Math 202 PS 11

Boğaziçi University

Fall’20

Instructors: Nihat Sadık Değer - Yasemin Kara

Teaching Assistants: Mehmet Akif Yıldız - Engin Başakoğlu

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Chapter 7.5 - Problem 4
Find the general solution of the given system of equations and describe the behavior of the
solution as t → ∞.  
1 4
x0 = x
1 −2

 
1 4
Solution: Let x = ξert and A = . Then, x0 = Ax implies rξert = Aξert and so
1 −2
Aξ = rξ. As a result, r is an eigenvalue of A with corresponding eigenvector ξ.
 
1 − r 4 
0 =  = r2 + r − 6 =⇒ r1 = −3, r2 = 2.
1 −2 − r
        
4 4 ξ1 0 ξ 1
For r1 = −3, we have = =⇒ choose 1 = .
1 1 ξ2 0 ξ2 −1
        
−1 4 ξ1 0 ξ 4
For r2 = 2, we have = =⇒ choose 1 = .
1 −4 ξ2 0 ξ2 1
   
1 4 2t
Then, we have x[1] (t) = e−3t and x[2] (t) = e , which gives
−1 1
c e−3t + 4c2 e2t
 
x(t) = 1 −3t
−c1 e + c2 e2t
If c2 = 0, then both c1 e−3t + 4c2 e2t and −c1 e−3t + c2 e2t go to zero as t → ∞. If c2 6= 0,
then both c1 e−3t + 4c2 e2t and −c1 e−3t + c2 e2t go to infinity or minus infinity as t → ∞ only
depending on the sign of c2 .
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Chapter 7.5 - Problem 18
Solve the given initial value problem. Describe the behavior of the solution as t → ∞.
   
0 0 −1 7
0
x = 2 0 0 x, x(0) = 5

−1 2 4 5
 
0 0 −1
Solution: As similar to the previous question, eigenvalues of  2 0 0  can be calculated
−1 2 4
 
2
as r1 = 4, r2 = −1, r3 = 1. Then, the corresponding eigenvectors can be calculated as  1 ,
−8
2c1 e4t + c2 e−t + c3 et
     
1 1
−2,  2 , respectively. Hence, we find x =  c1 e4t − 2c2 e−t + 2c3 et . Since
1 −1 −8c e4t + c2 e−t − c3 et
       1
7 2 1 1 c1 7
x(0) = 5, we have  1 −2 2  c2  = 5. By Gaussian elimination, it can be
5 −8 1 −1 c3 5
−2e4t + 3e−t + 6et
 
4t −t t
calculated that c1 = −1, c2 = 3, c3 = 6 and so we get x = −e − 6e + 12e . As t → ∞,

8e4t + 3e−t − 6et
clearly −2e + 3e + 6e → −∞, −e − 6e + 12e → −∞, and 8e4t + 3e−t − 6et → ∞.
4t −t t 4t −t t

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Chapter 7.6 - Problem 7
Express the general solution of the given system of equations in terms of real-valued functions:
 
1 0 0
0
x = 2 1 −2 x
3 2 1
 
1 0 0
Solution: Firstly, let us find the eigenvalues of the matrix 2 1 −2:
3 2 1
 
1 − r 0 0 
−2  = (1 − r)[(1 − r)2 + 4] ⇒ r1 = 1, r2,3 = 1 ± 2i

0 =  2 1−r
 3 2 1 − r
     
2 0 0
Then, the corresponding eigenvalues can be calculated as  3 ,  1 , 1. For
−2 −i i
 
2
the real root, we can write x[1] (t) =  3  et . Let us examine the complex roots.
−2

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Chapter 7.6 - Problem 7
   
1 0 0 2
x0 =  2 1 −2 x, x[1] (t) =  3  et , r2,3 = 1 ± 2i
3 2 1 −2

For r2 = 1 + 2i, we can write:

     
0 0 0
(1+2i)t
 1 e =  1  e e =  1  [et (cos 2t + i sin 2t)]
t 2it

−i −i −i
   
0 0
t t
= e cos 2t  1  + i · e sin 2t  1 
−i −i
" 0
 
0
#

= et  cos 2t  + i sin 2t

−i cos 2t sin 2t
  " 0   #
0 0
= et  cos 2t + i sin 2t  = et cos 2t + i  sin 2t 
−i cos 2t + sin 2t sin 2t − cos 2t

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Chapter 7.6 - Problem 7
   
1 0 0 2
x0 = 2 1 −2 x, x[1] (t) =  3  et , r2,3 = 1 ± 2i
3 2 1 −2

Similarly, for r3 = 1 − 2i, we can write:

  " 0   #
0 0
(1−2i)t t
1 e = e cos 2t − i  sin 2t 
i sin 2t − cos 2t
Note that any linear combination of the solutions gives another solution in a linear
differential equation system as similar to the discussions in the solving second-order
ordinary equations. Thus, we can represent the general solution as:
" 2 
0
 
