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Part I: ODE. Do 3 of the following 4 problems. You must clearly indicate which
3 are to be graded. Problems 1, 2, and 3 will be graded if no indication is given.
Strive for clear and detailed solutions.
3 1 0
0
0
0
4 1 0
0
0
0
0 0 1 2
1
0
. Find eAt .
c) Let A =
0 0 2 1 0
0 0 0
0 1 2
0 0 0
0 2 1
2. Let f (t, x) C 1 (Rn+1 ). Prove that for all t 0, if there is a function k(t) such that
kf (t, x)k k(t)kxk for all x Rn , then the solution x(t) of the initial value problem
x = f (t, x), x(0) = x0 satisfies
Rt
||x(t)|| kx0 ke
k(s)ds
in D,
u(x, 0) = h(x) on U,
u(x, t) = g(x, t) on U (0, T ],
where h(x) and g(x, t) are given initial and boundary data.
(Hint: You can try to use v = (u) with an appropriate function .)
3
3. Assume u(x, t) is the unique classical solution of the following Cauchy problem
ut = xux
in R (0, ),
in U (0, ),
where
Z tZ
G(t) =
0
with F (x, t) =
2H
t2
H +
H
.
t
F 2 (x, )dxd