Scribd
Upload
158 views5 pages

Solutions of Ordinary Differential Equations

This document defines and provides examples of explicit and implicit solutions to ordinary differential equations (ODEs). It also discusses initial value problems (IVPs), existence and uniqueness theorems, and direction fields for first-order ODEs. Explicit solutions satisfy the ODE for all values in the domain, while implicit solutions produce at least one explicit solution. IVPs specify both the ODE and an initial condition. Existence and uniqueness theorems guarantee a unique solution to an IVP if the function and its partial derivative are continuous in a neighborhood. Direction fields associate a slope with each point to represent solutions geometrically.

Uploaded by

mimahmoud
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
158 views5 pages

Solutions of Ordinary Differential Equations

This document defines and provides examples of explicit and implicit solutions to ordinary differential equations (ODEs). It also discusses initial value problems (IVPs), existence and uniqueness theorems, and direction fields for first-order ODEs. Explicit solutions satisfy the ODE for all values in the domain, while implicit solutions produce at least one explicit solution. IVPs specify both the ODE and an initial condition. Existence and uniqueness theorems guarantee a unique solution to an IVP if the function and its partial derivative are continuous in a neighborhood. Direction fields associate a slope with each point to represent solutions geometrically.

Uploaded by

mimahmoud
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

Solutions of Ordinary Differential Equations

Consider the n-th order ODE F(x, y, y!, y!!,..., y( n ) ) = 0 (1).


Definition: Let g(x) be a real-valued function defined on a interval I, having the n-th
derivative for all x in I.
g(x) is called an explicit solution of the equation (1) on the interval I, if:
1) F(x,g(x), g!(x), g!!(x),...,g( n ) (x)) is defined for all x in I
2) F(x,g(x), g!(x), g!!(x),...,g( n ) (x)) = 0 for all x in I

Example:
1) Verify that the function g(x) = e2x is an explicit solution of the equation
F(x,y,y,y) = y + y 6y = 0
We have g(x) = 2e2x and g(x) = 4e2x, when we substitute in the equation, we get
F(x, g(x), g(x), g(x))= 4e2x + 2e2x 6 e2x = 0 and defined for all x real.
2
x3

2) Verify that the function h(x) =


defined on the interval (0, 3) is an explicit solution
of the equation F(x,y,y) = 3xy 2y = 0.
1

2 !
Since g(x) = x 3 is defined on the interval (0, 3) and
3
1

2 !
F(x, g(x), g(x)) = 3x x 3 ! 2x 3 = 2x 3 ! 2x 3 = 0 and defined for all x in (0, 3)
3

Definition: A relation H(x,y) = 0 is called an implicit solution of the ODE (1) if this
relation produces at least one real-valued function g(x) defined on the interval I, such that
g(x) is an explicit solution of (1) on I.
Example:
1) The relation x2 + y2 4 = 0 is an implicit solution of the equation
F(x,y,y) = x + yy= 0
on the interval (-2, 2).
The relation produces the functions h(x) = y =

4 ! x 2 and also the function

k(x) = y = - 4 ! x 2 both defined on (-2, 2).


"2x
Since h!(x) =
, then
2
2 4"x
!x 2
F(x,h(x),h(x)) = x + 4 ! x 2
= 0 and defined on (-2, 2).
4 ! x2
2) The relation x2 + y2 + 4 = 0 is NOT an implicit solution of the equation
F(x,y,y) = x + yy= 0
on the interval (-2,2).

