Math 331 Homework Assignment Chapter 7 Page 1 of 9

Instructions: Please make sure to demonstrate every step in your calcula-

tions. Return your answers including this homework sheet back to the
instructor as a single, stapled package. Also, please keep a copy of your
solutions for your reference, especially in view of studying for exams.

Name:

Email:

1. Write the following differential equations as first order systems. State whether the
system is linear or nonlinear.
(a) y 000 + 4t2 y 00 − y 0 = 0
(b) y 00 + y 0 − y 2 = 0
(c) y 0000 − 2y = 5e−t

Solution:
(a) First rewrite the differential equation as y 000 = y 0 − 4t2 y 00 . Now define x1 =
y, x2 = y 0 and x3 = y 00 . Then we have the system

x01 = (y)0 = x2
x02 = (y 0 )0 = x3
x03 = (y 00 )0 = y 0 − 4t2 y 00 = x2 − 4t2 x3

This is a linear system with the coefficient matrix

 
0 1 0
P(t) = 0 0 1 
0 1 −4t2

and g(t) = 0.

(b) Define x1 = y and x2 = y 0 . Then we have

x01 = x2
x02 = x21 − x2

This is a nonlinear system.

(c) Define x1 = y, x2 = y 0 , x3 = y 00 and x4 = y 000 . Then we have the system

x01 = x2
x02 = x3
x03 == x4
x04 = 2x1 + 5e−t
Math 331 Homework Assignment Chapter 7 Page 2 of 9

This is a linear system with

   
0 1 0 0 0
0 0 1 0  0 
P(t) = 
0
, g(t) =  
0 0 1  0 
2 0 0 0 5e−t

2. Let x = x1 (t), y = y1 (t) and x = x2 (t), y = y2 (t) be any two solutions of the linear
nonhomogeneous system

x0 = p11 (t) x + p12 (t) y + g1 (t),

y 0 = p21 (t) x + p22 (t) y + g2 (t).

Show that x = x1 (t) − x2 (t), y = y1 (t) − y2 (t) is a solution of the corresponding

homogeneous system.

Solution: To show this, let us consider the homogeneous system of Eq. (7),
i.e., with g1 (t) = g2 (t) = 0 ∀t. Then, direct substitution of x = x1 (t) − x2 (t),
y = y1 (t) − y2 (t) into the homogeneous system yields to

(x1 − x2 )0 = p11 (t) (x1 − x2 ) + p12 (t) (y1 − y2 ),

(y1 − y2 )0 = p21 (t) (x1 − x2 ) + p22 (t) (y1 − y2 ),

and upon reshuffling terms we obtain

x01 − (p11 (t)x1 + p12 (t)y1 ) = x02 − (p11 (t)x2 + p12 (t)y2 ) ,
y10 − (p21 (t)x1 + p22 (t)y1 ) = y20 − (p21 (t)x2 + p22 (t)y2 ) .

Next, note that the left- and right-hand-sides equal to g1 (t) and g2 (t) for the first
and second equations, respectively (recall that x = x1 (t), y = y1 (t) and x = x2 (t),
y = y2 (t) are solutions to the nonhomogeneous system). This way, we conclude
that x = x1 (t) − x2 (t), y = y1 (t) − y2 (t) is indeed a solution of the corresponding
homogeneous system.

3. For the following matrices compute the eigenvalues and eigenvectors and indicate the
type of the system (saddle point, node (or sink), source, center, spiral source, spiral
sink).
(a)  
2 −1
A=
−1 2
(b)  
0 −2
A=
2 0
Math 331 Homework Assignment Chapter 7 Page 3 of 9

(c)  
3 −4
A=
1 3

Solution: Recall that we determine the eigenvalues via the characteristic equa-
tion:
det (A − rI) = 0. (1)
Then, upon finding the eigenvalues,  we will determine the components of the
x1
eigenvectors, i.e., x1 and x2 of x =
x2
(a) The eigenvalues of the first matrix are r1 = 1 and r2 = 3. For r1 the
eigenvector can be found as follows:
    
