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Lecture 2

The document discusses initial-value problems (IVPs) in differential equations, defining them as problems where a solution y(x) must satisfy certain prescribed conditions at a specific point x0. It explains first-order and second-order IVPs with examples, illustrating how to find specific solutions based on given initial conditions. The document also provides examples of solving both first-order and second-order IVPs, demonstrating the application of the concepts presented.

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3 views

Lecture 2

The document discusses initial-value problems (IVPs) in differential equations, defining them as problems where a solution y(x) must satisfy certain prescribed conditions at a specific point x0. It explains first-order and second-order IVPs with examples, illustrating how to find specific solutions based on given initial conditions. The document also provides examples of solving both first-order and second-order IVPs, demonstrating the application of the concepts presented.

Uploaded by

fenih59783
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture 2

Dr. Weaam Alhejaili


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 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 ′ , … , 𝑦 𝑛−1 )
Solve: 𝑛 = 𝑓(𝑥, 𝑦, 𝑦
𝑑𝑥
(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,
First order- initial value problem
𝑑𝑦
Solve: = 𝑓(𝑥, 𝑦)
𝑑𝑥
(2)
Subject to: y 𝑥0 = 𝑦0

For (2) we are seeking a solution y 𝑥 of the differential equation y ′ =


𝑓(𝑥, 𝑦) on an interval 𝐼 containing 𝑥0 so that its graph passes
through the specified point (𝑥0 ,𝑦0 ). A solution curve is shown in blue in
Figure 1.2.1.
Second order- initial value problem
𝑑2 𝑦
Solve: = 𝑓(𝑥, 𝑦, 𝑦 ′ )
𝑑𝑥 2
(3)
Subject to: y 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥0 = 𝑦1

For (3) we are seeking a solution y 𝑥 of the differential equation y ′′ =


𝑓(𝑥, 𝑦, 𝑦 ′ ) on an interval 𝐼 containing 𝑥0 so that its graph not only passes
through through the specified point (𝑥0 ,𝑦0 ). but the slope
of the curve at this point is the number 𝑦1 . A solution curve is shown in
blue in Figure 1.2.2.
Example (1)
𝑦 = 𝑐𝑒 𝑥 is a one-parameter family of solutions of the first-order DE
𝑦 ′ = 𝑦. Find a solution of the first-order IVP consisting of this
differential equation and the given initial condition:
a) y 0 = 3
b) y 1 = −2
Solution
All the solutions 𝑦 = 𝑐𝑒 𝑥 in this family are defined on the interval
(−∞, ∞)
a) Since y 0 = 3 , substiute 𝑥 = 0 𝑎𝑛𝑑 𝑦 = 3 on 𝑦 = 𝑐𝑒 𝑥
⇒ 3 = 𝑐𝑒 0 ⟹ 𝑐 = 3
Thus, 𝑦 = 3𝑒 𝑥 is the solution of IVP is 𝑦 ′ = 𝑦 and pass through the point
(0,3).
b) Since y 1 = −2 , substiute 𝑥 = 1 𝑎𝑛𝑑 𝑦 = −2 on 𝑦 = 𝑐𝑒 𝑥
⇒ −2 = 𝑐𝑒 1 ⟹ 𝑐 = −2𝑒 −1
Thus, 𝑦 = −2𝑒 𝑥−1 is the solution of IVP is 𝑦 ′ = 𝑦 and pass through the point
(1, −2).

The two solution curves are shown in dark blue and dark red in Figure 1.2.3.
Example (3)
Second-Order IVP
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
2 2
Solution
𝜋
We first apply 𝑥 = −2
2
to the given family of solutions: 𝑐1 cos 2𝜋 + 𝑐2 sin 2𝜋 = −2.
𝜋
Since cos 2𝜋 =1 and sin 2𝜋 = 0 we find that c1= -2. We next apply 𝑥′ =1
2
the one-parameter family
𝑥 𝑡 = −2 cos 4𝑡 + 𝑐2 sin 4𝑡. Differentiating
and then setting 𝑡 = 𝜋/ 2 and 𝑥 ′ = 1 gives 8 sin 2𝜋 + 4𝑐2 cos 2𝜋 = 1, from
which we see 𝑐2 = 1/4 ⟹ 𝑥 𝑡 = −2 cos 4𝑡 + (1/4) sin 4𝑡 .

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