I.D. number . Math 2280-001 Spring 2015 FINAL EXAM This exam is closed-book and closed-note. You may use a scientific calculator, but not one which is capable of graphing or of solving differential or linear algebra equations. A Laplace Transform table and particular solution table are included with this exam. In order to receive full or partial credit on any problem, you must show all of your work and justi~’ your conclusions. This exam counts for 30% of your course grade. It has been written so that there are 150 points possible, and the point values for each problem are indicated in the right-hand margin. Good Luck! problem score possible 1 25 2 15 3 30 4 25 5 15 6 10 7 15 8 15 total 150 •~ Find the eigenvalues and eigenspace bases for the following matrix: —3 1 A= 2 -4 Hint: The characteristic polynomial has integer roots. (8 points) ~t7~ ~i2—2 ~~+~#(O H° 210 L-’ It Check that A j~ = z for each eigenpair (X,v) that you found in part a. This is to catch any mistakes you may have made, since the matrix in A reappears frequently in this exam. (2 points) ft). ç~3 ~ UL’i L~J ~iL—ii LIbJ L’i / 1-u 2 IA j.g~ Fmd e for the matrix m part a. There are two approaches you may take: either use your work from part ato first find a fundamental matrix (also known as a non-singular Wronskian matrix) for the system x’ (t) = A ,~, and work from there; or, useA S = S A (in the form A = S A to compute the power series for e~4 directly. If you successfully compute et~~ both ways you will receive 10 extra credit points. (15 points) (10 extra credit points also possible) -J( -klct Sb A-) X t/\x ret 63b £ [L] ~e € t [et ~— H i(~ ~ -ze~~J L IF? -; 1__~ f~I2tec~ ~, ~ ~a -~~iL1 ~‘i S I ~lt_t3tt’~ .~tt -c&] e. t2e J ~. 2e~2t~ ~ a ~ 2- ~s$ s_I ~ T4tt~t~-4-- ]s’ SeS C -s ~~ L1 ~Ar\ e —~J ~t\ e4~”~’ 3Lt —I r’L’ iire~-4 ~~~Qd_Z_t (As .≤cu-.-i 0 -\ 11ctJ~ A\~flTh-t) —‘ —I 3 c~’s ~Lcprt. ~) Use Laplace transform techniques to find the general solution to the undamped forced oscillator equation with resonance: F 2 x’’(t) +w0x(t)= —9--cos(c09t) x(O)=x0 x’ (0) ctXtc~ ~ —5x0--V~ )KCc) = (c’L~%t) (10 points) ~F0 —j;;; S -~ ~.. cx0 4- V0 X(s)~E~ __c 2h) Consider the more general forced oscillation problem, x(t) =f(t) x” (/) + x(0) =x0 x’(O) =v0. Find a formula forx(t), that will be valid no matter what functionf(t) is used to force the system (as long asf(t) is piecewise continuous with at most exponential growth, so that it has a Laplace transform). Hint: part of your solution will be a convolution integral involving the forcing functionf g~ )as~) —~~c _-v ~ (5 points) ~- 4 FV) 4- ___ V0 K05 F -— % ~ t+tt~t 4 (9(S) — xjt~t ~ 4 0 o 4 0 Pet~ t30 ≤1~+~c*~x))Ar ~ 0 4 Consider a general input-output model with two compartments as indicated below. The compartments contain volumes J~, V~ and solute amounts x1 (t), x2 (t) respectively. The flow rates (volume per time) are indicated by r., I = 1 .6 . The two input concentrations (solute amount per