Linear Differential Equations. Problems
Linear Differential Equations. Problems
1.1 Introduction
1.1.1 Show that the function ϕ : R → R, given by the expression ϕ(t) = 2e3t for
all t ∈ R, is a solution of the Initial Value Problem x0 = 3x, x(0) = 2.
Represent the corresponding integral curve∗ and describe its long term behavior∗∗ .
∗
A graphical representation of a solution of some differential equation is called an integral curve
or a solution curve of this equation.
∗∗
To describe the long term behavior of some function means to decide whether it is: periodic,
oscillatory around some fixed value η ∗ (i.e. the values of the function changes many many times
from values below η ∗ to values above η ∗ ), bounded, increasing, and to describe how it behaves at ±∞.
1.1.2 Let η ∈ R∗ be fixed. Show that the function ϕ : R → R, ϕ(t) = η sin t for all
t ∈ R, is a solution of the Initial Value Problem x00 +x = 0, x(0) = 0, x0 (0) = η.
Represent the corresponding integral curve and describe its long term behavior.
π π π π
For each η ∈ { 18 , − 18 , 2 , 3 , 1, 2} describe the movement of a pendulum.
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1.1.3 Show that the function ϕ(t) = e−2t cos t for all t ∈ R, is a solution of the
Initial Value Problem x00 + 4x0 + 5x = 0, x(0) = 1, x0 (0) = −2.
Represent this integral curve and describe its long term behavior.
Describe the movement of a pendulum.
1.1.4 Show that the function ϕ(t) = sin 2.2t − sin 2t for all t ∈ R, is a solution of
the Initial Value Problem x00 + 4.84x = −0.84 sin 2t, x(0) = 0, x0 (0) = 0.2.
Represent this integral curve and describe its long term behavior.
Describe the movement of a pendulum.
√
1.1.5 Show that the function ϕ(t) = sin 6t − sin 2t for all t ∈ R, is a solution of
√
the Initial Value Problem x00 + 6x = −2 sin 2t, x(0) = 0, x0 (0) = 6 − 2.
Represent this integral curve and describe its long term behavior.
Describe the movement of a pendulum.
1.1.6 Show that the function ϕ(t) = t sin t for all t ∈ R, is a solution of the Initial
Value Problem x00 + x = 2 cos t, x(0) = 0, x0 (0) = 0.
Represent this integral curve and describe its long term behavior.
Describe the movement of a pendulum.
1.1.10 (i) Let the functions x1 , x2 , x3 : R → R be such that x1 (1) = cos t, x2 (t) =
sin t and x3 (t) = et for all t ∈ R. Prove that they are linearly independent in the
linear space C(R).
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(ii) Find all α, β, γ ∈ R such that x(t) = α sin t + β cos t + γ et is a solution of
a) x0 + x = −3 sin t + 2 et or b) x00 + 4x = −3 sin t or c) x00 + x = −3 sin t or d)
x00 + x = 0 or e) x000 − x00 + x0 − x = 0. Write the solutions you found.
1.1.15 Find an integrating factor and then integrate the following differential equa-
tions. a) x0 + x = 0; b) x0 + x = 1 + t; c) x0 + 2x = sin t; d) x0 − 2x = 0;
e) tx0 + 2x = 1; f) tx0 + 3x = t12 .
1.2.2 Find the general solution of each of the following equations, looking first for
some solutions of the form x = tr , with r ∈ R.
a) t2 x00 − 8tx0 + 20x = 0, t ∈ (0, ∞); b) t2 x00 − 6x = 0, t ∈ (0, ∞);
c) t2 x00 + tx0 + x = 0, t ∈ (0, ∞);
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1.2.4 a) Verify that y1 = x and y2 = e−2x are solutions of (2x+1)y 00 +4xy 0 −4y = 0.
b) Find the solution of the Initial Value Problem:
(2x + 1)y 00 + 4xy 0 − 4y = 0 , y(0) = 1 , y 0 (0) = 0.
1.2.5 a) Find a particular solution of the form xp = aet (with a ∈ R) for the
equation x0 − 2x = et .
b) Find a particular solution of the form xp = be−t (with b ∈ R) for the equation
x0 − 2x = e−t .
c) Using the Superposition Principle, and a) and b), find a particular solution
for the equation x0 − 2x = 5et − 3e−t .
d) Find the general solution of x0 − 2x = 5et − 3e−t .
1.3.2 Find the general solution of the following first order linear nonhomogeneous
equations.
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a) x0 + t12 x = 1 + 1t , t ∈ (0, ∞); b) x0 + tx = e−t −t ; c) x0 + 1+t
2t
2 x = 3;
0 2 2 3 0 1 1
d) x − t x = t sin(2t) − 4 t , t ∈ (0, ∞); e) x + √t x = 2√t , t ∈ (0, ∞);
f) x0 + t12 x = 1 + 1t , t ∈ (0, ∞).
