Math 308 Final Exam Practice Problems This review should not be used as your sole source for preparation for the exam You should also re-work all examples given in lecture and all suggested homework problems Consider the differential equation (3 x )y 3xy y = 0 (a) Seek power series solutions of the given differential equation about the point x 0 = 0 Find the recurrence relation (b) Find the first four terms in each of two solutions y and y (c) By evaluating the Wronskian W (y, y )(x 0 ), show that y and y form a fundamental set of solutions (d) If possible, find the general term in each solution Solve the linear system x + x x 3 = 5 x + x x 3 = 4 x x + 3x 3 = 8 by forming the augmented matrix and performing Gaussian elimination 3 Solve the linear system x + x 3x 3 = 3x x x 3 = x + 3x 5x 3 = 3 by forming the augmented matrix and performing Gaussian elimination 4 Solve the linear system x + x + x 3 = 3x x x 3 = 4 x + 5x + 5x 3 = by forming the augmented matrix and performing Gaussian elimination 5 Find the inverse of each matrix, if possible 3 (a) A = 6 4 (b) B = 4 8
6 Find the inverse of each matrix, if possible (a) A = 3 (b) B = 4 7 Solve the initial value problem x = ( 5 3 ) x, x(0) = Describe the behavior of the solution as t 8 Solve the initial value problem 5 x = x, x(0) = 3 Describe the behavior of the solution as t 9 Consider the system where α is a parameter α x = x, (a) Determine the eigenvalues in terms of α (b) Find the critical value(s) of α where the qualitative nature of the phase portrait for the system changes (c) Draw a phase portrait for a value of α slightly below, and for another value slightly above, each critical value 0 Solve the initial value problem 4 x = x, x(0) = 4 7 Describe the behavior of the solution as t Consider the initial value problem x = x, x(0) = 3 3 Find the matrix exponential function e At and use it to solve the initial value problem Describe the behavior of the solution as t
Consider the initial value problem 5 x = x, x(0) = 3 Find the matrix exponential function e At and use it to solve the initial value problem Describe the behavior of the solution as t 3 Find the general solution of the system 4 x = 3 x 4 Find the general solution of the system 0 x = 0 x 0 5 Use the Method of Undetermined Coefficients to solve the nonhomogeneous linear system x = x + e t 3 6 Use the Method of Variation of Parameters to solve the nonhomogeneous linear system 0 t x = x + 0 3
Solutions Solutions may contain errors or typos If you find an error or typo, please notify me at glahodny@mathtamuedu Consider the differential equation (3 x )y 3xy y = 0 (a) Seek power series solutions of the given differential equation about the point x 0 = 0 Find the recurrence relation Consider a solution in the form of a power series about x 0 = 0: y = a n x n n=0 and assume that the series converges in some interval x < ρ Differentiating term by term, we obtain y = y = na n x n, n= n(n )a n x n n= Substituting these series into the differential equation gives 3 3 (3 x ) n(n )a n x n 3x na n x n n= n(n )a n x n n= (n + )(n + )a n+ x n n=0 n= n= n(n )a n x n 3 na n x n n=0 Combining these four series, we obtain n= n(n )a n x n 3 na n x n n=0 [ ] 3(n + )(n + )an+ (n + ) a n x n = 0 n=0 a n x n = 0 n=0 a n x n = 0 n=0 a n x n = 0 For this equation to be satisfied for all x, the coefficient of each power of x must be zero Therefore, we obtain the recurrence relation 3(n + )a n+ (n + )a n = 0, n = 0,,, 3, n=0 4
