MATH 215/255 - SOLUTION OF HOMEWORK 9 1. Problem 6(abc) - Section 9.1 (a) Solution of the ODEs is based on the analysis of the algebraic equations 2−r 1 −5 −2 − r ξ1 0 = . ξ2 0 1 0 For a nonzero solution, we require that det(A−rId) = r +1 = 0 where Id = . 0 1 The roots of the characteristic equation are r = ±i. Setting r = i, the equations are equivalent to ξ1 − (2 + i)ξ2 . The eigenvectors are (2 + i, 1)T and (2 − i, 1)T . 2 (b) Since the eigenvalues are purely imaginary, the critical point is a center. (c, d) Date: December 1, 2009. 1 2 MATH 215/255 - SOLUTION OF HOMEWORK 9 2. Problem 7(abc) - Section 9.1 ξ (a) Setting X = 1 ert results the algebraic equations ξ2 3−r −2 ξ1 0 = . 4 −1 − r ξ2 0 For a nonzero solution, we require that det(A − rId) = r2 − 2r + 5 = 0. The roots of the characteristic equation are r = 1 ± 2i. Substituting r = 1 − 2i, the two MATH 215/255 - SOLUTION OF HOMEWORK 9 3 equations reduce to (1 + i)ξ1 − ξ2 = 0. The two eigenvectors are (1, 1 + i)T and (1, 1 − i)T . (b) The eigenvalues are complex conjugates, with positive real part. Hence the origin is an unstable spiral. 4 MATH 215/255 - SOLUTION OF HOMEWORK 9 MATH 215/255 - SOLUTION OF HOMEWORK 9 5 3. Problem 14 - Section 9.1 0 Setting X = 0, that is −2 1 2 X= 1 −2 −1 we find that the critical point is X0 = (−1, 0)T . With the change of dependent variable, X = X0 + u, the differential equation can be written as du −2 1 = u. 1 −2 dt ξ The critical point for the transformed equation is the origin. Setting u = 1 ert ξ2 results in the algebraic equations −2 − r 1 ξ1 0 = . 1 −2 − r ξ2 0 For a nonzero solution, we require that det(A − rId) = r2 + 4r + 3 = 0. The roots of the characteristic equation are r = −3, −1. Hence the critical point is a stable node. 4. Problem 2 - Section 9.2 The differential equation can be combined to obtain a related ODE 2y dy =− . dx x The equation is separable. The solution is given by y = Cx−2 . 6 MATH 215/255 - SOLUTION OF HOMEWORK 9 Note that the system is uncoupled, and hence we also have x = x0 e−t and y = y0 e2t . Matching the initial conditions, for the first case we obtain x(t) = 4e−t and y(t) = 2e2t , for the second case we obtain x(t) = 4e−t and y(t) = 0. In order to determine the direction of motion along the trajectories, observe that for positive initial conditions, x will decrease, whereas y will increase. 5. Problem 18 - Section 9.2 (a) The trajectories are solutions of the differential equation dy 4x =− , dx y Integrating, we obtain 4x2 + y 2 = C 2 . Hence the trajectories are ellipses. (b) MATH 215/255 - SOLUTION OF HOMEWORK 9 7 Bases on the differential equation, the direction of motion on each trajectory is clockwise. 6. Problem 7(abc) - Section 9.3 The critical points are solutions of the equations 1 − y = 0 and (x − y)(x + y) = 0. The first equation requires that y = 1. Based on the second equation, x = ±1. Hence the critical points are (−1, 1) and (1, 1). (b, c) F (x, y) = 1 − y and G(x, y) = x2 − y 2 . The Jacobian matrix of the vector field is Fx (x, y) Fy (x, y) 0 −1 = Gx (x, y) Gy (x, y) 2x −2y At the critical point (−1, 1), the coefficients matrix of the linearized system is 0 −1 −2 −2 √ √ with the eigenvalues −1 − 3 and −1 + 3. The eigenvalues are real, with opposite sign. Hence the critical point is a saddle, which is unstable. At the equilibrium point (1, 1), the coefficients of the linearized system is 0 −1 2 −2 with complex conjugate eigenvalues −1 ± i. The critical point is a stable spiral which is asymptotically stable. (d) 8 MATH 215/255 - SOLUTION OF HOMEWORK 9 Based on the Table 9.3.1, the nonlinear terms do not affect the stability and type of each critical point. 7. Problem 19 - Section 9.3 (a) The Jacobian matrix of the vector field is 1 . 0 0 1 + 6x2 At the origin, the coefficients of the linearized system is 0 1 1 0 with the eigenvalues ±1. The eigenvalues are real, with opposite sign. Hence the critical point is a saddle point. (b) The trajectories of the linearized system are solutions of the differential equation dy x = , dx y which is separable. Integrating both sides yields x2 − y 2 = C. The trajectories consist of a family of hyperbolas. MATH 215/255 - SOLUTION OF HOMEWORK 9 9 It is easy to show that the general solution is given by x(t) = c1 et + c2 e−t and y(t) = c1 et − c2 e−t . The only bounded solutions consist of those for which c1 = 0. In that case, x(t) = c2 e−t = −y(t). (c) The trajectories of the given system are solutions of the differential equation dy x + 2x3 = , dx y which yields (the equation is separable) H(x, y) = x2 /2 + x4 /2 − y 2 /2. The trajectories approaching to, or diverging from, the origin are no longer straight lines. 10 MATH 215/255 - SOLUTION OF HOMEWORK 9