Homework for Ordinary Differential Equations

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Homework for Ordinary Differential Equations

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October 18, 2017

Exercise 1

Consider the following 5 5 matrix and its characteristic polynomial:

5 1 3 1 3

3 1 4 1 3

det(A I) = ( 2)4 ( + 1)

0

A= 4 4 4 0,

3 1 3 1 3

6 3 8 3 4

a to d

We can clearly see that this matrix has 2 eigenvalues namely 1 = 2 with

algebraic multiplicity m1 = 4 and 2 = 1 with algebraic multiplicity m2 = 1.

For the second eigenvalue with algebraic multiplicity 1 there exists a single

corresponding linearly independent eigenvector.

First for 2 = 1 we find the corresponding eigenspace namely we compute:

E2 = ker(A + 1I) (1)

5

= {x R : (A + 1I)x = 0} (2)

Using matlab we can show that the row-echelon form of the matrix (A + 1I)

is given by:

1 0 0 0 21

0 1 0 0 12

0 0 1 0 0

0 0 0 1 12

0 0 0 0 0

Implying that a solution of the equation (A + 1I)x = 0 is given by the vector

1

1

x= 0

1

2

1

So we have that the eigenspace E2 is given by :

1

1

E2 = span 0

1

2

So we have our first block for our J matrix namely the 11 block containing the

element 1 and we have our first element of the Q matrix, namely the vector x

from above.

Now lets proceed to the eigenvalue 1 = 2 with m1 = 4. We need to compute

Ek1 for k = 1, 2, ... until the dimension of that generalized eigenspace becomes

equal to 4. We will do this using Matlab:

1.

E1 = ker(A 2I)

By matlab we can show that

3 1 3 1 3 1 0 0 0 1

3 1 4 1 3 0 1 0 1 0

rref 0 4 2 4 0 0 0 1 0 0

3 1 3 1 3 0 0 0 0 0

6 3 8 3 6 0 0 0 0 0

Thus

1

1

1 1

E1 = span 0 , 0

1

1

1 1

So we have dim E1 = 2

2.

E21 = ker(A 2I)2

By matlab we can show:

9 2 8 2 9 1 0 1 0 1

9 2 8 2 9 10 12 1 0

rref 0 0 0 0 0 0 0 0 0 0

9 2 8 2 9 0 0 0 0 0

18 2 17 2 18 0 0 0 0 0

2

This implies that:

1 0 1

1 2 2

E21 0 2 2

= span , ,

1 1 1

1 2 1

3.

E31 = ker(A 2I)3

27 0 27 0 27 1 0 1 0 1

27 0 27 0 27

0 0 0 0 0

rref 0 0 0 0 0 0 0 0 0 0

27 0 27 0 27 0

0 0 0 0

54 0 54 0 54 0 0 0 0 0

We get that then:

0 1 0 0

1 0 1 0

E31 = span 0 , 0 , 0 , 1

2 0 1 0

0 1 0 1

r1 = dim E1 = 2 (3)

r2 = dim E21 dim E1 = 1 (4)

r3 = dim E31 dim E21 =1 (5)

*

So the dot diagram becomes:

(6)

(7)

(8)

We have from here that our J matrix is as follows:

3

2 1 0 0 0

0 2 1 0 0

0

J = 0 2 0 0

0 0 0 2 0

0 0 0 0 1

We want a 3-cycle {(A 2I)2 v, (A 2I)1 v, v} with v E31 \ E1 . Choosing

v = (0, 0, 1, 0, 1)T

1 0 0

1 1 0

C = 0 , 2 , 1

1

0 0

1 2 1

1

1

0

1

1

The choice here is

1

1

0

1

2

1 0 0 1 1

1 1 0 1 1

Q= 0 2 1 0 0

1 0 0 1 1

1 2 1 1 2

A quick computation with Matlab shows that indeed:

QJQ1 = A

4

e

Finally we want to compute eJt . Notice that:

2 1 0 0 0 2 0 0 0 0 0 1 0 0 0

0 2 1 0 0 0 2 0 0 0 0 0 1 0 0

J = 0 0 2 0 0 = 0 0 2 0 0 + 0 0 0 0 0=D+N

0 0 0 2 0 0 0 0 2 0 0 0 0 0 0

0 0 0 0 1 0 0 0 0 1 0 0 0 0 0

So we get:

eJt = eDt eN t

2t

e 0 0 0 0

0 e2t 0 0 0

Dt

e 0

= 0 e2t 0 0

0 0 0 e2t 0

0 0 0 0 et

1 1 1

eN t = I + N t + (N t)2 + (N t)3 + (N t)4

2 3! 4!

So we get:

1 t 21 t2 0 0

0 1 t 0 0

Nt

e = 0 0 1 0 0

0 0 0 1 0

0 0 0 0 1

So we get that:

1 2 2t

e2t te2t 2t e 0 0

0 e2t 2t

te 0 0

Jt

e =0 0 e2t 0 0

0 0 0 e2t 0

0 0 0 0 et

Exercise 2

Consider the following non-linear IVP:

d2

u + 4u 4u3 = 0, u(0) = , u0 (0) =

dt2

part a)

Substitute x(t) = u(t) and y(t) = u0 (t) = y 0 (t) = u(t) in the equation gives:

y 0 (t) + 4x(t) 4(x(t))3 = 0 = y 0 (t) = 4x3 (t) 4x(t)

Which is a first-order differential equation.

5

part b)

Consider the chain rule:

dy dy dx dy

= = y

dt dx dt dx

However we also have that:

dy

= 4x3 4x

dt

Which in turn implies together with the chain rule that:

dy 4x3 4x

=

dx y

Which we then can rewrite as:

y dy = (4x3 4x) dx

So we get that

y dy (4x3 4x) dx = 0

So we have our g and h.

part c)

We need to solve:

y dy = (4x3 4x) dx

Integrating both sides yields:

1 2

y = x4 2x2 + C

2

Which is equivalent to:

1 2

F (x, y) = y x4 + 2x2 = C

2

Where C is the integrating constant. Note that the partial derivatives of F

correspond with g and h from part b.

6

part d,e)

Using wolfram alpha we get the contour plot:

Note that we have said that x(t) = u(t) and y(t) = u0 (t). So for t = 0 we get

that x = , y = But then we get x2 + y 2 = constant which means that x and

y lie on a circle Note that if and are relatively small then (x, y) lies on one

of the contour lines(as seen in the above plot) since they are kind of a circle,

which then implies that if it lies on one of those lines as t changes we stay on

those lines which have a periodic nature.

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