EEF 210E

DIFFERENTIAL EQUATIONS

LECTURE 4
13/10/2022
 2.4 Differences Between Linear and Nonlinear Equations
Existence and Uniqueness of Solutions
Consider the following initial value problem:

There are three basic questions to be answered:

1) Is there a solution?
2) Is the solution unique?
3) On what interval is the solution defined?
Differential Equations

Linear Non-linear
There is a general solution formula There is no general solution formula.
and it gives the answers to these It is more difficult to answer these
questions questions
 For linear differential equations

This theorem proves both the existence and uniqueness

of the solutions.
In addition, it states that the solution exists throughout any interval I
containing the initial point in which the coefficients p and g
are continuous.
That is, the solution can be discontinuous or fail to exist only at points
where at least one of p and g is discontinuous.
Proof:
For linear first order differential equations we have found the
solution as:
and
IF are both continuous

With the initial conditions:

where
 Example Use Theorem 2.4.1 to find an interval in which the initial
value problem

has a unique solution.

 g is continuous for all t,

 p is continuous only for t < 0 or for t > 0.
 The interval t > 0 contains the initial point.
 Therefore, Theorem 2.4.1 guarantees that the problem has a unique
solution on the interval
 If we change the initial condition to
 Then Theorem 2.4.1 asserts the existence of a unique solution for t < 0.
 There exists a unique solution on the interval
 For nonlinear differential equations

Note that this theorem does not necessarily indicate the interval of existence.
Theorem 2.4.1 and Theorem 2.4.2 show that the graphs of two solutions
cannot intersect each other.
Example Consider the initial value problem:

It is a nonlinear differential equation, so we must apply Thm 2.4.2.

• Each of these functions is continuous everywhere except on the line y

= 1.
• Consequently, a rectangle can be drawn about the initial point (0,−1)
in which both f and ∂f /∂y are continuous.
• Therefore, Theorem 2.4.2 guarantees that the initial value problem
has a unique solution in some interval about x = 0.
• However, even though the rectangle can be stretched infinitely far in
both the positive and the negative x directions, this does not
necessarily mean that the solution exists for all x.
• Now suppose we change the initial condition to y(0) = 1.
• The initial point now lies on the line y = 1, so no rectangle can be
drawn about it within which f and ∂f /∂y are continuous.
• Consequently,Theorem 2.4.2 says nothing about possible solutions
of this modified problem.
• The solution can be found as:

• Hypothesis of Theorem 2.4.2. are not satisfied and the solution is

not unique.
Example Solve the initial value problem

and determine the interval in which the solution exists.

Theorem 2.4.2 guarantees that this problem has a unique
solution since:

To satisfy the initial condition, we must choose

The solution becomes unbounded as t → 1; therefore, the

solution exists only in the interval
 There is no indication from the differential equation itself, however,
that the point t = 1 is in any way remarkable.
If the initial condition is replaced by, then

y becomes unbounded as

If the solution exists for

If the solution exists for

 Singularities of the solution depends on the initial conditions as well

as the differential equation.
Example
Example

Where in the t-y plane are the hypothesis of Theorem 2.4.2.

satisfied?
 Homework

 Study: Section 2.3 Modelling with First Order Equations

on pg. 51.

 Study: Section 2.8 The Existence and Uniqueness

Theorem
 CHAPTER 3
SECOND ORDER LINEAR EQUATIONS
 Linear equations of second order are of crucial importance in
the study of differential equations for two main reasons.
 The first is that linear equations have a rich theoretical
structure that underlies a number of systematic methods of
solution.
 The second main reason to study second order linear
equations is that they are vital to any serious investigation of
the classical areas of mathematical physics.
 One cannot go very far in the development of fluid
mechanics, heat conduction, wave motion, or
electromagnetic phenomena without finding it necessary to
solve second order linear differential equations.
 3.1. Homogeneous Equations with
Constant Coefficients
• A generic second order differential equation is represented by:

• f: nonlinear function
• If f is linear, we can express the differential equation as:

Second Order
Linear Diff Eqn.
• If , then:
 It is also possible that initial conditions are given:

Initial Value Problem

 A second order linear equation is said to be homogeneous if the

term g(t) or the term G(t) is zero for all t.
 Otherwise, the equation is called nonhomogeneous.
 The term g(t), or G(t), is called the nonhomogeneous term.

Linear, homogeneous differential equation:

Linear, homogeneous, constant coefficient differential equation:

We will study this!!!

(a,b,c constants)
Example Solve the equation

and also find the solution that satisfies the initial conditions

 Note that this equation is in the form:

where , and
 We are looking for a function with the property that the second
derivative of the function is the same as the function itself.
 Do any of the functions that you studied in calculus have this
property?

 Constant multiples of these two solutions like or

are also solutions.
Take Take

The sum of any two solutions is also a solution.

Linear combination of and is also a solution.

There is an infinite family of solutions.
 How to pick out a particular member of this infinite family of
solutions that also satisfies a given set of initial conditions?
 In other words, the solution should pass pass through the
point (0, 2) and at that point has the slope −1.

