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Lecture 2 Initial-Value Problem

The document discusses initial-value problems (IVPs) for differential equations, focusing on first-order and second-order cases with specified initial conditions. It presents examples to illustrate how to find solutions and addresses the existence and uniqueness of solutions for IVPs. A theorem is provided that guarantees the existence of a unique solution under certain continuity conditions in a defined region.

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46 views3 pages

Lecture 2 Initial-Value Problem

The document discusses initial-value problems (IVPs) for differential equations, focusing on first-order and second-order cases with specified initial conditions. It presents examples to illustrate how to find solutions and addresses the existence and uniqueness of solutions for IVPs. A theorem is provided that guarantees the existence of a unique solution under certain continuity conditions in a defined region.

Uploaded by

김나희
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 DOC, PDF, TXT or read online on Scribd

Initial – Value Problem

On some interval I containing , the problem

Solve:
(1)
Subject to: , ,…, ,

where are arbitrary specified real constants, is called initial-value problem


(IVP). The values of and its n-1 derivatives at a single point : , ,
…, are called initial conditions.

First-order initial-value problem:

Solve:
(2)
Subject to:

We are seeking a solution of differential equation on an interval I containing so that a


solution curve passes through the prescribed point .

Second-order initial-value problem:

Solve:
(3)
Subject to: ,

We are seeking a solution of differential equation on an interval I containing so that a


solution curve passes through the prescribed point and the slope of the curve at this
point is .

Example 1. Consider one-parameter family of solutions of the first-order ordinary


differential equation

on the interval I= . If we specify the initial condition as , then substituting ,


in the family determines the constant . Thus the function is a
solution of initial-value problem
Solve: ,
Subject to: .

Example 2. Consider two-parameter family of solutions of the second-


order ordinary differential equation . And find a solution of initial-value problem

Solve: ,
Subject to: , .

Applying the initial conditions to the family of solutions yields

and
.

The solution of the last linear system is , . Hence the solution of IVP is

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?

Consider these questions for the first-order initial value problem (2). They are

Existence: 1. Does the differential equation possess solutions?


2. Do any of the solution curves pass through the point ?

Uniqueness: When can we be certain that there is precisely one solution curve passing through
the point ?

Example 3. The initial-value problem , has at least two solutions and

Theorem. (Existence of a Unique Solution) Let R be a rectangular region in the xy-plane


defined by , , that contains the point in its interior. If f(x, y) and are
continuous on R, then there exists some interval : , , contained in
[a, b], and a unique function y(x) defined on that is a solution of the initial-value problem (2).
Example 4. We saw in example 3 that the differential equation possesses at least two
solutions whose graphs pass through (0, 0). Inspection of the functions

and

shows that they are continuous in upper half-plane defined by y >0. Hence Theorem enables us
to conclude that through any point , , in the upper half-plane there is some interval
centered at on which the given differential equation has a unique solution.

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