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Review Problems for Diff Eqs, MATH-2552-K, Spring 2022

ˆ This file contains review problems for the whole semester. For a quiz or a midterm, you
will only need to use a subset of the problems.

ˆ The problems below are only meant for your review. The real problems on the tests will
not be the same problems in this file. The problems in this file do not indicate the whole
coverage of the exams and do not indicate the amount of the required work in the exams.
You should also review the text, the lecture contents, the lecture & studio examples, the
suggested exercises on the “Course Schedule” webpage, and the WeBWork questions.

ˆ What to do if need help in solving the problems in this file?


You are very welcome to use the office hours of the instructor and the TAs.
Xu-Yan Chen’s office hours are TR 12:30pm-1:30pm ET on https://bluejeans.com/837348798/4466.
You are also encouraged to post questions on Piazza.

Good luck!

dy 5
[1] (a) Find the general solutions of + 10t4 y = 50t9 e3t .
dt
dy 5
(b) Solve the initial value problem + 10t4 y = 50t9 e3t , y(0) = −1.
dt
dx
[2] Solve the initial value problem = x2 e−2t , x(0) = 3.
dt
[3] A tank initially contains 100 gallons of brine with 10 lb of salt dissolved in it. Two
channels bring new brine from outside into the tank. Through the first channel, brine
containing 0.7 lb of salt per gallon flows into the tank at a rate of 2 gal/min. Through
the second channel, brine containing 0.2 lb of salt per gallon flows into the tank at a rate
of 3 gal/min. The mixture is discharged out of the tank at the same rate of 5 gal/min.
Assume that solutions in the tank are well-stirred at all times.

(a) Write the initial value problem for Q(t).


(b) Find the amount Q(t) of salt in the tank at time t ≥ 0.
(c) Find the limit of Q(t) as t → ∞.

[4] Suppose that a population is 12 millions presently, and that the annual growth rate of
the population is constantly 2 percent. Denote by P (t) the population after t years.

(a) Write the initial value problem for P (t).


(b) Find P (t) by solving the initial value problem.
(c) When will the population double?

1
[5] A 4-lb roast, initially at 50◦ F, is placed in a 375◦ F oven at 5:00pm. After 75 minutes it
is found that the temperature of the roast is 125◦ F.

(a) Write the initial value problem for T (t), the temperature of the roast after t minutes.
(b) Find T (t) by solving the initial value problem.
(c) When will the roast be 150◦ F (medium rare)?

[6] A baseball is thrown vertically up. After it reaches the heighest point, it starts to fall
down.
Assume that the force of air resistance is mgv 2 /vT2 Newtons, where mass m is measured
in kg, the gravitational acceleration g = 9.8 m/s2 , the velocity v is measured in m/s, and
vT is the terminal speed: vT = 40 m/s for a baseball.
Let the upward velocity be positive velocity.

(a) Write down a differential equation for the velocity v(t) when the ball is rising up.
(b) Write down a differential equation for the velocity v(t) when the ball is falling down.

[7] In each of the following initial value problems, determine the maximal interval in which
the solution exists.
dy cos t
(a) (t − 2)et + (2t + 10)y = , y(0) = 2.
dt (t + 3)(t2 + 1)
dy cos t
(b) (t − 2)et + (2t + 10)y = , y(3) = 2.
dt (t + 3)(t2 + 1)
dy cos t
(c) (t − 2)et + (2t + 10)y = , y(−5) = 2.
dt (t + 3)(t2 + 1)
dy cos t
(d) et + (2t + 10)y = 2 , y(−5) = 2.
dt t +1
dy
[8] Consider the equation = −0.5y 2 (y 2 + 1)(y 2 − 4)(y + 1)esin y .
dt
(a) Find all equilibrium solutions.
(b) Sketch the phase portrait.
(c) Determine whether each equilibrium is stable, asymptotically stable, or unstable.

[9] For each of the following systems of differential equations,

• rewrite the system in matrix-vector form;


• find general solutions;
• solve the initial value problem with initial condition x1 (0) = −1, x2 (0) = 2;
• sketch the phase portrait, identify the type of each equilibrium, and determine the
stability of each equilibrium.

2
dx1 dx2
(a) = −4x1 − 2x2 , = 3x1 − 11x2
dt dt
dx1 dx2
(b) = 6x1 + 14x2 , = 21x1 − x2
dt dt
dx1 dx2
(c) = 7x1 − 4x2 , = −2x1 + 5x2
dt dt
[10] Consider an initial value problem of differential equations:
x′ = 2x + 3y − 3z, y ′ = 4x + 2y − 4z, z ′ = 4x + 3y − 5z, x(0) = −1, y(0) = 1, z(0) = 2.

(a) Rewrite the initial value problem in matrix-vector form.


(b) Find x(t), y(t), and z(t).

[11] For each of the following equations,

• find general solutions;


• solve the initial value problem with initial condition x1 (0) = −1, x2 (0) = 2;
• sketch the phase portrait, identify the type of each equilibrium, and determine the
stability of each equilibrium.
 ′
x1 = 32 x1 − 4x2
  
′ −2 −13 dx1 /dt = x1 + x2
(a) x = x (b) (c)
1 4 dx2 /dt = −2x1 − x2 x′2 = 5x1 − 52 x2
 
5 −6 −12
[12] Find general solutions of x′ =  2 −4 −5  x.
0 3 2
[13] For each of the following equations,

• find general solutions;


• solve the initial value problem with initial condition x1 (0) = −1, x2 (0) = 2;
• sketch the phase portrait, identify the type of each equilibrium, and determine the
stability of each equilibrium.
     ′     
d x1 x1 + 4x2 x1 −5 −1 x1 ′ −2 0
(a) = (b) = (c) ⃗x = ⃗x
dt x2 −x1 + 5x2 x′2 4 −1 x2 0 −2
[14] For each of the following equations,

