Examenes Ecuaciones Diferenciales

© All Rights Reserved

Просмотров: 0

Examenes Ecuaciones Diferenciales

© All Rights Reserved

- control engineering test one.pdf
- The Mathematics of Diffusion(Ni)
- Principle of Engineering
- Representing Rubik's Cube in Apl
- 07 Modelisation_ondes
- Teaching coding through games: gamecodization!
- Book
- Book
- Book
- Kalman
- Book
- me15btech11030_hw1_2018
- Chapter 6 Stability Criteria_nise
- xpp_doc
- Math1151 Matlab Lab Test Practice
- Kaabar - A first course in linear algebra.pdf
- santibanez_strict_lyapunov_function_and_chetaev_function_for_stability_instability_analysis_of_the_pendulum.pdf
- S0334270000005452a
- Bio System
- no (0)

Вы находитесь на странице: 1из 28

Name (Print).________________ Show all Work. Draw and Explain. All problems carry the same

weight.

Solve any 6 (six) out of the 8 (eight) problems and clearly indicate which problems are to be graded.

1 Let n be a positive integer and A be a real, skew-symmetric n × n matrix (i.e. AT = −A). Let α ∈ [0, ∞)

and consider the differential system

y 0 = Ay − |y|α y,

where | | denotes the Euclidean norm in Rn (here t ∈ R and y(t) ∈ Rn ).

(a) Show that for any y0 ∈ Rn the initial value problem with y(0) = y0 has a solution for all t > 0.

(b) Show that the origin is the only equilibrium point.

(c) Show that the equilibrium point is globally asymptotically stable.

Hint: Recall that for any square matrix M and any vectors u, v we have M u · v = u · M T v (here · denotes

the Euclidean dot product).

2 Consider the differential system (where x, y are scalar functions of the real variable t)

x0 = −xy + y, y 0 = x − x2 y.

(b) Along what curves is dy/dx zero or infinity (plus or minus)? Draw these curves in the xy–plane.

(c) Sketch the phase diagram and illustrate the direction of increasing t.

D := {(t, y)0 ≤ t − t0 ≤ a, |y − η| ≤ b}.

Assume that f : D → Rn is continuous and there exist real constants K, M such that

|f (t, y) − f (t, z)| ≤ K |y − z| , |f (t, y)| ≤ M for all (t, y), (t, z) ∈ D.

(a) Prove under the above assumptions the existence and uniqueness of the solution to the initial value

problem

y 0 = f (t, y), y(t0 ) = η

on some interval [t0 , q] using the method of successive approximations. Show in detail the successive approx-

imations convergence.

(b) Determine for the scalar initial value problem

y2

y0 = , y(1) = 4

y−3

numerical values for a, b, q and justify them.

−t2 x00 + (t2 + mt)x0 − (t + m)x = 0 (t > 0),

where m is any real parameter.

1

PHD ENTRANCE EXAM, SPRING 2016: ORDINARY DIFFERENTIAL EQUATIONS 2

(b) Use the substitution x(t) = t u(t) to find a particular solution for

(0.1) −t2 x00 + (t2 + t)x0 − (t + 1)x = t2 (t > 0).

Z t

(c) Find the general solution for (0.1). (In your computations you may use the function F (t) = s−1 es ds

1

for any t > 0; do not attempt to compute it explicitly!)

5 (a) Let f (t), g(t), K(t) be nonnegative continuous scalar functions on the interval [a, b] and that the

following inequality holds: Z t

f (t) ≤ g(t) + K(s)f (s)ds, t ∈ [a, b].

a

Prove that

Z t Z t

(0.2) f (t) ≤ g(t) + g(s)K(s) exp K(u)du ds.

a s

(b) Utilize (0.2) to prove that if

Z t

f (t) ≤ |sin(f (s))| ds, t ∈ [a, b]

a

then f (t) ≡ 0 for t ∈ [a, b].

Hint: Prove that u(θ) = sin(θ)/θ can be defined as a continuous bounded function on R.

f (L) = 0 ∈ Rn . Assume also that y(t) is a non-constant vector solution to the differential system y 0 = f (y)

on some interval [t0 , ∞) such that lim− y(t) = L.

t→b

−

(a) Prove that b = ∞.

(b) Given the scalar differential equation

x0 = x2 (x − 3),

determine all critical points and show that none of them is globally asymptotically stable as t → ∞.

(c) Assume the scalar differential equation

k−1

X

x0 = xk + cl xl , cl ∈ R

l=0

to possess more than one critical point. Prove that no critical point is globally asymptotically stable as

t → ∞.

x31

1 −1 x1

7 Let A = and f (x) = , where x = ∈ R2 .

2 0 4x21 x2 x2

Prove that the differential system x0 = Ax − f (x) has a non-constant, periodic solution.

8 It is given that all solutions to the scalar initial value problem below are periodic:

u00 + 4u3 = 0, u(0) = α, u0 (0) = β.

(a) In the phase plane, sketch the orbit of each solution and the direction of flow along the orbit as t increases.

β2

(b) Derive an expression for the smallest positive period T (m) that shows its dependence on m := 2 + α4 .

PhD Entrance Exam, Differential Equations; Spring 2015

Name (Print).