 We set t = 0 and y = 2

 Differentiate y:
 Set t = 0 and y = −1
 The generic solution

Assume a solution of the form:

Substitute:

Charateristic
function
If r is a root of the charateristic function, then is a solution.
r may be :
1) Real and different
2) Real and equal to each other
3) Complex conjugates
 Real and Different Roots

Verification

=0

=0 =0
Example Find the solution of the initial value problem:

Assume:
Charateristic eqn:

Set:

Solution of
the IC problem
Example Find the solution of the initial value problem
 3.2 Solutions of Linear Homogeneous Equations;
the Wronskian
Differential Operator Notation

 To discuss general properties of linear differential equations, it

is helpful to introduce a differential operator notation. Let p
and q be continuous functions on an open interval I—that is,
for
• Then, for any function that is twice differentiable on I, we
define the differential operator L by the equation

• Note that is a function on I. The value of at a point t

is:
• Consideions:
In this section, we study homogeneous equations.

Consider the initial conditions:

DOES THIS PROBLEM ALWAYS HAVE A SOLUTION

AND IS IT UNIQUE?
Proof is omitted.
Example Find the longest interval in which the solution of the
initial value problem is certain to exist.

 The only points of discontinuity of the coefficients are

t = 0 and t = 3.
 Therefore, the longest open interval, containing the initial point
t = 1, in which all the coefficients are continuous is 0 < t < 3.
Proof:
Substitute

Note that: and

Therefore:
 Beginning with only two solutions, we can construct an infinite
family of solutions.
 Are all solutions of
included in or may there be
other solutions of a different form?
 Can the constants and can be chosen so as to satisfy
the initial conditions ?
If there will be a unique solution for
regardless of the values of

or, in terms of determinants

 If there will be a unique solution for

 BUT If , there are no solutions

(There are many IC’s that cannot be satisfied no
matter how is chosen.)

 is called the Wronskian.

Example

The Wronskian of these two functions is:

which is nonzero for all values of t.

Proof
Let φ be any solution of
To prove the theorem,we must determine whether φ
is included in the linear combinations
We must determine whether there are values of
that make the linear combination the same as φ
 Let be a point where the Wronskian of and is nonzero.

 Next, consider the initial value problem

 The function φ is a solution of this initial value problem.

 Further, because we are assuming that is nonzero, it
is possible (by Theorem 3.2.3) to choose such that

is also a solution of the initial value problem.

 The uniqueness part of Theorem 3.2.1 guarantees that these two
solutions of the same initial value problem are actually the same
function, thus for proper choice of

 Therefore φ is included in the family of functions

 Finally, since φ is an arbitrary solution of
it follows that every solution of this equation is included in this
family.
 Now suppose that there is no point where the Wronskian is
nonzero.
 Thus for all
 Then there are values for which we cannot solve for
 (Theorem 3.2.3)
 Select a pair of such values and choose the solution φ that satisfies
the initial conditions. (This is guaranteed to exist by Theorem 3.2.1)
 However, this solution is not included in the family

 Thus this linear combination does not include all solutions if

 This completes the proof.

 IF AND ONLY IF THE WRONSKIAN IS NOT EVERYWHERE
ZERO CONTAINS ALL SOLUTIONS OF

 SO, WE CALL THE GENERAL

SOLUTION OF
 ARE SAID TO FORM A FUNDAMENTAL SET OF
SOLUTIONS IF AND ONLY IF THEIR WRONSKIAN IS NON-
ZERO.
THE SOLUTIONS OF A DIFFERENTIAL EQUATION
MUST BE LINEARLY INDEPENDENT AND THEY WILL
BE GUARANTEED TO BE LINEARLY INDEPENDENT
WHEN THEIR WRONSKIAN IS NON-ZERO.
 Linear Dependence and Independence
The functions are said to be linearly dependent
on an interval I if there exists a set of constants
not all zero, such that

for all t in I. The functions are said to be linearly

independent on I if they are not linearly dependent there or if
the above equality is satisfied only when

If functions are linearly dependent, you can express one in terms

of the others.
If are a fundamental set of solutions they must be
linearly independent .
If is satisfied, will be linearly
independent and form a fundamental set of solutions.
Example Determine whether the functions

are linearly independent or dependent on any interval I.

If

It is possible to write:
Example Show that and form a
fundamental set of solutions of
Proof: The existence of the functions and is ensured by
the existence part of Theorem 3.2.1.

So, and form a fundamental set of solutions.

This theorem does not answer how to find an d ,
but justifies that a fundamental set of solutions always exist.
Proof:

Separate into real and imaginary parts:

=0
=0=0+i0
=0
The complex conjugate of a solution is also a solution. This is a
consequence of Theorem 3.2.2 since is a
linear combination of two solutions.
Proof:

Multiply the first equation by , multiply the second

equation by and add them:

This is a first order linear and separable equation.

For W to be zero,
c must be zero.
Example
 ESSENCE OF THE STORY

 First find two functions and that satisfies the eqn.

 Make sure that there is a point in the interval
where the Wronskian W of and is nonzero.

 Then and form a fundamental set of solutions.

 The general solution is given by: