Scribd
Upload
81 views2 pages

Exercise Sheet-3

This document contains exercises related to differential equations, including: 1) Applying comparison principles to determine if certain functions satisfy differential inequalities. 2) Proving properties of comparison principles, such as what can be said about solutions if they are equal, less than, or greater than at a starting point. 3) Showing sufficient conditions for solutions of differential equations to be global, such as if the function is bounded. 4) Determining if solutions to various differential equations explode or remain defined for all time based on properties of the functions. 5) Analyzing stability of equilibria, including using linearization and discussing stability for specific examples.

Uploaded by

pauline chauveau
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
81 views2 pages

Exercise Sheet-3

This document contains exercises related to differential equations, including: 1) Applying comparison principles to determine if certain functions satisfy differential inequalities. 2) Proving properties of comparison principles, such as what can be said about solutions if they are equal, less than, or greater than at a starting point. 3) Showing sufficient conditions for solutions of differential equations to be global, such as if the function is bounded. 4) Determining if solutions to various differential equations explode or remain defined for all time based on properties of the functions. 5) Analyzing stability of equilibria, including using linearization and discussing stability for specific examples.

Uploaded by

pauline chauveau
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Université Paris-Dauphine

L3 Maths, 2020-2021

Differential equations: exercise sheet # 3


Comparison principles, stability.

Comparison principle

Exercise 1 (Understanding the assumptions of the comparison principle) Let f , u, v, w be functions


from R to R defined by f (x) = 1 − x, u(t) = −e−t , v(t) = 1, w(t) = 2 − 2e−t . Show that for all real
numbers t, u0 (t) < f (u(t)), v 0 (t) = f (v(t)), w0 (t) > f (w(t)). Is it true that for all real numbers t,
u0 (t) < v 0 (t) < w0 (t)?

Exercise 2 (Variants of the comparison principle) Let f ∈ C 1 (R2 , R), u, v ∈ C 1 (R), and t0 ∈ R.
Assume that u is a sub-solution and v a super-solution of x0 (t) = f (t, x(t)). Why do we have: if
u(t0 ) ≤ v(t0 ) then u(t) ≤ v(t) for all t ≥ t0 ? Show that :
1) if u(t0 ) < v(t0 ) then u(t) < v(t) for all t ≥ t0 .
2) if u(t0 ) = v(t0 ) then u(t) ≤ v(t) for all t ≥ t0 and u(t) ≥ v(t) for all t ≤ t0 .
3) if u(t0 ) > v(t0 ) then u(t) > v(t) for all t ≤ t0 . What can be said for t ≥ t0 ?

Exercise 3 (Basic sufficient conditions for nonexplosion) Let f : R × Rn → Rn be a continuously


differentiable function. Show that any maximal solution of x0 (t) = f (t, x(t)) is global:
i) if f is bounded over I × Rn ;
ii) if there exists constants A et B such that: ∀(t, x) ∈ R × Rn , ||f (t, x)|| ≤ A||x|| + B.

Exercise 4 (Don’t be scared) Show that all maximal solutions of the following differential equation
are global: x0 (t) = et x(t) + e−t sin(t2 x(t)) − arctan(1 + t2 + x2 (t)).

Exercise 5 (Explosion in dimension 1: theory) Let f : R2 → R be C 1 . Let (J, x(·)) be a maximal


solution of x0 (t) = f (t, x(t)) such that x(t) → +∞ as t → sup J. Prove that:
i) if there exist K and x̄ in R such that for all (t, x) in R2 : x ≥ x̄ ⇒ f (t, x) ≤ Kx, then sup J = +∞.
ii) if there exist (strictly) positive real numbers K, x̄ and ε such that, for all (t, x) in R2 , x ≥ x̄ ⇒
f (t, x) ≥ Kx1+ε , then sup J < +∞.

Exercise 6 (Explosion in dimension 1: examples) In the following cases, does the solution of the
initial value problem x0 (t) = f (t, x), x(0) = x0 explode in forward time?
1) f (t, x) = t + x, x0 arbitrary ; 2) f (t, x) = tx, x0 = 5 ; 3) f (t, x) = x2 , x0 > 0 ;
4) f (t, x) = x2 , x0 = 0 ; 5) f (t, x) = x2 + t, x0 = 0 ; 6) f (t, x) = x2 − t,√x0 < 0 ;
7) f (t, x) = x2 − √t, x0 > 0 such that x20 − t > 1/(2x0 ) ;p 8) f (t, x) = x4/3 / 1 + x2 , x0 > 0 ;
9) f (t, x) = x3 / 1p + x2 , x0 > 0 ; 10) f (t, x) = x4/3 / 1 + sin2 (x), x0 > 0 ;
11) f (t, x) = x4/3 / 1 + sin2 (x), x0 ≤ 0 ; 12) f (t, x) = ln x, x0 = 2.

Exercise 7 (Explosion by comparison) Consider the logistic equation x0 (t) = rx(t)(K − x(t)). Show
that if a maximal solution (J =]a, b[, x(·)) satisfies x(0) > K, then a > −∞. Hint: show that
y(t) = x(−t) → +∞ as t → −a and that for t large enough, y 0 (t) ≥ y α (t) for some α > 1. What can
be said of the interval of definition of the solutions of the equations of Exercise ???

1
Exercise 8 (Logistic growth with varying carrying capacity) Let (J, x̄(·)) be a maximal solution of

x0 (t) = x(t)(K + sin t − x(t)) (1)

such that x(0) > 0. Using the fact that | sin t| ≤ 1 and comparison principles, show that sup J = +∞,
and that as t → +∞, lim inf x̄(t) ≥ K − 1 and lim sup x̄(t) ≤ K + 1.

Exercise 9 1) Let K > 0. Sketch the phase line of the differential equation x0 (t) = x2 (t)(K − x(t)).
2) Consider the differential equation x0 (t) = x2 (t)(1 − x(t) − e−t ). Let (J, x(·)) be a maximal solution
defined in t = 0 and such that x(0) > 0.
a) Show that x(t) > 0 for all t ∈ J.
b) Show that for all t ∈ J ∩ [0, +∞[, x0 (t) ≤ x2 (t)(1 − x(t)). Conclude that sup J = +∞ and that
lim supt→+∞ x(t) ≤ 1.
c) Let ε > 0. Show that there exists t0 ∈ R such that for all t ≥ t0 , x0 (t) ≥ x2 (t)(1 − ε − x(t)).
d) Show that x(t) → 1 when t → +∞.

A first look at stability

Exercise 10 (Linearization in dimension 1)


What is the stability of the origin for the equation x0 = λx, with λ ∈ R? Let x∗ be an equilibrium
of the equation x0 = f (x), with f : R → R of class C 1 . Show that x∗ is asymptotically stable if
f 0 (x∗ ) < 0 and unstable if f 0 (x∗ ) > 0: a) directly; b) using the linearization theorem.

Exercise 11 Discuss the stability of the equilibria (or the equilibrium) of the system.
 0
x (t) = y(t)
2
y 0 (t) = (x3 (t) − 1)e−x (t)
1. Show that this problem has a unique maximal solution.

2. Discuss the stability of the equilibria (or the equilibrium) of this system.

You might also like