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ODE Systems Tutorial for Students

This document provides a tutorial on systems of first order linear ordinary differential equations (ODEs). It contains 10 problems: 1. Rewrite scalar ODEs as first order systems and express in matrix form. 2. Prove the roots of the indicial equation are the eigenvalues of the coefficient matrix. 3. Determine the largest interval where unique solutions exist for initial value problems. It asks the student to work through problems involving rewriting equations as systems, fundamental matrices, eigenvalues, solving initial value problems, and determining increasing/decreasing solutions.

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148 views1 page

ODE Systems Tutorial for Students

This document provides a tutorial on systems of first order linear ordinary differential equations (ODEs). It contains 10 problems: 1. Rewrite scalar ODEs as first order systems and express in matrix form. 2. Prove the roots of the indicial equation are the eigenvalues of the coefficient matrix. 3. Determine the largest interval where unique solutions exist for initial value problems. It asks the student to work through problems involving rewriting equations as systems, fundamental matrices, eigenvalues, solving initial value problems, and determining increasing/decreasing solutions.

Uploaded by

SHUBHAM
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MA 102 (Ordinary Differential Equations)

IIT Guwahati

Tutorial Sheet No. 13 Date: May 12, 2020

Systems of First Order Linear ODEs

1. Rewrite the given scalar equation as a first-order system in normal form. Express the system in the
matrix form X 0 (t) = AX(t) + F (t).
(a) y 00 (t) − 3y 0 (t) − 11y(t) = sin t; (b) y (4) (t) + y(t) = t2 .

2. Prove that the roots of the indicial equation of a constant coefficient linear homogeneous differential
equation of order n are the eigenvalues of an n × n matrix.

3. Determine a largest possible interval on which we are assured that there is a unique solution to the
following initial value problems.
 √     
0 cos t t tan t 0
(a) X (t) = 3 X(t) + t , X(2) = .
t −1 e 4
 2   t   
0 t 1 + 3t e −1
(b) X (t) = X(t) + , X(0) = .
1 sin t 0 1

4. The vector functions X1 = [e−t , 2e−t , e−t ]T , X2 = [et , 0, et ]T , X3 = [e3t , −e3t , 2e3t ]T are solutions to
the system X 0 (t) = AX(t). Determine whether they form a fundamental solution set. If they do, find
a fundamental matrix for the system and give a general solution.

5. Suppose that the square matrix A has a negative eigenvalue. Show that the linear system X 0 = AX
has at least one nontrivial solution that satisfies lim X(t) = 0.
t→∞

6. If A = P −1 diag[λj ] P , show that det eA = etrace A . Verify this fact for any 2 × 2 matrix A.

7. Find a fundamental matrix of the linear system X 0 (t) = AX(t) by computing eAt .
   
    2 0 0 −2 0 0
3 1 2 −1
(a) A = , (b) A = , (c) A =  0 2 0  , (d) A =  1 −2 0 .
0 3 1 2
0 0 1 0 1 −2

8. Solve the initial value problems 0


 X (t) = AX(t),
 X(0) = X0 for the matrices
  0 −2 0
1 −1
(a) A = , (b) A =  1 2 0 
1 3
0 0 −2

9. Let X(t) be a nontrivial solution to the system X 0 (t) = AX(t), where A + AT is positive definite. Prove
that |X(t)| is an increasing function of t. (Here, | · | denotes the Euclidean norm.)

10. Solve the nonhomogeneous 0 X(0) = [1, 0]T ,


  linear system
 t X (t) = AX(t)
 + F (t) with initial
 condition

0 −1 2e 3 1 t
where (a) A = , F (t) = ; (b) A = , F (t) = .
1 0 4et 0 3 1 + 2t

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