• find all equilibria;


• find general solutions;
• solve the initial value problem with initial condition x1 (0) = 2, x2 (0) = 1;
• sketch the phase portrait, identify the type of each equilibrium, and determine the
stability of each equilibrium.
 ′     ′     
x1 3 10 x1 − 1 x1 1 4 x1 −5
(a) = (b) = +
x′2 −5 −7 x2 + 2 x′2 2 −1 x2 −1

3
[15] Tank 1 initially contains 100 gallons of brine with 10 lb of salt dissolved in it and Tank 2
contains 50 gallons of pure water. Pure water flows from an outside source into Tank 1
at 5 gal/min. The mixture flows from Tank 1 into Tank 2 at the same rate and, with
the same rate, it is discharged out of the system from Tank 2. Assume that solutions are
well-stirred in each tank.
Denote by x1 (t) and x2 (t), the amounts of salt in the two tanks after t minutes.

(a) Write the initial value problem for x1 (t) and x2 (t).
(b) Find x1 (t) and x2 (t).
(c) Find the maximum amount of salt ever in Tank 2.

[16] (a) Verify that y1 (t) = 1 + t2 and y2 (t) = e−t are solutions of

(∗) (1 + t)y ′′ + (−1 + t)y ′ − 2y = 0.

(b) What are the general solutions of (∗)?


(c) Find the solution of (∗) under the initial conditions y(0) = 1, y ′ (0) = 2.
(d) Convert (∗) to a system of first order differential equations. What are the general
solutions of the obtained system?
(e) Verify that y0 (t) = e2t is a solution of

(∗∗) (1 + t)y ′′ + (−1 + t)y ′ − 2y = 6te2t .

(f) What are the general solutions of (∗∗)?


(g) Find the solution of (∗∗) under the initial conditions y(0) = 7, y ′ (0) = 5.
(h) Convert (∗∗) to a system of first order differential equations. What are the general
solutions of the obtained system?

[17] For each of the following equations,

• find general solutions;


• solve the initial value problem with initial condition y(0) = −1, y ′ (0) = 2;
• sketch the phase portrait, identify the type of each equilibrium, and determine the
stability of each equilibrium.
(a) 2y ′′ + 9y ′ + 4y = 0 (b) y ′′ + 2y ′ − 8y = 0 (c) 4y ′′ − 12y ′ + 5y = 0
(d) 2y ′′ − 3y ′ = 0 (e) y ′′ − 2y ′ + 5y = 0 (f) 4y ′′ + 9y = 0
(g) 9y ′′ + 6y ′ + y = 0

[18] Solve the following problems by the method of undetermined coefficients.

(a) Solve y ′′ + 4y ′ + 4y = 8t2 + 10 cos(4t) + 8e2t , y(0) = −1, y ′ (0) = 2.


(b) Solve y ′′ + 4y ′ + 4y = 8t2 + 10 cos(4t) + e−2t , y(0) = −1, y ′ (0) = 2.
(c) Find the general solutions of 9y ′′ + 4y = 8t2 + 10 cos(2t/3) + 8e2t .

4
[19] Consider the nonhomogeneous linear system of differential equations:
   
′ 1 4 16e3t
(∗) x (t) = x(t) + .
1 1 0

(a) Find complementary solutions; that is,


 find the general solutions of the corresponding
1 4
homogeneous linear system x′c (t) = x (t).
1 1 c
(b) Find a fundamental matrix M (t) for the homogenous linear system.
(c) Set x(t) = M (t)u(t). Write down the system of differential equations for u(t).
(d) Find a particular solution up (t) of the system in (c).
(e) Find a particular solution xp (t) of the original system (∗).
(f) Find the general solutions x(t) of the original system (∗).
   3t   
′ 1 4 e −2
(g) Solve the initial value problem x (t) = x(t) + , x(0) = .
1 1 0 7

8et/2
[20] Find the general solutions of 4y ′′ − y =
2 + et/2
   e3t 
2 3 −3 1+et
3t +e−2t
[21] Find the general solutions of x′ =  4 2 −4  x +  e 1+e t
.
−2t
4 3 −5 3t
e +e
t
1+e
′′′ ′
[22] Find the general solutions of 2y + 8y = 5 cot(2t).

[23] A spring is suspended from a ceiling. A mass weighing 60 lb stretches the spring 0.5 ft.
Assume that the gravitational acceleration is g = 32 ft/s2 . Ignore the damping.

(a) If the mass is pulled further 1 ft down below the equilibrium position and is given an
initial upward velocity of 2 ft/s, write the initial value problem for y(t), the upward
displacement (measured in ft) from the equilibrium position after t seconds.
Solve y(t).
Find the amplitude, frequency and period of the oscillation.
(b) The mass is removed and a person grabs the end of the spring and proceeds to
bounce up and down with a period of 1 second. How much does the person weigh?

[24] A spring-mass system has mass m = 50 kg, and spring constant k = 100 N/m. Assume
that the spring is streched 0.1 m from the equilibrium position at t = 0, and is given
initial velocity = 0.

(a) Assume that the damping coefficient is γ = 100 N·s/m. Find the position of the
mass after t seconds.
(b) Assume that the damping coefficient is γ = 150 N·s/m. Find the position of the
mass after t seconds.

5
[25] An undamped spring-mass system has a mass that weighs 48 lb and a spring constant
0.5 lb/in. The mass is suddenly set in motion at t = 0 by an external force of 3 cos(2t) lb.
Assume that the gravitational acceleration is g = 32 ft/s2 .
Find the position of mass as a function of time t.

[26] A damped spring-mass system has mass m = 50 kg, damping coefficient γ = 50 N·s/m,
and spring constant k = 100 N/m. Assume that an external force of 10 cos(ωt) N acts on
the mass.

(a) Write the differential equation for the displacement y(t).


