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Linear Differential Equations. Problems

This document contains problems involving linear differential equations. It begins by asking the reader to show that certain functions are solutions to initial value problems, represent the corresponding integral curves, and describe their long-term behavior and use in modeling pendulum motion. Subsequent problems involve finding general and particular solutions to homogeneous and nonhomogeneous first-order and higher-order linear differential equations, using techniques like finding an integrating factor. The document also covers linear differential equations with constant coefficients, initial value problems, and boundary value problems.

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0% found this document useful (0 votes)
173 views

Linear Differential Equations. Problems

This document contains problems involving linear differential equations. It begins by asking the reader to show that certain functions are solutions to initial value problems, represent the corresponding integral curves, and describe their long-term behavior and use in modeling pendulum motion. Subsequent problems involve finding general and particular solutions to homogeneous and nonhomogeneous first-order and higher-order linear differential equations, using techniques like finding an integrating factor. The document also covers linear differential equations with constant coefficients, initial value problems, and boundary value problems.

Uploaded by

Pop Robert
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
You are on page 1/ 14

Chapter 1

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 ±∞.

In the following 5 problems we consider a simple gravity pendulum (idealized) that


moves along a vertical circle whose radius is equal to the length of the rod. The
movement initiates at the moment t = 0. You are required to describe the movement
of a pendulum if the given function ϕ(t) is the angle (measured in radians in the
trigonometric sense) between the rod and the vertical.

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.

1
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.

1.1.7 Decide whether ϕ : R → R, ϕ(t) = cos t for all t ∈ R, is a solution of the


differential equations x0 + x = 0 or x00 − x = 0 or x000 + x0 = 0 or x(4) + x00 = 0.

1.1.8 Find all constant solutions of the differential equations: a) x0 = x − x3 ; b)


x+1
x0 = sin x; c) x0 = 2 ; d) x0 = x2 + x + 1; e) x0 = x + 4x3 ; f) x0 = −1 + x + 4x3 .
2x + 5

1.1.9 i) Let the functions x1 , x2 , x3 : R → R be defined by x1 (1) = 1, x2 (t) = t


and x3 (t) = t2 for all t ∈ R. Prove that they are linearly independent in the linear
space C(R) (over the filed R and with the usual operations).
(ii) Find all α, β, γ ∈ R such that x(t) = αt2 + βt + γ is a solution of a) x0 − 5x =
2t2 + 3 or b) x00 = 0 or c) x000 = 0. Write the solutions (of the differential equation)
that you found.

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).

2
(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.

1.1.11 Find r ∈ R such that x(t) = ert is a solution of a) x00 − 5x0 + 6x = 0 or b)


x000 − 5x00 + 6x0 = 0 or c) x(4) − 5x000 + 6x00 = 0 or d) x00 + 9x = 0 or e) x00 + x0 + x = 0.

1.1.12 Find r ∈ R such that x(t) = tr is a solution on the interval (0, ∞) of a)


t2 x00 − 4tx0 + 6x = 0 or b) t2 x00 + tx0 − x = 0 or c) t2 x00 − x = 0 or d) t2 x00 + x = 0
or e) t2 x00 − tx0 + x = 0.

1.1.13 Find as many functions x ∈ C 1 (R) as you can such that: a) x0 = x; b)


x0 = 2x; c) x0 = −x; d) x0 = ax, with a 6= 0 a real parameter.

1.1.14 Integrate the following differential equations.


a) x0 = 0; b) x0 = 2t; c) x0 = sin t; d) x0 = 2t + sin t; e) x0 = e2t cos t;
2
f) x0 = (t2 − 5t + 7) sin t; g) x0 = et ; h) x00 = −3; i) x000 = 0.
j) tx0 +x = 0; k) tx0 +x = 1; l) 2xx0 = −2t; m) x0 et +xet = 0; n) x0 e2t +2xe2t = 0.

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 Understanding the fundamental theorems


1.2.1 How many solutions have each of the following problems:
a) x00 + t2 x = 0, x(0) = 0,
b) x00 + t2 x = 0, x(0) = 0, x0 (0) = 0
c) x00 + t2 x = 0, x(0) = 0, x0 (0) = 0, x00 (0) = 1?

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, ∞);

1.2.3 Is x = c1 et + c2 e−t , c1 , c2 ∈ R the general solution of x00 − x = 0? Is x =


c1 cosh t + c2 sinh t, c1 , c2 ∈ R the general solution of x00 − x = 0? Recall that
cosh t = (et + e−t )/2 and sinh t = (et − e−t )/2.

3
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 First order linear differential equations


1.3.1 Find the general solution defined on the interval I = (0, ∞) of the following
first order linear homogeneous equations.
a) x0 + 1t x = 0; b) x0 − 1t x = 0; c) x0 − 3t x = 0.

