Instructor: Nitin Kumar Differential Equations

0 5 / 0 3 / 2 0 2 4
1.1.8 Find differential equation
To find a differential equation from g(x, y, c) = 0, we need to take the derivative of g ′ (x, y, c) = 0,
and then eliminate c from these two equations.
Example 14. Find a differential equation by eliminate the arbitrary constant from y 2 −x2 = cx3 .
dy y 2 −x2
Solution: On differentiating w.r.t. x, we get 2y dx − 2x = 3cx2 . Now using c = x3
, we
obtain
dy y 2 − x2
2y − 2x = 3
dx x
or
(x2 − 3y 2 )dx + 2xydy = 0.

1.1.9 Nature of Solution

Consider the nth-order ordinary differential equation
dn y
 
dy
F x, y, , . . . , n = 0,
dx dx
dy n
d y
where F is a real function of its (n + 2) arguments x, y, dx , . . . , dxn.

1. Let f be a real function defined for all x in a real interval I and having an nth derivative
(and hence also all lower ordered derivatives) for all x ∈ I. The function f is called an
explicit solution of the differential equation on I if fulfills the following two requirements:
(a) F x, f (x), f ′ (x), . . . , f (n) (x) is defined for all x ∈ I, and
 

(b) F x, f (x), f ′ (x), . . . , f (n) (x) = 0 for all x ∈ I.

 

2. A relation g(x, y) = 0 is called an implicit solution of D.E. if this relation defines at least
one real function f of the variable x on an interval I such that this function is an explicit
solution of D.E. on this interval.
3. Both explicit solutions and implicit solutions will usually be called simply solutions.

1.1.10 Initial value problem:

Consider the first-order differential equation
dy
= f (x, y)
dx
where f is a continuous function of x and y in some domain D of the xy plane; and let (x0 , y0 ) be
a point of D. The initial-value problem associated with differential equation is to find a solution
ϕ of the differential equation, defined on some real interval containing x0 , and satisfying the
initial condition
ϕ (x0 ) = y0 .
This initial-value problem may be written as
dy
= f (x, y),
dx
y (x0 ) = y0 .

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 13

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

Now suppose one can determine the equation

g(x, y, c) = 0

of a one-parameter family of solutions of the differential equation of the problem. Then, since
the initial condition requires that y = y0 at x = x0 , we let x = x0 and y = y0 that gives

g (x0 , y0 , c) = 0.

Solving this for c, in general we obtain a particular value of c which we denote here by c0 . We
now replace the arbitrary constant c by the particular constant c0 , thus obtaining the particular
solution
g (x, y, c0 ) = 0.
The particular explicit solution satisfying the two conditions (differential equation and initial
condition) of the problem is then determined from this, if possible.

Example 15. Solve the initial-value problem

dy x
=− ,
dx y
y(3) = 4,

given that the differential equation has a one-parameter family of solutions which may be written
in the form
x2 + y 2 = c2 .

Solution: The condition means that we seek the solution of D.E. such that y = 4 at x = 3.
Thus the pair of values (3, 4) must satisfy the given relation. Substituting x = 3 and y = 4, we
find
9 + 16 = c2 or c2 = 25.
Now substituting this value of c2 , we have

x2 + y 2 = 25.
√
Solving this for y, we obtain y = ± 25 − x2 . Obviously the positive sign must be chosen to give
y the value +4 at x = 3. Thus the function f defined by
p
f (x) = 25 − x2 , −5 < x < 5,

is the
√ solution of the problem. Tn the usual abbreviated notation, we write this solution as
y = 25 − x2 .

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 14

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

1.1.11 Some basic definition

1. A set of points A of the xy plane will be called connected if any two points of A can be
joined by a continuous curve which lies entirely in A.

2. A set of points A of the xy plane is called open if each point of A is the center of a circle
whose interior lies entirely in A.

3. An open, connected set in the xy plane is called a domain.

4. A point P is called a boundary point of a domain D if every circle about P contains both
points in D and points not in D.