2 −1 x1 x1
= ⇒ x1 = x2 .
−1 2 x2 x2
 
(1) 1
Thus, for x1 = 1, the associated eigenvector is x = . On equally
1
footing and for r2 at hand, we have
    
2 −1 x1 x
= 3 1 ⇒ −x1 = x2 .
−1 2 x2 x2
 
1
For x1 = 1, we obtain x(2) = .
−1
(b) The eigenvalues of the second matrix are r1 = 2i and r2 = −2i. The associ-
ated eigenvector x(1) for r1 can be obtained via
    
0 −2 x1 x
= 2i 1 ⇒ −2x2 = 2ix1 .
2 0 x2 x2
 
1
For x1 = 1 we obtain x(1) = . Finally, and as per the second eigenvalue
−i
λ2 , we have similarly
    
0 −1 x1 x
= −i 1 ⇒ x1 = −ix2 ,
1 0 x2 x2
 
1
and for x1 = 1, the eigenvector is x(2) = .
i
(c) The eigenvalues of the third matrix are r1 = 3 + 2i and r2 = 3 − 2i. The
associated eigenvector x(1) for r1 can be obtained via
    
3 −4 x1 x
= (3 + 2i) 1 ⇒ 2ix2 = x1 .
1 3 x2 x2
 
(2i
For x2 = 1 we obtain x(1) = . Finally for the second eigenvalue λ2 ,
 1
−2i
the eigenvector is x(2) = .
i
Math 331 Homework Assignment Chapter 7 Page 4 of 9

4. For the system of differential equations

 
0 2 −5
x = Ax A=
1 −2
and the two vector-valued functions
   
5 cos t 5 sin t
x1 (t) = , x2 (t) =
2 cos t + sin t 2 sin t − cos t
do the following:
(a) Show that the given functions are solutions of the given system of differential
equations.
(b) Show that x = c1 x1 + c2 c2 is also a solution of the given system for any value of
c1 and c2 .
(c) Find the solution of the given system that satisfies the initial condition x(0) =
(1, 2)T

Solution:
(a) Compute
   
−5 sin t 5 cos t
x01 = , x02 =
−2 sin t − cos t 2 cos t + sin t
and
   
10 cos t − 10 cos t − 5 sin t 10 sin t − 10 sin t + 5 cos t
Ax1 = , Ax2 =
5 cos t − 4 cos t − 2 sin t 5 sin t − 4 sin t + 2 cos t
Upon simplifying, we clearly have the equalities Ax1 = x01 and Ax2 = x02 .
(b) Using (a), we have
Ax = A(c1 x1 + c2 x2 )
= c1 Ax1 + c2 Ax2
= c1 x01 + c2 x02
= (c1 x1 + c2 x2 )0
= x0

(c) We need to find c1 and c2 such that

 
1
c1 x1 (0) + c2 x2 (0) =
2
This gives us the two equations
5c1 = 1,
2c1 − c2 = 2
which has solution c1 = 1/5 and c2 = −8/5. So
1 8
x(t) = x1 − x2
5 5
Math 331 Homework Assignment Chapter 7 Page 5 of 9

5. Solve the given initial value problem. Describe the behavior of the solution as t → ∞
   
0 5 −1 2
x = x, x(0) =
3 1 −1

Solution: Firstly, finding the eigenvalues and eigenvectors of the coefficient ma-
trix A as follows:
 
5 − r −1 
det (A − rI) = 
  = 0 ⇒ r2 − 6r + 8 = (r − 2)(r − 4) = 0
3 1 − r
The two eigenvalues are r1 = 2 and r2 = 4.
(1) (1)
For r1 = 2, the corresponding eigenvector ξ (1) = (ξ1 , ξ2 )T can be found by
solving
  (1) !  
5 − 2 −1 ξ1 0
(1) =
3 1−2 ξ2 0
(1) (1)
Hence, 3ξ1 = ξ2 . So the eigenvector ξ (1) corresponding to the eigenvalue r1 = 2
is  
(1) 1
ξ =
3
(2) (2)
Similarly, for r2 = 4, the corresponding eigenvector ξ (2) = (ξ1 , ξ2 )T can be
found by solving
  (2) !  
5 − 4 −1 ξ1 0
(2) =
3 1−4 ξ2 0
(2) (2)
Hence, ξ1 = ξ2 . So the eigenvector ξ (2) corresponding to the eigenvalue r2 = 4
is  
(2) 1
ξ =
1
Thus a fundamental set of solutions of the system is
   
