Exam
UNIVERSITY OF UTAH DEPARTMENT OF MATHEMATICS Ph. D. Preliminary Examination in Differential Equations August 13, 2012.
Fall 2012 · 10 questions in this exam.
Questions in This Exam
Ordered by the question sequence in the original exam.
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Question 1
Suppose \(A(t)\) is a real \(n\times n\) matrix function which is smooth in \(t\) and periodic of period \(T>0\). Consider the linear differential equation in \(\mathbb {R}^n\) \begin{equation} \begin {cases} \dfrac {dx}{dt}=A(t)x,\\ x(0)=x_0. \end {cases} \tag {1} \end{equation} Let \(\Phi (t)\) be the fundamental matrix solution with \(\Phi (0)=I\).
- Define: Floquet Matrix, Floquet Multiplier and Floquet Exponent. How are these related to \(\Phi (t)\)? State the necessary and sufficient conditions so that (1) has a nonzero \(T\)-periodic solution.
- Prove that the zero solution is unstable for the system \(\dot {x}=A(t)x\), where \[ A(t)= \begin {pmatrix} 1 & 1\\ 0 & \dot {h}(t)/h(t) \end {pmatrix}, \] and \(h(t)=2+\sin t-\cos t\).
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Question 2
Let \(A\) be an \(n\times n\) real matrix whose eigenvalues \(\lambda _i\) satisfy \(\Re \lambda _i<0\) for all \(i=1,\ldots ,n\). Consider the initial value problem for \(x_0\in \mathbb {R}^n\), \begin{equation} \begin {cases} \dfrac {dx}{dt}=Ax+h(x,t), & \text {with } h(x,t)=\dfrac {t\norm {x}^3}{1+t}v,\\ x(0)=x_0 \end {cases} \tag {2} \end{equation} where \(v\in \mathbb {R}^n\) is a unit vector.
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Show that if \(\lvert x_0\rvert \) is small enough, there is a bounded solution to (2) that exists for all time.
[Hint: Using variation-of-parameters and the fact that \[ \lim _{\norm {x}\to 0}\left (\norm {h(x,t)}/\norm {x}\right )=0 \] uniformly in \(t\), for \(t>0\), obtain an integral inequality for \(\norm {x}\) and then apply Gronwall’s Inequality: Suppose \(g(t)\) and \(u(t)\) are nonnegative functions and \(c_0\ge 0\) is a constant that satisfy \(u(t)\le c_0+\int _0^t g(s)u(s)\dd s\) for all \(t\ge 0\). Then Gronwall’s Inequality implies \[ u(t)\le c_0\exp \left (\int _0^t g(s)\dd s\right ) \] for all \(t\ge 0\).]
- Let \(z(t)=0\) for all \(t\) be the zero solution to (2). Define what it means for \(z\) to be Lyapunov Stable. Show that \(z\) is Lyapunov stable for this equation.
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Question 3
Consider Griffith’s model for a genetic control system, where \(x\) and \(y\) are proportional to concentration of protein and the messenger RNA from which it is translated, respectively, and \(\mu >0\) is a rate constant \[ \begin {aligned} \dot {x} &= y-\mu x,\\ \dot {y} &= \frac {x^2}{1+x^2}-y. \end {aligned} \]
- Show that the system has three fixed points when \(\mu <\mu _c\) and one when \(\mu >\mu _c\) where \(\mu _c\) is to be determined.
- What is the nature of the bifurcation at \(\mu =\mu _c\)?
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Question 4
Consider a Brusselator system for chemical reactants \(x,y\) given by \[ \begin {aligned} \dot {x} &= 1-4x+x^2y,\\ \dot {y} &= 3x-x^2y \end {aligned} \]
- Show that the quadrilateral bounded by the lines \(x=0\), \(y=0\), \(y=8+x\) and \(y=10-x\) is a forward invariant subset. [Hint: need to show that if \(n\) is the outer normal to a given edge of the quadrilateral, then \(n\cdot (\dot {x},\dot {y})\le 0\).]
- Find the fixed points and determine their stability.
- Show that the system has at least one nonconstant periodic solution.
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Question 5
- State the Center Manifold Theorem for rest points. Briefly explain its importance in bifurcation theory.
- Construct an approximation to the center manifold at the origin and use it to determine the local behavior of solutions. \[ \begin {aligned} \dot {x} &= -xy,\\ \dot {y} &= -y+x^2-2y^2. \end {aligned} \]
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Question 6
Consider the second-order equation \[ \nabla ^2u-cu=f\qquad \text {in }D\subset \mathbb {R}^n \] with \(c\) constant, \(u,f\in C^2(D)\) and \[ u=g\qquad \text {on }\partial D, \] where \(D\) is bounded and \(\partial D\) is smooth.
- Assuming a solution \(u\) exists, show that it is unique when \(c>0\). Establish this using two different methods: (i) an integral method and (ii) a Maximum Principle.
