Sample Solutions of Assignment 9 for MAT3270B

Size: px
Start display at page:

Download "Sample Solutions of Assignment 9 for MAT3270B"

Transcription

1 Sample Solutions of Assignment 9 for MAT370B. For the following ODEs, find the eigenvalues and eigenvectors, and classify the critical point 0,0 type and determine whether it is stable, asymptotically stable, or unstable. a. b. c. d Answer: a. deta λi = 3 λ λ = λ λ + = 0 λ =, λ = The eigenvectors are X = and X = 0,0 is an unstable critical point of the system.

2 b. deta λi = λ 5 3 λ = λ + λ + = 0 λ = + i, λ = i The eigenvectors are X = 5 i and X = 5 i 0,0 is an asymptotically stable critical point of the system. c. deta λi = The eigenvectors are λ 5 0 λ = λ = 0 X = λ = 0 and 0 X = t ,0 is an unstable critical point of the system. d. deta λi = The eigenvectors are λ λ = λ + = 0 λ = i, λ = i X = i

3 3 and X = i 0,0 is a stable critical point of the system.. Transform the following problems into the form λ µ µ λ a. b Answer: a. deta λi = 3 λ 4 λ = λ λ + = 0 λ = 7 + i, λ = 7 i The problem can be transformed to b. deta λi = 7 7 λ 3 λ = λ λ + = 0

4 4 λ = 7 + i, λ = 7 i The problem can be transformed to Determine the critical points for each of the following systems a. d = 3y, = y y b. d = y, = y 4 y 3y 4 c. d = y, = µ y, µ > 0 d. d = y + y, = + y y Answer: a. The critical points of the system are 0,0, 0, and 3,. 5 5 b. The critical points of the system are 0,0, 0, and,0. c. The critical points of the system is 0,0. d. The critical points of the system is 0,0. 4. Find out an equation for the form H, y = c satisfies for the trajectories: a. d = + y +, = y y b. d = y 3 4y, = y + 6y

5 5 Answer: a. We get d = y y + y + The ODE can be rewritten as y yd + + y + = 0 M, y y So this ODE is eact for M,y y that = N, y = ψ = M, y = y y Integrating above equation, we obtain = N,y. Thus there is a ψ, y such ψ, y = y y + fy Setting ψ y = N gives then we get Hence, f y = y fy = y + c y y y = c b. We get d = y + 6y y 3 4y The ODE can be rewritten as y 6yd + y 3 4y = 0 M, y y N, y = 4y 6 = 4y 6

6 6 So this ODE is eact for M,y y that = N,y. Thus there is a ψ, y such ψ = M, y = y 6y Integrating above equation, we obtain ψ, y = y 3 y + fy Setting ψ y = N gives then we get Hence, f y = 4y fy = y + c y 3 y y = c 5. Show that the trajectories of the nonlinear undamped pendulum equation are given by where = θ, y = dθ. d θ + g l sin θ = 0 g y cos + l = c Answer: Let then = θ, y = dθ d = dθ = y = d θ = g l sin θ = g l sin

7 7 We get Hence, d = g sin l y g l cos + y = c. 6. Prove that for the system dx = fx there is at most one trajectory passing through a given point X 0. Answer: Let φ t, φ t be two trajectories passing through X 0, i.e. φ t = X 0, φ t = X 0, then Set dφ = fφ, φ t = X 0 dφ = fφ, φ t = X 0 φ = φ t + t t, then By uniqueness, d φ = dφ f φ, φ t = X 0 φ t = φ t = φ t + t t Hence, φ and φ are the same trajectories. 7. Prove that if a trajectory starts at a noncritical point of the system dx = fx

8 8 the it can not reach a critical point in a finite length of time. Answer: Assume the contrary. we suppose that 0, y 0 is a critical point of the system, and the solution = φt, y = ψt satisfies φa = 0, ψa = y 0. On the other hand, = 0, y = y 0 is a solution of the given system satisfying the initial condition = 0, y = y 0 at t = a. By the uniqueness, φt = 0, ψt = y 0, t 0, hence, φ0 = 0, ψt = y 0. This contradict the assumption of the problem. 8. Assuming the trajectory corresponding to solution = φt, y = ψt, < t < +, of an autonomous system is closed, show that the solution must be periodic. Answer: Suppose that φt = φt = X 0, t t. By the same proof as in Problem 6, we get φt + t t = φt, t Let T = t t, the φt + T = φt, t Hence φt is periodic with period T. 9. Write the following spring-mass system as a system of equations by introducing = u, u = du m d u + cdu + ku = 0 Find out the critical point and analyze the stability of the critical point.

9 9 Answer: Let then = u, y = du d = du = y = d u = c m y k m 0,0 is a critical point of the system. deta λi = λ c λ m k m = mλ + cλ + k = 0 Case i c 4mk > 0 and k 0 In this case, there are two distinct real eigenvalues, say r, r. Since m, c, k > 0, then r, r < 0 0,0 is asymptotically stable critical point of the system. Case ii c 4mk = 0 and k 0 In this case, there are repeated eigenvalues, say r. Since m, c, k > 0, then r < 0 0,0 is asymptotically stable critical point of the system. Case iii c 4mk < 0 and k 0 In this case, there are two comple eigenvalues, say r = λ + µi, r = λ µi where λ = c. Since m, c > 0, 0,0 is asymptotically stable m critical point of the system if c 0. Similarly, 0,0 is stable critical point of the system if c = 0.