Do 6 out of the 8 problems and mark the 6 problems you want to be graded.

Failure to do so will result in automatically grading the first 6 problems.

Show all work. Draw and explain. All problems carry the same weight.

1. Let A(t) be a variable n×n matrix with entries aj,k (t) continuous on (a, b)

and let M (t) be the n × n matrix solution of M 0 (t) = A(t)M (t). Denote by

D(t) the determinant of M (t) on (a, b).

(a) Prove Abel’s theorem, i.e. show that for any t0 , t ∈ (a, b) we have

R t Pn

t [ j=0 aj,j (s)]ds]

D(t) = D(t0 )e 0 .

What is the significance and usefulness of this theorem to the theory of linear

homogeneous systems of ODE’s?

(b) Given for n = 3 that

t t2 t3 1 4 6

A(t) = t4 −2t t5 , M (t0 ) = 0 2 5 ,

t6 t7 t 0 0 3

" #

dy(t) σ ν

= y(t), (1)

dt −ν σ

determine a fundamental matrix solution to (1) that has real valued entries.

Sketch the phase portrait of (1) as t → ∞. Carefully explain the direction of

arrows along orbits.

(−∞, ∞) and assume there exists ω > 0 such that A(t + ω) = A(t) for

all t ∈ (−∞, ∞). Let M (t) be an n × n fundamental matrix solution of

M 0 (t) = A(t)M (t). Show that:

(a) M (t + ω) is also a fundamental matrix solution of the above differential

system.

(b) The matrix C := M −1 (t)M (t + ω) exists, is invertible, and actually is a

constant independent of t.

(c) It is given that there exists a constant matrix R such that C = exp(ωR).

Prove that P (t) := M (t) exp(−tR) is periodic with period ω and that the

transformation M (t) = P (t)Z(t) takes the differential system into the system

Z 0 (t) = RZ(t).

(d) Determine the matrices C and P (t) if

" # " #

cos t 1 1 0

ω = 2π, A(t) = , M (0) = .

0 cos t 0 1

and assume:

(i) there exist b, δ > 0 such that f (t, y) is a continuous vector function in

the set of points (t, y) given by

(ii) the entries of the Jacobian matrix

∇f1

∇f2

.

∂fi

JM := =

∂yj

.

.

∇fn

are continuous in the REC.BOX.

(iii) there exists a solution y = φ(t, t0 , η) to the initial value problem (2) on

the interval [t0 − q, t0 + q], where q = min{δ, b/M }.

Given all the above, prove that the solution y = φ(t, t0 , η) is unique.

that all its eigenvalues have negative

Z ∞ real parts, and let B : [0, ∞) → Mn

be continuous and such that |B(t)| dt < ∞ (where | · | represents any

0

matrix norm). Prove that the null solution of the system x0 = Ax + B(t)x

is asymptotically stable.

z2 2

x0 = −x + e−t y + , y 0 = −y + e−t x2 , z 0 = e−2t x − 2z.

1 + |t|

(a) For what initial data (x(0), x0 (0)) is it true that lim x(t) = 0?

t→∞

(b) For what initial data (x(0), x (0)) is it true that lim x0 (t) = 0?

0

t→−∞

x0 = 3x − y − 4x3 − 2y 3 , y 0 = 3x + y − 2x3 − 4y 3 .

(b) Prove that the system has a nontrivial periodic solution whose orbit in

the phase plane lies between the ellipses V (x, y) = 1/4 and V (x, y) = 3/2.

Fall Semester, 2015

Department of Mathematics, West Virginia University

PhD Entrance Exam in Differential Equations

Name (Print):

Show all Work. Draw and Explain. All problems carry the same weight.

Do 6 out of the 8 problems and mark the 6 problems you want to be checked.

Re λj ≤ 0, , j = 1, 2, · · · , n, prove that the zero vector solution of y 0 = Ay is stable.

(b) Discuss the stability and asymptotic stability of the zero vector solution of

−1 + e−t 2 + e−t 3 + (t2 + 1)−1

y 0 = (t2 + 1)−1 −2 5 y.

−2t ln (t2 +1)

e t2 +1

−3

(i) Formulate an existence and uniqueness theorem for the above nonlinear system. Explain the

method of successive approximations.

(ii) Estimate an interval of existence for solutions of the initial value problem

y10 = y1 y2 , y20 = y12 + y1 y2 + 1, y1 (1) = 3, y2 (1) = 0.

(iii) Provide a best estimate for the maximal interval of validity (existence) of the solution for

the initial value problem below, without explicitly finding the solution:

−2

t (t − 2)−3 et

0 3

y = y, y(1) = .

t t2 5

y 0 = A(t)y + g(t), y(t0 ) = η. (0.1)

where the n × n matrix A(t) and the n column vector g(t) are continuous on (−∞, ∞) and are

such that Z ∞

|A(s)| + |g(s)| ds < ∞.

−∞

Prove then that the initial value problem for any given t0 ∈ R, η ∈ Rn possesses a unique

solution on (−∞, ∞).

2x00 + 10x9 = 0, x(0) = α, x0 (0) = β, α, β ∈ R. (0.2)

(i) Show that if x(t) is a solution then

[x0 (t)]2 + x10 (t) = β 2 + α10 . (0.3)

Note that it (0.3) implies that (0.2) possesses a bounded solution with a bounded derivative.

