Linear Homogeneous Differential Equations — Question 10

PDF ↗

Question 10

For the fourth-order equation y(4)+4y=0,y^{(4)}+4y=0, define along a real solution E(x)=y‴(x)y′(x)−12(y″(x))2+2y(x)2.E(x)=y'''(x)y'(x)-\frac 12\bigl(y''(x)\bigr)^2+2y(x)^2. A quantity that is constant along solutions need not control their size.

Tasks

  1. Find the characteristic roots and complete real general solution.

  2. Differentiate EE and prove that it is constant along every solution.

  3. Verify that y=excos⁡xy=e^x\cos x is an unbounded solution with E=0E=0. Give a specific sequence of times proving its unboundedness.

  4. Characterize all solutions bounded on [0,∞)[0,\infty) and all solutions bounded on ℝ\mathbb R. Explain why conservation of EE does not contradict these classifications and cannot yield a bound of the form |y(x)|2≤CE(0)|y(x)|^2\le C E(0) with a fixed positive CC for all solutions.

Original worksheet page 1: question and worked solution for 7-2-010
Show solutionHide solution

Question 10 – Solution

Strategy. Compare the root-based behavior with what the conserved expression actually measures.

Step 1: Find growing and decaying oscillatory modes. Since r4+4=(r2−2r+2)(r2+2r+2)r^4+4=(r^2-2r+2)(r^2+2r+2), the roots are 1±i1\pm i and −1±i-1\pm i. Thus y=ex(Acos⁡x+Bsin⁡x)+e−x(Ccos⁡x+Dsin⁡x).\boxed{y=e^x(A\cos x+B\sin x)+e^{-x}(C\cos x+D\sin x).} All roots are simple and the four real modes are independent.

Step 2: Verify the conservation law. The product rule gives exact cancellation: E′=y(4)y′+y‴y″−y″y‴+4yy′=y′(y(4)+4y)=0.E'=y^{(4)}y'+y'''y''-y''y'''+4yy' =y'(y^{(4)}+4y)=0. Hence E(x)=E(0)E(x)=E(0) for every xx.

Step 3: Test a zero-level growing solution. For y=excos⁡xy=e^x\cos x, the successive derivatives are y′=ex(cos⁡x−sin⁡x),y″=−2exsin⁡x,y‴=−2ex(sin⁡x+cos⁡x),y(4)=−4y.y'=e^x(\cos x-\sin x),\quad y''=-2e^x\sin x,\quad y'''=-2e^x(\sin x+\cos x),\quad y^{(4)}=-4y. At zero its initial vector is (1,1,0,−2)(1,1,0,-2), so E(0)=−2+2=0E(0)=-2+2=0. Conservation yields E≡0E\equiv 0. Yet y(2πn)=e2πn→∞y(2\pi n)=e^{2\pi n}\to\infty, proving unboundedness.

Step 4: Identify the limits of the invariant. On [0,∞)[0,\infty) boundedness requires A=B=0A=B=0: any nonzero growing sinusoid attains its amplitude along an unbounded sequence, while the other term decays. These conditions also suffice, giving a two-dimensional decaying family. Requiring boundedness backward as well forces C=D=0C=D=0 by the same phase argument, so the only entire-line bounded solution is zero.

The expression EE is not positive definite in the four initial derivatives: it has a mixed product and a negative square. In particular a nonzero state can have E=0E=0. The displayed solution has |y(0)|2=1|y(0)|^2=1 and E(0)=0E(0)=0, immediately refuting the proposed bound for every positive CC. Constancy of an indefinite expression does not guarantee bounded motion.

See the diagram in the original worksheet below.

Original worksheet page 2: question and worked solution for 7-2-010

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