Topic
Contraction Mapping and Nonlinear Equations
Courses
Courses whose questions include this topic tag.
Questions
This topic is tagged for 41 questions
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Spring 2021 • Question 4
Let \(X\) be a Banach space and consider the non-linear mapping \(F : X \to X\) defined by
\[F(x) = y - \alpha \sin (\|x\|)x,\]where \(y \in X\) is fixed and \(\alpha \) is a scalar. Show that there is a constant \(C > 0\) such that for any \(|\alpha | < C, F\) is a contraction on the open ball of radius 1 centered at \(y\). Note: You may use that for any \(a, b \in \mathbb {R}\) we have \(|\sin (a) - \sin (b)| \le |a - b|\).
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Fall 2019 • Question 3
Consider the nonlinear integral equation \[ u(x)-\lambda \int _a^b w(x,y)\sin (u(y))\,dy=\phi (x), \] where \(\lambda \in \mathbb {R}\), \(\phi \) is continuous on the interval \([a,b]\) and \(w(x,y)\) is continuous on \([a,b]\times [a,b]\). Find a constant \(C>0\) such that \(\lvert \lambda \rvert <C\) implies that the nonlinear integral equation has a unique solution \(u\).
Hint: You may assume the inequality \(\lvert \sin (x)-\sin (y)\rvert \le \lvert x-y\rvert \), for any \(x,y\in \mathbb {R}\).
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Fall 2018 • Question 1
Consider the nonlinear integral equation \[ f(x)-\lambda \int _a^b k(x,y;f(y))\,dy=\phi (x) \] where \(\lambda \in \mathbb {R}\), \(\phi \) is continuous on \([a,b]\), \(k\) is continuous on \(C=[a,b]\times [a,b]\times \mathbb {R}\), and \(k\) satisfies a Lipschitz condition of the form \[ \lvert k(x,y;z_1)-k(x,y;z_2)\rvert \le L\lvert z_1-z_2\rvert \] in its ‘functional argument’. Show that the nonlinear integral equation has a unique solution, \(f\), for any \(\lambda \) such that \[ \lvert \lambda \rvert <\frac {1}{L(b-a)}. \]
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Spring 2018 • Question 1
Let \(p(t)\), \(q(t)\) and \(r(t)\) be continuous functions defined for \(t\in \mathbb {R}\) and \(t_0,x_0,x_1\in \mathbb {R}\). Consider the initial value problem \[ \begin {cases} \ddot {x}+p(t)\dot {x}+q(t)x=r(t)\\ x(t_0)=x_0,\qquad \dot {x}(t_0)=x_1. \end {cases} \tag {1} \]
- Let \(X\) be a Banach Space with norm \(\norm {\bullet }\). Let \(C\subset X\) be a closed subset. State the Contraction Mapping Theorem (otherwise known as the Banach Fixed Point Theorem) for a map \(K:C\to X\).
- Carefully reformulate (1) as a fixed point problem. Prove that the fixed point problem is equivalent to the local existence problem for (1).
- Using the Contraction Mapping Theorem, show that there is a \(\delta >0\) and a unique function \(x(t)\in C^2([t_0,t_0+\delta ])\) that satisfies your fixed point problem, and hence (1), for \(t_0\le t\le t_0+\delta \).
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Fall 2017 • Question 1
Let \(D\subset \mathbb {R}\times \mathbb {R}^n\) be an open set, \((t_0,x_0)\in D\) a point and \(f(t,x)\in C(D,\mathbb {R}^n)\) be a map.
- Let \(X\) be a Banach Space with norm \(\norm {\bullet }\). Let \(C\subset X\) be a closed subset. State the Contraction Mapping Theorem (otherwise known as the Banach Fixed Point Theorem) for a map \(K:C\to X\).
