Part − =

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Part I Problems and Solutions

Problem 1: Give the general solution to the DE system x l

=

− 2 1

− 1 − 4

) x and also give its phase-plane picture (i.e its direction field graph together with a few typical solution curves).

Solution: Characteristic equation

λ

2

+ 6

λ

+ 9 = (

λ

+ 3 ) = 0 → repeated root

λ

= − 3.

The single eigenvector v and a generalized eigenvector w such that the scalar component functions x

1

( t ) , x

2

( t ) of the general solution x

( A

=

λ

) x x

1

2

I ) w = v , and of the form x ( t ) = c

1 v e λ

2

( v t + of the given system x l

Eigenvector: t

+ v c

=

-

1

1

=

) w ) e

Ax

λ t are as follows:

1 )

Generalized eigenvector: w =

0

Thus, x

1

( t ) = ( c

1

+ c

2

+ c

2 t ) e

− 3 t and x

2

( t ) = ( − c

1

− c

2 t ) e

− 3 t

.

Problem 2: For each of the following linear systems, carry out the graphing program laid out in this session, that is:

(i) find the eigenvalues of the associated matrix and from this determine the geometric type of the critical point at the origin, and its stability;

Part I Problems and Solutions OCW 18.03SC

(ii) if the eigenvalues are real, find the associated eigenvectors and sketch the corre­ sponding trajectories, showing the direction of motion for increasing t ; then draw some nearby trajectories;

(iii) if the eigenvalues are complex, obtain the direction of motion and the approximate shape of the spiral by sketching in a few vectors from the vector field defined by the system. a) x l

= 2 x − 3 y , y l

= x − 2 y b) x l

= 2 x , y l

= 3 x + y c) x l

= − 2 x − 2 y , y l

= − x − 3 y d) x l

= x − 2 y , y l

= x + y e) x l

= x + y , y l

= − 2 x − y

Solution: Let x ( t ) =

x ( t ) ) y ( t ) throughout, and M be such that x l

( t ) = Mx ( t ) . Let M have eigenvalues

λ 1

,

λ 2

, with corr esponding eigenvectors x

1

,

2

. The general solution is thus

( t ) = c

1 1 e λ

1 t

+ c

2 x

2 e λ 2 t a) M =

2

1

− 3 )

− 2

, with eigenvalues ± 1 and eigenvectors

3

1

) and

1 )

1

. The system has a critical point at ( 0, 0 ) which is a saddle point.

For c

1

= 0 and as t → ∞

, x ( t ) = c

2 e

− t

1

1

)

0 )

0

Similarly, for c

2

= 0 and t → − ∞

, x ( t ) →

) 0

0

.

Thus the behavior near the saddle point looks like

2

Part I Problems and Solutions OCW 18.03SC b) M =

2 0 )

3 1

1 ) 0

, with eigenvalues 2, 1 and eigenvectors

3

,

1

)

. The system has an un­ stable node at ( 0, 0 ) .

As t → − ∞ all trajectories go to x 0.

Thus the behavior near the node looks like

For c

1 t → −

1 )

3 e

, c

2

) 0

1 e t is dominant term, so the solutions are near the

2 t dominates, so solutions are parallel to

1

3

)

.

y -axis. For t → ∞

, c) M =

− 2 − 2 )

− 1 − 3

, with eigenvalues − 4, − 1 and eigenvecto rs

) ) 1

1

,

2

1

. The system has an asymptotically unstable node at (0,0). As t → ∞

, all trajectories go to x 0. The behavior near the origin looks like:

3

Part I Problems and Solutions OCW 18.03SC

For t → − ∞ ,

) 1

1 e

− 4 t dominates, so solutions are parallel to

) 1

1

; for t → ∞

,

-

2 )

1 e

− t dominates, so solutions come in to the origin asymptotic to the line with direction vector

2 )

− 1

. d) M =

(0,0).

1 − 2

1 1

)

, eigenvalues 1 ± i

2. The system then has an unstable spiral around

Near y = 0, x l ≈ x , so x is increasing where the spiral cuts the positive increases, so does e t

, so the spiral is outwards from the origin. x -axis. As y e) M =

1 1

− 2 − 1

)

The curves are ellipses, since dy dx

=

− 2 x − y x + y which integrates easily after cross-multiplying

4

Part I Problems and Solutions OCW 18.03SC to 2 x 2 + 2 xy + y 2 = c .

Direction of motion: For instance, at ( 1, 0 ) the vector field is x y l

= − 2, so motion is clockwise. l

= 1,

5

MIT OpenCourseWare http://ocw.mit.edu

1

8.0

3

SC Differential Equations

Fall 2011

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