volume) are c1, c5. C I X,t~) 3~ What is the system of 4 first order differential equations governing the volumes V1 (t), J/~ (t) and solute amounts x1 (t), x2 (t)? V1tit) V7j r1 (t.) (8 points) —VyY~, 4—’~3!J —&~+r3~- ~ r~ —Cr ~ X Suppose r2 -~j-r9 y-v~ )q’~r~c1 3~ tr~ = r3 100, r~ = = Vi r4 = r5 = ‘~ t 200, r6 = 300 hour Veri~’ from your work in hthat the volumes V1 (t), J’~ (t) remain constant. ~ ‘çç’ V1 ≤~ (2points) iov÷Z(0~~’3t0~~ 3g~Using the flow rates above, c1 = 0.05, c5 = 0.3 V1 = = 100 gal,show that the amounts of solutex1(t) in tank 1 and x2(t) intank2satisf~’ x1(t) 3 = 1 X1 + 2 —4 x2’(t) 10 60 (5 </~ !~ ~jC1 4- points) ‘1 2- .i-Iopxz. ~-(3oo)~~ -3~ a-x~i-u~ IOU ~ v;~,L~ j- r9 .~ r(rfr&)X2 100 5 2~) Find the general solution to x11(t) x21(t) — I ~i 2 —4 x2 _~ — 10 60 + Note that the matrix in this problem is the same as the one in problem j, You may refer to your results from that problem. Hint: You may use ~ = + ~, Laplace transforms, or any other method we’ve U] H discussed in this course, in order to find the general solution. c~ c, r -Fr x 3 ~- c~ est r ~Wt~’= c~cL ~ (10 points) I ~ L~ -~JL~j L’°J ~3,ci4ct+u5tz Q +2Lt~{LL 4-~0zQ ‘4 C1 i-L1 t~—iO tc~ 2c1~”l0 tE1-i-E_~ _-~z_--’~o ~-L’) c~LQ’~ c1t-2c? ID £t~ct~ 2~) Use yo t:5Fj51 work from d o solve the initial value problem—___. x1’(t) —3 1 X1 10 — x2’(t) ~ -L — 2 —4 60 x1(O) — 20 x2(O) — 0 Ct\ocL~ t ~1C~ (5 points) C.~4L~ —20 ~rE~=r) ~ I ~ ‘IH ~X?~b)J z~—2c~ —5-bil li-We L~oJ 6 4) Although we usually use a mass~spring configuration to give context for studying second order differential equations, the rigid-rod pendulum also effectively exhibits several key ideas from this course. Recall that in the undamped version of this configuration, we let the pendulum rod length be L, assume the rod is massless, and that there is a mass m attached at the end on which the vertical graviational force acts with force m g. This mass will swing in a circular arc of signed arclength s = L •0 from the vertical, where 0 is the angle in radians from vertical. The configuration is indicated below. L~Lc.o,o cCLOj7~ 4~) Use the fact that the undamped system is conservative, to derive the differential equation for 0(t), 0’’(t) + fsin(o(t))=o. (10 points) Hint: Begin by express the TE=KE+PE in terms of the function 0(t) and its derivatives. Then compute TE’ (t) and set it equal to zero. k 2 TE~kL#~’E -= V41 Le~u) L~- L-L~se (L-L(459Lt’) k~j oa ~.q frLaxef&ht ~ o t ~- o~ (at 0 ? 7 4j~) For small oscillations (0(t) linearization — 0) we replaced the non-linear differential equation in g with the (C) 0”(t) + fo(t)=o. Use the Taylor series for sin ( o) to explain why this is a good approximation to the exact differential equation in ~, when e.g. el < 0.1 (radians). (5 points) ~o-~ e— 4 2~#Q4 IsivQ—Sj< i-.