Qualitative and asymptotic analysis of solutions

The question asks to determine long-term behavior, boundedness, convergence, periodicity, or stability of solutions to a second-order ODE or differential system without necessarily finding an explicit closed-form solution.

grandes-ecoles 2012 QIII.B.2 View
Let $g \in C_{b}(\mathbb{R})$ satisfying hypothesis A (i.e., $g$ is of class $C^{\infty}$ on $\mathbb{R}$, bounded, and all its derivative functions of all orders are bounded on $\mathbb{R}$). Deduce the set of functions $g$ satisfying hypothesis A and such that $N_{g}$ has finite codimension in $L^{1}(\mathbb{R})$.
grandes-ecoles 2013 QIII.B.2 View
We study the asymptotic behavior near $+ \infty$ of a solution $z \in E$ of the differential equation defined on $] 0 , + \infty [$, with $\lambda \in \mathbb { R } ^ { * }$ :
$$z ^ { \prime \prime } + \left( 1 + \frac { \lambda } { x ^ { 2 } } \right) z = 0 \tag{III.3}$$
Let $x _ { 0 }$ in $] 0 , + \infty [$. We set for $x > 0$
$$h ( x ) = \int _ { x _ { 0 } } ^ { x } | z ( u ) | \frac { \mathrm { d } u } { u ^ { 2 } }$$
a) Show that there exist real constants $\mu$ and $M$ such that $h$ satisfies the differential inequality for $x \geqslant x _ { 0 }$
$$h ^ { \prime } ( x ) - \frac { \mu } { x ^ { 2 } } h ( x ) \leqslant \frac { M } { x ^ { 2 } }$$
Specify the constants $\mu$ and $M$ in terms of $A , B$ and $\lambda$.
b) Deduce that $h$ is bounded on $\left[ x _ { 0 } , + \infty [ \right.$ and then that $z$ is bounded on the same interval.
Multiply by $e ^ { \mu / x }$ and integrate the inequality from the previous question.
grandes-ecoles 2013 QIII.B.3 View
We study the asymptotic behavior near $+ \infty$ of a solution $z \in E$ of the differential equation defined on $] 0 , + \infty [$, with $\lambda \in \mathbb { R } ^ { * }$ :
$$z ^ { \prime \prime } + \left( 1 + \frac { \lambda } { x ^ { 2 } } \right) z = 0 \tag{III.3}$$
Justify that
$$\int _ { x } ^ { + \infty } z ( u ) \sin ( u - x ) \frac { \mathrm { d } u } { u ^ { 2 } } = O \left( \frac { 1 } { x } \right)$$
near $+ \infty$. Deduce the existence of constants $\alpha$ and $\beta$ such that near $+ \infty$,
$$z ( x ) = \alpha \cos ( x - \beta ) + O \left( \frac { 1 } { x } \right)$$
grandes-ecoles 2013 QIII.B.4 View
Let $n \in \mathbb { N }$. Show that there exists a pair of real numbers $( \alpha _ { n } , \beta _ { n } )$ such that for $x \rightarrow + \infty$,
$$\varphi _ { n } ( x ) = \frac { \alpha _ { n } } { \sqrt { x } } \cos \left( x - \beta _ { n } \right) + O \left( \frac { 1 } { x \sqrt { x } } \right)$$
grandes-ecoles 2015 Q1 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
We set $F_{1} = \Re(f)$ and $f_{2} = \Im(f)$. Express $f_{1}^{\prime\prime}$ and $f_{2}^{\prime\prime}$ in terms of $f_{1}^{\prime}, f_{2}^{\prime}, f_{1}$ and $f_{2}$.
grandes-ecoles 2015 Q2 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
Show that $$\forall x \in \mathbb{R}, \left|f^{\prime}(x)\right|^{2} + \frac{1}{4\alpha}\left(\alpha|f(x)|^{2} + 1\right)^{2} = \frac{1}{4\alpha}(\alpha + 1)^{2}$$
grandes-ecoles 2015 Q3 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
Show that $\forall x \in \mathbb{R}, |f(x)| \leq 1$ and that $$\forall x \in \mathbb{R}, \left|f^{\prime}(x)\right| \leq \frac{1}{2\sqrt{\alpha}}(\alpha + 1)$$
grandes-ecoles 2015 Q4 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
The purpose of this question is to prove that there exist $(\ell, M_{0}) \in \mathbb{R}_{+}^{2}$ such that $$\forall x > 0, \left||f(x)|^{2} - 1\right| \leq \frac{M_{0}}{x}$$
(a) Show that $$\forall x \in \mathbb{R}, \Im\left(f^{\prime}(x)\overline{f(x)}\right) + \frac{x}{4}|f(x)|^{2} - \frac{1}{4}\int_{0}^{x}|f(t)|^{2}\,dt = 0$$
(b) Show that $$\forall x > 0, \frac{d}{dx}\left(\frac{1}{x}\int_{0}^{x}|f(t)|^{2}\,dt\right) = -\frac{4}{x^{2}}\Im\left(f^{\prime}(x)\overline{f(x)}\right)$$
(c) Deduce that there exists $\ell \in \mathbb{R}_{+}$ such that $$\lim_{x \rightarrow +\infty} \frac{1}{x}\int_{0}^{x}|f(t)|^{2}\,dt = \ell$$
(d) Show that there exists $M \in \mathbb{R}_{+}$ such that $$\forall x > 0, \left|\frac{1}{x}\int_{0}^{x}|f(t)|^{2}\,dt - \ell\right| \leq \frac{M}{x}$$
(e) Conclude.
