AEM 3e Chapter 11
AEM 3e Chapter 11
AEM 3e Chapter 11
11 Differential Equations
EXERCISES 11.1
Autonomous Systems
21. (a) From Exercises 10.2, Problem 35, x = c1 (sin t − cos t)e4t + c2 (− sin t − cos t)e4t and y = 2c1 (cos t) e4t +
2c2 (sin t) e4t . Because of the presence of e4t , there are no periodic solutions.
(b) From X(0) = (−1, 2) it follows that c1 = 1 and c2 = 0. Therefore x = (sin t − cos t)e4t and y = 2(cos t) e4t .
194
11.2 Stability of Linear Systems
(c)
EXERCISES 11.2
Stability of Linear Systems
3. (a) All solutions are unstable spirals which become unbounded as t increases.
(b)
195
11.2 Stability of Linear Systems
6. (a) All solutions become unbounded and y = x/2 serves as the asymptote.
(b)
9. Since ∆ = −41 < 0, we can conclude from Figure 11.18 in the text that (0, 0) is a saddle point.
12. Since ∆ = 1 and τ = −1, τ 2 − 4∆ = −3 and so from Figure 11.18, (0, 0) is a stable spiral point.
15. Since ∆ = 0.01 and τ = −0.03, τ 2 − 4∆ < 0 and so from Figure 11.18, (0, 0) is a stable spiral point.
18. Note that ∆ = 1 and τ = µ. Therefore we need both τ = µ < 0 and τ 2 − 4∆ = µ2 − 4 < 0 for (0, 0) to be a
stable spiral point. These two conditions can be written as −2 < µ < 0.
21. AX1 + F = 0 implies that AX1 = −F or X1 = −A−1 F. Since Xp (t) = −A−1 F is a particular solution, it
follows from Theorem 8.6 that X(t) = Xc (t) + X1 is the general solution to X = AX + F. If τ < 0 and ∆ > 0
then Xc (t) approaches (0, 0) by Theorem 11.1(a). It follows that X(t) approaches X1 as t → ∞.
24. (a) The critical point is X1 = (−1, −2).
(b) From the graph, X1 appears to be a stable node or a degenerate stable node.
EXERCISES 11.3
Linearization and Local Stability
3. The critical points are x = 0 and x = n + 1. Since g (x) = k(n + 1) − 2kx, g (0) = k(n + 1) > 0 and
g (n + 1) = −k(n + 1) < 0. Therefore x = 0 is unstable while x = n + 1 is asymptotically stable. See Theorem
11.2 in the text.
6. The only critical point is v = mg/k. Now g(v) = g − (k/m)v and so g (v) = −k/m < 0. Therefore v = mg/k is
an asymptotically stable critical point by Theorem 11.2.
196
11.3 Linearization and Local Stability
Since a < bc, −a + bc > 0 and a − bc < 0. Therefore P = a/b is unstable while P = c is asymptotically stable.
12. Critical points are (1, 0) and (−1, 0), and
2x −2y
g (X) = .
0 2
At X = (1, 0), τ = 4, ∆ = 4, and so τ 2 − 4∆ = 0. We can conclude that (1, 0) is unstable but we are unable to
classify this critical point any further. At X = (−1, 0), ∆ = −4 < 0 and so (−1, 0) is a saddle point.
15. Since x2 − y 2 = 0, y 2 = x2 and so x2 − 3x + 2 = (x − 1)(x − 2) = 0. It follows that the critical points are (1, 1),
(1, −1), (2, 2), and (2, −2). We next use the Jacobian
−3 2y
g (X) =
2x −2y
to classify these four critical points. For X = (1, 1), τ = −5, ∆ = 2, and so τ 2 − 4∆ = 17 > 0. Therefore (1, 1) is
a stable node. For X = (1, −1), ∆ = −2 < 0 and so (1, −1) is a saddle point. For X = (2, 2), ∆ = −4 < 0 and
so we have another saddle point. Finally, if X = (2, −2), τ = 1, ∆ = 4, and so τ 2 − 4∆ = −15 < 0. Therefore
(2, −2) is an unstable spiral point.
18. We found that (0, 0), (0, 1), (0, −1), (1, 0) and (−1, 0) were the critical points in Problem 15, Section 11.1. The
Jacobian is
1 − 3x2 − 3y 2 −6xy
g (X) = .
