AMATH 351 Summer 2011 Take-Home Final Exam

Posted: Friday, December 9 2011 11:30 AM Due: Monday, December 12 2011 8:30 AM

Name:

Problem Points Score 1 30 2 30 3 40 Total

Instructions I. This is your nal exam for Amath 351: Ordinary Dierential Equations. The exam will be posted at 11:30 AM on Friday December 9 2011. II. The exam must be turned in by 8:30 AM December 12 2011. No exception will be made whatsover. III. You must work on your own and you must show all your work. IV. Please be clear and explicit. If you conclude something, then it must follow from your work. You will not be given the benet of the doubt regarding your work. V. Good luck!

1. (30) (a) Show that

t

L
0

f ( )d =

1 L [f (t)] , s

where L [h(t)] =
0

est h(t)dt,

is the Laplace transform of a function h. (b) Consider the equation

t

u(t) +
0

k(t )u( )d = f (t),

(1)

where u is the unknown function to be determined while f and k are known functions. Take the Laplace transform of (1) and obtain an expression for L [u(t)] in terms of the transforms L [f (t)] and L [k(t)] of the given functions f and k. Express the solution u as the inverse Laplace transform of known quantities. Note: The notation k(t ) means the function k is being evaluated at t . Thus the integrand is the product of two functions. (c) Solve
t

u(t) +
0

(t )u( )d = sin 2t.

(2)

Note: The integrand is the product of two functions, t and u( ). (d) Solve y + y = 4 sin 2t, y(0) = 0, y (0) = 2. (e) Compare the solutions to parts (c) and (d). Can you nd a relationship between them?

2. (30) Consider the following system d dt x y = y x + 2x3 . (3)

(a) Assume we know the solution of the system, which we shall call x(t) and y(t). x2 x4 y2 + . Show that Let S(x, y) = 2 2 d S(x(t), y(t)) = 0. dt Hint: Chain rule. (b) Show that the system (3) may be rewritten as S dx = , dt y dy S = . dt x

(c) Let (x0 , y0 ) be an equilibrium point of the system (3). Write down the Jacobian at this point. Now write down an expression for the eigenvalues of this Jacobian (your answer may contain x0 and y0 ). Argue that the only kind of equilibrium points you can obtain from the linearized sytem are either saddles or centers. Bonus 1 point for proving the following statements. Using the results of parts (b) and (c) it can be shown that a center of the linearized system corresponds to a maxima/minima of the function S(x, y). Furthermore, saddle points of the function S(x, y) correspond to saddles of the linearized systems. But part (a) implies S is constant along solutions and so centers of the linearized system cannot turn into spirals or nodes for the nonlinear system. This means the nonlinear system retains the centers, much like the undamped pendulum. (d) Find all equilibrium solutions for the system (3) and state the stability/nature of the linearized system at each equilibrium point. Using the fact that centers of the linear system remain as centers in the nonlinear system, draw the phase portrait for the full nonlinear system. Clearly mark the separatrix.

Just so that everyone understands the notation, see below d dt x y =

dx dt dy dt

3. (40) Consider the following system d dt x y = y + x( x2 y 2 ) x + y( x2 y 2 ) , is a real number. (4)

(a) Find the equilibrium point for the above system (4). Find the eigenvalues and eigenvectors for the associated linear system at the equilibrium point. Solving the right-hand side takes a bit of eort. You are more than welcome to guess equilibrium points and then show that they are indeed equilibrium points. The hard part is knowing youve guessed them all. Bonus 1 point for actually solving the right-hand side and showing you found all possible equilibrium points. (b) State the stability/nature of the equilibrium point for < 0, = 0 and > 0. Do these results carry forward to the nonlinear system (again for < 0, = 0 and > 0)? In the cases when the nonlinear system has the same behavior as the linear system, draw the phase portrait of the full nonlinear system. (c) Let r2 = x2 + y 2 , x = r cos and y = r sin . This is a change of coordinates from x y to r . We will think of x and y as representing the solution to the system. This means they are functions of t. The change of coordinates implies that r and are functions of t. Show r Hint: Chain rule. (d) Using the result of the part (c), show the original system (4) can be written as d dt r = r( r2 ) 1 . (5) dx dy dr =x +y , dt dt dt and r2 d dy dx =x y . dt dt dt

(e) You should be able to directly solve the second equation in the system (5). Draw the one-dimensional phase plane diagram for the r equation and discuss the stability of the equilibrium points for > 0, = 0 and < 0 (state how many there are and whether they are stable/unstable in each case). Only r 0 should be considered. (f) With the knowledge you have obtained from part (e), redraw the phase portrait in the x y plane for > 0, = 0 and < 0. Be sure to include regions far away from the origin (i.e. x2 + y 2 > 0). How does this compare with what you drew in part (b)? Discuss.

Just so that everyone understands the notation, see below d dt x y =

dx dt dy dt

Bonus question: This question does not give you bonus points. Write down a positive integer below.

You are the winner if your number is the smallest positive integer that no one else wrote down.

Remark: The maximum points on this exam is 100 no matter how many bonus points you get. You still get the bragging rights though.