10 0 Case iv k = 0 In this case, r = 0, r = c. 0,0 is stable critical point of the m system. 0. Show that the system is almost linear and 0,0 is a stable critical point of the system d = y, = y y Answer: d = 0 0 Let = r cos θ, y = r sin θ then y y + y lim y r = lim r cos θ sin θ = 0 lim y = 0 r det A =, the system is almost linear. deta λi = λ 0 0 λ λ = = λ + = 0 0,0 is stable critical point of the system.. Show that the system is almost linear and 0,0 is an asymptotically stable critical point of the system d = 3 + y, = y3

11 Answer: Let = r cos θ, y = r sin θ then lim 3 + y r = lim r cos 3 θ + r cos θ sin θ = 0 lim y3 r Hence, the system is almost linear. = limr sin 3 θ = 0 As for the type of the critical point, we will give the solution on Problem 5 of Assignment 0.. Determine all real critical points of the following system of equations a. d = + y, = + y b. d = y, = y Answer: a The critical points of the system are 0,0 and,-. b The critical points of the system are, and,-. 3. Consider the following problem. Determine the eigenvalues and critical points, classify the type of the critical point and determine whether it is stable, asymptotically stable, or unstable. ε = ε Here ε is a real number.

12 Answer: Since det A = ε + > 0, 0,0 is the only critical point of the system. deta λi = Case A: ε = 0 ε λ ε λ = λ ελ + ε + = 0 λ = i, λ = i 0,0 is a stable center. Case B: ε > 0 λ = ε + i, λ = ε i 0,0 is an unstable spiral point. Case C: ε < 0 λ = ε + i, λ = ε i 0,0 is an asymptotical stable spiral point. 4. Consider the following Lienard equation where g0 = 0. d + cd + g = 0 a. Write it as a system of two first order equations by introducing y = d. b. Show that 0,0 is a critical point and that the system is almost linear in the neighborhood of 0,0.

13 c. Show that if c0 > 0, g 0 > 0 then the critical point is asymptotically stable, and that if c0 < 0 or g 0 < 0, then the critical point is unstable. 3 Answer: a.let then y = d = d From the original equation, we get Let = cy g. X = y We get X = 0 0 c X + 0 g Let b. Since g0 = 0, then 0,0 is the critical point of the system. where η 0, 0 where η / 0, 0 The system can written as X 0 = g 0 c0 c = c0 + η g = g 0 + η X + 0 η y η

14 4 Take G T = 0, η y η Then G 0,, y 0, 0. Hence the system is almost linear in the neighborhood of 0,0. c. deta λi = Hence Case A: c0 > 0, g 0 > 0 λ g 0 c0 λ λ = c0 + c 0 4g 0 λ = c0 c 0 4g 0 = λ + c0λ + g 0 = 0 If = c 0 4g > 0, then λ < λ < 0 and 0,0 is an asymptotical stable critical point. If = c 0 4g < 0, then λ = α + βi, λ = α βi where α = c0 < 0 and 0,0 is an asymptotical stable critical point. If = c 0 4g = 0, then λ = λ = c0 < 0 and 0,0 is an asymptotical stable critical point. Case B: c0 < 0 If = c 0 4g critical point. > 0, then λ > λ > 0 and 0,0 is an unstable If = c 0 4g < 0, then λ = α + βi, λ = α βi where α = c0 > 0 and 0,0 is an unstable critical point.

15 If = c 0 4g = 0, then λ = λ = c0 > 0 and 0,0 is unstable critical point. 5 Case C: g 0 < 0 In this case, λ > 0 > λ > 0 and 0,0 is an unstable critical point.

Sample Solutions of Assignment 10 for MAT3270B

Sample Solutions of Assignment 10 for MAT3270B Sample Solutions of Assignment 1 for MAT327B 1. For the following ODEs, (a) determine all critical points; (b) find the corresponding linear system near each critical point; (c) find the eigenvalues of

More information

Math 266: Phase Plane Portrait

Math 266: Phase Plane Portrait Math 266: Phase Plane Portrait Long Jin Purdue, Spring 2018 Review: Phase line for an autonomous equation For a single autonomous equation y = f (y) we used a phase line to illustrate the equilibrium solutions

More information

Solutions to the Calculus and Linear Algebra problems on the Comprehensive Examination of January 28, 2011

Solutions to the Calculus and Linear Algebra problems on the Comprehensive Examination of January 28, 2011 Solutions to the Calculus and Linear Algebra problems on the Comprehensive Examination of January 8, Solutions to Problems 5 are omitted since they involve topics no longer covered on the Comprehensive

More information

Lecture 38. Almost Linear Systems

Lecture 38. Almost Linear Systems Math 245 - Mathematics of Physics and Engineering I Lecture 38. Almost Linear Systems April 20, 2012 Konstantin Zuev (USC) Math 245, Lecture 38 April 20, 2012 1 / 11 Agenda Stability Properties of Linear

More information

Math Ordinary Differential Equations

Math Ordinary Differential Equations Math 411 - Ordinary Differential Equations Review Notes - 1 1 - Basic Theory A first order ordinary differential equation has the form x = f(t, x) (11) Here x = dx/dt Given an initial data x(t 0 ) = x

More information

Nonlinear Autonomous Systems of Differential

Nonlinear Autonomous Systems of Differential Chapter 4 Nonlinear Autonomous Systems of Differential Equations 4.0 The Phase Plane: Linear Systems 4.0.1 Introduction Consider a system of the form x = A(x), (4.0.1) where A is independent of t. Such

More information

Math 3301 Homework Set Points ( ) ( ) I ll leave it to you to verify that the eigenvalues and eigenvectors for this matrix are, ( ) ( ) ( ) ( )

Math 3301 Homework Set Points ( ) ( ) I ll leave it to you to verify that the eigenvalues and eigenvectors for this matrix are, ( ) ( ) ( ) ( ) #7. ( pts) I ll leave it to you to verify that the eigenvalues and eigenvectors for this matrix are, λ 5 λ 7 t t ce The general solution is then : 5 7 c c c x( 0) c c 9 9 c+ c c t 5t 7 e + e A sketch of