0
#

x = et c1  3  + c2 cos 2t + c3  sin 2t 

−2 sin 2t − cos 2t

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Chapter 7.6 - Problem 10
   
−3 2 1
Find the solution of x0 = x where x(0) = .
−1 −1 2
 
−3 2
Solution: Firstly, let us find the eigenvalues of the matrix :
−1 −1
 
−3 − r 2 
0 =  = r2 + 4r + 5 ⇒ r1,2 = −2 ± i
−1 −1 − r
 
1−i
Then, the corresponding eigenvalue for r1 = −2 + i can be calculated as . Thus,
1
     
1 − i (−2+i)t 1 − i −2t it 1−i
e = e e = [e−2t (cos t + i sin t)]
1 1 1
 
−2t cos t − i cos t + i sin t + sin t
= e
cos t + i sin t
"   #
−2t cos t + sin t − cos t + sin t
= e +i
cos t sin t

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Chapter 7.6 - Problem 10
   
−3 2 1
x0 = x where x(0) = .
−1 −1 2

Therefore, as similar to the previous question, the general solution can be written as:
"    #
−2t cos t + sin t − cos t + sin t
x=e c1 + c2
cos t sin t
       
1 1 −1 1
Since x(0) = , we have c1 + c2 = . Thus, we need to solve
2 1 0 2
c1 − c2 = 1 and c1 = 2
which clearly implies c2 = 1. As a result, we get
"    #
cos t + sin t − cos t + sin t
x = e−2t 2 +
cos t sin t
 
cos t + 3 sin t
= e−2t
2 cos t + sin t

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Chapter 7.7 - Problem 3
 
2 3
Consider the given system of differential equation: x0 = x.
−1 −2
(a) Find a fundamental matrix for the given system.
(b) Also, find the fundamental matrix Φ(t) satisfying Φ(0) = I.
 
2 3
Solution: Let us find the eigenvalues of the matrix .
−1 −2
 
2 − r 3 
0 =  = r2 − 1 ⇒ r1 = 1, r2 = −1
−1 −2 − r
   
−3 1
Then, the corresponding eigenvectors can be calculated as and .
1 −1
   
−3 1
=⇒ x[1] (t) = et and x[2] (t) = e−t
1 −1
−3et e−t
 
These form a fundamental set of solutions, so is a fundamental matrix.
et −e−t

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Chapter 7.7 - Problem 3
     
2 3 −3 1
x0 = x, x[1] (t) = et and x[2] (t) = e−t
−1 −2 1 −1
   
−3 1
Now, the general solution is x = c1 et + c2 e−t . We need to find some
1 −1
constants u1 , v1 , u2 , v2 satisfying
           
−3 1 1 −3 1 0
u1 e 0 + u2 e−0 = and v1 e0 + v2 e−0 =
1 −1 0 1 −1 1
Therefore, we must solve the systems
−3u1 + u2 = 1, u1 − u2 = 0 and − 3v1 + v2 = 0, v1 − v2 = 1
−1 −1 −1 −3
It can be calculated that u1 = , u2 = , v1 = , v2 = . Thus, we get
2 2 2 2
 3 1 3 t 3 −t 
et − e−t e − e
2
Φ(t) =  −1 2 2 2
1 −t −1 t 3 −t

t
e + e e + e
2 2 2 2

10 / 16
Chapter 7.8 - Problem 1
 
3 1
Find the general solution of x0 = x
−4 −1
 
3 1
Solution: Let us find the eigenvalues of the matrix .
−4 −1
 
3 − r 1 
0 =  = r2 − 2r + 1 ⇒ r1 = r2 = 1
−4 −1 − r
Then, let us find an eigenvector corresponding to the eigenvalue 1:
          
2 1 ξ1 0 ξ1 −1 −1
= ⇒ choose = ⇒ x[1] (t) = et
−4 −2 ξ2 0 ξ2 2 2
   
α1 β1
To find the second solution, write x[2] (t) = tet + et . By putting into the
α2 β2
equation, we get
             
α1 α1 β1 3 1 α1 3 1 β1
et + tet + et = tet + et
α2 α2 β2 −4 −1 α2 −4 −1 β2

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Chapter 7.8 - Problem 1
             
α1 α β 3 1 α 3 1 β
et + tet 1 + et 1 = tet 1 + et 1
α2 α2 β2 −4 −1 α2 −4 −1 β2
           
3 1 α1 1 3 1 β1 α1 β1
The last equation gives = and = + .
−4 −1 α2 −2 −4 −1 β2 α2 β2
 
1
Now, recall is an eigenvector corresponding to the eigenvalue 1, we can choose
−2
          
α1 1 3 1 β1 1 β1
= . Thus, by solving the equation = + , we can
α2 −2 −4 −1 β2 −2 β2
       