5. A domain plus its boundary points will be called a closed domain.

1.1.12 Lipschitz condition

Let f be defined on D, where D is either a domain or a closed domain of the xy plane. The
function f is said to satisfy a Lipschitz condition (with respect to y ) in D if there exists a
constant k > 0 such that
|f (x, y1 ) − f (x, y2 )| ≤ k |y1 − y2 |
for every (x, y1 ) and (x, y2 ) which belong to D. The constant k is called the Lipschitz constant.

Theorem 6. Hypothesis. Let f be such that ∂f∂y exists and is bounded for all (x, y) ∈ D, where
D is a domain or closed domain such that the line segment joining any two points of D lies
entirely within D. Conclusion. Then f satisfies a Lipschitz condition (with respect to y ) in
D, where the Lipschitz constant is given by

∂f (x, y) lub=least upper bound

k = lub(x,y)∈D .
∂y = supremum
Lemma 1. Hypothesis:

1. Let f be a continuous function defined on a domain D of the xy plane.

2. Let ϕ be a continuous function defined on a real interval α ≤ x ≤ β and such that [x, ϕ(x)] ∈
D for all x ∈ [α, β].

3. Let x0 be any real number such that α < x0 < β.

Conclusion. Then ϕ is a solution of the differential equation dy/dx = f (x, y) on [α, β] and is
such that ϕ (x0 ) = y0 if and only if ϕ satisfies the integral equation
Z x
ϕ(x) = y0 + f [t, ϕ(t)]dt
x0

for all x ∈ [α, β].

Proof. If ϕ satisfies the differential equation dy/dx = f (x, y) on [α, β], then dϕ(x)/dx =
f [x, ϕ(x)] for all x ∈ [α, β] and integration yields at once
Z x
ϕ(x) = f [t, ϕ(t)]dt + c
x0

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 15

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

If also ϕ (x0 ) = y0 , then we have c = y0 and so ϕ satisfies the integral equation ∀ x ∈ [α, β].
Conversely, if ϕ satisfies the integral equation for all x ∈ [α, β], then differentiation yields

dϕ(x)
= f [x, ϕ(x)]
dx
for all x ∈ [α, β] and so ϕ satisfies the differential equation dy/dx = f (x, y) on [α, β]; also integral
equation shows that ϕ (x0 ) = y0 .

1.1.13 Picard’s method of successive approximations

Let we have the initial value problem

y ′ = f (x, y), y(x0 ) = y0 . (1)

where f (x, y) is an arbitrary function defined and continuous in some neighborhood of the point
(x0 , y0 ).
To find the solution, we replace the initial value problem by the equivalent integral equation
Z x
y(x) = y0 + f [t, y(t)]dt. (2)
x0

This is called an integral equation because the unknown function occurs under the integral sign.
To see that (1) and (2) are indeed equivalent, suppose that y(x) is a solution of (1). Then y(x)
is automatically continuous and the right side of

y ′ (x) = f [x, y(x)]

is a continuous function of x; and when we integrate this from x0 to x and use y (x0 ) = y0 , the
result is (2). Thus any solution of (1) is a continuous solution of (2).
Conversely, if y(x) is a continuous solution of (2), then y (x0 ) = y0 because the integral
vanishes when x = x0 , and by differentiation of (2) we recover the differential equation y ′ (x) =
f [x, y(x)].
A rough approximation to a solution is given by the constant function y0 (x) = y0 , which is
simply a horizontal straight line through the point (x0 , y0 ). We insert this approximation in the
right side of equation (2) in order to obtain a new and perhaps better approximation y1 (x) as
follows: Z x
y1 (x) = y0 + f (t, y0 ) dt.
x0

The next step is to use y1 (x) to generate another and perhaps even better approximation y2 (x)
in the same way: Z x
y2 (x) = y0 + f [t, y1 (t)] dt.
x0

At the nth stage of the process we have

Z x
yn (x) = y0 + f [t, yn−1 (t)] dt. (3)
x0

This procedure is called Picard’s method of successive approximations.

