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Solutions to Homework 3: Phase Portraits and Hamiltonian Systems, Assignments of Spanish Language

Solutions to problem 9.8-9.11 and additional problems in a homework assignment related to phase portraits and hamiltonian systems in the context of differential equations. It includes the determination of gradient and hamiltonian systems, finding conditions for hamiltonian systems, and proving properties of hamiltonian systems.

Typology: Assignments

2009/2010

Uploaded on 03/28/2010

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Download Solutions to Homework 3: Phase Portraits and Hamiltonian Systems and more Assignments Spanish Language in PDF only on Docsity! Solutions to Homework 3 By H̊akan Nordgren As always, the sketches are all in a separate pdf. Problem 9.8: For the following systems determine whether the system is a gradient system or a Hamiltonian system, and then draw its phase-portrait. 1. x′ = y2 + 2xy y′ = x2 + 2xy. 2. x′ = x2 − 2xy y′ = y2 − 2xy. 3. x′ = x2 − 2xy y′ = y2 − x2. Solution: 1. This system is a gradient system with potential function V1(x, y) = − ( x2y + y2x ) . 2. This system is Hamiltonian, with Hamiltonian H(x, y) = x2y − y2x. 3. This is a gradient system with potential function V2(x, y) = −x 3 3 − y3 3 + x 2y. Problem 9.9.b: Find conditions on a, b, c, and d so that( x y )′ = ( a b c d )( x y ) , is a Hamiltonian system. Solution: For the above to be Hamiltonian, we require that there is a function H : R2 → R such that ∂H ∂y = ax + by −∂H ∂x = cx + dy. Such a function H must have H(x, y) = axy + by 2 2 + c1(x) and H(x, y) = −c x2 2 − dxy + c2(y). Thus we must have a = −d. Problem 9.10: Consider the system x′ = f(x, y) y′ = g(x, y) 1 1. Determine conditions on f and g so that the above system is a gradient system. 2. And determine conditions on f and g so that the above system is a Hamiltonian system. Solution: 1. For the system to be a gradient system there must be a function V : R2 → R such that ∂V ∂x = f(x, y) ∂V ∂y = g(x, y). This means that ∂f∂y = ∂2V ∂y∂x = ∂g ∂x . 2. For the system to be Hamiltonian, there must be a function H : R2 → R such that ∂H ∂y = f(x, y) −∂H ∂x = g(x, y). Thus, ∂f∂x = ∂2H ∂y∂x = − ∂g ∂y . Problem 9.11: Show that the linearisation of a planar Hamiltonian system has eigenvalues of the form ±λ, or ±iλ, where λ is a real number. Solution: The linearised system associated with the planar Hamiltonian system x′ = ∂H ∂y y′ = −∂H ∂x , is ( u v )′ = ( ∂2H ∂y∂x ∂2H ∂y2 −∂ 2H ∂x2 − ∂2H ∂x∂y )( u v ) . The Jacobian matrix is of the form ( a b c −a ) , which has eigenvalues ± √ a2 − bc Problem 9.16: A solution φt(x0) is called recurrent if there is a sequence (tn) such that tn →∞ and φtn(x0) → x0. Show that a gradient system can have no non-constant recurrent solutions. Solution: The reason for this, roughly, is that the potential function is always decreasing along its trajectories. Let us see what a proof of this would look like. Let V be the potential function for the gradient system. We begin by supposing that x0 is not an equilibrium point. If it were then φt(x0) = x0 for all t; that is, φt(x0) would be a constant solution. We may also suppose that φt(x0) does not bump into any equilibrium points along its 2
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