1.3.2 Find the general solution of the following first order linear nonhomogeneous
equations.
2
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 .

1.3.6 Let f : [0, ∞) → R be a C 1 -function that fulfills

f 0 (t) ≤ 5f (t), t ∈ [0, ∞), and f (0) = 2.

Prove that f (t) ≤ 2e5t , t ∈ [0, ∞).

4
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 .

1.4.3 Decide whether the following statements are true or false.


a) ”There exists a linear homogeneous differential equation with constant coef-
ficients of order 7 that has as solutions (t3 + 2t4 ) cos 2t and te−t .”
b) ”There exists a linear homogeneous differential equation with constant coef-
ficients that has as solution 1/t.”
c) ”There exists a linear homogeneous differential equation with constant coeffi-
2
cients that has as solution et .”
d) ”There exists a linear homogeneous differential equation with constant coef-
ficients that has as solution t/(1 + t2 ).”

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.

5
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 → ∞.

1.5 Linear nonhomogeneous differential equa-


tions with constant coefficients
1.5.1 Decide whether the following statements are true or false.
a) ”All the solutions of x00 + 3x0 + x = 1 satisfy lim x(t) = 1.”
t→∞
b) ”The solution of the IVP x00 + 4x = 1, x(0) = 5/4, x0 (0) = 0 satisfies
x(π) = 5/4.”
c) ”The equation x0 = 3x + t3 admits a polynomial solution. (Hint. Look for a
polynomial solution of degree 3.)”
1.5.2 Let λ ∈ R be a parameter. Find the general solution of x00 − x = eλt knowing
that, depending on λ, it has a particular solution either of the form aeλt or of the
form ateλt .
1.5.3 Let ω > 0 be a parameter and denote ϕ(·, ω) the solution of the IVP
x00 + x = cos(ωt), x(0) = x0 (0) = 0.
(i) When ω 6= 1 find a solution of the form xp (t) = a cos(ωt) + b sin(ωt) for
x00 + x = cos(ωt). (Here you have to determine the real coefficients a and b.)
(ii) Find a solution of the form xp (t) = t(a cos t + b sin t) for x00 + x = cos t.
(iii) Find ϕ(·, ω) for any ω > 0.
(iv) Prove that limω→1 ϕ(t, ω) = ϕ(t, 1) for each t ∈ R.
1.5.4 Let α > 0 and ϕ(·, α) be the solution of the IVP
x00 − 4x = eαt , x(0) = x0 (0) = 0.
(i) When α 6= 2 find a solution of the form xp (t) = aeαt for x00 − 4x = eαt . (Here
you have to determine the real coefficient a.)
(ii) Find a solution of the form xp (t) = ate2t for x00 − 4x = e2t .
(iii) Find ϕ(·, α) for any α > 0.
(iv) Prove that limα→2 ϕ(t, α) = ϕ(t, 2) for each t ∈ R.

6
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 Exams problems


1.7.1 Let f ∈ C(R) and η ∈ R. Find an integral representation of the solution of
the IVP x0 + x = f (t), x(0) = η.

1.7.2 Write the general solution of the following equations.


a) x0 − 3t2 x = t3 ; b) x0 − 3t2 x = f (t) where f ∈ C(R).

1.7.3 Find the solution of the IVP


a) x0 + 2tx = t, x(0) = 0; b) x0 + tx = 1, x(0) = 0;
c) x00 + 4x = 1, x(0) = 1, x0 (0) = 0.

1.7.4 Find the general solution of the scalar differential equation x0 − ax = at − 1,


where the unknown is the function x of variable t and a ∈ R∗ is a fixed parameter.

1.7.5 Let t ∈ R. Using the Euler’s formula compute eit , eiπ , eiπ/2 , e(−1+i)t .

7
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 ).

1.7.9 Let k, η ∈ R be fixed parameters. Find the solution of the IVP


x0 = k(21 − x), x(0) = η.

1.7.10 We consider the equation x00 − x = te−2t .


a) Find a particular solution of the form xp (t) = (at + b)e−2t , where a, b ∈ R.
b) Find the general solution.
c) Find the solution that satisfies the initial conditions x(0) = 0, x0 (0) = 0.

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.”

8
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.

1.7.17 Find the general solution of the following differential equations

x0 + ax = −at + 1, x00 − ax0 + (a − 1)x = 0,

where a ∈ R \ {0, 1} is a real parameter. Here the unknown is the function denoted
x of independent variable t.

1.7.18 Find the solution of the IVP


π
θ00 + 9θ = 0, θ(0) = , θ0 (0) = 0.
2
Here θ = θ(t), and t is the time variable measured in minutes. Describe the motion
of a pendulum governed by this IVP. After how much time the pendulum will return
to the initial position?