−2xy 3 − x2 − 9y 2
For X = (0, 0), τ = 4, ∆ = 3 and so τ 2 − 4∆ = 4 > 0. Therefore (0, 0) is an unstable node. Both (0, 1) and
(0, −1) give τ = −8, ∆ = 12, and τ 2 − 4∆ = 16 > 0. These two critical points are therefore stable nodes. For
X = (1, 0) or (−1, 0), ∆ = −4 < 0 and so saddle points occur.
21. The corresponding plane autonomous system is
1
θ = y, y = (cos θ − ) sin θ.
2
Since |θ| < π, it follows that critical points are (0, 0), (π/3, 0) and (−π/3, 0). The Jacobian matrix is
0 1
g (X) =
cos 2θ − 12 cos θ 0
and so at (0, 0), τ = 0 and ∆ = −1/2. Therefore (0, 0) is a saddle point. For X = (±π/3, 0), τ = 0 and ∆ = 3/4.
It is not possible to classify either critical point in this borderline case.
24. The corresponding plane autonomous system is
4x
x = y, y = − − 2y
1 + x2
and the only critical point is (0, 0). Since the Jacobian matrix is
0 1
g (X) =
1 − x2 ,
−4 −2
(1 + x2 )2
τ = −2, ∆ = 4, τ 2 − 4∆ = −12, and so (0, 0) is a stable spiral point.
197
11.3 Linearization and Local Stability
33. (a) x = 2xy = 0 implies that either x = 0 or y = 0. If x = 0, then from 1 − x2 + y 2 = 0, y 2 = −1 and there are
no real solutions. If y = 0, 1 − x2 = 0 and so (1, 0) and (−1, 0) are critical points. The Jacobian matrix is
2y 2x
g (X) =
−2x 2y
and so τ = 0 and ∆ = 4 at either X = (1, 0) or (−1, 0). We obtain no information about these critical
points in this borderline case.
x = y, y = x2 − x + 1
198
11.4 Autonomous Systems as Mathematical Models
For x0 near π/6, if X(0) = (x0 , 0) then c2 = −x0 − 2 cos x0 and y 2 = x + 2 cos x − x0 − 2 cos x0 . Thus, there
are two values of y for each x in a sufficiently small interval around π/6. Therefore (π/6, 0) is a center.
EXERCISES 11.4
Autonomous Systems as Mathematical Models
199
11.4 Autonomous Systems as Mathematical Models
If X1 = (x1 , y1 ) is a critical point, y1 = 0 and f (x1 ) = 0. The Jacobian at this critical point is therefore
0 1
g (X1 ) = β .
−gf (x1 ) −
m
6. (a) If f (x) = cosh x, f (x) = sinh x and [f (x)]2 + 1 = sinh2 x + 1 = cosh2 x. Therefore
dy y sinh x 1
= = −g .
dx x cosh2 x y
We can separate variables to show that y 2 = 2g/ cosh x+c. But x(0) = x0 and y(0) = x (0) = v0 . Therefore
c = v02 − (2g/ cosh x0 ) and so
2g 2g
y2 = − + v02 .
cosh x cosh x0
Now
2g 2g 2g cosh x0
− + v02 ≥ 0 if and only if cosh x ≤
cosh x cosh x0 2g − v02 cosh x0
and the solution to this inequality is an interval [−a, a]. Therefore each x in (−a, a) has two corresponding
values of y and so the solution is periodic.
(b) Since z = cosh x, the maximum height occurs at the largest value of x on the cycle. From (a), xmax = a
where cosh a = 2g cosh x0 /(2g − v02 cosh x0 ). Therefore
2g cosh x0
zmax = .
2g − v02 cosh x0
9. (a) In the Lotka-Volterra Model the average number of predators is d/c and the average number of prey is a/b.
But
x = −ax + bxy − 1 x = −(a + 1 )x + bxy
y = −cxy + dy − 2 y = −cxy + (d − 2 )y
and so the new critical point in the first quadrant is (d/c − 2 /c, a/b + 1 /b).
(b) The average number of predators d/c − 2 /c has decreased while the average number of prey a/b + 1 /b has
increased. The fishery science model is consistent with Volterra’s principle.
12. ∆ = r1 r2 , τ = r1 + r2 and τ 2 − 4∆ = (r1 + r2 )2 − 4r1 r2 = (r1 − r2 )2 . Therefore when r1 = r2 , (0, 0) is an
unstable node.
