1

Introduction to Differential Equations

Copyright © Cengage Learning. All rights reserved.

1.2 Initial-Value Problems

Copyright © Cengage Learning. All rights reserved.

Copyright © Cengage Learning. All rights
Initial-Value Problems (1 of 14)
Introduction
We are often interested in problems in which we seek a
solution y(x) of a differential equation so that y(x) also
satisfies certain prescribed side conditions, that is,
conditions that are imposed on the unknown function y(x)
and its derivatives at a number x0.

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Initial-Value Problems (2 of 14)
On some interval I containing x0 the problem of solving an
nth-order differential equation subject to n side conditions
specified at x0:

where y0, y1, ... , yn − 1 are arbitrary constants, is called an

nth-order initial-value problem (IVP).

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Initial-Value Problems (3 of 14)

The values of y(x) and its first n − 1 derivatives at x0,

y(x0) = y0,
y ′(x0) = y1,
... ,

are called initial conditions (IC).

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Initial-Value Problems (4 of 14)
Geometric Interpretation The cases n = 1 and n = 2 in (1),

are examples of first- and second-order initial-value

problems, respectively.
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Initial-Value Problems (5 of 14)
These two problems are easy to interpret in geometric terms. For (2) we are
seeking a solution y(x) of the differential equation y ′ = f (x, y) on an interval I
containing x0 so that its graph passes through the specified point (x0, y0). A
solution curve is shown in blue in the figure.

Solution curve of first‑order IVP

Figure 1.2.1

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Initial-Value Problems (6 of 14)
For (3) we want to find a solution y(x) of the differential
equation y ″ = f (x, y, y ′) on an interval I containing x0 so that
its graph not only passes through (x0, y0) but the slope of the
curve at this point is the number y1. A solution curve is
shown in blue in the figure.

Solution curve of second‑order IVP

Figure 1.2.2

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Initial-Value Problems (7 of 14)
The words initial conditions derive from physical systems where the
independent variable is time t and where y(t0) = y0 and y ′ (t0) = y1 represent
the position and velocity, respectively, of an object at some beginning, or
initial, time t0.

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Example 1 – Two First-Order IVPs (1 of 3)

(a) In Problem 45 in Exercises 1.1 you were asked to deduce that is a one
parameter family of solutions of the simple first-order equation y ′ = y. All
the solutions in this family are defined on the interval .

If we impose an initial condition, say, y(0) = 3, then substituting x = 0, y = 3

in the family determines the constant .

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Example 1 – Two First-Order IVPs (2 of 3)

Thus is a solution of the IVP

(b) Now if we demand that a solution curve pass through the point (1, −2)
rather than (0, 3), then y(1) = −2 will yield −2 = ce or .

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Example 1 – Two First-Order IVPs (3 of 3)

In this case is a solution of the IVP

The two solution curves are shown in dark blue

and dark red in the figure.

Solution curves of two IVPs in Example 1

Figure 1.2.3

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Example 3 – Second-Order IVP
We know that 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

Solution:
We first apply x(π ∕ 2) = −2 to the given family of solutions:
c1 cos 2π + c2 sin 2π = −2. Since cos 2π = 1 and sin 2π = 0, we find that c1 = −2.

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Example 3 – Solution (1 of 1)
We next apply x ′(π ∕ 2) = 1 to the one-parameter family x(t) = −2 cos 4t + c2 sin 4t.
Differentiating and then setting t = π ∕ 2 and x ′ = 1 gives 8 sin 2π + 4c2 cos 2π = 1,
from which we see that .

Hence is a solution of (4).

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Initial-Value Problems (8 of 14)
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?

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Initial-Value Problems (9 of 14)
For the first-order initial-value problem we ask:

The next example illustrates an initial value problem with

two solutions.

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Example 4 – An IVP Can Have Several Solutions (1 of 2)

Each of the functions and satisfies the differential equation and the initial
condition y(0) = 0, so the initial-value problem

has at least two solutions.

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Example 4 – An IVP Can Have Several Solutions (2 of 2)

As illustrated in the figure, the graphs of both functions,

shown in red and blue pass through the same point (0, 0).

Two solution curves of the same IVP in Example 4

Figure 1.2.5

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Initial-Value Problems (10 of 14)
Theorem 1.2.1 Existence of a Unique Solution

Let R be a rectangular region in the xy-plane defined by

a ≤ x ≤ b, c ≤ y ≤ d that contains the point (x0, y0) in its
interior.

If f (x, y) and ∂f ∕ ∂y are continuous on R, then there exists

some interval I0: (x0 − h, x0 + h), h > 0, contained in [a, b],
and a unique function y(x), defined on I0, that is a solution
of the first order initial value problem.

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Initial-Value Problems (11 of 14)
The geometry of Theorem 1.2.1 is illustrated in the figure.

Rectangular region R

Figure 1.2.6

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Example 5 – Example 4 Revisited (1 of 2)
We saw in Example 4 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 the upper half-plane defined by y > 0.

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Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude 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.

Thus, for example, even without solving it, we know that there exists some
interval centered at 2 on which the initial-value problem has a unique solution.

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Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude 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.

Thus, for example, even without solving it, we know that there exists some
interval centered at 2 on which the initial-value problem has a unique solution.

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Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude 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.

Click to add text

Thus, for example, even without solving it, we know that there exists some
interval centered at 2 on which the initial-value problem has a unique solution.

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Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude 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.

Thus, for example, even without solving it, we know that there exists some
interval centered at 2 on which the initial-value problem has a unique solution.

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Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude 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.

Thus, for example, even without solving it, we know that there exists some
interval centered at 2 on which the initial-value problem has a unique solution.

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Initial-Value Problems (12 of 14)
Interval of Existence/Uniqueness
Suppose y(x) represents a solution of the first order initial-value problem.
The following three sets on the real x-axis may not be the same: the domain
of the function y(x), the interval I over which the solution y(x) is defined or
exists, and the interval I0 of existence and uniqueness.

Now suppose (x0, y0) is a point in the interior of the rectangular region R in
Theorem 1.2.1.

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Initial-Value Problems (13 of 14)
It turns out that the continuity of the function f (x, y) on R by itself is
sufficient to guarantee the existence of at least one solution of dy ∕ dx = f
(x, y), y(x0) = y0, defined on some interval I. The interval I of definition for
this initial-value problem is usually taken to be the largest interval
containing x0 over which the solution y(x) is defined and differentiable.

The interval I depends on both f (x, y) and the initial condition y(x0) = y0.

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Initial-Value Problems (14 of 14)
Theorem 1.2.1 does not give any indication of the sizes of intervals I and
I0; the interval I of definition need not be as wide as the region R, and
the interval I0 of existence and uniqueness may not be as large as I.

The number h > 0 that defines the interval I0: (x0 − h, x0 + h) could be
very small, so it is best to think that the solution y(x) is unique in a local
sense—that is, a solution defined near the point (x0, y0).

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