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 16

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

Example 16. The simple initial value problem

y ′ = y, y(0) = 1

has the obvious solution y(x) = ex . The equivalent integral equation is

Z x
y(x) = 1 + y(t)dt,
0

and (3) becomes Z x

yn (x) = 1 + yn−1 (t)dt.
0
With y0 (x) = 1, it is easy to see that
Z x
y1 (x) = 1 + dt = 1 + x,
0
Z x
x2
y2 (x) = 1 + (1 + t)dt = 1 + x + ,
0 2
Z x 2 x2 x3

t
y3 (x) = 1 + 1+t+ dt = 1 + x + + ,
0 2 2 2·3

and in general
x2 x3 xn
yn (x) = 1 + x + + + ··· + .
2! 3! n!
In this case it is very clear that the successive approximations do in fact converge to the exact
solution, for these approximations are the partial sums of the power series expansion of ex .

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 17

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
 Instructor: Nitin Kumar Differential Equations

0 61.2 /The0fundamental
3 / 2 0 2 4
existence and uniqueness theorem
Let D be a domain in the xy plane and let (x0 , y0 ) be an (interior) point of D. Consider the
differential equation
dy
= f (x, y)
dx
where f is a continuous real function defined on D. Consider the following problem.
We wish to determine:
1. an interval α ≤ x ≤ β of the real x axis such that α < x0 < β, and
2. a differentiable real function ϕ defined on this interval [α, β] and satisfying the following
three requirements:
(i) [x, ϕ(x)] ∈ D, and thus f [x, ϕ(x)] is defined, for all x ∈ [α, β].
dϕ(x)
(ii) dx = f [x, ϕ(x)], and thus ϕ satisfies the differential equation, ∀ x ∈ [α, β].
(iii) ϕ (x0 ) = y0 .
We shall call this problem the initial-value problem associated with the differential equation and
the point (x0 , y0 ). We shall denote it briefly by
dy
= f (x, y),
dx
y (x0 ) = y0
and call a function ϕ satisfying the above requirements on an interval [α, β] a solution of the
problem on the interval [α, β].
If ϕ is a solution of the problem on [α, β], then requirement (ii) shows that ϕ has a continuous
first derivative ϕ′ on [α, β].
In order to investigate this problem we shall need the following basic lemma.

1.2.1 The Existence and Uniqueness Theorem

Theorem 7. (Picard’s theorem.) Let f (x, y) and ∂f ∂y be continuous functions of x and y on a

closed rectangle R with sides parallel to the axes. If (x0 , y0 ) is any interior point of R, then
there exists a number h > 0 with the property that the initial value problem
y ′ = f (x, y), y (x0 ) = y0
has one and only one solution y = y(x) on the interval |x − x0 | ≤ h.
Theorem 8. Hypothesis:
1. Let D be a domain of the xy plane, and let f be a real function satisfying the following
two requirements:
(i) f is continuous in D;
(ii) f satisfies a Lipschitz condition (with respect to y ) in D; that is, there exists a
constant k > 0 such that
|f (x, y1 ) − f (x, y2 )| ≤ k |y1 − y2 |
for all (x, y1 ) , (x, y2 ) ∈ D.

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 18

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

2. Let (x0 , y0 ) be an (interior) point of D; let a and b be such that the rectangle R : |x − x0 | ≤
a, |y − y0 | ≤ b, lies in D; let M = max |f (x, y)| for (x, y) ∈ R; and let h = min(a, b/M ).

Conclusion. There exists a unique solution ϕ of the initial-value problem

dy
= f (x, y),
dx
y (x0 ) = y0 ,

on the interval |x − x0 | ≤ h. That is, there exists a unique differentiable real function ϕ defined
on the interval |x − x0 | ≤ h which is such that
dϕ(x)
(i) dx = f [x, ϕ(x)] for all x on this interval;

(ii) ϕ (x0 ) = y0 .

