Math 310 Midterm 2 solutions Spring 2009

1. Determine a condition on the entries of a 2 2 matrix A that guarantees that, if A has complex
eigenvalues, then solutions of X

= AX travel around the origin in the counterclockwise direction.

Solution. Let A =
_
a b
c d
_
. For counterclockwise motion it must be that x

< 0 when x = 0 and y > 0

and x

> 0 when x = 0 and y < 0. Now, when x = 0, x

= by, thus the condition is that b < 0.

2. Give an example of a 3 3 matrix A for which all nonequilibrium solutions of X

= AX are periodic
with period 2. Describe the phase portrait.
Solution. In order for nonequilibrium periodic solutions to exist there must be a pair of complex
eigenvalues. One such system is
x

1
= x
2
, x

2
= x
1
, x

3
= 0.
This has the general solution
_
_
x
1
x
2
x
3
_
_
=
_
_
c
1
cos t + c
2
sin t
c
1
sin t + c
2
cos t
c
3
_
_
, where c
1
, c
2
, c
3
are arbitrary constants.
So all solutions are periodic with period 2. The solutions are circles in the x
1
x
2
plane, and x
3
is
simply a constant.
3. Suppose A is a 44 matrix with eigenvalues 0 and 1i. Describe all of the dierent posible solutions
of the system X

= AX.
Solution. Since 1 i are eigenvalues, and complex eigenvalues always come in complex conjugate
pairs, neither of these can be repeated. Thus there are two possibilities: there are either 1 or 2 LI
eigenvectors for the eigenvalue = 0. If there are 2 eigenvectors for = 0, the solutions are all
combinations of constants, e
t
cos t, and e
t
sin t. If there is only 1 eigenvector for = 0, we will
also have terms involving t. Therefore, if there are two eigenvectors for = 0, solutions spiral into
the origin in the plane spanned by the real and imaginary parts of the eigenvectors for 1 i, and the
solutions remain constant in the plane spanned by the eigenvectors for = 0. If there is only one
eigenvector for = 0, the same spiraling will occur, but in the plane spanned by the eigenvector and
generalized eigenvector for = 0, there will be growth in t along the direction of the eigenvector for
= 0.
4. Consider the coupled harmonic oscillators in exercise 7 of chapter 6. Let us take into account the eects
of friction and suppose the masses have some damping (b > 0). Suppose the three spring constants are
all equal to 1. Then the dierential equations governing the coupled oscillators are given by
x

1
= 2x
1
+ x
2
b x

1
x

2
= 2x
2
+ x
1
b x

2
(a) Write the above system as a 4 4 linear system of rst order equations.
Solution. Let y
1
= x

1
and y
2
= x

2
. Let the vector X = (x
1
, y
1
, x
2
, y
2
). Then the equation for X
is X

= AX, where A =
_
_
_
_
0 1 0 0
2 b 1 0
0 0 0 1
1 0 2 b
_
_
_
_
.
(b) Determine a condition on b so that there are no oscillations in the system.
Solution. The system will have oscillations if there are complex eigenvalues. Thus we compute
the eigenvalues of A. These are
1
2
_
b
_
b
2
4
_
, and
1
2
_
b
_
b
2
12
_
.
The matrix A will have complex eigenvalues if any of the quantities in the square roots are
negative. To ensure that there are no oscillations, we must impose b

12.
(c) Briey describe the physical signicance of this condition.
Solution. When b

12 whatever the initial condition of the springs, they settle down to their
equilibrium positions without ever oscillating past these states. This is the overdamped case.
5. Let A be an n n matrix. Suppose X
1
(t), X
2
(t), . . . , X
n
(t) are solutions of the system X

= AX.
Show that {X
1
(t), X
2
(t), . . . , X
n
(t)} are linearly independent t = 0 if and only if they are linearly
independent for all t R. (Hint: n vectors in R
n
are LI if and only if the the matrix with these vectors
as columns has a non-zero determinant. So compute det (X
1
, X
2
, . . . , X
n
).)
Solution. Since X
i
solves X

i
= AX
i
, X
i
(t) = e
tA
X
i
(0). Thus,
(X
1
(t), X
2
(t), . . . , X
n
(t)) =
_
e
tA
X
1
(0), e
tA
X
2
(0), . . . , e
tA
X
n
(0)
_
= e
tA
(X
1
(0), X
2
(0), . . . , X
n
(0))
det (X
1
(t), X
2
(t), . . . , X
n
(t)) = det
_
e
tA
_
det (X
1
(0), X
2
(0), . . . , X
n
(0))
= e
t tr(A)
det (X
1
(0), X
2
(0), . . . , X
n
(0))
Since e
t tr(A)
> 0 for all t, det (X
1
(0), X
2
(0), . . . , X
n
(0)) = 0 if and only if det (X
1
(t), X
2
(t), . . . , X
n
(t)) =
0
(BONUS) The solution of the 1 dimensional equation x

= a(t)x, x(0) = x
0
is
x(t) = x
0
e
_
t
0
a(s)ds
.
We may try to generalize this result to the case of a continuous family of nn matrices A(t). In other words,
suppose A(t) is a matrix each of whose entries is a continuous function of time. For the nonautonomous
system
X

= A(t)X, X(0) = X
0
,
we may conjecture that the solution is
X(t) = e
_
t
0
A(s)ds
X
0
.
Is this true? Why or why not?
Solution. It is not true in general. If we calculate the derivative:
d
dt
e
_
t
0
A(s)ds
= lim
h0
1
h
_
e
_
t+h
0
A(s)ds
e
_
t
0
A(s)ds
_
,
we see that the A(t) factors out only if e
_
t+h
0
A(s)ds
= e
_
t+h
t
A(s)ds
e
_
t
0
A(s)ds
. But this is true only if the
matrices in the exponents commute. So the above is a solution if
e
_
t+h
t
A(s)ds
and e
_
t
0
A(s)ds
commute. This will not generally be true.
An explicit counterexample is the system with the matrix A(t) =
_
0 1
t 0
_
. Then X

= A(t)X corresponds
to the 2nd order equation x

(t) tx(t) = 0. This has the general solution x(t) = c

1
Ai(t) + c
2
Bi(t),
where Ai and Bi are known as Airy functions. However, the rst component of exp
_
_
t
0
A(s)ds
_
_
c
1
c
2
_
is
2(c
1
+ c
2
) cosh

t + 2c
1

t sinh

t. This is not a solution to the dierential equation.