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185 PSet 3

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25 views2 pages

185 PSet 3

Uploaded by

Sofia Mansilla
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math 18500 - Problem Set 3

Problem 1. This is a continuation of the previous problem set.


(1) Write the system in matrix form.
(2) Determine the initial velocity of the solution with initial values (x(0), y(0)) = (1, 0).
(3) Find the general solution of the system.
(4) Roughly sketch a solution of the system which exhibits its asymptotic behaviors.
(5) Find the solution with initial values (x(0), y(0)) = (1, 0) explicitly.
 ′  ′
x = −x + 4y x = x − 2y
a. , b. .
y ′ = −4x − y y′ = x − y
Problem 2. Consider the inhomogeneous system of linear equations
dx dy
= 1 − x, = x − y − 2.
dt dt
a. Write the system in matrix form, d⃗ x
dt = A⃗x + ⃗b, and show that all the eigenvectors of the matrix A
parallel. Therefore, our standard methods will not apply to this system.
b. Find the equilibrium point of the system.
c. Find the general solution of the corresponding homogeneous system, d⃗ xh
dt = A⃗ xh .
Hint: First solve for xh using the equation which does not involve yh . Then plug the result in to the
other equation, and solve for yh .
d. Find the general solution of the original (inhomogeneous) system.
e. Based on your solution, is the equilibrium stable or unstable?
Note: https://homepages.bluffton.edu/~nesterd/apps/slopefields.html is useful to plot the solutions.
Problem 3. A standard technique for studying equilibrium points of nonlinear systems of ODE,
x′ = P (x, y), y ′ = Q(x, y)
is to use linear approximations of the components of the velocity field:
P (x, y) ≈ P (x0 , y0 ) + Px (x0 , y0 )(x − x0 ) + Py (x0 , y0 )(y − y0 )
Q(x, y) ≈ Q(x0 , y0 ) + Qx (x0 , y0 )(x − x0 ) + Qy (x0 , y0 )(y − y0 ).
In the vicinity of an equilibrium point (i.e. P (x0 , y0 ) = Q(x0 , y0 ) = 0), solutions of the linearized system
x′ = Px (x0 , y0 )(x − x0 ) + Py (x0 , y0 )(y − y0 )
y ′ = Qx (x0 , y0 )(x − x0 ) + Qy (x0 , y0 )(y − y0 )
are accurate approximations of the solutions of the nonlinear system (during any interval of time in which
the solution remains close to the equilibrium).
a. Consider the nonlinear system of differential equations
x′ = x2 − y 2 + 3 = P (x, y), y ′ = 5 − x2 − y 2 = Q(x, y).
Identify the four equilibrium points of the system, by setting x′ = y ′ = 0.
b. Make a schematic sketch of the velocity field of the system, by carrying out the following steps:
(1) Draw the nullclines. These are the isoclines where the velocity field has slope 0 or ∞. Equiva-
lently, they are the curves along which one component of the velocity is zero (P = 0 or Q = 0).
Note: The equilibrium points should be located where the nullclines intersect.
(2) The nullclines divide the xy plane into several regions. For each region, determine whether P
and Q are positive or negative in the region, and draw a vector in the region which is consistent
with these signs (e.g. up and to the right, if P > 0 and Q > 0).
Tip: First evaluate the velocity field at the point (0, 0), and draw this vector in your picture.
(3) Draw velocity vectors of the correct direction along the nullclines (e.g. up, if P = 0 and Q > 0).
The vectors you draw will have different directions along different segments of each nullcline -
make sure that they are consistent with the vectors you have drawn in the neighboring regions.
1
2

c. One of the equilibrium points you found in part a should be (1, 2). Write down the corresponding
linearized system, and convert it into matrix form.
Tip: First write out general formulas for Px , Py , Qx , and Qy , then plug in the equilibrium points.
d. For the linearized system in part c, is it stable or unstable?
Note: Because solutions of the linearized system approximate solutions of the nonlinear system, this
shows whether the corresponding equilibrium of the nonlinear system is stable or unstable.
https://homepages.bluffton.edu/~nesterd/apps/slopefields.html is helpful to visualize it.
Problem 4. Solve the following initial value problems using the “exponential ansatz” method.
a. y ′′ + y ′ − 12y = 0 , y(0) = 3 , y ′ (0) = 2
b. y ′′ + y ′ = 0 , y(0) = 0 , y ′ (0) = −2
c. y ′′ + 2y ′ + 2y = 0 , y(π) = 0 , y ′ (π) = 1
Problem 5. Consider the two equations: y ′′ + 6y ′ + 9y = 0 and y ′′ − 3y ′ + 2y = 0.
a. Write each ODE in operator form as (D2 + aD + b)y = 0, and find a factorization
D2 + aD + b = (D − λ1 )(D − λ2 ).
b. For the equation with λ1 = λ2 . Find the general solution by repeated integration.
Problem 6. It is often useful to consider second order equations with boundary conditions, where instead
of specifying initial values y(t0 ) and y ′ (t0 ) we specify values y(t0 ) and y(t1 ) at an initial time t0 and a final
time t1 . Problems of this form are called boundary value problems.
To find all solutions of a boundary value problem, you just produce the general solution of the equation in
terms of two unspecified coefficients c1 and c2 , and then substitute the times t0 and t1 . This gives you a
system of equations which you can try to solve for c1 and c2 .
However, solutions of boundary value problems are not guaranteed to exist, and sometimes a boundary value
problem will have more than one solution. The following problem illustrates that phenomenon.
a. Find the unique solution of the boundary value problem
y ′′ − 4y = 0 , y(0) = 0 , y(ln(2)) = 15.
b. Find an infinite number of solutions of the boundary value problem
y ′′ + 4y = 0 , y(0) = 0 , y(π) = 0.
c. Show that the boundary value problem
y ′′ + 4y = 0 , y(0) = 0 , y(π) = 1
has no solution.
d. In general, what conditions on t0 , t1 , y0 , y1 , and k are needed in order to guarantee that the boundary
value problem
y ′′ + ky = 0 , y(t0 ) = y0 , y(t1 ) = y1
has exactly one solution?
Hint: Consider the cases where k is negative and positive separately. Then determine the solvability
condition for the unspecified coefficients c1 and c2 appearing in the general solution.
Problem 7. Consider the third order linear homogeneous equation
y ′′′ + y ′′ + y ′ + y = 0.
a. Find all of the exponential solutions of this equation (real and complex).
Hint: For all values of a and b we have the factorization y 3 + ay 2 + by + ab = (y + a)(y 2 + b).
b. Solve the initial value problem
y ′′′ + y ′′ + y ′ + y = 0 , y(0) = 2 , y ′ (0) = 1 , y ′′ (0) = 0.
Hint: For each complex exponential solution in part a, its real and imaginary parts are also solutions.
So we obtain three real solutions: y1 (t), y2 (t), y3 (t). Their linear combination is also a solution.

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