UMich Math 404-001 #19106

Name:

Winter 2016 Jan. 19th

Homework 2

Intermediate Differential Equations

This assignment is due Thursday, January 28th by 10:00am. Solve the given problems
and show ALL your work. Problem 10 is worth 10 points, the remaining problems 5
points each, for a total of 60 points.
2.8 Solving equations on the computer
1. The goal of this problem is to test the basic Euler method on the initial value
problem x = x, x(0) = 1.
(a) Solve the problem analytically. What is the exact value of x(1)?
(b) Implement the basic Euler method in your favorite programming language.
Run your program with step size t = 10n , n = 0, 1, 2, 3, 4 and estimate x(1)
numerically, call the result x(1).
(c) Plot the error E = |
x(1) x(1)| as a function of t = 10n for n = 0, 1, 2, 3, 4.
You can use whatever graphics programs are available. Then plot ln E vs.
ln t. Comment on your results.
2. Redo Exercise 1. using the improved Euler method.
3. Redo Exercise 1. using the fourth-order Runge-Kutta method.
4. In this question we will use Taylor series expansions to estimate the error in taking
one step by the basic Euler method. The exact solution and the Euler approximation
both start at x = x0 when t = t0 . We want to compare the exact value x(t1 )
x(t0 + t) with the Euler approximation x1 = x0 + f (x0 )t.
(a) Expand x(t1 ) = x(t0 + t) as a Taylor series in t, through terms of O((t)2 ).
Express your answer solely in terms of x0 , t, and f and its derivatives at x0 .
(b) Show that the local error |x(t1 ) x1 | C(t)2 and give an explicit expression
for the constant C.
3.1 Saddle-Node Bifurcation
5. Sketch all the qualitatively different vector fields that occur as r is varied. Show that
a saddle-node bifurcation occurs at a critical value of r, to be determined. Finally,
sketch the bifurcation diagram.
(a) x = 1 + rx + x2

(b) x = r cosh x

Generally one is more interested in the global error incurred after integrating over a time interval of
T
fixed length T = nt. Each step produces an O((t)2 ) error, and we take n = t
= O((t)1 ) steps.
Thus the global error |x(tn ) xn | is O(t), as claimed in the lecture.

6. In discussing the normal form of the saddle-node bifurcation, we mentioned the

(x , rc ) 6= 0. To see what can happen if f
(x , rc ) = 0, sketch the
assumption f
r
r
vector fields for the following examples and then plot the bifurcation diagrams.
(a) x = r2 x2

(b) x = r2 + x2

3.2 Transcritical Bifurcation

7. Sketch all the qualitatively different vector fields that occur as r is varied. Show
that a transcritical bifurcation occurs at a critical value of r, to be determined.
Finally, sketch the bifurcation diagram.


(a) x = rx ln(1 + x)
(b) x = x r ex
3.3 Pitchfork Bifurcation
8. Sketch all the qualitatively different vector fields that occur as r is varied. Show
that a pitchfork bifurcation occurs at a critical value of r (to be determined) and
classify the bifurcation as supercritical or subcritical. Finally, sketch the bifurcation
diagram.
x = rx sinh x
9. This exercise is designed to test your ability to distinguish among the various types
of bifurcations. Find the values of r at which bifurcations occur, and classify those as
saddle-node, transcritical, supercritical pitchfork, or subcritical pitchfork. Finally,
sketch the bifurcation diagram.
x = rx

x
1+x

10. Consider the system x = rx sin x.

(a) For the case r = 0, find and classify all the fixed points, and sketch the vector
field.
(b) Show that when r > 1, there is only one fixed point. What kind of fixed point
is it?
(c) As r decreases from + to 0, classify all the bifurcations that occur.
(d) For 0 < r  1, find an approximate formula for values of r at which bifurcations
occur.
(e) Now classify all the bifurcations that occur as r decreases from 0 to .
(f) Plot the bifurcation diagram for < r < +, and indicate the stability of
the various branches of fixed points.
11. For the vector fields below, use a graphics program to obtain a quantitatively accurate plot of the values of x versus r, where 0 r 3.
(a) x = r x ex

(b) x = 1 x erx