Solutions of HW11 1. We have f (t) = 1−uπ/2 (t) for t ≥ 0. Then Laplace transform of the equation is π 1 − e− 2 s 2 s Y −1+Y = , s where Y is the Laplacetransform of y. −πs −πs 2 We have then Y = 1−es 2 + 1 /(s2 + 1) = 1+s−e s(s2 +1) . 1+s Let us find the inverse Laplace transform of s(s1+s 2 +1) . We write s(s2 +1) = Bs+C A 2 2 s + s2 +1 . Then 1 + s = As + A + Bs + Cs, hence A = −B, A = 1, C = 1, 1 −s+1 and we get s(s1+s 2 +1) = s + s2 +1 and its inverse Laplace transform is 1−cos t+sin t. Let us find the inverse Laplace transform of s(s21+1) = As + Bs+C s2 +1 . Then 2 2 1 = As + A + Bs + Cs, hence A = −B, C = 0, and A = 1. We get s(s21+1) = 1 s s − s2 +1 . It inverse Laplace transform is 1−cos t. It follows that inverse Laplace πs transform of s(se22+1) is uπ/2 (t)(1 − cos(t − π/2)) = uπ/2 (t)(1 − sin t). We get then y(t) = 1 − cos t + sin t − uπ/2 (t)(1 − sin t). It is equal to 1 − cos t + sin t for 0 ≤ t ≤ π/2 and to 1 − cos t + sin t − 1 + sin t = 2 sin t − cos t for t ≥ π/2. 2. Applying Laplace transform, we get s2 Y − s + 2sY − 2 + 2Y = e−πs , hence −πs Y = s+2+e s2 +2s+2 . s+2 s+1+1 −t Inverse Laplace transform of s2 +2s+2 = (s+1) (cos t + sin t). Inverse 2 +1 is e 1 1 −t Laplace transform of s2 +2s+2 = (s+1)2 +1 is e sin t, hence inverse Laplace −πs transform of s2e+2s+2 is uπ (t)e−(t−π) sin(t − π) = −uπ (t)e−t+π sin t. It follows that y = e−t (cos t + sin t) − uπ (t)e−t+π sin t. 3. Applying the Laplace transform, we get s2 Y + 2sY + 2Y = π s + e− 2 s . s2 + 1 π We get Y = s e− 2 s (s2 +1)(s2 +2s+2) + s2 +2s+2 . s As+B Cs+D (s2 +1)(s2 +2s+2) = s2 +1 + (s+1)2 +1 3 2 3 2 2 +2Bs+2B+Cs We have = As +2As +2As+Bs (s2 +1)((s+1)2 +1) then (A + C)s + (2A + B + D)s + (2A + 2B + C)s + (2B + D) = s, hence A+C = 0 2A + B + D = 0 2A + 2B + C = 1 2B + D = 0 3 Substituting the last equation D = −2B into the second we get 2A + B − 2B = 0, hence 2A = B. Substituting C = −A (from the first equation) and 1 +Cs+Ds2 +D , 2A = B into the third equation, we get 2A + 4A − A = 1, hence 5A = 1, A = 1/5, B = 2/5, C = −1/5, D = −4/5, and hence s (s2 + 1)(s2 + 2s + 2) = 1 2 5s + 5 2 s +1 + 1 − 15 s − 45 s+ 2 − 1 (s + 1) − 35 = 52 5 + 5 . + 2s + 2 s +1 (s + 1)2 + 1 s2 Consequently, the inverse Laplace transform of this function is 51 cos t + 25 sin t − 1 −t cos t − 53 e−t sin t. 5e 1 1 −t = (s+1) sin t. Consequently, Inverse Laplace transform of s2 +2s+2 2 +1 is e −πs 2 the inverse Laplace transform of s2e+2s+2 is uπ/2 (t)e−(t−π/2) sin(t − π/2) = −uπ/2 (t)e−(t−π/2) cos t. Thus, solution of the equation is y= 1 2 1 3 cos t + sin t − e−t cos t − e−t sin t − uπ/2 (t)e−(t−π/2) cos t. 5 5 5 5 4. The matrix of the system is 1 0 0 4 3 2 4 2 . 3 Its characteristic polynomial is (1 − λ)(λ2 − 6λ + 5) = (1 − λ)(λ − 1)(λ − 5). The eigenvalues are λ = 1 (twice) and λ = 5. For λ = 1 the eigenvectors are solutions of the homogeneous system of algebraic equations with matrix 0 4 4 0 2 2 . 