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Math6340 Ordinary Differential Equations Assignment I

This document outlines 10 problems for an assignment on ordinary differential equations. The problems cover topics such as: 1. Finding the matrix exponential etA for a given matrix A. 2. Properties of the matrix exponential and conditions for uniqueness of solutions. 3. Analyzing systems of differential equations that model mass-spring systems. 4. Estimating the difference between solutions to differential equations. 5. Solving initial value problems and applying Picard's existence and uniqueness theorem. 6. Conditions for uniqueness of solutions to initial value problems. 7. Proving Gronwall's inequality and its application to uniqueness of solutions. 8. Analyzing an example where successive approximations do not converge. 9.

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Haowen Wu
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87 views2 pages

Math6340 Ordinary Differential Equations Assignment I

This document outlines 10 problems for an assignment on ordinary differential equations. The problems cover topics such as: 1. Finding the matrix exponential etA for a given matrix A. 2. Properties of the matrix exponential and conditions for uniqueness of solutions. 3. Analyzing systems of differential equations that model mass-spring systems. 4. Estimating the difference between solutions to differential equations. 5. Solving initial value problems and applying Picard's existence and uniqueness theorem. 6. Conditions for uniqueness of solutions to initial value problems. 7. Proving Gronwall's inequality and its application to uniqueness of solutions. 8. Analyzing an example where successive approximations do not converge. 9.

Uploaded by

Haowen Wu
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© © 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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Math6340 Ordinary Differential Equations

Assignment I
Due Date: February 28, 2021

1. 
Use at least two methods
 (including Putzer Algorithm) to find etA for A =
0 −2 −1 −1
1 2 1 1
 .
0 1 1 0
0 0 0 0
2. Let A be a constant n × n matrix.
(1). Show that deteA = eT rA .
(2). How should α be chosen so that lim e−αt eAt = 0?
t→∞

3. Consider a mass-spring system y 00 + ky 0 + y = 0, k is a non-negative parameter.


(a) Transform to a system by introducing v = y 0 as velocity.
(b) Plot the T D plane and different phase portraits using k as parameter.
For each case of k, plot in one figure for y, v over time t.
(c) For k = 1, find the general solution matrix of the system.
(d) Consider y 00 + y 0 + y = f (t), f (t) is bounded for t ≥ 0, discuss the limit
lim y(t).
t→∞

4. Suppose φ1 (t) and φ2 (t) are two continuously differentiable functions satisfying
|φ1 (0) − φ2 (0)| < δ
|φ01 (t) − φ02 (t)| ≤ M |φ1 (t) − φ2 (t)| + h(t), (0 ≤ t ≤ T )
for some constants δ, k > 0 and continuous nonnegative function h(t). Show
that Z t
Mt
|φ1 (t) − φ2 (t)| ≤ δe + eM (t−s) h(s)ds, (0 ≤ t ≤ T ).
0

5. Consider the initial value problem x0 = x2 , x(0) = 1.


(a) Solve the initial value problem.
(b) If you apply the Picard’s existence and uniqueness Theorem, what is the
maximum interval of existence you can get? Justify your answer.
(c) Construct the Picard’s successive approximation xi (t) for i = 0, 1, 2, ..., n
and verify that xn (t) = Σnj=0 tj . If x(t) is the unique solution, then show
that |x(t) − xn (t)| = O(tn ), t ∈ (−1, 1).
6. Assume that f (x) ∈ C(R). Show that for any t0 , x0 ∈ R, the initial value
problem dx
dt
= f 2 (x) + et , x(t0 ) = x0 has a unique solution.

1
7. Assume that f (x) ∈ C(R) and f (0) = 0, f (x) > 0, x 6= 0. Prove that
x0 = f (x), x(0) = 0
RC
has a unique solution if and only if 0 fdx(x)
= ∞ for any C ∈ R.

8. Consider x0 = f (t, x) where f (t, x) is defined for (t, x) ∈ [0, 1] × R by


f (0, x) =0
f (t, x) = 2t if x < 0,
4x
f (t, x) = 2t − t
if 0 ≤ x ≤ t2 , t > 0,
f (t, x) = −2t if x > t2 .
Verify that f is continuous, but it does not satisfy a Lipschitz condition.
For the initial point (t0 , x0 ) = (0, 0), show that the successive approximation
does not converge for t ∈ I, and none of its subsequences converges to a
solution, although the solution is indeed unique.
d
Hint: For uniqueness, show that |φ
dt 1
− φ2 | ≤ 0 for any two solutions φ1 , φ2 , by using f is monotone in
x for each fixed t. This example appears in the book of Coddington-Levinson page 53.

9. Prove the generalized Gronwall’s inequality.


If φ, α are real valued and continuous for t ∈ [a, b], β(t) > 0 is integrable on
[a, b] and Z t
φ(t) ≤ α(t) + β(s)φ(s)ds, a ≤ t ≤ b,
a
then
Z t  Z t 
φ(t) ≤ α(t) + α(s)β(s) exp β(u)du ds, a ≤ t ≤ b.
a s

Explain that Gronwall’s1 inequality is a special case if α is continuous with its


first derivative nonnegative.
10. Let
x sin x1

x 6= 0
f1 (x) =
0 x=0
and
x2 sin x1

x 6= 0
f2 (x) =
0 x=0
Let I = (a, b) with a < 0 < b.
(a) For each function fi (x) (i = 1, 2), does it satisfy a Lipschitz condition on
I? Justify your answer.
(b) For i = 1 and 2, is the solution to the initial value problem dx dt
=
fi (x), x(0) = 0 unique? Justify your answer.
1
Gronwall’s Inequality first appeared in Ann. of Math. 20 (1919), 292-296, 4, T. H. Gronwall

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