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Differential Equations (MA 1150) : Sukumar

The document summarizes key concepts related to differential equations: 1) It discusses Bernoulli equations, which are a type of non-linear differential equation that can be transformed into a separable equation. Examples of transforming and solving Bernoulli equations are provided. 2) Orthogonal trajectories of families of curves are defined, and it provides the process to find the differential equation of orthogonal trajectories given a one-parameter family of curves. 3) Existence and uniqueness theorems for solutions to linear and non-linear differential equations are stated. For linear equations, the general solution and existence of a unique solution to an initial value problem are proven. For non-linear equations, conditions for existence and uniqueness of solutions are given

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0% found this document useful (0 votes)
53 views41 pages

Differential Equations (MA 1150) : Sukumar

The document summarizes key concepts related to differential equations: 1) It discusses Bernoulli equations, which are a type of non-linear differential equation that can be transformed into a separable equation. Examples of transforming and solving Bernoulli equations are provided. 2) Orthogonal trajectories of families of curves are defined, and it provides the process to find the differential equation of orthogonal trajectories given a one-parameter family of curves. 3) Existence and uniqueness theorems for solutions to linear and non-linear differential equations are stated. For linear equations, the general solution and existence of a unique solution to an initial value problem are proven. For non-linear equations, conditions for existence and uniqueness of solutions are given

Uploaded by

Mansi Nanavati
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Differential Equations (MA 1150)

Sukumar

Lecture 5

April 25, 2020


Overview

Bernoulli Equation

Orthogonal Trajectories

Existence and uniqueness of a solution


Linear ODE
Non-linear ODE

Picard’s Iteration
Section 1

Bernoulli Equation
Transforming Non-Linear into Separable ODE

A non-linear differential equation of the form

y 0 + p(x)y = f (x)y r .

where r ∈ R \ {0, 1} is said to be a Bernoulli Equation.


For r = 0, 1, it is linear ODE.
If y1 is a non-zero solution of y 0 + p(x)y = 0, then putting y = u(x)y1 in
ODE, we get

u 0 y1 + uy10 + puy1 = fu r y1r

u0
=⇒ = f (x)y1 (x)r −1
ur
On integrating, we get

u −r +1
Z
= f (x)(y1 (x))r −1 dx + c.
−r + 1
Transforming Non-Linear into Separable ODE

A non-linear differential equation of the form

y 0 + p(x)y = f (x)y r .

where r ∈ R \ {0, 1} is said to be a Bernoulli Equation.


For r = 0, 1, it is linear ODE.
If y1 is a non-zero solution of y 0 + p(x)y = 0, then putting y = u(x)y1 in
ODE, we get

u 0 y1 + uy10 + puy1 = fu r y1r


=⇒ u 0 y1 = fu r y1r
u0
=⇒ = f (x)y1 (x)r −1
ur
On integrating, we get

u −r +1
Z
= f (x)(y1 (x))r −1 dx + c.
−r + 1
Example of Bernoulli Equation

Consider a non-linear ODE


y 0 + y = xy 2 .
Set y = u(x)e −x , where y1 = e −x is a solution of homogeneous part.
Putting y = u(x)e −x in ODE, we get
u 0 e −x − ue −x + ue −x = u 2 e −2x x
=⇒ u 0 e −x = u 2 e −2x x
u0
=⇒ = xe −x
u2

On integrating, we get
−1
= −(1 + x)e −x + c
u
1
=⇒ u=
(1 + x)e −x − c
Thus
1
y = u(x)e −x =
(1 + x) − ce x
Example (Bernoulli Equation)

Consider a (Bernoulli) ODE:


x2
xy 0 − 2y = .
y6
Rewrite it as
2 x
y0 − y = 6.
x y
The solution to homogeneous part is y1 = x 2 .

Setting y = u(x)y1 , we get


u 0 y1 = x(uy1 )−6
=⇒ u 6 u 0 = x −13  
1 7 1 1 7 1 −12
=⇒ u = − x −12 + c. =⇒ y = − x + c y17
7 12 7 12
y
Since u = and y1 = x 2 , we get
y1
 
7 14 1 −12
y = 7x − x +c .
12
Section 2

Orthogonal Trajectories
Curves in Rn

Definition. A curve is a continuous map f : I 7→ Rn , where I ⊆ R is an interval.


Definition. The image set C = f (I ) ⊆ Rn is called the trace of the curve.
Physically, a curve describes the motion of a particle in n-space, and the trace
is the trajectory of the particle.

Orthogonal Trajectories Two curves C1 and C2 are said to be orthogonal at a


point of intersection (x0 , y0 ) if they have perpendicular tangents at (x0 , y0 ).

