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Math+204+Lecture+Notes+by+Ebraheem+Alzahrani Section+1.2 PDF

The document discusses initial value problems (IVPs) for differential equations. It defines an IVP as solving a differential equation subject to initial conditions on the values of the unknown function and its derivatives at a single point. It presents the existence and uniqueness theorem, which states that if the function defining the differential equation is continuous, the solution exists and is unique over some interval. It provides examples of first- and second-order IVPs and examines whether given IVPs satisfy the conditions for existence and uniqueness.

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203 views

Math+204+Lecture+Notes+by+Ebraheem+Alzahrani Section+1.2 PDF

The document discusses initial value problems (IVPs) for differential equations. It defines an IVP as solving a differential equation subject to initial conditions on the values of the unknown function and its derivatives at a single point. It presents the existence and uniqueness theorem, which states that if the function defining the differential equation is continuous, the solution exists and is unique over some interval. It provides examples of first- and second-order IVPs and examines whether given IVPs satisfy the conditions for existence and uniqueness.

Uploaded by

Zulqarnain Khan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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(1.

2) Initial-Value Problems

INTRODUCTION:

We are often interested in problems in which we seek a solution 𝑦(𝑥) of a differential equation so that
𝑦(𝑥) satisfies prescribed side conditions—that is, conditions imposed on the unknown 𝑦(𝑥) or its
derivatives. On some interval 𝐼 containing 𝑥0 the problem
𝑑𝑛 𝑦
𝑆𝑜𝑙𝑣𝑒: = 𝑓(𝑥, 𝑦, 𝑦 ′ , … , 𝑦 (𝑛−1) )
𝑑𝑥 𝑛
… … … … … … … … … … (1)
𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜: 𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , … , 𝑦 (𝑛−1) (𝑥0 ) = 𝑦𝑛−1 ,

where 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 are arbitrarily specified real constants, is called an initial-value problem
(IVP). The values of 𝑦(𝑥) and its first 𝑛 − 1 derivatives at a single point 𝑥0 , 𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) =
𝑦1 , … , 𝑦 (𝑛−1) (𝑥0 ) = 𝑦𝑛−1 , are called initial conditions.

FIRST- AND SECOND-ORDER IVPS:

The problem given in (1) is also called an 𝒏th-order initial-value problem. For example,

𝑑𝑦
𝑆𝑜𝑙𝑣𝑒: = 𝑓 (𝑥, 𝑦)
𝑑𝑥
… … … … … … … … … … (2)
𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜: 𝑦(𝑥0 ) = 𝑦0

and
𝑑2 𝑦
𝑆𝑜𝑙𝑣𝑒: 2
= 𝑓 (𝑥, 𝑦, 𝑦 ′ )
𝑑𝑥
… … … … … … … … … … (3)
𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜: 𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1

are first- and second-order initial-value problems, respectively.

THEOREM 1.2.1 (Existence of a Unique Solution)


Let 𝑅 be a rectangular region in the 𝑥𝑦-plane defined by 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 that contains the
point (𝑥0 , 𝑦0 ) in its interior. If 𝑓 (𝑥, 𝑦) and 𝜕𝑓 ⁄𝜕𝑦 are continuous on 𝑅 , then there exists some interval
𝐼0 : (𝑥0 − ℎ, 𝑥0 + ℎ), ℎ > 0, contained in [𝑎, 𝑏], and a unique function 𝑦(𝑥), defined on 𝐼0 , that is a
solution of the initial-value problem (2).

𝑑𝑦
Roughly speaking, if we have the IVP = 𝑓 (𝑥, 𝑦), 𝑦(𝑥0 ) = 𝑦0 , then we have 3 cases explain the
𝑑𝑥
theorem which are follows:
 If 𝑓 (𝑥, 𝑦) and 𝜕𝑓/𝜕𝑦 are continuous on a common domain 𝐼
⇒ the solution of the IVP exists and unique.
 If 𝑓 (𝑥, 𝑦) is only continuous on a domain 𝐼
⇒ the solution of the IVP exists only. This means that the IVP has infinite solutions
 If 𝑓 (𝑥, 𝑦) is discontinuous on a domain 𝐼
⇒ the solution of the IVP does not exist.

