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A MathJune2018 SOL

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0% found this document useful (0 votes)
25 views5 pages

A MathJune2018 SOL

Uploaded by

MeMu MeMu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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UC3M

Advanced Mathematics for Economics


Final Exam, 26 June 2018 SOLVED

1
(a) (5 points) Find the general solution of the following difference equation

xt+2 + 2xt+1 − 3xt = 0.

(b) (5 points) Find the general solution of the following difference equation

xt+2 + 2xt+1 − 3xt = 16.

(c) (5 points) Find the particular solution of the following difference equation.

xt+2 + 2xt+1 − 3xt = 16, x0 = 4, x1 = 8.

Solution:

(a) The characteristic equation is r2 + 2r − 3 = 0 whose solutions are r1 = 1, r2 = −3. The general solution is

xt = A + B(−3)t .

(b) Since r1 = 1 is a root of the characteristic equation, we look for a particular solution of the form yt = At.
Plugging into the difference equation the values

yt = At, yt+1 = At + A, yt+2 = At + 2A

and solving for A we obtain A = 4. The general solution is

xt = 4t + A + B(−3)t .

(c) We have that the general solution is of the form xt = 4t + A + B(−3)t . Thus, x0 = A + B, x1 = A − 3B + 4.
We solve the system

A+B = 4
A − 3B + 4 = 8

and we obtain the solution A = 4, B = 0. Thus, the solution of the difference equation is

xt = 4t + 4.
Page 2 of 5

2
Consider the matrix  
a 0 0
A=  1 0 −2 
0 −1 1
where a ∈ R.
(a) (10 points) For what values of the parameter a is the matrix A diagonalizable?
(b) (10 points) For the values of parameter a for which the matrix A diagonalizable, write its diagonal form and
the matrix P .

Solution:

(a) The characteristic polynomial of A is (a − λ) − λ(1 − λ) − 2 , with roots
λ1 = a, λ2 = 2, λ3 = −1.
If a 6= 2 and a 6= −1, then the polynomial has three different roots, thus the matrix A is diagonalizable. In
the case a = 2, λ1 = λ2 = 2 is double. The rank of A − 2I is
 
0 0 0
rank(A − 2I) = rank  1 −2 −2  = 2 6= 1,
0 −1 −1
thus A is not diagonalizable. In the case a = −1, λ1 = λ3 = −1 is double. The rank of A + I is
 
0 0 0
rank(A + I) = rank  1 1 −2  = 2 6= 1,
0 −1 2
thus A is not diagonalizable.
(b) A is diagonalizable if and only if a 6= 2 and a 6= −1.
• To find an eigenvector associated to a, we solve (A − aI)u = 0, that is
    
0 0 0 x 0
 1 −a −2   y  =  0  ,
0 −1 1 − a z 0
and obtain y = (1 − a)z, x = (2 + a(1 − a))z.
• To find an eigenvector associated to 2, we solve (A − 2I)u = 0, that is
    
a−2 0 0 x 0
 1 −2 −2   y  =  0  ,
0 −1 −1 z 0
and obtain x = 0, y = −z.
• To find an eigenvector associated to −1, we solve (A + I)u = 0, or
    
a+1 0 0 x 0
 1 1 −2   y  =  0  ,
0 −1 2 z 0
and obtain x = 0, y = 2z.
Suitable matrices D and P are
   
a 0 0 2 + a(1 − a) 0 0
D= 0 2 0 , P = 1−a −1 2 ,
0 0 −1 1 1 1
respectively.
Page 3 of 5

3
Consider the following non-homogeneous system of difference equations Xt+1 = AXt + B, where the matrix of
coefficients is the matrix A of Problem 2 above with a = 21 , given by
xt
xt+1 = +1
2
yt+1 = xt − 2zt − 2
zt+1 = −yt + zt + 2

(a) (10 points) Find the equilibrium point of the system of difference equations and study its stability.
(b) (5 points) Compute the general solution of the above system of difference equations.