- Define what it means for a map \(f(t,x)\in C(D,\mathbb {R}^n)\) to be locally Lipschitz with respect to \(x\)
- Carefully reformulate the Initial Value Problems as a fixed point problem. Prove that the fixed point problem is equivalent to the local existence problem for the (IVP) \[ \begin {cases} \dfrac {dx}{dt}=f(t,x),\\ x(t_0)=x_0. \end {cases} \tag {IVP} \]
- Assume \(f(t,x)\in C(D,\mathbb {R}^n)\) is locally Lipschitz with respect to \(x\). Using the Contraction Mapping Theorem, show that there is a \(\epsilon >0\) and a unique function \(y\in C^1([t_0,t_0+\epsilon ],\mathbb {R}^n)\) that satisfies the initial value problem (IVP) for \(t_0\le t\le t_0+\epsilon \).
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Fall 2017 • Question 2
- Let \(A\) be an \(n\times n\) real matrix. Find necessary and sufficient conditions on \(A\) so that for all \(x_0\in \mathbb {R}^n\), the solution \(\varphi (t;x_0)\) of (1) remains bounded for \(t\ge 0\). Prove your result. \[ \begin {cases} \dfrac {dx}{dt}=Ax,\\ x(0)=x_0. \end {cases} \tag {1} \]
- Suppose that \(f(x)\in C^1(\mathbb {R}^n,\mathbb {R}^n)\) is such that \(f(0)=0\) and the Jacobian matrix \(A=df(0)\) satisfies the condition in (a). Do all solutions \(\psi (t;x_0)\) of the nonlinear equation (2) still remain bounded for \(t\ge 0\), at least if \(x_0\) is close to \(0\)? Explain. \[ \begin {cases} \dfrac {dx}{dt}=f(x),\\ x(0)=x_0. \end {cases} \tag {2} \]
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Fall 2017 • Question 2
Let \((X,d)\) be a complete metric space and \(f\) a contraction on \(X\) with contraction constant \(\alpha <1\). Let \(x_f\) be the unique fixed point of \(f\). Fix \(x_0\in X\) and consider the sequence of points defined by \(x_n=f(x_{n-1})\) for \(n\in \mathbb {N}\).
- Prove that \[ d(x_n,x_f)\le \frac {\alpha ^n}{1-\alpha }d(x_0,x_1). \] Hint: consider \(d(x_m,x_n)\) for \(m>n\).
- Let \(S=[1,\infty )\) and \(f:S\to S\) be defined by \(f(x)=\frac {1}{2}(x+2/x)\). Prove that \(f\) is a contraction mapping on \(S\) and compute a contraction constant. Determine all fixed points of \(f\) on \(S\). Using part (a), explain why the sequence \((x_n)\) might be useful.
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Fall 2017 • Question 8
Consider the transformation on the extended complex plane \(\overline {\mathbb {C}}\) \[ f(z)=w=z+\frac {1}{z}. \]
- Find all possible fixed points.
- Show that the image of the points in the upper half \(z\)-plane that are exterior to the circle \(\lvert z\rvert =1\) corresponds to the entire upper half \(w\)-plane.
- Find the image of the unit circle.
- Show that \(f(z)\) is a two-to-one function.
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Spring 2017 • Question 2
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 \(\Phi (0)=I\).
- Suppose that \(\Phi (T)\) has \(n\) distinct eigenvalues \(\mu _i\), \(i=1,\ldots ,n\). Show that there are then \(n\) linearly independent solutions of the form \[ x_i=p_i(t)e^{\rho _i t} \] where the \(p_i(t)\) are \(T\)-periodic. How is \(\rho _i\) related to \(\mu _i\)?
- 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 \(h(t)=2+\sin t-\cos t\).
- Suppose that the autonomous nonlinear equation \(\dot {x}=f(x)\) exhibits a limit cycle. Explain how Floquet theory can be used to determine the linear stability of the limit cycle.
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Spring 2017 • Question 2
Let \(f\) be a real-valued and twice continuously differentiable on an interval \([a,b]\). Let \(\hat {x}\) be a simple zero of \(f\), i.e. \(f'(\hat {x})\ne 0\). Use the Banach Fixed Point Theorem to show that Newton’s method, defined by \[ x_{n+1}=x_n-\frac {f(x_n)}{f'(x_n)} \] converges to \(\hat {x}\) for any \(x_0\) sufficiently close to \(\hat {x}\).
