MA5390 - Ordinary Differential Equations - 2022

Assignment -2

1. Solve the following system of equations by first solving the independent equation

(a) y10 = y1 , y20 = y1 + y2

(b) y10 = 2y1 + y2 , y20 = −y2

2. Obtain the general solution by the method of elimination, that is, elimination of
all but one of the dependent variables by means of differentiation and algebraic
substitution

(a) y10 = 2y1 + y2 , y20 = y1 − y2 + t

(b) y10 = y1 + 2y2 , y20 = 3y1 + 2y2

3. Transform the equation

y 00 + 4y 0 + 40y = 0

into a system of equations and solve. Apply the initial conditions y(0) = 1, y 0 (0) = 0.

4. Discuss the existence and uniqueness of the solution of the following initial value
problems

(a) y10 = y1 + exp(t)y2 , y20 = (sin t)y1 + t2 y2 , y1 (0) = 1, y2 (0) = 0

(b) y10 = y1 + ty2 + exp(t)y3 , y20 = y2 − t2 y3 , y30 = ty1 − y2 + y3 ,

y1 (0) = 1, y2 (0) = y3 (0) = 0

 
cos t sin t
5. Show that Ψ(t) =   is a fundamental matrix for the system
− sin t cos t
 
0 1
Y 0 = AY with A =  .
−1 0

1
  
exp(t) exp(2t)
6. Show that Ψ(t) =   is a fundamental matrix for the system
exp(t) 2 exp(2t)
 
0 1
Y 0 = AY with A =  .
−2 3

7. Find a fundamental matrix of the system Y 0 =AY by finding

 an exponential matrix
    2 1 0
2 0 2 1  
if (i)A = , (ii)A = , (iii)A = 0 2 1
     
0 4 0 2  
0 0 2

8. Find the general solution of each of the following systems by the method of eigenvalues-
eigenvectors

(a) y10 = 6y1 − 7y2 , y20 = y1 − 2y2

(b) y10 = y1 + y2 − 2y3 , y20 = −y1 + 2y2 + y3 , y30 = y2 − y3

(c) y10 = 2y1 + y3 , y20 = y2 , y30 = y1 + 2y3

(d) y10 = 2y1 − y2 , y20 = 2y1 + 4y2

(e) y10 = y1 − y2 , y20 = 5y1 − 3y2

(f) y10 = 3y1 + y2 − y3 , y20 = y1 + 3y2 − y3 , y30 = 3y1 + 3y2 − y3

(g) y10 = y3 , y20 = y1 − 3y3 , y30 = y2 + 3y3

9. Solve the following nonhomogeneous linear systems

(a) y10 = y1 + 2y2 + exp(t), y20 = y1 + y2 − 2 exp(t)

(b) y10 = y1 + y2 + 2t, y20 = 4y1 + y2 − sin t

10. Prove that

(a) If all eigenvalues of A have negative real part, every solution of Y 0 = AY
approaches zero as t tends to infinity
(b) If some eigenvalue of A has a positive real part, Y 0 = AY has an unbounded
solution for all t ≥ 0.
(c) If all eigenvalues of A have negative and zero real parts, Y 0 = AY has a bounded
solution for all t ≥ 0.

2
    
a −b cos b − sin b
11. Let A =  . Then show that eA = ea  .
b a sin b cos b
   
12. Let y1 (x) = 1 x , y2 (x) = x x2 , x ∈ (−∞, ∞). Show that y1 , y2 cannot
be solution of any two dimensional first order system of differential equations.

13. Solve the first order system

 
0 1 0
1  
x0 = Ax, A = 0 1 1 .
 
t  
1 −1 2

Here x is a three dimensional column vector.

14. Test whether each of the following matrices is a fundamental matrix solution of
some first order system of equations x0 = Ax. If yes, find A.

   
t −t t −t 2t t 2t t t 2t
e e e + 2e 2e − e e −e e −e
   
(a)  e −e−t et − 2e−t  , (b)  e2t − et
 t
2e2t − et et − e2t  ,
  
   
t −t t −t 2t t 2t t t 2t
2e e 2(e + e ) 3e − 3e 3e − 3e 3e − 2e

Prove the following Theorems 15-17:

15. Suppose that f¯ is a continuous vector valued function of (n + 1) variables in an

infinite strip

D = {(x, ȳ) : |x − x0 | ≤ a, ||ȳ|| < ∞} ,

a > 0 is a constant. If f¯ satisfies a Lipschitz condition on the whole of D, then

there exists a unique solution of the initial value problem

ȳ 0 = f¯(x, ȳ), ȳ(x0 ) = ȳ0

on the whole interval I = {x : |x − x0 | ≤ a}.

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16. Suppose that f¯ is a continuous vector valued function of (n + 1) variables on the
whole (n + 1) dimensional space

{(x, ȳ) : |x| < ∞, ||ȳ|| < ∞} ,

and that f¯ satisfies a Lipschitz condition on each strip

{(x, ȳ) : |x| ≤ a, ||ȳ|| < ∞} ,

a > 0 is a real number. Then every initial value problem

ȳ 0 = f¯(x, ȳ), ȳ(x0 ) = ȳ0

has a unique solution valid for all real x.

17. Suppose that f (x, y1 , y2 , · · · , yn ) is a continuous function on

D = {(x, ȳ) : |x − x0 | ≤ a, ||ȳ|| < ∞}

and f satisfies a Lipschitz condition on the infinite strip D. Then the initial value
problem

z (n) = f (x, z, z 0 , · · · , · · · , z (n−1) ), z(x0 ) = y01 , z 0 (x0 ) = y02 , · · · , z (n−1) (x0 ) = y0n

has a unique solution valid on the whole of I = {x : |x − x0 | ≤ a}.

18. Consider the initial value problem

y10 = y22 + 1, y20 = y12 , y1 (0) = y2 (0) = 0

in the rectangle
{(x, ȳ) : |x| ≤ 1, |y1 | + |y2 | ≤ 1} .

Discuss the existence and uniqueness of solutions for the above system. Also com-
pute the first two approximate solutions by Picard’s method.

19. Show that

y10 (x) = p(x) cos y1 + q(x) sin y2

y20 (x) = r(x) sin y1 + s(x) cos y2 ,

where p, q, r, s are polynomials, has solution valid for all real x.

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20. Show that the system

y10 = 3y1 + xy3 , y20 = y2 + x3 y3 , y30 = 2xy1 − y2 + ex y3

has a unique solution existing for each real x with initial condition of the form
yi (x0 ) = y0i , i = 1, 2, 3.

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