Differential Equations

(Topics in Advanced engineering Mathematics )

Lecture 02: Sec 1.2

Ch.1 Initial Value Problems (IVP)

 Initial value problems

Often in solving a differential equation, there is a

condition that is satisfied by the solution.

This condition is called an initial condition.

It indicates the values of the solution and/or its
derivatives at some starting point.

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Initial value problems
illustration

dy =
solve f (x , y)
dx
subject to : y (x 0 ) = y0

d 2y
solve 2
= f ( x , y , y' )
dx
subject to : y (x0 ) = y0, y' ( x0 ) = y1

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 EXAMPLE 1
The equation:

y' = y
has the solution family y = cex on the interval (−∞ , ∞)
Imposing the INITIAL condition that at
x = 0, y = 3 usually written as y (0)= 3

Then, y (0) = ce0 = 3 → c = 3

Thus the one unique solution is now y= 3 ex

What if the condition is such that, the solution passes through the
point (1,-2)?
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 EXAMPLE 2
𝑦 ′ + 2𝑥𝑦2 = 0 has the one parameter family solution 𝑦 = 1
2 𝑥 +𝑐
Imposing the initial condition 𝑦 0 = −1 ,
by substituting 𝑥 = 0 and 𝑦 =– 1 into the family of
solutions gives:
–1 = 1/c or c = –1
And
y = 1/(x2 – 1)

Consider the following three distinctions:

Since y is not defined at x = ∓ 1 , then the Interval of the solution is
(−∞ ,−1)∪(−1, 1)∪(1, ∞).
The largest interval where y(x) is defined, differentiable,
and contains the initial point x = 0; is (–1, 1) (= intervl of the defintion)
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 The first order differential equation

dy
= f (x , y )
dx
subjected to the condition : y (x 0 ) = y0

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 Applying the just mentioned
Theorem
Show that the equation
𝑑𝑦/𝑑𝑥 = 𝑥 𝑦 1/2 has a unique solution at 𝑥0 = 2

Solution:
Since 𝑓(𝑥,𝑦) = 𝑥𝑦 1/2 and 𝑓′ = 𝑥/(2𝑦 1/2 ) are both continuous
in the upper half-plane (𝑦 > 0), Theorem 1.2.1(last slide) tells
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.

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 Exercises

Q1, Q3, Q7, Q11, Q13