2.
3: Existence and Uniqueness of Solutions
In this section, we look at non-linear di!erential equations.
Consider the following initial value problem:
↑
y → = y, y(0) = 0.
It is easy to see that y(x) = 0 (a constant function) is a solution. However,
if we did not notice this and proceeded to solve this separable di!erential
equation we see that:
y is also a solution
This equation is separable
Two distinct solutions?
In some cases, a non-linear first order DE may not have a solution.
Existence and Uniqueness Theorems:
Suppose we have a first order DE y → = f (x, y) with initial value y(x0 ) = y0 .
existence
(a) If f is continuous on an open rectangle R : {(x, y) : a < x < b, c < y < d}
containing (x0 , y0 ), then the initial value problem has at least one solution
on some subinterval of (a, b) containing x0 .
Uniqueness(b) If both f and f are continuous on R, then the initial value problem has
y
a unique solution on on some subinterval of (a, b) containing x0 .
Part a is about the existence of solutions, and part b is about the uniqueness.
Ex. y → =
fixin
↑
y, y(0) = 0
a Existence 9ᵗʰ
Fy 4101 0 not ok
f is continuousfor all
Not continuous when 7 0
and
720 yco 0 is Ok 1
Uniqueness not guaranteed
At least one solution
Ex. Determine the interval on which the following IVP (initial value problem)
has a unique solution:
ty → + 2y = 4t2 , y(1) = 2
Y 41 EY
a f continuous
b fy continuous forall 40
when to 1 Yo 2
o
At least
→
one solution
1/3
x 0 o
Ex. y = y , y(0) = 0
to 1
a f continuous for all y
y 1
b Fy Not continuous at yo 0
Uniqueness not guaranteed
Y t
Ex. Find the interval on which solution of the IVP y → = y 3 , y(0) = 1 exists
and is unique. m
continuous for all x Atleast one
f x y y y
solution
continuous solution
Unique
Fy 342
Solvethe separable DE Y
FI 1 2 70
Also see Examples 1, 2, 3, 4, and 5.
Tdd
mm
2
Ex. Solve the initial value problem t2 y → = 1 + y, y(1) = ↓1.
y 2
a
Exists
b fy Unique
1 Y 1
Guessing y
Doesthis satisfy the DE Yest
2.0 0 1 411 0
4 0
Also see Examples 7 and 8.
Ex. Solve the initial value problem xy → = ↓y ↓ y 2 , y(5) = 0.
y separablets tiny
Continuous at 5,0
Y
y fy
nnous at 15.0
Fy Y
Partial Fractions Y f
t.ge checksthat
and think about one easily
Stop here This works
an easier way 3