(ii) It is given further that α > 0, β > 0. Show that the solution x(t) attains a (relative) local

maximum at a time tmax > 0. Determine precisely the values of x(tmax ), x0 (tmax ), x00 (tmax )

in terms of α, β. Show that there exists a time tmin > tmax > 0 where x(t) attains a local

minimum. Determine precisely the values of x(tmin ), x0 (tmin ), x00 (tmin ) .

(iii) Sketch the orbit of this solution for tmax ≤ t ≤ tmin in the phase space. Also sketch in the

(t, x) plane the graph of x(t) on the interval tmax ≤ t ≤ tmin . What is the sign of x0 (t) on this

interval? Conclude that there is a one to one correspondence between the values of t and x(t)

on tmax ≤ t ≤ tmin .

(iv) Determine p, q that makes the relation below valid

Z tmin Z p

1

dt = tmin − tmax = −[β 2 + α10 − x10 ]− 2 dx.

tmax q

(v) Prove that the solution to (0.2) is periodic and find an expression for its period.

ẋ = y 3 , ẏ = −x3 + 3x2 − 3x + 1.

(b) Sketch the phase diagram.

dy

ẏ = f (y), where ẏ := . (DE)

dt

(a) Show that if a solution ϕ of (DE) satisfies lim ϕ(t) = c ∈ R, then c is a critical point for

t→∞

(DE).

(b) Assume further that f (0) = 0 and xf (x) < 0 for all x ∈ R\{0}. Show that for any y0 ∈ R

there exists a solution y of (DE) on (0, ∞) satisfying y(0) = y0 .

(c) Under the assumptions from (b) above, show that the equilibrium solution (why is that

unique?) is globally asymptotically stable.

ẋ = x − y − x|x|, ẏ = x + y − y|y|.

(a) Discuss the stability of the origin.

(b) Determine if there is a periodic solution. In either case, show your proof.

xy 00 + (x + 1)y 0 + y = 2x,

y(0) = 1,

y 0 (0) = −1.

GRADUATE TEST-SPRING 2012, ODE’S

J = λIn + H

0 1 0 0 0

0 1 0

. .

with λ a given real constant and H the n×n matrix H := (hj,k ) =

. . . .

. .

0 0 0 0 1

0 0 0 . . . 0

Namely,

H := (hj,k ), j, k = 1, . . . , n, hj,k = 1 if k = j+1, j = 1, 2, . . . , n−1, hj,k = 0 if k ̸= j+1.

a) Prove that M = exp(tJ) is a fundamental matrix solution of the system

d

M (t) = JM (t).

dt

b) Prove that

( n−1

∑ tk )

k

exp(tJ) = exp(tλ) In + H .

k!

k=1

( n−1

∑ tk )

lim t−(n−1) In + Hk .

t→∞ k!

k=1

exists a solution y(t) defined for all t ∈ R and such that y(t0 ) = y0 . Given the

differential system with unknown y = (y1 , y2 ) ∈ R2

ẏ1 = [cos(t + y1 y2 )]23 + 3 sin(y15 + y22012 ),

prove that it is complete.

ẏ = f (y), where f ∈ C 1 (Rn ),

let y(t) be a n × 1 column real-valued vector solution defined on R. Prove that if

y(t0 + P ) = y(t0 ) for some t0 ∈ R and some P > 0, then

y(t + P ) = y(t), for all t ∈ R,

1

GRADUATE TEST-SPRING 2012, ODE’S 2

(0.1) ẏ = f (y), where f ∈ C 1 (Rn ),

let y(t) be an n × 1 column real-valued vector solution defined on (a, b). Prove the

following:

(i) If lim y(t) = L (L being a constant vector in Rn ), then L is a critical point for

t→∞

the system.

(ii) Assume ẏ is not identically zero and that lim+ y(t) = L, where L is a crit-

t→b

ical point for the system. Then b = ∞.

(a) Prove that the system below has periodic solutions

ẋ = f (x, y), ẏ = g(x, y).

(b) Prove that the system below has non-periodic, non-constant solutions

ẋ = −x + f (x, y), ẏ = g(x, y).

6. Consider the system

ẋ = x + xy, ẏ = y + xy.

(a) Find the equilibria and study their stability.

(b) Prove that x = 0, y = 0 and x = y are the only invariant lines.

(c) Find the null and vertical (possibly curvilinear) clines.

(d) Draw the phase diagram and use arrows to indicate the direction of increasing

time.

ẋ = x + y + z, ẏ = y + z, ż = −z with x(0) = y(0) = z(0) = 1.

(b) Find all initial vectors (x(0), y(0), z(0)) for which the solution converges to zero

as t converges to infinity.

(c) Find all initial vectors (x(0), y(0), z(0)) for which the solution converges to zero

as t converges to negative infinity.

ẍ + cos x = 0.

(a) Find all the critical points and discuss their stability.

(b) Find the level set of the Hamiltonian which contains all the unstable critical

points, i.e. find the constant c ∈ R such that the planar curve of equation H(x, y) =

c contains all the unstable critical points.

(c) Draw the phase diagram and use arrows to indicate the direction of increasing

time (independent variable).

