Université Paris-Dauphine

L3 Maths, 2020-2021

Differential equations: exercise sheet # 3

Comparison principles, stability.

Comparison principle

Exercise 1 (Understanding the assumptions of the comparison principle) Let f , u, v, w be functions

from R to R defined by f (x) = 1 − x, u(t) = −e−t , v(t) = 1, w(t) = 2 − 2e−t . Show that for all real
numbers t, u0 (t) < f (u(t)), v 0 (t) = f (v(t)), w0 (t) > f (w(t)). Is it true that for all real numbers t,
u0 (t) < v 0 (t) < w0 (t)?

Exercise 2 (Variants of the comparison principle) Let f ∈ C 1 (R2 , R), u, v ∈ C 1 (R), and t0 ∈ R.
Assume that u is a sub-solution and v a super-solution of x0 (t) = f (t, x(t)). Why do we have: if
u(t0 ) ≤ v(t0 ) then u(t) ≤ v(t) for all t ≥ t0 ? Show that :
1) if u(t0 ) < v(t0 ) then u(t) < v(t) for all t ≥ t0 .
2) if u(t0 ) = v(t0 ) then u(t) ≤ v(t) for all t ≥ t0 and u(t) ≥ v(t) for all t ≤ t0 .
3) if u(t0 ) > v(t0 ) then u(t) > v(t) for all t ≤ t0 . What can be said for t ≥ t0 ?

Exercise 3 (Basic sufficient conditions for nonexplosion) Let f : R × Rn → Rn be a continuously

differentiable function. Show that any maximal solution of x0 (t) = f (t, x(t)) is global:
i) if f is bounded over I × Rn ;
ii) if there exists constants A et B such that: ∀(t, x) ∈ R × Rn , ||f (t, x)|| ≤ A||x|| + B.

Exercise 4 (Don’t be scared) Show that all maximal solutions of the following differential equation
are global: x0 (t) = et x(t) + e−t sin(t2 x(t)) − arctan(1 + t2 + x2 (t)).

Exercise 5 (Explosion in dimension 1: theory) Let f : R2 → R be C 1 . Let (J, x(·)) be a maximal

solution of x0 (t) = f (t, x(t)) such that x(t) → +∞ as t → sup J. Prove that:
i) if there exist K and x̄ in R such that for all (t, x) in R2 : x ≥ x̄ ⇒ f (t, x) ≤ Kx, then sup J = +∞.
ii) if there exist (strictly) positive real numbers K, x̄ and ε such that, for all (t, x) in R2 , x ≥ x̄ ⇒
f (t, x) ≥ Kx1+ε , then sup J < +∞.

Exercise 6 (Explosion in dimension 1: examples) In the following cases, does the solution of the
initial value problem x0 (t) = f (t, x), x(0) = x0 explode in forward time?
1) f (t, x) = t + x, x0 arbitrary ; 2) f (t, x) = tx, x0 = 5 ; 3) f (t, x) = x2 , x0 > 0 ;
4) f (t, x) = x2 , x0 = 0 ; 5) f (t, x) = x2 + t, x0 = 0 ; 6) f (t, x) = x2 − t,√x0 < 0 ;
7) f (t, x) = x2 − √t, x0 > 0 such that x20 − t > 1/(2x0 ) ;p 8) f (t, x) = x4/3 / 1 + x2 , x0 > 0 ;
9) f (t, x) = x3 / 1p + x2 , x0 > 0 ; 10) f (t, x) = x4/3 / 1 + sin2 (x), x0 > 0 ;
11) f (t, x) = x4/3 / 1 + sin2 (x), x0 ≤ 0 ; 12) f (t, x) = ln x, x0 = 2.

Exercise 7 (Explosion by comparison) Consider the logistic equation x0 (t) = rx(t)(K − x(t)). Show
that if a maximal solution (J =]a, b[, x(·)) satisfies x(0) > K, then a > −∞. Hint: show that
y(t) = x(−t) → +∞ as t → −a and that for t large enough, y 0 (t) ≥ y α (t) for some α > 1. What can
be said of the interval of definition of the solutions of the equations of Exercise ???

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Exercise 8 (Logistic growth with varying carrying capacity) Let (J, x̄(·)) be a maximal solution of

x0 (t) = x(t)(K + sin t − x(t)) (1)

such that x(0) > 0. Using the fact that | sin t| ≤ 1 and comparison principles, show that sup J = +∞,
and that as t → +∞, lim inf x̄(t) ≥ K − 1 and lim sup x̄(t) ≤ K + 1.

Exercise 9 1) Let K > 0. Sketch the phase line of the differential equation x0 (t) = x2 (t)(K − x(t)).
2) Consider the differential equation x0 (t) = x2 (t)(1 − x(t) − e−t ). Let (J, x(·)) be a maximal solution
defined in t = 0 and such that x(0) > 0.
a) Show that x(t) > 0 for all t ∈ J.
b) Show that for all t ∈ J ∩ [0, +∞[, x0 (t) ≤ x2 (t)(1 − x(t)). Conclude that sup J = +∞ and that
lim supt→+∞ x(t) ≤ 1.
c) Let ε > 0. Show that there exists t0 ∈ R such that for all t ≥ t0 , x0 (t) ≥ x2 (t)(1 − ε − x(t)).
d) Show that x(t) → 1 when t → +∞.

A first look at stability

Exercise 10 (Linearization in dimension 1)

What is the stability of the origin for the equation x0 = λx, with λ ∈ R? Let x∗ be an equilibrium
of the equation x0 = f (x), with f : R → R of class C 1 . Show that x∗ is asymptotically stable if
f 0 (x∗ ) < 0 and unstable if f 0 (x∗ ) > 0: a) directly; b) using the linearization theorem.

Exercise 11 Discuss the stability of the equilibria (or the equilibrium) of the system.
 0
x (t) = y(t)
2
y 0 (t) = (x3 (t) − 1)e−x (t)
1. Show that this problem has a unique maximal solution.

2. Discuss the stability of the equilibria (or the equilibrium) of this system.