Solutions to Systems — Question 4

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Question 4

For the nonautonomous system x′=2ty,y′=0,x'=2t y,\qquad y'=0, define the transition matrix T(t,s)T(t,s) by X(t)=T(t,s)X(s)X(t)=T(t,s)X(s) for arbitrary real starting time ss. It must satisfy T(s,s)=IT(s,s)=I.

Tasks

  1. Derive T(t,s)T(t,s) from the component equations and verify its differential equation and normalization.

  2. Prove T(t,r)T(r,s)=T(t,s)T(t,r)T(r,s)=T(t,s) and determine the inverse of T(t,s)T(t,s). Explain the role of the intermediate time.

  3. Let Y(t)=T(t,0)Y(t)=T(t,0). Determine whether Y(t+s)=Y(t)Y(s)Y(t+s)=Y(t)Y(s) holds for all real t,st,s, and give a concrete counterexample if it fails.

  4. Solve the IVP X(−1)=(2,3)TX(-1)=(2,3)^T. Compare X(1)X(1) with X(−1)X(-1) and compute X′(0)X\prime(0). Does either equality imply that the solution is constant?

Original worksheet page 1: question and worked solution for 5-5-004
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Question 4 – Solution

Strategy. Keep both endpoint times: a time-dependent equation need not evolve according only to elapsed time.

Step 1: Integrate from the actual starting time. The second component is y(t)=y(s)y(t)=y(s), and x(t)=x(s)+y(s)∫st2udux(t)=x(s)+y(s)\int_s^t2u\,du. Hence T(t,s)=(1t2−s201).\boxed{T(t,s)=\begin{pmatrix}1&t^2-s^2\\0&1\end{pmatrix}.} Its derivative with respect to tt is (02t00)\begin{pmatrix}0&2t\\0&0\end{pmatrix}, which equals A(t)T(t,s)A(t)T(t,s), and T(s,s)=IT(s,s)=I.

Step 2: Check composition and inversion. Multiplying two such shears adds their upper-right entries: (t2−r2)+(r2−s2)=t2−s2(t^2-r^2)+(r^2-s^2)=t^2-s^2. Thus T(t,r)T(r,s)=T(t,s),T(t,s)−1=T(s,t).\boxed{T(t,r)T(r,s)=T(t,s),\qquad T(t,s)^{-1}=T(s,t).} The intermediate time cancels only because it is the end of the first journey and the start of the second, in the correct order.

Step 3: Test the one-parameter shortcut. The upper-right entry of Y(t)Y(s)Y(t)Y(s) is t2+s2t^2+s^2, whereas that of Y(t+s)Y(t+s) is (t+s)2=t2+s2+2ts(t+s)^2=t^2+s^2+2ts. They agree only when ts=0ts=0, not for all times. For example, Y(1)Y(1)Y(1)Y(1) has upper-right entry 22, while Y(2)Y(2) has entry 44. This does not contradict the two-time composition identity.

Step 4: Apply the transition to the IVP. The solution is X(t)=T(t,−1)(2,3)T=(3t2−1,3)T.\boxed{X(t)=T(t,-1)(2,3)^T=(3t^2-1,3)^T.} It returns to (2,3)T(2,3)^T at t=1t=1, and X′(0)=(0,0)TX'(0)=(0,0)^T. Nevertheless X′=(6t,0)TX'=(6t,0)^T is nonzero away from 00, so the solution is not constant. In a nonautonomous system, a repeated state at different times or a zero derivative at one instant does not force stationary evolution.

Original worksheet page 2: question and worked solution for 5-5-004

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