Exercises on

Differential Equations

Laurenz Wiskott
Institut fur Neuroinformatik
Ruhr-Universitat Bochum, Germany, EU

4 February 2017

Contents

1 Basic definitions and properties 2

1.1 Classification of differential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.1.1 Exercise: Classification of differential equations . . . . . . . . . . . . . . . . . . . . . . 2

1.1.2 Exercise: Classification of differential equations . . . . . . . . . . . . . . . . . . . . . . 2

1.1.3 Exercise: Verify solutions of differential equations . . . . . . . . . . . . . . . . . . . . . 3

1.2 Stability of fixed points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Linear differential equations with constant coefficients 3

2.1 Single linear differential equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2.2 System of linear differential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2.2.1 Exercise: ODEs in standard form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2.2.2 Exercise: ODEs in standard form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2.3 Superposition principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.4 Relation to iterated maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.5 Hermitean systems (real eigenvalues) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2017 Laurenz Wiskott (homepage https://www.ini.rub.de/PEOPLE/wiskott/). This work (except for all figures from
other sources, if present) is licensed under the Creative Commons Attribution-ShareAlike 4.0 International License. To view
a copy of this license, visit http://creativecommons.org/licenses/by-sa/4.0/. Figures from other sources have their own
copyright, which is generally indicated. Do not distribute parts of these lecture notes showing figures with non-free copyrights
(here usually figures I have the rights to publish but you dont, like my own published figures).
Several of my exercises (not necessarily on this topic) were inspired by papers and textbooks by other authors. Unfortunately,
I did not document that well, because initially I did not intend to make the exercises publicly available, and now I cannot trace
it back anymore. So I cannot give as much credit as I would like to. The concrete versions of the exercises are certainly my
own work, though.
These exercises complement my corresponding lecture notes available at https://www.ini.rub.de/PEOPLE/wiskott/

Teaching/Material/, where you can also find other teaching material such as programming exercises. The table of contents of
the lecture notes is reproduced here to give an orientation when the exercises can be reasonably solved. For best learning effect
I recommend to first seriously try to solve the exercises yourself before looking into the solutions.

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 2.6 Nonhermitean systems (complex eigenvalues) . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.7 Nonhermitean systems (multiple eigenvalues with too few eigenvectors) . . . . . . . . . . . . 4

2.7.1 Exercise: Inhomogeneous ODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.7.2 Exercise: Inhomogeneous ODE for a transformed solution . . . . . . . . . . . . . . . . 4

2.7.3 Exercise: System of linear differential equations . . . . . . . . . . . . . . . . . . . . . . 4

2.7.4 Exercise: System of linear differential equations . . . . . . . . . . . . . . . . . . . . . . 4

2.7.5 Exercise: System of linear differential equations with too few eigenvectors . . . . . . . 5

2.7.6 Exercise: Damped oscillator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.7.7 Exercise: Metabolism of a pharmaceutical substance . . . . . . . . . . . . . . . . . . . 5

2.7.8 Exercise: Metabolism of a pharmaceutical substance revisited . . . . . . . . . . . . . . 5

3 Nonlinear differential equations 6

3.1 Fixed points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.2 Qualitative analysis in 2D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.3 Linear stability analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.3.1 Exercise: Linearisation around a Fixpoint . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.3.2 Exercise: Pitchfork bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.3.3 Exercise: Qualitative analysis of a nonlinear ODE in 2D - parabola . . . . . . . . . . . 6

3.3.4 Exercise: Qualitative analysis the of a nonlinear ODE in 2D - FitzHugh-Nagumo model 7

1 Basic definitions and properties

1.1 Classification of differential equations

1.1.1 Exercise: Classification of differential equations

Classify the following differential equations. Determine their order and decide whether they are ordinary or
partial, linear, homogeneous, and/or autonomous.