Solution:

(a) The equilibrium point is found by solving



 x = x2 + 1
y = x − 2z − 2 ,
z = −y + z + 2

which solution is x0 = 2, y 0 = 2, z 0 = −1. By Problem 2, the eigenvalues of the matrix of the system are 12 ,
2 and −1, thus the system is unstable. Since one of the eigenvalues is smaller than 1 in absolute value, there
are initial conditions for which the solutions converges to the equilibrium point, which is a saddle point.
1. We know that the system is diagonalizable and we have found the eigenvalues and eigenvectors in Problem
2. The general solution is

2 + 41
         
xt 0 0 2
 yt  = C1 2−t  1  + C2 2t  −1  + C3 (−1)t  2  +  2  ,
2
zt 1 1 1 −1

where C1 , C2 and C3 are constants.


Page 4 of 5

4
(a) (10 points) Find the general solution of the following ODE

ẍ + 4x = 16 te2t

(b) (5 points) Find the solution x(t) of the above ODE that satisfies the following initial conditions

x(0) = 0, ẋ(0) = −2

Solution:

(a) The characteristic equation is r2 + 4 = 0 whose roots are ±2i. Hence, the general solution of the associated
homogeneous equation is
xh (t) = C1 sin(2t) + C2 cos(2t).
We look now for a particular solution of the form

x(t) = (At + B)e2t

Thus,
x0 (t) = e2t (2At + A + 2B)
x00 (t) = 4e2t (At + A + B)
x00 + 4x = 4e2t (2At + A + 2B)
and we obtain 4A + 8B = 0 and 8A = 16. Solving, we find A = 2, B = −1. Hence, the general solution is

xg (t) = C1 sin(2t) + C2 cos(2t) + (2t − 1)e2t

(b) Note that plugging the values xg (0) = C1 − 1 = 0 and ẋp (0) = 2C2 = −2 into the general solution, we get
C1 = 1 and C2 = −1. Hence, the solution is

xp (t) = sin(2t) − cos(2t) + (2t − 1)e2t


Page 5 of 5

5
Consider the following system of ODE’s
x0 = −x + 3y − 4
y0 = 3x − y + 1
(a) (10 points) What is the equilibrium point of the system. Is it stable? In the case that the equilibrium point
is not stable, study whether the stable manifold exists and find it.
(b) (5 points) Compute the general solution.

Solution:

(a) The equilibrium point is (1, 2). The eigenvalues are 2 and −4, so the equilibrium point is a saddle point. The
stable manifold is S(−4) =< (1, −1) >.
(b) S(2) =< (1, 1) >. The general solution is
       
x(t) 2t 1 −4t 1 1 1
= C1 e + C2 e + .
y(t) 1 −1 8 11

6
Consider the following differential equation
ey
y  
dx + 1 + dy = 0.
x x
(a) (5 points) Show that it has an integrating factor of the form µ(x).
(b) (10 points) Compute the general solution of the above DE.
(c) (5 points) Compute the particular solution of the following initial value problem.
ey
y  
dx + 1 + dy = 0, y(1) = 0.
x x

Solution:
y ey
(a) Letting P (x, y) = x and Q(x, y) = 1 + x , we have that
∂P ∂Q y
ey
− 1
− −e
 
∂y ∂x x x2 1 1+ x  1
= y = ey = ,
Q 1 + ex x 1+ x
x

is independent of y. Hence, the DE has an integrating factor µ(x).

(b) Let
1
R
µ(x) = e x dx = eln x = x.
Multiplying the DE by x, it becomes exact. Let
Z Z
V (x, y) = xQ(x, y)dy = (x + ey ) dy = xy + ey + g(x).

Since ∂V
∂x = xP = y, we find y + g 0 (x) = y, hence g(x) = 0. The general solution of the DE is then

xy + ey = C.

(c) Plugging y = 0 and x = 1 into the general solution found in part (b) above, we get C = 1. Hence the particular
solution is
xy + ey = 1.

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