β1 0 1 1
find 2β1 + β2 = −1 and so = + β1 . Since comes from the first
β2 −1 −2 −2
       
β1 0 −1 0
solution, we can take = . Therefore, we get x[2] (t) = tet + et ,
β2 −1 2 −1
and so      
1 1 0
x = c1 et + c2 tet + c2 et
−2 −2 −1

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Chapter 7.8 - Problem 11
Find the solution of given initial value problem:
   
1 0 0 −1
x0 = −4 1 0 x where x(0) =  2 
3 6 2 −30

Solution: Since the matrix is triangular, eigenvalues can be found as r1 = 2,

r2 = r3 = 1.        
−1 0 0 ξ1 0 ξ1 = 0 ξ1 0
For r1 = 2: −4 −1 0 ξ2  = 0 ⇒ ξ2 = 0 ⇒ choose ξ2  = 0.
3 6 0 ξ 0 ξ3 = free ξ3 1
   3      
0 0 0 ξ1 0 ξ1 0
ξ1 = 0
For r2 = 1: −4 0 0 ξ2  = 0 ⇒ ⇒ choose ξ2  =  1 .
6ξ2 + ξ3 = 0
3 6 1 ξ3 0 ξ3 −6
   
α1 β1
To find the third solution, write x[3] (t) = tet α2  + et β2 . By putting into the
α3 β
       3  
α1 0 0 0 0 β1 0
equation, we get α2  =  1  and −4 0 0 β2  =  1 .
α3 −6 3 6 1 β3 −6

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Chapter 7.8 - Problem 11
   
1 0 0 −1
x0 = −4 1 0 x where x(0) =  2 
3 6 2 −30
    
0 0 0 β1 0
−4β1 = 1
It can be calculated that −4 0 0 β2  =  1  gives us .
3β1 + 6β2 + β3 = −6
3 6 1 β3 −6
−1 21
Then, we get β1 = and 6β2 + β3 = , and so we can choose
4 4
− 14
     1  
β1 −4 0
β2  =  β2  =  0  + β2  1 
β3 −6β2 − 21 4
− 214
−6
 
0
Since  1  comes from the second solution, the general solution can be written as
−6
       1
0 0 0 −4
x = c1 e2t 0 + c2 et  1  + c3 tet  1  + c3 et  0 
1 −6 −6 − 21
4

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Chapter 7.8 - Problem 11
   
1 0 0 −1
x0 = −4 1 0 x where x(0) =  2 
3 6 2 −30
       1
0 0 0 −4
Since x = c1 e2t 0 + c2 et  1  + c3 tet  1  + c3 et  0 , we have
1 −6 −6 − 214
t1
 
−c3 e 4
t t
x= c2 e + c3 te 
c1 e2t − 6c2 et − 6c3 tet − c3 21
4
e t

 
−1
c3
Thus, x(0) =  2  gives us − = −1, c2 = 2, c1 − 6c2 − 21 c43 = −30. Thus, we get
4
−30
     
−1 0 0
t t 2t
c1 = 3, c2 = 2, c3 = 4 =⇒ x = e 2  + te  4  + e 0
−33 −24 3

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Chapter 10.1 - Problem 7/Problem 8/Problem 10
Either solve the given boundary value problem or else show that it has no solution.
(7) y 00 + 4y = 3 cos x, y(0) = 0, y(π) = 0.
(8) y 00 + 4y = 3 sin x, y(0) = 0, y(π) = 0.
(10) y 00 + 2y = cos x, y 0 (0) = 0, y 0 (π) = 0.

(7) The complementary solution is yc (x) = c1 cos 2x + c2 sin 2x. To find a particular solution,
write y = A cos x + B sin x. Then, we find −A + 4A = 3 and −B + 4B = 0, which leads
A = 1 and B = 0. Hence, we get y(x) = c1 cos 2x + c2 sin 2x + cos x. Since y(0) = 0
and y(π) = 0, we have c1 + 1 = 0 = c1 − 1, which is impossible. As a result, the equation
has no solution.

(8) Similarly, the general solution can be found as y(x) = c1 cos 2x + c2 sin 2x + sin x. Since
y(0) = 0 and y(π) = 0, we get c1 = 0 and c2 becomes free. As a result, we have
y(x) = c2 sin 2x + sin x, and the equation has infinitely many solutions.
√ √
(10) Similarly, the general solution
√ can
√ be found
√ as y(x)
√ = c1 cos( 2x) + c2 sin( 2x) + cos x.
Thus, we get y 0 (x) = − 2 sin( 2x) + 2 cos( 2x) − sin x. Since y 0 (0) = 0 and
y 0 (π) = 0, we find c1 = c2 = 0. As a result, we have y(x) = cos x, and the equation has
a unique solution.

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