MAT306X/202/2008

DEPARTMENT OF MATHEMATICAL
SCIENCES

MATHEMATICS (MAT306X)
SOLUTIONS FOR ASSIGNMENT 02/2008
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SOLUTIONS FOR ASSIGNMENT 02

Dear Student,
The solutions of Assignment 02 follow below. Please study the solutions carefully together with your marked
assignment.

1. Given the system

 
3 2 4
 
Ẋ =  2 0 2  X.
4 2 3

(a) Show that λ = −1 is a double root of the characteristic equation C(λ) = 0.

(b) Find two linearly independent solutions of the form

   
v1 u1
   
e−t =  v 2  and e−t =  u 2 
v3 u3

corresponding to λ = −1, where v i and u i , i = 1, 2, 3 are to be determined.

(c) Use the method of contradiction to show that no root vector of order 2 corresponding to λ = 1 exists.
Which Theorem in the prescribed book can be called upon to confirm this statement?

Solution:

(a) C(λ) = 0 if and only if

3−λ 2 4
2 −λ 2 = 0 ⇔ −λ3 + 6λ2 + 15λ + 8 = 0,
4 2 3−λ

which is equivalent to −(λ + 1)2 (λ − 8) = 0.

The roots are λ = −1 (twice) and λ = 8. λ = −1 is therefore a double root of C(λ) = 0.

(b) When λ = −1 the constants v 1 , v 2 , v 3 in

T
v 1 e−t , v 2 e−t , v 3 e−t

must satisfy

4v 1 + 2v 2 + 4v 3 = 0
2v 1 + v 2 + 2v 3 = 0
4v 1 + 2v 2 + 4v 3 = 0.
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By choosing v 1 = 1 and v 2 = −2 we obtain v 3 = 0 and thus

 
1
 
X1 (t) = e−t  −2 
0

is a solution corresponding to λ = −1. On the other hand the choice v 1 = 1 and v 3 = −1 yields v 2 = 0 and
therefore  
1
 
X2 (t) = e−t  0 
−1

is a second solution corresponding to λ = −1.

Next we show that X1 (t) and X2 (t) are linearly independent. Assume c1 and c2 are constants such that

c1 X1 (t) + c2 X2 (t) = 0 (1)

for all t in (−∞, ∞). Since (1) must hold for t = 0, we have
   
1 1
   
c1  −2  + c2  0  = 0.
0 −1

It is clear that only c1 = c2 = 0 can satisfy this set of equations.

(c) Suppose there exists a root vector [u 1 , u 2 , u 3 ]T corresponding to λ = −1. Then

4u 1 + 2u 2 + 4u 3 = 1
2u 1 + u 2 + 2u 3 = −2
4u 1 + 2u 2 + 4u 3 = 0

holds. The first and third equations show that no solutions for u 1 , u 2 , u 3 exist. (Subtract the third equation
from the first — this gives 0 = 1! ) Therefore no root vector of order 2 corresponding to λ = −1 exists.

2. Solve the initial value problem

   
1 0 0 −1
   
Ẋ =  −4 1 0  = X , X(0) =  2 .
3 6 2 −30

Solution:
The characteristic equation C(λ) = 0 has roots λ = 2 and λ = 1 (twice). λ = 2 yields the eigenvector
[0, 0, 1]T so that  
0
  2t
X1 (t) =  0  e
1
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is a solution. For λ = 1 we obtain the eigenvector [0, 1, −6]T so that

 
0
 
X2 (t) =  1  et
−6

is a second solution.

Suppose now that [u 1 , u 2 , u 3 ]T is a root vector of order 2 corresponding to λ = 1. Then

    
0 0 0 u1 0
    
 −4 0 0   u 2  =  1 
3 6 1 u3 −6

from which u 1 = − 14 (from the second equation) and so, from the third equation we have

1
6u 2 + u 3 = −5 .
4

Choose u 2 = −1, then u 3 = 34 . Therefore

   
− 14 0
   
X3 (t) = et  −1  + t  1 
3
4
−6

is a third solution.

