3.10 Exercises
These are homework exercises to accompany Libl's "Differential Equations for Engineering " Textmap. This is a textbook targeted for a one semester first course on differential equations, aimed at engineering students. Prerequisite for the course is the basic calculus sequence.
Your Turn
Find the general solution of x 1 ′ = x 2 − x 1 + t , x 2 ′ = x 2 .
Your Turn
Find the general solution of x 1 ′ = 3 x 1 − x 2 + e t , x 2 ′ = x 1 .
Your Turn
Write x ″ + y 2 y ′ − x 3 = sin ( t ) , y ″ + ( x ′ + y ′ ) 2 − x = 0 as a first order system of ODEs.
Your Turn
Suppose two masses on carts on frictionless surface are at displacements x 1 and x 2 as in Example 3.1.3. Suppose that a rocket applies force F in the positive direction on cart x 1 . Set up the system of equations.
Example 1
Suppose the tanks are as in Example 3.1.2, starting both at volume V , but now the rate of flow from tank 1 to tank 2 is r 1 , and rate of flow from tank 2 to tank one is r 2 . Notice that the volumes are now not constant. Set up the system of equations.
Your Turn
Find the general solution to y 1 ′ = 3 y 1 , y 2 ′ = y 1 + y 2 , y 3 ′ = y 1 + y 3 .
Answer
y 1 = C 1 e 3 x , y 2 = y ( x ) = C 2 e x + C 1 2 e 3 x , y 3 = y ( x ) = C 3 e x + C 1 2 e 3 x
Your Turn
Solve y ′ = 2 x , x ′ = x + y , x ( 0 ) = 1 , y ( 0 ) = 3 .
Answer
x = 5 3 e 2 t − 2 3 e − t , y = 5 3 e 2 t + 4 3 e − t
Your Turn
Write y 1 ″ + y 1 + y 2 = t y 2 ″ + y 1 − y 2 = t 2 as a first order system.
Answer
y 3 ′ + y 1 + y 2 = t , y 4 ′ + y 1 − y 2 = t 2 , y 1 ′ = y 3 , y 2 ′ = y 4
Your Turn
Suppose two masses on carts on frictionless surface are at displacements x 1 and x 2 as in Example 3.1.3. Suppose initial displacement is x 1 ( 0 ) = x 2 ( 0 ) = 0 , and initial velocity is x 1 ′ ( 0 ) = x 2 ′ ( 0 ) = a for some number a . Use your intuition to solve the system, explain your reasoning.
Answer
x 1 = x 2 = a t . Explanation of the intuition is left to reader.
Your Turn
Suppose the tanks are as in Example 3.1.2 except that clean water flows in at the rate s liters per second into tank 1, and brine flows out of tank 2 and into the sewer also at the rate of s liters per second.
Draw the picture. Set up the system of equations. Intuitively, what happens as t goes to infinity, explain.
Answer
Left to reader x 1 ′ = r V ( x 2 − x 1 ) , x 2 ′ = r V x 1 − r − s V x 2 .As t goes to infinity, both x 1 and x 2 go to zero, explanation is left to reader.
Your Turn
Compute determinant of [ 1 2 3 1 4 0 5 0 6 0 7 0 8 0 10 1 ] . Hint: Expand along the proper row or column to make the calculations simpler.
Your Turn
For which h is [ 1 2 3 4 5 6 7 8 h ] not invertible? Is there only one such h ? Are there several? Infinitely many?
Your Turn
Find 3 nonzero 2 × 2 matrices A , B , and C such that A B = A C but B ≠ C .
Your Turn
Solve [ 1 1 1 − 1 ] x → = [ 10 20 ] .
Answer
15
−
5
Your Turn
Suppose a , b , c are nonzero numbers. Let M = [ a 0 0 b ] , N = [ a 0 0 0 b 0 0 0 c ] .
Compute M − 1 . Compute N − 1 .
Answer
1
a
0
0
1
b
1
a
0
0
0
1
b
0
0
0
1
c
Your Turn
Verify that the system x → ′ = [ 1 3 3 1 ] x → has the two solutions [ 1 1 ] e 4 t and [ 1 − 1 ] e − 2 t . Write down the general solution. Write down the general solution in the form x 1 = ? ,x 2 = ? (i.e. write down a formula for each element of the solution).
Your Turn
Verify that [ 1 1 0 ] e t and [ 1 − 1 1 ] e t and [ 1 − 1 1 ] e 2 t are linearly independent. Hint: You must be a bit more tricky than in the previous exercise.
Your Turn
Take the system x 1 ′ + x 2 ′ = x 1 , x 1 ′ − x 2 ′ = x 2 .