More information

1. Diagonalize the matrix A if possible, that is, find an invertible matrix P and a diagonal

1. Diagonalize the matrix A if possible, that is, find an invertible matrix P and a diagonal . Diagonalize the matrix A if possible, that is, find an invertible matrix P and a diagonal 3 9 matrix D such that A = P DP, for A =. 3 4 3 (a) P = 4, D =. 3 (b) P = 4, D =. (c) P = 4 8 4, D =. 3 (d) P

More information

Stability of Nonlinear Systems An Introduction

Stability of Nonlinear Systems An Introduction Stability of Nonlinear Systems An Introduction Michael Baldea Department of Chemical Engineering The University of Texas at Austin April 3, 2012 The Concept of Stability Consider the generic nonlinear

More information

6 Linear Equation. 6.1 Equation with constant coefficients

6 Linear Equation. 6.1 Equation with constant coefficients 6 Linear Equation 6.1 Equation with constant coefficients Consider the equation ẋ = Ax, x R n. This equating has n independent solutions. If the eigenvalues are distinct then the solutions are c k e λ

More information

FINAL EXAM MATH303 Theory of Ordinary Differential Equations. Spring dx dt = x + 3y dy dt = x y.

FINAL EXAM MATH303 Theory of Ordinary Differential Equations. Spring dx dt = x + 3y dy dt = x y. FINAL EXAM MATH0 Theory of Ordinary Differential Equations There are 5 problems on 2 pages. Spring 2009. 25 points Consider the linear plane autonomous system x + y x y. Find a fundamental matrix of the

More information

Old Math 330 Exams. David M. McClendon. Department of Mathematics Ferris State University

Old Math 330 Exams. David M. McClendon. Department of Mathematics Ferris State University Old Math 330 Exams David M. McClendon Department of Mathematics Ferris State University Last updated to include exams from Fall 07 Contents Contents General information about these exams 3 Exams from Fall

More information

ENGI Duffing s Equation Page 4.65

ENGI Duffing s Equation Page 4.65 ENGI 940 4. - Duffing s Equation Page 4.65 4. Duffing s Equation Among the simplest models of damped non-linear forced oscillations of a mechanical or electrical system with a cubic stiffness term is Duffing

More information

ODE, part 2. Dynamical systems, differential equations

ODE, part 2. Dynamical systems, differential equations ODE, part 2 Anna-Karin Tornberg Mathematical Models, Analysis and Simulation Fall semester, 2011 Dynamical systems, differential equations Consider a system of n first order equations du dt = f(u, t),

More information

Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d

Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d July 6, 2009 Today s Session Today s Session A Summary of This Session: Today s Session A Summary of This

More information

Def. (a, b) is a critical point of the autonomous system. 1 Proper node (stable or unstable) 2 Improper node (stable or unstable)

Def. (a, b) is a critical point of the autonomous system. 1 Proper node (stable or unstable) 2 Improper node (stable or unstable) Types of critical points Def. (a, b) is a critical point of the autonomous system Math 216 Differential Equations Kenneth Harris kaharri@umich.edu Department of Mathematics University of Michigan November

More information

Autonomous Systems and Stability

Autonomous Systems and Stability LECTURE 8 Autonomous Systems and Stability An autonomous system is a system of ordinary differential equations of the form 1 1 ( 1 ) 2 2 ( 1 ). ( 1 ) or, in vector notation, x 0 F (x) That is to say, an

More information

4 Second-Order Systems

4 Second-Order Systems 4 Second-Order Systems Second-order autonomous systems occupy an important place in the study of nonlinear systems because solution trajectories can be represented in the plane. This allows for easy visualization

More information

154 Chapter 9 Hints, Answers, and Solutions The particular trajectories are highlighted in the phase portraits below.

154 Chapter 9 Hints, Answers, and Solutions The particular trajectories are highlighted in the phase portraits below. 54 Chapter 9 Hints, Answers, and Solutions 9. The Phase Plane 9.. 4. The particular trajectories are highlighted in the phase portraits below... 3. 4. 9..5. Shown below is one possibility with x(t) and

More information

Changing coordinates to adapt to a map of constant rank

Changing coordinates to adapt to a map of constant rank Introduction to Submanifolds Most manifolds of interest appear as submanifolds of others e.g. of R n. For instance S 2 is a submanifold of R 3. It can be obtained in two ways: 1 as the image of a map into

More information

STABILITY. Phase portraits and local stability

STABILITY. Phase portraits and local stability MAS271 Methods for differential equations Dr. R. Jain STABILITY Phase portraits and local stability We are interested in system of ordinary differential equations of the form ẋ = f(x, y), ẏ = g(x, y),

More information

Chapter 6 Nonlinear Systems and Phenomena. Friday, November 2, 12

Chapter 6 Nonlinear Systems and Phenomena. Friday, November 2, 12 Chapter 6 Nonlinear Systems and Phenomena 6.1 Stability and the Phase Plane We now move to nonlinear systems Begin with the first-order system for x(t) d dt x = f(x,t), x(0) = x 0 In particular, consider

More information

Differential Equations 2280 Sample Midterm Exam 3 with Solutions Exam Date: 24 April 2015 at 12:50pm

Differential Equations 2280 Sample Midterm Exam 3 with Solutions Exam Date: 24 April 2015 at 12:50pm Differential Equations 228 Sample Midterm Exam 3 with Solutions Exam Date: 24 April 25 at 2:5pm Instructions: This in-class exam is 5 minutes. No calculators, notes, tables or books. No answer check is

More information

2.10 Saddles, Nodes, Foci and Centers

2.10 Saddles, Nodes, Foci and Centers 2.10 Saddles, Nodes, Foci and Centers In Section 1.5, a linear system (1 where x R 2 was said to have a saddle, node, focus or center at the origin if its phase portrait was linearly equivalent to one