The general solution is therefore


  
0 0
   
X(t) = c1  0  e2t + c2  1  et
1 −6
 1   
−4 0
   
+c3  −1  + t  1  et .
3
4
−6

 
−1
 
From the initial condition X(0) =  2  follows that
−30

1
− c3 = −1
4
c2 − c3 = 2
3
c1 − 6c2 + c3 = −30
4
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so that clearly c3 = 4, c2 = 6 and c1 = 3. This yields the solution


  
0 0
   
X(t) = 3  0  e2t + 6  1  et
1 −6
 1   
−4 0
   
+4  −1  + t  1  et
3
4
−6
     
0 0 −1
     
= 3  0  e2t + 4  1  tet +  2  et .
1 −6 −33

3. Use Theorem 4.11 of the study guide to solve the inhomogeneous system

−1 1 1
Ẋ = X+ .
−2 1 cot t

Solution:

The characteristic equation C(λ) = 0 has roots λ = ±i. An eigenvector corresponding to λ = i is

1
U= .
1+i

From this we obtain, with the aid of Theorem 2.7 on p. 32 of the study guide, the two real solutions

cos t sin t
and .
cos t − sin t cos t + sin t

A fundamental matrix is therefore

cos t sin t
(t) = .
cos t − sin t cos t + sin t

Now
−1 cos t + sin t − sin t
(t) =
sin t − cos t cos t

Therefore, by choosing t0 = π2 , we have, from Theorem 4.11 of the study guide,

t
cos s + sin s − sin s 1
X p (t) = (t) ds
π
2
sin s − cos s cos s cot s

= (t) J
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where
t
sin s
J = ds
π
2
− cos s + cosec s

cos2 s 1 − sin2 s
(recall = = cosec s − sin s )
sin s sin s
t
− cos s
=
− sin s − ln | cosec s + cot s| π
2

− cos t
= .
− sin t − ln | cosec t + cot t| + 1

This yields

X p (t) = (t)J

−1 + sin t (1 − ln | cosec t + cot t | )

=
−1 + (cos t + sin t) (1 − ln | cosec t + cot t | )

A general solution of the given system is

X(t) = X p (t) + (t)K

with K a constant vector.

4. Use Corollary 4.12 on p. 62 of the study guide to solve the inhomogeneous system

1 0 t
Ẋ = X+ .
0 2 e4t

Solution:

The characteristic equation C (λ) = 0 has roots λ = 1 and λ = 2. The corresponding eigenvectors are

1
λ=1 : et
0

0
λ=2 : e2t
1

A normalized fundamental matrix is therefore

et 0
(t) =
0 e2t
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From Corollary 4.12 on p. 62 of the study guide it follows that

t
X p (t) = (t − s)F(s)ds
0

t
et−s 0 s
= ds
0 0 e2t−2s e4s
t
set−s
= ds
0 e2t+2s
t
−(s + 1)et−s
= 1 2t+2s
2
e 0

et − t − 1
= 1 4t
2
e − 12 e2t

A general solution of the given system is

X p (t) = X p (t) + (t)K

with K a constant vector.

5. In your prescribed book the norms of a vector

X = [x1 , x2 , . . . , xn ]

and the matrix

A = ai j

are respectively defined as

n n
||X|| = xi2 and ||A|| = ai2 j .
i=1 i, j =1

Alternatively we can define

n n
||X|| = |xi | and ||A|| = max ai j .
j=1,...,n
i=1 i =1

The latter definition means that the norm of a matrix A is defined as the maximum of the sums obtained
by addition of the absolute values of the entries in each column of A.

Now consider the system

ẋ1 = −(sin t)x2 + 4

ẋ2 = −x1 + 2t x2 − x3 + et
1
ẋ3 = 3(cos t)x1 + x2 + x3 − 5t 2 .
t
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Assume there exist solutions X and Y on (1, 3) with

X(2) = [7; 3; −2]T and Y(2) = [6.7; 3.2; −1.9]T

Use the alternative definitions given above to estimate the error

||X(t) − Y(t)|| for 1 < t < 3.