Remark 1. Since R lies in D, f satisfies the requirements (i) and (ii) of Hypothesis 1 in R.
In particular, since f is thus continuous in the rectangular closed domain R, the constant M
defined in Hypothesis 2 actually does exist. Let us examine more closely the number h defined
in Hypothesis 2. If a < b/M , then h = a and the solution ϕ is defined for all x in the interval
|x − x0 | ≤ a used in defining the rectangle R. If, however, b/M < a, then h = b/M < a and so
the solution ϕ is assured only for all x in the smaller interval |x − x0 | ≤ h < a associated with
the smaller rectangle R, defined by |x − x0 | ≤ h < a, |y − y0 | ≤ b.

Method of Proof. We shall prove this theorem by the method of successive approximations.
Let x be such that |x − x0 | ≤ h. We define a sequence of functions

ϕ1 , ϕ2 , ϕ3 , . . . , ϕn , . . .

called the successive approximations (or Picard iterants) as follows:

Z x
ϕ1 (x) = y0 + f [t, y0 ] dt
Z xx0
ϕ2 (x) = y0 + f [t, ϕ1 (t)] dt
x0
Z x
ϕ3 (x) = y0 + f [t, ϕ2 (t)] dt
x0
..
.
Z x
ϕn (x) = y0 + f [t, ϕn−1 (t)] dt
x0

We shall divide the proof into five main steps in which we shall show the following.

1. The functions {ϕn } actually exist, have continuous derivatives, and satisfy the inequality
|ϕn (x) − y0 | ≤ b on |x − x0 | ≤ h; and thus f [x, ϕn (x)] is defined on this interval.

2. The functions {ϕn } satisfy the inequality

M (kh)n
|ϕn (x) − ϕn−1 (x)| ≤ · on |x − x0 | ≤ h
k n!

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 19

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

3. As n → ∞, the sequence of functions {ϕn } converges uniformly to a continuous function

ϕ on |x − x0 | ≤ h.

4. The limit function ϕ satisfies the differential equation dy/dx = f (x, y) on |x − x0 | ≤ h and
is such that ϕ (x0 ) = y0 .

5. This function ϕ is the only differentiable function on |x − x0 | ≤ h which satisfies the

differential equation dy/dx = f (x, y) and is such that ϕ (x0 ) = y0 .
Remarks Notice carefully that above theorem is both an existence theorem and uniqueness
theorem. It tells us that
if (i) f is continuous, and (ii) f satisfies a Lipschitz condition (with respect to y ) in the
rectangle R,
then (a) there exists a solution ϕ of dy/dx = f (x, y), defined on |x − x0 | ≤ h, which is such
that ϕ (x0 ) = y0 ; and
(b) this solution ϕ is the unique solution satisfying these conditions.
Theorem 9. Hypothesis
1. Let f be continuous in the unbounded domain D: a < x < b, −∞ < y < +∞.
2. Let f satisfy a Lipschitz condition (with respect to y ) in this unbounded domain. That
is, assume there exists k > 0 such that

|f (x, y1 ) − f (x, y2 )| ≤ k |y1 − y2 |

for ail (x, y1 ) , (x, y2 ) ∈ D.
Conclusion. A solution ϕ of dy/dx = f (x, y) such that ϕ (x0 ) = y0 , where (x0 , y0 ) is any
point of D, is defined on the entire open interval a < x < b. In particular, if a = −∞ and
b ≈ +∞, then ϕ is defined for all x, −∞ < x < +∞.
For example, a solution of the initial-value problem

dy
= F (x)y, y (x0 ) = y0
dx
where F is continuous for −∞ < x < +∞, is defined for all x, −∞ < x < +∞

