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Chapter 4: Systems of ODEs

37 problems · 1 figure

Exercise 3.1.101 §3.1 source ↗

Find the general solution to y1′=3y1⁠, y2′=y1+y2⁠, y3′=y1+y3⁠.

Answer

y1=C1e3x⁠, y2=C2ex+C12e3x⁠, y3=C3ex+C12e3x

Exercise 3.1.102 §3.1 source ↗

Solve y′=2x⁠, x′=x+y⁠, x(0)=1⁠, y(0)=3⁠.

Answer

x=53e2t−23e−t⁠, y=53e2t+43e−t

Exercise 3.1.103 §3.1 source ↗

Write x′′′=x+t as a first-order system.

Answer

u1′=u2⁠, u2′=u3⁠, u3′=u1+t⁠, (here u1=x⁠)

Exercise 3.1.104 §3.1 source ↗

Write y1′′+y1+y2=t⁠, y2′′+y1−y2=t2 as a first-order system.

Answer

y1′=y3⁠, y2′=y4⁠, y3′=−y1−y2+t⁠, y4′=−y1+y2+t2

Exercise 3.1.105 §3.1 source ↗

Suppose two masses on carts on frictionless surface are at displacements x1 and x2 as in Example 3.1.3. Suppose initial displacement is x1(0)=x2(0)=0⁠, and initial velocity is x1′(0)=x2′(0)=a for some number a⁠. Use your intuition to solve the system, explain your reasoning.

Example 3.1.3 in the book ↗

Let us look at a second-order example. We return to the mass and spring setup, but this time we consider two masses.

A diagram of two carts on wheels connected by a spring. The carts are labeled as m sub 1 and m sub 2 signifying the masses. The spring is labeled as k signifying the spring constant. There is a vertical tick and a rightward horizontal arrow below each cart labeled as x sub 1 and x sub 2 respectively, signifying that their state as shown is the rest position and x sub 1 and x sub 2 give the displacement of each cart from its rest position.

Consider one spring with constant k and two masses m1 and m2⁠. Think of the masses as carts on a straight track with no friction. Let x1 be the displacement of the first cart and x2 be the displacement of the second cart. That is, we put the two carts somewhere with no tension on the spring, we mark the position of the first and second cart, and we call those the zero positions. Then x1 measures how far the first cart is from its zero position, and x2 measures how far the second cart is from its zero position. The force exerted by the spring on the first cart is k(x2−x1) as x2−x1 is how far the spring is stretched (or compressed) from the rest position. The force exerted on the second cart is the opposite, thus the same thing with a negative sign. Newton’s second law states that force equals mass times acceleration, that is,

m1x1′′=k(x2−x1),m2x2′′=−k(x2−x1).

Again, we cannot solve for the x1 or x2 variables one at a time. Where the first cart goes depends on exactly where the second cart goes and vice versa.

Answer

x1=x2=at⁠. Explanation of the intuition is left to reader.

Exercise 3.1.106 §3.1 source ↗

Suppose the tanks are as in Example 3.1.2 except that clean water flows in at a rate of s liters per second into tank 1, and brine flows out of tank 2 and into the sewer also at a rate of s liters per second. The rate of flow from tank 1 into tank 2 is still r⁠, but the rate of flow from tank 2 back into tank 1 is r−s (assume r>s⁠).

a) Draw the picture.

b) Set up the system of equations.

c) Intuitively, what happens as t goes to infinity, explain.

Example 3.1.2 in the book ↗

First, we consider salt and brine tanks, but this time water flows from one to the other and back. Imagine we have two tanks, each containing volume V liters of salt brine. The amount of salt in the first tank is x1 grams, and the amount of salt in the second tank is x2 grams. Let t denote time—the independent variable. The liquid in each tank is being constantly and perfectly mixed and flows or is pumped at a rate of r liters per second out of each tank into the other. See Figure 3.1.

A diagram of two tanks with liquid. The substance in the first tank is labeled as x sub 1 to signify the amount of salt and the substance in the second tank is labeled as x sub 2. Both tanks have a label that Vol. equals V to signify that the volume is the same and equal to V in both tanks. There are two pipes each carrying liquid from one tank to the other and they are both marked with r signifying the flow.

A closed system of two brine tanks.

The rate of change of x1⁠, that is, x1′⁠, is the rate of salt entering minus the rate leaving. The density of the salt in tank 2 is x2/V⁠, so the rate of salt entering tank 1 is x2/V times r⁠. The density of the salt in tank 1 is x1/V⁠, so the rate of salt leaving tank 1 is x1/V times r⁠. In other words,

x1′=x2Vr−x1Vr=rVx2−rVx1=rV(x2−x1).