11
(1.2) Initial-Value Problems

EXAMPLE 1 (Second-Order IVP)


In Example 4 of Section 1.1, we saw that
𝑥 = 𝑐1 cos 4𝑡 + 𝑐2 sin 4𝑡
is a two-parameter family of solutions of
𝑥 ′′ + 16𝑥 = 0.
Find a solution of the initial-value problem
𝜋 𝜋
𝑥 ′′ + 16𝑥 = 0, 𝑥 ( ) = −2, 𝑥 ′ ( ) = 1. … … … … … … … … … … (4)
2 2
SOLUTION:
We first find 𝑥 ′ and 𝑥 ′′ using the general solution 𝑥 = 𝑐1 cos 4𝑡 + 𝑐2 sin 4𝑡 , we obtain
𝑥 ′ = −4𝑐1 sin 4𝑡 + 4𝑐2 cos 4𝑡
and
𝑥 ′′ = −16𝑐1 cos 4𝑡 − 16𝑐2 sin 4𝑡.
𝜋
Then, we apply 𝑥 ( ) = −2 to the given family of solutions:
2
𝜋 𝜋 𝜋
𝑥 ( ) = 𝑐1 cos (4 ( )) + 𝑐2 sin (4 ( )) = 𝑐1 cos 2𝜋 + 𝑐2 sin 2𝜋 = 𝑐1 (1) + 𝑐2 (0) = 𝑐1 = −2.
2 2 2
𝜋
Hence, 𝑐1 = −2. Similarly, we next apply 𝑥 ′ ( ) = 1 to the two-parameter family
2
𝑥 ′ = −4𝑐1 sin 4𝑡 + 4𝑐2 cos 4𝑡.
So,
𝜋 𝜋 𝜋
𝑥 ′ ( ) = −4(−2) sin (4 ( )) + 4𝑐2 cos (4 ( )) = 8 sin 2𝜋 + 4𝑐2 cos 2𝜋 = 8(0) + 4𝑐2 (1) = 4𝑐2 = 1.
2 2 2
1
Thus, 𝑐2 = . Hence,
4
1
𝑥 = −2 cos 4𝑡 + sin 4𝑡
4
is a solution of (4).

EXAMPLE 2
According to the Existence and Uniqueness Theorem, determine whether the IVP
𝑑𝑦
= 𝑥𝑦1/2 , 𝑦 (0) = 0
𝑑𝑥
has a unique solution.
SOLUTION:
1
1 − 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 = 𝑥 √𝑦 is continuous on {(𝑥, 𝑦): 𝑥 ∈ ℝ and 𝑦 ∈ [0, ∞)}.
𝜕𝑓 𝑥 𝑥
2− = 1= is continuous on {(𝑥, 𝑦): 𝑥 ∈ ℝ and 𝑦 ∈ (0, ∞)}.
𝜕𝑦 2𝑦 2 2√𝑦
Since (0,0) is not in the region defined by 𝑥 ∈ ℝ and 𝑦 > 0, this shows that the IVP has no
unique solution but it has infinite solutions.

12
(1.2) Initial-Value Problems

EXAMPLE 3
According to the Existence and Uniqueness Theorem, determine whether the IVP
𝑑𝑦
= 𝑥𝑦1/2 , 𝑦 (2) = 1
𝑑𝑥
has a unique solution.
SOLUTION:
1
1 − 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 = 𝑥 √𝑦 is continuous on {(𝑥, 𝑦): 𝑥 ∈ ℝ and 𝑦 ∈ [0, ∞)}.
𝜕𝑓 𝑥 𝑥
2− = 1= is continuous on {(𝑥, 𝑦): 𝑥 ∈ ℝ and 𝑦 ∈ (0, ∞)}.
𝜕𝑦 2 √ 𝑦
2𝑦 2
Since (2,1) is in the region defined by 𝑥 ∈ ℝ and 𝑦 > 0, this shows that the IVP has a unique
solution.