1.3.3 Find the general solution of x0 + 1t x = 1t e−2t+1 for t ∈ (0, ∞). Justify the
result in two ways.
1.3.4 Find the general solution of x0 − x = et−1 . Justify the result in two ways.
1.3.5 Find the general solution of the following equations by reducing their order.
a) x000 − x00 = 0; b) x00 = 2t x0 .
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1.4 Linear homogeneous differential equations
with constant coefficients
1.4.1 Find the general solution of each of the following differential equations.
a) x0 + 6x = 0; b) x00 + 4x0 + 4x = 0; c) x00 = 0; d) x000 = 0; e) x(n) = 0;
f) x00 + x0 + x = 0; g) x000 − 6x00 + 11x0 − 6x = 0; h) x(4) − x = 0; i) x0 = kx.
1.4.2 Find the linear homogeneous differential equation with constant coefficients
and of minimal order that has as solutions the following functions. Write the general
solution of the differential equation that you found.
a) e−3t and e5t ; b) 5e−3t and −3e5t ; c) 5e−3t − 3e5t ; d) 5te−3t and −3e5t ;
e) 5e−3t and −3te5t ; f) (5 − 3t)e−3t ; g) (5 − 3t + 2t2 )e−3t ; h) sin 3t;
i) t−sin 3t; j) −t sin 3t; k) e5t sin 3t; l) e−3t sin 3t; m) t7 +1; n) 5t−3e5t ;
o) (t − 1)2 ; p) 2 cos2 t; r) sin2 t; s) (et )2 .
1.4.4 Find the solution for each of the following IVPs. Here η, λ ∈ R are fixed
parameters.
a) x00 + π 2 x = 0, x(0) = 0, x0 (0) = η; b) x00 + λx = 0, x(0) = 0, x0 (0) = η.
1.4.5 Find all solutions for each of the following BVPs (boundary value problems).
a) x00 + x = 0, x(0) = x(π) = 0; b) x00 + x = 0, x(0) = x(1) = 0;
c) x00 + π 2 x = 0, x(0) = x(1) = 0; d) x00 + π 2 x = 0, x(0) = x(2) = 0.
1.4.6 Find λ ∈ R with the property that there exist nonnull 2π–periodic solutions
of x00 + λx = 0.
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1.4.7 Find µ ∈ R and ω > 0 with the property that there exist nonnull periodic
solutions of x00 + µx0 + ω 2 x = 0. In this case write the minimal period.
1.4.8 Find µ ∈ R and ω > 0 with the property that all solutions of x00 +µx0 +ω 2 x =
0 goes to 0 as t → ∞.
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1.6 Linear homogeneous planar systems with con-
stant coefficients
1.6.1 Let A ∈ M2 (R). Using both methods that we learned, the characteristic equa-
tion method and reduction to second order equation, find the general solution of the
system X 0 = AX in each of the following situations. Also, find a fundamental matrix
solution and, finally, find etA , the principal matrix solution.
! ! !
1 3 0 1 4 −5
a) A = ; b) A = ; c) A = ;
1 −1 1 0 1 −2
! ! !
5 −3 5 −9 5 −3
d) A = ; e) A = ; f) A = ;
3 −1 2 −1 8 −6
! ! !
−3 4 1 −4 −1 2
g) A = ; h) A = ; i) A = ;
−1 1 2 5 2 −4
! ! !
2 0 0 4 0 −1
j) A = ; k) A = ; l) A = ;
1 2 5 1 1 0
! !
0 −2 a 1
m) A = ; n) A = , where a ∈ R is a parameter.
2 0 0 a
1.7.5 Let t ∈ R. Using the Euler’s formula compute eit , eiπ , eiπ/2 , e(−1+i)t .
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1.7.6 Find the linear homogeneous differential equation with constant coefficients
of minimal order that has the general solution c1 e−t cos t + c2 e−t sin t, c1 , c2 ∈ R.
1.7.7 Find the linear homogenous differential equation of minimal order that has
as solution the function (2tet )2 .
1.7.8 Find the linear homogenous differential equation of minimal order that has
as solution the function 1 + t(1 + e−t ).
1.7.11 Write the statement of The Superposition Principle for second order linear
nonhomogeneous differential equations. Give an example.
1.7.12 Let L : C 2 (R) → C(R) be defined by Lx = x00 − 2x0 + x for any x ∈ C 2 (R).
(a) Prove that L is a linear map. What is the dimension of its kernel?