- Suppose that \(n=2\), \(c<0\), \(f=g=0\), and \(D\) is the region \(r^2=x^2+y^2<1\). Show that for \(a_0\) constant, \[ u=a_0J_0(r\sqrt {-c}), \] is a solution as long as \(\sqrt {-c}\) is a zero of the Bessel function \(J_0(x)\), which satisfies \[ \frac {d^2J_0}{dx^2}+\frac 1x\frac {dJ_0}{dx}+J_0=0. \]
- Suppose that \(n=3\), \(c<0\), \(f=g=0\), and \(D\) is the region \(1<x^2+y^2+z^2<4\). Show that there are non-trivial solutions if \(c=-n^2\pi ^2\), \(n=1,2,3\ldots \).
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Question 7
Suppose that \(\rho (x,t)\) is the number density of cars per unit length along a road, \(x\) being distance along the road, such that \[ \frac {\partial \rho }{\partial t} +\frac {\partial [\rho (1-\rho )]}{\partial x}=0. \]
- Show that \(\rho \) is constant along the characteristics \[ \frac {dx}{dt}=1-2\rho , \] and derive the following Rankine-Hugoniot condition for the speed of a shock \(x=S(t)\): \[ \frac {dS}{dt}=\frac {[\rho (1-\rho )]_-^+}{[\rho ]_-^+}. \]
- A queue is building up at a traffic light \(x=1\) so that, when the light turns to green at \(t=0\), \[ \rho (x,0)= \begin {cases} 0, & \text {if }x<0\text { and }x>1,\\ x, & \text {if }0<x<1. \end {cases} \] Solve the corresponding characteristic equations, and sketch the resulting characteristic curves. Deduce that a collision first occurs at \(x=1/2\) when \(t=1/2\), and that thereafter there is a shock such that \[ \frac {dS}{dt}=\frac {S+t-1}{2t}. \]
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Question 8
According to Maxwell’s Equations, the static magnetic field \(H=(H_1,H_2,H_3)^T\) in an inhomogeneous medium satisfies \[ \nabla \cdot (\mu H)=0,\qquad \nabla \times H=0, \] where \(\mu \) is a space-dependent permeability. Suppose the interface \(z=0\) separates a medium in which \(\mu =\mu _+\) from one in which \(\mu =\mu _-\) with \(\mu _\pm \) constants.
- Define the weak solution: for every given simply connected, smooth domain \(\Omega _3\subset \mathbb {R}^3\) and arbitrary embedded smooth two dimensional surface with boundary \(\Omega _2\subset \mathbb {R}^3\), assuming enough regularity, integrate by parts the equations \[ \int _{\Omega _3}\psi \nabla \cdot (\mu H)\dd V=0,\qquad \int _{\Omega _2}\psi \nabla \times H\cdot \dd S=0, \] where \(\psi \) is an arbitrary, suitable test function.
- Taking \(\Omega _3\) to be a cylindrical domain that cuts the interface vertically, use Green’s Theorem to show that \[ [\mu H_3]_-^+=0. \]
- Taking \(\Omega _2\) to be a rectangular surface that cuts the interface vertically, use Stokes’ Theorem to show that \[ [H_1]_-^+=0=[H_2]_-^+. \]
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Question 9
Let \(u\) solve the initial value problem \[ \begin {aligned} u_{tt}-u_{xx} &= 0, && \text {in }\mathbb {R}\times (0,\infty ),\\ u=g,\quad u_t=h, &&& \text {on }\mathbb {R}\times \{0\}. \end {aligned} \] Suppose \(g,h\) have compact support. Define the kinetic energy \(k(t)=\frac 12\int _{-\infty }^{\infty }u_t^2(x,t)\dd x\) and the potential energy \(p(t)=\frac 12\int _{-\infty }^{\infty }u_x^2(x,t)\dd x\). Prove
- The total energy \(E=k(t)+p(t)\) is constant in \(t\).
- Assume that there are two distinct solutions \(u,v\) to the initial value problem. By considering the energy of the difference solution \(U=u-v\), prove that \(u=v\), that is, the solution is unique.
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Question 10
- For a smooth domain \(D\subset \mathbb {R}^n\), solve Poisson’s equation \[ \nabla ^2u=f\text { in }D,\qquad \frac {\partial u}{\partial n}=g\text { on }\partial D \] in terms of an appropriately defined Green’s function.
- Show that the two-dimensional Green’s function for the Laplacian in an unbounded domain is \[ G(x,x')=\frac {1}{2\pi }\ln \lvert x-x'\rvert . \]
- Use the method of images to derive the Green’s function for the Laplacian in the half-space \(x\in \mathbb {R}\), \(y>0\) with a Neumann boundary condition on \(y=0\), and evaluate the corresponding solution of part (a) when \(f=0\).