ENTRANCE EXAM: Differential Equations (August 30, 2012)

There are 8 (eight) problems on this test. Solve any 6 (six) of them.

Clearly motivate your answers/solutions.

1. Let M (t) be a square matrix and consider the matrix differential equation

0 0 0

dM (t)

= AM (t), A = −1 −1 1 .

dt

0 0 −1

(b) Determine all column vector solutions y(t) to

dy(t)

= Ay(t)

dt

that converge to the origin as t → ∞.

(c) Determine all solutions that are bounded on (−∞, ∞).

2. A differential system is called complete if all of its real-valued solutions to all of its ini-

tial value problems exist for all t ∈ R. Consider the differential system (y1 , y2 ∈ R)

( ) ( )−1

ẏ1 = 3 cos exp(y1 y2 ) + y1 y2 1 + y12 y22 ,

(1)

2 4 5 20

ẏ2 = cos(1 + y1 y2 ) + sin(y1 + y2 ).

y ∈ Rn , p ∈ R. Let y(t, p) be an n by 1 vector valued solution of the IVP:

dy

(t, p) = f (y(t, p), p), t, p ∈ R, with y(t0 , p) = y0 ∈ Rn for all p ∈ R. (2)

dt

Prove that ∫ t ∫ t

∂y ∂f ∂y

(t, p) = (y(s, p), p)ds + J (s, p)ds,

∂p t0 ∂p t0 ∂p

where J is the Jacobian matrix

∂fk

J = (ak,j ) , ak,j := (y, p), k, j = 1, · · · , n.

∂yj

1

4. Let

t sin t

A(t) := .

cos t −t

Denote by M (t) a 2 by 2 matrix solution of the linear matrix equation

dM (t)

= A(t)M (t), −∞ < t < ∞.

dt

Prove that det M (t) , the determinant of M (t), is a constant on (−∞, ∞).

(b) Sketch the phase diagram of the system from (a) (make sure to draw arrows to show direction

of increasing time).

ẋ = x − xy, ẏ = y − xy.

(a) Find the equilibria and study their stability.

(b) Prove that x = 0, y = 0 and x = y are the only invariant lines.

(c) Find the null and vertical (possibly curvilinear) clines.

(d) Draw the phase diagram and use arrows to indicate the direction of increasing time.

ẋ = x − y − 2x2 , ẏ = x + y − 2y 2 .

(a) Discuss the stability of the origin.

(b) Determine if there is a periodic solution. In either case, show your proof.

(a) Use the Hamiltonian energy of the solution x(t) to show that if α = 1, β = 0, then x(t) ≥ 1

on its maximal interval of existence.

(b) Find the solution with α = 0, β = 1. What is its maximal interval of existence? (Recall:

the maximal interval of existence is the interval around t = 0 beyond which the solution is

undefined.)

2

Graduate exam 2013, ODE’s

Do any 6 problems. All problems carry the same weight. Explain your solu-

tions.

−1 1 1 3

ẏ = y − , y(7) = .

0 −1 2 4

Determine lim y(t).

t→∞

Let ρ := max{Re(λj ) : j = 1, 2, . . . , n}. Consider a fixed vector solution of

ẏ = Ay(t)

on the interval [a, ∞). Prove that for every ϵ > 0, there exists K > 0 such

that

|y(t)| ≤ Ke(ρ+ϵ)t for all t ∈ [a, ∞),

where |·| is a suitable norm.

ẏ = f (y), where f ∈ C 1 (Rn ). (1)

Let y(t) be a continuous n × 1 column vector solution of (1) on (a, b). Prove

the following:

(i) Assume ẏ is not identically zero and that lim+ y(t) = L, where L is a

t→b

critical point of (1). Then b = ∞.

(ii) y(t + ω) is also a vector solution of (1) on (a + ω, b + ω).

f (t, y) = A(t)y + g(t).

(ii) Prove in detail (using the theorem of existence and uniqueness for gen-

eral systems), that if A(t) and g(t) possess continuous entries on the closed

interval [c, d], then every initial value problem

ẏ = A(t)y + g(t), y(t0 ) = η, t0 ∈ [c, d], η ∈ Rn

possesses a unique solution on [c, d].

1

ẋ = −x cos y + xy + ye−t , ẏ = sin x − 2y + 2x sin y + x sin .

1 + t2

6. (i) (2 points) Show that the origin is the only equilibrium solution for

ẋ = −x3 − xy 4 , ẏ = −y 3 − x2 y.

(ii) Show that the equilibrium is globally asymptotically stable (which means

that every solution, no matter where it starts, approaches this equilibrium

forward in time).

(iii) Does this system have nonconstant periodic solutions?

(i) Sketch the phase diagram, find the critical points and study their stability.

√

(ii) Assume x(0) = 1, ẋ(0) = 3. Prove that the time it√takes the corre-

∫ 2

ds

sponding orbit to cross the x-axis in phase plane is t0 = √ .

0 4 − s4

(iii) Show that t0 defined at (c) is finite (note that the integral above is

improper, so it is necessary to prove that it is convergent).

ẋ = 2x + y − 2x3 − 3xy 2 , ẏ = −2x + 4y − 2x2 y − 4y 3 .

(i) Find all critical points and discuss their stability. Hint: First use the

Lyapunov function V (x, y) = 2x2 + y 2 to prove that if there are other critical

points beside the origin, then they must lie on the unit circle.

(ii) Are there any periodic solutions? If so, approximately where are their

orbits located?

ENTRANCE EXAM: Differential Equations, Fall 2013.

Solve any 6 (six) problems. All problems carry the same weight.

t, t0 , p ∈ R1 , y, η, f ∈ Rn .

Assume that f (t, y, p) is a continuous vector function and that the entries of the Jacobian

matrix

∇f1

∇f2

∂fi .

Jf := =

∂yj ij .

.

∇fn

are continuous in the set of points (t, y, p), where

t, t0 , p ∈ R1 , y, η, f ∈ Rn .

Consider the solution y = φ(t, t0 , η, p) as a vector function of the variables (t, t0 , η, p). Deter-

∂φ

mine an equation that is satisfied by a) ∂t 0

, b) ∂φ

∂p

. What information could be derived

from these equations? Why is that information important?

2. Convert the scalar ode x′′ + x7 = 0 into a vector system of differential equations.

Show, that a solution to any initial value problem of the ode exists on any interval [a, b].

3. a) Explain the essence of the method of successive approximations and under what as-

sumptions it is valid. b) Calculate the first 3 successive approximations for the initial value

problem

−y1 + y22 1

y =

′ , y(0) = .

y1 + y2 1

4. Provide the best estimates for the maximal intervals of existence of solutions of

(t + 5)−2 t

y′ = y, y(t0 ) = η,

t2 (t − 1)−3

5. (a) Find and classify all the equilibria of the system

ẋ = −3y + xy − 4, ẏ = x2 − xy.

ẋ = x − xy, ẏ = y + xy.

(a) Find the equilibria and study their stability.

(b) Find all the invariant lines.

(c) Find the null and vertical (possibly curvilinear) clines.

(d) Draw the phase diagram and use arrows to indicate the direction of increasing time.

(a) (6 points) Find all critical points and discuss their stability. Hint: First use the Lyapunov

function V (x, y) = 2x2 + y 2 to prove that if there are other critical points beside the origin, then

they must lie on the unit circle.

(b) (4 points) Are there any periodic solutions? If so, approximately where are their orbits

located?

(i.e. AT = −A), real matrix.

(a) Show that every solution satisfies |x(t)| = const for all t ∈ R.

(b) Find all critical points and study their stability.

(c) If n = 2, are there any non-periodic solutions?

PhD Entrance Exam, Differential Equations; Fall 2014

Solve any six problems!

In particular let 0̂T = (0, ..., 0) be the transpose of the zero vector. Let

f T (y, t) := (f1 (y, t), f2 (y, t),...,fn (y, t)) be a vector field in Rn where fk (y, t) ∈

R, k = 1, 2, ..., n and t ∈ [a, b]. Formulate (without proof) an existence and

uniqueness theorem that will ensure that the initial value problem

dy

(t) = f (y, t), y(t0 ) = η, t0 ∈ [a, b], (1)

dt

possesses a unique solution on some subinterval of [a, b]. Based on this for-

mulation prove that if

with some nonnegative constants A and B, then the initial value problem (1)

possesses a unique solution on [t0 , b].

2. (a) Determine the value of all constants c that will guarantee the ex-

istence of a bounded non trivial (not zero) vector solution y(t) on (−∞, ∞)

to the linear system with constant coefficients

1 c

y′ = y.

3 2

Prove that the system

dy

(t) = Ay(t),

dt

possesses a bounded non trivial (non zero) vector solution y(t) on (−∞, ∞)

iff the matrix A has a zero eigenvalue. Hint: Use properties of symmetric

matrices.

( )5

ẍ + ẋ + x2 ẋ − ẋ + x3 = 0.

4. Solve the initial value problem

1 1 0 4 0

ẏ =

0 1 0 y − 4 , y(6) = 4 .

0 0 2 10 0

(a) An initial value problem ẏ = f (y), y(0) = 0 with f (y) ∈ C(R) such that

the initial value problem does not have a unique solution.

(b) An initial value problem ẏ = f (y), y(0) = y0 with f (y) ∈ C(R), with

solutions that do not exist on R.

(c) A scalar singular differential equation such that non trivial solutions exist

on R.

ẋ = y + x2 y, ẏ = −4x + x3 − xy 2 .

(a) Show that the system is Hamiltonian and find its Hamiltonian function.

(b) Find the critical points and discuss their stability.

(c) Sketch the phase diagram (make sure to put arrows to indicate the direc-

tion of motion along orbits).

ẋ = x3 + x2 y, ẏ = y 3 + y 2 z, ż = z 3 + z 2 x.

(a) Show that all solutions exist for all negative times;

(b) Show that all solutions converge to the origin as t → −∞;

(c) Show that with the exception of the stationary solutions (find them!), all

other solutions blow up in finite time;

(d) Study the stability of the critical points.

8. (a) Discuss the stability of the null solution for the system:

ẋ = x2 − y 2 z, ẏ = xy 3 − z, ż = −2xy ?

Entrance Exam, Differential Equations

April, 2007

½ 0

y + 2y + y cos(x2 y) = 0,

y(0) = y0 .

