Nonhomogeneous Systems — Question 10

PDF ↗

Question 10

Let J=(0−110)J=\begin{pmatrix}0&-1\\1&0\end{pmatrix} and R(t)=(cos⁡t−sin⁡tsin⁡tcos⁡t)R(t)=\begin{pmatrix}\cos t&-\sin t\\\sin t&\cos t\end{pmatrix}. Consider X′=JX+e−t2R(t)(10),t≥0.X'=JX+e^{-t^2}R(t)\binom 10,\qquad t\ge 0. You may use ∫0∞e−s2ds=π/2\int_0^\infty e^{-s^2}\,ds=\sqrt\pi/2. Exact definite-integral answers are expected; no elementary antiderivative is assumed.

Tasks

  1. Use variation of parameters to find the solution for arbitrary X(0)=cX(0)=c. Specialize to c=0c=0.

  2. For c=0c=0, find the limiting norm. Does the state converge to a point or become periodic? Explain why forcing that tends to zero need not produce a state that tends to zero.

  3. Find exactly the initial state that makes X(t)→0X(t)\to 0. Express that solution with an integral from tt to infinity.

  4. Prove a quantitative decay bound for this selected solution using ∫t∞e−s2ds≤e−t2/(2t)\int_t^\infty e^{-s^2}\,ds\le e^{-t^2}/(2t) for t>0t>0, deriving the inequality as part of the solution.

Original worksheet page 1: question and worked solution for 5-10-010
Show solutionHide solution

Question 10 – Solution

Strategy. A rotating frame converts the forcing into accumulated scalar amplitude; cancelling its total integral removes the persistent free rotation.

Step 1: Integrate in rotating coordinates. Since R′=JRR'=JR and R−1=R(−t)R^{-1}=R(-t), writing X=R(t)ZX=R(t)Z gives Z′=e−t2(1,0)TZ'=e^{-t^2}(1,0)^T. Define G(t)=∫0te−s2dsG(t)=\int_0^t e^{-s^2}\,ds. Then X(t)=R(t)[c+G(t)(10)].\boxed{X(t)=R(t)\left[c+G(t)\binom 10\right].} For c=0c=0 the state is G(t)(cos⁡t,sin⁡t)TG(t)(\cos t,\sin t)^T. Differentiation verifies the equation, including the non-elementary amplitude derivative.

Step 2: Interpret the zero-state asymptotics. Let L=π/2L=\sqrt\pi/2. For c=0c=0, the norm is G(t)↑LG(t)\uparrow L, strictly increasing at every finite time, so the solution is not periodic. At times 2πn2\pi n and 2πn+π2\pi n+\pi it tends to (L,0)T(L,0)^T and (−L,0)T(-L,0)^T, so no point limit exists. The input decays, but the undamped homogeneous rotation retains the accumulated amplitude; there is no dissipative mechanism to erase it.

Step 3: Select the unique cancelling initial state. Because rotations preserve length, ∥X(t)∥→∥c+L(1,0)T∥\|X(t)\|\to\|c+L(1,0)^T\|. Thus X(t)→0X(t)\to 0 exactly when c=(−L,0)T\boxed{c=(-L,0)^T}. For that state, X(t)=−R(t)(10)∫t∞e−s2ds.\boxed{X(t)=-R(t)\binom 10\int_t^\infty e^{-s^2}\,ds.} Any other initial state leaves a nonzero limiting amplitude.

Step 4: Bound the remaining tail. For s≥t>0s\ge t>0, 1≤s/t1\le s/t. Therefore 0≤∫t∞e−s2ds≤1t∫t∞se−s2ds=e−t22t.0\le\int_t^\infty e^{-s^2}\,ds \le\frac 1t\int_t^\infty s e^{-s^2}\,ds =\frac{e^{-t^2}}{2t}. The selected solution consequently obeys ∥X(t)∥≤e−t2/(2t)(t>0)\boxed{\|X(t)\|\le e^{-t^2}/(2t)\quad(t>0)}. This is a tail estimate, not a formula at t=0t=0; the initial norm there is LL. The definite integral and the bound avoid inventing an elementary antiderivative or replacing the exact response by numerical samples.

Original worksheet page 2: question and worked solution for 5-10-010

Original worksheet layout. Use Enlarge or open the PDF for a closer view.