(1) 1 2t (2) 1 4t
x (t) = e , x (t) = e
3 1
The general solution is
   
(1) (2) 1 2t 1 4t
x(t) = c1 x (t) + c2 x (t) = c1 e + c2 e
3 1
Plug in initial value x(0) = (2, −1)T and solve for c1 and c2
3 7
c1 = − , c2 =
2 2
Thus the particular solution for the initial value problem is
   
3 1 2t 7 1 4t
x(t) = − e + e
2 3 2 1
   
7 1 4t 3 1 2t
As t → ∞, the second term 2 e is dominant and the first term − 2 e
1 3
is negligible. x(t) becomes asymptotic to the line x2 = x1 as t → ∞
Math 331 Homework Assignment Chapter 7 Page 6 of 9

6. Solve the given initial value problem. Describe the behavior of the solution as t → ∞
   
0 −2 1 1
x = x, x(0) =
−5 4 3

Solution: Firstly, finding the eigenvalues and eigenvectors of the coefficient ma-
trix A as follows:
 
−2 − r 1 
det (A − rI) =   = 0 ⇒ r2 − 2r − 3 = (r + 1)(r − 3) = 0
−5 4 − r
The two eigenvalues are r1 = −1 and r2 = 3.
(1) (1)
For r1 = −1, the corresponding eigenvector ξ (1) = (ξ1 , ξ2 )T can be found by
solving
  (1) !  
−2 − (−1) 1 ξ1 0
(1) =
−5 4 − (−1) ξ2 0
(1) (1)
Hence, ξ1 = ξ2 . So the eigenvector ξ (1) corresponding to the eigenvalue r1 = −1
is  
(1) 1
ξ =
1
(2) (2)
Similarly, for r2 = 3, the corresponding eigenvector ξ (2) = (ξ1 , ξ2 )T can be
found by solving
  (2) !  
−2 − 3 1 ξ1 0
(2) =
−5 4−3 ξ2 0
(2) (2)
Hence, ξ1 = ξ2 . So the eigenvector ξ (2) corresponding to the eigenvalue r2 = 3
is  
(2) 1
ξ =
5
Thus a fundamental set of solutions of the system is
   
(1) 1 −t (2) 1 3t
x (t) = e , x (t) = e
1 5

The general solution is

   
(1) (2) 1 −t 1 3t
x(t) = c1 x (t) + c2 x (t) = c1 e + c2 e
1 5

Plug in initial value x(0) = (1, 3)T and solve for c1 and c2
1 1
c1 = , c2 =
2 2
Thus the particular solution for the initial value problem is
   
1 1 −t 1 1 3t
x(t) = e + e
2 1 2 5
Math 331 Homework Assignment Chapter 7 Page 7 of 9

   
1 1 −t
As t → ∞, the second term 12 e3t is dominant and the first term 21 e
5 1
is negligible. (It actually decays to 0.) x(t) becomes asymptotic to the line
x2 = −5x1 as t → ∞

7. Find the solution of the given initial value problem and describe the behavior of the
solution as t → ∞:    
0 1 −5 1
x = x, x(0) =
1 −3 1

Solution: At first, let us find the eigenvalues and eigenvectors of the coefficient
matrix A as follows:
 