More information

Module 6 : Solving Ordinary Differential Equations - Initial Value Problems (ODE-IVPs) Section 3 : Analytical Solutions of Linear ODE-IVPs

Module 6 : Solving Ordinary Differential Equations - Initial Value Problems (ODE-IVPs) Section 3 : Analytical Solutions of Linear ODE-IVPs Module 6 : Solving Ordinary Differential Equations - Initial Value Problems (ODE-IVPs) Section 3 : Analytical Solutions of Linear ODE-IVPs 3 Analytical Solutions of Linear ODE-IVPs Before developing numerical

More information

2 Lyapunov Stability. x(0) x 0 < δ x(t) x 0 < ɛ

2 Lyapunov Stability. x(0) x 0 < δ x(t) x 0 < ɛ 1 2 Lyapunov Stability Whereas I/O stability is concerned with the effect of inputs on outputs, Lyapunov stability deals with unforced systems: ẋ = f(x, t) (1) where x R n, t R +, and f : R n R + R n.

More information

Preliminary Exam 2016 Solutions to Morning Exam

Preliminary Exam 2016 Solutions to Morning Exam Preliminary Exam 16 Solutions to Morning Exam Part I. Solve four of the following five problems. Problem 1. Find the volume of the ice cream cone defined by the inequalities x + y + z 1 and x + y z /3

More information

Stability of Dynamical systems

Stability of Dynamical systems Stability of Dynamical systems Stability Isolated equilibria Classification of Isolated Equilibria Attractor and Repeller Almost linear systems Jacobian Matrix Stability Consider an autonomous system u

More information

ENGI Linear Approximation (2) Page Linear Approximation to a System of Non-Linear ODEs (2)

ENGI Linear Approximation (2) Page Linear Approximation to a System of Non-Linear ODEs (2) ENGI 940 4.06 - Linear Approximation () Page 4. 4.06 Linear Approximation to a System of Non-Linear ODEs () From sections 4.0 and 4.0, the non-linear system dx dy = x = P( x, y), = y = Q( x, y) () with

More information

MATH 5720: Unconstrained Optimization Hung Phan, UMass Lowell September 13, 2018

MATH 5720: Unconstrained Optimization Hung Phan, UMass Lowell September 13, 2018 MATH 57: Unconstrained Optimization Hung Phan, UMass Lowell September 13, 18 1 Global and Local Optima Let a function f : S R be defined on a set S R n Definition 1 (minimizers and maximizers) (i) x S

More information

Problem set 7 Math 207A, Fall 2011 Solutions

Problem set 7 Math 207A, Fall 2011 Solutions Problem set 7 Math 207A, Fall 2011 s 1. Classify the equilibrium (x, y) = (0, 0) of the system x t = x, y t = y + x 2. Is the equilibrium hyperbolic? Find an equation for the trajectories in (x, y)- phase

More information

+ i. cos(t) + 2 sin(t) + c 2.

+ i. cos(t) + 2 sin(t) + c 2. MATH HOMEWORK #7 PART A SOLUTIONS Problem 7.6.. Consider the system x = 5 x. a Express the general solution of the given system of equations in terms of realvalued functions. b Draw a direction field,

More information

Calculus for the Life Sciences II Assignment 6 solutions. f(x, y) = 3π 3 cos 2x + 2 sin 3y

Calculus for the Life Sciences II Assignment 6 solutions. f(x, y) = 3π 3 cos 2x + 2 sin 3y Calculus for the Life Sciences II Assignment 6 solutions Find the tangent plane to the graph of the function at the point (0, π f(x, y = 3π 3 cos 2x + 2 sin 3y Solution: The tangent plane of f at a point

More information

Math 322. Spring 2015 Review Problems for Midterm 2

Math 322. Spring 2015 Review Problems for Midterm 2 Linear Algebra: Topic: Linear Independence of vectors. Question. Math 3. Spring Review Problems for Midterm Explain why if A is not square, then either the row vectors or the column vectors of A are linearly

More information

Problem set 6 Math 207A, Fall 2011 Solutions. 1. A two-dimensional gradient system has the form

Problem set 6 Math 207A, Fall 2011 Solutions. 1. A two-dimensional gradient system has the form Problem set 6 Math 207A, Fall 2011 s 1 A two-dimensional gradient sstem has the form x t = W (x,, x t = W (x, where W (x, is a given function (a If W is a quadratic function W (x, = 1 2 ax2 + bx + 1 2

More information

Math 273 (51) - Final

Math 273 (51) - Final Name: Id #: Math 273 (5) - Final Autumn Quarter 26 Thursday, December 8, 26-6: to 8: Instructions: Prob. Points Score possible 25 2 25 3 25 TOTAL 75 Read each problem carefully. Write legibly. Show all

More information

Section 5. Graphing Systems

Section 5. Graphing Systems Section 5. Graphing Systems 5A. The Phase Plane 5A-1. Find the critical points of each of the following non-linear autonomous systems. x = x 2 y 2 x = 1 x + y a) b) y = x xy y = y + 2x 2 5A-2. Write each

More information

Sample Solutions of Assignment 3 for MAT3270B: 2.8,2.3,2.5,2.7

Sample Solutions of Assignment 3 for MAT3270B: 2.8,2.3,2.5,2.7 Sample Solutions of Assignment 3 for MAT327B: 2.8,2.3,2.5,2.7 1. Transform the given initial problem into an equivalent problem with the initial point at the origin (a). dt = t2 + y 2, y(1) = 2, (b). dt

More information

Nonlinear Systems and Control Lecture # 12 Converse Lyapunov Functions & Time Varying Systems. p. 1/1

Nonlinear Systems and Control Lecture # 12 Converse Lyapunov Functions & Time Varying Systems. p. 1/1 Nonlinear Systems and Control Lecture # 12 Converse Lyapunov Functions & Time Varying Systems p. 1/1 p. 2/1 Converse Lyapunov Theorem Exponential Stability Let x = 0 be an exponentially stable equilibrium

More information

MATH 1700 FINAL SPRING MOON

MATH 1700 FINAL SPRING MOON MATH 700 FINAL SPRING 0 - MOON Write your answer neatly and show steps If there is no explanation of your answer, then you may not get the credit Except calculators, any electronic devices including laptops

More information

Solutions to Math 53 First Exam April 20, 2010

Solutions to Math 53 First Exam April 20, 2010 Solutions to Math 53 First Exam April 0, 00. (5 points) Match the direction fields below with their differential equations. Also indicate which two equations do not have matches. No justification is necessary.

