An Example of A Non-Linear Differential Equation: R. C. Daileda

An Example of a Non-linear Differential Equation
R. C. Daileda
In class we mentioned the following theorem, whose proof the interested reader can find in Section 2.8 of
[1].
Theorem. 1. Consider the initial value problem (IVP)
y = f (t, y), y(t0 ) = y0 . (1)
If f and f /y are both continuous on a disk centered at (t0 , y0 ) then (1) has a unique solution defined on
some interval t0 h < t < t0 + h, h > 0.
Several points should be made here. While this theorem does give us an effective way of determining if a
solution to an IVP exists, it gives us no way of determining this solution nor does it give any information on
the interval of definition of that solution. This should be compared to the analogous fact for IVPs involving
linear first order ODEs (Theorem 2.4.1 of [1]). If f is linear then we can write down an explicit solution,
and the interval of definition of that solution can be determined from f and t0 alone. The moral is that
the behavior of solutions to non-linear differential equations can be drastically different than that of linear
equations, as the following example is meant to illustrate.
Problem 1. Consider the (non-linear) IVP
dy
= (1 2x)y 2 (2)
dx
y(0) = y0 . (3)
a. Show that this initial value problem has a unique solution for any choice of y0 .
b. How does the interval of definition of the solution depend on y0 ?
Theorem 1 allows us to deal with part (a) without actually solving the equation. In the notation of that
theorem we have
f (x, y) = (1 2x)y 2
f
= 2(1 2x)y.
y
Since these functions are continuous everywhere, the initial value problem consisting of (2) and any initial
condition y(x0 ) = y0 has a unique solution. In particular, the IVP of the problem (when x0 = 0) will always
have a unique solution.
Since Theorem 1 gives no explicit information on the interval of definition of the solutions, to answer the
question of part (b) we must actually solve the IVP. The equation 2 is separable with general solution
1
y= (c R) or y 0.
x2 x + c
If y0 6= 0 the initial condition gives
1
y0 = y(0) =
c
so that c = 1/y0 and the solution to the IVP is
1
y= (y0 6= 0), y0 (y0 = 0).
x2 x + 1/y0
1
Example 8
15
y 10
0
-1 -0.5 0 0.5 1 1.5 2
x
-5
Figure 1: Several solutions to the IVP of Problem 1
Now we need to analyze the domains of our solutions. According to the quadratic formula, the roots of
the equation x2 x + 1/y0 = are
p p
1 1 4/y0 1 + 1 4/y0
r1 = and r2 = (4)
2 2
and at these points (if they are real) our solution curve has a vertical asymptote. Since we require solutions
to be defined on intervals, and the interval of definition must contain the initial x-value x0 = 0 we have the
following cases.
Case 1: 1 4/y0 < 0. In this case the denominator of our solution function has no real roots, and so
the solution is defined everywhere. We note (for later use) that the condition 1 4/y0 < 0 is equivalent to
0 < y0 < 4.
Case 2: 1 4/y0 = 0. In this case the roots of the quadratic equation are the same and the solution
function has a vertical asymptote only at x = 1/2. Therefore, the domain of definition of the solution is
< x < 1/2. As above, we note that 1 4/y0 = 0 is equivalent to y0 = 4.
Case 3: 1 4/y0 > 0. In this case the two roots r1 , r2 (which correspond to vertical asymptotes) are
distinct. The total domain of the solution function is therefore < x < r1 , r1 < x < r2 , r2 < x < , and
the domain of the solution is the interval that contains the initial value x0 = 0. So the question is: which
of these intervals contains 0? The answer depends on whether or not r1 is positive (notice that r1 is never
0). If r1 > 0 then the domain of definition is < x < r1 . If r1 < 0 then the domain of definition is
r1 < x < r2 , since r2 > 0. It remains only to convert the inequalities r1 > 0 and r1 < 0 into conditions on
y0 . This is easily done and we find that r1 > 0 if and only if y0 > 4 and r1 < 0 if and only if y0 < 0.
We summarize these cases as our final solution.
If y0 < 0 then the solution to the IVP is defined on r1 < x < r2 , where r1 , r2 are as in equation (4).
If 0 y0 < 4 then the solution is defined for all x.
If 4 y0 then the solution is defined for x < r1 , where r1 is as in equation (4).
Figure 1 show several solutions plotted for various values of y0 . Since y(0) = y0 , the value of y0 for a
given curve is where that curve crosses the y-axis. One should compare the visual behavior of the solutions
with that predicted by our computations above.
2
References
[1] Boyce, W. E.; DiPrima, R. C., Elementary Differential Equations and Boundary Value Problems, 8th
Ed., John Wiley & Sons, Inc. (2005)

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An Example of a Non-linear Differential Equation

Figure 1: Several solutions to the IVP of Problem 1

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