Problems2-LinearEquations-2025
Problems2-LinearEquations-2025
1
Problems in Linear Differential Equations
1 Introduction
1.1 Problem: exponential increasing
Check that the function φ : R → R, given by the expression φ(t) = 2e3t for all
t ∈ R, is a solution of the Initial Value Problem:
x′ = 3x, x(0) = 2.
Represent the corresponding solution curve and describe its long-term behavior.
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1.5 Problem*: quasiperiodic response to a periodic force
√
Check that the function φ(t) = sin 6t − sin 2t for all t ∈ R, is a solution of the
Initial Value Problem:
√
x′′ + 6x = −2 sin 2t, x(0) = 0, x′ (0) = 6 − 2.
1.7 Problem
Decide whether φ : R → R, φ(t) = cos t for all t ∈ R, is a solution of one of the
differential equations:
a) x′ = x − x3 , b) x′ = sin x,
x+1
c) x′ = 2 , d) x′ = x2 + x + 1,
2x + 5
e) x′ = x + 4x3 , f ) x′ = −1 + x + 4x3 .
Prove that they are linearly independent in the real linear space C(R).
(ii) Find a solution of the form x(t) = at2 + bt + c, with a, b, c ∈ R of
x′ − 5x = 2t2 + 3.
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1.10 Problem: particular solutions for linear nonhomoge-
neous equations
(i) Let the functions x1 , x2 , x3 : R → R be defined as:
Prove that they are linearly independent in the real linear space C(R).
(ii) Find a solution of the form x(t) = a cos t + b sin t + cet , with a, b, c ∈ R
of
x′′′ + x = −3 sin t + 2et .
a) x′ = 0, b) x′ = 2t, c) x′ = sin t,
d) x′ = 2t + sin t, e) x′ = e2t cos t,
2
f ) x′ = (t2 − 5t + 7) sin t, g) x′ = et ,
h) x′′ = −3, i) x′′′ = 0,
′
j) tx + x = 0, k) tx′ + x = 1,
l) t3 x′ + 3t2 x = 1, m) 2xx′ = −2t,
n) x′ et + xet = 0, o) x′ e2t + 2xe2t = 0.
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1.14 Problem: the general solution of x′ = ax
Fix a ∈ R∗ . Justify that the formula
x = ceat , c∈R
x′ = ax.
x = c1 eat + c2 e−at , c1 , c2 ∈ R
x′′ = a2 x.
x = c1 cos t + c2 sin t, c1 , c2 ∈ R
x′′ = −x.
Hint: Consider two new unknowns y = x cos t − x′ sin t, z = x′ cos t + x sin t and
check that y ′ = z ′ = 0.
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2 Understanding the Fundamental Theorems
2.1 Problem: what is an IVP?
How many solutions do each of the following problems have?
a) x′′ + t2 x = 0, x(0) = 0,
′′ 2
b) x + t x = 0, x(0) = 0, x′ (0) = 0,
c) x′′ + t2 x = 0, x(0) = 0, x′ (0) = 0, x′′ (0) = 1.
2.2 Problem.
1
We consider x′ + t12 x = 0, t ∈ (0, ∞). First check that x = e t is a solution.
Then find the general solution.
2.3 Problem.
We consider x′ + 2x = 0. First find a solution of the form ert , with r ∈ R. Then
find the general solution.
2.4 Problem.
We consider x′′ − 2x = 0. First find two solutions of the form ert , with r ∈ R.
Then find the general solution.
2.5 Problem.
Find the general solution of each of the following equations, looking first for
some solutions of the form x = tr , with r ∈ R.
2.6 Problem.
Determine whether the given functions form the general solution of the differ-
ential equation:
a) Is x = c1 et + c2 e−t , c1 , c2 ∈ R the general solution of x′′ − x = 0?
b) Is x = c1 cosh t + c2 sinh t, c1 , c2 ∈ R the general solution of x′′ − x = 0?
et +e−t et −e−t
Recall that cosh t = 2 and sinh t = 2 .
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2.7 Problem.
a) Verify that y1 = x and y2 = e−2x are solutions of (2x+1)y ′′ +4xy ′ −4y = 0.
2.8 Problem.
2
Check that et is a solution of x′ − 2tx = 0.
Find a constant solution of x′ − 2tx = −2t.