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Fall 2016 • Question 1
Let \(f\in C^1(U,\mathbb {R}^n)\) for \(U\subset \mathbb {R}^n\) and \(x_0\in U\). Given the Banach space \(X=C([0,T],\mathbb {R}^n)\) with norm \(\norm {x}=\max _{0\le t\le T}\abs {x(t)}\), let \[ K(x)(t)=x_0+\int _0^t f(x(s))\dd s \] for \(x\in X\). Define \(V=\{x\in X\mid \norm {x-x_0}\le \epsilon \}\) for fixed \(\epsilon >0\) and suppose \(K(x)\in V\) (which holds for sufficiently small \(T\)), so that \(K:V\to V\) with \(V\) a closed subset of \(X\).
- Give the definition of a locally Lipschitz function in an open set \(U\) of a normed vector space.
- Using the fact that \(f\) is locally Lipschitz in \(U\) with Lipschitz constant \(L_0\), and taking \(x,y\in V\) show that \[ \abs {K(x(t))-K(y(t))}\le L_0t\norm {x-y}. \] Hence, show that \[ \norm {K(x)-K(y)}\le L_0T\norm {x-y}\qquad x,y\in V. \]
- State the contraction mapping principle on a Banach space.
- Choosing \(T<1/L_0\), apply the contraction mapping principle to show that the integral equation has a unique continuous solution \(x(t)\) for all \(t\in [0,T]\) and sufficiently small \(T\). Hence establish existence and uniqueness of the initial value problem \[ \frac {dx}{dt}=f(x),\qquad x(0)=x_0. \]
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Fall 2016 • Question 2
Let \(X\) be a Banach space and consider the non-linear mapping \(F:X\to X\) defined by \[ F(x)=y-\alpha \lVert x\rVert x, \] where \(y\in X\) is fixed and \(\alpha \) is a scalar. Show that there is a constant \(C>0\) such that for any \(\lvert \alpha \rvert <C\), \(F\) is a contraction on the open ball of radius \(1\) centered at \(y\).
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Spring 2016 • Question 1
The simple pendulum consists of a point particle of mass \(m\) suspended from a fixed point by a massless rod of length \(L\), which is allowed to swing in a vertical plane. If friction is ignored then the equation of motion is \[ \ddot {x}+\omega ^2\sin x=0,\qquad \omega ^2=\frac {g}{L}, \] where \(x\) is the angle of inclination of the rod with respect to the downward vertical and \(g\) is the gravitational constant.
- Using conservation of energy, show that the angular velocity of the pendulum satisfies \[ \dot {x}=\pm \sqrt {2}(C+\omega ^2\cos x)^{1/2}, \] where \(C\) is an arbitrary constant. Express \(C\) in terms of the total energy of the system.
- Sketch the phase diagram of the pendulum equation in the \((x,\dot {x})\)-plane. Illustrate the one-parameter family of curves given by part (a) for different values of \(C\). Take \(-3\pi \le x\le 3\pi \). Indicate the fixed points of the system and the separatrices - curves linking the fixed points. Give a physical interpretation of the underlying trajectories in the two distinct dynamical regimes \(\abs {C}<\omega ^2\) and \(\abs {C}>\omega ^2\).
- Show that in the regime \(\abs {C}<\omega ^2\), the period of oscillations is \[ T=4\sqrt {\frac {L}{g}}K(\sin x_0/2), \] where \(\dot {x}=0\) when \(x=x_0\) and \(K\) is the complete elliptic integral of the first kind, which is defined by \[ K(\alpha )=\int _0^{\pi /2}\frac {1}{\sqrt {1-\alpha ^2\sin ^2u}}d u. \]
- For small amplitude oscillations, the pendulum equation can be approximated by the linear equation \[ \ddot {x}+\omega ^2x=0. \] Solve this equation for the initial conditions \(x(0)=A\), \(\dot {x}(0)=0\) and sketch the phase-plane for different values of \(A\). Compare with the phase-plane for the full nonlinear equation in part (b).