-- L~ w”~ ~ ~ora~R14a~%4~ tL~co(t~k 4g) -~ ~ ~ +t,sn’.c,c+ 4~. ~j€i ~Ooe2 Carefully describe the connection between solutions 0(t) to the second order linear differential equation in hand solutions ‘ ‘ to the first order system of differential equations x2(t) x2 g x21(1) =—-1--x1. ‘(t) (i) = (4 points) Gun s0Q~’ts -l~l~%a4-_Sc? U) Jt’f~i....e 61.4) X\1t~.~ r~i [~I ~ Si-U-a [~] Ct) s~≤ (LL~ r-e~ Se, y~ cr?~-tç (i’).) 8 4d~ In case the numerical value off = 1 the differential equation in hbecomes O’’(I) +O(t)=O and the corresponding first order system in ~ becomes x11(t) 0 i xj] — x21(t) — —1 o x2j ~ H~ Sketch the phase portrait for the first order system, and classif~’ the origin as one of: nodal source, nodal sink, saddle point, spiral source, spiral sink, stable center. (6 points) (atc) I \z Sc; I C (;~-~) ~ ~ s. V. ~J 41 L~] ‘C-’ f~CLGtCcfl%jZ\~D( tC~Q svt~c, @~t) ~u+&zo 5re1a~ThA ~ eu~ L ~Skk~-~. Cc~oc(&—cc) r&1 ~ L e j [-c≤t~~j a~-& ctve sc’~-& tL~ ‘-~r\~~s& c4’~~Us CAQcA&Ar~( ~cA~a,Ltl~~t Ct~tnL5 rc-cLt~ç C, -h-W,e-$, a!rm.a-tk 4~t~t 9 a~ Find the general solution to the system of differential equations x1’’ (1) — —3 1 x2’’(t) — 2 —4 X1 (8 points) Hint: This second order system of DEs could be modeling a two-mass, three-spring system without damping and so it will have solutions that oscillate. Also, this is the same matrix as in problem 1 and you may use results from that problem. + 1~’N ci~d~~fl \~1x2*~ j ~) Tdentif~’ and describe the fundamental modes of oscillation in the system a~ (2 points) ;5~t~ W~45 ~‘-+LSR~ ~a~.pL1~t — ~ I’wz4c 1. Ln~dr 2 it 2. 1~.tL ‘~‘+t~ 10 ~g) Setm1 1, m~ = -~-, k~ = 2, k2 = 1, k~ = 1. Show that the displacements x1 (1),x2(t) of the two masses from equilibrium in the configuration below satis~’ the system in part ~g i.e. (t) =—3 + ‘‘ x2’’ (t) = 2 x1 — 4 Hint: Use Newton’s second law that mass times acceleration equals net forces. (5 points) hA\)~_ ~ - :~- ~ —çLg,-%’~.— c~,ç 4- K. 4- ‘,~ 11 &We consider a 2 it-periodic tent-wave function, given on the interval (-it, it) byf(t) 1~1• Here’s a piece of the graph of this function. -3it--2m 0 -~ ~ 2m 3m t Derive the Fourier series forf(t), —z It 2 Fw~ -4cos(nt) Itnoddfl to~ b~ (10 points) —if 5 0~tA.A~ e-~~s--ca ~tic-~, L~trkVi>L4L. It -It’ 0~ -fl so — TI— w ~ ttl t~ St Qv-t4--.-It ~ \ L—~ ~—__--~ ok-V Vt ___ I’ ~4 •1 S 1° 0 ~ I— U 1.00 ~ ~ +Zcs~t a - El ~1- Tt~’ J~Qdoc½1t_l) 12 fl Consider the tent-wave funetionf(t) from problem 6, and the forced oscillation problem x’’(t) +9x(t)f(t). ~Discuss whether or not resonance occurs. j~, ,, 4 )‘. ~ (5points) 9 ~ 2k) Find e general solution this forced oscillation problem. Hint: Use the Fourier series forf(t) given in problem ou may make use of the particular solutions table at the end of the exam. (10 points) ,c+ IT I 1... ~ >cl-9)c~ 1tk2 kM ( — r ~ iç -1 -L flkt cj4~~’ r ~t3 r )( ≤O; .fn •2 7C~ t 1~, 7t 2- ‘C. it: çSi’~t 2E ~aa -i~LoSLt II 1€ z -b $Lkt3 & It L V’3 k ecU~. v4 3 13 ~) General principles: Pick 3 of the following 4 parts to solve. You will receive credit for the best 3 solutions, for a possible total score of 15 points. ~ Suppose that