Find the general solution of x′ − 2tx = −2t and, respectively, of x′ − 2tx = t.
2.9 Problem.
a) Find a particular solution of the form xp = aet (with a ∈ R) for the
equation x′ − 2x = et .
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3 First Order Linear Differential Equations
3.1 Problem.
Find the general solution of the following first-order linear homogeneous equa-
tions using the separation of variables method:
1
a) x′ − 2tx = 0, t ∈ R, b) x′ + x = 0, t ∈ (0, ∞),
t
1 3
c) x′ − x = 0, t ∈ (0, ∞), ′
d) x − x = 0, t ∈ (0, ∞).
t t
3.2 Problem.
Find the general solution of the following first-order linear nonhomogeneous
equations using the separation of variables method and the Lagrange method:
1 1
a) x′ + x = 1 + , t ∈ (0, ∞),
t2 t
′ −t2 −t
b) x + 2tx = e , t ∈ R,
2t
c) x′ + x = 3, t ∈ R,
1 + t2
2 4
d) x′ − x = t2 sin(2t) − 3 , t ∈ (0, ∞).
t t
3.3 Problem.
Find in two ways the general solution of
1 1
a) x′ + x = e−2t+1 , t ∈ (0, ∞), b) x′ − x = et−1 , t ∈ R.
t t
3.4 Problem.
Find the general solution of the following equations by reducing their order:
2 ′
a) x′′′ − x′′ = 0, t ∈ R, b) x′′ = x, t ∈ (0, ∞).
t
3.5 Problem.
Let f : [0, ∞) → R be a C 1 function that verifies
Prove that
f (t) ≤ 2e5t , t ∈ [0, ∞).
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4 Linear Homogeneous Differential Equations with
Constant Coefficients
4.1 Problem.
Find the general solution of each of the following differential equations:
a) x′ − 3x = 0, b) x′ + 6x = 0,
c) x′′ + x′ − 6x = 0, d) x′′ − 6x = 0,
e) x′′ + 4x′ + 4x = 0, f) x′′ = 0,
g) x′′ + x′ + x = 0, h) x′′ + 9x = 0,
i) x′′′ = 0, j) x(n) = 0,
k) x′′′ − 6x′′ + 11x′ − 6x = 0, l) x(4) − x = 0.
4.2 Problem.
Find the linear homogeneous differential equation with constant coefficients and
minimal order that has the following functions as solutions. Write the general
solution of the differential equation found.
4.3 Problem.
Decide whether the following statements are true or false:
a) There exists a linear homogeneous differential equation with constant co-
efficients of order 7 that has as solutions (t3 + 2t4 ) cos 2t and te−t .
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4.4 Problem.
Find the solution for each of the following IVPs (Initial Value Problems), where
η, λ ∈ R are fixed parameters.
a) x′ = 3x, x(0) = 2,
1
b) x′′ + x = 0, x(0) = 0, x′ (0) = ,
6
c) x′′ + π 2 x = 0, x(0) = 0, x′ (0) = η,
′′ ′
d) x + λx = 0, x(0) = 0, x′ (0) = η.
4.5 Problem.
Find all solutions for each of the following BVPs (Boundary Value Problems):
4.6 Problem.
Let µ, ω > 0. Prove that each solution of x′′ + µx′ + ω 2 x = 0 tends to 0 as
t → ∞.
4.7 Problem.
Let µ, ω > 0. Prove that all solutions of x′′ + ω 2 x = 0 are periodic and write
their minimal period. Justify that any non-null solution of x′′ + µx′ + ω 2 x = 0
is neither periodic, nor bounded on R.
4.8 Problem.
Find λ > 0 such that there exist non-null solutions of
4.9 Problem.
Find λ > 0 such that there exist non-null solutions of
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5 Linear Nonhomogeneous Differential Equations
with Constant Coefficients
5.1 Problem.
Let A1 , A2 , λ, a, b, α, β ∈ R and f ∈ C(R). We consider the differential equation
and its characteristic equation
x′′ + A1 x′ + A2 x = f (t), r2 + A1 r + A2 = 0.
5.2 Problem.
Decide whether the following statements are true or false:
a) All the solutions of x′′ + 3x′ + x = 1 satisfy lim x(t) = 1.
t→∞
b) The solution of the IVP x′′ +4x = 1, x(0) = 45 , x′ (0) = 0 satisfies x(π) = 45 .