Write it in the form A x → ′ = B x → for matrices A and B . Compute A − 1 and use that to write the system in the form x → ′ = P x → .
Your Turn
Are [ c o s h ( t ) 1 ] , [ e t 1 ] and [ e − t 1 ] linearly independent? Justify.
Answer
No. cosh ( t ) 1
Your Turn
Write x 1 ′ = 2 t x 2 and x 2 ′ = 2 t x 2 in matrix notation. Solve and write the solution in matrix notation.Add exercises text here.
Answer
0
2
t
0
2
t
C
2
e
t
2
+
C
1
C
2
e
t
2
Your Turn
Find the general solution of x 1 ′ = 2 x 1 , x 2 ′ = 3 x 2 using the eigenvalue method (first write the system in the form x → ′ = A x → ). Solve the system by solving each equation separately and verify you get the same general solution.
Your Turn
Find the general solution of x 1 ′ = 3 x 1 + x 2 , x 2 ′ = 2 x 1 + 4 x 2 using the eigenvalue method.
Your Turn
Find the general solution of x 1 ′ = x 1 − 2 x 2 , x 2 ′ = 2 x 1 x 2 using the eigenvalue method. Do not use complex exponentials in your solution.
Your Turn
Compute eigenvalues and eigenvectors of 9 − 2 − 6 − 8 3 6 10 − 2 − 6 . Find the general solution of x → ′ = A x → .
Your Turn
Let a , b , c , d , e , f be numbers. Find the eigenvalues of a b c 0 d e 0 0 f
Your Turn
Compute eigenvalues and eigenvectors of 1 0 3 − 1 0 1 2 0 2 . Solve the system x → ′ = A x → .
Answer
Eigenvalues: 4 , 0 , − 1 Eigenvectors: 1 0 1 , 0 1 0 , 3 5 − 2
1
0
1
Your Turn
Compute eigenvalues and eigenvectors of 1 1 − 1 0 Solve the system x → ′ = A x → .
Answer
Eigenvalues: 1 + 3 i 2 , 1 − 3 i 2 , Eigenvectors: − 2 1 − 3 i , − 2 1 + 3 i
−
2
cos
(
3
t
2
)
cos
(
3
t
2
)
+
3
sin
(
3
t
2
)
Your Turn
Solve x 1 ′ = x 2 , x 2 ′ = x 1 using the eigenvalue method.
Answer
1
1
Your Turn
Solve x 1 ′ = x 2 , x 2 ′ = − x 1 using the eigenvalue method.
Answer
cos
(
t
)
−
sin
(
t
)
Your Turn
Take the equation m x ″ + c x ′ + k x = 0 , with m > 0 , c ≥ 0 , k > 0 for the mass-spring system.
Convert this to a system of first order equations. Classify for what m , c , k do you get which behavior. Can you explain from physical intuition why you do not get all the different kinds of behavior here?
Your Turn
Can you find what happens in the case when P = [ 1 1 0 1 ] ? In this case the eigenvalue is repeated and there is only one eigenvector. What picture does this look like?
Your Turn
Can you find what happens in the case when P = [ 1 1 1 1 ] ? Does this look like any of the pictures we have drawn?
Your Turn
Which behaviors are possible if P is diagonal, that is a 0 0 b ? You can assume that a and b are not zero.
Your Turn
Take the system from Example 3.1.2, x 1 ′ = r V ( x 2 − x 1 ) , x 2 ′ = r V ( x 1 − x 2 ) . As we said, one of the eigenvalues is zero. What is the other eigenvalue, how does the picture look like and what happens when t goes to infinity.
Your Turn
Take [ x y ] ′ = [ 0 1 0 0 ] [ x y ] . Draw the vector field and describe the behavior. Is it one of the behaviours that we have seen before?
Answer
The solution does not move anywhere if y = 0 . When y is positive, the solution moves (with constant speed) in the positive x direction. When y is negative, the solution moves (with constant speed) in the negative x direction. It is not one of the behaviors we saw. Note that the matrix has a double eigenvalue 0 and the general solution is x = C 1 t + C 2 and y = C 1 , which agrees with the description
Your Turn
challenging
Let us take the example in Figure 3.6.3 with the same parameters as before: m 1 = 2 , k 1 = 4 , and k 2 = 2 , except for m 2 , which is unknown. Suppose that there is a force cos ( 5 t ) acting on the first mass. Find an m 2 such that there exists a particular solution where the first mass does not move.
Note
Note
This idea is called dynamic damping. In practice there will be a small amount of damping and so any transient solution will disappear and after long enough time, the first mass will always come to a stop.
