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CIV6400 Coursework (marking weight 20%)

CIV6400 Coursework (marking weight 20%)


1
CIV6400 Coursework (marking weight 20%)

Q1

Given the recursion


     
Xn+1 a + 2 −1 −1 Xn
 Yn+1  =  −1 a + 2 −1  ·  Yn  n = 0, 1, 2, .. (1)
Zn+1 −1 −1 a+2 Zn
| {z } | {z } | {z }
~Xn+1 A ~Xn

with a > 0 and nonzero start-vector ~X0 .

a.) Determine the eigenvalues λ j of matrix A. 5 marks


  ~v j to the eigenvalues λ
b.) Determine the eigenvectors j.  5 marks
Xn 1
c) Determine ~Xn =  Yn  for the start-vector ~X0 =  −1 . 10
Zn 0 marks
d.) Determine the 3 × 3-matrix of the matrix-exponential in explicit form which is defined by

An t n
exp (At) = ∑ (2)
m=0 n!

where t is a scalar variable and A denotes the in (1) given 3 × 3 matrix 10


marks

Confirm by means of your result that

(i) exp(At)|t=0 = I , where I is the 3 × 3-unity matrix 5 marks

d
(ii) dt exp(At)|t=0 = A 5 marks

Consider the geometrical (matrix) series

∑ An t n (3)
n=0

where A is the in (1) given matrix and t > 0 is a scalar parameter and a > 0 a positive real
number in A. For a,t > 0 the geometrical series converges for 0 < t < tc towards a finite 3 × 3
matrix.

(iii) Determine the value tc = tc (a). 5 marks

Q2

Determine all complex values of µ for which the 2 × 2-matrix


µ ¶
2 ; 1 + µ4
B= (4)
1; 1

is singular, i.e. non-invertible. 5 marks

CIV6400 Coursework (marking weight 20%)


2 CONTINUE
CIV6400 Coursework (marking weight 20%)

Q3

Given the differential equation

d2 d
( 2
+ 2a + b2 )X = f (t) (5)
dt dt
where λ 6= 0.

a.) Give a fundamental solution system of the homogeneous problem for a 6= b and
determine the complementary function Xh (t). 5 marks

b.) Determine the general solution X(t) for the inhomogeneous problem for f (t) = 1
5 marks

c.) Determine the general solution X(t) for the inhomogeneous problem for f (t) = sin 2t
where a = 5 and b = 3. 5 marks

d.) Solve the initial value problem

d2 d
( − 2 + 10)X = et (6)
dt 2 dt
with initial conditions
dX
X(t = 0) = 0, (t = 0) = 1 (7)
dt
10
marks

CIV6400 Coursework (marking weight 20%)


3 TURN OVER
CIV6400 Coursework (marking weight 20%)

Q4

Given the differential equation


d2
( − µ )u(t) = 0 (8)
dt 2
where µ 6= 0.

a) Determine a Fundamental System of Solutions and determine the complementary


function (general solution of the homogeneous problem). 5 marks

b) Determine the values of µ for which non-trivial (non-zero) solution u(t) 6= 0 of (8)
which fulfills
u(t = 0) = 0 , u(t = T ) = 0 (9)
where T > 0. 10
marks

Hint: Enter with the general solution determined in a) the conditions (9) to obtain a
~ = 0 where C
2 × 2 equation system of the form B(µ ) · C ~ is the vector of free coefficients Ci of
u(t). The condition for the existence of a nontrivial solution u(t) 6= 0 is det(B(µ )) = 0 which
has as zeros the admissible values µn .

c) Determine for the values µn determined in b) the solutions un (x) which fulfill (9).
10
marks

CIV6400 Coursework (marking weight 20%)


4 END OF PAPER

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