(a) y = y . (1)

(b) y + 2 y + 2 y = f (t) . (2)

(c) 1 2 h(x, t) 2 h(x, t)

+ = f (x, t) . (3)
c2 t2 x2
(d) (y + y)(y 2) = 0 . (4)

1.1.2 Exercise: Classification of differential equations

Classify the following differential equations. Determine their order and decide whether they are ordinary or
partial, linear, homogeneous, and/or autonomous.

2
 (a)
y + 4 = 0 (1)
(b)
(1 + y 2 )y + ty + y = et (2)
(c)
g(x, y) g(x, y)
2 = 0 (3)
x y
(d)
dy(x)
= x. (4)
dx

1.1.3 Exercise: Verify solutions of differential equations

Show that the given functions yi are indeed solutions to the given differential equations.

(a) y 4 y + 3 y = 0 , y1 (t) = et , y2 (t) = e3t . (1)

2 00 0

(b) 2x y + 3xy y = 0 , y1 (x) = x , y2 (x) = x1 . (2)

1.2 Stability of fixed points

2 Linear differential equations with constant coefficients

2.1 Single linear differential equation

2.2 System of linear differential equations

2.2.1 Exercise: ODEs in standard form

Write the following higher-order differential equations in standard form, i.e. as a system of first-order differ-
ential equations with exactly one derivative without prefactor per equation.

(a) y y 6 y = 0 . (1)

(b) d3 y d2 y 1 dy
+ 3 +2 = 0. (2)
dt3 dt2 2 dt

(c) y1 = sin(t y1 ) + 4 y2 (3)

y2 = y1 3 y12 . (4)

2.2.2 Exercise: ODEs in standard form

Write the following higher-order differential equations in standard form, i.e. as a system of first-order differ-
ential equations with exactly one derivative without prefactor per equation.

...
(a) 3 z 2z + z = 3
 1
(b) 2 x 3y = x + y
6y + x = 2x 1

x + 2y = x + 2
(c)
2y + 4x = 2x + y

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2.3 Superposition principle

Spezielle Losung des inhomogenen Systems

Allgemeine Losung des homogenen Systems

Allgemeine Losung des inhomogenen Systems

2.4 Relation to iterated maps

2.5 Hermitean systems (real eigenvalues)

2.6 Nonhermitean systems (complex eigenvalues)

2.7 Nonhermitean systems (multiple eigenvalues with too few eigenvectors)

2.7.1 Exercise: Inhomogeneous ODE

(a) Find the general solution of the ordinary differential equation

y = y + cos(t) (1)

with positive .
Hint: At some point it may help to make the ansatz y(t) = s sin(t) + c cos(t).
(b) Discuss how the solution depends on .

2.7.2 Exercise: Inhomogeneous ODE for a transformed solution

Assume a solution y(t) is known for the inhomogeneous ODE

y(t) = (t)y(t) + f (t) . (1)

Find a differential equation for which the scaled version y(t) would be a solution.

2.7.3 Exercise: System of linear differential equations

Find the solutions of the following system of linear differential equations and sketch their trajectories.

x = 3x 2y (1)
y = 2x 2y . (2)

2.7.4 Exercise: System of linear differential equations

Find the solution of the following system of linear differential equations and sketch its trajectories.

x = +x 4y (1)
y = x + y . (2)

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2.7.5 Exercise: System of linear differential equations with too few eigenvectors

Find the general solution of the following system of linear differential equations and sketch its trajectories.

x 3x 2y = 0 (1)
y y + z = 1 (2)
z z = 0 . (3)

2.7.6 Exercise: Damped oscillator

Consider the ODE

s + 2 s + 2 s = 3 . (1)

(a) Write the ODE in standard form and find its general solution.
(b) Discuss the qualitative behavior of the general solution as a function of > 0 on the basis of the
eigenvalues. Can you tell why it describes a damped oscillator?

2.7.7 Exercise: Metabolism of a pharmaceutical substance

Consider the metabolism of a pharmaceutical substance in the body. After oral intake the substance is
absorbed in the digestive tract and goes from there into the blood. From there it diffuses into the tissue and
is used or otherwise broken down (we dont care how this happens exactly).

