MATH 215/255 Final Exam 2021-12-14

Circle Course: 215 255

Circle Section: 101 Daneshi 102 Morente 104 Tsai

• 150 min exam.

• No books, notes, calculators, computers or cellphones.

 1. Consider the following autonomous 2D system of DE’s:

x0 = x(4 − αx − 2y),

y 0 = 2y(−3 + x),
where α > 0.
(3 pt) a) For what values of α there is a critical point in the interior of the first quadrant
(where x, y > 0)?
Answer.
x-nullclines and y-nullclines are obtained from F (x, y) = 0 and G(x, y) = 0 respec-
tively. hence x-nullclines are
α
x = 0, y =2− x (0.5pt)
2
and y-nullclines are
y = 0, x = 3 (0.5pt)
The only critical point which is possible to place in the interior of the first quadrant
is the intersection of x = 3 and y = 2 − α2 x. (1pt)
Hence (x∗ , y ∗ ) = (3, 2 − 3 α2 ). The critical point will be in the first quadrant if y ∗ > 0
or 2 − 3 α2 > 0.
Hence α < 43 (1pt)

Suppose that α = 1 in the following questions.

(2 pt) b) Find and sketch the nullclines of this system in positive (x, y). The x-nullcline is
where x0 = 0. The y-nullcline is where y 0 = 0.
Answer.
x-nullclines are
x
x = 0, y =2− (0.25pt)
2
and y-nullclines are
y = 0, x = 3 (0.25pt)
(1.5pt) for sketching the nullclines.
 c) Determine the critical points.
(2 pt)
Answer. The critical points are

(0, 0), (4, 0), (3, 0.5)

Marking: (1 pt) for one critical point, (1.5 pt) for two critical points, and (2 pt) for
two critical points.

(7 pt) d) For each critical point find the corresponding linear system. Classify each criti-
cal point as to type, and determine whether it is asymptotically stable, stable, or
unstable.
Answer.
4 − 2x∗ − 2y ∗ −2x∗
 
The Jacobian matrix is A = (1pt)
2y ∗ 2(x∗ − 3)
The first critical point, (0, 0)  
4 0
A= ,
0 −6
eigenvalues are r = 4 and r = −6. (1pt)
Hence (0, 0) is a saddle point (unstable). (1pt)

The second critical point, (4, 0)

 
−4 −8
A= ,
0 2

eigenvalues are r = −4 and r = 2. (1pt)

Hence (4, 0) is a saddle point (unstable). (1pt)

The third critical point, (3, 0.5)

 
−3 −6
A= ,
1 0
√
eigenvalues are r1,2 = − 32 ± i 215 . (1pt)
Hence (3, 0.5) is spiral-in (asymptotically stable). (1pt)
(2 pt) e) Sketch trajectories in the neighborhood of the critical point which is in the interior
of the first quadrant (where x, y > 0).
Answer. (1 pt) for sketching a spiral and (1 pt) for showing the direction of the
spiral.

-1
-1 0 1 2 3 4 5

Figure 0.1: Q1-part(b–e): x-nullclines and y-nullclines are shown by blue and red lines, respec-
tively.
 2. a) Match the following DE with the direction field. Explain why.
(6 pt)
(a) y 0 = (1 − y)(y − 2)2

(b) y 0 = (1 − y)[(y − 2)2 + 0.1]

(c) y 0 = (1 − y)[(y − 2)2 − 0.1]

(i)

(ii) (iii)

Answer.
(a) two critical points y = 1, y = 2 (ii) (2pt)
(b) one critical points y = 1 (i) (2pt)√
(c) three critical points y = 1, y = 2 ± 0.1 (iii) (2pt)
 b) Classify the equilibrium solutions (critical points) of:
(2 pt)
y 0 = (1 − y)(y − 2)2

as either stable, unstable or metastable/semistable.

