Homework 3: ANSWERS

1. Consider the differential equation x0 = x2/3 .

(a) Show that there are infinitely many solutions satisfying x(0) = 0 on every
interval [0, β].

Proof. Use integration to find solutions. Notationally rewrite the differential

equation as
x−2/3 dx = dt
and on integration obtain
3x1/3 = t − C
We can solve for x obtaining
1
xC (t) = (t − C)3 (1)
27
Next use the initial condition
C3
0 = x(0) = −
27
t3
to obtain C = 0 and x0 (t) = 27
. Note that x(t) ≡ 0 is also a solution. Since
xC (C) = 0, it follows that

 xC (t) t ≥ C
yC (t) =
0 t≤C


is an infinite famiy of solutions to the initial value problem x(0) = 0.

(b) For which values of α are there an infinite number of solutions satisfying
x(0) = −1 on the interval [0, α]?

Proof. Answer: α > 3. Substituting the initial value x(0) = −1 into (1) yields
1
x3 (t) = (t − 3)3
27
If α > 3, there are an infinite number of solutions to the initial value problem
x(0) = −1 on the interval [0, α] given by


 x3 (t) 0 ≤ t ≤ 3



zC (t) = 0 3≤t≤C




xC (t) C ≤ t ≤ α


where 3 < C ≤ α.

1
2. p. 143 #3 (a) Consider the Lorenz equations:

x0 = σ(y − x)
y 0 = ρx − y − xz (2)
z 0 = −βz + xy

where σ, ρ, β are positive constants. Deduce global existence of all solutions to (2)
by showing that sets of the form

K = {(x, y, z) : x2 + y 2 + (z − ρ − σ)2 ≤ A2 } (3)

are trapping regions for all sufficiently large A. Note that the proposed trapping
region (3) is bounded by the level set of a very carefully chosen quadratic function.

Proof. Let F (x, y, z) denote the vector field in (2) and let

H(x, y, z) = x2 + y 2 + (z − ρ − σ)2 = A2 (4)

define ∂K. Note that the level surfaces of H are spheres of radius A centered at
(0, 0, ρ + σ). Also note that −∇H is the inward normal on the surface of that
sphere. Compute
− 12 h∇H, F i = −h(x, y, (z − ρ − σ), (σ(y − x), ρx − y − xz, −βz + xy)i
= σx2 + y 2 + β(z 2 − (ρ + σ)z)
2
= σx2 + y 2 + β(z − 21 (ρ + σ))2 − β (ρ+σ)
4

which is positive on the exterior of an ellipsoid that is independent of A; namely

1 (ρ + σ)2
σx2 + y 2 + β(z − (ρ + σ))2 = β .
2 4
Thus, the sphere H(x, y, z) ≤ A2 in (4) is a trapping region if the sphere contains the
ellipsoid. This is accomplished by making A, the radius of the sphere, sufficiently
large.

3. p. 145 #4 (c) For the system

x0 = x2 − y 2
y 0 = 2xy
find a solution that blows up in finite time but most nearby solutions exist for all
time.
Hint: First show that with initial conditions (x(0), y(0)) = (1, 0), the solution blows up in finite
time. Although you cannot solve the system for other trajectories, you can locate the solution
curves, i.e., find the orbits, as follows. Along an orbit you have the ODE
dy dy/dt 2xy
= = 2 . (5)
dx dx/dt x − y2

2
  2
x
Multiply the equation by y − 1 and manipulate the result into the form

x2
 
d
+y =0
dx y

from which you may deduce that the solution curves are circles through the origin, x2 +(y −C)2 =
C 2 , where C is an arbitrary constant. Argue from this information that the solution of the system
with initial conditions x(0) = 1, y(0) = b, where b 6= 0, exists for all time.

Proof. Calculate
x2 x2
   
d 2x dy
+y = − 2
−1
dx y y y dx
Next use (5) from the hint to obtain

d x2
 2
x − y2
  
2x 2xy
+y = − 2
=0
dx y y y x − y2
2

It follows that solution trajectories lie on curves (x, y(x)) in the xy-plane

x2
+ y(x) = C,
y(x)
except when y = 0. These curves are circles through the origin given by
2
C2

2 C
x + y− =
2 4

We have proved that solutions exist for all time except when y = 0.
Next consider initial values y(0) = 0. Note that y = 0 implies y 0 = 0 so y(t) = 0
for all time for such solutions. On the x-axis, the system reduces to the equation
is x0 = x2 whose solutions blow up in finite time (except when x(0) = 0).

4. p. 148 #9 (a) Prove the following: Lemma 4.7.2. Suppose F : U → Rd is continu-

ous. If the solution x(t) of the ODE x0 = F (x) tends to a point b∗ ∈ U as t → ∞,
then b∗ is an equilibrium of this equation.
Hint: Use the ODE to show that x(t) has a limit as t → ∞ and then argue that lim x(t) = 0.
Incidentally, satisfying an ODE is an essential part of this exercise.

Proof. By assumption
lim x(t) = b∗ .
t→∞

We first show that limt→∞ x0 (t) exists and

lim x0 (t) = 0 (6)

t→∞

3
Use the continuity of F to verify that the limit exists by computing

lim x0 (t) = lim F (x(t)) = F ( lim x(t)) = F (b∗ )

t→∞ t→∞ t→∞

To verify (6), use the mean value theorem to generate the sequence

x0 (ζn ) = x(n + 1) − x(n)

where n ≤ ζn ≤ n + 1. Since the limit of x(t) exists, it follows that

lim ζn = lim (x(n + 1) − x(n)) = 0. (7)

n→∞ n→∞

Since the limit in (6) exists that limit must be zero by (7); hence F (b∗ ) = 0.
Note that the fact that x(t) is a solution to a system of ODEs is crucial. Consider
1
x(t) = sin(t2 )
t
Then limt→∞ x(t) = 0. However
1
x0 (t) = − 2
sin(t2 ) + 2 cos(t2 );
t
so limt→∞ x0 (t) does not exist.