Anda di halaman 1dari 22

Sample Solutions of Assignment 8 for MATH3270A for ODE

November 7,2013
Contact Mr. XIAO Yao(yxiao a math.cuhk.edu.hk) directly if you have any questions on the
solutions
Section 7.6
In each of problems express the general solution of the given system of equations in term of
real-valued functions. Also draw a direction eld, sketch a few of the trajectories, and describe
the behavior of the solutions as t .
2. x

=
_
1 1
4 1
_
x
4. x

=
_
2
9
5

5
2
1
_
x
8. x

=
_
_
3 0 2
1 1 0
2 1 0
_
_
x
Answer: 2. The eigen-system of matrix is
r
1
= 1 + 2i,
1
=
_
1
2i
_
r
2
= 1 2i,
2
=
_
1
2i
_
Hence the general solution of the system is
x = c
1
_
cos 2t
2 sin 2t
_
e
t
+ c
2
_
sin 2t
2 cos 2t
_
e
t
When t , x 0.
The graph are in the last page.
4. The eigen-system of matrix is
r
1
=
1
2
+
3
2
i,
1
=
_
3 3i
5
_
r
2
=
1
2

3
2
i,
2
=
_
3 + 3i
5
_
1
2
Hence the general solution of the system is
x = c
1
_
3(cos
3
2
t + sin
3
2
t)
5 cos
3
2
t
_
e
t
2
+ c
2
_
3(cos
3
2
t + sin
3
2
t)
5 sin
3
2
t
_
e
t
2
8. The eigen-system of matrix is
r
1
= 2,
1
=
_
_
2
2
1
_
_
r
2
= 1

2i,
2
=
_
_

2i
1
1

2i
_
_
r
3
= 1 +

2i,
3
=
_
_

2i
1
1 +

2i
_
_
Hence the general solution of the system is
x = c
1
_
_
2
2
1
_
_
e
2t
+ c
2
e
t
_
_

2 sin

2t
cos

2t
cos

2t +

2 sin

2t
_
_
+ c
3
e
t
_
_

2 cos

2t
sin

2 cos

2t + sin

2t
_
_
It is easy to see that all solutions converge to the equilibrium point (0, 0, 0). We omit the graph.
10. Find the solution of the given initial value problem. Describe the behavior of the solution as
t .
x =
_
3 2
1 1
_
x, x(0) =
_
1
2
_
.
Answer: Since A =
_
3 2
1 1
_
, so the eigenvalues of this matrix are = 2 i. For
= 2 +i, the corresponding eigenvector is
1
=
_
1 i
1
_
. For = 2 i, the corresponding
eigenvector is
2
=
_
1 i
1
_
.
The general solution is
x(t) = c
1
_
cos t + 2 sin t
cos t
_
e
2t
+ c
2
_
sin t cos t
sin t
_
e
2t
.
3
From x(0) =
_
1
2
_
, we can get c
1
= 1, c
2
= 1.
Hence the solution is
x(t) =
_
cos t + 3 sin t
2 cos t + sin t
_
e
2t
.
x 0, as t .
12.
x

=
_

4
5
2
1
6
5
_
x
.
(a).Find the eigenvalues of two given system.
(b).Choose an initial point (other that the origin) and draw the corresponding trajectory in the
x
1
x
2
-plane.
(c). For your trajectory in part(b) draw the graphs of x
1
versus t and of x
2
versus t.
(d). For your trajectory in part(b) draw the graphs in three dimensional tx
1
x
2
-space.
Answer: (a) A =
_

4
5
2
1
6
5
_
, then we have =
1
5
i.
(b). For =
1
5
+ i, we have
1
=
_
1
1 + i
_
. For For =
1
5
i, we have
2
=
_
1
1 i
_
. Hence
the general solution is
x(t) = c
1
_
cos t
cos t sin t
_
e
t
5
+ c
2
_
sin t
cos t + sin t
_
e
t
5
.
If we choose x(0) =
_
0
1
_
, then we have c
1
0, c
2
= 1.
(c) and (d) are omitted.
15.
x