Your Turn
Let us take the example in Figure 3.6.2 with parameters m 1 = m 2 = 1 , k 1 = k 2 = 1 . Does there exist a set of initial conditions for which the first cart moves but the second cart does not? If so, find those conditions. If not, argue why not.
Your Turn
Suppose there are three carts of equal mass m and connected by two springs of constant k (and no connections to walls). Set up the system and find its general solution.
Answer
m 0 0 0 m 0 0 0 m .
Solution: 1 − 2 1 .
Your Turn
Suppose a cart of mass 2 kg is attached by a spring of constant k = 1 to a cart of mass 3 kg , which is attached to the wall by a spring also of constant k = 1 . Suppose that the initial position of the first cart is 1 meter in the positive direction from the rest position, and the second mass starts at the rest position. The masses are not moving and are let go. Find the position of the second mass as a function of time.
Answer
x
2
=
(
2
5
)
cos
(
1
6
t
)
−
(
2
5
)
cos
(
t
)
Your Turn
Let A = [ 5 − 4 4 0 3 0 − 2 4 − 1 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Your Turn
Let A = [ 2 1 0 0 2 0 0 0 2 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → in two different ways and verify you get the same answer.
Your Turn
Let A = [ 0 1 2 − 1 − 2 − 2 − 4 4 7 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Your Turn
Let A = [ 0 4 − 2 − 1 − 4 1 0 0 − 2 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Your Turn
Let [ 2 1 − 1 − 1 0 2 − 1 − 2 4 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Your Turn
Suppose that A is a 2 × 2 matrix with a repeated eigenvalue λ . Suppose that there are two linearly independent eigenvectors. Show that A = λ I .
Your Turn
Let A = [ 1 1 1 1 1 1 1 1 1 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Answer
3
,
0
,
0
No defects.
1
1
1
Your Turn
Let A = [ 1 3 3 1 1 0 − 1 1 2 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Answer
1
,
1
,
2
Eigenvalue 1 has a defect of 1
0
1
−
1
Your Turn
Let A = [ 2 0 0 − 1 − 1 9 0 − 1 5 ] .
What are the eigenvalues? What is/are the defect(s) of the eigenvalue(s)? Find the general solution of x → ′ = A x → .
Answer
2
,
2
,
2
Eigenvalue 2 has a defect of 2
0
3
1
Your Turn
Let A = [ a a b c ] , where a , b , and c are unknowns. Suppose that 5 is a doubled eigenvalue of defect 1, and suppose that [ 1 0 ] is the eigenvector. Find A and show that there is only one solution.
Answer
5
5
0
5
Your Turn
Using the matrix exponential, find a fundamental matrix solution for the system, x ′ = 3 x + y , y ′ = x + 3 y .
Your Turn
Find a fundamental matrix solution for the system, x 1 ′ = 7 x 1 + 4 x 2 + 12 x 3 , x 2 ′ = x 1 + 2 x 2 + x 3 , x 3 ′ = − 3 x 1 − 2 x 2 − 5 x 3 . Then find the solution that satisfies x → = [ 0 1 − 2 ] .
Your Turn
(challenging)
Suppose A B = B A . Show that under this assumption, e A + B = e A e B .
Your Turn
Use Exercise 3.8 .5 to show that ( e A ) − 1 = e − A . In particular this means that e A is invertible even if A is not.
Your Turn
Suppose A is a matrix with eigenvalues − 1 , 1 , and corresponding eigenvectors [ 1 1 ] , [ 0 1 ] .
Find matrix A with these properties. Find the fundamental matrix solution to x → ′ = A x → . Solve the system in with initial conditions x → ( 0 ) = [ 2 3 ] .
Your Turn
Suppose that A is an n × n matrix with a repeated eigenvalue λ of multiplicity n. Suppose that there are n linearly independent eigenvectors. Show that the matrix is diagonal, in particular A = λ 𝐼 . Hint: Use diagonalization and the fact that the identity matrix commutes with every other matrix.
Your Turn
Let A = [ − 1 − 1 1 − 3 ] .
Find e t A . Solve x → ′ = A x → , x → ( 0 ) = [ 1 − 2 ] .
Your Turn
For any positive integer n , find a formula (or a recipe) for A n for the following matrices:
3
0
0
9
5
2
4
7
0
1
0
0
2
1
0
2
Your Turn
Compute e t A where A = [ 1 − 2 − 2 1 ] .
Answer
e
3
t
+
e
−
t
2
e
−
t
−
e
3
t
2
e
−
t
−
e
3
t
2
e
3
t
+
e
−
t
2
Your Turn
Compute e t A where A = [ 1 − 3 2 − 2 1 2 − 1 − 3 4 ] .