15. K1 /α12 < K2 < K1 α21 and so α12 α21 > 1. Therefore ∆ = (1 − α12 α21 )x̂ŷ r1 r2 /K1 K2 < 0 and so (x̂, ŷ) is a
saddle point.
18. (a) The magnitude of the frictional force between the bead and the wire is µ(mg cos θ) for some µ > 0. The
component of this frictional force in the x-direction is
(µmg cos θ) cos θ = µmg cos2 θ.
But
1 µmg
cos θ = and so µmg cos2 θ = .
1 + [f (x)]2 1 + [f (x)]2
It follows from Newton’s Second Law that
f (x) µ
mx = −mg − βx + mg
1 + [f (x)]2 1 + [f (x)]2
and so
µ − f (x) β
x = g − x.
1 + [f (x)]2 m
200
11.4 Autonomous Systems as Mathematical Models
(b) A critical point (x, y) must satisfy y = 0 and f (x) = µ. Therefore critical points occur at (x1 , 0) where
f (x1 ) = µ. The Jacobian matrix of the plane autonomous system is
0 1
g (X) = (1 + [f (x)]2 )(−f (x)) − (µ − f (x))2f (x)f (x)
β
g −
(1 + [f (x)]2 )2 m
and so at a critical point X1 ,
0 1
g (X) = −gf (x1 ) β .
2
−
1+µ m
Therefore τ = −β/m < 0 and ∆ = gf (x1 )/(1 + µ2 ). When f (x1 ) < 0, ∆ < 0 and so a saddle point
occurs. When f (x1 ) > 0 and
β2 f (x1 )
τ 2 − 4∆ = 2 − 4g < 0,
m 1 + µ2
(x1 , 0) is a stable spiral point. This condition can also be written as
f (x1 )
β 2 < 4gm2 .
1 + µ2
21. The equation
y αy
x =α x−x=x −1 =0
1+y 1+y
implies that x = 0 or y = 1/(α − 1). When α > 0, ŷ = 1/(α − 1) > 0. If x = 0, then from the differential
equation for y , y = β. On the other hand, if ŷ = 1/(α − 1), ŷ/(1 + ŷ) = 1/α and so x̂/α − 1/(α − 1) + β = 0.
It follows that
1 α
x̂ = α β − = [(α − 1)β − 1]
α−1 α−1
and if β(α − 1) > 1, x̂ > 0. Therefore (x̂, ŷ) is the unique critical point in the first quadrant. The Jacobian
matrix is y αx
α −1 2
y+1 (1 + y)
g (X) =
y −x
− − 1
1+y (1 + y)2
and for X = (x̂, ŷ), the Jacobian can be written in the form
(α − 1)2
0 x̂
α
g ((x̂, ŷ)) = .
1 (α − 1)2
− − −1
α α2
It follows that
(α − 1)2 (α − 1)2
τ =− 2
x̂ + 1 < 0, ∆ = x̂
α α2
and so τ = −(∆ + 1). Therefore τ 2 − 4∆ = (∆ + 1)2 − 4∆ = (∆ − 1)2 > 0. Therefore (x̂, ŷ) is a stable node.
201
11.4 Periodic
11.5 Autonomous Systems
Solutions, as Mathematical
Limit Models
Cycles, and Global Stability
∂P ∂Q
3. For P = −x + y 2 and Q = x − y, + = −2 < 0. Therefore there are no periodic solutions by
∂x ∂y
Theorem 11.5.
6. From y = xy − y = y(x − 1) = 0 either y = 0 or x = 1. If y = 0, then from 2x + y 2 = 0, x = 0. Likewise x = 1
implies that 2 + y 2 = 0, which has no real solutions. Therefore (0, 0) is the only critical point. But g ((0, 0))
has determinant ∆ = −2. The single critical point is a saddle point and so, by the corollary to Theorem 11.4,
there are no periodic solutions.
∂ ∂
9. For δ(x, y) = eax+by , (δP ) + (δQ) can be simplified to
∂x ∂y
eax+by [−bx2 − 2ax + axy + (2b + 1)y].
Setting a = 0 and b = −1/2,
∂ ∂ 1
(δQ) = x2 e− 2 y
1
(δP ) +
∂ ∂y 2
which does not change signs. Therefore by Theorem 11.6 there are no periodic solutions.