=
_
2
5 2
_
x.
19.
x

=
_
10
1 4
_
x.
(a).Determine the eigenvalues in terms of .
4
(b).Find the critical value or values of where the qualitative nature of the phase portrait for
the system changes.
(c). Draw a phase portrait for a value of slightly below, and for another value slightly above,
each critical value.
Answer: 15. The characteristic equation for the system is given by
r
2
4 + 5 = 0.
The roots are
r
1,2
=

4 5.
We can easily nd the critical value of is
4
5
.
Answer: 19. The characteristic equation for the system is given by
r
2
+ (4 )r + 10 4 = 0.
The roots are
r
1,2
= 2 +

2

2
+ 8 24.
First note thats the roots are complex when 4 2

10 < < 4 + 2

10. We also nd that


when 4 2

10 < < 2, the equilibrium point is a stable spiral. For the case = 2, the
equilibrium is a center. When 2 < < 4 + 2

10, the equilibrium point is an unstable spiral.


For all other cases, the roots are real. When > 2.5, the roots have opposite signs, with the
equilibrium point being a saddle. For the case 4+2

10 < < 2.5, the roots are both positive,


and the equilibrium point is an unstable node. Finally, when < 4 2

10, both roots are


negative, with the equilibrium point being a stable node.
23.
x

=
_
_

1
4
1 0
1
1
4
0
0 0
1
4
_
_
x
.
(a).Find the eigenvalues of two given system.
(b).Choose an initial point (other that the origin) and draw the corresponding trajectory in the
x
1
x
2
-plane. Also draw the trajectories in the x
1
x
3
and x
2
x
3
planes.
(c). For the initial point in part(b) draw the corresponding trajectories in the x
1
x
2
x
3
-space.
5
Answer: A =
_
_

1
4
1 0
1
1
4
0
0 0
1
4
_
_
, hence the eigenvalues are =
1
4

1
2
i.
(b) and (c) are similar to problem 12.
28. A mass m on a spring with constant k satises the dierential equation (see section 3.8)
mu

+ ku = 0
where u(t) is the displacement at time t of the mass from its equilibrium position.
a). Let x
1
= u and x
2
= u

, Show that the resulting system is


x

=
_
0 1

k
m
0
_
x
b). Find the eigenvalues of the matrix for the system in part (a).
c). Sketch several trajectories of the system. Choose one of your trajectories and sketch the
corresponding graphs of x
1
versus t and of x
2
versus t. Sketch both graphs on one set of axes.
d). What is the relation between the eigenvalues of the coecients of the coecient matrix and
the nature frequency of the spring-mass system?
Answer: a). By direct computation.
b). The eigenvalues of the matrix is
r
1
= i
_
k
m
, r
2
= i
_
k
m
c). Omitted here.
d). According Section 3.8, the nature frequency is
_
k
m
= |r|.
29. Consider the two-mass, three- spring system of example 3 in the text. Instead of converting
the problem into a system of four rst order equations we indicate here how to proceed directly
from equations (22).
6
(a). Show that Eqs (22) can be written in the form
x

=
_
2
3
2
4
3
3
_
x = Ax.
(b). Assume that x = e
rt
and show that (A r
2
I) = 0.
(c). Find the eigenvalue and eigenvector of A.
(e). Write down expressions for x
1
and x
2
.
(f). By dierentiating the results from part (d), write down expressions for x

1
and x

2
.
Answer: Since x

1
= 2x
1
+ 3x
2
, x

2
=
4
3
x
1
3x
2
. So we have
x

=
_
2
3
2
4
3
3
_
x = Ax.
(b). Let x = e
rt
, then we have x

= re
rt
, x

= r
2
e
rt
. From the equation, we have r
2
e
rt
=
Ae
rt
=(Ar
2
I) = 0.
(c). From

2
3
2
4
3
3

= 0, we have
1
= 1,
2
= 4. That is r
2
= 1, r
2
= 4. For

1
= 1, we can get
1
=
_
3
2
_
, for
2
= 4, we can get
2
=
_
3
4
_
.
(d). We can x
1
= 3c
1
cos t +3c
2
sin t +3c
3
cos 2t +3c
4
sin 2t,x
2
= 2c
1
cos t +2c
2
sin t 4c
3
cos 2t
4c
4
sin 2t.
(e). From (d), we can easily get x