(b) Determine the steady-state response of the system, when ω = 1.
(c) If we increase the frequency of the external force from ω = 1 a little, will the
amplitude of the steady-state response increase or decrease?
(d) Determine the steady-state response of the system, when ω = 2.
(e) If we increase the frequency of the external force from ω = 2 a little, will the
amplitude of the steady-state response increase or decrease?

 0 t < 3,
4t
[27] Find the Laplace transform of f (t) = e 3 ≤ t < 7,
0 t ≥ 7.

[28] Find the Laplace transform of f (t) = 3t5 − 7t2 + 9 + 2e−3t + t3 e2t + 4 cos(6t) − 5 sin(6t).

[29] Find the Laplace transform of f (t) = e−t cos(3t) + t sin(3t) − 7te−2t sin(3t).
5 3 1 −4s2 − 5s + 14 2s + 1 4s
[30] Let G(s) = − + 6 + 3
+ + 2 2
− 2 .
s s (s − 5) (s − 2)(s − 4)(s + 1) s + π s + 6s + 34
Find L−1 {G(s)}.

[31] Consider the initial value problem y ′ (t) + 2y(t) = 6e3t , y(0) = 7.

(a) Transform the above initial value problem into an algebraic equation for Y (s) =
L{y(t)}.
(b) Find Y (s); i.e., solve the equation in the s-domain.
(c) Find the solution of the initial value problem by using y(t) = L−1 {Y (s)}.

[32] Consider the initial value problem y ′′ (t) + 2y ′ (t) + y(t) = 8e3t , y(0) = −3, y ′ (0) = 2.

(a) Transform the above initial value problem into an algebraic equation for Y (s) =
L{y(t)}.
(b) Find Y (s); i.e., solve the equation in the s-domain.
(c) Find the solution of the initial value problem by using y(t) = L−1 {Y (s)}.

6
[33] Consider x′′ (t) = −6x(t) + 4y(t), y ′ (t) = 5x(t), x(0) = 1, x′ (0) = −2, y(0) = 4.
(a) Transform the above initial value problem into an algebraic equation for X(s) =
L{x(t)} and Y (s) = L{y(t)}.
(b) Find X(s) and Y (s).
(c) Find the solution of the initial value problem by using x(t) = L−1 {X(s)} and y(t) =
L−1 {Y (s)}.
 2

 t t < 3,
2t − 8 3 ≤ t < 5,

[34] Find the Laplace transform of f (t) =

 2 5 ≤ t < 6,
 −2t
te t ≥ 6.

[35] Find the inverse Laplace transform of G(s) = e−3s (−5s−1 + s−2 ) − 2e−7s s/(s2 + π 2 ).
[36] A periodic function y(t) is defined by

sin(2t) 0 ≤ t < π/2,
y(t) = and y(t) has period π.
1 π/2 ≤ t < π,
Find the Laplace transform of y(t).

 0 0 ≤ t < π,
′′ ′
[37] (a) Solve y (t)+9y(t) = f (t), y(0) = 0, y (0) = −1, where f (t) = 9t π ≤ t < 2π,
0 t ≥ 2π.

Express the answer using the symbols of unit step functions.
(b) Express the answer obtained in (a) piecewisely.
Z t
1
[38] Find the Laplace transform of (t − τ )6 sin 4τ dτ .
240 0
[39] Solve y ′′ + 2y ′ + 10y = −9δ(t − 10) + 12δ(t − 15), y(0) = 1, y ′ (0) = 3.
[40] (a) Solve h′′ + 4h′ + 3h = δ(t), h(0) = 0, h′ (0) = 0.
(b) Express the forced response of y ′′ + 4y ′ + 3y = f (t), y(0) = 0, y ′ (0) = 0, using a
convolution integral.
(c) Use the result in (a)(b) to solve y ′′ + 4y ′ + 3y = 1
1+et
, y(0) = 0, y ′ (0) = 0.
dy 1
[41] Consider the equation (∗) = (y + 1)3 (y − 2)2 (−y 3 + y 2 + 6y).
dt 16
(a) Find all equilibrium solutions.
(b) For each equilibrium point, write down the linear approximating equation near the
equilibrium and determine whether the equilibrium is stable, asymptotically stable
or unstable with respect to the linear approximating equation.
(c) Try to use the linear stability/instability obtained in (b) to determine whether each
of the equilibria is stable, asymptotically stable or unstable with respect to the
nonlinear equation (∗).

7
(d) If the linear approximation obtained in (b) was not enough to determine the stability
of an equilibrium with respect to the nonlinear equation (∗), use other methods to
determine whether the equilibrium is stable, asymptotically stable or unstable with
respect to the nonlinear equation (∗)
(e) Sketch the phase portrait for the nonlinear equation (∗).
[42] Find all equilibria of the given nonlinear system of differential equations, construct the
linear approximating system near each equilibrium, identify the type of each equilibrium,
and determine whether each equilibrium is stable, asymptotically stable, or unstable with
respect to the nonlinear system.
dx1 dx2
(a) = (4 − x1 − x2 )x1 , = (−2 + x1 )x2
dt dt
dx1 dx2
(b) = −x21 + x22 + 3, = −x1 + 2x2
dt dt
[43] Consider 
 dx/dt = −2x − 2y,
dy/dt = −2x − y + xz, (∗)
dz/dt = −4xy − 4z.

(a) Find all equilibrium solutions of the system (∗).