Find all the values y0 such that the solution y(x) satisfies

lim y(x) = 0.

x→∞

2. Solve the initial value problem

½

y 00 − 3y 2 = 0,

y(0) = 2, y 0 (0) = 4.

y 00 + (1 + sin t)y 0 − (1 + t2 ) y = 0.

5. • Solve

1 0 1 3

ẋ = Ax = 2 0 3 x, x(0) = 2 .

1 0 1 1

• Write down the solution formula for

3

ẋ = Ax + f (t), x(0) = 2 .

1

1

6. Consider

ẋ = 2y + 2x2 y,

ẏ = −2x − 2xy 2 + 2x3 ,

where (x, y) ∈ R2 .

• Find the Hamiltonian function.

• Find the critical points and name them. Also, discuss their stability.

• Sketch the phase diagram. Be sure to put “Arrows” in orbits (or paths) to indicate

the direction of time.

ẋ = x − y − x(x2 + 2y 2 ),

ẏ = x + y − y(x2 + 2y 2 ).

(b) Show if there is a periodic solution.

8. Consider

ẋ = f (x), (1)

n

where x ∈ R , f is continuously differentiable, f (0) = 0, and x = 0 is an isolated critical

point. Suppose that the linearized system is given by

ẋ = Ax, (2)

where

∂f

A= (0)

∂x

is the Jacobian of f evaluated at 0.

Suppose the zero solution of (2) is stable. Either prove that the zero solution of (1) is

stable or show a counter example.

2

Differential Equations Exam, 2006S. Solve five problems.

[1] Let p(t) and q(t) be two continuous functions. Prove that the second order linear equation

y 00 + p(t)y 0 + q(t)y = 0 has two, and only two linearly independent solutions.

[2] Consider the second order differential equation : y 00 − (sin t)y 0 + (1 + cos t)y = 0.

It is easy to see that y = sin t is a solution with period 2π. Are all the solutions must be periodic

with period 2π? Prove your conclusion.

[3] Prove Gronwall inequality: Let k(t), u(t) be continuous in [a, b] with k(t) ≥ 0, and C ≥ 0 is a

constant. If Z t

u(t) ≤ C + k(s)u(s)ds ∀t ∈ [a, b],

a

then Rt

k(s)ds

u(t) ≤ Ce a ∀t ∈ [a, b].

[4] (a) Solve

2 1 2 3

ẋ = 4 2 4 x, x(0) = 2 .

2 1 2 1

(b) Find a Jordan (canonical) form J of the above matrix and the transformation P such that

P −1 AP = J.

(c) Discuss the stability of the system for t ≥ 0.

2

−2 + 1+t2 −1 − e−t −2 e3t

−4 −2 −4 x + 2

ẋ = .

−2 −1 + ln(t+1)

1+t2

−2 te −t

[5] Consider

ẋ = 2x − xy + x3 ,

ẏ = y − xy.

(a) Find the critical points and name them. Also, discuss their stability.

dy

(b) Along what curves (or lines), is dx zero or infinite?

(c) Are the following sets invariant? Circle the invariant sets.

(1) The line y = 0. (2) The line x = 0. (3) The line x = 1. (4) The curve 2 − y + x2 = 0.

(d) Sketch the phase diagram. Be sure to put “Arrows” in orbits (or paths) to indicate the direction

of time.

[6] Discuss the stability of critical points.

(a)

ẋ = y 3 + 2x2 y,

ẏ = −xy 2 + x3 .

(b)

ẋ = −x − xy 2 ,

ẏ = x4 y − y 3 .

1

Differential Equations Exam, 2004F. Show and explain all work. Do 6 out of the 7

problems.

[1] Consider the planar system

dx

= x + y − x3 ,

dt

dy

= −x + y − y 3 .

dt

(i) Determine if the origin is stable, asymptotically stable, or unstable.

(ii) Determine if there is a periodic solution. Either case, show your proof.

[2] Consider the planar system

dx

= −y + x[µ − (1 − x2 − y 2 )2 ](1 − x2 − y 2 ),

dt

dy

= x + y[µ − (1 − x2 − y 2 )2 ](1 − x2 − y 2 ),

dt

where µ is a parameter independent of t, x, and y.

(i) Rewrite the planar system in polar coordinates.

(ii) Show that there is a pitchfork bifurcation of a periodic orbit as the parameter µ is changed.

(iii) Sketch the phase diagrams according to the values of µ.

[3] Consider the planar system

dx

= y − axy 2 ,

dt

dy

= −x − by,

dt

where a and b are positive constants.

(i) Find all critical points and classify them according to stable, asymptotically stable, and unstable.

(ii) Determine the ω-limit set and α-limit set for every point in the plane. If there is no such set,

state so.

[4] (i) Determine a fundamental solution to the system of ODE’s

1 1 1

dy

= 1 1 1 y, −∞ < t < ∞. (1)

dt

1 1 1

0

(ii) Are there non trivial (non zero) column vector solutions of (1) that converge to 0 as

0

t → −∞? If yes determine all of them.

(iii) Solve the initial value problem

1 1 1 1 0

dy

= 1 1 1 y + 1 , y(0) = 0 .

dt

1 1 1 1 0

1

[5] Let Y = Y (t) be an n by n matrix solution Y (t) of

dY

= A(t)Y,

dt

where A(t) = [ajk (t)], j, k = 1, ...n, and A(t) is an n by n continuous matrix function on (a, b).