1.2.2 Dependence on initial condition

Theorem 10. Hypothesis
1. Let f be continuous and satisfy a Lipschitz condition with respect to y, with Lipschitz
constant k, in a domain D of the xy plane; and let (x0 , y0 ) be a fixed point of D.
2. Assume there exists δ > 0 and h > 0 such that for each Y0 satisfying |Y0 − y0 | ≤ δ the
initial-value problem

dy
= f (x, y),
dx
y (x0 ) = Y0 ,
possesses a unique solution ϕ (x, Y0 ) defined and contained in D on |x − x0 | ≤ h.
Conclusion. If ϕ denotes the unique solution of D.E. when Y0 = y0 , and ϕ̃ denotes the unique
solution of D.E. when Y0 = ỹ0 , where |ỹ0 − y0 | = δ1 ≤ δ, then

|ϕ̃(x) − ϕ(x)| ≤ δ1 ekh on |x − x0 | ≤ h.

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 20

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
 Instructor: Nitin Kumar Differential Equations

Thus the solution ϕ (x1 , Y0 ) of given D.E. is a continuous function of the initial value Y0 at
Y0 = y 0 .

1.2.3 Dependence on the Function f

We now consider how the solution of dy/dx = f (x, y) will change if the function f is slightly
changed. In this connection we have the following theorem.

Theorem 11. Hypothesis

1. In a domain D of the xy plane, assume that

(i) (i) f is continuous and satisfies a Lipschitz condition with respect to y, with Lipschitz
constant k.
(ii) F is continuous.
(iii) |F (x, y) − f (x, y)| ≤ ϵ for (x, y) ∈ D.

2. Let (x0 , y0 ) be a point of D; and let

(i) (i) ϕ be the solution of the initial-value problem

dy
= f (x, y),
dx
y (x0 ) = y0 .

(ii) ψ be a solution of the initial-value problem

dy
= F (x, y),
dx
y (x0 ) = y0 ,

(iii) [x, ϕ(x)] and [x, ψ(x)] ∈ D for |x − x0 | ≤ h.

Conclusion. Then
ϵ  kh 
|ϕ(x) − ψ(x)| ≤ e −1 on |x − x0 | ≤ h.

0 7 / 0 3 / 2 0 2 4
k

1.2.4 Existence and uniqueness theorems for systems and higher-order equations
The General Case Our first concern is the basic existence and uniqueness theorem for an
initial-value problem involving a system of n first-order differential equations of the form
dy1
= f1 (x, y1 , y2 , . . . , yn ) ,
dx
dy2
= f2 (x, y1 , y2 , . . . , yn ) ,
dx
..
.
dyn
= fn (x, y1 , y2 , . . . , yn ) ,
dx

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 21

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

in the n unknowns y1 , y2 , . . . , yn , where f1 , f2 , . . . , fn are n continuous real functions defined in

some domain D of real (n + 1)-dimensional x, y1 , y2 , . . . , yn space.
DEFINITION: By a solution of the above system, we shall mean an ordered set of n contin-
uously differentiable real functions
ϕ1 , ϕ2 , . . . , ϕn
defined on some real x interval a ≤ x ≤ b such that

[x, ϕ1 (x), ϕ2 (x), . . . , ϕn (x)] ∈ D

and
dϕ1 (x)
= f1 [x, ϕ1 (x), ϕ2 (x), . . . , ϕn (x)] ,
dx
dϕ2 (x)
= f2 [x, ϕ1 (x), ϕ2 (x), . . . , ϕn (x)] ,
dx
..
.
dϕn (x)
= fn [x, ϕ1 (x), ϕ2 (x), . . . , ϕn (x)] ,
dx
for all x such that a ≤ x ≤ b.

Theorem 12. Hypothesis

1. Let the functions f1 , f2 , . . . , fn be continuous in the (n+1)-dimensional rectangle R defined

by
|x − x0 | ≤ a, |y1 − c1 | ≤ b1 , . . . , |yn − cn | ≤ bn ,
where (x0 , c1 , . . . , cn ) is a point of real (n + 1)-dimensional (x, y1 , . . . , yn ) space and a,
b1 , . . . , bn are positive constants.
Let M be such that

|fi (x, y1 , y2 , . . . , yn )| ≤ M for i = 1, 2, . . . , n for all (x, y1 , y2 , . . . , yn ) ∈ R

 
b1 b2 bn
Let h = min a, M , M,..., M .