More information

Solutions to the Multivariable Calculus and Linear Algebra problems on the Comprehensive Examination of January 31, 2014

Solutions to the Multivariable Calculus and Linear Algebra problems on the Comprehensive Examination of January 31, 2014 Solutions to te Multivariable Calculus and Linear Algebra problems on te Compreensive Examination of January 3, 24 Tere are 9 problems ( points eac, totaling 9 points) on tis portion of te examination.

More information

Hello everyone, Best, Josh

Hello everyone, Best, Josh Hello everyone, As promised, the chart mentioned in class about what kind of critical points you get with different types of eigenvalues are included on the following pages (The pages are an ecerpt from

More information

EC Control Engineering Quiz II IIT Madras

EC Control Engineering Quiz II IIT Madras EC34 - Control Engineering Quiz II IIT Madras Linear algebra Find the eigenvalues and eigenvectors of A, A, A and A + 4I Find the eigenvalues and eigenvectors of the following matrices: (a) cos θ sin θ

More information

Properties of Linear Transformations from R n to R m

Properties of Linear Transformations from R n to R m Properties of Linear Transformations from R n to R m MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Topic Overview Relationship between the properties of a matrix transformation

More information

MATH 251 Final Examination December 19, 2012 FORM A. Name: Student Number: Section:

MATH 251 Final Examination December 19, 2012 FORM A. Name: Student Number: Section: MATH 251 Final Examination December 19, 2012 FORM A Name: Student Number: Section: This exam has 17 questions for a total of 150 points. In order to obtain full credit for partial credit problems, all

More information

Department of Mathematics IIT Guwahati

Department of Mathematics IIT Guwahati Stability of Linear Systems in R 2 Department of Mathematics IIT Guwahati A system of first order differential equations is called autonomous if the system can be written in the form dx 1 dt = g 1(x 1,

More information

MATH 4B Differential Equations, Fall 2016 Final Exam Study Guide

MATH 4B Differential Equations, Fall 2016 Final Exam Study Guide MATH 4B Differential Equations, Fall 2016 Final Exam Study Guide GENERAL INFORMATION AND FINAL EXAM RULES The exam will have a duration of 3 hours. No extra time will be given. Failing to submit your solutions

More information

Solution: In standard form (i.e. y + P (t)y = Q(t)) we have y t y = cos(t)

Solution: In standard form (i.e. y + P (t)y = Q(t)) we have y t y = cos(t) Math 380 Practice Final Solutions This is longer than the actual exam, which will be 8 to 0 questions (some might be multiple choice). You are allowed up to two sheets of notes (both sides) and a calculator,

More information

Now I switch to nonlinear systems. In this chapter the main object of study will be

Now I switch to nonlinear systems. In this chapter the main object of study will be Chapter 4 Stability 4.1 Autonomous systems Now I switch to nonlinear systems. In this chapter the main object of study will be ẋ = f(x), x(t) X R k, f : X R k, (4.1) where f is supposed to be locally Lipschitz

More information

Designing Information Devices and Systems II Spring 2018 J. Roychowdhury and M. Maharbiz Discussion 6B

Designing Information Devices and Systems II Spring 2018 J. Roychowdhury and M. Maharbiz Discussion 6B EECS 16B Designing Information Devices and Systems II Spring 2018 J. Roychowdhury and M. Maharbiz Discussion 6B 1 Stability 1.1 Discrete time systems A discrete time system is of the form: xt + 1 A xt

More information

Applied Math Qualifying Exam 11 October Instructions: Work 2 out of 3 problems in each of the 3 parts for a total of 6 problems.

Applied Math Qualifying Exam 11 October Instructions: Work 2 out of 3 problems in each of the 3 parts for a total of 6 problems. Printed Name: Signature: Applied Math Qualifying Exam 11 October 2014 Instructions: Work 2 out of 3 problems in each of the 3 parts for a total of 6 problems. 2 Part 1 (1) Let Ω be an open subset of R

More information

Math 1270 Honors ODE I Fall, 2008 Class notes # 14. x 0 = F (x; y) y 0 = G (x; y) u 0 = au + bv = cu + dv

Math 1270 Honors ODE I Fall, 2008 Class notes # 14. x 0 = F (x; y) y 0 = G (x; y) u 0 = au + bv = cu + dv Math 1270 Honors ODE I Fall, 2008 Class notes # 1 We have learned how to study nonlinear systems x 0 = F (x; y) y 0 = G (x; y) (1) by linearizing around equilibrium points. If (x 0 ; y 0 ) is an equilibrium

More information

Topic # /31 Feedback Control Systems. Analysis of Nonlinear Systems Lyapunov Stability Analysis

Topic # /31 Feedback Control Systems. Analysis of Nonlinear Systems Lyapunov Stability Analysis Topic # 16.30/31 Feedback Control Systems Analysis of Nonlinear Systems Lyapunov Stability Analysis Fall 010 16.30/31 Lyapunov Stability Analysis Very general method to prove (or disprove) stability of

More information

Ordinary Differential Equations II

Ordinary Differential Equations II Ordinary Differential Equations II February 9 217 Linearization of an autonomous system We consider the system (1) x = f(x) near a fixed point x. As usual f C 1. Without loss of generality we assume x

More information

B. Differential Equations A differential equation is an equation of the form

B. Differential Equations A differential equation is an equation of the form B Differential Equations A differential equation is an equation of the form ( n) F[ t; x(, xʹ (, x ʹ ʹ (, x ( ; α] = 0 dx d x ( n) d x where x ʹ ( =, x ʹ ʹ ( =,, x ( = n A differential equation describes

More information

Exercise 8.1 We have. the function is differentiable, with. f (x 0, y 0 )(u, v) = (2ax 0 + 2by 0 )u + (2bx 0 + 2cy 0 )v.

