A1 Differential Equations I: MT 2014/15 Sheet 3. Plane autonomous systems of ODEs and first order semi-linear PDEs. 3.1 Show that the system dx = −y − x(x2 + y 2 ), dt dy = x − y(x2 + y 2 ) dt has no closed trajectories. Show that in polar coordinates the system becomes dr = −r3 , dt dθ = 1, dt and sketch the trajectories (you can solve this system explicitly). Show that the only critical point is the origin. Consider a linear approximation to the (x, y) system in a neighbourhood of the origin and determine its type. Comment on any differences between the approximation and the exact behaviour. 3.2 Find z(x, y) explicitly if xz −yzx + xzy = p x2 + y 2 and z(x, 0) = 1 for x ≥ 1. Describe the projections of the characteristic curves upon the (x, y)-plane. In what region of the plane is z(x, y) determined uniquely? 3.3 Find in parametric form the characteristics of the differential equation xzx + yzy = 2z, and describe the characteristic projections into the (x, y)-plane. Find in explicit form the solution satisfying z = x3 on x + y = 1. In what region of the plane is the solution uniquely determined by the data? 3.4 Consider the differential equation zx − yzy = −z with data z(0, y) = min(1, y) for −∞ < y < ∞. (Here min(1, y) means the lesser of 1 and y, so the data is not smooth; draw its graph.) Show that the solution of this problem is the following: z = e−x for y ≥ e−x = y for y < e−x . Try to sketch the solution surface. 1 3.5 Consider the differential equation xzx + yzy = (x + y)z with z = 1 on y = x2 + 1/4 for x ≥ 0. Parametrise the initial curve as (s, s2 + 1/4, 1) , s ≥ 0, and find the characteristics of the differential equation, x = x(s, t), y = y(s, t), z = z(s, t). Identify the two separate segments of the data curve where the data is Cauchy. Find the domain of definition for each segment. On a sketch show the initial curve with these domains. For each segment solve the first two equations above for s, taking care that in the part of the data curve containing the point (0, 1/4) your solution does indeed tend to zero as x tends to zero. Now find z explicitly for each segment. Comment on why we need to consider the segments separately. 2

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