(b) For each equilibrium point,
• give the linear approximating system near the equilibrium;
• determine whether the equilibrium is stable, asymptotically stable, or unstable
with respect to the nonlinear system (∗).
[44] Each of the following problems can be interpreted as describing the interaction of two
competing species with populations x1 (t) and x2 (t). In each of these problems, find the
equilibrium of co-existence, give the linear approximating system near this equilibrium,
and determine whether this equilibrium is stable, asymptotically stable, or unstable with
respect to the nonlinear system.
 ′  ′
x1 = x1 (6 − x1 − 4x2 ) x1 = x1 (6 − 4x1 − x2 )
(a) (b)
x′2 = x2 (9 − 2x1 − 5x2 ) x′2 = x2 (9 − 5x1 − 2x2 )
[45] In the predator-prey system
x′ = x(1 − 2y),


y ′ = y(−1 + x),
sketch the phase portrait in the first quadrant {x ≥ 0, y ≥ 0}, and determine wheter each
equilibrium is stable, asymptotically stable, or unstable.
[46] Consider y ′ = 1 − 2t + 3y, y(0) = 0.5. Find approximate values of the solution at
t = 0.1, 0.2, 0.3.
(a) Use Euler’s method with h = 0.1.
(b) Use the improved Euler’s method with h = 0.1.
(c) Use the Runge-Kutta method with h = 0.1.

8
ANSWERS
5 5 5
[1] (a) y(t) = − 25 e3t + 2t5 e3t + Ce−2t where C is a free parameter
5 5 5
(b) y(t) = − 52 e3t + 2t5 e3t − 53 e−2t

[2] x(t) = 6/(3e−2t − 1)


dQ 1
[3] (a) = 2 − Q, Q(0) = 10 (lb)
dt 20
1
(b) Q(t) = 40 − 30e− 20 t (lb)
(c) lim Q(t) = 40 (lb)
t→∞

dP
[4] (a) = 0.02P, P (0) = 12 (millions)
dt
(b) P (t) = 12e0.02t (millions)
(c) t = 50 ln 2 ≈ 34.7 years
dT
[5] (a) = −k(T − 375), T (0) = 50
dt
75 ln(13/9)
(b) T (t) = 375 − 325e−kt (c) t = ≈ 105 minutes
ln(13/10)

v2
 
dv
[6] (a) = 9.8 −1 − .
dt 1600

v2
 
dv
(b) = 9.8 −1 + .
dt 1600

[7] (a) (−3, 2) (b) (2, ∞) (c) (−∞, −3) (d) (−∞, ∞)

[8] (a) The equilibrium solutions are y = −2, −1, 0, 2.


(b)

(c) Equilibria y = −2 and y = 2 are asymptotically stable.


Equilibria y = −1 and y = 0 are unstable.

9
 
d⃗x −4 −2
[9] (a) The matrix-vector form: = ⃗x.
 dt  3 −11   
x1 (t) −5t 2 −10t 1
The general solutions: = C1 e + C2 e , where C1 , C2 are free
x2 (t) 1 3
parameters.
−2e−5t + e−10t
   
x1 (t)
The solution satisfying x1 (0) = −1, x2 (0) = 2 is = .
x2 (t) −e−5t + 3e−10t
The equilibrium (x1 , x2 ) = (0, 0) is an attractive improper node (or, also called a
nodal sink). The equilibrium (0, 0) is asymptotically stable.
Notes:
It’s unrealistic to expect a hand-drawn figure to be
as nice as computer graphics. However, the phase
portrait should demonstrate the following elements:

• The correct eigenspaces. The trajectories on the


eigenspaces are straight half-lines.

• Trajectories that are not on the eigenspaces


are curved and converge to the equilibrium,
which is the origin.

• At the equilibrium, all the curved trajectories


are tangent to the eigenspace of λ1 = −5.

• And needless to say, the correct directions of


arrows on all solution trajectories.
 
d⃗x 6 14
(b) The matrix-vector form: = ⃗x.
 dt  21 −1    
x1 (t) −15t −2/3 20t 1
The general solutions: = C1 e + C2 e , where C1 , C2 are
x2 (t) 1 1
free parameters.    6 −15t 1 20t 
x1 (t) − e + e
The solution satisfying x1 (0) = −1, x2 (0) = 2 is = 9 5 −15t 1 5 20t .
x2 (t) 5
e + 5e
The equilibrium (x1 , x2 ) = (0, 0) is a saddle. The equilibrium (0, 0) is unstable.
Notes: The phase portrait should demonstrate the
following elements:

• The correct eigenspaces. The trajectories on the


eigenspaces are straight half-lines.

• Trajectories that are not on the eigenspaces are


curved and transit from the eigenspace of
λ2 = −15 to the eigenspace of λ1 = 20.

• And needless to say, the correct directions of


arrows on all solution trajectories.

10
 
d⃗x 7 −4
(c) The matrix-vector form: = ⃗x.
 dt  −2 5    
x1 (t) 3t 1 9t −2
The general solutions: = C1 e + C2 e , where C1 , C2 are free
x2 (t) 1 1
parameters.    3t 
x1 (t) e − 2e9t
The solution satisfying x1 (0) = −1, x2 (0) = 2 is = .
x2 (t) e3t + e9t
The equilibrium (x1 , x2 ) = (0, 0) is a repulsive improper node (or, also called a nodal
source). The equilibrium (0, 0) is unstable.
Notes: The phase portrait should demonstrate the
following elements:

• The solution trajectories on the eigenspaces are


straight half-lines.

• Trajectories that are not on the eigenspaces are


curved and emanate from the origin. How
do they curve? E.g., in this problem, the
curved trajectories should be tangent to the
eigenspace of λ2 = 3 near the origin.

• Needless to say, the figure should give the correct


arrows on all solution trajectories.

        
x 2 3 −3 x x(0) −1
d   
[10] (a) y = 4 2 −4   y ,  y(0)  =  1 
dt
z 4 3 −5 z z(0) 2
(b) x(t) = e−t − 2e2t , y(t) = 3e−2t − 2e2t , z(t) = e−t + 3e−2t − 2e2t
 
x1 (t)
[11] (a) The general solutions: =
     x2 (t)     
t −3 2 t −3 2
C1 e cos(2t) − sin(2t) +C2 e sin(2t) + cos(2t) ,
1 0 1 0
where C1 , C2 are free parameters.
The
 solution
  satisfying x1 (0) = −1, x2(0) = 2 is
x1 (t) −et cos(2t) − 232
et sin(2t)
= .
x2 (t) 2et cos(2t) + 52 et sin(2t)
The equilibrium (x1 , x2 ) = (0, 0) is a repulsive focus and is
unstable.