13
(1.2) Initial-Value Problems

Exercises 1.2: Page 17


(𝟏𝟖) Determine a region of the 𝑥𝑦-plane for which the given differential equation would have a
unique solution whose graph passes through a point (𝑥0 , 𝑦0 ) in the region.
𝑑𝑦
= √𝑥𝑦
𝑑𝑥
SOLUTION:
1 − 𝑓(𝑥, 𝑦) = √𝑥𝑦 is continuous on either {(𝑥, 𝑦): 𝑥 ∈ [0, ∞) and 𝑦 ∈ [0, ∞)} or
{(𝑥, 𝑦): 𝑥 ∈ (−∞, 0] and 𝑦 ∈ (−∞, 0]}.
𝜕𝑓 1 𝑥
2− = √ is continuous on either {(𝑥, 𝑦): 𝑥 ∈ [0, ∞) and 𝑦 ∈ (0, ∞)} or
𝜕𝑦 2 𝑦
{(𝑥, 𝑦): 𝑥 ∈ (−∞, 0] and 𝑦 ∈ (−∞, 0)}.
Thus, the differential equation will have a unique solution in any region where 𝑥 > 0 and 𝑦 > 0
or where 𝑥 < 0 and 𝑦 < 0.
-------------------------------------------------------------------------------------------------------------------
(𝟐𝟕) Determine whether Theorem 1.2.1 guarantees that the differential equation
𝑦 ′ = √𝑦 2 − 9
possesses a unique solution through the given point (2, −3).
SOLUTION:
1 − 𝑓(𝑥, 𝑦) = √𝑦 2 − 9 is continuous on {(𝑥, 𝑦): 𝑥 ∈ ℝ and 𝑦 ∈ (−∞, −3] ∪ [3, ∞)}.
𝜕𝑓 2𝑦 𝑦
2− = = is continuous on {(𝑥, 𝑦): 𝑥 ∈ ℝ and 𝑦 ∈ (−∞, −3) ∪ (3, ∞)}.
𝜕𝑦 2√𝑦 2 − 9 √𝑦 2 − 9

Since (2, −3) is not in either of the regions defined by 𝑦 < −3 or 𝑦 > 3, so there is no
guarantee of a unique solution through (2, −3).

14
(1.2) Initial-Value Problems

Exercises 1.2: Page 17 (Homework)

(𝟔) In the following problem, 𝑦 = 1/(𝑥 2 + 𝑐) is a one-parameter family of solutions of the first-
order DE 𝑦 ′ + 2𝑥𝑦 2 = 0. Find a solution of the first-order IVP consisting of this differential
equation and the given initial condition. Give the largest interval 𝐼 over which the solution is
defined.
1
𝑦 ( ) = −4
2
-------------------------------------------------------------------------------------------------------------------

(𝟗) In the following problem, 𝑥 = 𝑐1 cos 𝑡 + 𝑐2 sin 𝑡 is a two-parameter family of solutions of the
second-order DE 𝑥 ′′ + 𝑥 = 0. Find a solution of the second-order IVP consisting of this
differential equation and the given initial conditions.
𝜋 1 𝜋
𝑥 ( ) = , 𝑥′ ( ) = 0
6 2 6
-------------------------------------------------------------------------------------------------------------------

In the following problems, determine a region of the 𝑥𝑦-plane for which the given differential
equation would have a unique solution whose graph passes through a point (𝑥0 , 𝑦0 ) in the region.
𝑑𝑦
(𝟏𝟕) = 𝑦 2/3
𝑑𝑥
(𝟐𝟐) (1 + 𝑦 3 )𝑦 ′ = 𝑥 2
-------------------------------------------------------------------------------------------------------------------

(𝟐𝟓) In the following problem, determine whether Theorem 1.2.1 guarantees that the differential
equation
𝑦 ′ = √𝑦 2 − 9
possesses a unique solution through the given point (1, 4).

15

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