Answer.
y = 1 (stable) (1pt)
y = 2 (metastable) (1pt)

(2 pt) c) What range of initial conditions results in solutions with t → ∞, y(t) → 1? What
about t → ∞, y(t) → 2 ?
Answer.
if y(0) < 2, t → ∞, y(t) → 1 (1pt)
if y(0) > 2, t → ∞, y(t) → 2 (1pt)

(3 pt) d) Use partial fractions to find the solution of the IVP:

y 0 = (1 − y)(y − 2)2 , y(0) = 1.5

Answer. This DE is separable. Rewrite

dy
= −dt. (1pt)
(y − 1)(y − 2)2

Partial fraction:
A By + C 1
+ 2
=
y − 1 (y − 2) (y − 1)(y − 2)2
Solving for A, B, and C, we have A = 1, B = −1, C = 3. Hence the DE can be
written as,
dy dy dy
− + = −dt (1pt)
y − 1 y − 2 (y − 2)2
Integrating LHS from y(0) = 1.5 to y(t) and RHS from 0 to t, we have
1−y 1
ln − = −t + 2 (1pt)
y−2 y−2
 3. Find the general solution for the following first order DE.

(5 pt) a) (3t2 x + 2tx + x3 ) + (t2 + x2 )x0 = 0

Answer. The equation is not exact, but we can use an integrating factor r(t) to
transform it to an exact DE. We have an exact equation M (t, x) + N (t, x)x0 = 0
with
M = (3t2 x + 2tx + x3 )r(t), N = (t2 + x2 )r(t).
We need Mx = Nt , hence

(3t2 + 2t + 3x2 − 2t)r(x) = (t2 + x2 )r0 (x).

Thus r0 = 3r and
r(t) = e3t . (2pt)
The solution is F (t, x) = C where

Ft = (3t2 x + 2tx + x3 )e3t , Fx = (t2 + x2 )e3t . (1pt)

Then
x3 3t
Z
F = Fx dx = (t2 x +)e + g(t) (0.5pt)
3
x3 dg(t)
Ft = 2txe3t + 3(t2 x + )e3t + = (3t2 x + 2tx + x3 )e3t
3 dt
dg(t)
= 0
dt
g = C (0.5pt)

so that the solution is

x3 3t
(t2 x + )e = C (1pt)
3
 b) tx0 − 2x = t3 e2t , (t > 0)
(4 pt)
Answer. Dividing the equation by t, we have
2
x0 − x = t2 e2t
t
This is a linear first order equation in the form of x0 + p(t)x = g(t). Hence it can be
solved using the method of integrating factor. The integrating factor µ(t) is
2
R
µ(t) = e− s
ds
= t−2 (2pt)

Then Rt Rt
µ(s)g(s)ds + C e2s ds + C
x(t) = =
µ(t) t−2
so that the solution is
t2 2t
x(t) = e + Ct2 (2pt)
2
 4. a) Find the general solution of the equation
(3 pt)
9y 00 + 6y 0 + 4y = 0.

Answer. The characteristic equation is

0 = 9r2 + 6r + 4 = 9r2 + 6r + 1 + 3 = (3r + 1)2 + 3.

√ √
Hence 3r + 1 = ± 3i, and r = 13 (−1 ± 3i). The general solution is
√ ! √ !
1 3 1 3
yc (t) = c1 e− 3 t cos t + c2 e− 3 t sin t .
3 3

(5 pt) b) Find a particular solution of

y 00 − y 0 − 2y = e2t . (1)

Answer. The characteristic equation of the homogeneous equation is

0 = r2 − r − 2 = (r − 2)(r + 1).

Hence r = −1, 2. Its general solution is

yc (t) = c1 e−t + c2 e2t .(1pt)

A first guess of a particular solution of (1) is yp (t) = ae2t , which overlaps with yc . A
revised guess is
yp (t) = ate2t .(1pt)
We have
yp0 = a(2t + 1)e2t , yp00 = a(4t + 4)e2t , (1pt)
hence
yp00 − yp0 − 2yp = 3ae2t = e2t .(1pt)
1
Hence a = 1/3 and yp (t) = te2t .(1pt)
3
Marking: full mark if correct final yp without giving yc .
 5. Find the solution to the initial value problem
(8 pt)
y 00 + 2y 0 + 2y = 4t, y(0) = 1, y 0 (0) = 0. (2)

Answer. The characteristic equation of the homogeneous equation is

0 = r2 + 2r + 2 = (r + 1)2 + 1, i.e., r = −1 ± i.