Exercise 8.1 We have. the function is differentiable, with. f (x 0, y 0 )(u, v) = (2ax 0 + 2by 0 )u + (2bx 0 + 2cy 0 )v. Exercise 8.1 We have f(x, y) f(x 0, y 0 ) = a(x 0 + x) 2 + 2b(x 0 + x)(y 0 + y) + c(y 0 + y) 2 ax 2 0 2bx 0 y 0 cy 2 0 = (2ax 0 + 2by 0 ) x + (2bx 0 + 2cy 0 ) y + (a x 2 + 2b x y + c y 2 ). By a x 2 +2b

More information

ECEEN 5448 Fall 2011 Homework #5 Solutions

ECEEN 5448 Fall 2011 Homework #5 Solutions ECEEN 5448 Fall 211 Homework #5 Solutions Professor David G. Meyer December 8, 211 1. Consider the 1-dimensional time-varying linear system ẋ t (u x) (a) Find the state-transition matrix, Φ(t, τ). Here

More information

ENGI 9420 Lecture Notes 4 - Stability Analysis Page Stability Analysis for Non-linear Ordinary Differential Equations

ENGI 9420 Lecture Notes 4 - Stability Analysis Page Stability Analysis for Non-linear Ordinary Differential Equations ENGI 940 Lecture Notes 4 - Stability Analysis Page 4.01 4. Stability Analysis for Non-linear Ordinary Differential Equations A pair of simultaneous first order homogeneous linear ordinary differential

More information

THE SEPARATRIX FOR A SECOND ORDER ORDINARY DIFFERENTIAL EQUATION OR A 2 2 SYSTEM OF FIRST ORDER ODE WHICH ALLOWS A PHASE PLANE QUANTITATIVE ANALYSIS

THE SEPARATRIX FOR A SECOND ORDER ORDINARY DIFFERENTIAL EQUATION OR A 2 2 SYSTEM OF FIRST ORDER ODE WHICH ALLOWS A PHASE PLANE QUANTITATIVE ANALYSIS THE SEPARATRIX FOR A SECOND ORDER ORDINARY DIFFERENTIAL EQUATION OR A SYSTEM OF FIRST ORDER ODE WHICH ALLOWS A PHASE PLANE QUANTITATIVE ANALYSIS Maria P. Skhosana and Stephan V. Joubert, Tshwane University

More information

Lyapunov Stability Theory

Lyapunov Stability Theory Lyapunov Stability Theory Peter Al Hokayem and Eduardo Gallestey March 16, 2015 1 Introduction In this lecture we consider the stability of equilibrium points of autonomous nonlinear systems, both in continuous

More information

A plane autonomous system is a pair of simultaneous first-order differential equations,

A plane autonomous system is a pair of simultaneous first-order differential equations, Chapter 11 Phase-Plane Techniques 11.1 Plane Autonomous Systems A plane autonomous system is a pair of simultaneous first-order differential equations, ẋ = f(x, y), ẏ = g(x, y). This system has an equilibrium

More information

Stability of Feedback Solutions for Infinite Horizon Noncooperative Differential Games

Stability of Feedback Solutions for Infinite Horizon Noncooperative Differential Games Stability of Feedback Solutions for Infinite Horizon Noncooperative Differential Games Alberto Bressan ) and Khai T. Nguyen ) *) Department of Mathematics, Penn State University **) Department of Mathematics,

More information

Physics: spring-mass system, planet motion, pendulum. Biology: ecology problem, neural conduction, epidemics

Physics: spring-mass system, planet motion, pendulum. Biology: ecology problem, neural conduction, epidemics Applications of nonlinear ODE systems: Physics: spring-mass system, planet motion, pendulum Chemistry: mixing problems, chemical reactions Biology: ecology problem, neural conduction, epidemics Economy:

More information

n n. ( t) ( ) = = Ay ( ) a y

n n. ( t) ( ) = = Ay ( ) a y Sstems of ODE Example of sstem with ODE: = a+ a = a + a In general for a sstem of n ODE = a + a + + a n = a + a + + a n = a + a + + a n n n nn n n n Differentiation of matrix: ( t) ( t) t t = = t t ( t)

More information

1. < 0: the eigenvalues are real and have opposite signs; the fixed point is a saddle point

1. < 0: the eigenvalues are real and have opposite signs; the fixed point is a saddle point Solving a Linear System τ = trace(a) = a + d = λ 1 + λ 2 λ 1,2 = τ± = det(a) = ad bc = λ 1 λ 2 Classification of Fixed Points τ 2 4 1. < 0: the eigenvalues are real and have opposite signs; the fixed point

More information

Systems of Algebraic Equations and Systems of Differential Equations

Systems of Algebraic Equations and Systems of Differential Equations Systems of Algebraic Equations and Systems of Differential Equations Topics: 2 by 2 systems of linear equations Matrix expression; Ax = b Solving 2 by 2 homogeneous systems Functions defined on matrices

More information

Understand the existence and uniqueness theorems and what they tell you about solutions to initial value problems.