2. Let the functions fi (i = 1, 2, . . . , n) satisfy a Lipschitz condition with Lipschitz constant k

in R. That is, assume there exists a constant k > 0 such that
|fi (x, ȳ1 , ȳ2 , . . . , ȳn ) − fi (x, ỹ1 , ỹ2 , . . . , ỹn )|

≤ k (|ȳ1 − ỹ1 | + |ȳ2 − ỹ2 | + · · · + |ȳn − ỹn |)

for any two points (x, ȳ1 , ȳ2 , . . . , ȳn ) , (x, ỹ1 , ỹ2 , . . . , ỹn ) ∈ R, and for i = 1, 2, . . . , n.

Conclusion. There exists a unique solution

ϕ1 , ϕ2 , . . . , ϕn
of the system

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 22

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

dy1
= f1 (x, y1 , y2 , . . . , yn ) ,
dx
dy2
= f2 (x, y1 , y2 , . . . , yn ) ,
dx
..
.
dyn
= fn (x, y1 , y2 , . . . , yn ) ,
dx
such that

ϕ1 (x0 ) = c1 , ϕ2 (x0 ) = c2 , . . . , ϕn (x0 ) = cn ,

defined for |x − x0 | ≤ h.
DEFINITION: Consider the differential equation
dn y dn−1 y
 
dy
= f x, y, , . . . , n−1
dxn dx dx
where f is a continuous real function defined in a domain D of real (n + 1)-dimensional
′ (n−1)


x, y, y , . . . , y -space. By a solution of above equation we mean a real function ϕ having a
continuous nth derivative (and hence all lower-ordered derivatives) on a real interval a ≤ x ≤ b
such that h i
x, ϕ(x), ϕ′ (x), . . . , ϕ(n−1) (x) ∈ D
and h i
ϕ(n) (x) = f x, ϕ(x), ϕ′ (x), . . . , ϕ(n−1) (x)
for all x such that a ≤ x ≤ b.
Theorem 13. Hypothesis. Consider the differential equation

dn y dn−1 y
 
dy
= f x, y, , . . . , n−1
dxn dx dx
where the function f is continuous and
satisfies a Lipschitz condition in a domain D of real
(n + 1)-dimensional x, y, y ′ , . . . , y (n−1) -space. Let (x0 , c0 , c1 , . . . , cn−1 ) be a point of D.
Conclusion. There exists a unique solution ϕ of the nth-order differential equation such that
ϕ (x0 ) = c0 , ϕ′ (x0 ) = c1 , . . . , ϕ(n−1) (x0 ) = cn−1 ,
defined on some interval |x − x0 | ≤ h about x = x0 .

1.2.5 The Linear Case

We now consider the linear system
dy1
= a11 (x)y1 + a12 (x)y2 + · · · + a1n (x)yn + F1 (x),
dx
dy2
= a21 (x)y1 + a22 (x)y2 + · · · + a2n (x)yn + F2 (x),
dx
..
.
dyn
= an1 (x)y1 + an2 (x)y2 + · · · + ann (x)yn + Fn (x),
dx

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 23

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

where the coefficients aij and the functions Fi are continuous on the interval a ≤ x ≤ b. We
first prove a lemma.
Lemma 2. Hypothesis. Let the functions aij and Fi (1, 2, . . . , n; j = 1, 2, . . . , n) be continuous
on the interval a ≤ x ≤ b.
Conclusion. Then the functions fi defined by

fi (x, y1 , y2 , . . . , yn ) = ai1 (x)y1 + ai2 (x)y2 + · · · + ain (x)yn + Fi (x)

(i = 1, 2, . . . , n), satisfy a Lipschitz condition on

a ≤ x ≤ b, −∞ < yi < +∞ (i = 1, 2, . . . , n).

