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ODE Homework Set 7: Systems & Solutions

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0% found this document useful (0 votes)
6 views3 pages

ODE Homework Set 7: Systems & Solutions

Uploaded by

chrisl33056
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

ODE: Homework Set 7

November 6, 2024

Homework Overview
This homework set covers the following topics:
• System of ODEs
• Eigenvalue and Eigenvector methods
• Complex Eigenvalues
• Equal Eigenvalues

Review Chapters
To successfully complete this problem set, it is recommended to review the following chapters
from the textbook:

• Chapters 3.1, 3.8-3.10

Deadline
Tuesday, November 13st

Exercises:
Exercise 7.1 (3.1.1). Convert the differential equation
 2
d3 y dy
+ =0
dt3 dt
into a system of first-order equations.

Exercise 7.2 (3.1.5).


1. Let y(t) be a solution of the equation y ′′ + y ′ + y = 0. Show that
 
y(t)
⃗x(t) =
y ′ (t)

1
is a solution of the system of equations
 
d⃗x 0 1
= ⃗x.
dt −1 −1

2. Let  
x1 (t)
⃗x(t) =
x2 (t)
be a solution of the system of equations
 
d⃗x 0 1
= ⃗x.
dt −1 −1

Show that y = x1 (t) is a solution of the equation y ′′ + y ′ + y = 0.

Exercise 7.3 (3.1.7). Write the system of differential equations and initial values
(
dx1
dt = 5x1 + 5x2 , x1 (3) = 0
dx2
dt = −x 1 + 7x2 , x2 (3) = 6

d⃗
x
in the form dt = A⃗x, ⃗x(t0 ) = ⃗x0 .

Exercise 7.4 (3.8.1). Find all solutions of the system


 
d⃗x 6 −3
= ⃗x.
dt 2 1

Exercise 7.5 (3.8.11). Solve the initial-value problem


   
1 −3 2 −2
d⃗x 
= 0 −1 0  ⃗x, ⃗x(0) =  0  .
dt
0 −1 −2 3

Exercise 7.6 (3.9.1). Find the general solution of the system


 
d⃗x −3 2
= ⃗x.
dt −1 −1

Exercise 7.7 (3.9.7). Solve the initial value problem


   
−3 0 2 0
d⃗x 
= 1 −1 0 ⃗x, ⃗x(0) = −1 .
dt
−2 −1 0 −2

2
Exercise 7.8 (3.9.9). Determine all vectors ⃗x0 such that the solution of the initial-value
problem  
1 0 −2
d⃗x 
= 0 1 0  ⃗x, ⃗x(0) = ⃗x0
dt
1 −1 −1
is a periodic function of time.

Exercise 7.9 (3.10.1). Find the general solution of


 
0 −1 1
d⃗x 
= 2 −3 1  ⃗x.
dt
1 −1 −1

Exercise 7.10 (3.10.15). Suppose that A2 = αA. Find eAt .

Exercise 7.11 (3.10.17). Let


 
0 1
A= .
−1 0

1. Show that A2 = −I.


2. Show that  
At cos t sin t
e = .
− sin t cos t

Common questions

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To find the general solution, calculate the system's matrix's eigenvalues and eigenvectors. The characteristic equation of A = [-3 2; -1 -1] is |A - λI| = 0, which simplifies to λ^2 + 4λ + 5 = 0. Solving, λ = -2 ± i. The associated eigenvector calculation gives v = [1, -1±i]. The general solution takes the form x(t) = c1e^(-2t)(cos(t) + i*sin(t)) + c2e^(-2t)(-sin(t) + i*cos(t)), where c1 and c2 are constants.

When A^2 = αA, the matrix A is projective, simplifying the computation of the matrix exponential e^At through series expansion: e^At = I + At + (At)^2/2! + ... This simplifies as higher-order terms are scalar multiples of previous ones due to A^2, resulting in a final form involving known functions of α, t, and I, which simplifies exponential computations.

A matrix such that A^2 = -I implies A is essentially a rotation matrix. The exponential e^At can be expressed using Euler's formula for complex numbers: e^At = cos(t)I + A*sin(t) where cos(t) and sin(t) are trigonometric functions operating on the identity matrix and A itself, mirroring the behavior of rotations in the plane.

Solving this system requires finding the eigenvalues and eigenvectors of the matrix A = [6 -3; 2 1]. Compute the characteristic polynomial det(A - λI) = λ^2 - 7λ + 12 = 0, giving eigenvalues λ1, λ2 = 3, 4. Using each λ, solve (A - λI)v = 0 to find corresponding eigenvectors. Solutions are combinations of exponential terms e^(λt) multiplied by their eigenvectors.

Determining vectors x0 for which the initial value problem is periodic is essential as it reveals underlying symmetries or conservation laws in the system, indicating the conditions under which the system returns to its initial state cyclically. This knowledge is crucial in fields like quantum mechanics and control theory, where periodicity can imply stability or resonance.

A solution x(t) is periodic if the eigenvalues of A are purely imaginary, indicating that the system's solutions oscillate without growth or decay. Find the eigenvalues and check if they are of the form ±bi (b is real), with no real part. Additionally, the corresponding eigenvectors must support a periodic function requiring further verification of the full system behavior.

Complex eigenvalues indicate oscillatory solutions due to their imaginary parts. They lead to solutions involving trigonometric functions (sine and cosine) multiplied by exponential decay/growth functions derived from the real parts. This results in solutions that depict spirals in the phase space, which either spiral towards the origin (stable) or away (unstable) depending on the sign of the real part.

Rewriting higher-order differential equations as a system of first-order equations involves introducing new variables to represent each derivative. Let x1 = y, x2 = dy/dt, and x3 = d^2y/dt^2. Then, the third derivative term can be represented as dx3/dt, and the original equation becomes: dx3/dt = -(x2)^2. The system of first-order equations is: dx1/dt = x2, dx2/dt = x3, dx3/dt = -(x2)^2.

First, rewrite the differential equation y'' + y' + y = 0 as a first-order system by setting x(t) = [y(t), y'(t)]. Then, we have: dy/dt = y' and dy'/dt = -y' - y, yielding the matrix equation dx/dt = [0 1; -1 -1]x. Solving this shows that if y satisfies the original differential equation, x(t) satisfies the system.

Equal eigenvalues generally result in solutions that may require additional state variables, particularly when the geometric multiplicity is less than algebraic multiplicity. This scenario can involve generalized eigenvectors, resulting in polynomial amplitude modulation of exponential terms, leading to non-trivial solutions such as linear combinations often indicating more complex system behaviors.

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