Understand the existence and uniqueness theorems and what they tell you about solutions to initial value problems. Review Outline To review for the final, look over the following outline and look at problems from the book and on the old exam s and exam reviews to find problems about each of the following topics.. Basics

More information

Practice Problems for Final Exam

Practice Problems for Final Exam Math 1280 Spring 2016 Practice Problems for Final Exam Part 2 (Sections 6.6, 6.7, 6.8, and chapter 7) S o l u t i o n s 1. Show that the given system has a nonlinear center at the origin. ẋ = 9y 5y 5,

More information

Dynamical Systems Solutions to Exercises

Dynamical Systems Solutions to Exercises Dynamical Systems Part 5-6 Dr G Bowtell Dynamical Systems Solutions to Exercises. Figure : Phase diagrams for i, ii and iii respectively. Only fixed point is at the origin since the equations are linear

More information

6.3. Nonlinear Systems of Equations

6.3. Nonlinear Systems of Equations G. NAGY ODE November,.. Nonlinear Systems of Equations Section Objective(s): Part One: Two-Dimensional Nonlinear Systems. ritical Points and Linearization. The Hartman-Grobman Theorem. Part Two: ompeting

More information

Linear ODEs. Existence of solutions to linear IVPs. Resolvent matrix. Autonomous linear systems

Linear ODEs. Existence of solutions to linear IVPs. Resolvent matrix. Autonomous linear systems Linear ODEs p. 1 Linear ODEs Existence of solutions to linear IVPs Resolvent matrix Autonomous linear systems Linear ODEs Definition (Linear ODE) A linear ODE is a differential equation taking the form

More information

Math 312 Lecture Notes Linear Two-dimensional Systems of Differential Equations

Math 312 Lecture Notes Linear Two-dimensional Systems of Differential Equations Math 2 Lecture Notes Linear Two-dimensional Systems of Differential Equations Warren Weckesser Department of Mathematics Colgate University February 2005 In these notes, we consider the linear system of

More information

Note: Each problem is worth 14 points except numbers 5 and 6 which are 15 points. = 3 2

Note: Each problem is worth 14 points except numbers 5 and 6 which are 15 points. = 3 2 Math Prelim II Solutions Spring Note: Each problem is worth points except numbers 5 and 6 which are 5 points. x. Compute x da where is the region in the second quadrant between the + y circles x + y and

More information

1 The relation between a second order linear ode and a system of two rst order linear odes

1 The relation between a second order linear ode and a system of two rst order linear odes Math 1280 Spring, 2010 1 The relation between a second order linear ode and a system of two rst order linear odes In Chapter 3 of the text you learn to solve some second order linear ode's, such as x 00

More information

Lecture Notes for Math 251: ODE and PDE. Lecture 27: 7.8 Repeated Eigenvalues

Lecture Notes for Math 251: ODE and PDE. Lecture 27: 7.8 Repeated Eigenvalues Lecture Notes for Math 25: ODE and PDE. Lecture 27: 7.8 Repeated Eigenvalues Shawn D. Ryan Spring 22 Repeated Eigenvalues Last Time: We studied phase portraits and systems of differential equations with

More information

Solutions to Dynamical Systems 2010 exam. Each question is worth 25 marks.

Solutions to Dynamical Systems 2010 exam. Each question is worth 25 marks. Solutions to Dynamical Systems exam Each question is worth marks [Unseen] Consider the following st order differential equation: dy dt Xy yy 4 a Find and classify all the fixed points of Hence draw the

More information

Dynamical Systems & Lyapunov Stability

Dynamical Systems & Lyapunov Stability Dynamical Systems & Lyapunov Stability Harry G. Kwatny Department of Mechanical Engineering & Mechanics Drexel University Outline Ordinary Differential Equations Existence & uniqueness Continuous dependence

More information

CDS 101 Precourse Phase Plane Analysis and Stability

CDS 101 Precourse Phase Plane Analysis and Stability CDS 101 Precourse Phase Plane Analysis and Stability Melvin Leok Control and Dynamical Systems California Institute of Technology Pasadena, CA, 26 September, 2002. mleok@cds.caltech.edu http://www.cds.caltech.edu/

More information

1 The pendulum equation

1 The pendulum equation Math 270 Honors ODE I Fall, 2008 Class notes # 5 A longer than usual homework assignment is at the end. The pendulum equation We now come to a particularly important example, the equation for an oscillating

More information

REVIEW NOTES FOR MATH 266

REVIEW NOTES FOR MATH 266 REVIEW NOTES FOR MATH 266 MELVIN LEOK 1.1: Some Basic Mathematical Models; Direction Fields 1. You should be able to match direction fields to differential equations. (see, for example, Problems 15-20).

More information

CDS 101/110a: Lecture 2.1 Dynamic Behavior

CDS 101/110a: Lecture 2.1 Dynamic Behavior CDS 11/11a: Lecture 2.1 Dynamic Behavior Richard M. Murray 6 October 28 Goals: Learn to use phase portraits to visualize behavior of dynamical systems Understand different types of stability for an equilibrium

More information

Math 312 Lecture Notes Linearization

Math 312 Lecture Notes Linearization Math 3 Lecture Notes Linearization Warren Weckesser Department of Mathematics Colgate University 3 March 005 These notes discuss linearization, in which a linear system is used to approximate the behavior

More information

Input-to-state stability and interconnected Systems

Input-to-state stability and interconnected Systems 10th Elgersburg School Day 1 Input-to-state stability and interconnected Systems Sergey Dashkovskiy Universität Würzburg Elgersburg, March 5, 2018 1/20 Introduction Consider Solution: ẋ := dx dt = ax,

More information

Chapter #4 EEE8086-EEE8115. Robust and Adaptive Control Systems

Chapter #4 EEE8086-EEE8115. Robust and Adaptive Control Systems Chapter #4 Robust and Adaptive Control Systems Nonlinear Dynamics.... Linear Combination.... Equilibrium points... 3 3. Linearisation... 5 4. Limit cycles... 3 5. Bifurcations... 4 6. Stability... 6 7.

