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ODE 2023 Tutorial 5

This document is a tutorial sheet for a mathematics course at the Indian Institute of Technology Guwahati, focusing on linear systems of first-order ordinary differential equations (ODEs). It includes various problems related to initial value problems, fundamental matrices, eigenvalues, and methods for solving nonhomogeneous systems. The document outlines specific tasks to be completed by students, including proving properties of solutions and rewriting scalar equations as linear systems.

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6 views2 pages

ODE 2023 Tutorial 5

This document is a tutorial sheet for a mathematics course at the Indian Institute of Technology Guwahati, focusing on linear systems of first-order ordinary differential equations (ODEs). It includes various problems related to initial value problems, fundamental matrices, eigenvalues, and methods for solving nonhomogeneous systems. The document outlines specific tasks to be completed by students, including proving properties of solutions and rewriting scalar equations as linear systems.

Uploaded by

singlanilesh27
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI


MA102 MATHEMATICS-II
Winter Semester of Academic Year 2022 - 2023
ODE Tutorial Sheet-5 & Date of Tutorial Class: 12-June-2023

Linear System of First Order ODEs

1. Determine the interval I where we are assured that there is a unique solution to the following initial
value problems:
 √    
0 cos t t tan t 0
(a) x (t) = 3 x(t) + t , x(2) = .
t −1 e 4
2   t  
0 t 1 + 3t e −1
(b) x (t) = x(t) + , x(0) = .
1 sin t 0 1

2. The vector functions x1 = [e−t , 2e−t , e−t ]T , x2 = [et , 0, et ]T , x3 = [e3t , −e3t , 2e3t ]T are solutions to the
system x0 (t) = Ax(t). Determine whether they form a fundamental solution set. If they do, find a
fundamental matrix for the system and give a general solution.

3. Let X(t) and Y(t) be two fundamental matrices for the same system x0 (t) = A(t)x(t). Then, there
exists an n × n real matrix C such that X(t) = Y(t)C.

4. Suppose that an n × n real matrix A has a negative eigenvalue. Show that the linear system x0 = Ax
has at least one nontrivial solution x(t) that satisfies lim x(t) = 0.
t→∞

5. Let A be an n × n real matrix such that A = P −1 diag[λj ] P . Show that det eA = etrace(A) . Verify


this fact for any 2 × 2 real matrix A.

6. Find the fundamental matrix eAt of the linear system x0 = Ax where A is given below.
 
2 0 0
(a) A = 0 2 0 ,
0 0 −1
 
3 1
(b) A = ,
0 3
 
2 −1
(c) A = ,
1 2
 
−2 0 0
(d) A =  1 −2 0 .
0 1 −2

7. Solve the initial value problem x0 = Ax with x(0) = x0 for the following:

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1 −1 1
(a) A= and x0 = ,
1 3 −1
   
0 −2 0 a
(b) A= 1 2
 0 and x0 = b ,
 
0 0 −2 c
   
−1 1 −2 a
(c) A =  0 −1 4 and x0 =  b ,
0 0 1 c
   
1 −1 0 0 a
1 1 0 0  b
(d) A= 0 0 1 −1 and x0 =  c .
  

0 0 1 1 d

8. Let x(t) be a nontrivial solution to the system x0 = Ax, where A is an n × n real matrix. If A + AT
is positive definite, then prove that kx(t)k is an increasing function of t. (Here, k · k denotes the
Euclidean norm.)

9. Using the Method  of Undetermined


  Coefficients, find a particular solution of the nonhomogeneous
  lin- 
3 1 t 3 1 t
ear system x0 = x+ and then find the unique solution of the IVP x0 = x+
0 3 1 + 2t 0 3 1 + 2t
with the initial condition x(0) = [1, 0]T .

10. Using the Method


 ofVariation
 t of Parameters, find a particular solution of the nonhomogeneous
  linear
 t
0 0 −1 2e 0 0 −1 2e
system x = x+ t and then find the unique solution of the IVP x = x+
1 0 4e 1 0 4et
with the initial condition x(0) = [1, 0]T .

11. Rewrite each of the given scalar equation as a linear system of first-order ODEs in normal form.
Express the system in the matrix form x = A(t) x + f (t).

(a) y 00 − 3y 0 − 11y = sin t;


(b) y (4) + y = t2 .

12. Find the unique normalized homogeneous linear scalar differential equation of order 3 with continuous
coefficients which has the set {t, t2 , et } as a fundamental set of solutions on some interval [a, b].

****************

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