11
 
(b) The general solutions: x1 (t) =
    x2
(t)     
1 0 1 0
C1 cos t − sin t + C2 sin t + cos t ,
−1 1 −1 1
where C1 , C2 are free parameters.
The
 solution
  satisfying x1 (0)  = −1, x2 (0) = 2 is
x1 (t) − cos t + sin t
= .
x2 (t) 2 cos t
The equilibrium (x1 , x2 ) = (0, 0) is a center. It is stable, but
not asymptotically stable.  
x1 (t)
(c) The general solutions: =
   x2 (t)  
−t/2 1 0
C1 e cos(4t) − sin(4t)
 1/2
  −1
 
1 0
+ C2 e−t/2 sin(4t) + cos(4t) , where C1 , C2 are
1/2 −1
free parameters.
The
 solution
  satisfying x1 (0) = −1, x2 (0) = 2 is
−t/2
x1 (t) −e cos(4t) − 52 e−t/2 sin(4t)
= .
x2 (t) +2e−t/2 cos(4t) − 94 e−t/2 sin(4t)
The equilibrium (x1 , x2 ) = (0, 0) is an attractive focus and is
asymptotically stable.
Remark 1: It’s unrealistic to expect a hand-drawn figure to be as nice as computer graphics.
However, the phase portrait should show whether the trajectories are closed curves, spirals
converging to the origin, or spirals leaving the origin & go to infinity. Moreover, it should show
correctly whether the spinning is clockwise or counterclockwise.
Remark 2: One can choose a different eigenvector. The resulting general solutions formula may
appear different from the ones given above, but they indeed are equivalent. For example, in
Problem [10] Part (a), eigenvectors for λ1 = 1 + 2i satisfy
    
−3 − 2i −13 x1 0 −3 − 2i
(A−(1+2i)I)x = 0 ⇔ = ⇔ (−3−2i)x1 −13x2 = 0 ⇔ x2 = x1
1 3 − 2i x2 0 13
             
x1 x1 1 1 13 13 0
⇔ = −3−2i = x1 −3−2i ⇒ an eigenvector u1 = 13 −3−2i = = +i
x2 13 x1 13 13 −3 − 2i −3 −2
Using this eigenvector, one obtains the following general solutions formula:
           
x1 (t) t 13 0 t 13 0
= C1 e cos(2t) − sin(2t) + C2 e sin(2t) + cos(2t) .
x2 (t) −3 −2 −3 −2

           
1 1 3 1 3
[12] C1 e−t  −1 +C2 e2t cos(3t)  0  − sin(3t)  1 +C3 e2t sin(3t)  0  + cos(3t)  1 
1 1 0 1 0

12
       
x1 (t) 2 −1 2
[13] (a) The general solutions: = C1 e3t + C2 e3t +t .
x2 (t) 1    3t 1
0 
x1 (t) −e + 10te3t
The solution satisfying x1 (0) = −1, x2 (0) = 2 is = .
x2 (t) 2e3t + 5te3t
The equilibrium (x1 , x2 ) = (0, 0) is a repulsive degenerate node and is unstable.
Notes: The phase portrait should show the following elements:
 
2
• the correct eigenspace in the direction of ;
1
• trajectories that are not on the eigenspace are U-turn shaped
curves, emanating from the origin;

• at the equilibrium, all the curved trajectories are tangent to the


eigenspace;

• and needless to say, the correct arrows on all trajectories.


       
x1 (t) −3t −1/2 −3t 1/4 −1/2
(b) The general solutions: = C1 e + C2 e +t .
x2 (t) 1    0−3t  1
x1 (t) −e
The solution satisfying x1 (0) = −1, x2 (0) = 2 is = .
x2 (t) 2e−3t
The equilibrium (x1 , x2 ) = (0, 0) is an attractive degenerate node and is asymptoti-
cally stable.
Notes: The phase portrait should show the following elements:
 
−1/2
• the correct eigenspace in the direction of ;
1
• trajectories that are not on the eigenspace are U-turn shaped
curves, converging to the origin;

• at the equilibrium, all the curved trajectories are tangent to the


eigenspace;

• and needless to say, the correct arrows on all trajectories.

     
x1 (t) −2t 1 −2t 0
(c) The general solutions: = C1 e + C2 e .
x2 (t) 0  1 
x1 (t)
The solution satisfying x1 (0) = −1, x2 (0) = 2 is =
 −2t  x 2 (t)
−e
.
2e−2t
The equilibrium (x1 , x2 ) = (0, 0) is an attractive proper node and
is asymptotically stable.

13
[14] (a) Only one equilbrium: (1, −2)
The
 general  solutions:
     
x1 (t) 1 −2t −1 −1
= +C e cos(5t) − sin(5t)
x2 (t)  −2  1   1
 0
−1 −1
+ C2 e−2t sin(5t) + cos(5t) ,
1 0
where C1 , C2 are free parameters.
The sol satisfying x1 (0) = 2, x2 (0) = 1 is
1 + e−2t cos(5t) + 7e−2t sin(5t)
  
x1 (t)
= .
x2 (t) −2 + 3e−2t cos(5t) − 4e−2t sin(5t)
The equilibrium (x1 , x2 ) = (1, −2) is an attractive focus and is
asymptotically stable.

(b) Only one equilbrium: (1,  1)     


x1 (t) 1 2
The general solutions: = + C1 e3t +
  x2 (t) 1 1
−1
C2 e−3t , where C1 , C2 are free parameters.
1
The
 solution
  satisfying
 x1 (0)
 = 2, x2(0) = 1 is
x1 (t) 1 2 −1
= + 31 e3t − 13 e−3t .
x2 (t) 1 1 1
The equilibrium (x1 , x2 ) = (1, 1) is a saddle and is unstable.