The goal is to define a simple mathematical model for the time course of the amounts of substance in the
digestive tract, the blood, and the tissue. Make the following assumptions:

The substance in the digestive tract is absorbed into the blood with a rate of about 20% per hour.

The substance in the blood diffuses into the tissue with a rate of about 90% per hour.

The tissue uses or breaks down the substance with a rate of about 5% per hour.

(a) Define a system of linear differential equations that describes the dynamics of the amounts of substance
in the three different areas (digestive tract, blood, and tissue) and find the general solution.

(b) Assume that at a certain time point a certain amount has been taken in orally and that there has
been no intake ever before. Determine and sketch the time course of the amounts in the three different
areas.
(c) What happens if you give the substance as a continuous blood infusion? How much do you have to
give per hour to obtain a constant amount of 200mg in the tissue?

2.7.8 Exercise: Metabolism of a pharmaceutical substance revisited

Consider again the model for the metabolism of a pharmaceutical substance we had recently.

(a) Describe in words what happens if over years a patient gets a pill every 48 hours. Find an estimation
for the amount of substance in the patients tissue in the long run.
Hint:
P Use the previous results from the model, the superposition principle, and the geometric series
k x
k=1 x = 1x .

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 (b) Reduce the current 3-dimensional model of this metabolic process to a 2-dimensional model. Perform
the reduction such that the predictions of the 2-dimensional model (measured by the amount of the
substance in the tissue) are as faithfull as possible.
(c) Give an estimate for how much the amount of substance in the patients tissue is fluctuating in the 48
hours between the two pills?

3 Nonlinear differential equations

3.1 Fixed points

3.2 Qualitative analysis in 2D

3.3 Linear stability analysis

3.3.1 Exercise: Linearisation around a Fixpoint

Consider the classic Lotka-Volterra predator-prey model:


x = x(p sy)
y = y(q + cx)

First calculate the fixpoints. Then linearize the differential equations around the fixpoints which are not
equal to zero.

3.3.2 Exercise: Pitchfork bifurcation

Consider the following differential equation:

x + x + x3 x = 0 mit > 0

Bring it into standard form, find the fixpoints depending on the parameter and investigate their stability.

3.3.3 Exercise: Qualitative analysis of a nonlinear ODE in 2D - parabola

Consider the system of nonlinear differential equations

x = px (1)
2
y = 0.1(x y) , (2)

where p denotes a parameter of the system. Analyze the system as follows:

(a) Sketch the nullclines and determine the only fixed point.

(b) Sketch the flow field.

(c) Derive a linear approximation to the nonlinear differential equations around the fixed point. (If you
have not found a fixed point, linearize the differential equation around an arbitrary point.)
(d) Analyze the stability of the fixed point. (If you were not able to linearize the system above around its
fixed point, describe at least how you would analyze the stability of a fixed point and give a simple
example.)

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3.3.4 Exercise: Qualitative analysis the of a nonlinear ODE in 2D - FitzHugh-Nagumo model

Consider the following FitzHugh-Nagumo model of a neuron, also known as Bonhoeffer-van der Pol oscillator:

V = V V 3 /3 W + I (1)
W = 0.08(V + 0.7 0.8W ) . (2)

V denotes the membrane potential, W is a recovery variable, and I is the stimulus current. Analyze the
system as follows:

(a) Sketch the nullclines for I = 0. How do they change if I changes?

(b) Sketch the flow field.
Hint: Note the prefactor 0.08. What does that mean for the relative speed of the dynamics of V and
W.
(c) Discuss the qualitative behavior for different values of I and also for cases where I changes suddenly.
(d) Determine the fixed points analytically. How many are there?
Hint: It might be useful not to consider I as the independent parameter but to write I as a function
of another variable.
(e) Derive a linear approximation to the nonlinear differential equations around the fixed points.
(f) Analyze the stability of the fixed points at V0 {0, 1, 2}.
(g) If you like, analyze the stability of the fixed points for any value of V0 .