That is, there exists a constant k > 0 such that

|fi (x, ȳ1 , ȳ2 , . . . , ȳn ) − fi (x, ỹ1 , ỹ2 , . . . , ỹn )| ≤ k (|ȳ1 − ỹ1 | + |ȳ2 − ỹ2 | + · · · + |ȳn − ỹn |)

for all x such that a ≤ x ≤ b and any two sets of real numbers ȳ1 , ȳ2 , . . . , ȳn and ỹ1 , ỹ2 , . . .,
ỹn (i = 1, 2, 3, . . . , n).
Theorem 14. Hypothesis
1. Let the coefficients aij and the functions Fi (i, j = 1, 2, . . . , n) in the linear system
dy1
= a11 (x)y1 + a12 (x)y2 + · · · + a1n (x)yn + F1 (x)
dx
dy2
= a21 (x)y1 + a22 (x)y2 + · · · + a2n (x)yn + F2 (x),
dx
..
.
dyn
= an1 (x)y1 + an2 (x)y2 + · · · + ann (x)yn + Fn (x)
dx
be continuous on the real interval a ≤ x ≤ b.

2. Let x0 be a point of the interval a ≤ x ≤ b, and let c1 , c2 , . . . , cn be a set of n real constants.

Conclusion. There exists a unique solution

ϕ1 , ϕ2 , . . . , ϕn

of the above system such that

ϕ1 (x0 ) = c1 , ϕ2 (x0 ) = c2 , . . . , ϕn (x0 ) = cn ,

and this solution is defined on the entire interval a ≤ x ≤ b.

Theorem 15. Hypothesis
1. Consider the differential equation
dn y dn−1 y dy
a0 (x) n
+ a1 (x) n−1
+ · · · + an−1 (x) + an (x)y = F (x)
dx dx dx
where a0 , a1 , . . . , an−1 , an , and F are continuous on the interval a ≤ x ≤ b and a0 (x) ̸= 0
on a ≤ x ≤ b.

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 24

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

2. Let x0 be a point of the interval a ≤ x ≤ b, and let c0 , c1 , . . . , cn−1 be a set of n real

constants.

Conclusion. There exists a unique solution ϕ of the differential equation such that

ϕ (x0 ) = c0 , ϕ′ (x0 ) = c1 , . . . , ϕ(n−1) (x0 ) = cn−1 ,

and this solution is defined over the entire interval a ≤ x ≤ b.

Corollary 1. Hypothesis. The function ϕ is a solution of the homogeneous equation (F (x) ≡

0) such that
ϕ (x0 ) = 0, ϕ′ (x0 ) = 0, . . . , ϕ(n−1) (x0 ) = 0
where x0 is a point of an interval a ≤ x ≤ b on which the coefficients a0 , a1 , . . . , an are all
continuous and a0 (x) ̸= 0.
Conclusion. ϕ(x) = 0 for all x such that a ≤ x ≤ b.

Special Case:

Theorem 16. Let P (x), Q(x), and R(x) be continuous functions on an interval a ≤ x ≤ b. If
x0 is any point in this interval, and y0 and y0′ are any numbers whatever, then the initial value
problem

d2 y dy
+ P (x) + Q(x)y = R(x), y (x0 ) = y0 and y ′ (x0 ) = y0′ , (4)
dx2 dx
has one and only one solution y = y(x) on the interval a ≤ x ≤ b.

Proof. If we introduce the variable z = dy/dx, then it is clear that every solution of (4) yields
a solution of the linear system
(
dy
dx = z, y (x0 ) = y0 ,
dz ′
dx = −P (x)z − Q(x)y + R(x), z (x0 ) = y0 ,

and conversely.

Example 17. Discuss the existence and uniqueness of a solution of the following problems
dy
• = y 1/3 , y(0) = 0.
dx
dy
• = y2, y(1) = −1.
dx

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 25

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.