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Let z1(t)andz2(t)be two complex valued solution of initial valued problemdz(t)dt=λz(t)withz(0)=1whereλis a complex number. Suppose thatz2(t)0for allt.

(a): Using the quotient rule (Exercise 37), show that the derivative oflocalid="1662091749567">z1(t)z2(t)is zero. Conclude thatlocalid="1662091758671">z1(t)=z2(t)for alllocalid="1662091797882">t.

(b): Show that the initial value problem initial valued problemlocalid="1662091766773">dz(t)dt=λz(t)withlocalid="1662091774693">z(0)=1has unique complex-valued solutionlocalid="1662091784628">z(t).

Short Answer

Expert verified

(a) The derivative ofz1(t)z2(t) is 0.

(b)z(t)=eλtiArg(z)

Step by step solution

01

(a) Step 1: Determine the derivative of the function z1(t)z2(t).

The derivative of the functiong(t)f(t) with respect to tis ddt(g(t)f(t))=f(t)dgdtg(t)dfdt[f(t)]2A.

Consider the complex valued functions z1(t)z2(t).

Using the definition, differentiatez1(t)z2(t) with respect tot as follows.

ddt{z1(t)z2(t)}=z2(t)dz1(t)dtz1(t)dz2(t)dt[z2(t)]2

02

Simplify the equation ddt{z1(t)z2(t)}=z2(t)dz1(t)dt-z1(t)dz2(t)dt[z2(t)]2.

As ddt{z(t)}=λz(t), substitute the valuesλz1(t) for ddt{z1(t)}andλz2(t) for ddt{z2(t)}in the equation ddt{z1(t)z2(t)}=z2(t)dz1(t)dtz1(t)dz2(t)dt[z2(t)]2as follows.

ddt{z1(t)z2(t)}=z2(t)dz1(t)dtz1(t)dz2(t)dt[z2(t)]2=z2(t){λz1(t)}z1(t){λz2(t)}[z2(t)]2=λz1(t)z2(t)λz1(t)z2(t)[z2(t)]2ddt{z1(t)z2(t)}=0

Hence, the derivative ofz1(t)z2(t) is0 .

03

(b)Step 3: Simplify the equation dz(t)dt=λz(t).

Consider the initial value problemdz(t)d(t)=λz(t) withz(0)=1 .

Simplify the equation dz(t)d(t)=λz(t)as follows.

dz(t)d(t)=λz(t)dz(t)z(t)=λd(t)

04

Determine the solution.

Take integration both side in the equation dz(t)z(t)=λd(t)as follows.

dz(t)z(t)=λd(t)dz(t)z(t)=λd(t)lnz(t)=λt+c

Substitute the value 0for tin the equationlnz(t)=λt+cas follows.

lnz(t)=λt+clnz(0)=λ(0)+cln(1)=cc=0

Substitute the value 0forcin the equation lnz(t)=λt+cas follows.

lnz(t)=λt+clnz(t)=λt

As lnz(t)=ln|z(t)|+iArg(z), Substitute the valueln|z(t)|+iArg(z)for lnz(t)in the equation lnz(t)=λtas follows.

lnz(t)=λtlnz(t)=λtln|z(t)|+iArg(z)=λtln|z(t)|=λtiArg(z)

Taking anti-log both side in the equationln|z(t)|=λtiArg(z)as follows.

ln|z(t)|=λtiArg(z)eln|z(t)|=eλtiArg(z)z(t)=eλtiArg(z)

Hence, the solution ofthe initial value problemdz(t)d(t)=λz(t)withz(0)=1is z(t)=eλtiArg(z).

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