12. The corresponding plane autonomous system is x = y, y = g(x, y) and so
∂P ∂Q ∂g ∂g
+ = = = 0
∂x ∂y ∂y ∂x
∂P ∂Q
in the region R. Therefore + cannot change signs and so there are no periodic solutions by
∂x ∂y
Theorem 11.5.
15. If n = (−2x, −2y),
V · n = 2x2 − 4xy + 2y 2 + 2y 4 = 2(x − y)2 + 2y 4 ≥ 0.
Therefore x2 + y 2 ≤ r serves as an invariant region for any r > 0 by Theorem 11.7.
18. The corresponding plane autonomous system is
x = y, y = y(1 − 3x2 − 2y 2 ) − x
and it is easy to see that (0, 0) is the only critical point. If n = (−2x, −2y) then
V · n = −2xy − 2y 2 (1 − 3x2 − 2y 2 ) + 2xy = −2y 2 (1 − 2r2 − x2 ).
√
If r = 2 , 2r2 = 1 and so V · n = 2x2 y 2 ≥ 0. Therefore
1
2
1
4 ≤ x2 + y 2 ≤ 1
2 serves as an invariant region. By
Theorem 11.8(ii) there is at least one periodic solution.
∂P ∂Q
21. (a) + = 2xy − 1 − x2 ≤ 2x − 1 − x2 = −(x − 1)2 ≤ 0. Therefore there are no periodic solutions.
∂x ∂y
(b) If (x, y) is a critical point, x2 y = 12 and so from x = x2 y − x + 1, 12 − x + 1 = 0. Therefore x = 32 and so
y = 29 . For this critical point, τ = − 31 12 < 0, ∆ = 4 > 0, and τ − 4∆ < 0. Therefore ( 2 , 9 ) is a stable
9 2 3 2
202
CHAPTER 11 REVIEW EXERCISES
β 3k 2
For X = (0, 0), τ = − < 0, ∆ = s > 0. Therefore
m m
β2 12k 2 1
τ 2 − 4∆ = − s = 2 (β 2 − 12kms2 ).
m2 m m
Therefore (0, 0) is a stable node if β 2 > 12kms2 and a stable spiral point provided β 2 < 12kms2 , where
ks3 = mg.
21. (a) If x = θ and y = x = θ , the corresponding plane autonomous system is
g β
x = y, y = ω 2 sin x cos x − sin x − y.
l ml
∂P ∂Q β
Therefore + =− < 0 and so there are no periodic solutions.
∂x ∂y ml
(b) If (x, y) is a critical point, y = 0 and so sin x(ω 2 cos x − g/l) = 0. Either sin x = 0 (in which case x = 0)
of cos x = g/ω 2 l. But if ω 2 < g/l, g/ω 2 l > 1 and so the latter equation has no real solutions. Therefore
(0, 0) is the only critical point if ω 2 < g/l. The Jacobian matrix is
0 1
g (X) =
ω 2 cos 2x − gl cos x − ml
β
203
CHAPTER 11 REVIEW EXERCISES
and so τ = −β/ml < 0 and ∆ = g/l − ω 2 > 0 for X = (0, 0). It follows that (0, 0) is asymptotically stable
and so after a small displacement, the pendulum will return to θ = 0, θ = 0.
(c) If ω 2 > g/l, cos x = g/ω 2 l will have two solutions x = ±x̂ that satisfy −π < x < π. Therefore (±x̂, 0)
are two additional critical points. If X1 = (0, 0), ∆ = g/l − ω 2 < 0 and so (0, 0) is a saddle point. If
X1 = (±x̂, 0), τ = −β/ml < 0 and
g g2 g2 g2
∆ = cos x̂ − ω 2 cos 2x̂ = 2 2 − ω 2 2 4 2 − 1 = ω 2 − 2 2 > 0.
l ω l ω l ω l
Therefore (x̂, 0) and (−x̂, 0) are each stable. When θ(0) = θ0 , θ (0) = 0 and θ0 is small we expect the
pendulum to reach one of these two stable equilibrium positions.
(d) In (b), (0, 0) is a stable spiral point provided
β2 g
τ 2 − 4∆ = − 4 − ω 2
< 0.
m2 l 2 l
This condition is equivalent to β < 2ml g/l − ω 2 . In (c), (±x̂, 0) are stable spiral points provided that
β2 g2
τ 2 − 4∆ = 2 2 − 4 ω 2 − 2 2 < 0.
m l ω l
This condition is equivalent to β < 2ml ω 2 − g 2 /(ω 2 l2 ) .
204