Similarly, to find the rate x2′⁠, the roles of x1 and x2 are reversed. All in all, the system of ODEs for this problem is

x1′=rV(x2−x1),x2′=rV(x1−x2).

In this system, we cannot solve for x1 or x2 separately. We must solve for both x1 and x2 at once, which is intuitively clear—the amount of salt in one tank affects the amount in the other. We cannot know x1 before we know x2⁠, and vice versa.

We do not yet know how to find all the solutions, but intuitively we can at least find some solutions. Suppose we know that initially the tanks have the same amount of salt. That is, we have an initial condition such as x1(0)=x2(0)=C⁠. Then clearly the amount of salt entering and leaving each tank is the same, so the amounts are not changing. In other words, x1=C and x2=C (the constant functions) is a solution: x1′=x2′=0⁠, and rV(x2−x1)=rV(x1−x2)=0⁠, so the equations are satisfied.

Let us think about the setup a little bit more without solving it. Suppose the initial conditions are x1(0)=A and x2(0)=B⁠, for two different constants A and B⁠. Since no salt is coming in or out of this closed system, the total amount of salt is constant. That is, x1+x2 is constant, and so it equals A+B⁠. Intuitively, if A>B⁠, more salt will flow out of tank one than into it. After a long time, we then expect the amount of salt in each tank to equalize. In other words, the solutions of both x1 and x2 should tend towards A+B2 as t goes to ∞⁠. Once you know how to solve systems, you can check that this really is so.

Figure 3.1 in the book ↗

A diagram of two tanks with liquid.  The substance in the first tank
is labeled as x sub 1 to signify the amount of salt
and the substance in the second tank is labeled as x sub 2.
Both tanks have a label that Vol. equals V to signify that the volume
is the same and equal to V in both tanks.  There are two pipes
each carrying liquid from one tank to the other
and they are both marked with r signifying the flow.

A closed system of two brine tanks.

Answer

a) Left to reader. b) x1′=r−sVx2−rVx1⁠, x2′=rV(x1−x2)⁠. c) As t goes to infinity, both x1 and x2 go to zero, explanation is left to reader.

Exercise 3.2.101 §3.2 source ↗

Compute determinant of [11123−51−10]

Answer

−15

Exercise 3.2.102 §3.2 source ↗

Find t such that [1t−12] is not invertible.

Answer

−2

Exercise 3.2.103 §3.2 source ↗

Solve [111−1]𝐱=[1020]⁠.

Answer

𝐱=[15−5]

Exercise 3.2.104 §3.2 source ↗

Suppose a,b,c are nonzero numbers. Let M=[a00b]⁠, N=[a000b000c]⁠.

a) Compute M−1⁠.

b) Compute N−1⁠.

Answer

a) [1/a001/b] b) [1/a0001/b0001/c]

Exercise 3.3.101 §3.3 source ↗

Are [e2tet] and [ete2t] linearly independent? Justify.

Answer

Yes.

Exercise 3.3.102 §3.3 source ↗

Are [cosh⁡(t)1]⁠, [et1]⁠, and [e−t1] linearly independent? Justify.

Answer

No. 2[cosh⁡(t)1]− [et1]− [e−t1]= 𝟎

Exercise 3.3.103 §3.3 source ↗

Write x′=3x−y+et⁠, y′=tx in matrix notation.

Answer

[xy]′=[3−1t0][xy]+[et0]

Exercise 3.3.104 §3.3 source ↗

a) Write x1′=2tx2⁠, x2′=2tx2 in matrix notation.

b) Solve and write the solution in matrix notation.

Answer

a) 𝐱′=[02t02t]𝐱 b) 𝐱=[C2et2+C1C2et2]

Exercise 3.4.101 §3.4 source ↗

a) Compute eigenvalues and eigenvectors of A=[103−101202]⁠.

b) Solve the system 𝐱′=A𝐱⁠.

Answer

a) Eigenvalues: 4,0,−1 Eigenvectors: [101]⁠, [010]⁠, [35−2]
b) 𝐱= C1[101]e4t+ C2[010]+ C3[35−2]e−t

Exercise 3.4.102 §3.4 source ↗

a) Compute eigenvalues and eigenvectors of A=[11−10]⁠.

b) Solve the system 𝐱′=A𝐱⁠.