5.3 Problem.
Let λ ∈ R be a parameter. Find the general solution of x′′ − x = eλt knowing
that, depending on λ, it has a particular solution either of the form aeλt or of
the form ateλt .
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5.4 Problem.
Let ω > 0 be a parameter and denote φ(·, ω) the solution of the IVP:
5.5 Problem.
Let α > 0 and φ(·, α) be the solution of the IVP:
a) When α ̸= 2, find a solution of the form xp (t) = aeαt for x′′ − 4x = eαt .
Determine the real coefficient a.
b) Find a solution of the form xp (t) = te2t for x′′ − 4x = e2t .
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6 Linear Homogeneous Planar Systems with Con-
stant Coefficients
6.1 Problem.
Let A ∈ M2 (R). Using both the characteristic equation method and reduction
to a second-order equation, find the general solution of the system X ′ = AX
in each of the following cases. Also, find a fundamental matrix solution and,
finally, find etA , the principal matrix solution.
1 3 5 −3 0 4
a) A = f) A = k) A =
1 −1 8 −6 5 1
0 1 −3 4 0 −1
b) A = g) A = l) A =
1 0 −1 1 1 0
4 −5 1 −4 0 −2
c) A = h) A = m) A =
1 −2 2 5 2 0
5 −3 −1 2 a 1
d) A = i) A = n) A =
3 −1 2 −4 0 a
5 −9 2 0
e) A = j) A =
2 −1 1 2
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7 Exam Problems
7.1 Problem.
Let f ∈ C(R) and η ∈ R. Write the solution of the IVP:
x′ + x = f (t), x(0) = η.
7.2 Problem.
Write the general solution of the following equations:
a) x′ − 3t2 x = t3 ,
b) x′ − 3t2 x = f (t), where f ∈ C(R).
7.3 Problem.
Find the solution of the IVP:
a) x′ + 2tx = t, x(0) = 0,
′
b) x + tx = 1, x(0) = 0,
′′
c) x + 4x = 1, x(0) = 1, x′ (0) = 0.
7.4 Problem.
Let a ∈ R∗ . Find the general solution of:
x′ − ax = at − 1.
7.5 Problem.
Using Euler’s formula, compute:
7.6 Problem.
Find the linear homogeneous differential equation with constant coefficients that
has the general solution:
7.7 Problem.
Find a linear homogeneous differential equation that has as solution the func-
tion:
(2tet )2 .
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7.8 Problem.
Find a linear homogeneous differential equation that has as solution the func-
tion:
1 + t(1 + e−t ).
7.9 Problem.
Let k, η ∈ R be fixed parameters. Find the solution of the IVP:
7.10 Problem.
We consider the differential equation:
x′′ − x = te−2t .
7.11 Problem.
Let L : C 2 (R) → C(R) be defined for each x ∈ C 2 (R) by:
7.12 Problem.
Let a1 , a2 ∈ C(R) and define L : C 2 (R) → C(R) for each x ∈ C 2 (R) by:
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7.13 Problem.
a) State the Fundamental Theorem for linear homogeneous second-order dif-
ferential equations.
b) Decide whether the following statement is true or false, and justify your
answer:
”The general solution of the differential equation x′′ − 9x = 0
is x(t) = c1 cosh 3t + c2 sinh 3t, where c1 , c2 are arbitrary real
constants.”
7.14 Problem.
Let a ∈ R be a fixed parameter. Find the general solution of the differential
equation:
x′′ − x = eat ,
knowing that, depending on a, it has a particular solution either of the form
xp = beat , or of the form xp = bteat .
7.15 Problem.
Let a > 0 and b ∈ R be fixed parameters. Write the general solution of:
x′′ − a2 x = ebt .
7.16 Problem.
Let a ∈ R \ {0, 1} be a fixed parameter. Find the general solution of:
x′ + ax = −at + 1,
x′′ − ax′ + (a − 1)x = 0.
7.17 Problem.
Find the solution of the IVP:
π
θ′′ + 9θ = 0, θ(0) = , θ′ (0) = 0.
2
Describe the motion of a pendulum governed by this IVP. Determine after how
much time the pendulum returns to its initial position, i.e. find T > 0 such that
θ(T ) = π2 and θ′ (T ) = 0.
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7.18 Problem.