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Fall 2015 • Question 1
Let \(f\in C^1(U,\mathbb {R}^n)\) for \(U\subset \mathbb {R}^n\) and \(x_0\in U\). Given the Banach space \(X=C([0,T],\mathbb {R}^n)\) with norm \(\norm {x}=\max _{0\le t\le T}\abs {x(t)}\), let \[ K(x)(t)=x_0+\int _0^t f(x(s))\dd s \] for \(x\in X\). Define \(V=\{x\in X\mid \norm {x-x_0}\le \epsilon \}\) for fixed \(\epsilon >0\) and suppose \(K(x)\in V\) (which holds for sufficiently small \(T\)), so that \(K:V\to V\) with \(V\) a closed subset of \(X\).
- Give the definition of a locally Lipschitz function in an open set \(U\) of a normed vector space.
- Using the fact that \(f\) is locally Lipschitz in \(U\) with Lipschitz constant \(L_0\), and taking \(x,y\in V\) show that \[ \abs {K(x(t))-K(y(t))}\le L_0t\norm {x-y}. \] Hence, show that \[ \norm {K(x)-K(y)}\le L_0T\norm {x-y},\qquad x,y\in V. \]
- State the contraction mapping principle on a Banach space.
- Choosing \(T<1/L_0\), apply the contraction mapping principle to show that the integral equation has a unique continuous solution \(x(t)\) for all \(t\in [0,T]\) and sufficiently small \(T\). Hence establish existence and uniqueness of the initial value problem \[ \frac {dx}{dt}=f(x),\qquad x(0)=x_0. \]
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Fall 2015 • Question 4
Consider the nonlinear equation \[ \ddot {x}+\epsilon \dot {x}(x^2-1)+x=0,\qquad 0<\epsilon \ll 1 \] and choose initial conditions \(x(0)=1\), \(\dot {x}(0)=0\).
- Using the method of multiple scales show that this has an asymptotic series solution of the form \[ x(t)\sim R(\epsilon t)\cos (t+\theta (\epsilon t))+\mathcal {O}(\epsilon ) \] with \[ \theta _\tau =0,\qquad R_\tau =\frac {1}{8}R(4-R^2) \] where \(\tau =\epsilon t\).
- Derive the solution \[ R(\tau )=\frac {2}{(1+a_0e^{-\epsilon t})^{1/2}} \] and determine \(a_0\) from the initial conditions. Hence, establish that there exits a stable periodic orbit. [HINT: perform the change of variable \(y=R^2\).]
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Fall 2012 • 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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Fall 2012 • 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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Spring 2012 • Question 4
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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Spring 2012 • Question 5
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.
- Find the fixed points and determine their stability.
- Show that the system has at least one nonconstant periodic solution.
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Fall 2011 • Question 5
Consider a modified predator-prey system for populations \(x,y\) given by \[ \begin {aligned} \dot {x} &= x\cdot \left (1-\frac {x}{4}-\frac {y}{1+x}\right ),\\ \dot {y} &= y\cdot \left (\frac {x}{1+x}-\frac 12\right ) \end {aligned} \]
- Show that the triangle with vertices \((0,0)\), \((5,0)\) and \((0,5)\) is a forward invariant subset.
- Find the fixed points and determine their stability.
- Show that the system has at least one nonconstant periodic solution.
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Fall 2007 • Question 4
Let \[ f:\mathbb {R}^N\to \mathbb {R}^N \] be a \(C^1\) mapping and consider the system \begin{equation} x'=f(x). \tag {0.6} \end{equation} Assume there exists a \(C^1\) functional \[ \phi :\mathbb {R}^N\to \mathbb {R} \] such that \[ \phi '(x):=\nabla \phi (x)\cdot f(x)\le 0,\quad x\in \mathbb {R}^N. \] Prove that the \(\omega \)-limit set of any bounded semiorbit of (0.6) is an invariant set for the flow associated with (0.6) and is contained in the set \[ E=\{x:\phi '(x)=0\}. \]
Apply this result to the system \[ \begin {array}{rcl} u'&=&-v\\ v'&=&-v+u^3\\ x&=&\begin {pmatrix}u\\ v\end {pmatrix}, \end {array} \] using \[ \phi (u,v)=\frac {v^2}{2}+\frac {u^4}{4}. \] What is your conclusion?
