Midterm exam - revision problems 1.

Find the general solution and the particular solution for each of the following linear non-autonomous dierential equations. (a) tx + et tx = 0; t > 0, x(1) = 0

(b) x + x = tet ; x(0) = 1 2. Solve the following Bernoulli equation assuming t > 0; y > 0 : p y 4y = 2et y 3. For the following dierential equation x= p 3 x x 4

(a) Find all steady-state(s) (equilibria, xed points). (b) Using linear approximation describe local asymptotic stability of the steadystate(s). (c) Sketch a phase diagram and establish the stability properties of the steadystate(s). Compare with your answer in (b). 4. Consider the following non-linear systems of ODEs. For each of them draw a phase diagram and establish the stability properties of the steady-state(s), sketch sample phase curves. ( x = x2 + y 2 8 (a) y =x+y ( x = 3x + y (b) y = x2 y + 4 5. Find extreme points for the functions (a) f (x; y) = x3 + y 3 (b) f (x; y) = ex+y + ex (c) f (x; y) = x4 + 2y 2 3xy
y 3 x 2 1 y 2

2xy

6. Find extreme points for the function f (x; y) = x2 + y 2 subject to x2 + xy + y 2 = 3: 7. Find the optimal paths of the control, state, and co-state variables to min
2 R 0

(t u + u2 )dt

subject to x = x + u x(0) = 1; x(2) f ree u(t) unconstrained 1

8. Find the optimal paths of the control, state, and co-state variables to max
1 R 0

(x + u) dt

subject to x = x + u x (0) = 4; x (1) -f ree u (t) 2 h0; 1i Be sure to check that the Hamiltonian is maximized rather than minimized.