Exercises

State whether the given differential equation is linear or nonlinear.

Give the order of each equation.

𝟑. 𝑦𝑦 ′ + 2𝑦 = 1 + 𝑥 2 .

𝟓. 𝑥 3 𝑦 (4) − 𝑥 2 𝑦 ′′ + 4𝑥𝑦 ′ − 3𝑦 = 0.

2
𝑑𝑦 𝑑2 𝑦
𝟕. = √1 + ( 2 ) .
𝑑𝑥 𝑑𝑥

𝟗. (sin 𝑥 )𝑦 ′′′ − (cos 𝑥 )𝑦′ = 2.

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1.2 Initial-Value problems
We are often interested in solving a differential equation subject to
prescribed side conditions –conditions that are imposed on 𝑦(𝑥) or its
derivatives. On some interval 𝐼 containing 𝑥0 , the problem
𝑑𝑛 𝑦
Solve: 𝑛 = 𝑓(𝑥, 𝑦, 𝑦 ′ , … , 𝑦 (𝑛−1) )
𝑑𝑥 (1)
Subject to: 𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , . . . , 𝑦 (𝑛−1) (𝑥0 ) = 𝑦𝑛−1
where 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 are arbitrary specified real constants, is called an
initial-value problem (IVP). The given values of the unknown function
𝑦(𝑥) and its first n-1 derivatives at a single point 𝑥0 : 𝑦(𝑥0 ) = 𝑦0 ,
𝑦 ′ (𝑥0 ) = 𝑦1 , . . . , 𝑦 (𝑛−1) (𝑥0 ) = 𝑦𝑛−1 are called initial conditions.
First and Second Order IVPs
The problem given in (1) is also called an nth-order initial-value
problem,
𝑑𝑦
Solve: =𝑓(𝑥,𝑦)
𝑑𝑥 (2)
Subject to: 𝑦(𝑥0 )=𝑦0

and
𝑑2 𝑦
Solve: =𝑓(𝑥,𝑦,𝑦′)
𝑑𝑥2 (3)
Subject to: 𝑦(𝑥0 )=𝑦0 , 𝑦 ′ (𝑥0 )=𝑦1

Example 1: First-Order IVPs

𝑦 = 𝑐𝑒 𝑥 is an one-parameter family of solutions of the simple first-order
equation 𝑦 ′ = 𝑦 on the interval (−∞, ∞).
We specify an initial condition, say 𝑦(0) = 3, then substituting 𝑥 =
0 , 𝑦 = 3 in the family determines the constants 3 = 𝑐𝑒 0 = 𝑐.
Thus the function 𝑦 = 3𝑒 𝑥 is a solution of the initial-value problem
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 𝑦 ′ = 𝑦, 𝑦(0) = 3
If we demand that a solution of differential equation pass through the
point (1, −2) rather than (0,3), then 𝑦(1) = −2 will yield −2 = 𝑐 𝑒 or
𝑐 = −2𝑒 −1 is a solution of the initial-value problem
𝑦 ′ = 𝑦, 𝑦(1) = −2
Example 2: Second-Order IVPs
𝑥 = 𝑐1 cos 4𝑡 + 𝑐2 sin 4𝑡 is a two-parameter family of solutions of
𝑥 ′′ + 16𝑥 = 0.Find a solution of the initial-value problem
𝜋 𝜋
𝑥 ′′ + 16𝑥 = 0, 𝑥 ( ) = −2 , 𝑥 ′ ( ) = 1 (1)
2 2

Solution:
𝜋
We apply 𝑥 ( ) = −2 to the given family of solution:
2

𝑐1 cos 2𝜋 + 𝑐2 sin 2𝜋 = −2, we find that 𝑐1 = −2

𝜋
Differentiating and then apply 𝑥′ ( ) = 1 to the one-parameter family
2
1
𝑥′ = −8 sin 4𝑡 + 4𝑐2 cos 4𝑡 , we find that 𝑐2 =
4

Hence
1
𝑥 = −2 cos 4𝑡 + sin 4𝑡
4

is a solution of (1).

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Example 3: An IVP can Have Several Solutions
𝑥4
Each of the function 𝑦 = 0 & 𝑦 = satisfy the differential equation
16
1
𝑑𝑦
= 𝑥 𝑦 and the initial condition 𝑦(0) = 0, and so the initial-value
2
𝑑𝑥
problem
1
𝑑𝑦
= 𝑥 𝑦2 , 𝑦(0) = 0
𝑑𝑥

Has at least two solutions.

Theorem 1.1: Existence of a Unique Solution
Let 𝑅 be a rectangular region in the x y-plan defined by 𝑎 ≤ 𝑥 ≤ 𝑦 ,
𝑐 ≤ 𝑦 ≤ 𝑑 that contains the point (𝑥0 , 𝑦0 ) in its interior. If 𝑓(𝑥, 𝑦) and
𝜕𝑓
are continuous on 𝑅, then there exist an interval 𝐼 centered at 𝑥0 and a
𝜕𝑦
unique function 𝑦(𝑥) defined on 𝐼 satisfying the initial –value problem
(2)
Example 4: Revisited
1
𝑑𝑦
The differential equation = 𝑥 𝑦 possesses at least two solutions
2
𝑑𝑥
whose graph pass through (0,0) . Inspection of the functions
1
𝜕𝑓 𝑥
𝑓 (𝑥, 𝑦) = 𝑥 𝑦 2 & = 1
𝜕𝑦
2 𝑦2

We know that there exists some interval centered 2 on which the initial-
value problem
𝑑𝑦 1
= 𝑥 𝑦 2 , 𝑦(2) = 1
𝑑𝑥
Has a unique solution.

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