grandes-ecoles 2015 Q5 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
(a) Suppose in this question that $\ell = 1$. Show that there exists $M_{1} \in \mathbb{R}_{+}$ such that $$\forall x > 0, \left||f(x)|^{2} - 1\right| \leq \frac{M_{1}}{x^{3/2}}$$
(b) Deduce that $\ell < 1$.
grandes-ecoles 2015 Q6 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
Show that $|f|$ is not periodic.
grandes-ecoles 2015 Q7 View
Let $\alpha \in \mathbb{R}$. We say that $f$ is a solution of equation $\left(E_{\alpha}\right)$ if $f \in \mathcal{C}^{2}(\mathbb{R}, \mathbb{C})$ and $$\left(E_{\alpha}\right) \quad \forall x \in \mathbb{R}, f^{\prime\prime}(x) + \frac{ix}{2} f^{\prime}(x) + \frac{f(x)}{2}\left(\alpha|f(x)|^{2} + 1\right) = 0$$ In questions 1 to 7 of Part I, we assume that $\alpha > 0$. Moreover, we assume that there exists a solution $f$ of $(E_{\alpha})$ which satisfies $f(0) = 1$ and $f^{\prime}(0) = 0$.
For $(\ell, x) \in \mathbb{R}_{+}^{*} \times \mathbb{R}$, we set: $$f_{\alpha}(x) = f(x)\exp\left(i\frac{x^{2}}{4}\right), \quad \Psi_{\alpha}(t, x) = \frac{1}{\sqrt{t}} f_{\alpha}\left(\frac{x}{\sqrt{t}}\right)$$
(a) Does there exist $t > 0$ such that $\Psi_{\alpha}(t, .)$ is periodic?
(b) Express $f_{\alpha}^{\prime}, f_{\alpha}^{\prime\prime}$ and $|f_{\alpha}|$ in terms of $f, f^{\prime}, f^{\prime\prime}$ and $|f|$.
(c) Justify that for all $(t, x) \in \mathbb{R}_{+}^{*} \times \mathbb{R}$, we have $\Psi_{\alpha}(., x) \in C^{1}(\mathbb{R}^{+*}, \mathbb{C})$ and $\Psi_{\alpha}(t, .) \in C^{2}(\mathbb{R}, \mathbb{C})$, then prove that $\Psi_{\alpha}$ satisfies equation $(F_{\alpha})$: $$\left(F_{\alpha}\right) \quad i\frac{\partial \Psi_{\alpha}}{\partial t}(t, x) + \frac{\partial^{2} \Psi_{\alpha}}{\partial x^{2}}(t, x) + \frac{1}{2}\Psi_{\alpha}(t, x)\left(\alpha\left|\Psi_{\alpha}(t, x)\right|^{2} + \frac{1}{t}\right) = 0$$
grandes-ecoles 2017 QIII.B.1 View
Let $\lambda \in \mathbb{C}$ such that $\operatorname{Re}(\lambda) > 0$. Let $u$ be a function with complex values of class $\mathcal{C}^{1}$ on $\mathbb{R}^{+}$.
Suppose that the function $v = u' + \lambda u$ is bounded on $\mathbb{R}^{+}$. Show that $u$ is bounded on $\mathbb{R}^{+}$.
One may consider the differential equation $y' + \lambda y = v$.
grandes-ecoles 2017 QIII.B.2 View
Let $T \in \mathcal{M}_{n}(\mathbb{C})$ be an upper triangular matrix with complex entries. Suppose that the diagonal entries of $T$ are complex numbers with strictly positive real part. Let $u_{1}, \ldots, u_{n}$ be functions with complex values, defined and of class $\mathcal{C}^{1}$ on $\mathbb{R}^{+}$ and let, for all $t \in \mathbb{R}^{+}$, $$U(t) = \begin{pmatrix} u_{1}(t) \\ \vdots \\ u_{n}(t) \end{pmatrix}$$
Suppose that, for all $t \in \mathbb{R}^{+}$, $U'(t) + TU(t) = 0$.