(b) Find the first four terms in each of two solutions y and y The recurrence relation relates each coefficient to the second one before it Thus, the even-numbered coefficients (a 0, a, a 4, ) and the odd-numbered ones (a, a 3, a 5, ) are determined separately For the even-numbered coefficients, we have a = a 0 3, a 4 = 3a 3 4 = 3 a 0 3 4, a 6 = 5a 4 3 6 = 3 5 a 0 3 3 4 6, Similarly, for the odd-numbered coefficients, we have a 3 = a 3 3, a 5 = 4a 3 3 5 = 4 a 3 3 5, a 7 = 6a 5 3 7 = 4 6 a 3 3 3 5 7, Substituting these coefficients into the power series, we have Therefore, y = a 0 + a x + a 0! x + a 3! x3 + a 0 4! x4 + a 5! x5 + a 0 6! x6 + a = a 0 [ + 3 x + 3 3 4 x4 + 3 5 3 3 4 6 x6 + +a [ x + 3 3 x3 + 4 3 3 5 x5 + 4 6 3 3 3 5 7 x7 + y (x) = + x 6 + x4 4 + 5 43 x6 + y (x) = x + 9 x3 + 8 35 x5 + 6 945 x7 + 7! x7 + ] (c) By evaluating the Wronskian W (y, y )(x 0 ), show that y and y form a fundamental set of solutions ] It follows from the expansions in part (b) that y (0) = and y (0) = 0 differentiating the series for y (x) and y (x), we find that By y (x) = 3 x + 6 x + 5 7 x5 + y (x) = + 3 x + 8 7 x4 + Thus, at x = 0, we have y (0) = 0 and y (0) = Consequently, the Wronskian of y and y at x 0 = 0 is W (y, y )(0) = 0 0 = 0 So y and y form a fundamental set of solutions 5
(d) If possible, find the general term in each solution The results of part (b) suggest that a 0 = and, in general, if n = k, then a n = a k = a 0 3 5 (k ), k =,, 3, 3 k 4 (k) Similarly, a = and if n = k +, then Therefore, Solve the linear system a n = a k+ = y (x) = + y (x) = x + a 4 (k), k =,, 3, 3 k 3 5 (k + ) n= n= 3 5 (n ) 3 n 4 (n) xn, 4 (n) 3 n 3 5 (n + ) xn+ x + x x 3 = 5 x + x x 3 = 4 x x + 3x 3 = 8 by forming the augmented matrix and performing Gaussian elimination The augmented matrix for this linear system is 5 4 3 8 Using Gaussian elimination, we have 5 4 3 8 Thus, the solution is (,, ) 4 5 0 4 4 0 3 0 4 0 0 0 3 0 0 0 0 0 0 0 0 6 R R R 3 + R (R R ) R + R R 3 R (R R 3 )
3 Solve the linear system x + x 3x 3 = 3x x x 3 = x + 3x 5x 3 = 3 by forming the augmented matrix and performing Gaussian elimination The augmented matrix for this linear system is 3 3 3 5 3 Using Gaussian elimination, we have 3 3 3 5 3 3 0 7 7 7 0 0 0 0 0 0 0 0 0 0 0 0 R 3R R 3 R R + R 3 7 R (R 3 + R ) Therefore, x 3 = α is a free variable Using the second equation, we have Using the first equation, we have x = x 3 = α x = x 3 = α Thus, the solution set is {(α, α, α) α R} 7
4 Solve the linear system x + x + x 3 = 3x x x 3 = 4 x + 5x + 5x 3 = by forming the augmented matrix and performing Gaussian elimination The augmented matrix for this linear system is 3 4 5 5 Using Gaussian elimination, we have 3 4 5 5 0 4 4 0 4 4 0 4 4 0 0 0 Since 0, the system is inconsistent There is no solution R 3R R 3 R (R 3 + R ) 5 Find the inverse of each matrix, if possible 3 (a) A = 6 The determinant of A is det(a) = 6 ( 6) = 0 Therefore, A is nonsingular with inverse A = ( = 6 6 3 (b) B = 4 4 8 4 ) The determinant of B is det(b) = 6 6 = 0 Therefore, B is singular and B does not exist 8
6 Find the inverse of each matrix, if possible (a) A = The determinant of A is = = 9 0 Therefore, A is nonsingular and A can be found using Gaussian elimination 0 0 0 0 0 0 0 3 3 0 R R R 0 0 0 0 3 0 3 R 0 0 ( 0 0 R ) 3 3 3 0 0 0 R 3 3 3 3 0 0 0 3 3 0 0 R + R 3 3 3 0 0 R 0 R 3 3 3 0 0 0 3 3 0 0 ( R 3 3 3 ) 0 0 0 3 3 Therefore, we have obtained 3 (b) B = 4 A = 0 3 3 3 3 3 3 0 3 The determinant of B is 3 4 = 3 4 Therefore, B is singular and B does not exist 4 = 0 9
7 Solve the initial value problem x = ( 5 3 ) x, x(0) = Describe the behavior of the solution as t To find the eigenvalues of the coefficient matrix, let 5 λ 3 λ = λ 6λ + 8 = (λ )(λ 4) = 0 The eigenvalues are λ = and λ = 4 If λ =, then 3 v = 0 3 It follows that 3v = v and so v =, 3 T If λ = 4, then v = 0 3 3 It follows that v = v and so v =, T The general solution is v v x(t) = c e t + c 3 e 4t Applying the initial condition, we obtain c + c x(0) = = 3c + c It follows that c = 3/ and c = 7/ Therefore, the solution of the initial value problem is x(t) = 3 e t + 7 e 4t 3 As t, the solution trajectory diverges from the origin along the line x = x 0
