M2A1 Exam Solutions: Diff. Equations, Phase Planes, and Calculus, Exams of Mathematics

Solutions to various problems involving ordinary differential equations, phase planes, and calculus of variations. Topics include finding fixed points, analyzing local stability, sketching phase portraits, and applying the euler-lagrange equation. Students studying advanced calculus or differential equations will find this document useful.

Typology: Exams

2012/2013

Uploaded on 02/23/2013

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M2A1 Exam 2007
1. Consider the pair of ordinary differential equations
˙x=xxy , ˙y= 1 xy ,
where the dot refers to differentiation with respect to time t.
(i) Show that they have two fixed points, one of which lies on the y-axis and the other
lies in the lower half-plane.
(ii) Find the local eigenvalues and eigenvectors of the Jacobian matrices corresponding to
each point. Hence show that these points are classified as a stable node and a saddle
respectively.
(iii) Sketch the phase plane showing how phase trajectories connect between these two
points.
(iv) In particular sketch the trajectory in the upper half-plane that is is tangent to the
x-axis at the point (1,0). Use the differential equations to show that near this point,
this trajectory can be approximated by
y=1
2(x1)2.
2. Find the critical points of the nonlinear system of ordinary differential equations
˙x=y , ˙y=y+ 1 x2.
Classify these critical points and sketch a selection of orbits in the phase plane. On your
diagram, you should show the locus of points on which dy/dx = 0, the locus of points on
which dy/dx =, and the signs of dy/dx in each sector into which the phase plane is
divided by these loci.
3. Use the disturbance function method to show that the integral
I=Zx2
x1
f(x, y, y0)dx
takes stationary values if y(x)satisfies the Euler-Lagrange equation
fyd
dxfy0= 0 .
y(x1)and y(x2)take fixed values and subscripts denote partial derivatives. You may assume
that fhas continuous 2nd partial derivatives.
(i) Write down an expression for the total derivative d/dx.
(ii) Show that the Euler-Lagrange equation can be written in the form
fx+d
dx (y0fy0f)=0.
pf2

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M2A1 Exam 2007

1. Consider the pair of ordinary differential equations

x ˙ = −x − xy , y˙ = 1 − x − y ,

where the dot refers to differentiation with respect to time t.

(i) Show that they have two fixed points, one of which lies on the y-axis and the other lies in the lower half-plane. (ii) Find the local eigenvalues and eigenvectors of the Jacobian matrices corresponding to each point. Hence show that these points are classified as a stable node and a saddle respectively. (iii) Sketch the phase plane showing how phase trajectories connect between these two points. (iv) In particular sketch the trajectory in the upper half-plane that is is tangent to the x-axis at the point (1, 0). Use the differential equations to show that near this point, this trajectory can be approximated by

y = 12 (x − 1)^2.

2. Find the critical points of the nonlinear system of ordinary differential equations

x ˙ = y , y˙ = y + 1 − x^2.

Classify these critical points and sketch a selection of orbits in the phase plane. On your diagram, you should show the locus of points on which dy/dx = 0, the locus of points on which dy/dx = ∞, and the signs of dy/dx in each sector into which the phase plane is divided by these loci.

3. Use the disturbance function method to show that the integral

I =

∫ (^) x 2

x 1

f (x, y, y′) dx

takes stationary values if y(x) satisfies the Euler-Lagrange equation

fy −

d dx

fy′^ = 0.

y(x 1 ) and y(x 2 ) take fixed values and subscripts denote partial derivatives. You may assume that f has continuous 2nd partial derivatives.

(i) Write down an expression for the total derivative d/dx. (ii) Show that the Euler-Lagrange equation can be written in the form

fx +

d dx

(y′fy′^ − f ) = 0.

Hence show that if y(0) = 0 and y(1) = 1 and

I =

0

y′^2 + β^2 y^2

dx ,

then I takes stationary values when y(x) satisfies

y =

sinh βx sinh β

4. The positive part of the y-axis is the principal axis of a cone whose vertex lies at the origin.

The curved surface of the cone is represented by x^2 + z^2 = y^2 , which is parametrized by x = y cos θ and z = y sin θ. Show that the arc length of a curve on this surface, with end points represented by θ 1 and θ 2 , is given by

arc length =

∫ (^) θ 2

θ 1

ds =

∫ (^) θ 2

θ 1

dy dθ

  • y^2

dθ.

Show that the arc length takes stationary values when y and θ satisfy the differential equation

2 c^2

dy dθ

= y^2

y^2 − c^2

, c = const.

Show that this differential equation is satisfied by

y = ±c cosec

θ + δ √ 2

, δ = const.

You may assume the Euler-Lagrange equations in the form (y′^ = dy/dθ)

fθ +

d dθ

(y′fy′^ − f ) = 0.

5. Traffic flows on a road with a density ρ(x, t) according to the kinematic wave equation

ρt + (1 − ρ)ρx = 0. (a) Show that for initial data ρ(x, 0) = f (x) there is an implicit solution of the form ρ = f (x − (1 − ρ)t). (b) Consider the two sets of initial conditions: (i)

f (x) =

x 0 ≤ x ≤ 1 , 2 − x 1 ≤ x ≤ 2 , 0 otherwise. (ii)

f (x) =

1 x ≤ 0 , 1 1+x x^ ≥^0. Show that a shock develops from (i) but not from (ii). Does this shock develop on the backwards-looking face or the forwards-looking face? (c) For case (i) in Part (b) above, find the solution ρ(x, t) explicitly in terms of x and t. (d) Show that for this version of the kinematic wave equation, the propagation velocity is less than the flow velocity.