Show that the functions $u_{j}$, where $1 \leqslant j \leqslant n$, are bounded on $\mathbb{R}^{+}$.
grandes-ecoles 2017 QIII.B.3 View
A matrix $A$ of $\mathcal{M}_{n}(\mathbb{R})$ is said to be positively stable if all its complex eigenvalues have strictly positive real part. Recall that for any matrix $M \in \mathcal{M}_{n}(\mathbb{C})$, $\exp(M) = \sum_{k=0}^{\infty} \frac{M^{k}}{k!}$.
Let $A \in \mathcal{M}_{n}(\mathbb{R})$ be a positively stable matrix with complex eigenvalues $\lambda_{1}, \ldots, \lambda_{n}$ and let $\alpha$ be a real number such that $0 < \alpha < \min_{1 \leqslant j \leqslant n} \operatorname{Re}(\lambda_{j})$.
Show that the function $t \mapsto \mathrm{e}^{\alpha t}\exp(-tA)$ is bounded on $\mathbb{R}^{+}$.
One may apply question III.B.2 to an upper triangular matrix $T$ similar to $A - \alpha I_{n}$.
grandes-ecoles 2017 QIII.B.1 View
Let $\lambda \in \mathbb{C}$ such that $\operatorname{Re}(\lambda) > 0$. Let $u$ be a function with complex values of class $\mathcal{C}^{1}$ on $\mathbb{R}^{+}$.
Suppose that the function $v = u^{\prime} + \lambda u$ is bounded on $\mathbb{R}^{+}$. Show that $u$ is bounded on $\mathbb{R}^{+}$.
One may consider the differential equation $y^{\prime} + \lambda y = v$.
grandes-ecoles 2017 QIII.B.2 View
Let $T \in \mathcal{M}_{n}(\mathbb{C})$ be an upper triangular matrix with complex entries. Suppose that the diagonal entries of $T$ are complex numbers with strictly positive real part. Let $u_{1}, \ldots, u_{n}$ be functions with complex values, defined and of class $\mathcal{C}^{1}$ on $\mathbb{R}^{+}$ and let, for all $t \in \mathbb{R}^{+}$, $$U(t) = \left(\begin{array}{c} u_{1}(t) \\ \vdots \\ u_{n}(t) \end{array}\right)$$ Suppose that, for all $t \in \mathbb{R}^{+}, U^{\prime}(t) + T U(t) = 0$.
Show that the functions $u_{j}$, where $1 \leqslant j \leqslant n$, are bounded on $\mathbb{R}^{+}$.
grandes-ecoles 2017 QIII.B.3 View
Let $A \in \mathcal{M}_{n}(\mathbb{R})$ be a positively stable matrix with complex eigenvalues $\lambda_{1}, \ldots, \lambda_{n}$ and let $\alpha$ be a real number such that $0 < \alpha < \min_{1 \leqslant j \leqslant n} \operatorname{Re}\left(\lambda_{j}\right)$.
Show that the function $t \mapsto \mathrm{e}^{\alpha t} \exp(-tA)$ is bounded on $\mathbb{R}^{+}$.
One may apply question III.B.2 to an upper triangular matrix $T$ similar to $A - \alpha I_{n}$.
grandes-ecoles 2018 Q20 View
We now assume $\lambda \neq 0$. Among the solutions of the differential equation (II.1) $$r^2 z''(r) + r z'(r) - \lambda z(r) = 0$$ which are the solutions that extend continuously to 0?
grandes-ecoles 2018 Q20 View
In this subsection II.C, we consider two functions of class $\mathcal{C}^2$, $u : \mathbb{R}^{*+} \rightarrow \mathbb{R}$ and $v : \mathbb{R} \rightarrow \mathbb{R}$ and we set $$\forall (r,\theta) \in \mathbb{R}^{*+} \times \mathbb{R} \quad f(r\cos(\theta), r\sin(\theta)) = u(r)v(\theta)$$ We now assume $\lambda \neq 0$. Which are the solutions of (II.1) that extend continuously to 0?
grandes-ecoles 2022 Q19 View
In all that follows, $\mathbf{K = C}$. We set $E = \mathbf{C}^n$. We are given $A \in \mathcal{M}_n(\mathbf{C})$ a square matrix with complex coefficients, and we denote by $u$ the endomorphism of $\mathbf{C}^n$ canonically associated with this matrix. We set $\alpha = \max_{\lambda \in \operatorname{Sp}(A)} \operatorname{Re}(\lambda)$. For all real $t$ and for $(i,j) \in \llbracket 1,n \rrbracket^2$, we denote by $v_{i,j}(t)$ the coefficient with indices $(i,j)$ of the matrix $e^{tA}$.