1
= 3c
1
sin t+3c
2
cos t6c
3
sin 2t+6c
4
cos 2t, x

2
= 2c
1
sin t+
2c
2
cos t + 8c
3
sin 2t 8c
4
cos 2t
Section 7.8
Find the general solution of the given systems of equations and describe how the solution behave
as t .
1. x

=
_
3 1
4 1
_
x
3. x

=
_

3
2

1
4
1
1
2
_
x
5. x

=
_
_
1 1 1
2 1 1
0 1 1
_
_
x
7
Answer: 1. The eigen-system of matrix is
r
1
= r
2
= 1,
1
=
_
1
2
_
The generalized eigenvector is
=
_
1
1
_
Hence the fundamental set of solutions of the system is
x
1
=
_
1
2
_
e
t
, x
2
=
_
t + 1
t 2
_
e
t
Hence the general solution of the system is
x = c
1
_
1
2
_
e
t
+ c
2
_
t + 1
t 2
_
e
t
Answer: 3. A =
_

3
2

1
4
1
1
2
_
x, so the eigenvalues are = 1. For = 1, we have

1
=
_
1
2
_
. For A =
1
, we can get that =
_
1
2
_
. Hence the general solution is
x(t) = c
1
e
t
_
1
2
_
+ c
2
te
t
_
1
2
_
+ c
2
e
t
_
1
2
_
.
5. The eigen-system of matrix is
r
1
= 1, r
2
= r
3
= 2,
1
=
_
_
3
4
2
_
_
,
2
=
_
_
0
1
1
_
_
,
The generalized eigenvector is
=
_
_
1
1
0
_
_
Hence the fundamental set of solutions of the system is
x
1
=
_
_
3
4
2
_
_
e
t
, x
2
=
_
_
0
1
1
_
_
e
2t
, x
3
=
_
_
1
t + 1
t
_
_
e
2t
Hence the general solution of the system is
x = c
1
_
_
3
4
2
_
_
e
t
+ c
2
_
_
0
1
1
_
_
e
2t
+ c
3
_
_
1
t + 1
t
_
_
e
2t
8
8. Find the solution of the given initial value problem. Draw the trajectory of the solution in
the x
1
, x
2
plane and also draw the graph of x
1
versus t.
x

=
_

5
2
3
2

3
2
1
2
_
x, x(0) =
_
3
3
_
.
Answer: . The characteristic equation is
r
2
+ 2r + 1 = 0,
so the roots is r
1,2
= 1. The corresponding eigenvector is

1
=
_
1
1
_
,
A second linearly independent solution is obtained by solving the system
_

3
2
3
2

3
2
3
2
__

1

2
_
=
_
1
1
_
.
Let
1
= k, we obtain that
2
=
2
3
+ k. Hence the general solution is
x = c
1
_
1
1
_
e
t
+ c
2
[
_
1
1
_
te
t
+
_
0
2
3
_
e
t
].
Imposing the initial conditions, we nd that
c
1
= 3, c
2
= 9.
So the solution of IVP is
x =
_
3 9t
3 9t
_
e
t
.
11. Find the solution of the given initial value problem. Draw the trajectory of the solution in
the x
1
, x
2
, x
3
space and also draw the graph of x
1
versus t.
x

=
_
_
1 0 0
4 1 0
3 6 2
_
_
x, x(0) =
_
_
1
2
30
_
_
.
Answer: . First, we can easily obtain the eigenvalues x
1
= 1, r
2
= 1, r
3
= 2. For r
1
= 1,
the eigenvalue is
1
=
_
_
0
1
6
_
_
. Using the same method as in question 8, the second linearly
9
independent solution = k
_
_
0
1
6
_
_
+
_
_