Its general solution is

yc (t) = c1 e−t cos t + c2 e−t sin t.(2pt)
Since t2 is a degree 2 polynomial, a first guess of a particular solution of (2) is

yp (t) = at + b, (1pt)

which has no overlap with yc and is hence a good guess. We have

yp0 = a, yp00 = 0,

and hence

yp00 + 2yp0 + 2yp = 0 + 2a + 2(at + b) = 2at + (2a + 2b) = 4t.(1pt)

We get
2a = 4, 2a + 2b = 0,
and hence a = 2, b = −2,
yp = 2t − 2, (1pt)
and the general solution to the nonhomogeneous equation (2) is

y(t) = yc (t) + yp (t) = c1 e−t cos t + c2 e−t sin t + 2t − 2.(1pt)

y 0 (t) = c1 e−t (− cos t − sin t) + c2 e−t (cos t − sin t) + 2.(1pt)

The initial conditions give

c1 − 2 = 1, −c1 + c2 + 2 = 0.

Hence c1 = 3, c2 = 1, and

y(t) = 3e−t cos t + e−t sin t + 2t − 2.(1pt)

 6. a) Consider a spring-mass system without external force and friction described by
(3 pt)
mx00 + kx = 0,

with mass m > 0, spring constant k > 0, and x(t) is the deviation of the mass from
its equilibrium position. Suppose the spring constant is k = 8 and the spring is
oscillating with frequency of 2 hertz (i.e. 2 full periods per second). Determine the
mass m of the spring.
q
k
Answer. A general solution is x(t) = A cos( m t + α) with natural (angular) fre-
q
k
quency m .(1pt) Since it oscillates 2 full periods per second, we have
r
k
= 2π · 2 = 4π.(1pt)
m
k 1
Thus m = (4π)2
= 2π 2
.(1pt)

(5 pt) b) Consider a spring-mass system described by the initial value problem

x00 + cx0 + 9x = cos(3t), x(0) = 0, x0 (0) = 2. (3)

where c > 0 is the damping coefficient. Find the steady periodic part of the solution
(the part of the solution which remains as t → ∞) of this problem, and find its
amplitude as a function of c. Do not find the transient part.
Answer. Since c > 0, the general solution of xc (t) has exponential decay. A first
guess of a particular solution of (3) is

yp (t) = a cos(3t) + b sin(3t), (1pt)

which has no overlap with xc since both terms do not decay. We have

x0p = −3a sin(3t) + 3b cos(3t), x00p = −9a cos(3t) − 9b sin(3t), (1pt)

and hence

x00p + cx0p + 9xp = −3ac sin(3t) + 3bc cos(3t) = cos(3t).(1pt)

1
We get a = 0, b = 3c
, a
1
xp = sin(3t).(1pt)
3c
1
The amplitude is 3c
.(1pt)
(2 pt) c) Let A(c) denote the maximum amplitude of the steady state solutions of the systems

x00 + cx0 + 9x = cos(ωt), x(0) = 0, x0 (0) = 2

among all possible ω > 0. What happens to A(c) as c → 0+ ? Explain why.

Hint. You do not need to solve A(c) explicitly.
1
Answer. By part (b), we have A(c) ≥ 3c
. Thus A(c) → ∞ as c → 0+ .
 7. a) Find the Laplace transform L[f (t)](s) of the function:
(5 pt) 
 3,
 0 ≤ t < 2,
f (t) = 3t + 2, 2 ≤ t < 4,

4t, t ≥ 4.


Answer. First we write f (t) using the Heaviside function:

f (t) = 3 + u(t − 2)(3t − 1) + u(t − 4)(4t − 3 − 3t + 1)

= 3 + u(t − 2)(3t − 1) + u(t − 4)(t − 2) (2pt)

We rewrite f (t) in the following form:

f (t) = 3 + 3u(t − 2)(t − 2) + 5u(t − 2) + u(t − 4)(t − 4) + 2u(t − 4) (1pt)

in order to use the second shifting property of the Laplace transform.