A curve is said to be an orthogonal trajectory of a given family of curves if it is


orthogonal to every curve in the family.
One-Parameter Families of Curves

Example. For each value of the parameter c ∈ R, the equation y = cx 2 defines


a curve in R2 .

Question. Find a differential equation for the family of curves defined by


y = cx 2 .

y0
Differentiating y = cx 2 w.r.t. x gives y 0 = 2cx. From this, we get c = .
2x
Now eliminate the parameter using the original equation for the family of
curves and finally obtain
xy 0
y= .
2
Orthogonal trajectory of a given one parameter families of curves

Step 1. Find a differential equation

y 0 = f (x, y )

for the given family.

Step 2. Solve the differential equation


1
y0 = −
f (x, y )

to find the orthogonal trajectories.

2y
Example. Notice that differential equation y 0 = represents one parameter
x
families of curves defined by y = cx 2 .

x
Solve y 0 = − . Then y =??.
2y
Section 3

Existence and uniqueness of a solution


Subsection 1

Linear ODE
Existence and Uniqueness Theorem for Linear Nonhomogeneous First Order
Equations

Theorem: Suppose p(x) and f (x) are continuous functions on an open interval
(a, b), and let y1 be any nontrivial solution of the complementary equation
y 0 + p(x)y = 0
on (a, b). Then:
(i) The general solution of the non-homogeneous equation
y 0 + p(x)y = f (x) (1)
on interval (a, b) is
 Z 
y = y1 (x) c + f (x)/y1 (x) dx . (2)

(ii) The initial value problem y 0 + p(x)y = f (x), y (x0 ) = y0 has the
following unique solution on (a, b),
 Z x 
y0 f (t)
y = y1 (x) + dt .
y1 (x0 ) x0 y1 (t)
Proof of Existence and Uniqueness Theorem

Proof of (i). We shall show that if y is a solution of (1) on (a, b) then y is of


the form (2) for some constant c.
Suppose y = uy1 is a solution of (1) on (a, b) for some u.
We know that y1 has no zeros on (a, b) (why?), so the function u = y /y1 is
defined on (a, b). Moreover, since

y 0 = −py + f and y10 = −py1 ,

y1 y 0 − y10 y
u0 =
y12

y1 (−py + f ) − (−py1 )y f
= = .
y12 y1

Integrating u 0 = f /y1 , we get


 Z 
u = c + f (x)/y1 (x) dx .
Proof of Existence and Uniqueness Theorem

R
Proof of (ii). We have seen in the proof of (i) that f (x)/y1 (x) dx in (2) is an
arbitrary antiderivative of f /y1 .
Now we may choose the antiderivative that equals zero when x = x0 , and so
 Z x0 
f (t)
y (x0 ) = y1 (x0 ) c + dt = cy1 (x0 ),
x0 y1 (t)

y0
we see that y (x0 ) = y0 if and only if c = .
y1 (x0 )
Therefore unique solution on (a, b) is
 Z x 
y0 f (t)
y = y1 (x) + dt .
y1 (x0 ) x0 y1 (t)
Existence and Uniqueness Theorem for 1st order linear ODE

Problems:
For the following IVP:
(a) y 0 = sin x y (x0 ) = y0 .
(b) y 0 = x sin(1/x) y (x0 ) = y0 for all x > 0.
(c) y 0 = x + y y (x0 ) = y0 .
Using Existence and Uniqueness theorem, Justify whether the following IVP
has
I at least one solution on some interval containing x0 ,
I has a unique solution on some interval containing x0 .
Subsection 2

Non-linear ODE
Existence and Uniqueness of solutions of non-linear ODE

Consider a non-linear ODE: y 0 = f (x, y ).

Theorem Let D = (a, b) × (c, d) be an open rectangle containing the point


(x0 , y0 ) and consider the IVP

y 0 = f (x, y ), where y (x0 ) = y0 .

(a) (Existence) Assume f (x, y ) is continuous on D. Then IVP has at least one
solution on some interval (a1 , b1 ) ⊂ (a, b) containing x0 .
∂f
(b) (Uniqueness) If both f (x, y ) and ∂y are continuous on D, then IVP has a
0 0
unique solution on some interval (a , b ) ⊂ (a, b) containing x0 .

Proof. We will not discuss the proof of this.


Linear vs Non-Linear ODE

(1) Note the theorem says that for non-linear ODE, the solution and the
interval where the solution exists, depends on the choice of our initial
condition.

(2) The solution of a non-linear ODE obtained using a particular method may
not be a general solution.

