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Ps 13 Sol
Ps 13 Sol
If you don’t have a lot of time focus on the Problems marked with (♡), if they have many
similar subtasks just attempt one or two of them.
“Solve” means two things: 1) write down a solution/a family of solutions and check that
indeed they work, 2) explain why such solution/family of solutions is unique (you may
refer to the notes).
13.2. Constant coefficient ODEs ♡. Solve the following differential equations, find
first the most general solution and then impose the initial conditions.
1. 2y ′′ − 24y ′ + 72y = 0, y(0) = 1, y ′ (0) = 4,
2. y ′′ + y ′ − 6y = 0, y(0) = 1, y ′ (0) = 7,
3. y ′′ − 2y ′ + 2y = 0, y(0) = 0, y ′ (0) = −1.
What changes if we allow complex-valued solutions?
y ′′ − 4y ′ + 4y = sin(x).
y ′′ − y = x, y(0) = 1, y ′ (0) = 3.
13.4. Cauchy-Lipschitz ♡. Put these differential equations in normal form, i.e. find in
each case U ⊂ R2 and F : U → R such that
2. y ′ + ey = 1,
3. xy ′ = 1 − y 2 ,
4. y ′ x2 = y 2 + yx + x2 .
(a) There exists a δ > 0 such that the Picard iteration on I = [t0 − δ, t0 + δ]
converges uniformly to x|I .
(b) The Picard iteration converges uniformly to x|Imax on Imax .
(c) The Picard iteration converges uniformly to x|K on every compact subinterval
K of Imax .
13.6. True or False ♡. Say whether the following statements are true or false:
1. Let A(t) ∈ C 1 (R, Rn×n ) be a time-dependent symmetric matrix and x0 ∈ Rn .
Then x(t) := exp A(t)x0 solves the ODE
4. Let A, B ∈ Rn×n be matrices, which are symmetric and positive definite. Then
13. Solutions
Solution of 13.2: The solutions are as in equations 7.15 to 7.17 in the script
1. The characteristic polynomial (divided by 2) is
and due to the double root 6, the solutions are of the form
p(X) = X 2 + X − 6 = (X + 3)(X − 2)
(compare with chapter 14.2.1 in the script). Now we can demand C1 , C2 ∈ R and
obtain the real solutions.
With y(0) = 0 it follows Ce1 = 0 and with y ′ (0) = −1 it follows Ce2 = −1, so
Solution of 13.3:
• First, we determine the homogeneous solution, i.e., the solution of
yh (x) = (A + Bx)e2x
Since sin and cos are linearly independent, by comparing coefficients, we have
3 4 1
! ! !
C
=
−4 3 D 0
then !−1
3 4 1 1 3 −4 1 1 3
! ! ! ! !
C
= = =
D −4 3 0 25 4 3 0 25 4
thus our particular solution is yp (x) = 1
25
(3 sin(x) + 4 cos(x)). We conclude that
1
y(x) = yh (x) + yp (x) = (A + Bx)e2x + (3 sin(x) + 4 cos(x))
25
with A, B ∈ C is the general solution of our differential equation.
yh′′ − yh = 0.
We now solve the initial value problem. From y(0) = 1, we obtain A + B = 1, and
from y ′ (0) = 3, we obtain A − B = 4. Thus, A = 52 and B = −3
2
. The solution to
the initial value problem is then
5 3
y(x) = ex − e−x − x.
2 2
from which we obtain y(x) = Aex x4 . Since the right side of our differential equation
is x4 , we assume yp = Cx4 + Dx3 + Ex2 + F x + G, C, D, E, F, G ∈ C, for the
particular solution (see p.403 in the script). Thus,
We obtain
4
(4Cx + 3Dx + 2Ex + F ) −
3 2
+ 1 (Cx4 + Dx3 + Ex2 + F x + G) = x4
x
By comparing coefficients, G = F = E = D = 0 and from
4
4Cx3 − + 1 Cx4 = x4
x
we obtain −Cx4 = x4 and finally C = −1. Thus, the general solution is
y(x) = x4 (Ae−x − 1)
Ae − 1 = 1
x4 (2ex − e)
y(x) = .
e
Solution of 13.4:
1.
y2 + y
U := {(x, y) : x ̸= 0, x ̸= 1}, F (x, y) := .
x2 − x
Since F ∈ C 1 (U ), Cauchy-Lipschitz applies. We separate the variables and obtain
y′ 1
= ,
y2 + y x2 − x
which is the same as
y′ y′ 1 1
− = − ,
y y+1 x−1 x
and after integrating with respect to x, we obtain
y x−1
log = log + C.
y+1 x
with an arbitrary constant C. It follows that
y x−1
= C̃ ,
y+1 x
where the two possibilities Ce = eC or Ce = −eC arise from removing the absolute
value. We solve for y:
yx = C̃(x − 1)(y + 1)
C̃(x − 1)
y(x) = .
x − C̃(x − 1)
2.