[15] (a) x′1 = − 20


1
x1 , x′2 = 1
x
20 1
− 1
x , x1 (0)
10 2
= 10 lb, x2 (0) = 0
(b) x1 (t) = 10e−t/20 lb, x2 (t) = 10e −t/20
− 10e−t/10 lb
(c) max x2 (t) = x2 (20 ln 2) = 2.5 lb
t≥0

[16] (a) Substitute y1 and y2 in (∗) and simplify. Details skipped here.
(b) y(t) = C1 (1 + t2 ) + C2 e−t where C1 and C2 are free parameters.
(c) y(t) = 3(1 + t2 ) − 2e−t
(d) Set x1 = y, x2 = y ′ . The equivalent system is:
 ′   
x1 0 1 x1
= 2 .
x′2 1+t
1−t
1+t
x2

C1 (1 + t2 ) + C2 e−t
   
x1 (t)
The general solutions of this system are = . Or,
x2 (t) 2C1 t − C2 e−t
e−t
    
x1 (t) 1 + t2
equivalently, = C1 + C2 .
x2 (t) 2t −e−t
(e) Substitute y0 in (∗∗) and simplify. Details skipped here.
(f) y(t) = e2t + C1 (1 + t2 ) + C2 e−t where C1 and C2 are free parameters.
(g) y(t) = e2t + 9(1 + t2 ) − 3e−t

14
(h) Set x1 = y, x2 = y ′ . The equivalent system is:
 ′     
x1 0 1 x1 0
= 2 + 6te2t .
x′2 1+t
1−t
1+t
x2 1+t

e + C1 (1 + t2 ) + C2 e−t
   2t 
x1 (t)
The general solutions of this system are = . Or,
x2 (t) 2e2t+ 2C1 t − C2 e−t
e−t
   2t    
x1 (t) e 1 + t2
equivalently, = 2t + C1 + C2 .
x2 (t) 2e 2t −e−t

[17] (a) The general solutions: y(t) = C1 e−4t + C2 e−t/2 , where C1 , C2 are free parameters.
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = − 73 e−4t − 47 e−t/2 .
The equilibrium (y, y ′ ) = (0, 0) is an attractive improper node and is asymptotically
stable.
Notes: The phase portrait should show the following elements:
   
1 1
• correct eigenspaces in the directions of and ;
−4 −1/2
• curved trajectories for solutions that are not on the eigenspaces;

• at the equilibrium, all the curved trajectories are tangent to the


eigenspace of λ2 = −1/2;

• and needless to say, the correct arrows on all trajectories.

(b) The general solutions: y(t) = C1 e2t + C2 e−4t , where C1 , C2 are free parameters.
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = − 31 e2t − 23 e−4t .
The equilibrium (y, y ′ ) = (0, 0) is a saddle and is unstable.

Notes: The phase portrait should show the following elements:


   
1 1
• the correct eigenspaces in the directions of and ;
2 −4
• trajectories that are not on the eigenspaces are curved and
transit from the eigenspace of λ2 = −4 to the eigenspace of
λ1 = 2;

• and needless to say, the correct arrows on all trajectories.

15
(c) The general solutions: y(t) = C1 et/2 + C2 e5t/2 , where C1 , C2 are free parameters.
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = − 94 et/2 + 54 e5t/2 .
The equilibrium (y, y ′ ) = (0, 0) is a repulsive improper node and is unstable.
Notes: The phase portrait should show the following elements:
   
1 1
• The correct eigenspaces in the directions of and .
1/2 5/2
• Trajectories that are not on the eigenspaces are curved. How
do they curve? E.g., in this problem, the curved trajectories
should be tangent to the eigenspace of λ1 = 1/2 near the
origin.

• Needless to say, the figure should give the correct arrows on all
trajectories.

(d) The general solutions: y(t) = C1 + C2 e3t/2 , where C1 , C2 are free parameters.
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = − 37 + 43 e3t/2 .
The system has a repulsive line of equilibria. Each equilibium (y, y ′ ) = (c, 0) is
unstable.

Notes: The phase portrait should show the following elements:


   
1 1
• the correct eigenspaces in the directions of and ;
0 3/2
• each nonequilibrium trajectory is a straight half-line parallel to
the eigenspace of λ2 = 3/2 and emanates from an equilib-
rium on the eigenspace of λ1 = 0;

• and needless to say, the correct arrows on all trajectories.

(e) The general solutions: y(t) = C1 et cos(2t) + C2 et sin(2t), where C1 , C2 are free pa-
rameters.
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = −et cos(2t) + 32 et sin(2t).
The equilibrium (y, y ′ ) = (0, 0) is a repulsive focus and is unstable.

Notes: It’s unrealistic to expect a hand-drawn figure to be


as nice as computer graphics. However, the phase portrait
should show whether the trajectories are closed curves, spirals
converging to the origin, or spirals leaving the origin & go
to infinity. Moreover, it should show correctly whether the
spinning is clockwise or counterclockwise.

16
(f) The general solutions: y(t) = C1 cos(3t/2) + C2 sin(3t/2).
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = − cos(3t/2) + 43 sin(3t/2).
The origin (y, y ′ ) = (0, 0) is a center and is stable but not asymptotically stable.