Answer
2
e
3
t
−
4
e
2
t
+
3
e
t
3
e
t
2
−
3
e
3
t
2
−
e
3
t
+
4
e
2
t
−
3
e
t
2
e
t
−
2
e
2
t
e
t
2
e
2
t
−
2
e
t
2
e
3
t
−
5
e
2
t
+
3
e
t
3
e
t
2
−
3
e
3
t
2
−
e
3
t
+
5
e
2
t
−
3
e
t
Your Turn
Compute e t A where A = [ 3 − 1 1 1 ] . Solve x → ′ = A x → for x → ( 0 ) = [ 1 2 ] .
Answer
(
t
+
1
)
e
2
t
−
t
e
2
t
t
e
2
t
(
1
−
t
)
e
2
t
(
1
−
t
)
e
2
t
(
2
−
t
)
e
2
t
Your Turn
Compute the first 3 terms (up to the second degree) of the Taylor expansion of e t A where A = [ 2 3 2 2 ] (Write as a single matrix). Then use it to approximate e 0.1 A .
Answer
1 + 2 t + 5 t 2 3 t + 6 t 2 2 t + 4 t 2 1 + 2 t + 5 t 2 1.25 0.36 0.24 1.25
Your Turn
For any positive integer n , find a formula (or a recipe) for A n for the following matrices:
7
4
−
5
−
2
−
3
4
−
6
−
7
0
1
1
0
Answer
5
(
3
n
)
−
2
n
+
2
4
(
3
n
)
−
2
n
+
2
5
(
2
n
)
−
5
(
3
n
)
5
(
2
n
)
−
4
(
3
n
)
3
−
2
(
3
n
)
2
(
3
n
)
−
2
3
−
3
n
+
1
3
n
+
1
−
2
1 0 0 1 if n is even, and 0 1 1 0 if n is odd.
Your Turn
Find a particular solution to x ′ = x + 2 y + 2 t , y ′ = 3 x + 2 y − 4 ,
using integrating factor method, using eigenvector decomposition, using undetermined coefficients.
Your Turn
Find the general solution to x ′ = 4 x + y − 1 , y ′ = x + 4 y − e t ,
using integrating factor method, using eigenvector decomposition, using undetermined coefficients.
Your Turn
Find the general solution to x 1 ′ ′ = − 6 x 1 + 3 x 2 + cos ( t ) , x 2 ″ = 2 x 1 − 7 x 2 + 3 cos ( t ) ,
using eigenvector decomposition, using undetermined coefficients.
Your Turn
Find the general solution to x 1 ″ = − 6 x 1 + 3 x 2 + cos ( 2 t ) , x 2 ″ = 2 x 1 − 7 x 2 + cos ( 2 t ) ,
using eigenvector decomposition, using undetermined coefficients.
Your Turn
Take the equation
1
t
−
1
1
1
t
Check that t sin t − t cos t
is the complementary solution. Use variation of parameters to find a particular solution.
Your Turn
Find a particular solution to x ′ = 5 x + 4 y + t , y ′ = x + 8 y − t ,
using integrating factor method, using eigenvector decomposition, using undetermined coefficients.
Answer
The general solution is (particular solutions should agree with one of these): x ( t ) = C 1 e 9 t + 4 C 2 e 4 t − t 3 − 5 54 , y ( t ) = C 1 e 9 t − C 2 e 4 t + t 6 + 7 216
Your Turn
Find a particular solution to x ′ = y + e t , y ′ = x + e t ,
using integrating factor method, using eigenvector decomposition, using undetermined coefficients.
Answer
The general solution is (particular solutions should agree with one of these): x ( t ) = C 1 e t + C 2 e − t + t e t , y ( t ) = C 1 e t − C 2 e − t + t e t
Your Turn
Solve x 1 ′ = x 2 + t , x 2 ′ = x 1 + t with initial conditions x 1 ( 0 ) = 1 , x 2 ( 0 ) = 2 , using eigenvector decomposition.
Answer
1
1
Your Turn
Solve x 1 ″ = − 3 x 1 + x 2 + t , x 2 ″ = 9 x 1 + 5 x 2 + cos ( t ) with initial conditions x 1 ( 0 ) = 0 , x 2 ( 0 ) = 0 , x 1 ′ ( 0 ) = 0 , x 2 ′ ( 0 ) = 0 , using eigenvector decomposition.
Answer
1
9
Adapted from Differential Equations for Engineers by Jiří Lebl (Oklahoma State University), hosted on LibreTexts (math.libretexts.org) and licensed under CC BY-SA 4.0. Changes were made. License: CC-BY-SA-4.0 .