HW 5
HW 5
HW 5
Pranav Tikkawar
April 12, 2024
Problem 1
Solve x′′ (t) + 4x(t) = 3cos(2t) with x(0) = x0 and x′ (0) = y0
Creating a driven first order System:
We can rewrite the equation as a first order system by letting y(t) = x′ (t)
Then we have y ′ (t) + 4x(t) = 3cos(2t)
d x(t) x(t) 0
Thus we get the matrix A in the equation dt =A +
y(t) y(t) 3cos(2t)
0 1
Where A =
−4 0
Solving the Homogeneous System:
The characteristic equation of A is det(A − µI) = 0
This gives us µ2 + 4 = 0
Thus we have µ = 2i and µ = −2i
1 1
The eigenvectors of A are v1 = and v2 =
2i −2i
We can then split one of the eigenvectors and imaginary exponential into real
and imaginary parts to get e2it = cos(2t) + isin(2t)
1
cos(2t) + isin(2t)
2i
Solve x′′ (t) + 4x′ (t) = 3cos(2t) with x(0) = x0 and x′ (0) = y0
Creating a driven first order System:
We can rewrite the equation as a first order system by letting y(t) = x′ (t)
Then we have y ′ (t) + 4y(t) = 3cos(2t)
d x(t) x(t) 0
Thus we get the matrix A in the equation dt =A +
y(t) y(t) 3cos(2t)
0 1
Where A =
0 −4
Solving the Homogeneous System:
The characteristic equation of A is det(A − µI) = 0
This gives us µ2 + 4µ = 0
Thus we have µ = 0 and µ = −4
1 −1
The eigenvectors of A are v1 = and v2 =
0 4
1
−1
−1 e0t
At 1 0 1 −1
Thus the matrix exponential of A is e =
0 4 0 e−4t 0 4
−4t
e
At e − e4
e = 4
0 e−4t
Solving the Inhomogeneous System:
Given the matrix exponential of A, Rwe can solve the inhomogeneous system by
At t A(t−s)
using the formula
x(t) = e x(0) + 0 e g(s)ds
0
Where g(s) =
3cos(2s) " #
−4t
R t e e − e−4(t−s)
e 4e − e 4 x0 0
Thus we have x(t) = + 0 4 4 ds
0 e−4t y0 0 e−4(t−s) 3cos(2s)
" #
R t 3cos(2s)( e − e−4(t−s) )
The integral can be simplified to 0 4 4 ds
3cos(2s)(e−4(t−s) )
Thus the integral evalutes to
3 −4t
3
40 ((5e − 1)sin(2t) − 2cos(2t)) + 20 e
3 3 −4t
10 (sin(2t) + 2cos(2t)) − 5 e
e e−4t 3 3
x(t) = ex0 + y0 ( − ) + ((5e − 1)sin(2t) − 2cos(2t)) + e−4t
4 4 40 20
Problem 2
−(2 + y)(x + y)
Consider the vector field v(x, t) =
−y(1 − x)
a
Finding the Equilibrium Points:
−(2 + y)(x + y) = 0, −y(1 − x) = 0
Thus we have (x, y) = (0, 0), (1, −1), (1, −2) Linearizing the System:
The Jacobian of the system is
−2 − y −x − 2y − 2
J=
y x−1
2
0 1
J(1, −2) =
−2 0
Stability of the Equilibrium Points:
The Trace and Determinant of the Jacobian at (0, 0) are −3 and 2 respectively.
Thus near the equilibrium point (0, 0) the system is a sink, and therefore is a
stable equilibrium point.
The Trace and Determinant of the Jacobian at (1, −1) are −1 and −1 respec-
tively.
Thus near the equilibrium point (1, −1) the system is a saddle, and therefore is
an unstable equilibrium point.
The Trace and Determinant of the Jacobian at (1, −2) are 0 and 2 respectively.
Thus near the equilibrium point (1, −2) the system is a periodic orbit, and
therefore is a not a stable equilibrium point, but is Lyanupov Stable.
b
(2 + y)(x + y)
Consider v(x, t) = Finding the Equilibrium Points:
−y(1 − x)
(2 + y)(x + y) = 0, −y(1 − x) = 0
Thus we have (x, y) = (0, 0), (1, −1), (1, −2) Linearizing the System:
The Jacobian of the system is
2 + y x + 2y + 2
J=
y x−1
3
Problem 3
Find exact solution of x′ (t) = v(x(t), t) and x(0) = 0 for v(x, t) = 2t(1 + x)
Starting from X0 = 0, then compute X1 , X2 , X3 , X4
Picard Iteration:
We can solve the equation by using Picard Iteration.
X0 = 0
Z t Z t
X1 = 2sds = 2sds = t2
0 0
t t
t4
Z Z
X2 = 2s(1 + X1 )ds = 2s(1 + s2 )ds = t2 +
0 0 2
t t
s4 t4 t6
Z Z
X3 = 2s(1 + X2 )ds = 2s(1 + s2 + )ds = t2 + +
0 0 2 2 6
t t
s4 s6 t4 t6 t8
Z Z
X4 = 2s(1 + X3 )ds = 2s(1 + s2 + + )ds = t2 + + +
0 0 2 6 2 6 24
t2n
P∞
Thus the exact solution is X(t) = n=1 n!
2
X(t) = et − 1