Linear Homogeneous Differential Equations — Question 5

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Question 5

For the fourth-order equation y(4)−5y″+4y=0,y^{(4)}-5y''+4y=0, write the initial derivatives as (y(0),y′(0),y″(0),y‴(0))=(a,b,c,d)(y(0),y'(0),y''(0),y'''(0))=(a,b,c,d). For each simple characteristic root λ\lambda, define the polynomial Πλ(r)=∏μ≠λr−μλ−μ,\Pi_\lambda(r)=\prod_{\mu\ne\lambda}\frac{r-\mu}{\lambda-\mu}, where the product runs over the other characteristic roots.

Tasks

  1. Find the roots and prove that Πλ(D)y\Pi_\lambda(D)y isolates the single mode AλeλxA_\lambda e^{\lambda x} in the general solution.

  2. Compute the coefficients of exe^x and e2xe^{2x} explicitly from a,b,c,da,b,c,d using these polynomials.

  3. Give necessary and sufficient conditions on the initial derivatives for boundedness on [0,∞)[0,\infty). Express them also as two relations obtained from (D+1)(D+2)y=0(D+1)(D+2)y=0.

  4. Start from (a,b,c,d)=(1,−1,1,−1)(a,b,c,d)=(1,-1,1,-1) and perturb only dd by a nonzero amount ε\varepsilon. Find the limit limx→∞e−2xyε(x).\lim_{x\to\infty}e^{-2x}y_\varepsilon(x). Explain the long-term consequence of arbitrarily small such errors.

Original worksheet page 1: question and worked solution for 7-2-005
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Question 5 – Solution

Strategy. Use polynomial interpolation at the roots to extract growing modes directly from the initial data.

Step 1: Construct mode selectors. The polynomial factors as (r−1)(r+1)(r−2)(r+2)(r-1)(r+1)(r-2)(r+2). Thus yy is a linear combination of eλxe^{\lambda x} for λ=−2,−1,1,2\lambda=-2,-1,1,2. Since Q(D)eμx=Q(μ)eμxQ(D)e^{\mu x}=Q(\mu)e^{\mu x} and Πλ(μ)\Pi_\lambda(\mu) is 11 if μ=λ\mu=\lambda and 00 otherwise, Πλ(D)y=Aλeλx.\Pi_\lambda(D)y=A_\lambda e^{\lambda x}. Evaluating at zero reads off AλA_\lambda without solving all four coefficients simultaneously.

Step 2: Extract the unstable coefficients. The relevant polynomials are Π1(r)=−(r+2)(r+1)(r−2)6=−r3−r2+4r+46,\Pi_1(r)=-\frac{(r+2)(r+1)(r-2)}6 =\frac{-r^3-r^2+4r+4}{6}, Π2(r)=(r+2)(r+1)(r−1)12=r3+2r2−r−212.\Pi_2(r)=\frac{(r+2)(r+1)(r-1)}{12} =\frac{r^3+2r^2-r-2}{12}. Hence A1=4a+4b−c−d6,A2=d+2c−b−2a12.\boxed{A_1=\frac{4a+4b-c-d}{6},\qquad A_2=\frac{d+2c-b-2a}{12}.}

Step 3: Describe exactly the decaying initial states. Forward boundedness requires A2=A1=0A_2=A_1=0; distinct positive exponential rates cannot cancel. The remaining modes decay. Equivalently, c+3b+2a=0,d+3c+2b=0.\boxed{c+3b+2a=0,\qquad d+3c+2b=0.} These follow from y″+3y′+2y=0y''+3y'+2y=0 and its derivative for the two negative-root modes. Conversely, substituting these relations into A1,A2A_1,A_2 makes both zero, so the relations are sufficient as well.

Step 4: Quantify the loss of cancellation. The unperturbed solution is e−xe^{-x}. Replacing d=−1d=-1 by −1+ε-1+\varepsilon produces A1=−ε/6A_1=-\varepsilon/6 and A2=ε/12A_2=\varepsilon/12. All modes other than e2xe^{2x} disappear after multiplication by e−2xe^{-2x} in the limit, giving limx→∞e−2xyε(x)=ε/12.\boxed{\lim_{x\to\infty}e^{-2x}y_\varepsilon(x)=\varepsilon/12.} Every nonzero error of this form eventually yields exponential growth in magnitude. Exact decay requires precise cancellation of both positive-root modes.

Original worksheet page 2: question and worked solution for 7-2-005

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