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Winter 2007 • Question 1
Consider the \(T\)-periodic non-autonomous linear differential equation \[ \dot {x}=A(t)x,\quad x\in \mathbb {R}^n,\quad A(t)=A(t+T). \] Let \(\Phi (t)\) be a fundamental matrix with \(\Phi (0)=I\).
- Show that there exists at least one nontrivial solution \(x=\chi (t)\) such that \[ \chi (t+T)=\mu \chi (t) \] where \(\mu \) is an eigenvalue of \(\Phi (T)\).
- Suppose that \(\Phi (T)\) has \(n\) distinct eigenvalues \(\mu _i\), \(i=1,\ldots ,n\). Show that there are then \(n\) linearly independent solutions of the form \[ x_i=p_i(t)e^{\rho _i t} \] where the \(p_i(t)\) are \(T\)-periodic. How is \(\rho _i\) related to \(\mu _i\)?
- Suppose that the autonomous nonlinear equation \(\dot {x}=f(x)\) exhibits a limit cycle. By linearizing about this solution, explain how Floquet theory can be used to determine the linear stability of the limit cycle.
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Winter 2007 • Question 2
Consider the nonlinear equation \[ \ddot {x}+\varepsilon \left (\frac {1}{3}\bigl (\dot {x}\bigr )^3-\dot {x}\right )+x=0, \quad 0<\varepsilon \ll 1 \] and choose initial conditions \(x(0)=a\), \(\dot {x}(0)=0\).
- Using the method of multiple scales show that this has an asymptotic series solution of the form \[ x(t)\sim 2R(\varepsilon t)\cos (t+\theta (\varepsilon t))+O(\varepsilon ) \] with \[ \theta _\tau =0,\quad R_\tau =\frac {1}{2}R(1-R^2) \] where \(\tau =\varepsilon t\).
- Derive the solution \[ R(\tau )=\left (1+a_0e^{-\varepsilon t}\right )^{-1/2} \] and determine \(a_0\) from the initial conditions. Hence, establish that there exits a stable periodic orbit.
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Winter 2007 • Question 3
Consider a second order, linear autonomous system \(\dot {x}=Ax\), \(x\in \mathbb {R}^2\).
- Suppose that \(A\) has a pair of complex conjugate eigenvalues. By performing an appropriate change of coordinates, convert the equation into Jordan normal form and thus obtain the general solution.
- Under what conditions is the fixed point at the origin hyperbolic? Explain the significance of hyperbolic fixed points in the theory of nonlinear ODEs.
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Fall 2005 • Question 5
Prove that the nonlinear integral equation \[ u(x)-\int _0^1 \frac {u^2(y)}{4+x^2-y}\,dy=\frac {x^3}{3},\qquad 0\le x\le 1, \] has exactly one continuous solution \(u\) satisfying \(\max _{0\le x\le 1}|u(x)|\le 1\). Describe, but do not carry out, an iterative procedure for obtaining an approximation to this solution.
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Winter 2005 • Question 1
Contraction Mapping Theorem. Show that the problem \[ \begin {aligned} \dot {x}(t) &= f(x(t))+\frac {1}{a}\int _0^a x(s)\,ds,\quad t\in (0,a),\\ x(0) &= 0, \end {aligned} \] admits a unique solution \(x\in C([0,a];\mathbb {R}^n)\) for \(a>0\) sufficiently small. Assume \(f:\mathbb {R}^n\to \mathbb {R}^n\) satisfies \(\lvert f(x)-f(y)\rvert \le M\lvert x-y\rvert \) for all \(x,y\in \mathbb {R}^n\).
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2005 • Question 2
Problem. Consider the nonlinear system \[ \begin {aligned} x' &= 2\sin y,\\ y' &= 3\sin x-\sin y. \end {aligned} \] Provide a complete phase plane analysis of this system and give justifications for your reasoning.
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2005 • Question 4
Problem. In an isolated region of the Canadian Northwest Territories, a population of white wolves, \(x\), and one of silver foxes, \(y\), compete for survival (for each population one unit represents 100 individuals). They have a common, limited food supply, which consists mainly of mice. A mathematical biologist models the dynamics of the competing species by the nonlinear system \[ \begin {aligned} x' &= x-x^2-xy,\\ y' &= \frac {3}{4}y-y^2-\frac {1}{2}xy. \end {aligned} \] Can the two species survive together according to this model?
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Fall 2004 • Question 1
Contraction Mapping. Consider the initial value problem \[ \begin {aligned} \dot {x} &= f(x),\\ x(0) &= x_0, \end {aligned} \] where \(f\) satisfies for all \(x,y\in \mathbb {R}^n\) \[ \lvert f(x)-f(y)\rvert \le (1+\lvert x\rvert +\lvert y\rvert )\lvert x-y\rvert . \] Use the contraction mapping principle to find a condition on \(\lvert x_0\rvert \) which guarantees local existence and uniqueness of solutions. How does the local time interval upon which existence is obtained depend on \(\lvert x_0\rvert \)?
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Fall 2004 • Question 5
Linearization. Assume \(g\in C^\infty (\mathbb {R}^n)\) has a strict local minimum at the origin. Consider the second-order system \[ \ddot {x}+B\dot {x}+\nabla g(x)=0, \] where \(x(t)\in \mathbb {R}^n\) and \(B\in \mathbb {R}^{n\times n}\) is a symmetric positive definite matrix.
- Rewrite the system as a first-order system.
- Write the linearization of the system at the origin.
- Prove that the origin is an asymptotically stable fixed point.
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Fall 2004 • Question 6
Stable and Unstable Manifolds. Find the stable and unstable manifolds in the neighborhood of the origin for the system \[ \begin {aligned} x' &= -x,\\ y' &= y+x^2,\\ z' &= z+y^2. \end {aligned} \] How are the stable and unstable manifolds for the linearization of this system related to those of the nonlinear system?
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Fall 2003 • Question 3
Consider the non-local differential operator \[ Lu=Du''-u(g(x)) \] with boundary conditions \(u(0)=u(1)=0\) and where \(g(x)\) is a monotone increasing function with \(g(0)=0\), \(g(1)=1\), and \(g(x)<x\) for \(0<x<1\).
- Find the adjoint of the operator \(L\).
- Prove that the operator \(L\) is invertible.
- Devise an iteration scheme that could be used to solve \(Lu=f(x)\). Under what conditions on \(D\) is this iteration scheme a contraction mapping?
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Fall 2001 • Question 1
Consider the system of ordinary differential equations \[ u'=-\lvert u\rvert ^2u+h(t), \tag {1} \] where \[ h:[0,1]\to \mathbb {R}^N \] is a continuous function and \(\lvert \cdot \rvert \) is the Euclidean norm in \(\mathbb {R}^N\). Use Brouwer’s fixed point theorem to show that (1) has a solution \(u\in C^1[0,1]\) such that \[ u(0)=u(1). \] Use this result to conclude that if \[ h:\mathbb {R}\to \mathbb {R}^N \] is continuous and periodic of period 1, then (1) has a solution of period 1.
(Hint: Consider equation (1) subject to initial data \(u_0:\lvert u_0\rvert \le r\), where \(r\) is large (in relation to \(h\)) and examine solution curves by computing \(\frac {d}{dt}\lvert u\rvert ^2\) for solutions \(u\).) In relation to the above, what can you say about the equation \[ u'=\lvert u\rvert ^2u+h(t). \tag {2} \]
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Fall 2001 • Question 5
Use the implicit function theorem for mappings between Banach spaces to discuss the unique solvability of the scalar boundary value problem \[ u''+2u+u^2=h(t),\qquad u(0)=u(\pi ), \tag {6} \] for continuous functions \(h\) of small maximum norm. Results needed from Sturm-Liouville theory may be assumed but should be quoted.