More information

Some recent results on controllability of coupled parabolic systems: Towards a Kalman condition

Some recent results on controllability of coupled parabolic systems: Towards a Kalman condition Some recent results on controllability of coupled parabolic systems: Towards a Kalman condition F. Ammar Khodja Clermont-Ferrand, June 2011 GOAL: 1 Show the important differences between scalar and non

More information

Probability Density (1)

Probability Density (1) Probability Density (1) Let f(x 1, x 2... x n ) be a probability density for the variables {x 1, x 2... x n }. These variables can always be viewed as coordinates over an abstract space (a manifold ).

More information

LECTURE 8: DYNAMICAL SYSTEMS 7

LECTURE 8: DYNAMICAL SYSTEMS 7 15-382 COLLECTIVE INTELLIGENCE S18 LECTURE 8: DYNAMICAL SYSTEMS 7 INSTRUCTOR: GIANNI A. DI CARO GEOMETRIES IN THE PHASE SPACE Damped pendulum One cp in the region between two separatrix Separatrix Basin

More information

NAME: MA Sample Final Exam. Record all your answers on the answer sheet provided. The answer sheet is the only thing that will be graded.

NAME: MA Sample Final Exam. Record all your answers on the answer sheet provided. The answer sheet is the only thing that will be graded. NAME: MA 300 Sample Final Exam PUID: INSTRUCTIONS There are 5 problems on 4 pages. Record all your answers on the answer sheet provided. The answer sheet is the only thing that will be graded. No books

More information

Do not write below here. Question Score Question Score Question Score

Do not write below here. Question Score Question Score Question Score MATH-2240 Friday, May 4, 2012, FINAL EXAMINATION 8:00AM-12:00NOON Your Instructor: Your Name: 1. Do not open this exam until you are told to do so. 2. This exam has 30 problems and 18 pages including this

More information

MATH 215/255 Solutions to Additional Practice Problems April dy dt

MATH 215/255 Solutions to Additional Practice Problems April dy dt . For the nonlinear system MATH 5/55 Solutions to Additional Practice Problems April 08 dx dt = x( x y, dy dt = y(.5 y x, x 0, y 0, (a Show that if x(0 > 0 and y(0 = 0, then the solution (x(t, y(t of the

More information

Half of Final Exam Name: Practice Problems October 28, 2014

Half of Final Exam Name: Practice Problems October 28, 2014 Math 54. Treibergs Half of Final Exam Name: Practice Problems October 28, 24 Half of the final will be over material since the last midterm exam, such as the practice problems given here. The other half

More information

MATH 251 Final Examination August 10, 2011 FORM A. Name: Student Number: Section:

MATH 251 Final Examination August 10, 2011 FORM A. Name: Student Number: Section: MATH 251 Final Examination August 10, 2011 FORM A Name: Student Number: Section: This exam has 10 questions for a total of 150 points. In order to obtain full credit for partial credit problems, all work

More information

B5.6 Nonlinear Systems

B5.6 Nonlinear Systems B5.6 Nonlinear Systems 5. Global Bifurcations, Homoclinic chaos, Melnikov s method Alain Goriely 2018 Mathematical Institute, University of Oxford Table of contents 1. Motivation 1.1 The problem 1.2 A

More information

Math 4B Notes. Written by Victoria Kala SH 6432u Office Hours: T 12:45 1:45pm Last updated 7/24/2016

Math 4B Notes. Written by Victoria Kala SH 6432u Office Hours: T 12:45 1:45pm Last updated 7/24/2016 Math 4B Notes Written by Victoria Kala vtkala@math.ucsb.edu SH 6432u Office Hours: T 2:45 :45pm Last updated 7/24/206 Classification of Differential Equations The order of a differential equation is the

More information

1 Existence of Travelling Wave Fronts for a Reaction-Diffusion Equation with Quadratic- Type Kinetics

1 Existence of Travelling Wave Fronts for a Reaction-Diffusion Equation with Quadratic- Type Kinetics 1 Existence of Travelling Wave Fronts for a Reaction-Diffusion Equation with Quadratic- Type Kinetics Theorem. Consider the equation u t = Du xx + f(u) with f(0) = f(1) = 0, f(u) > 0 on 0 < u < 1, f (0)

More information

Nonlinear Control Lecture 2:Phase Plane Analysis

Nonlinear Control Lecture 2:Phase Plane Analysis Nonlinear Control Lecture 2:Phase Plane Analysis Farzaneh Abdollahi Department of Electrical Engineering Amirkabir University of Technology Fall 2010 r. Farzaneh Abdollahi Nonlinear Control Lecture 2 1/53

More information

Video 8.1 Vijay Kumar. Property of University of Pennsylvania, Vijay Kumar

Video 8.1 Vijay Kumar. Property of University of Pennsylvania, Vijay Kumar Video 8.1 Vijay Kumar 1 Definitions State State equations Equilibrium 2 Stability Stable Unstable Neutrally (Critically) Stable 3 Stability Translate the origin to x e x(t) =0 is stable (Lyapunov stable)

More information

Section 9.3 Phase Plane Portraits (for Planar Systems)

Section 9.3 Phase Plane Portraits (for Planar Systems) Section 9.3 Phase Plane Portraits (for Planar Systems) Key Terms: Equilibrium point of planer system yꞌ = Ay o Equilibrium solution Exponential solutions o Half-line solutions Unstable solution Stable

More information

MAT 22B - Lecture Notes

MAT 22B - Lecture Notes MAT 22B - Lecture Notes 4 September 205 Solving Systems of ODE Last time we talked a bit about how systems of ODE arise and why they are nice for visualization. Now we'll talk about the basics of how to

More information