Denote by q(t) the determinant of Y (t).

(i) Show that q(t) is a solution of the first order homogeneous ODE

Xn

dq(t)

=[ ajj (t)]q(t). (2)

dt j=1

(ii) Determine a particular solution q(t) of (2) that satisfies the initial condition q(t0 ) = q0 , with

t0 ∈ (a, b).

(iii)Show that if

R t Pn

Limt→b− [ [

t0 j=1 ajj (s)]ds] = −∞, then Limt→b− [q(t)] = 0.

(iv) What is the significance of the solution q(t)?

[6] Let A be an n by n constant matrix with eigenvalues λ1 , λ2 , ..., λn such that Re{λj (t)} < 0,

j = 1, ...n. Let y(t) and h(y) be column vectors given by y T (t) = (y1 (t), y2 (t), ..., yn (t)) and

hT (y) = (y12 , y22 , , yn2 ). Show that the zero vector solution of

dy

= Ay + h(y)

dt

is asymptotically stable as t → ∞.

[7] (i) Determine an interval of existence for the solution of the initial value problem

dy1

= y12 + 2y2 + 1, y1 (0) = 0,

dt

dy2

= y22 + 2y1 + 1, y2 (0) = 0.

dt

(ii) Explain what theorem guaranteeing existence and uniqueness you apply.

(iii) Show that the initial value problem

dy

t = y, y(0) = 0

dt

possesses infinitely many solutions. Then explain why a theorem guaranteeing the existence of

unique solutions does not apply to this initial value problem.

2

Differential Equations Exam, 2003F. Solve all five problems.

[1] (a) Solve

0 −1 2 3

ẋ = 0 −1 2 x, x(0) = 2 .

−1 0 2 1

The characteristic polynomial of the above coefficient matrix is λ2 (λ − 1).

(b) Find a Jordan form J of the above matrix and the transformation P such that P −1 AP = J.

(c) Find the stable, center, and unstable subspaces if there are.

[2] Consider

ẋ1 = x2 + x22 ,

ẋ2 = −x2 + x21 .

(a) Find an approximation for the stable, center, unstable manifolds at the critical point x = ~0. If

a particular manifold does not exist, state so.

(b) Draw the phase diagram near the origin including the above manifolds.

(c) Is the critical point x = ~0 stable or unstable?

[3] Discuss the stability of critical points.

(a)

1

ẋ = − x3 + 2xy 2 ,

2

ẏ = −y 3 .

(b)

ẋ = 4x2 − y 2 ,

ẏ = −2x + xy − 4.

[4] Consider

ẋ = y,

ẏ = −x + y(1 − x2 − 2y 2 ).

(b) Assuming that the periodic solution (a) is unique, show the stability of the periodic orbit.

[5] (a) Derive the variation of constant formula for a system ẋ = A(t)x + f (t), where A(t) is an

n × n matrix and x, f ∈ Rn . Assume that a matrix solution X(t) to ẋ = A(t)x is given. Hint:

d

X −1 (t) (the inverse of X(t)) satisfies (Ẋ −1 ) = −X −1 A(t), where (Ẋ −1 ) = dt (X −1 ).

(b) Find the solution of

0 2 1 0 1

ẋ = −4 6 2 x + 0 , x(0) = 2 .

4 −4 0 e2t 3

1

Ph.D. Entrance Exam — Differential Equations

May 7, 1996

ẋ = −6y + 2xy − 8, ẏ = y 2 − x2 .

2. For the autonomous system ẋ = X(x, y), ẏ = Y (x, y), suppose X and Y satisfy the

following conditions:

X(0, 0) = Y (0, 0) = 0,

−X > |X | and − Y > |Y | in a neighbourhood of (0, 0)

x y y x

Use V (x, y) = max{|X(x, y)|, |Y (x, y)|} as a Liapunov function to determine the sta-

bility of the zero solution.

3. For the second order equation ẍ + ²(|x| + |ẋ| − 1)ẋ + x = 0 where ² is a positive

parameter,

(a) Show that there exists at least one periodic solution.

(b) Suppose x(t) is a periodic solution with period T . Show that x(t) has exactly two

zeros in [0, T ).

(c) When the parameter ² > 0 is small, find the approximate amplitude a of the

periodic solution by using the energy balance method, and determine whether it is

stable.

4. For the equation ẍ + f (x) = 0, where f (x) = sgn(x) when |x| > 1 and f (x) = x when

|x| ≤ 1,

(a) show that all solutions are periodic solutions.

(b) Find the amplitude and period of the solution that satisfies the initial conditions

x(0) = 0 and ẋ(0) = b > 0.

(c) Obtain the explicit expression for the solution x(t) in (b).