8 Solve the initial value problem 5 x = x, x(0) = 3 Describe the behavior of the solution as t To find the eigenvalues of the coefficient matrix, let λ 5 3 λ = λ + λ + = 0 The roots of this quadratic are λ = ( ± 4 8) = ± i The eigenvalues are λ = + i and λ = i If λ = + i, then i 5 v = 0 i It follows that v = ( + i)v and so v = + i, T Splitting the eigenvector into its real and imaginary parts, we obtain v = a + ib = + i 0 Therefore, two real-valued linearly independent solutions are u (t) = e t cos t e t sin t, 0 u (t) = e t sin t + e t cos t 0 The general solution is cos t sin t x(t) = c e t cos t Applying the initial condition, we obtain c + c x(0) = = It follows that c = and c = c v sin t + cos t + c e t sin t Therefore, the solution of the initial value problem is cos t 3 sin t x(t) = e t cos t sin t As t, the solution trajectory spirals towards the origin
9 Consider the system where α is a parameter α x = x, (a) Determine the eigenvalues in terms of α To find the eigenvalues of the coefficient matrix, let λ α λ = λ + λ + α + = 0 The eigenvalues are λ = ( ± 4 4(α + )) = ( ± α) = ± α (b) Find the critical value(s) of α where the qualitative nature of the phase portrait for the system changes The eigenvalues are complex conjugates if α > 0 and are real otherwise Thus, α = 0 is a critical value, where the eigenvalues change from real to complex, or vice versa For < α < 0, both eigenvalues are real and negative, so all trajectories approach the origin which is an asymptotically stable node For α <, both eigenvalues are real (one positive and one negative), so the trajectories diverge from the origin which is a saddle point (c) Draw a phase portrait for a value of α slightly below, and for another value slightly above, each critical value The phase portraits illustrating the behavior of solution trajectories for different values of α are shown below α = α = 05 α = 05 5 5 5 05 05 05 x 0 x 0 x 0-05 -05-05 - - - -5-5 -5 - - - 0 x - - - 0 x - - - 0 x (Note: On the exam, you will not be required to sketch a direction field or phase portrait)
0 Solve the initial value problem 4 x = x, x(0) = 4 7 Describe the behavior of the solution as t 3 To find the eigenvalues of the coefficient matrix, let λ 4 4 7 λ = λ + 6λ + 9 = (λ + 3) = 0 There is a double eigenvalue λ = λ = 3 If λ = 3, then 4 4 v = 0 4 4 It follows that v = v and so v =, T To find a generalized eigenvector w of the coefficient matrix A corresponding to the eigenvalue λ = 3, let (A + 3I)w = v That is, 4 4 /4 4 4 0 0 0 It follows that w = w + /4 and so w = /4, 0 T Thus, the general solution is [ ( )] x(t) = c e 3t + c te 3t + e 3t 40 Applying the initial condition, we obtain ( c + x(0) = c ) 4 = It follows that c = and c = 4 c v 3 Therefore, the solution of the initial value problem is 3 + 4t x(t) = e 3t + 4t As t, the solution trajectory approaches the origin 3
Consider the initial value problem x = x, x(0) = 3 Find the matrix exponential function e At and use it to solve the initial value problem Describe the behavior of the solution as t To find the eigenvalues of the coefficient matrix, let λ 3 λ = λ = (λ + )(λ ) = 0 The eigenvalues are λ = and λ = If λ =, then 3 v = 0 3 It follows that 3v = v and so v =, 3 T If λ =, then v = 0 3 3 It follows that v = v and so v =, T Thus, a fundamental matrix is v v e t e X(t) = t 3e t At the initial time t 0 = 0, we have ( X(0) =, X (0) = 3 e t 3 The matrix exponential function is given by e At = X(t)X (0) = e t + 3 et e t et 3 e t + 3 et 3 e t et Therefore, the solution of the initial value problem is x(t) = e At x 0 = 7 e t 3 e t 3 As t, the solution trajectory diverges from the origin along the line x = x ) 4
Consider the initial value problem 5 x = x, x(0) = 3 Find the matrix exponential function e At and use it to solve the initial value problem Describe the behavior of the solution as t To find the eigenvalues of the coefficient matrix, let λ 5 λ = λ + = 0 The eigenvalues are λ = i and λ = i If λ = i, then i 5 v = 0 i It follows that v = ( + i)v and so v = + i, T Splitting the eigenvector into its real and imaginary parts, we obtain v = a + ib = + i 0 Therefore, two real-valued linearly independent solutions are u (t) = cos t sin t, 0 u (t) = sin t + cos t 0 Thus, a fundamental matrix is cos t sin t sin t + cos t X(t) = cos t sin t At the initial time t 0 = 0, we have X(0) =, X (0) = 0 v 0 The matrix exponential function is given by sin t + cos t 5 sin t e At = X(t)X (0) = sin t cos t sin t Therefore, the solution of the initial value problem is 3 cos t + sin t x(t) = e At x 0 = sin t + cos t 5