Finally:
   
3 −2s 3 5 −4s 1 2
L[f (t)] = F (s) = + e + +e + (2pt)
s s2 s s2 s

(6 pt) b) Using the convolution, find a formula for the solution of the initial value problem for
a general bounded and continuous function h(t):

y 00 + ω 2 y = h(t), y(0) = α, y 0 (0) = β

with ω, α, β any real constants. Note: the formula for y(t) shall involve an integral.
Answer. Applying Laplace transform on each side of the equation gives:

s2 Y (s) − sα − β + ω 2 Y (s) = L[h(t)] (1pt)

β sα 1
Y (s) = 2 2
+ 2 2
+ 2 H(s) (2pt)
s +ω s +ω s + ω2
Finally using the convolution formula:
Z t
β 1
y(t) = sin ωt + α cos ωt + h(t − τ ) sin ωτ dτ (3pt)
ω ω 0
(7 pt) 8. Find the solution to the initial value problem:

y 00 + 4y = 4 + δ(t − 3π), y(0) = 0, y 0 (0) = 1

Answer. Applying the Laplace transform on both sides of the equation gives:

s2 Y (s) − 1 + 4Y (s) = L[4] + L[δ(t − 3π)] (1pt)

4
Y (s)[s2 + 4] = 1 + + e−3πs
s
4 1 e−3πs
Y (s) = + + (3pt)
s(s2 + 4) s2 + 4 s2 + 4

Using a partial fraction decomposition:

4 1 s
= − 2 (1pt)
s(s2 + 4) s (s + 4)

Using the table of Laplace transforms and the second shifting property we finally have:
1 1
y(t) = 1 − cos 2t + sin 2t + u(t − 3π) sin 2t (2pt)
2 2
(7 pt) 9. Solve the system of ODEs:
 
0 3 1
~x = ~x
−1 1

Answer.
 
3 1
Let P = , det(P − λI) = (3 − λ)(1 − λ) + 1 = (λ − 2)2 .
−1 1

There is one repeated eigenvalue λ = 2. (1pt) The algebraic multiplicity of λ = 2 is 2.

 
1 1
Setting (P −2I)v~1 = v~1 = ~0, we can determine that the geometric multiplicity
−1 −1  
−1
of λ = 2 is 1. (1pt) From the previous relation we have v~1 = . (1pt)
1
The solution is of the form:

~x(t) = c1 v~1 e2t + c2 e2t (v~2 + v~1 t) (1pt)

with (P − 2I)v~2 = v~1 (1pt).

   
1 1 −1
(P − 2I)v~1 = v~2 =
−1 −1 1
 
−1
We choose v~2 = (1pt) and finally:
0
      
−1 2t −1 2t −1 2t
~x(t) = c1 e + c2 e + te (1pt)
1 0 1
 10. We consider the non-homogeneous system:
   4t 
0 1 2 2e
~y = ~y + ,
2 1 e4t

(5 pt) a) Find the fundamental matrix associated to the complementary solution.

Answer.
We determine the complementary solution ~x(t) = c1 x~1 (t) + c2 x~2 (t) = c1 v~1 eλ1 t +
c2 v~2 eλ2 t .  
1 2
Let A = , det(A − λI) = (1 − λ)(1 − λ) − 4 = (λ + 1)(λ − 3).
2 1

The two eigenvalues are λ1 = 3 and λ2 = −1. (1pt)

   
−2 2 ~ 1
Setting (A − 3I)v~1 = v~1 = 0, we choose v~1 = . (1pt)
2 −2 1
   
2 2 ~ 1
Setting (A + I)v~2 = v~2 = 0, we choose v~2 = . (1pt)
2 2 −1
The columns of the fundamental matrix Y (t) associated to the complementary so-
lution are x~1 (t) and x~2 (t):

e−t
 
e3t
Y (t) = (2pt)
e −e−t
3t
 b) Find a particular solution of the system using the variation of parameters.
(6 pt)
Answer.
We write the system:
0
~y = A~y + f~(t),
We seek a particular solution of the form ~yp (t) = Y (t) Y −1 (t)f (t)dt. We compute
R

first the inverse of Y (t):

1 −3t 1 −3t
−e−t −e−t −e−t −e−t
     
−1 1 −1 e
2 t
e
2 t
Y (t) = = 2t = −e (2pt)
det(X(t)) −e3t e3t 2e −e3t e3t e
2 2

Then:  R t   
t
Z
1 3e dt 1 15e
Y −1
(t)f~(t)dt = R 5t = (2pt)
2 e dt 10 e5t
Finally:

e3t e−t
    
15et 8e4t
Z
1 1
~yp (t) = Y (t) Y −1
(t)f~(t)dt = = (2pt)
10 e3t −e−t e5t 5 7e4t
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