Answer

a) Eigenvalues: 1+3i2,1−3i2⁠, Eigenvectors: [−21−3i]⁠, [−21+3i]
b) 𝐱= C1et/2[−2cos⁡(3t2)cos⁡(3t2)+3sin⁡(3t2)]+ C2et/2[−2sin⁡(3t2)sin⁡(3t2)−3cos⁡(3t2)]

Exercise 3.4.103 §3.4 source ↗

Solve x1′=x2⁠, x2′=x1 using the eigenvalue method.

Answer

𝐱=C1[11]et+C2[1−1]e−t

Exercise 3.4.104 §3.4 source ↗

Solve x1′=x2⁠, x2′=−x1 using the eigenvalue method.

Answer

𝐱= C1[cos⁡(t)−sin⁡(t)]+ C2[sin⁡(t)cos⁡(t)]

Exercise 3.5.101 §3.5 source ↗

Describe the behavior of the following systems without solving:

a) x′=x+y⁠, y′=x−y⁠.

b) x1′=x1+x2⁠, x2′=2x2⁠.

c) x1′=−2x2⁠, x2′=2x1⁠.

d) x′=x+3y⁠, y′=−2x−4y⁠.

e) x′=x−4y⁠, y′=−4x+y⁠.

Answer

a) Two eigenvalues: ±2 so the behavior is a saddle. b) Two eigenvalues: 1 and 2⁠, so the behavior is a source. c) Two eigenvalues: ±2i⁠, so the behavior is a center (ellipses). d) Two eigenvalues: −1 and −2⁠, so the behavior is a sink. e) Two eigenvalues: 5 and −3⁠, so the behavior is a saddle.

Exercise 3.5.102 §3.5 source ↗

Suppose that 𝐱′=P𝐱 where P is a 2 by 2 matrix with eigenvalues 2±i⁠. Describe the behavior.

Answer

Spiral source.

Exercise 3.5.103 §3.5 source ↗

Take [xy]′=[0100][xy]⁠. Draw the vector field and describe the behavior. Is it one of the behaviors that we have seen before?

Answer (2 parts)

The solution does not move anywhere if y=0⁠. When y is positive, the solution moves (with constant speed) in the positive x direction. When y is negative, the solution moves (with constant speed) in the negative x direction. It is not one of the behaviors we saw.
Note that the matrix has a double eigenvalue 0 and the general solution is x=C1t+C2 and y=C1⁠, which agrees with the description above.

Exercise 3.6.101 §3.6 source ↗

Find the general solution to [100020003]𝐱′′= [−3002−4006−3]𝐱+ [cos⁡(2t)00]⁠.

Answer

𝐱= [1−11](a1cos⁡(3t)+ b1sin⁡(3t))+ [01−2](a2cos⁡(2t)+ b2sin⁡(2t))+
[001](a3cos⁡(t)+ b3sin⁡(t))+ [−11/2−1/3]cos⁡(2t)

Exercise 3.6.102 §3.6 source ↗

Suppose there are three carts of equal mass m and connected by two springs of constant k (and no connections to walls). Set up the system and find its general solution.

Answer

[m000m000m]𝐱′′= [−kk0k−2kk0k−k]𝐱⁠. Solution: 𝐱= [1−21](a1cos⁡(3k/mt)+ b1sin⁡(3k/mt))+ [10−1](a2cos⁡(k/mt)+ b2sin⁡(k/mt))+ [111](a3t+b3).

Exercise 3.6.103 §3.6 source ↗

Suppose a cart of mass 2kg is attached by a spring of constant k=1 to a cart of mass 3kg, which is attached to the wall by a spring also of constant k=1⁠. Suppose that the initial position of the first cart is 1 meter in the positive direction from the rest position, and the second cart starts at the rest position. The carts are not moving and are let go. Find the position of the second cart as a function of time.

Answer

x2= (2/5)cos⁡(1/6t)− (2/5)cos⁡(t)

Exercise 3.7.101 §3.7 source ↗

Let A=[111111111]⁠.

a) What are the eigenvalues?

b) What is/are the defect(s) of the eigenvalue(s)?

c) Find the general solution of 𝐱′=A𝐱⁠.

Answer

a) 3,0,0 b) No defects. c) 𝐱= C1[111]e3t+ C2[10−1]+ C3[01−1]

Exercise 3.7.102 §3.7 source ↗

Let A=[133110−112]⁠.

a) What are the eigenvalues?

b) What is/are the defect(s) of the eigenvalue(s)?

c) Find the general solution of 𝐱′=A𝐱⁠.

