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Question

Math 6410 • ODE

Fall 2012 • 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.

  1. 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 \(t\ge 0\).]

  2. 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.

Raw LaTeX

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
\(x_0\in\R^n\),
\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 \(v\in\R^n\) is a unit vector.
\begin{enumerate}
\item[(a)] 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
\[
  \lim_{\norm{x}\to0}\left(\norm{h(x,t)}/\norm{x}\right)=0
\]
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
\(c_0\ge0\) is a constant that satisfy
\(u(t)\le c_0+\int_0^t g(s)u(s)\dd s\) for all \(t\ge0\). Then Gronwall's Inequality implies
\[
  u(t)\le c_0\exp\left(\int_0^t g(s)\dd s\right)
\]
for all \(t\ge0\).]
\item[(b)] Let \(z(t)=0\) for all \(t\) be the zero solution to (2). Define what it means for
\(z\) to be \textit{Lyapunov Stable}. Show that \(z\) is Lyapunov stable for this equation.
\end{enumerate}