NATIONAL UNIVERSITY OF SINGAPORE

Department of Mathematics

2023-2024 (Semester 1) MA1513 Tutorial Set 6

To be discussed in week 7 (Oct 2 - 6, 2023).

Hints and selected answers are given on the last two pages.

1. For each of the following SDE, find a fundamental set of solutions and write down
a general solution for the system.
{ ′ { ′ { ′
y1 = y2 y1 = −4y1 y1 = 2y1 − 2y2
(a) (b) (c)
y2′ = −y1 y2′ = −4y2 y2′ = 2y1 + 2y2
{ ′ { ′
y1 = −y1 + y2 y1 = 3y1 + 2y2
(d) ′ (e)
y2 = −4y1 + 3y2 y2′ = −8y1 − 5y2
2. Using the SDE in question 1 above, solve the initial value problem with each of
the following initial conditions respectively:
(a) y1 (π/2) = 1, y2 (π/2) = 2; (b) y1 (1) = 2e−2 , y2 (1) = 4e−4 ;
(c) y1 (π) = −1, y2 (π) = −1; (d) y1 (0) = 2, y2 (0) = 1; (e) y1 (0) = 3, y2 (0) = 2.

3. For each of the following SDE, (i) determine the type of equilibrium point and
its stability; (ii) sketch a few trajectories in the phase portrait, indicating the
directions; (iii) write down the general solution.
( ) ( )
′ 1 1 ′ 6 9
(a) y = y; (b) y = y;
3 −1 1 6
( ) ( )
′ 0 2 ′ −4 0
(c) y = y; (d) y = y
−9 0 0 −3
( ) ( )
′ 0 2 ′ −1 1
(e) y = y; (f) y = y.
−5 −2 1 −1
4. Given a mass-spring system that keeps oscillating without coming to a halt. Sup-
pose the spring constant is k Newton/metre and the mass of the ball is 1 kg.

(i) Express the oscillation of the system as an SDE.

(ii) Describe the equilibrium point and the stability of this system.
(iii) Find the solution of the system in terms of k if the starting position of the
ball is 1 metre below the rest position with an initial velocity of 1/2 metre
per second.
(iv) If we now introduce damping to the system, find the possible values of the
damping constant in terms of k for the ball to come to rest as quickly as
possible without oscillation.

1
5. Without the help of any phase plane plotter app or finding the eigenvalues and
eigenvectors,

(i) match each of the following systems with the right direction field among the
diagrams below;
(ii) identify the type of equilibrium point and stability associated to each digram.
{ ′ { ′
y1 = y1 y1 = −y1
(a) ′ , (b)
y2 = y2 y2′ = −y2
( ) ( )
′ 0 1 ′ 1 1
(c) y = y, (d) y = y
1 −1 1 −1

2
 6. A simple model that describes the nutrients in a food chain is given in the diagram
below. The three compartments are phytoplankton, water and zooplankton with
amount of nutrients y1 (t), y2 (t), y3 (t) at time t respectively. The constant alongside
the arrow connecting one compartment to another indicates the rate the nutrients
from that compartment pass to the other.

(i) Find the system of differential equations that describe the amount of nutrients
in each compartment at time t.
(ii) Write down the general solution of this system by finding the eigenvalue and
eigenvectors of the underlying matrix of the system in (i).

Hints and selected answers

Note: Eigenvectors of a given matrix are not unique. For example, if v is an eigenvec-
tor corresponding to a certain eigenvalue λ, then any scalar multiple kv will also be an
eigenvector for λ.
The choice of your eigenvectors will affect how your basis and general solution of the SDE
look. But it will not affect the particular solution of an initial value problem on SDE.

1. Find the eigenvalues and eigenvectors for the underlying matrix in each case to
form a fundamental set of solutions for the system.
The general solution in each case are given below: ( )
1
(a) y1 = c1 cos t + c2 sin t, y2 = −c1 sin t + c2 cos t (using eigenvectors )
( ) ( ) ±i
−4t −4t 1 0
(b) y1 = c1 e , y2 = c2 e (using eigenvectors , )
0 1
1 = c1 e cos 2t+c2 e sin 2t, y2 = −c1 e sin 2t+c2 e cos 2t (using eigenvectors
2t 2t 2t 2t
(c) y)
(
1
)
±i ( )
t t t t 1
(d) y1 = c1 e + c2 e (t + 1), y2 = 2c1 e + c2 e (2t + 3) (using eigenvectors )
(2 )
−1
(e) y1 = −c1 e−t − c2 e−t (t + 41 ), y2 = 2c1 e−t + c2 e−t (2t) (using eigenvectors )
2

3
2. (a) y1 = −2 cos t + sin t, y2 = 2 sin t + cos t
(b) y1 = 2e2−4t , y2 = 4e−4t
(c) y1 = −e2t−2π cos 2t + e2t−2π sin 2t, y2 = −e2t−2π sin 2t − e2t−2π cos 2t
(d) y1 = 2et − 3tet , y2 = et − 6tet
(e) y1 = 3e−t + 16te−t , y2 = 2e−t − 32te−t
( ) ( )
−2t −1 2t 1
3. (a) y = c1 e + c2 e ;
( ) 3 ( ) 1
3t −3 9t 3
(b) y = c1 e + c2 e ;
1 1
(√ √ ) (√ √ ) (√ )
2 cos 3√ 2t 2 sin 3√ 2t 2
(c) y = c1 + c2 (using eigenvectors );
−3(sin)3 2t 3 cos 3 2t ±3i
( )
−4t 1 −3t 0
(d) y = c1 e + c2 e ;
( 0 1 ) ( )
−t 2 cos 3t −t 2 sin 3t
(e) y = c1 e + c2 e (using eigenvectors
( ) − cos 3t − 3 sin 3t − sin 3t + 3 cos 3t
2
);
−1 ± 3i ( ) ( )
1 −2t −1
(f) y = c1 + c2 e .
1 1
4. Refer to (section )
4.4 slide 15-16.
0 1
(i) y ′ = y.
−k 0
(ii) Centre;
( neutrally stable.
1
√ √ )
√ sin kt + cos kt
(iii) y = 12 k √ √ √ .
cos kt − k sin kt
√2
(iv) c = 2 k.

5. (i) Test with some appropriate points on the phase plane and pre-multiply the
coordinates of the point with the underlying matrix of the system to see the cor-
responding tangent vector. Refer to section 4.3 slide 5.
(ii) Trace a few trajectories following the flow of the vector fields to identify the
type of equilibrium points.
     
−10 −1 5
6. (ii) General solution: y = c1 e−0.17t  7  + c2 e−0.1t  0  + c3 5.
3 1 7