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Question

Math 6410 • ODE

Spring 2011 • Question 3

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+\lvert x\rvert ^2x,\\ x(0)=x_0. \end {cases} \tag {2} \end{equation}

  1. Show that if \(\lvert x_0\rvert \) is small enough, the solution to (2) exists for all time and \[ \lim _{t\to \infty }x(t)=0. \]

    [Hint: 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. Define what it means for \(z\) to be Asymptotically Stable. Show that \(z\) is asymptotically 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+\lvert x\rvert^2x,\\
    x(0)=x_0.
  \end{cases}
  \tag{2}
\end{equation}
\begin{enumerate}
\item[(a)] Show that if \(\lvert x_0\rvert\) is small enough, the solution to (2)
exists for all time and
\[
  \lim_{t\to\infty}x(t)=0.
\]

[Hint: 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. Define what it means for
\(z\) to be \textit{Asymptotically Stable}. Show that \(z\) is asymptotically stable
for this equation.
\end{enumerate}