ODEs: Solns I

[1.1] First note that x = 0 is a fixed point so if x(0) = 0 then x(t) = 0 for all t. However, if
x(0) = 0+ then for t > 0
Z x √
dy
√ = t > 0 =⇒ 2 x = t =⇒ x = t2 /4,
0+ y

which is self-consistent since x remains positive. On the other hand, if x(0) = o− then for t < 0
Z x
dy √
√ = t < 0 =⇒ −2 −x = t =⇒ x = −t2 /4,
0− −y

which is self-consistent since x remains negative. Piecing the possible solutions for t > 0 and t < 0
gives four possibilities

[1.2] (a) Take u0 (t) = x0 = 1 and

Z t
uk+1 (t) = x0 + f (uk (s))ds, f (u) = u2 .
0

1
It follows that
Z t
u1 (t) = x0 + x20 dt = 1 + t
0
Z t
t3
u2 (t) = 1 + (1 + s)2 ds = 1 + t + t2 +
0 3
2t4 t5 t6 t7
u3 (t) = 1 + t + t2 + t3 + + + +
3 3 9 63
We see that

u1 (t) = 1 + t, u2 (t) = 1 + t + t2 + O(t3 ), u3 (t) = 1 + t + t2 + t3 + O(t4 ).

Now suppose that

un (t) = 1 + t + . . . + tn + O(tn+1 ).

Then
Z t 2
un+1 (t) = 1 + 1 + s + . . . + sn + O(sn+1 ) ds
0
Z t
1 + 2s + 3s2 + . . . + (n + 1)sn + O(sn+1 ) ds

=1+
0

= 1 + t + . . . + tn+1 + O(tn+2 ).

Result follows by induction.

(b) Separating variables we have
Z x Z s
dy 1 1
= ds =⇒ − + 1 = t =⇒ x = .
1 y 0 x 1−t

The solution blows up as t → 1− so it is only valid on t ∈ (−∞, 1).

2
[1.3] (a) If f is locally Lipschitz in U , then for any x∈ U , there exists L0 > 0 and an  > 0 such that
N (x0 ) ⊂ U and for all x, y ∈ N (U ) we have

|f (x) − f (y)| ≤ L0 |x − y|.

From the definition of the operator K and f locally Lipshitz, we have for 0 ≤ t ≤ T and x, y ∈ V
Z t 
 
|K(x(t)) − K(y(t))| =  [f (x(s)) − f (y(s))]ds
0
Z t
≤ |f (x(s)) − f (y(s))|ds,
0
Z t
≤ L0 |x(s) − y(s)|ds
0

≤ L0 tkx − yk,

where
kx − yk = max |x(s) − y(s)|.
0≤s≤T

Taking the maximum over t ∈ [0, T ] on both sides thus yields

kK(x) − K(y)k ≤ L0 T k|x − yk x, y ∈ V,

that is, K is a contraction mapping for T < 1/L0 .

(b) Let C be a (nonempty) closed subset of a Banach space X and let K : C → C be a contraction
mapping. Then K has a unique fixed point x∗ ∈ C such that K(x∗ ) = x∗ . Hence, we have a unique
solution of the integral equation if T < 1/L0 so that
Z t
x(t) = x0 + f (x(s))ds.
0

Differentiating both sides with respect to t yields the ODE ẋ = f (x) and setting t = 0 in the integral
equation yields that initial condition x(0) = x0 .