(b) Find the general solution of the equation x00 − 2x0 + x = cos 2t knowing that
it has a particular solution of the form a cos 2t + b sin 2t, for some a, b ∈ R.
(c) Let f1 (t) = e2t and f2 (t) = e−2t for all t ∈ R. Find a particular solution of
the equation Lx = 3f1 + 5f2 .
1.7.13 Let a1 , a2 ∈ C(R) and L : C 2 (R) → C(R) be defined by Lx(t) = x00 (t) +
a1 (t)x0 (t) + a2 (t)x(t) for any t ∈ R and x ∈ C 2 (R). Prove that L is a linear map.
Let Φ : ker L → R2 be defined by Φ(x) = (x(0), x0 (0)). Prove that Φ is an
isomorphism of linear spaces. What is the dimension of ker L?
1.7.14 a) Write the statement of the Fundamental Theorem for linear homogeneous
second order differential equations.
b) The following proposition is true or false? Justify.
”The general solution of the differential equation x00 − 9x = 0 is
x(t) = c1 cosh 3t + c2 sinh 3t, where c1 , c2 are arbitrary real constants.”
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1.7.15 Find the general solution of the following differential equation x00 − x =
eat . Discuss with respect to the real parameter a.
1.7.16 Write the general solution of x00 − a2 x = ebt , where a > 0 and b ∈ R are
parameters.
where a ∈ R \ {0, 1} is a real parameter. Here the unknown is the function denoted
x of independent variable t.
Represent the corresponding integral curve and describe its long-term behavior.
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1.7.23 (a) Find the general solution of the following differential equation
9
ϕ00 + ϕ = 0.
4
(b) (True or False) ”All the solutions of ϕ00 + 94 ϕ = 0 are periodic with a period
T = 4π.”
1.7.24 We say that a differential equation exhibit resonance when all its solutions
are unbounded.
For what values of the mass m will mx00 +25x = 12 cos(36πt) exhibit resonance?
1.7.26 Let α ∈ R. Describe the long-term behavior of the function x(t) = eαt cos 2t,
t ∈ R. Discuss with respect to α.
1.7.28 Find γ ∈ R such that all the solutions of the differential equation x00 + γx0 +
9x = 0 are periodic.
whose unknown is the function u of variable x. Hint: look for solutions of the form
u = xr , with r ∈ R.
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1.7.31 Find the solution of the following Initial Value Problem
0
y 00 − yx = x2 y(2) = 0 , y 0 (2) = 4.
1.7.32 a) Find a particular solution of the form xp (t) = a t2 et (where the real
coefficient a has to be determined) for
x00 − 2x0 + x = et .
x00 − 2x0 + x = 5 .
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1.7.35 We consider the differential equation
1
x0 + x = 0, t ∈ (−∞, 0).
t2
a) Check that x = e1/t is a solution of this d.e..
b) Find the solution of the IVP x0 + t12 x = 0, x(−1) = 1.
c) Find the general solution of x0 + t12 x = 1 + 1t , t ∈ (−∞, 0).
1.7.36 Find the general solution of x0 + 1t x = −2 for t ∈ (0, ∞). Justify the result
in two ways.
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1.7.39 Let n ≥ 1 and A ∈ Mn (R). Assume that there exists an eigenvalue λ ∈ C
of A and two linearly independent vectors v1 , v2 ∈ Cn such that (A − λIn )v1 = 0,
(A − λIn )v2 = v1 . Prove that ϕ1 (t) = eλt v1 and ϕ2 (t) = eλt (tv1 + v2 ) are two linearly
independent solutions of the linear system X 0 = AX.
1.7.40 Show that any solution of the system X 0 = AX satisfies limt→∞ X(t) = 0,
in each of the following situations:
−3 1 0 0 ! !
0 −3 0 0 −5 3 −5 9
a) A = ; b) A = ; c) A = .
0 0 −5 0 −3 1 −2 1
0 0 2 −5
1.7.41 Find the general solution and than show that any solution of the system
X 0 = AX isbounded for t ∈ [0, ∞), ineach of the following
situations:
−3 1 0 0 −1 0
a) A = 0 − 3 0 ; b) A = 1 0 0 .
0 0 −5 0 0 −5
!
−5 1
1.7.42 Let A = . Specify the type of the system X 0 = AX. Prove that
−1 1
any solution of the system X 0 = AX satisfies limt→∞ X(t) = 0.
X 0 = AX, X(0) = η.
(A − λI2 )v2 = v1 .
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are solutions of the linear system X 0 = AX.
(d) Take !
−2 1
A= .
0 −2
Apply (c) to find two solutions of the system X 0 = AX. Write the matrix solution
of this system whose columns are the two solutions found. Is this a fundamental
matrix solution? Find the principal matrix solution. Find etA .
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