Qualifying Exam in Dynamical Systems, Fall 2007, Exams of Applied Mathematics

A qualifying exam in dynamical systems, consisting of ten problems. Topics include recurrent solutions, phase portraits, stability of equilibrium points, uniqueness and convergence of solutions, and bifurcation theory. Students are expected to apply theoretical results and techniques to solve the problems.

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2012/2013

Uploaded on 02/21/2013

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QUALIFYING EXAM –ODE, Fall 2007
Name:
Choose six problems
1. A solution x(t), 0 t < , is called recurrent if x(tn)x(0) for some sequence
tn . Prove that a gradient dynamical system has no nonconstant recurrent solution.
2. Sketch the phase portraits of
(i) the pendulum without friction
u00 + sinu= 0,
(ii) the pendulum with friction
u00 u0+ sinu= 0,
and point out the stable and unstable equilibrium points.
3. Let Abe a n×nmatrix and h: IR IR be a bounded continuous function. Assume
that the real parts of all eigenvalues of Aare negative. Prove that x0=Ax +h(t) has a
unique bounded solution x(t) defined on (−∞,), which is given by
x(t) = Zt
−∞
eA(ts)h(s)ds
4. Prove the following instability theorem: Let Vbe a C1real-valued function defined on
a neighborhood Uof an equilibrium point ¯xof x0=f(x). Suppose Vx) = 0 and ˙
V(x)>0
in U¯x. If there is a convergent sequence xn¯xsuch that V(xn)>0, then ¯xis unstable.
5. Let fk: IRnIRn,k= 1,· · · ,satisfy
|fk(x)fk(y)| K|xy|,for x, y IRn
and
lim
k→∞
fk(x) = f(x),uniformly.
Let xk(t) be the solution of ˙x=fk(x), x(0) = x0and x(t) be the solution of ˙x=
f(x), x(0) = x0. Prove
lim
k→∞
xk(t) = x(t),uniformly.
6. Assume that F: IR IR is C1and odd, F(0) = 0, that F(x) as x and that
Fsatisfies F(x)<0 on 0 <x<aand F(x)>0 on x>a, where ais a positive constant.
Show that
y00 +F(y0) + y= 0
1
pf2

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QUALIFYING EXAM –ODE, Fall 2007

Name:

Choose six problems

  1. A solution x(t), 0 ≤ t < ∞, is called recurrent if x(tn) → x(0) for some sequence tn → ∞. Prove that a gradient dynamical system has no nonconstant recurrent solution.
  2. Sketch the phase portraits of (i) the pendulum without friction u′′^ + sinu = 0,

(ii) the pendulum with friction u′′^ − u′^ + sinu = 0,

and point out the stable and unstable equilibrium points.

  1. Let A be a n × n matrix and h : IR → IR be a bounded continuous function. Assume that the real parts of all eigenvalues of A are negative. Prove that x′^ = Ax + h(t) has a unique bounded solution x(t) defined on (−∞, ∞), which is given by

x(t) =

∫ (^) t

−∞

eA(t−s)h(s)ds

  1. Prove the following instability theorem: Let V be a C^1 real-valued function defined on a neighborhood U of an equilibrium point ¯x of x′^ = f (x). Suppose V (¯x) = 0 and V˙ (x) > 0 in U − x¯. If there is a convergent sequence xn → ¯x such that V (xn) > 0, then ¯x is unstable.
  2. Let fk : IRn^ → IRn, k = 1, · · · , satisfy

|fk(x) − fk(y)| ≤ K|x − y|, for x, y ∈ IRn

and lim k→∞

fk(x) = f (x), uniformly.

Let xk(t) be the solution of x˙ = fk(x), x(0) = x 0 and x(t) be the solution of x˙ = f (x), x(0) = x 0. Prove lim k→∞

xk(t) = x(t), uniformly.

  1. Assume that F : IR → IR is C^1 and odd, F (0) = 0, that F (x) → ∞ as x → ∞ and that F satisfies F (x) < 0 on 0 < x < a and F (x) > 0 on x > a, where a is a positive constant. Show that y′′^ + F (y′) + y = 0

1

has a nonconstant periodic solution and guess its stability.

  1. Find a bifurcation point for the following equations and a periodic solution for ≤ > 0.

x′^ = y − x(x^2 + y^2 − ≤) y′^ = −x − y(x^2 + y^2 − ≤)

  1. Determine the stability of equilibrium (x, y) = 0 of the following equations

x′^ = x^2 − xy y′^ = −y + x^2

  1. Consider x′^ = Ax+f (x) where x ∈ IRn, A is a n×n matrix, and f is a C^1 function with f (0) = 0 and f ′(0) = 0. Assume that σ(A) = σc ∪ σs. Then IRn^ = Ec ⊕ Es. Furthermore we assume that there exists a global center manifold

W c^ = {p + h(p)|p ∈ Ec}

where h : Ec → Es is a C^1 function with h(0) = 0, h′(0) = 0 and Lip(h) < 1. Prove if dim(Ec) = 2, then for each bounded solution x(t, x 0 ) the omega limit set ω(x 0 ) of x 0 is a periodic orbit if the ω(x 0 ) contains no equilibrium point.

  1. Consider x′^ = f (x) and its perturbed equation x′^ = f (x) + ≤h(t, x) where x ∈ IRn, f and h are C^2 functions, and h(t, x) is T −periodic in t, 0 < ≤ is a parameter. Prove that if x′^ = f (x) has a hyperbolic equilibrium point p∗, then the perturbed equation x′^ = f (x) + ≤h(t, x) has a unique periodic solution p(t, ≤) such that

p(t, ≤) − p∗^ = O(≤).