1
4
0

21
4
_
_
. For r
3
= 2, the eigenvalue is
3
=
_
_
0
0
1
_
_
.
Hence the general solution is
x = c
1
_
_
0
1
6
_
_
e
t
+ c
2
[
_
_
0
1
6
_
_
te
t
+
_
_

1
4
0

21
4
_
_
e
t
] + c
3
_
_
0
0
1
_
_
e
2t
.
using the initial condition, we have
c
1
= 2, c
2
= 4, c
3
= 3.
Hence the solution is
x = 4
_
_
0
1
6
_
_
te
t
+
_
_
1
2
33
_
_
e
t
+ 3
_
_
0
0
1
_
_
e
2t
.
15. Show that all solutions of the system
x

=
_
a b
c d
_
x
approach zero as t if and only if a +d < 0 and ad bc > 0. Compare this result with that
of Problem 38 in Section 3.5.
Answer: The eigenfunction of matrix is
r
2
(a + d)r + (ad bc) = 0
a). If r
1
+ r
2
= a + d < 0 and r
1
r
2
= ad bc > 0, the real part of two eigenvalue are negative.
Then the general solution of the system has the form
c
1
e
r
1
t

1
+ c
2
e
r
2
t

2
or c
1
e
r
1
t

1
+ c
2
e
r
1
t
(t
1
+
2
)
It is clear that the solutions approach zero since r
1
< 0 and r
2
< 0.
b). If all the solutions of the system approach zero, the real part of the eigenvalues must be
negative. Hence a + d = r
1
+ r
2
= Re(r
1
) + Re(r
2
) < 0. If there are two real eigenvalues, then
adbc = r
1
r
2
> 0. If there are two conjugate complex eigenvalues, then adbc = r
1
r
2
= |r
1
|
2
=
Re(r
1
)
2
+ Im(r
2
)
2
> 0.
10
17.Consider again the system
x

= Ax =
_
1 1
1 3
_
x (i)
that we discussed in Example 2.We found there that A has a double eigenvalue r
1
= r
2
= 2
with a single independent eigenvector
(1)
= (1, 1)
T
,or any nonzero multiple thereof.Thus one
solution of the system (i) is x
(1)
=
(1)
e
2t
and a second independent solution has the form
x
(2)
= te
2t
+ e
2t
,
where and satisfy
(A2I) = 0, (A2I) = . (ii)
In the text we solved the rst equation for and then the second equation for .Here we ask you
to proceed in the reverse order.
(a)Show that satises (A2I)
2
= 0.
(b)Show that (A 2I)
2
= 0.Thus the genralized eigenvector can be chosen arbitrarily,except
that it must be independent of
(1)
.
(c)Let = (0, 1)
T
.Then determine from the second of Eqs.(ii) and observe that = (1, 1)
T
=

(1)
. This choice of reproduces the solution found in Example 2.
(d)Let = (1, 0)
T
and determine the corresponding eigenvector .
(e)Let = (k
1
, k
2
)
T
,where k
1
and k
2
are arbitrary numbers.Then determine .How is it related
to the eigenvector
(1)
?
Answer:
(a)Multiply (A2I) on both sides of Eqs.(ii).
(b)
_
1 1
1 1
__
1 1
1 1
_
=
_
0 0
0 0
_
11
(c)
= (A2I)
=
_
1 1
1 1
__
0
1
_
=
_
1
1
_
(d)
= (A2I)
=
_
1 1
1 1
__
1
0
_
=
_
1
1
_
(e)
= (A2I)
=
_
1 1
1 1
__
k
1
k
2
_
= (k
1
+ k
2
)
_
1
1
_
Its a multiple of
(1)
18. Consider the system x

= Ax =
_
_
1 1 1
2 1 1
3 2 4
_
_
x (i).
(a). Show that r = 2 is an eigenvalue of algebraic multiplicity 3 of the coecient matrix A and
12
that there is only one corresponding eigenvector, namely,