1 − r −5 
det (A − rI) = 0 ⇒   = 0 ⇒ r2 + 2r + 2 = 0.
1 −3 − r

The solutions to the quadratic equation, or simply the eigenvalues are r1,2 =
 T
(1) (1)
−1 ± i. Next, the associated eigenvector ξ (1) = ξ1 , ξ2 for r1 = −1 + i can
be found via
  (1) ! (1)
!
(1) (1)
!  
1 −5 ξ1 ξ1 (2 − i) ξ1 − 5ξ2 0
(1) = (−1 + i) (1) ⇒ (1) (1) = .
1 −3 ξ2 ξ2 ξ1 − (2 + i) ξ2 0

Solving the first equation, we arrive at

(1) 5 (1)
ξ1 = ξ ,
2−i 2
(1)
or, for ξ2 = (2 − i)/5 at
 
(1) 1
ξ = 2−i . (2)
5

On equally footing, and as per the second eigenvalue r2 = −1 − i we obtain

  (2) ! (2)
!
(2) (2)
!  
1 −5 ξ1 ξ1 (2 + i) ξ1 − 5ξ2 0
(2) = − (1 + i) (2) ⇒ (2) (2) = .
1 −3 ξ2 ξ2 ξ1 − (2 − i) ξ2 0

From the first equation we get

(2) 5 (2)
ξ1 = ξ ,
2+i 2
(2)
and for ξ2 = (2 + i)/5 we obtain
 
(2) 1
ξ = 2+i . (3)
5
Math 331 Homework Assignment Chapter 7 Page 8 of 9

Hence, a fundamental set of solutions of the system (7) reads

   
1 1
(1)
x (t) = 2−i e (−1+i)t
, x (t) = 2+i e−(1+i)t .
(2)

5 5

Based on a well-known theorem, we can choose the real and imaginary parts of
either x(1) or x(2) in order to construct a set of real-valued solutions. To that
effect, let us pick x(1) and obtain
 
1
x (t) = 2−i e−t (cos (t) + i sin (t)) = u(t) + iv(t),
(1)
(4)
5

with
e−t cos (t) e−t sin (t)
   
u(t) = 1 −t , v(t) = 1 −t . (5)
5
e (2 cos (t) + sin (t)) 5
e (2 sin (t) − cos (t))

This way, the general solution to the system (7) is given by

x = x(t) = c1 u + c2 v. (6)

Upon employing the initial conditions provided, we end up with c1 = 1 and

c2 = −3 such that the solution to the IVP (after performing the algebra) reads
 
−t cos (t) − 3 sin (t)
x = x(t) = e . (7)
cos (t) − sin (t)

As t → ∞, the solution will decrease in its amplitude since it exhibits exponential

decay.

8. Let the system  

0 α 1
x = x,
−1 α
where α is a parameter.
(a) Determine the eigenvalues in terms of α.
(b) Find the bifurcation value or values of α where the qualitative nature of the
phase portrait for the system changes.
(c) Draw a phase portrait for a value of α slightly below, and for another value
slightly above, each bifurcation value.

Solution:
(a) At first, let us find the eigenvalues of the coefficient matrix as follows
 
α − r 1 
det (A − rI) = 0 ⇒   = 0 ⇒ r2 − 2αr + α2 + 1 = 0,
−1 α − r
Math 331 Homework Assignment Chapter 7 Page 9 of 9

where the roots of the latter equation are r1,2 = α ± i .

(b) The qualitative nature of the phase portrait for the system given will change
when α = 0. In particular, when the real part is negative, that implies that
the origin is a spiral point and is asymptotically stable (since the trajectories
approach it as t increases). On the other hand, if the real part is positive,
the trajectories are expected to become unbounded, that is, the direction of
motion is away from the origin.

(c) The phase portraits for the system given and for values of α of α = −0.5 and
α = 0.5 are shown in the left and right panels of Fig. 1, respectively. Note
that few solutions with various initial conditions (depicted with different
colors) are shown too.
6 6

3 3

0 0

-3 -3

-6 -6
-6 -3 0 3 6 -6 -3 0 3 6

Figure 1: Phase portraits and solution curves for α = −0.5 (left) and α = 0.5
(right). Note that the arrows in the latter point outwards.