[Math] ODE: to show the solution is periodic

calculusintegrationordinary differential equations

Suppose $f(t)$, defined on $\Bbb R$, is periodic with period $\omega\ne0$, and that $k\ne0$ is a constant, prove: for the following differential equation
$$\frac{dx}{dt}=kx+f(t)$$
there exists one and only one solution $x(t)$, which is also a periodic function with period $\omega$.

My approach:

First of all, it is easy to write the solution out explicitly, suppose that $x(0)=x_0$, then
$$x(t)=e^{kt}\int_{0}^{t}f(s)e^{-ks} \, ds+x_0e^{kt}$$
satisfies the DE. To show the uniqueness, suppose both $x_1,x_2$ are solutions, let $\delta=x_1-x_2$, then subtract the two DEs and the two initial values to get
$$\frac{d\delta}{dt}=k\delta\quad\text{with}\quad \delta(0)=0$$
and hence $\delta$ has the unique solution $\delta\equiv 0$.

But its' been quite tough for me to show that the solution $x(t)$ is an $\omega$-periodic function. Actually, it suffices to show $x(\omega+t)\equiv x(t)$. By letting $\phi(t)=x(\omega+t)$, it is clear that $\phi(t)$ fits the DE. If $\phi(t)$ also fits the initial value condition, namely, if $\phi(0)=x_0$, then by the subtraction technique it is clear that $\phi(t)-x(t)\equiv 0$ and hence the proof. But $\phi(0)=x_0$ means that
$$x(\omega)=e^{k\omega}\int_{0}^{\omega}f(s)e^{-ks}ds+e^{k\omega}x_0=x_0$$
which I cannot prove, because I know virtually nothing about $f(t)$ than its period.

So can you help me? Thanks in advance!

Best Answer

Look at $x(t+\omega)-x(t)$: you want to have $$ 0 = e^{-kt}(x(t+\omega)-x(t)) = \left( \int_{0}^{t+\omega}f(s)e^{-k(s-\omega)} \, ds+e^{k\omega} x_0\right)-\left( \int_{0}^{t}f(s)e^{-ks} \, ds+x_0\right) \\ = x_0 \left( e^{\omega t}-1 \right) + \int_{-\omega}^0 f(u)e^{-ku} \, ds, $$ after a change of variables in the first integral (I think that's right: set $u=s-\omega$ and see what happens; the important thing is that the contribution from $t$ goes away because $f(u+\omega)=f(u)$). This is a linear equation in $x_0$, so you can solve it and find a unique finite value of $x_0$, because $\omega \neq 0$.

Related Question