U := R2 , F (x, y) := 1 − ey .
Since F ∈ C 1 (U ), Cauchy-Lipschitz applies. We separate the variables and obtain
y′
= 1.
1 − ey
The right side integrates (with substitution ey = z, dz/dy = ey = z) as
ˆ ˆ ˆ ˆ
1 1 1 1 z z−1
dy = dz = dz + dz = log = − log
1−e y (1 − z)z 1−z z z−1 z
and therefore
ey − 1
log = −x − C
ey
with an arbitrary constant C. We solve for y:
ey − 1
= C̃e−x
ey
1
ey =
1 − C̃e−x
y(x) = − log(1 − C̃e−x ),
y′ 1
= ,
1−y 2 x
which is the same as
1 y′ y′ 1
!
− = ,
2 y+1 y−1 x
and after integrating with respect to x, we obtain
1 y+1
log = log |x| + C
2 y−1
1 y+1
log = log |x| + C
2 y−1
y+1
log = log(|x|2 ) + 2C = log(x2 ) + 2C
y−1
y ′ (x)x − y(x)
z ′ (x) = ,
x2
i.e.
y ′ = xz ′ + z.
We obtain the differential equation
xz ′ + z = z 2 + z + 1.
z′
We separate the variables z 2 +1
= 1
x
and integrate with respect to x
arctan(z) = ln |x| + C
Returning to y:
y(x) = x tan(ln |x| + C).
Solution of 13.5:
(1a) Yes.
(1b) No.
(1c) No.
(1d) Yes.
(1e) Yes.
0 1 0 t
! !
(2a) No, take A = , then eAt = so if x(0) = e2 then |x(t)| = t goes to
0 0 0 0
infinity less than exponentially.
(2b) Yes, as 0 = x′ (t) = Ax(t) = Ax(0), so x(0) lies in the null space of A.
(2d) Counterexample: n = 2, A = 01 −1 0 , x(t) = sin(t) . Then x is a nontrivial bounded
cos(t)
solution and the eigenvalues of A are ±i. Since these are distinct, A is in particular
complex diagonalizable. Note that the argument in (c) implies that an eigenvalue
with real part 0 must exist.
Solution of 13.6:
1. False. It is not true, in general, that (exp A(t))′ = A′ (t) exp A(t). That something
must be wrong in that formula can be guessed indirectly noticing that in general
A′ (t) exp A(t) ̸= exp A(t)A′ (t).
2. True, as the product function · : Rn×n × Rn×n → Rn×n is a bilinear map. Here’s the
full-lenght proof: We write
A(t) = (aij (t))i,j and B(t) = (bij (t))i,j
where
aij, bij : [a, b] → R are differentiable functions. Then for example d
dt
A(t) =
d
a (t) . One recalls from Linear Algebra that
dt ij
m
(A(t)B(t))ij = aik (t)bkj (t)
X
k=1
It then holds
m m
(A(t)B(t)) = a (t) bkj (t) + aik (t) b (t) =
X X
d d d
dt ij dt ik dt kj
k=1 k=1
= d
dt
A(t) B(t) + A(t) d
dt
B(t)
ij ij
and thus d
dt
A(t)B(t) = d
dt
A(t) B(t) + A(t) d
dt
B(t) .
1 0 0 1
! !
A= , B=
0 0 1 0
1 0 e 0
!! !
exp(A) = exp =
0 0 0 1
Thus,
cosh(1) sinh(1)
!
exp(B) = I cosh(1) + B sinh(1) =
sinh(1) cosh(1)
To compute the exponential of A+B, we need to find its eigenvalues and eigenvectors.
The characteristic polynomial of A + B is:
1−λ 1
!
det = λ2 − λ − 1
1 −λ
eλ1 0
!
exp(A + B) = P P −1
0 eλ2
In order to show exp(A + B) ̸= exp(A) exp(B) it is enough to show that they have
different traces (for which the conjugation by P is harmless)