The relation does not produce a real-valued function on the interval, solving for y we get
p(x) = y = !4 ! x 2 and this function is undefined since - 4 x2 < 0.
If we differentiate the relation implicitly, we get 2x + 2yy = 0 or x + yy = 0, that is the
equation we want to solve. Then, we say that the relation x2 + y2 + 4 = 0 is a formal
solution of the differential equation.
Remark: A first order ODE can be given by the expression
dy
= f(x, y)
dx
Geometric interpretation of the first order ODE
dy
A first order ODE
= f(x, y) associates with each point (x0, y0) in a region D ! ! 2 a
dx
dy
direction m =
= f(x 0 , y 0 ) . The direction at each point (x0, y0) is the slope of the
dx
tangent line to a curve, with equation g(x,y) = c, passing through the point.
The region D with the direction at each point creates what is called a direction field.
Solving the differential equation means to find curves whose tangent lines at the point
dy
(x0, y0) has slope m =
= f(x 0 , y 0 ) .
dx
Example:
dy
The ODE
= 2x creates a directional field in ! 2 . Every curve y = x2 + c where c is
dx
an arbitrary constant, has a tangent line at the point (x,y) with slope m = 2x.
Remark:
We saw in the above example that functions of the form hc(x) = x2 + c where c is any
dy
constant, are solutions of the ODE
= 2x . The constant c is called a parameter.
dx
Then, hc(x) = x2 + c is a one-parameter family of solutions of the ODE.
Every first order ODE has a one-parameter family of solutions.
Initial Value Problem
Lets consider the following problem:
Find a function k(x) that is a solution of the ODE

dy
= 2x , such that k(1) = 4.
dx

This means that:


1- k(x) must satisfy the ODE, so k(x) = 2x for all x
2- k(1) = 4
This is called an initial value problem (I.V.P.) and it is denoted by:
! dy
# = 2x
" dx
#$ y(1) = 4

dy
= 2x has a one-parameter family of solutions hc(x) = x2 + c where c
dx
is an arbitrary constant, imposing the condition x =1 then y = 1, we get 4 = (1)2 + c or
c = 3.
Therefore, k(x) = x2 + 3 satisfies the I.V.P..

Since the ODE

Remark:
For any first order ODE, we denote an I.V.P. by
! dy
# = f(x, y)
" dx
#$ y(x 0 ) = y 0
The I.V.P. can be extended to ODE of higher order.
Consider the problem
" d2y
$ 2 +y=0
$$ dx
# y(0) = !1
$ y '(0) = 0
$
$%
We have to find a solution h(x) such that satisfies the ODE and moreover h(0) = -1 and
h(0) = 0.
For ODE of order 2 or higher there is another type of problem called boundary-value
problem and it is given by
" d2y
$ 2 +y=0
$$ dx
# y(0) = 1
$ y(!) = 0
$
$%
The conditions relate to the two different values of x, 1 and .
Theorem: Basic Existence and Uniqueness Theorem
Given the I.V.P.
! dy
# = f(x, y)
" dx
#$ y(x 0 ) = y 0
!f
(x, y) are continuous in a rectangle
If the function f(x,y) and the partial derivative
!y
R centered at (x0,y0), R = {(x,y): x0- h < x < x0 + h, y0- k < y < y0 + k}

Then, there is a function p(x) defined on the interval (x0 h, x0 + h) that is the unique
solution of the I.V.P.
Examples:
1) Consider the I.V.P.
x
" dy
$ =!
y
# dx
$ y(3) = 4
%

The relation x2 + y2 = c2 is a one-parameter family of solution of the ODE

dy
x
=! .
dx
y

The condition y(3) = 4 implies 32 + 42 = 25 = c2


Solving for y we get to functions:
h(x) =

25 ! x 2 and k(x) = - 25 ! x 2 both defined on the interval [-5,5].

Since h(3) = 4 and k(3) = -4, the only solution of the I.V.P. is h(x) = 25 ! x 2 .
x
!f
x
Notice that f(x,y) = ! and
= 2 are continuous on a rectangle centered at (3,4) and
y
!y y
does not include the x-axis.
2) Consider the I.V.P.
x
" dy
$ =!
y
# dx
$ y(1) = 0
%

x
"f
x
Since f(x, y) = ! !!and!! =
are NOT continuous along the x-axis, then we cannot
y
"y
y
!f
create a rectangle centered at (1,0) where f and
are continuous. The theorem fails and
!y
the I.V.P. has two solutions h(x) = 1 ! x 2 and k(x) = - 1 ! x 2
3) Consider the I.V.P.

! dy
# =2 y
" dx
#$ y(0) = 0

!f
2
is NOT defined at (0,0), then we cannot create a rectangle centered at
=
!y 2 y
!f
(0,0) where both f and
are continuous, therefore the theorem fails and the I.V.P. has
!y
two different solutions, h(x) = x2 and k(x) = 0.
Since

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy