_0$$ and expanding the right hand side we have $$AY(t)=e^{\lambda t}A\bigg[I+t(A-\lambda I)+\frac{t^2(A-\lambda I)^2}{2!}\bigg]X_0$$

I tried many things to get the LHS and RHS to equal. I know we have to use the fact that $(A-\lambda I)^3X_0=0$ somewhere, but i just cannot figure it out. Please if anyone can help out, it would be much appreciated.

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Note that $Y(t) = e^{At} X_0 = e^{\lambda t} e^{(A-\lambda I)t} X_0$.

Now expand $e^{(A-\lambda I)t} = \sum_{k=0}^\infty {t^k \over k!} (A-\lambda I )^k X_0$.

Without power series is basically the same idea.

Let $Z(t) = (\sum_{k=0}^2 {t^k \over k!} (A -\lambda I)^k) X_0 $ and note that $Z'(t) = (A- \lambda I) Z(t)$.

Note that $Y(t) = e^{\lambda t} Z(t)$ and so $Y'(t) = e^{\lambda t} ( (A- \lambda I) + \lambda I ) Z(t) = A Y(t)$.

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  • $\begingroup$ Yes this does make sense, Thank you! However I should have included in my original post that the question requires that we do this without any use of a power series. I edited my post to include this. Is there another way to do this without the use of a power series? $\endgroup$ Oct 15, 2020 at 20:23
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    $\begingroup$ It is the same basic idea. See my edits. $\endgroup$
    – copper.hat
    Oct 15, 2020 at 20:44
  • $\begingroup$ Awesome Thanks alot!! $\endgroup$ Oct 15, 2020 at 20:48
  • $\begingroup$ Why is $Z'(t)= (A-\lambda I)Z(t)$. If I take the derivative, I get $$Z'(t)=(A-\lambda I)(X_0 +(A-\lambda I)X_0)$$ I do not have the $\frac{t^2}{2}(A-\lambda I)^2X_0$ term. What am I missing here? $\endgroup$ Oct 15, 2020 at 21:09
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    $\begingroup$ What happens if you multiply that term by $(A- \lambda I)$??? $\endgroup$
    – copper.hat
    Oct 15, 2020 at 21:34

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