0 2 2 The set of solutions of this system described by the condition x2 = −x3 . It follows that (1, 0, 0) and (0, −1, 1) are eigenvectors. For λ = 5 the corresponding system has matrix −4 4 4 0 −2 2 . 0 2 −2 A solution is (0, 1, 1). It follows that the general solution of the system is 1 0 0 ~x = c1 et 0 + c2 et −1 + c3 1 . 0 1 1 5. There was a typo in the problem. The second equation is x02 = −6x1 − 3x3 . 2 −4 Matrix of the system is −6 0 2 0 8/3 −1 −3 . The characteristic polynomial −2 is −4 − λ −6 0 2 −λ 8/3 −1 −3 −2 − λ = (−4 − λ)(−λ)(−2 − λ) + 16 − 12(2 + λ) − 8(4 + λ) = − λ3 − 6λ2 − 8λ + 16 − 24 − 12λ − 32 − 8λ = − λ3 − 6λ2 − 28λ − 40. Substituting λ = −2 we get 8 − 6 · 4 + 28 · 2 − 40 = 8 − 24 + 56 − 40 = 0. Dividing the characteristic polynomial by λ + 2, we get −λ2 (λ + 2) − 4λ(λ + 2) − 20(λ + 2) = −(λ + 2)(λ2 + 4λ + 20). √ Roots of the polynomial λ2 + 4λ + 20 are λ = −4± 216−80 = −2 ± 4i. Let us find an eigenvector associated with the eigenvalue λ = −2. Subtracting it from the diagonal, we get −2 2 −1 −2 2 −1 −2 2 −1 −2 0 −1 −6 −4 0 → 2 −3 → 0 → . 0 1 0 0 1 0 0 8/3 0 0 8/3 0 1 Hence an eigenvector is 0 . −2 Let us find an eigenvector associated with the eigenvalue −2+4i. Subtracting it from the diagonal, we get the matrix −2 − 4i 2 −1 −6 2 − 4i −3 . 0 8/3 −4i Divide the second row by −6 and put it on the first place: 1 −1/3 + 2/3i 1/2 −2 − 4i 2 −1 0 8/3 −4i Multiply the first row by 2 + 4i and add it to the second row: 1 −1/3 + 2/3i 1/2 0 −4/3 2i . 0 8/3 −4i 3 The last two rows are proportional (the third is −2 times the second). Multiplying the second row by −3/4 we get 1 −1/3 + 2/3i 1/2 . 0 1 −3i/2 Let us multiply the second row by 1/3 − 2/3i and add to the first row: 1 0 −1/2 − i/2 . 0 1 −3i/2 1/2 + i/2 . 3i/2 It follows that an eigenvector is 1 The corresponding complex solution of the differential equation is 1/2 + i/2 1/2 1/2 = e−2t (cos 4t + i sin 4t) 0 + 3/2 i . 3i/2 e(−2+4i)t 1 1 0 Its real and imaginary parts are (cos 4t − sin 4t)/2 1/2 1/2 , − 23 sin 4t e−2t cos 4t 0 − sin 4t 3/2 = e−2t 0 1 cos 4t and (cos 4t + sin 4t)/2 1/2 1/2 3 . e−2t cos 4t 3/2 + sin 4t 0 = e−2t 2 cos 4t 1 0 sin 4t The general solution of the system is (cos 4t − sin 4t)/2 (cos 4t + sin 4t)/2 1 3 + c3 − 23 sin 4t e−2t c1 0 + c2 2 cos 4t −2 cos 4t sin 4t 6. The characteristic polynomial of the system is λ2 − 6λ + 8, hence the eigenvalues are λ = 2 and λ = 4. for the eigenvalue 2 are solutions of the system with matrix The eigenvectors 3 −1 , e.g. (1, 3). 3 −1 1 −1 The eigenvectors for λ = 4 are solutions of the system with matrix , 3 −3 e.g. (1, 1). It follows that a fundamental system of solutions of the system of differential equations is 2t 4t e e , ~x2 = . ~x1 = 3e2t e4t 4 Let e2t e4t , 3e2t e4t 1 1 1/2 −3/2 −1 , and X (0) = , so that the fundaThen X(0) = 3 1 −1/2 1/2 mental matrix eAt of the system is ! 2t −3e2t +e4t e2t −e4t e e4t 1/2 −3/2 −1 2 2 . X(t)X (0) = = 3e2t −e4t −9e2t +e4t 3e2t e4t −1/2 1/2 X(t) = 2 5 2