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WK1-Lecture-1-2

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1

Introduction to Differential Equations

Copyright © Cengage Learning. All rights reserved.


1.2 Initial-Value Problems

Copyright © Cengage Learning. All rights reserved.


Initial-Value Problems (1 of 14)
Introduction
We are often interested in problems in which we seek a
solution y(x) of a differential equation so that y(x) also
satisfies certain prescribed side conditions, that is,
conditions that are imposed on the unknown function y(x)
and its derivatives at a number x0.

3
Initial-Value Problems (2 of 14)
On some interval I containing x0 the problem of solving an
nth-order differential equation subject to n side conditions
specified at x0:

where y0, y1, ... , yn − 1 are arbitrary constants, is called an


nth-order initial-value problem (IVP).

4
Initial-Value Problems (3 of 14)
The values of y(x) and its first n − 1 derivatives at
x0, y(x0) = y0, y ′(x0) = y1, ... , are called
initial conditions (IC).

5
Initial-Value Problems (4 of 14)
Geometric Interpretation The cases n = 1 and n = 2 in (1),

are examples of first- and second-order initial-value


problems, respectively.
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Initial-Value Problems (5 of 14)
These two problems are easy to interpret in geometric
terms. 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 the figure.

Solution curve of first‑order IVP

Figure 1.2.1

7
Initial-Value Problems (6 of 14)
For (3) we want to find 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 (x0, y0) but the slope of the
curve at this point is the number y1. A solution curve is
shown in blue in the figure.

Solution curve of second‑order IVP


Figure 1.2.2

8
Initial-Value Problems (7 of 14)
The words initial conditions derive from physical systems
where the independent variable is time t and where y(t0) = y0
and y ′ (t0) = y1 represent the position and velocity,
respectively, of an object at some beginning, or initial, time t0.

9
Example 1 – Two First-Order IVPs (1 of 3)

(a) It is not difficult to show that the function


is a one parameter family of
solutions of the simple first-order equation y ′ = y. All the
solutions in this family are defined on the interval

If we impose an initial condition, say, y(0) = 3, then


substituting x = 0, y = 3 in the family determines the
constant

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Example 1 – Two First-Order IVPs (2 of 3)

Thus is a solution of the IVP

y ′ = y, y(0) = 3.

(b) Now if we demand that a solution curve pass through


the point (1, −2) rather than (0, 3), then y(1) = −2 will
yield −2 = ce or

11
Example 1 – Two First-Order IVPs (3 of 3)

In this case is a solution of the IVP

y ′ = y, y(1) = −2.

The two solution curves are shown in dark blue and dark
red in the figure.

Solution curves of two IVPs in Example 1


Figure 1.2.3 12
Example 3 – Second-Order IVP
We know 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

Solution:
We first apply x(π ∕ 2) = −2 to the given family of solutions:
c1 cos 2π + c2 sin 2π = −2. Since cos 2π = 1 and sin 2π = 0,
we find that c1 = −2.

13
Example 3 – Solution (1 of 1)
We next apply x ′(π ∕ 2) = 1 to 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 that

Hence is a solution of (4).

14
Initial-Value Problems (8 of 14)
Existence and Uniqueness
Two fundamental questions arise in considering an initial-
value problem:

Does a solution of the problem exist? If a solution


exists, is it unique?

15
Initial-Value Problems (9 of 14)
For the first-order initial-value problem we ask:

The next example illustrates an initial value problem with


two solutions.

16
Example 4 – An IVP Can Have Several Solutions (1 of 2)

Each of the functions satisfies the


differential equation and the initial condition
y(0) = 0, so the initial-value problem

has at least two solutions.

17
Example 4 – An IVP Can Have Several Solutions (2 of 2)

As illustrated in the figure, the graphs of both functions,


shown in red and blue pass through the same point (0, 0).

Two solution curves of the same IVP in Example 4


Figure 1.2.5

18
Initial-Value Problems (10 of 14)
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 first order initial value problem.

19
Initial-Value Problems (11 of 14)
The geometry of Theorem 1.2.1 is illustrated in the figure.

Rectangular region R
Figure 1.2.6

20
Example 5 – Example 4 Revisited (1 of 2)
We saw in Example 4 that the differential equation
possesses at least two solutions whose graphs pass through
(0, 0). Inspection of the functions

shows that they are continuous in the upper half-plane


defined by y > 0.

21
Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude that through
any point (x0, y0), y0 > 0 in the upper half-plane there is
some interval centered at x0 on which the given differential
equation has a unique solution.

Thus, for example, even without solving it, we know that


there exists some interval centered at 2 on which the initial-
value problem has a unique solution.

22

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