Notes: It’s unrealistic to expect a hand-drawn figure to


be as nice as computer graphics. However, the phase
portrait should show the symmetric axes in the x1 and
x2 directions. Moreover, the aspect ratio of the ellipses
is given by:

(the radius in the x1 direction) 1 2


= = .
(the radius in the x2 direction) 3/2 3

(g) The general solutions: y(t) = C1 e−t/3 + C2 te−t/3 , where C1 , C2 are free parameters.
The solution satisfying y(0) = −1, y ′ (0) = 2 is y(t) = −e−t/3 + 53 te−t/3 .
The origin (y, y ′ ) = (0, 0) is an attractive degenerate node and is asymptotically
stable.
Notes: The phase portrait should show the following elements:
 
1
• the correct eigenspace in the direction of ;
−1/3
• trajectories that are not on the eigenspace are U-turn shaped
curves, converging to the origin;

• at the equilibrium, all the curved trajectories are tangent to the


eigenspace;

• and needless to say, the correct arrows on all trajectories.

21 −2t
[18] (a) y(t) = 3 − 4t + 2t2 − 3
10
cos 4t + 52 sin 4t + 12 e2t − 5
e − 5te−2t
(b) y(t) = 3 − 4t + 2t2 − 10 3
cos 4t + 52 sin 4t + 12 t2 e−2t − 37
10
e−2t − 3te−2t
(c) y(t) = 2t2 − 9 + 65 t sin 2t3 + 51 e2t + C1 cos 2t3 + C2 sin 2t3

−2e−t
     3t 
3t 2 −t −2 2e
[19] (a) xc (t) = C1 e + C2 e (b) M (t) =
1 1 e3t e−t
   
du 4 4t
(c) = 4t (d) up (t) = 4t
dt −4e −e
 3t       
8te + 2e3t 8te3t + 2e3t 2 −2
(e) xp (t) = (f) x(t) = + C1 e3t + C2 e−t
4te3t − e3t 4te3t − e3t 1 1
8te + 8e3t − 10e−t
 3t 
(g) x(t) =
4te3t + 2e3t + 5e−t

[20] y(t) = −4 + 8e−t/2 ln 2 + et/2 + tet/2 − 2et/2 ln 2 + et/2 + C1 et/2 + C2 e−t/2


 

17
       
e2t ln(1 + et ) 1 0 1
[21] x(t) =  te−2t − e−2t ln(1 + et ) + e2t ln(1 + et )  + C1 e−t  0  + C2 e−2t  1  + C3 e2t  1 
te−2t − e−2t ln(1 + et ) + e2t ln(1 + et ) 1 1 1
5 5 5
[22] y(t) = 16
ln | sin(2t)| + 16
cos(2t) ln | csc(2t) + cot(2t)| − 16
+ C1 + C2 cos(2t) + C3 sin(2t)
60 ′′
[23] (a) The initial value problem is: y + 120y = 0, y(0) = −1, y ′ (0) = 2.
32
The solution is y(t) = − cos(8t) + 41 sin(8t) ft.

The amplitude A = 41 17 ft, the frequency ω = 8 rad/s, and the period T = π
4
s.
30g
(b) 2 ≈ 97.27 lb
π
[24] (a) The displacement from the equilibrium position is 0.1e−t cos t + 0.1e−t sin t (meters).
(b) The displacement from the equilibrium position is 0.2e−t − 0.1e−2t (meters).

[25] y(t) = 6t sin(2t) in, or, equivalently, y(t) = 21 t sin(2t) ft

[26] (a) 50y ′′ + 50y ′ + 100y = 10 cos(ωt) (b) 1


10
cos t + 1
10
sin t meters
1 1
(c) Increases. (d) − 20 cos(2t) + 20
sin(2t) meters (e) Decreases.

e−3s+12 − e−7s+28
[27]
s−4
(Hint: You may use the definition of the Laplace transform & carry out the integration
directly. Or you may use the method of Section 5.5.)
360 14 9 2 6 4s 30
[28] F (s) = 6
− 3 + + + 4
+ 2 − 2
s s s s + 3 (s − 2) s + 36 s + 36
s+1 6s 42(s + 2)
[29] 2
+ 2 2

(s + 1) + 9 (s + 9) [(s + 2)2 + 9]2
1 5 1 5t 2 1 12
[30] −5 + t + e t + 2e2t − 7e4t + e−t + 2 cos(πt) + sin(πt) − 4e−3t cos(5t) + e−3t sin(5t)
40 2 π 5
6 7 6 29 −2t
[31] (a) sY (s) − 7 + 2Y (s) = s−3
(b) Y (s) = s+2
+ (s+2)(s−3)
(c) y(t) = 5
e + 56 e3t
8
[32] (a) [s2 Y (s) + 3s − 2] + 2[sY (s) + 3] + Y (s) = s−3
3s+4 8
(b) Y (s) = − (s+1) 2 + (s+1)2 (s−3)

(c) y(t) = −3te−t − 27 e−t + 12 e3t

[33] (a) s2 X(s) − s + 2 = −6X(s) + 4Y (s), sY (s) − 4 = 5X(s)


2 −2s+16 2 +5s+14
(b) X(s) = ss3 +6s−20 , Y (s) = 4s
s3 +6s−20
(c) x(t) = 98 e2t + 19 e−t cos(3t) − 11 9
e−t sin(3t), y(t) = 20
9
e2t + 16
9
e−t cos(3t) + 79 e−t sin(3t)

[34] 2s−3 − (2s−3 + 4s−2 + 11s−1 )e−3s − 2s−2 e−5s − 2s−1 e−6s + [(s + 2)−2 + 6(s + 2)−1 ]e−6s−12

18

 0 t < 3,
[35] u(t − 3)(t − 8) + 2u(t − 7) cos(πt), or, equivalently, t − 8 3 ≤ t < 7,
t − 8 + 2 cos(πt) t ≥ 7.