We consider the differential equation:
7.19 Problem.
Let k, m > 0 be fixed parameters. Describe the motion of a spring-mass system
whose equation is:
k
x′′ + x = 0.
m
7.20 Problem.
Find the solution of the IVP:
Represent the corresponding integral curve and describe its long-term behavior.
7.21 Problem.
Let a > 0 be a fixed parameter. Consider the differential equation:
x′′ + 2ax′ + 4x = 0.
Write the general solution and describe the long-term behavior (in the future)
of a nonnull solutions Discuss with respect to the parameter a.
7.22 Problem.
a) Find the general solution of the differential equation:
9
φ′′ + φ = 0.
4
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7.23 Problem.
We say that a differential equation exhibits resonance when all its solutions are
unbounded. For what values of the mass m will the following equation exhibit
resonance?
mx′′ + 25x = 12 cos(36πt).
7.24 Problem.
Find the general solution of:
θ̈ + θ̇ + θ = 0.
lim θ(t) = 0.
t→∞
7.25 Problem.
Let α ∈ R be a fixed parameter. Describe the long-term behavior (in the future)
of the function:
x(t) = eαt cos 2t, t ∈ R.
7.26 Problem.
Let γ > 0. Decide if the following statement is true:
7.27 Problem.
Find γ ∈ R such that any solution of the following differential equation is
periodic.
x′′ + γx′ + 9x = 0.
7.28 Problem.
Consider the differential equation:
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7.29 Problem.
Find the general solution of the differential equation:
7.30 Problem.
Find the solution of the following Initial Value Problem:
y′
y ′′ − = x2 , y(2) = 0, y ′ (2) = 4.
x
7.31 Problem.
a) Find a particular solution of the form xp (t) = at2 et for:
x′′ − 2x′ + x = et .
x′′ − 2x′ + x = 5.
7.32 Problem.
Decide if the following statement is true:
”The following Boundary Value Problem has at least one solution:
7.33 Problem.
We use the notation L(x) = x′′ + 25x.
a) Find the solution of the IVP:
Represent this solution curve and describe its long-term behavior (in the
future).
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b) Let φ1 (t) = t cos(5t) and φ2 (t) = t sin(5t). Compute:
L(x) = 5.
L(x) = 25 − 25 sin(5t).
7.34 Problem.
Consider the differential equation:
1
x′ + x = 0, t ∈ (−∞, 0).
t2
a) Check that x = e1/t is a solution of this equation.
b) Find the solution of the IVP:
1
x′ + x = 0, x(−1) = 1.
t2
7.35 Problem.
Find in two ways the general solution of:
1
x′ + x = −2, t ∈ (0, ∞).
t
7.36 Problem.
Consider the differential equation:
2t
x′ + x = 3.
1 + t2
a) Find its general solution.
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7.37 Problem.
We consider the system X ′ = A(t)X + f (t), where:
4et
5 −t
A(t) = , f (t) = .
−7e−t −7 1
−4e−2t et
U (t) = .
7e−3t −1
7.38 Problem.
Let n ≥ 1 and A ∈ Mn (R). Assume that A has an eigenvalue λ ∈ C and two
linearly independent vectors v1 , v2 ∈ Cn such that:
Prove that:
φ1 (t) = eλt v1 , φ2 (t) = eλt (tv1 + v2 )
are two linearly independent solutions of the linear system X ′ = AX.
7.39 Problem.
Show that any solution of the system X ′ = AX satisfies lim X(t) = 0, in each
t→∞
of the following cases:
−3 1 0 0
0 −3 0 0
a) A = ,
0 0 −5 0
0 0 2 −5
−5 3
b) A = ,
−3 1
−5 9
c) A = .
−2 1
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7.40 Problem.
Find the general solution and then show that any solution of the system X ′ =
AX is bounded for t ∈ [0, ∞), in each of the following cases:
−3 1 0
a) A = 0 −3 0 ,
0 0 −5
0 −1 0
b) A = 1 0 0 .
0 0 −5
7.41 Problem.
−5 1
Let A = . Prove that any solution of the system X ′ = AX satisfies:
−1 1
lim X(t) = 0. (1)
t→∞
7.42 Problem.
Let A ∈ M2 (R).
a) Let η ∈ R2 . Write a representation formula for the solution of the IVP:
X ′ = AX, X(0) = η. (2)
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