3 Find the general solution of the system 4 x = 3 x To find the eigenvalues of the coefficient matrix, let λ 4 3 λ = λ 3 + λ + 5λ 6 λ The eigenvalues are λ =, λ =, and λ 3 = 3 If λ =, then 0 4 0 3 0 0 = (λ )(λ + )(3 λ) = 0 0 0 0 4 0 0 0 0 0 It follows that v 3 = α, v = 4α, v = α, and so v =, 4, T If λ =, then 3 4 0 3 4 0 0 0 0 0 0 0 0 0 0 It follows that v 3 = α, v = α, v = α, and so v =,, T If λ 3 = 3, then 4 0 3 0 4 0 0 0 0 0 0 0 0 0 It follows that v 3 = α, v = α, v = α, and so v 3 =,, T Therefore, the general solution is x(t) = c e t 4 + c e t + c 3 e 3t 6
4 Find the general solution of the system 0 x = 0 x 0 To find the eigenvalues of the coefficient matrix, let λ λ λ = (λ + ) ( λ) = 0 The eigenvalues are λ = and λ = λ 3 = If λ =, then 0 0 0 0 0 0 0 0 0 0 0 It follows that v 3 = α, v = α, v = α, and so v =,, T If λ =, then 0 0 0 0 0 0 0 0 0 0 0 0 It follows that v = α, v 3 = β, v = α β Two linearly independent eigenvectors can be found by taking α = 0 and β = 0, respectively That is, v =, 0, T and v 3 =,, 0 T Therefore, the general solution is x(t) = c e t + c e t 0 + c 3 e t 0 (Note: Since the coefficient matrix is a real symmetric matrix, we are able to find linearly independent eigenvectors for the repeated eigenvalue λ = ) 7
5 Use the Method of Undetermined Coefficients to solve the nonhomogeneous linear system x = x + e t 3 To find the eigenvalues of the coefficient matrix, let λ 3 λ = λ = 0 The eigenvalues are λ = and λ = If λ =, then v = 0 3 3 It follows that v = v and so v =, T It λ =, then 3 v = 0 3 It follows that 3v = v and so v =, 3 T Therefore, the homogeneous solution is x h (t) = c e t + c e t 3 Consider a particular solution of the form v v x p (t) = ate t + be t Substituting the particular solution into the differential equation and collecting terms, we obtain Aa = a Ab = (a + b) It follows that a is an eigenvector of A corresponding to the eigenvalue λ = Thus, a = α, α T, where α is a free variable Therefore, the second equation can be rewritten as α (A I)b = α + The augmented matrix for this linear system is ( α α 3 3 α + 0 0 4 α ) 8
The system can be solved if and only if α =, in which case a =, T augmented matrix is 0 0 0 and the It follows that b = β +, β T, where β is a free variable Choosing β = 0, we have a = b = 0 Thus, a particular solution of the nonhomogeneous system is x p (t) = te t + e t 0 Therefore, the general solution of the nonhomogeneous system is x(t) = c e t + c e t + te t + e t 3 0 9
6 Use the Method of Variation of Parameters to solve the nonhomogeneous linear system 0 t x = x + 0 To find the eigenvalues of the coefficient matrix, let λ λ = λ + = 0 The eigenvalues are λ = i and λ = i If λ = i, then i v = 0 i It follows that v = iv and so v = i, T Splitting the eigenvector into its real and imaginary parts, we obtain 0 v = + i 0 Two linearly independent solutions of the homogeneous system are 0 u (t) = cos t sin t, 0 0 u (t) = sin t + cos t 0 Therefore, a fundamental matrix for the homogeneous system is sin t cos t X(t) = cos t sin t v The inverse of this matrix is sin t cos t X (t) = cos t sin t Thus, X (t)g(t) dt = = = sin t cos t t dt cos t sin t t sin t + cos t t dt cos t + sin t t cos t t sin t cos t + sin t t sin t + t cos t sin t cos t 0
Therefore, a particular solution of the nonhomogeneous sytem is x p (t) = X(t) X (t)g(t) dt sin t cos t t = cos t t sin t cos t + sin t cos t sin t t sin t + t cos t sin t cos t t = t The general solution of the nonhomogeneous equation is sin t cos t x(t) = c + c cos t + sin t ( t t )