1.7.19 We consider the differential equation

x00 + 4x = cos 2t.

a) Find a solution of the form xp = t(a cos 2t + b sin 2t), with a, b ∈ R.


b) Find its general solution.
c) Describe the motion of a spring-mass system governed by this equation.

1.7.20 Describe the motion of a spring-mass system whose equation is


x00 + k/m x = 0, where k, m > 0.

1.7.21 Find the solution of the IVP

x00 + 4x0 + 5x = 0, x(0) = 1, x0 (0) = −2.

Represent the corresponding integral curve and describe its long-term behavior.

1.7.22 We consider the differential equation x00 + 2ax0 + 4x = 0, where a > 0 is


a real parameter. Write the general solution and describe the long-term behavior of
the solutions (for t ∈ (0, ∞)). Discuss with respect to the parameter a.

9
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?

1.7.25 Find the general solution of θ̈ + θ̇ + θ = 0 . Prove that lim θ(t) = 0


t→∞
for any solution θ of this differential equation.

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.

1.7.27 Let γ > 0. Decide if the following statement is true.


”All the solutions of x00 + γx0 + 9x = 0 satisfy lim x(t) = 0.”
t→∞

1.7.28 Find γ ∈ R such that all the solutions of the differential equation x00 + γx0 +
9x = 0 are periodic.

1.7.29 We consider the differential equation

t2 x00 + 2tx0 − 2x = 0, t ∈ (0, ∞).

a) Find solutions of the form x(t) = tr where r ∈ R has to be determined.


b) Specify its type and find its general solution.
c) Find the solution of the IVP

t2 x00 + 2tx0 − 2x = 0, x(1) = 0, x0 (1) = 1.

1.7.30 Find the general solution of the differential equation

x2 u00 − 6xu0 + 10u = 0,

whose unknown is the function u of variable x. Hint: look for solutions of the form
u = xr , with r ∈ R.

10
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 .

b) Find a constant solution for

x00 − 2x0 + x = 5 .

c) Find the general solution of the differential equation:

x00 − 2x0 + x = 10 + 5et .

d) Find the solution of the IVP

x00 − 2x0 + x = 5 , x(0) = 5 , x0 (0) = 0.

1.7.33 Decide if the following statement is true.


”The following BVP has at least a solution

x00 + 9x = 0, x(0) = 0, x(π) = 9.”

1.7.34 We use the notation

L(x) = x00 + 25x.

(i) Find the solution of the IVP

L(x) = 0, x(0) = 0, x0 (0) = 1.

Represent this integral curve and describe its long-term behavior.


(ii) Let ϕ1 (t) = t cos(5t) and ϕ2 (t) = t sin(5t) for all t ∈ R. Compute L(5),
L(ϕ1 ) and L(ϕ2 ).
(iii) Find a constant solution for L(x) = 5.
(iv) Find the general solution of the differential equation
L(x) = 25 − 25 sin(5t).

11
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.

1.7.37 Consider the differential equation x0 + 1+t


2t
2 x = 3.

(i) Find its general solution.


(ii) Find its solution that satisfies x(0) = 1. Is this solution bounded? What
about the other solutions of the given equation? Justify.

1.7.38 We consider the system X 0 = A(t)X + f (t), t ∈ R, where


! !
5 4et −t
A(t) = , f (t) = .
−7e−t − 7 1
Also, let !
−4e−2t et
U (t) = .
7e−3t −1
(i) Prove that U (t) is a fundamental matrix solution of the system X 0 = A(t)X;
(ii) Find the principal matrix solution of the system X 0 = A(t)X; !
1
(iii) Find the solution of the system X 0 = A(t)X that satisfies X(0) = ;
0
!
0
and the one that satisfies X(0) = ;
1
0
(iv) Find the matrix
! solution V (t) of the system X = A(t)X that satisfies
1 1
V (0) = ; Is V a fundamental matrix solution?
−1 1
!
1
(v) Find the solution of the system X 0 = A(t)X that satisfies X(0) = ;
−1
(vi) Find the!solution of the system X 0 = A(t)X + f (t) that satisfies
1
X(0) = .
0

12
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 isbounded for t ∈ [0, ∞), ineach 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.

1.7.43 Let A ∈ M2 (R).


(a) Let η ∈ R2 . Write a representation formula for the solution of the IVP

X 0 = AX, X(0) = η.

(b) Let t ∈ R. Using the definition of the matrix exponential, compute


     
00  01  10 
t t t
00 00 01
e , e , e .

(c) Let λ ∈ R be an eigenvalue of A and v1 ∈ R2 be an eigenvector of A


corresponding to λ. Assume that there exists v2 ∈ R2 such that

(A − λI2 )v2 = v1 .

Prove that {v1 , v2 } are linearly independent. Prove that

ϕ1 (t) = eλt v1 and ϕ2 (t) = eλt (tv1 + v2 )

13
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 .

14

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