1
=
_
_
0
1
1
_
_
.
(b). Using the information in part (a), write down one solution x
1
(t) of the system (i).
(c). To nd a second solution assume that x = te
2t
+ e
2t
. Show and satisfy the equations
(A2I) = 0, (A2I) = .
(d). To nd a third solution assume that x = (
t
2
2
)e
2t
+ te
2t
+ e
2t
. Show that , , satisfy
(A2I) = 0, (A2I) = , (A2I) = .
(e). Write down a fundamental matrix for system (i).
(f). Form a matrix T with the eigenvector
1
in the rst column and the generalized eigenvector
and in the second and third columns. Then nd T
1
and form the product J = T
1
AT.
Answer: (a). Since A =
_
_
1 1 1
2 1 1
3 2 4
_
_
, so the eigenvalues are = 2. For = 2, the

1
=
_
_
0
1
1
_
_
.
(b). x
1
= e
2t
_
_
0
1
1
_
_
.
(c).Let x = te
2t
+ e
2t
, then we have x

= e
2t
+ 2te
2t
+ 2e
2t
= Ate
2t
+Ae
2t
. Hence
(A2I) = 0, (A2I) = .
and we can compute that =
_
_
1
1
0
_
_
. Sox
2
= te
2t
_
_
0
1
1
_
_
+ e
2t
_
_
1
1
0
_
_
.
(d). Let x = (
t
2
2
)e
2t
+ te
2t
+ e
2t
, using the same idea we can show that
(A2I) = 0, (A2I) = , (A2I) = .
13
And we can compute that =
_
_
2
0
3
_
_
, and x
3
=
t
2
2
e
2t
_
_
0
1
1
_
_
+ te
2t
_
_
1
1
0
_
_
+ e
2t
_
_
2
0
3
_
_
. So
the fundamental matrix is
(t) = e
2t
_
_
0 1 t + 2
1 t + 1
t
2
2
+ t
1 t
t
2
2
+ 3
_
_
.
T =
_
_
0 1 2
1 1 0
1 0 3
_
_
, T
1
=
_
_
3 3 2
3 2 2
1 1 1
_
_
,J =
_
_
2 1 0
0 2 1
0 0 2
_
_
.
19.Cosider the sytstem
x

= Ax =
_
_
5 3 2
8 5 4
4 3 3
_
_
x. (i)
(a)Show that r = 1 is a triple eigenvalue of the coecient matrix A and that there are only two
linearly independent eigenvectors,which we may take as

(1)
=
_
_
1
0
2
_
_

(2)
=
_
_
0
2
3
_
_
. (ii)
Write down two linearly independent solutions x
(1)
(t) and x
(2)
(t) of Eqs.(i).
(b)To nd a third solution,assume that x = te
t
+ e
t
;then show that and must satisfy
(AI) = 0, (iii)
(AI) = . (iv)
(c)Equation (iii) is satised if is an eigenvector,so one way to proceed is to choose to be
a suitable linear combination of
(1)
and
(2)
so that Eq.(iv) is solvable,and then to solve that
equation for .However,let us proceed in a dierent way and follow the pattern of Problem 17.
First,show that satises
(AI)
2
= 0.
Further,show that (A I)
2
= 0.Thus can be chosen arbitrarily,except that it must be inde-
pendent of
(1)
and
(2)
.
14
(d)A convenient choice for is =
_
0, 0, 1
_
T
.Find the corresponding from Eq.(iv).Verify that
is an eigenvector.
(e)Write down a fundamental matrix (t) for the system (i).
(f)Form a matrix T with the eigenvector
(1)
in the rst column and with the eigenvector
from part (d) and the generalized eigenvector in the other two columns.Find T
1
and form the
product J = T
1
AT. The matrix T is the Jordan form of A.
Answer:
(a)
|AI| = det
_
_
5 3 2
8 5 4
4 3 3
_
_
= (1 )
3
So = 1 is a triple eigenvalue of the coecient matrix.Suppose the eigenvector is (x
1
, x
2
, x
3
)
T
,then
_
_
5 3 2
8 5 4
4 3 3
_
_
_
_
x
1
x
2
x
3
_
_
=
_
_
x
1
x
2
x
3
_
_
_
_
_
4x
1
3x
2
2x
3
= 0
8x
1
6x
2
4x
3
= 0
4x
1
+ 3x
2
+ 2x
3
= 0
The coecient matrix of this system admits a order of 1,thus there are only two independent
eigenvectors,by caculating:

(1)
=
_
_
1
0
2
_
_
,
(2)
=
_
_
0
2
3
_
_
x
(1)
(t) = e
t
_
_
1
0
2
_
_
x
(2)
(t) = e
t
_
_
0
2
3
_
_
(b) is the eigenvector corresponding to eigenvalue 1,thus Eqs.(iii) is obvious.Substitute the
expression of into the equation and we get (iv). Take =
_
x
1
, x
2
, x
3
_
,suppose = (y
1
, y
2
, y
3
)
T
thus we have
_
_
5 3 2
8 5 4
4 3 3
_
_
_
_
x
1
x
2
x
3
_
_
=
_
_
x
1
x
2
x
3
_
_
15
_
_
4 3 2
8 6 4
4 3 2
_
_
_
_
y
1
y
2
y
3
_
_
=
_
_
x
1
x
2
x
3
_
_
_
_
_
4x
1
3x
2
2x
3
= 0
8x
1
6x
2
4x
3
= 0
4x
1
+ 3x
2
+ 2x
3
= 0
_
_
_
4y
1
3y
2
2y
3
= x
1
8y
1
6y
2
4y
3
= x
2
4y
1
+ 3y
2
+ 2y
3
= x
3
Finally, = (2, 4, 2)
T
and = (0, 0, 1)
T
so the third solution is:
x
(3)
(t) =
_
_
2
4
2
_
_
te
t
+
_
_
0
0
1
_
_
e
t
(c)Multiply (AI) on both sides of Eqs.(iii),substitute it into (iv) and we get that. Secondly
_
_
4 3 2
8 6 4
4 3 2
_
_
_
_
4 3 2
8 6 4
4 3 2
_
_
=
_
_
0 0 0
0 0 0
0 0 0
_
_
Thus can be chosen arbitrarily.
(d)
_
_
4 3 2
8 6 4
4 3 2
_
_
_
_
0
0
1
_
_
=
_
_
x
1
x
2
x
3
_
_
=
_
_
2
4
2
_
_
(e)
(t) = e
t
_
_
1 0 2t
0 2 4t
2 3 2t + 1
_
_
or
(t) = e
t
_
_
1 2 2t
0 4 4t
2 2 2t + 1
_
_
16
(f)
T =
_
_
1 2 0
0 4 0
2 2 1
_
_
,
T
1
=
_
_
1 1/2 0
0 1/4 0
2 3/2 1
_
_
,
J =
_
_
1 0 0
0 1 0
0 0 1
_
_
.
20. Let J =
_
1
0
_
, where is an arbitrary real number.
(a). Find J
2
, J
3
and J
4
.
(b). Use an inductive argument to show that J
n
=
_

n
n
n1
0
n
_
.
(c). Determine exp(Jt).
(d). Use exp Jt to solve the initial value problem x

= Jx, x(0) = x
0
.
Answer: . (a). J
2
=
_

2
2
0
2
_
, J
3
=
_

3
3
2
0
3
_
, J
4
=
_

4
4
3
0
4
_
.
(b). n = 1, it holds. Suppose n = k holds, then for n = k + 1, we have
J
k+1
= J
k
J =
_

k+1
(k + 1)
k
0
k+1
_
.
(c). exp(Jt) =

n=0
J
n
t
n
n!
=
_

n=0

n
t
n
n!

n=0

n1
t
n
n!
0

n=0

n
t
n
n!
_
=
_
e
t
te
t
0 e
t
_
.
(d). x(t) = exp(Jt)x
0
.
Section 7.9
In each of problem nd the general solution of the given the system of equations.
17
1. x

=
_
2 1
3 2
_
x +
_
e
t
t
_
3. x

=
_
2 1
5 2
_
x +
_
cos t
sin t
_
5. x

=
_
4 8
2 4
_
x +
_
t
3
t
2
_
7. x

=
_
1 4
1 1
_
x + e
t
_
2
1
_
12. x

=
_
2 1
5 2
_
x +
_
csc t
sec t
_
,

2
< t <
Answer: 1. The eigen-system of matrix is
r
1
= 1,
1
=
_
3
1
_
r
2
= 1,
2
=
_
1
1
_
Hence general solution of the homogeneous system is
x = c
1
e
t
_
3
1
_
+ c
2
e
t
_
1
1
_
. Since g(t) =
_
1
0
_
e
t
+
_
0
1
_
t, we can assume that the particular solution is y = ate
t
+bt+c+
de
t
. using the equation we can get that a =
_
3
2

1
2
_
, b =
_
3
2
_
, c =
_
0
1
_
, d =
_

1
4
1
4
_
.
Hence the solution is
x = c
1
_
1
1
_
e
t
+ c
2
_
1
3
_
e
t
+
_
3
2

1
2
_
te
t
+
_
3
2
_
t
_
0
1
_

1
4
_
1
1
_
e
t
.
3. The eigen-system of matrix is
r
1
= i,
1
=
_
5
2 i
_
r
2
= i,
2
=
_
5
2 + i
_
Hence general solution of the homogeneous system is
x = c
1
_
2 cos t + sin t
cos t
_
+ c
2
_
2 sin t cos t
sin t
_
.
18
Since g(t) =
_
1
0
_
cos t +
_
0
1
_
sin t, we can assume that the particular solution is y =
(at +b) cos t +(ct +d) sin t. using the equation we can get that a =
_
1
1
_
, b =
_

1
2
2
_
, c =
_
1
3
_
, d =
_
1

5
2
_
. Hence the solution is
x = c
1
_
2 cos t + sin t
cos t
_
+c
2
_
2 sin t cos t
sin t
_
+
_
1
1
_
t cos t+
_
1
3
_
t sin t+
_

1
2
2
_
cos t+
_
1

5
2
_
.
5. The eigen-system of matrix is
r
1
= r
2
= 0,
Hence general solution of the homogeneous system is
u = c
1
_
2
1
_
+ c
2
_
t
_
2
1
_
+
_

1
2
0
__
Then a particular solution is
x = (t)c +(t)
_
t

1
(s)g(s)ds
= c
1
_
2
1
_
+ c
2
_
t
_
2
1
_
+
_

1
2
0
__

_
8
4
_
ln t +
_
2
0
_
t
1
+
_

1
2
0
_
t
2
7. The eigen-system of matrix is
r
1
= 1,
1
=
_
2
1
_
r
2
= 3,
2
=
_
2
1
_
.
We assume that the particular solution is y = ae
t
. Using the equation we can get that a =
1
2
_
2
1
_
,. Hence the solution is
x = c
1
_
2
1
_
e
3t
+ c
2
_
2
1
_
e
t
+
1
2
_
2
1
_
e
t
.
12. The eigen-system of matrix is
r
1
= i,
1
=
_
1
2 i
_
r
2
= i,
2
=
_
1
2 + i
_
19
Hence general solution of the homogeneous system is
x = c
1
_
cos t
2 cos t + sin t
_
+ c
2
_
sin t
cos t + 2 sin t
_
.
Since g(t) =
_
csc t
sec t
_
, we can assume that the solution is y = u(t)(t). And
1
(t) =
_
cos t + 2 sin t sin t 2 cos t
sin t cos t
_
. From u

(t) =
1
(t)g(t), we can get
x =
_
(2t + ln(cos t) + ln(sin t) + c
1
) cos t + (2t + 2c
1
+ c
2
+ 2 ln(sin t)) sin t
(6t 2 ln(cos t) + c
2
) cos t (2t + 5c
1
+ 2c
2
+ ln(cos t) + t ln(sin t)) sin t
_
1.Find the general solution of the following system
(a)x

=
_
2 5
1 2
_
x +
_
cos t
sin t
_
(b)x

=
_
2 5
1 2
_
x +
_
csc t
sec t
_
(c)x

=
_
2 1
3 2
_
x +
_
e
t
t
_
(change the second entry of the rightest term to be t)
(d)x

=
_
4 2
8 4
_
x +
_
t
3
t
2
_
(change the 2-2 entry of the matrix to be 4)
Answer:
(a)The eigen-system of matrix is
r
1
= i,
1
=
_
5
2 i
_
r
2
= i,
2
=
_
5
2 + i
_
20
Hence general solution of the homogeneous system is
x = c
1
_
5 cos t
2 cos t + sin t
_
+ c
2
_
5 sin t
cos t + 2 sin t
_
.
Since g(t) =
_
cos t
sin t
_
, we can assume that the solution is y = (t)u(t). And

1
(t) =
1
5
_
cos t 2 sin t 5 sin t
2 cos t + sin t 5 cos t
_
From u

(t) =
1
(t)g(t), we can get
x = c(t) + (t)
_
t

1
(s)g(s)ds.
Or in the other way around ,set the particular solution to be x
p
= a cos t +bsin t and substitute
it into the equation we get:
a =
1
3
_
4
1
_
, b =
1
3
_
0
2
_
Thus the general solution is:
X(t) = c
1
_
5 cos t
2 cos t + sin t
_
+ c
2
_
5 sin t
cos t + 2 sin t
_
+
1
3
_
4
1
_
cos t +
1
3
_
0
2
_
sin t
(b)The eigen-system of matrix is
r
1
= i,
1
=
_
5
2 i
_
r
2
= i,
2
=
_
5
2 + i
_
Hence general solution of the homogeneous system is
x = c
1
_
5 cos t
2 cos t + sin t
_
+ c
2
_
5 sin t
cos t + 2 sin t
_
.
Since g(t) =
_
csc t
sec t
_
, we can assume that the solution is y = (t)u(t). And
1
(t) =
1
5
_
cos t 2 sin t 5 sin t
2 cos t + sin t 5 cos t
_
. From u

(t) =
1
(t)g(t), we can get
x = [
1
5
ln(sin t)ln(cos t)
2
5
t+c
1
]
_
5 cos t
2 cos t + sin t
_
+[
2
5
ln(sin t)
4
5
t+c
2
]
_
5 sin t
cos t + 2 sin t
_
.
21
(c) The eigen-system of matrix is
r
1
= 1,
1
=
_
1
1
_
r
2
= 1,
2
=
_
1
3
_
Hence general solution of the homogeneous system is
x = c
1
e
t
_
1
1
_
+ c
2
e
t
_
1
3
_
. Since g(t) =
_
1
0
_
e
t
+
_
0
1
_
t, we can assume that the particular solution is y = ate
t
+bt+c+
de
t
. using the equation we can get that a =
3
2
_
1
1
_
, b =
_
1
2
_
, c =
_
0
1
_
, d =
1
4
_
1
3
_
.
Hence the solution is
x = c
1
_
1
1
_
e
t
+ c
2
_
1
3
_
e
t
+
3
2
_
1
1
_
te
t
+
_
1
2
_
t
_
0
1
_

1
4
_
1
3
_
e
t
.
(d)The eigen-system of matrix is
r
1
= r
2
= 0,
1
=
_
1
2
_
The generalized eigenvector is
=
_
0

1
2
_
Hence general solution of the homogeneous system is
u = c
1
_
1
2
_
+ c
2
_
t
_
1
2
_
+
_
0

1
2
__
The fundamental matrix is
(t) =
_
1 t
2 2t
1
2
_
Hence the fundamental matrix such that (0) = I is
(t) = (t)(0) =
_
1 + 4t 2t
8t 1 4t
_
22
Then a specular solution is
x = (t)c +(t)
_
t

1
(s)g(s)ds
= (t)c +(t)
_
t
_
1 4s 2s
4 2
__
s
3
s
2
_
ds
= (t)c +(t)
_
t
_
s
3
4s
2
2s
1
4s
3
+ 2s
2
_
ds
= c
1
_
1
2
_
+ c
2
_
t
_
1
2
_
+
_
0

1
2
__

_
2
4
_
ln t +
_
2
5
_
t
1

_
1
2
0
_
t
2