[36] 1−e1−πs s22+4 + s22+4 e−πs/2 + 1s e−πs/2 − 1s e−πs




[37] (a) y(t) = − 13 sin(3t)+u(t−π) t + 31 sin(3t) + π cos(3t) −u(t−2π) t − 13 sin(3t) − 2π cos(3t)


   
 1
 − 3 sin(3t) t < π,
(b) y(t) = t + π cos(3t) π ≤ t < 2π,
 1
3
sin(3t) + 3π cos(3t) t ≥ 2π.
12
[38]
s7 (s2+ 16)

[39] y(t) = e−t cos 3t+ 34 e−t sin 3t−3u(t−10)e−(t−10) sin 3(t−10)+4u(t−15)e−(t−15) sin 3(t−15)

[40] (a) h(t) = 12 e−t − 12 e−3t


Rt
(b) y(t) = (h ∗ f )(t) = 0 h(t − τ )f (τ )dτ
(c) y(t) = 21 e−t ln(1 + et ) + − ln22 − 14 e−t + 12 e−2t − 21 e−3t ln(1 + et ) + − 14 + ln 2
e−3t
 
2
(A hint for evaluating the integral: substitute v = 1 + eτ )

[41] (a) The equilibria are: y = −2, −1, 0, 2, 3.


(b) • Near y = −2: the linear approximating equation is (∗∗) dy dt
= 10(y + 2).
The equilibrium y = −2 is unstable with respect to the lin approx eq (∗∗).
• Near y = −1: the linear approximating equation is (∗∗) dy dt
= 0.
The equilibrium y = −1 is stable but not asymptotically stable, with respect to
the lin approx eq (∗∗).
• Near y = 0: the linear approximating equation is (∗∗) dy
dt
= 32 y.
The equilibrium y = 0 is unstable with respect to the lin approx eq (∗∗).
• Near y = 2: the linear approximating equation is (∗∗) dy
dt
= 0.
The equilibrium y = 2 is stable but not asymptotically stable, with respect to
the lin approx eq (∗∗).
• Near y = 3: the linear approximating equation is (∗∗) dy
dt
= −60(y − 3).
The equilibrium y = 3 is asymptotically stable w.r.t. the lin approx eq (∗∗).
(c) • The linear approximations are sufficient to determine the nonlinear dynamics
near y = −2, near y = 0, and near y = 3 on the qualitatively level.
The equilibria y = −2 and y = 0 are unstable with respect to the nonlin eq (∗).
The equilibrium y = 3 is asymptotically stable w.r.t. the nonlin eq (∗).
• On the other hand, the linear approximating equation near y = −1 is degenerate.
The linear approximation is insufficient to determine the nonlinear dynamics
near y = −1.
• Similarly, the linear approximating equation near y = 2 is degenerate. The linear
approximation is insufficient to determine the nonlinear dynamics near y = 2.

19
(d) For y = −1 and y = 2, the stability/instability w.r.t. the nonlinear equation (∗) can
be determined by studying the sign changes of the nonlinear term
1
f (y) = (y + 1)3 (y − 2)2 (−y 3 + y 2 + 6y).
16

Answer: The equilibrium y = −1 is asymptotically stable w.r.t. the nonlin eq (∗).


The equilibrium y = 2 is unstable (or semi-stable) w.r.t. the nonlin eq (∗).
(e)

[42] (a) Three equilibria: (x1 , x2 ) = (0, 0), (x1 , x2 ) = (4,


 0), and (x1 , x2 )= (2,2).
x′1 4 0 x1
The linear approximating system near (0, 0): ′ = .
x2 0 −2 x2
The equilibrium (0, 0) is a saddle and is unstable.  ′   
x1 −4 −4 x1 − 4
The linear approximating system near (4, 0): = .
x′2 0 2 x2
The equilibrium (4, 0) is a saddle and is unstable.  ′   
x1 −2 −2 x1 − 2
The linear approximating system near (2, 2): = .
x′2 2 0 x2 − 2
The equilibrium (2, 2) is an attractive spiral focus and is asymptotically stable.
(b) Two equilibria: (x1 , x2 ) = (2, 1) and (x1 , x2 ) = (−2, −1).
x′1
  
−4 2 x1 − 2
The linear approximating system near (2, 1): = .
x′2 −1 2 x2 − 1
The equilibrium (2, 1) is a saddle and is unstable.  
x′1
 
4 −2 x1 + 2
The linear approximating system near (−2, −1): = .
x′2 −1 2 x2 + 1
The equilibrium (−2, −1) is a repulsive improper node and is unstable.

[43] (a) (0, 0, 0), (1, −1, 1), (−1, 1, 1).


x′
   
−2 −2 0 x
(b) Near (0, 0, 0): the linear approximating system is  y ′  =  −2 −1 0   y .
z′ 0 0 −4 z
(0, 0, 0) is unstable.

x′

   
−2 −2 0 x−1
Near (1, −1, 1): the linear approximating system is  y ′  =  −1 −1 1   y + 1 .
z′ 4 −4 −4 z−1
(1, −1, 1) is asymptotically stable.

x′

   
−2 −2 0 x+1
Near (−1, 1, 1): the linear approximating system is  y ′  =  −1 −1 −1   y − 1 .
z′ −4 4 −4 z−1
(−1, 1, 1) is asymptotically stable.

20
[44] (a) The equilibrium of co-existence is (x1 , x2 ) = (2, 1).
    
d x1 −2 −8 x1 − 2
The linear approximating system near (2, 1) is = .
dt x2 −2 −5 x2 − 1
The equilibrium (2, 1) is unstable.
(b) The equilibrium of co-existence is (x1 , x2 ) = (1, 2).
    
d x1 −4 −1 x1 − 1
The linear approximating system near (1, 2) is = .
dt x2 −10 −4 x2 − 2
The equilibrium (1, 2) is asymptotically stable.

[45] (0, 0) is unstable. (1, 1/2) is stable but not asymptotically stable.

[46]
t Euler Improved Euler Runge-Kutta
0.0 0.5000 0.5000000000 0.5000000000
0.1 0.7500 0.7775000000 0.7804562500
0.2 1.0550 1.127737500 1.135704113
0.3 1.4315 1.575806938 1.591908501

21

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