$\mathbf{19}$ ▷ Show that, if $\lim_{t \rightarrow +\infty} f_A(t) = 0_n$, then $\alpha < 0$.
grandes-ecoles 2022 Q22 View
In all that follows, $\mathbf{K = C}$. We set $E = \mathbf{C}^n$. We are given $A \in \mathcal{M}_n(\mathbf{C})$. We set $\alpha = \max_{\lambda \in \operatorname{Sp}(A)} \operatorname{Re}(\lambda)$. For all real $t$ and for $(i,j) \in \llbracket 1,n \rrbracket^2$, we denote by $v_{i,j}(t)$ the coefficient with indices $(i,j)$ of the matrix $e^{tA}$.
$\mathbf{22}$ ▷ Deduce from question 21) that there exists a natural integer $p$ such that, for all $(i,j) \in \llbracket 1,n \rrbracket^2$, we have $$v_{i,j}(t) = O\left(t^p e^{\alpha t}\right) \text{ as } t \rightarrow +\infty.$$
grandes-ecoles 2022 Q23 View
In all that follows, $\mathbf{K = C}$. We set $E = \mathbf{C}^n$. We are given $A \in \mathcal{M}_n(\mathbf{C})$. We set $\alpha = \max_{\lambda \in \operatorname{Sp}(A)} \operatorname{Re}(\lambda)$.
$\mathbf{23}$ ▷ Study the converse of question 19): that is, show that if $\alpha < 0$ then $\lim_{t \rightarrow +\infty} f_A(t) = 0_n$.
grandes-ecoles 2022 Q26 View
In all that follows, $\mathbf{K = C}$. We set $E = \mathbf{C}^n$. We are given $A \in \mathcal{M}_n(\mathbf{C})$. We introduce the following polynomials: $$\begin{aligned} & P_s(X) = \prod_{\substack{\lambda \in \operatorname{Sp}(A) \\ \operatorname{Re}(\lambda) < 0}} (X - \lambda)^{m_\lambda}, \\ & P_i(X) = \prod_{\substack{\lambda \in \operatorname{Sp}(A) \\ \operatorname{Re}(\lambda) > 0}} (X - \lambda)^{m_\lambda}, \\ & P_n(X) = \prod_{\substack{\lambda \in \operatorname{Sp}(A) \\ \operatorname{Re}(\lambda) = 0}} (X - \lambda)^{m_\lambda}, \end{aligned}$$ and the subspaces $E_s = \operatorname{Ker}(P_s(A))$, $E_i = \operatorname{Ker}(P_i(A))$ and $E_n = \operatorname{Ker}(P_n(A))$ of $E = \mathbf{C}^n$. We have $E = E_s \oplus E_i \oplus E_n$.
$\mathbf{26}$ ▷ Show that $$E_n = \left\{ X \in E \mid \exists C \in \mathbf{R}_+^* \quad \exists p \in \mathbf{N} \quad \forall t \in \mathbf{R} \quad \left\| e^{tA} X \right\|_E \leq C(1 + |t|)^p \right\}.$$
grandes-ecoles 2022 Q19 View
Let $M \in M_{n}(\mathbf{R})$. We denote by (S) the differential system: $$(\mathrm{S}) \quad X' = MX$$ where $X$ is a function from the variable $t$ in $\mathbf{R}$ to $\mathbf{R}^{n}$, differentiable on $\mathbf{R}$.
We assume $n = 2$, we then denote $X = (x; y)$ where $x$ and $y$ are two functions differentiable from $\mathbf{R}$ to $\mathbf{R}$ and we set $z = x + iy$.
Let $M \in M_{2}(\mathbf{R})$ be semi-simple. Give a necessary and sufficient condition, concerning the real and imaginary parts of the eigenvalues of $M$, for every solution of (S) to have each of its coordinates tend to 0 as $+\infty$.
grandes-ecoles 2023 Q11 View
In this part, $a$ denotes an endomorphism of $\mathbf { C } ^ { n }$. We use the decomposition $\mathbf { C } ^ { n } = \bigoplus _ { i = 1 } ^ { r } E _ { i }$ where $E _ { i } = \operatorname { Ker } \left( a - \lambda _ { i } id _ { \mathbf { C } ^ { n } } \right) ^ { m _ { i } }$, with $\|.\|_c$ the norm on $\mathcal{L}(\mathbf{C}^n)$.
Deduce the existence of a polynomial $P$ with real coefficients such that: $$\forall t \in \mathbf { R } , \quad \left\| e ^ { t a } \right\| _ { c } \leqslant P ( | t | ) \sum _ { i = 1 } ^ { r } e ^ { t \operatorname { Re } \left( \lambda _ { i } \right) }$$ where $\operatorname { Re } ( z )$ denotes the real part of a complex number $z$.