Answer

a) 1,1,2
b) Eigenvalue 1 has a defect of 1
c) 𝐱= C1[01−1]et+ C2([100]+t[01−1])et+ C3[33−2]e2t

Exercise 3.7.103 §3.7 source ↗

Let A=[200−1−190−15]⁠.

a) What are the eigenvalues?

b) What is/are the defect(s) of the eigenvalue(s)?

c) Find the general solution of 𝐱′=A𝐱⁠.

Answer

a) 2,2,2
b) Eigenvalue 2 has a defect of 2
c) 𝐱= C1[031]e2t+ C2([0−10]+t[031])e2t+ C3([100]+ t[0−10]+ t22[031])e2t

Exercise 3.7.104 §3.7 source ↗

Let A=[aabc]⁠, where a⁠, b⁠, and c are unknowns. Suppose that 5 is a doubled eigenvalue of defect 1, and suppose that [10] is a corresponding eigenvector. Find A and show that there is only one such matrix A⁠.

Answer

A=[5505]

Exercise 3.8.101 §3.8 source ↗

Compute etA where A=[1−2−21]⁠.

Answer

etA= [e3t+e−t2e−t−e3t2e−t−e3t2e3t+e−t2]

Exercise 3.8.102 §3.8 source ↗

Compute etA where A=[1−32−212−1−34]⁠.

Answer

etA= [2e3t−4e2t+3et3et2−3e3t2−e3t+4e2t−3et2et−2e2tet2e2t−2et2e3t−5e2t+3et3et2−3e3t2−e3t+5e2t−3et]

Exercise 3.8.103 §3.8 source ↗

a) Compute etA where A=[3−111]⁠.

b) Solve 𝐱′=A𝐱 for 𝐱(0)=[12]⁠.

Answer

a) etA= [(t+1)e2t−te2tte2t(1−t)e2t] b) 𝐱=[(1−t)e2t(2−t)e2t]

Exercise 3.8.104 §3.8 source ↗

Compute the first 3 terms (up to the second degree) of the Taylor expansion of etA where A=[2322]⁠. Write it as a single matrix. Then use it to approximate e0.1A⁠.

Answer

[1+2t+5t23t+6t22t+4t21+2t+5t2] e0.1A≈ [1.250.360.241.25]

Exercise 3.8.105 §3.8 source ↗

For any positive integer n⁠, find a formula (or a recipe) for An for the following matrices:

a) [74−5−2]

b) [−34−67]

c) [0110]

Answer

a) [5(3n)−2n+24(3n)−2n+25(2n)−5(3n)5(2n)−4(3n)] b) [3−2(3n)2(3n)−23−3n+13n+1−2]
c) [1001] if n is even, and [0110] if n is odd.

Exercise 3.9.101 §3.9 source ↗

Find a particular solution to x′=5x+4y+t⁠, y′=x+8y−t

a) using integrating factor method,

b) using eigenvector decomposition,

c) using undetermined coefficients.

Answer

The general solution is (particular solutions should agree with one of these):
x(t)= C1e9t+ 4C2e4t− t/3− 5/54⁠, y(t)= C1e9t− C2e4t+ t/6+ 7/216

Exercise 3.9.102 §3.9 source ↗

Find a particular solution to x′=y+et⁠, y′=x+et

a) using integrating factor method,

b) using eigenvector decomposition,

c) using undetermined coefficients.

Answer

The general solution is (particular solutions should agree with one of these):
x(t)=C1et+C2e−t+tet⁠, y(t)=C1et−C2e−t+tet

Exercise 3.9.103 §3.9 source ↗

Solve x1′=x2+t⁠, x2′=x1+t with initial conditions x1(0)=1⁠, x2(0)=2 using eigenvector decomposition.

Answer

𝐱= [11](52et−t−1)+ [1−1]−12e−t

Exercise 3.9.104 §3.9 source ↗

Solve x1′′=−3x1+x2+t⁠, x2′′=9x1+5x2+cos⁡(t) with initial conditions x1(0)=0⁠, x2(0)=0⁠, x1′(0)=0⁠, x2′(0)=0 using eigenvector decomposition.

Answer

𝐱= [19]((1140+ 11206)e6t+ (1140− 11206)e−6t− t60− cos⁡(t)70)
+ [1−1](−980sin⁡(2t)+ 130cos⁡(2t)+ 9t40− cos⁡(t)30)

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Exercises and answers are adapted from Notes on Diffy Qs: Differential Equations for Engineers by Jiří Lebl, which is free to read and download, and are used under the CC BY-NC-SA 4.0 licence. They are taken from the book’s LaTeX source and set for the web, so they may differ slightly from the printed page. This adaptation is released under the same licence and is neither affiliated with nor endorsed by Lebl or Jiří Lebl.