Solution:
For the given system  
0 − sin t 0
 
A(t) =  −1 2t −1 
1
3 cos t 1 t

so that
1
A(t) = max 1 + 3 |cos t| , |sin t| + 2t + 1, 1 +
t

≤ max {4, 2 + 2t, 2}

= 2 + 2t since 1 < t < 3.

By the inequality of Gronwall we have

t ∗
X(t) − Y(t) ≤ X(2) − Y(2) exp A(s) ds
2

i.e.
t
2 (2+ 2s) ds
X(t) − Y(t) ≤ X(2) − Y(2) e

≤ (0.3 + 0.2 + 0.1)e7

= 0.6e7 .

The term e7 is obtained by computing the integral and bearing in mind that t < 3. (The proof of ∗ is similar
to the proof of Theorem 4.14 in the study guide.)
A less sharp estimate can be obtained by using A(t) < 8 on 1 < t < 3. In this case it follows that

X(t) − Y(t) ≤ X(2) − Y(2) e8|t−2|

< 0.6e8 .

Remark:
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Many students have difficulty with computing A by using the definition

3
A = max ai j .
j=1,2,3
i=1

The secret is simply to write this out:

3 3 3
A = max |ai 1 | , |ai2 | , |ai 3 |
i =1 i=1 i=1


= max |a11 | + |a21 | + |a31 |, |a12 | + |a22 | + |a32 |

(1) (2)


|a13 | + |a23 | + |a33 | .

(3)

Now take the maximum of (1), (2), and (3). The definition therefore means that the maximum of the sums
obtained by adding the absolute values of the entries of each column must be taken.

6. (a) Find a series solution of the second order initial value problem

ẍ + x = 0, x(0) = 1, ẋ(0) = 0.

(b) On the other hand, use the eigenvalue–eigenvector method to show that the exact solution is

x(t) = cos t, y(t) = − sin t.

DO NOT SUBMIT THIS PART OF THE QUESTION.

(c) Write out the exact solution as a series solution.
(d) OPTIONAL: Can you relate this series solution to the one found in (a)?

Solution:
Let ẋ = y so that the second order initial value problem becomes a system of two first order equations

ẋ = y
ẏ = −x

with x(0) = 1, y(0) = 0.

x
By putting X = the problem can be rewritten as
y

0 1 1
Ẋ = X, X(0) = .
−1 0 0
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As in Example 6.3.1 of the prescribed book, we have Ak = 0, k ≥ 1, so that

1 0 1
Xn = Xn−1
n −1 0
n
1 0 1
= X0 . (1)
n! −1 0

Now
∞
X(t) = Xk t k
k=0

so that, from (1),

 
k
1 0 1
∞
X(t) = X0  t k
k=0
k! −1 0
2k
∞
1 0 1
= X0 t 2k
k=0
(2k)! −1 0
2k+1
∞
1 0 1
+ X0 t 2k+1 .
k=0
(2k + 1)! −1 0

0 1
But for A = , we have (check this for a few values of k)
−1 0

(−1)k 0
A2k = (−1)k I =
0 (−1)k

0 (−1)k
A2k+1 = (−1)k A =
(−1)k+1 0

with I the identity matrix. This gives

∞
1 (−1)k 0 1
X(t) = t 2k
k=0
(2k)! 0 (−1)k 0
∞
1 0 (−1)k 1
+ t 2k+1
k=0
(2k + 1)! (−1)k+1 0 0
∞
(−1)k 1 ∞
(−1)k+1 0
= t 2k + t 2k+1 .
k=0
(2k)! 0 k=0
(2k + 1)! 1

By making use of standard series expansions of sin t and cos t (see p. 196 of textbook) we obtain

cos t 0
X(t) = +
0 − sin t

cos t
= ,
− sin t
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which is the solution obtained by the eigenvalue–eigenvector method. The solution of ẍ + x = 0, x(0) =
1, ẋ(0) = 0 is therefore x(t) = cos t.

I trust that you will find the solutions useful and are looking forward to your next assignment.

Your MAT306X lecturer