Some useful integrals:

1 k =1

Z π/2 Z π/2

π/4 k =2

sink t dt = cosk t dt =

0 0

2/3 k =3

3π/16 k =4

- control engineering test one.pdfЗагружено:Mayanja Mugizi Mhamud
- The Mathematics of Diffusion(Ni)Загружено:Hyun Suk Woo
- Principle of EngineeringЗагружено:bmhsh
- Representing Rubik's Cube in AplЗагружено:Luis Felipe
- 07 Modelisation_ondesЗагружено:Ramy
- Teaching coding through games: gamecodization!Загружено:Andoni Sanz
- BookЗагружено:eukristian
- BookЗагружено:Jakub Langr
- BookЗагружено:José Brites
- KalmanЗагружено:diego_giral23
- BookЗагружено:Hassaan Ahmad
- me15btech11030_hw1_2018Загружено:rahul alam
- Chapter 6 Stability Criteria_niseЗагружено:Manjula Pandarikar
- xpp_docЗагружено:Cristian Sandoval
- Math1151 Matlab Lab Test PracticeЗагружено:kelvin
- Kaabar - A first course in linear algebra.pdfЗагружено:obakkando
- santibanez_strict_lyapunov_function_and_chetaev_function_for_stability_instability_analysis_of_the_pendulum.pdfЗагружено:Ali Almisbah
- S0334270000005452aЗагружено:bounceeez
- Bio SystemЗагружено:Andrez Fernando Martinez Mendieta
- no (0)Загружено:Karadias
- 30.18. IASS Paper Andres Harte N 37Загружено:Zeeshan Riaz
- simu3Загружено:yalllik
- 08LabExercise_ECE006_PercilЗагружено:Krizzia Anne Sheng Mauricio
- 06313930Загружено:MhackSahu
- CSHW07Загружено:Pandimadevi Ganesan
- Routh-Hurwitz Stability CriterionЗагружено:Farhan d'Avenger
- Chapter 6Загружено:Nikhil V Nainoor
- Improved Solution for Potential Flow About Arbitrary A Xi Symmetric Bodies by the Use of a Higher-Order Surface Source MethodЗагружено:mfregeau3654
- MATH-280Загружено:Shaidul Ikram
- DYNAMIC ANALYSIS OF CONCRETE PAVEMENTS resting on a two parameter medium.pdfЗагружено:casanovavn

- GM - GamemasteringЗагружено:Arthur W Taylor
- Principle Component AnalysisЗагружено:matthewriley123
- 40 Instructional Chess GamesЗагружено:Gonzalo Muniz
- GM - Cheat SheetЗагружено:OmarGarcia
- Proportionality (Mathematics)Загружено:OmarGarcia
- Formula SheetЗагружено:OmarGarcia
- A Proof and a Modern “Proof”Загружено:OmarGarcia
- Permutation Puzzles a Mathematical PerspectiveЗагружено:OmarGarcia
- Hibbs Signed NumbersЗагружено:OmarGarcia
- Incredible IntegersЗагружено:OmarGarcia
- Diff Eqs SolvedЗагружено:OmarGarcia
- Solución Tarea 2Загружено:OmarGarcia
- IntegersЗагружено:OmarGarcia
- HibbsEquations.pdfЗагружено:OmarGarcia
- 7 - Examen Periodo 3 SeptimoЗагружено:OmarGarcia
- 6 - Examen Periodo 3 SextoЗагружено:OmarGarcia
- 5 - Examen Periodo 3 QuintoЗагружено:OmarGarcia

- Class 8 Dashain HW 2016-17Загружено:Damodar Rijal
- Displacement and VelocityЗагружено:harshanauoc
- Bursztyn Notes-Multiplicative StructuresЗагружено:Fernando Gastón Bosy
- SFD and BMDЗагружено:vempadareddy
- Mathematics Notes - Old BristolЗагружено:Yannis
- GLP Study Plan V2Загружено:SalmanShah
- 0580_s11_qp_42Загружено:Ibrahim Rafeeq
- Thread TechЗагружено:pavan_joshi_5
- M408C Chme: M408C Cheat Sheet Final Exameat Sheet Final ExamЗагружено:jakepatt101
- ch16Загружено:iwouldwishforyou
- Scalars and VectorsЗагружено:Venu Gopal
- Wumps.docЗагружено:louterbridge2070
- ES 1 08 - Parallel Lines and Planes.pdfЗагружено:christie Merloin
- JEE Mains Question Paper II Solutions 2014Загружено:Abhishek Sharma
- How to Create EllipseЗагружено:Akhilesh Kumar
- Surveying Solutions to Simple ProblemsЗагружено:B Norbert
- College GeometryЗагружено:Richard Buettner
- Generilized Gap MetricЗагружено:Ola Skeik
- 9709_s11_qp_31Загружено:taremeredzwa
- 7th Grade Go Math PacingЗагружено:vchow2201
- Anal Geom SyllabusЗагружено:'victorEngle
- A Course in Mathematical Analysis eBook -LegalTorrentsЗагружено:Tucker Joseph
- Chapter 10 SoSЗагружено:Anonymous bsDMHEX
- luke_lecturenotes_basedonColemanЗагружено:jimling123
- ee501hw1Загружено:Salih Halil Sonmez
- fw2_ce121.docxЗагружено:Jun-jun Palero
- mapeoЗагружено:Ender Wiggin
- Mathematics Today February 2017Загружено:pazz0
- IX Maths Ch5 IntroductionToEuclid'sGeometry Chapter NotesЗагружено:rajesh1997
- WJEC GCSE MathsHigher - P1 A2008Загружено:philgiddyboy