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Existence and Uniqueness of Solutions, Differences Between Linear and Nonlinear Equations (Section 2.4)

1) The document discusses existence and uniqueness of solutions to initial value problems (IVPs) involving ordinary differential equations (ODEs). It introduces the basic questions of whether solutions exist and are unique. 2) For IVPs where the right-hand side is continuous, existence can be shown using Euler's method, but uniqueness requires additional assumptions. Continuity does not guarantee solutions are defined for all time. 3) A theorem is presented guaranteeing existence and uniqueness of solutions locally in time for IVPs where the right-hand side and its partial derivative are continuous. This holds for linear ODEs automatically.

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57 views

Existence and Uniqueness of Solutions, Differences Between Linear and Nonlinear Equations (Section 2.4)

1) The document discusses existence and uniqueness of solutions to initial value problems (IVPs) involving ordinary differential equations (ODEs). It introduces the basic questions of whether solutions exist and are unique. 2) For IVPs where the right-hand side is continuous, existence can be shown using Euler's method, but uniqueness requires additional assumptions. Continuity does not guarantee solutions are defined for all time. 3) A theorem is presented guaranteeing existence and uniqueness of solutions locally in time for IVPs where the right-hand side and its partial derivative are continuous. This holds for linear ODEs automatically.

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yb
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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c Igor Zelenko, Fall 2017 1

7. Existence and Uniqueness of Solutions, Differences between Linear


and Nonlinear Equations (section 2.4)
In general one cannot solve explicitly the initial value problem

y 0 = f (t, y), y(t0 ) = y0 . (1)


Before discussing how to analyze solutions based on the direction field, we need to answer the
following basic questions: Does a solution of (1) exist? Is it unique?

1. Existence via the Euler method (brief ) Existence can be established under the as-
sumption that the right-hand side f (t, y) of 1 is continuous using approximation by Euler’s
broken lines: (very briefly, for more detail see sections 2.7 and 8.1, but this is not required):
From continuity of f (t, y) it will follow that the Euler broken lines will converge to the actual
solution as step sizes go to 0.

2. However, continuity of f (t, y) does not guarantee the uniqueness of solutions of IVP (1)

EXAMPLE 1. y 0 = y 2/3 , y(0) = 0.

The idea behind the construction of such examples: there are two different curves on a plane
passing through a point and tangent to each other at this point.
So, we need additional assumptions on f (t, y) (see Theorem 3 below).

3. Another complication is that even if f (t, y) is continuous (which implies the existence of the
solution of IVP (1)) it is not guaranteed that the solution is defined for all time moments
(solutions may go to infinity at final time, i.e. explode or blow up):

EXAMPLE 2. y 0 = y 2 , y(0) = y0 > 0.

That is why the formulation of the existence and uniqueness theorem looks a bit cumbersome.

4. Existence and Uniqueness of Solutions

THEOREM 3. [Theorem 2.4.2 of the book] Let the functions f and ∂f /∂y be continuous
in some rectangle
R = {(t, y)|α < t < β, γ < y < δ}
containing the point (t0 , y0 ). Then in some interval t0 − h < t < t0 + h contained in
I = {t| α < t < β}, there is a unique solution y = y(t) of the initial value problem

y 0 = f (t, y), y(t0 ) = y0 .

5. Verify that the equation in Example 1 does not satisfy the conditions of Theorem 3.

c Igor Zelenko, Fall 2017 2

6. Does the equation in Example 2 satisfy the conditions of Theorem 3?


So, again, this shows that assumptions in Theorem 3 guarantee the existence of solution
only for values of t which are sufficiently closed to t0 , but not for all t

7. Geometric consequence of the uniqueness is that two different integral curves never intersect
each other.

8. Existence and Uniqueness of Solutions of Linear ODE

THEOREM 4. [Theorem 2.4.1 of the book] If the functions p(t) and g(t) are continuous
on the interval I = {t| α < t < β}, then for ant t = t0 on I, there is a unique solution
y = y(t) of the initial value problem

y 0 + p(t)y = g(t), y(t0 ) = y0 . (2)

on the same interval I.

9. Note that the conditions of the Theorem 1 hold automatically for linear ODE. So, Theorem
4 gives stronger conclusion for linear equations.

10. Determine (without solving the problem) an interval in which the solution of the given IVP
is certain to exist:
(t − 3)y 0 + (ln |t|)y = 2t

(a) y(1) = 2
(b) y(5) = 7
(c) y(−1) = 10

11. Consider
ty 0 + 2y = 4t2 (3)

(a) Determine (without solving the problem) an interval in which the solution (3) satisfying
y(t0 ) = y0 with t0 > 0 is certain to exist.
(b) The solution of IVP from item (a) found by the method of integrating factor is given:

C
y(t) = t2 + , C = t20 (y0 − t20 ).
t2
Using that information discuss the domain of the solution and compare your conclusion
with the answer of (a).
Conclusion from this example: The domain of the solution given by Theorem 4 might
be smaller than the actual domain.

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