v is an eigenvector of A, with eigenvalue 2~. Veri~,’ that x( t) ~. = St tv is a solution to 6 (5 points) L ~ Suppose that z is an eigenvector of A, with eigenvalue A. Suppose A < 0 and define w = Verif~’ thatx(t) = cos(w t)vand4t) = sin(co t)vare solutions to x”(t)=Ax (5 points) -j x V —~ ~c~’ V V ~s ~ coct.oLAj~ 14 Prove that if L: V—* W is a linear transformation, and ify~ e V solves the nonhomogeneous equation L(y~) f then every solution of the equation is of the form y = L(y) “f + y,~ whereyH is some solution of the homogeneous equation L(y)0. L Liv) (5 points) L (.~, ~ I” L~ L(~)+ L&h) 4j~’~ LLjY~4. OSSb ftsrf~l_ It ~fl ~,, (L~&~—) ~l~0 LCf~~.f ~ Z714L~_yr) a~,aççL~~ ‘ Li. )~L(yp)444—~?) ( ~ ~ ~çj) We discussed the analogy between constant coefficient first-order linear diffe’fential equation4 (ii? ‘ ‘~i Ms Chapter 1), and first order systems of differential equations (In Chapter 5). Use matrix exponentials and the “integrating factor” technique to show that for first order systems with constant matrix A, the general ~ a. Ytn solution to ~‘(t)=A~ +f(i) is given by the formula ~° x(t) = e (A (Je’~x(t) dt) + (In the formula above, Je~~’1((t) di is standing for any particular antiderivative ofe”~flt), and the displayed formula is expressing aa(t) as + : begin by rewriting the system as x’(t)-Axf(t) and then find an appropriate (matrix) integrating factor. —) (5points) F 2€ ~ - SI -M C A~ =~t e € S~ c~ Kit) (5~ku ~ - l4-)cft (f€_A ~ 6lt~t 14t -2 -~~#e (€44 ~i) ~A ~e~5RJ{ 15 Fourier series information: Forf(t) of period P = 2 L, f—-s + 21a~cos(n-?t] + 2b,,sin(n-~_t) with lrL a0 = a0 f(i)dt ~= b (so ~ -~i--j —~— = (~ ~ J)= (f ~)) sin(n~ f(t)dI is the average value off) ijL(~ tJ dt, naN rff(t)sin(n~ tJ dt, tie N Particular solutions from Chapter 3 or Laplace transform table: x’’(t) +o~x(t)=Asin(wt) A x~(t) 2 2 sin(w t) when 0) ~ = 0)0 — A cos(o)ot) whenoro0 x”(t) +0)~x(t)Ac0s(wt) A ‘U) x(1) 2 (00 2 cos(co r) when o ≠ A sin(wo r) when w=w~ — = x”+cx’+w~x=Acos(wt) x(t) x(t) C cos(w t — c>O a) with A cos(a)= sln(a) _________ I 2 22 +c2o 2 = C0) /12 2\2 +C2 2 x”+cx’+o~x=Asin(wt) x~(t) x(t) C sin(w t — c> 0 a) with A //2 2\2 +C20) 2 16 2 2 (O~ (I) cos(a) = //2 sin(c*) 2\2 +C20) 2 cw = _____________________________ 1/2 2\2 +c20 2 17 Table of Laplace Transforms This table summarizes the general properties of Laplace transforms and the Laplace transforms of particular functions derived in Chaptcr 10. f(s) F(s) Cs, of (s) + hg(s) aF(s) + hO(s) tfl?’ f’(s) sF(s) f”(r) s2F(s) — sf(O) f(~)(s) s5F(s) — s”1f(0) f f(0) — (s cosk — [(0) — .. . — sinks f°’”(O) coshkt -r~k2 s f(r)dr s—k F(s —a) t’ coski (s —a)’+k2 (s a)f U — a) C°’F(s) C’ sink! f(r)g(i — r) sir F(s)GG~ ~(sin ks if (5) —F’(s) ~sinks r’f(s) (—1)’ F’”’(s) ~(sin ki ± k, cot kr) I u(s—a) u(s f — I f(s). is period p ~ F(a)dc ~ fe”f(z)dt — ks cos ki) (~2 - a ± k2 0)2 -f — 5 6(5 — (SI) a) a (square wave) I — s S I s — tank as — 2 (staircase) a s(l—r”) 4 fla ± I) 18