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Fall 2000 • Question 4
Consider \(\dot {x}=\mathbf {f}(x)\) where \(x\in \mathbb {R}^n\) and \(\mathbf {f}\in C^1(\mathbb {R}^n,\mathbb {R}^n)\). Suppose that the solution through any point \(x_0\in \mathbb {R}^n\) exists for all \(t\in \mathbb {R}\).
- Define the \(\alpha \)- and \(\omega \)-limit sets of a point \(x_0\in \mathbb {R}^n\).
- Consider the nonlinear spring equation \[ x''+\mu x'+g(x)=0 \] where \(g(x)\) is an odd function of \(x\), \(g'(x)>0\) and \(\mu \ge 0\). Translate this equation to the \(\dot {x}=\mathbf {f}(x)\) form and linearize about the trivial equilibrium. What conclusions can be made about the stability of this equilibrium?
- Define what is meant by a Lyapunov function for the above equation; derive one and verify that it is a Lyapunov function. Describe the \(\alpha \)- and \(\omega \)-limit sets of a point \(x_0\in \mathbb {R}^n\) for the case \(\mu =0\) and for the case \(\mu >0\). Make a conclusion about the stability of the trivial equilibrium for each of these two cases.
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Fall 1999 • Question A3
Suppose that \(T\) is a transformation of a complete metric space \(X\), and \(T^n\) (for a certain positive integer \(n\)) is a contraction with fixed point \(a\). Show that
- \(a\) is a fixed point of \(T\);
- \(T\) has only one fixed point;
- the sequence of successive iterations \(u_0\), \(u_1=Tu_0\), \(u_2=Tu_1,\ldots \) tends to \(a\) for any initial element \(u_0\in X\).
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Fall 1998 • Question 3
Consider \[ x'=f(x) \tag {3.1} \] where \(x\in \mathbb {R}^n\) and \(f\in C^1(\mathbb {R}^n,\mathbb {R}^n)\). Suppose that the solution through any point \(x_0\in \mathbb {R}^n\) exists for all \(t\in \mathbb {R}\).
- Define the positive and negative semiorbits of (3.1) through \(x_0\in \mathbb {R}^n\).
- Define the \(\alpha \)- and \(\omega \)-limit sets of a point \(x_0\in \mathbb {R}^n\).
- Consider the nonlinear spring equation \[ x''+g(x)=0 \tag {3.2} \] where \(g(x)\) is an odd function of \(x\) and \(g'(x)>0\). Describe the \(\alpha \)- and \(\omega \)-limit set for any point on the positive \(x\)-axis.
- Consider \[ x''+x'+g(x)=0 \tag {3.3} \] where \(g\) is as in (c). Define what is meant by a Liapunov function for this equation and derive one (verify that it is a Liapunov function). Describe the \(\omega \)-limit set for any point in the plane.
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Fall 1996 • Question 2
Define \[ f:E\to X \] by \[ u\mapsto f(u)=u''+\lambda u+u^3, \tag {2.1} \] where \(\lambda \in \mathbb {R}\). Show that \(f\) is a \(C^1\) mapping.
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Fall 1996 • Question 8
Convert problem (2.13) into an equivalent fixed point problem in an appropriate Banach space.
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Fall 1993 • Question 22
State necessary and sufficient conditions in order that a linear operator be the generator of a strongly continuous contraction semigroup on \(H\).
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Fall 1992 • Question 4
- Show that the only equilibrium point of the system \[ x'=-2y-4x^3-4xy^2,\qquad y'=x-2x^2y-2y^3 \] is the origin.
- Draw what conclusions you can about stability, asymptotic stability, and regions of attraction, using first i) linearization and then ii) Lyapunov functions. Make clear the reasons for your conclusions.
- What if the signs of the nonlinear terms in a) were changed?
- What kinds of functions \(f\) and \(g\) would give similar results for systems of the form \(x'=-2y+f(x,y)\), \(y'=x+g(x,y)\)?