Lecture 1 .

Linear First Order ODES

Problem :

① ExiEn .
←

② oni-EEn.es

③ small change in parameter small change

in solution

ConhnuousDependancedata .

If ① , ② &① are satifies then we

say

problem is well -

posed .

If atleast one of the three is not

satisfied
problem
=)
Not well -

posed .
Given an ODE

solution

[
① Existence of

②
③
Uniqueness
continuous
at
dependence
solution

on the data ]
Fi .

'

y Its +
bltiyct ) = t c- I

P d
q are continuous function on I.

Non -
Homogeneous ODE -
 solution
Assuming y is a

yitptyqlt ) -2

e!
Pitt Jbctldt ! pits . ftpissds

EPH
' '
employ = EP 94 ,
]
y +

( EP eP*q¢ ,
'

g) =

""
fdfe g) dt =

fePHqµdt
+ c

It
'
eP*y =

feP "q¢sdt 1- C

|g=.••→P"téf"→•
① Existence

fix parameter

[ ①
Y 't bitty =
qcti
Initial Value Problem
yltu ) :
go
=
Cauchy problem
to t c- I
,

y 't bitty :
941

pct )= ftpcssds
to

fd @
"*
g.)
'

dt= ! EP
's>

qissds
d-$ to
to
"'
't > P / to) EP qissds
EP ylt ) yo
=

egg
-
Plto) = Jtplssds = 0

to
t

f ]
""
EP "

/ [③
e- and
yH= +

•
to

Pls ) : [ pcwsdw
*

Uniqueness of Ibp .

IVP has solution its

d
uniqueness
Continuous Dependence the data
on
given
-

given]
Cpd q
are

Yo1
Two IUP
① ②
'
'
y + petty =
9¢ ) y + titty 41 =
qt )

Y Ito ) :
Yo tf
y / to )= Yo

Iz is solution at ① Is is a solution at ②

P 't '
/
/ Ya -21 =

IX. + s .
-

go) e-

gé
-

c- f. K
Regularity at solution .

PPF ( y is continuously
differentiable )

④
(1)
{ f- ④
(
1 exists I its continuous )
=

f ant
"

Carby

e. g- 1 '

y' (f) +
ytyctl =
8 t
w
pits 941

PM =
fut = U = 21-2

①
•

f8te2 )
'
"
= yti Ent dt
-
 2-12
Jlt ) :
2. 1- [ e-

2101--1 L
=) c= -

|JH=2-e_2
 Lecture 2

Bernoulli is Equations
h some real

qct , rgckt
'
no
.

'
I + pct ) ✗ =

I -

pd q are continuous .

1=0 I k= -1 we have linear

equation
DC > 0

2 = x
-

?
- h" - ( KH )
' '
Kx
'

z = -
X = -
fix ✗

)
"
"
= -

kx C -
P ✗ taxi

k
h ( PHI +941 )
-

= -
-
X

#=-tkt9/
e.
g.
yet ,
p, ✗ 103=0

2 '=
§ 2 =
of

2=
Iz 1- C = Go

⇐
£
✗
+
c)
=

✗ ( o) = C2 =) c=0

✗ =
to
a-

is also a solution
JCEO
 '
I tzc

={
't '
ore

to c
0

c > 0

salt ) is a solution

'
c) of
t c) fit
-
=

xc = =
-
 Semi -
Linear
equation .

faltdd
'
) 0

I f- ltsx-ct.si ,a
=
'

⑦
oc =

Xo
.
✗ e) =

µm
of cp2
f : or → As

It ,x) c- 1122

, giyy.my , quay, , ,

Integral equation .

t
> t
) dt
fsidt =
ff It > ✗ it )

lsicts-xctosttdffflssacsbdsf.gg
to
 t

✗ (t ) = do t
) to
f- IS > ais ) )ds

Implicit equation .

Fixed point method t= ¢1T )

ti

Ditties
t ¢: [a. b) Cab ]

#a
unique fixed
at
to point
in
¢
carb ]
Picard 's Iterations
t+=¢ct*j
.

to C- Casts]

①[
to continuous
faults } converges
a

e-
tu.cl/tu-i )
function
"

say etat )
-
E. → t
't

Not trivial
 Y;µ☐.+jItis""
""'

1-
It
h -sp
21h41 = do 1- It
boo ) f- ls.xu.is )ds

f =
Xo t
gt It f- ( s ,xu,csDds
②
h→o
to
Not
✗ Hi =
ao t
Jeff 's > d) d)
" "
trivial
when can we switch limit I integration
"
Assume hnctl
"

converges poinwiie to his

i. e- for fix
•
t
'

{ huh } → hits
every

Ihnltl
-

hits / < e t n >

Nl
dolt
Jhncssds f his> d)
n→o
I
-

I
" d)
huh
5¥ ,
I
 fh.lt#t :L
,
1- =
314
* =L

1
Sh .
#*

{
• to
e. *
0 t.to

¥I
-g-

fhnltidt =L

for all t to hnlt ) →

0

E- 0
his (f) → •
Lt fhnltidt = 1

n-so.IR

jhtidt =
0
112

It
n
-
o
Jhn Cbd 's =
I
IP

( defined)
ghltldt
± 0 or Not

112
 his 1%1=0

.¥
hg 1%1 n, z

'