(a) Show that all the solutions of the linear equation \(u^\prime +a(t)u = 0, \ t \in [0,\infty)\), where \(a:[0,\infty) \rightarrow [0,\infty)\) is a continuous function, are always bounded if \(\int_0^\infty a(s)ds < \infty \) .

(b) Consider the equation \((1+t)^2u^\prime - u = 0, \ t \in [0,\infty)\) .

(i) Find the unique solution.

(ii) Show that \(\mid u(0) \mid \le \mid u(t) \mid < \mid u(0) \mid e \), for all \(t \in [0 ,\infty)\) . How you are connecting this result with the problem \((2) (a)\) ?

Let \(u\) denotes the solution of the initial value problem:

                 \(u^\prime +cu = d(t) , \ u(0)=0\) ,

where \(c\) is a complex constant. Let \(d\) be a continuous function and bounded by \(M\) on

\([0,\infty)\). Then, prove that

                      \(\mid u(t) \mid \le \frac{M}{\mid Re(c) \mid }, \ for \ all \ t \in [0,\infty).\)

Let \(c,d:I \rightarrow \mathbb{R}\) be continuous functions. Let \(u_1,u_2\) denote the solutions of the initial value problem

                      \(u^\prime + c(t)u = d(t)\) ,

with \(u_1(t_0)=u_{10}\) and \(u_2(t_0)=u_{20}\)   on an interval \(I\) containing \(t_0\). Then, show that

\(\mid u_1(t) - u_2(t) \mid= \mid u_{10} -u_{20} \mid \exp \left [ - \int_{t_0}^t c(s)ds \right ] ,t \in I ,\),

and, hence, show that \(u_1(t) = u_1(t;t_0 , u_{10} )\) is a continuous function of \(x_{10}\) for any fixed \(t\) and \(t_0\). Thus, conclude that \(u(t) = u(t;t_0,u_0)\) of a linear equation is a continuous function of an initial parameter \(u_0\).

Let the function \(c:I \rightarrow \mathbb{R}\) is continuous. Suppose that \(u_1\) and \(u_2\) are the solutions of \(u^\prime +c(t)u = 0\), with \(u_1(t_1)=a \) and \(u_2(t_2) =b\), where \(a\) and \(b\) are constants and \(t,t_1,t_2\) are members of an interval \(I\). Then show that \(\mid u_1(t) - u_2(t) \mid \rightarrow 0\) as \(\mid t_1 - t_2 \mid \rightarrow 0\) and \(\mid a - b\mid \rightarrow 0\) for all \(t \in I\).

Consider a linear equation

\(u^\prime + a(t)u =0\)  on \([0, \infty)\) ,

where \(a\) is a complex-valued function with the real part \(a_1\) and imaginary part \(a_2\). Further, assume that \(\int _0 ^\infty \mid a_1(s) \mid ds \) is bounded. Then, show that " for every \(\varepsilon >0\), there exists a \(\delta = \delta(\varepsilon)>0\) such that \(\mid u(t;0,u_0) \mid < \varepsilon\) for all \(t \ge 0\), whenever \(\mid u_0 \mid = \mid u(0) \mid < \delta(\varepsilon)\) ", where \(u(t;0,u_0)\) is the solution passing through \((0,u_0)\). This  property of linear differential equations is usually called the “stability of the null solution”. Show that the null solutions of the following equations are stable:

(i) \(x^\prime = -2x;\)

(ii) \(3x^\prime = -5x ;\)

(iii) Give an example of a linear differential equation whose null solution is not stable.

(a) Consider a linear system 

 \(u^\prime + c(t)u=0\),

where \(c\) is a periodic (complex-valued) function, that is, continuous on \(-\infty < t < \infty \). Show that if any nontrivial solution, then

\(u(t+\gamma ) = \exp \left [-\int_0^\gamma c(s)ds \right]u(t) ,\gamma >0 \),

for all \(t\), where \(\gamma\) is the period of \(c\).

(b) Under the above assumptions, show that any nontrivial solution \(u\) of \(u^\prime + c(t)u=0\), is periodic with period \(\gamma\) if \(\int_0^\gamma c(s)ds=0\).

(c) Assuming that \(c(t)\) is a constant \(c\), what conditions does \(c\) have to satisfy in order that any nontrivial solution of \(u^\prime +cu =0\) is periodic,

(i) with period \(\gamma\);

(ii) with period \(n\gamma\), where \(n\) is a positive integer.

For the equation 

 \(u^\prime +u =d(t)\),

show that there exists a unique bounded solution on \(-\infty <t< \infty \), when \(\mid d(t) \mid \le M, t \in (-\infty , \infty )\) . If in addition \(d\) is periodic then, show that this solution is also periodic.

Consider a non-homogeneous linear differential equation

\(u^\prime +c(t)u=d(t)\),

where \(c\) and \(d\) are given continuous periodic functions on \(-\infty<t< \infty \) of period \(\gamma\) and \(d(t) \neq 0\).

(a) Show that a solution \(u\) is periodic of period \(\gamma\) if and only if \(u(0)=u(\gamma)\).

(b) If there is no nontrivial periodic solution of period \(\gamma\) of the corresponding homogeneous equation, then prove that a unique solution of period \(\gamma\) for

\(u^\prime +c(t)u=d(t)\)

exists. Construct an example to illustrate (ii).

Input-output relations: Consider a linear equation

\(u^\prime +c(t)u=d(t).\)

In many engineering and experimental sciences, the function \(d\) is called an “input” and the solution \(u\) is termed as an “output” corresponding to the input \(d\). In the following cases, determine the output \(u\), which is zero at \(t=0\):

(a) \(u^\prime +3u =5\);

(b) \(u^\prime+2u =e^{-t}\) ;

(c) \(u^\prime +2u =f(t) , \ where \ f(t)=\left\{ \begin{array}{rcl} 1,\ for \ t<0, \\ 2, \ for \ t \ge 0. \end{array}\right. \)

Let \(G\) be a finite group, and suppose that for any two subgroups \(H\) and \(K\) of \(G\) either \(H \subseteq K \ or \ K \subseteq H\). Prove that \(G\) is a cyclic group of prime power order.

Show that the direct product of two infinite cyclic groups in not cyclic.