Example 1 For non-linear ODE y 0 = 2xy 2 , our solution y = − x 2 +C


1
does not
give the solution y ≡ 0 for any value of C .
Example 2 The circle x 2 + y 2 = C is an implicit solution of yy 0 = x.
For C = −1, it does not give any solution to ODE, since the curve
x 2 + y 2 = −1 is empty.

The above example shows that unlike linear ODE’s, not every value of C will
give an actual solution.
Example

Consider the IVP


x2 − y2
y0 = , where y (x0 ) = y0 .
1 + x2 + y2
x 2 −y 2
If f (x, y ) = 1+x 2 +y 2 , then

∂f −2y (1 + x 2 )
=??? = .
∂y (1 + x 2 + y 2 )2

∂f
Since f (x, y ) and ∂y are continuous for all (x, y ) ∈ R2 , by existence and
uniqueness theorem, for any (x0 , y0 ) ∈ R2 , IVP has a unique solution on some
open interval containing x0 .
Example

Consider the IVP


x2 − y2
y0 = , where y (x0 ) = y0 . (3)
x2 + y2
x 2 −y 2
Let f (x, y ) = x 2 +y 2 , then

∂f −4x 2 y
=??? = 2 .
∂y (x + y 2 )2
∂f
Notice that f (x, y ) and ∂y are continuous for all (x, y ) ∈ R2 \ (0, 0).
Assume that (x0 , y0 ) 6= (0, 0).

There is an open rectangle R containing (x0 , y0 ) but not containing (0, 0).
∂f
f (x, y ) and ∂y are continuous on R.

By existence and uniqueness theorem, (3) has a unique solution on some open
interval containing x0 .
Example

Consider the IVP


x +y
y0 = , where y (x0 ) = y0 . (4)
x −y
x+y
Let f (x, y ) = x−y , then
∂f 2x
= .
∂y (x − y )2
∂f
Note that f (x, y ) and ∂y are continuous for all (x, y ) ∈ R2 except on the line
y = x.
Assume that x0 6= y0 .

There is an open rectangle R containing (x0 , y0 ) that does not intersect with
the line y = x.
∂f
f (x, y ) and ∂y are continuous on R.

By existence and uniqueness theorem, (4) has a unique solution on some open
interval containing x0 .
Example

Consider the IVP


10 2/5
y0 = xy , where y (x0 ) = y0 . (5)
3
Here
10 2/5 ∂f 4
f (x, y ) = xy , and = xy −3/5 .
3 ∂y 3

I Since f (x, y ) is continuous for all (x, y ) ∈ R2 , IVP (5) has atleast one
solution for all (x0 , y0 ) ∈ R2 .
∂f
I If y 6= 0, then f (x, y ) and ∂y both are continuous for all (x, y ) ∈ R2 .
I If y =
6 0, there is an open rectangle R containing (x0 , y0 ) s.t. f (x, y ) and
∂f
∂y are continuous on R.

I Hence IVP (5) has a unique solution on some open interval containing x0 .
Example

Consider the IVP


10 2/5
y0 = xy , where y (0) = 0. (6)
3
Here ∂f
∂y = 34 xy −3/5 is not continuous if y = 0.

I IVP (6) may have more than one solution on every open interval
containing x0 .
I If y ≡ 0 is one solution of IVP (6).

Let us find a nonzero solution of ODE (6).

y0 10 5 5
= x =⇒ y 3/5 = (x 2 + C ).
y 2/5 3 3 3

This implies that


y (x) = (x 2 + C )5/3 .
Example continued

Note that y (x) = (x 2 + C )5/3 is defined for all (x, y ) ∈ R2 and

5 2 10 3/5
y0 = (x + C )2/3 (2x) = xy , for all(x, y ) ∈ R2 .
3 3
Thus y (x) is a solution on R for all C .

y (0) = 0 =⇒ C = 0.

Thus the IVP


10 2/5
y0 = xy , where y (0) = 0. (7)
3
10
has two solutions, y1 ≡ 0 and y2 (x) = x 3 .
Example

Consider the IVP


10 2/5
y0 = xy , where y (0) = −1. (8)
3
∂f
Here f (x, y ) and ∂y = 43 xy −3/5 are continuous in an open rectangle containing
(0, 1). Hence the IVP has a unique solution on some open interval containing
x0 = 0.
Let us find the unique solution and its interval of validity.
Let y 6= 0 be the solution of y 0 = 10
3 xy
2/5
. Then y (x) = (x 2 + C )5/3 and
y (0) = −1 implies that C = −1.
I Thus y (x) = (x 2 − 1)5/3 is a solution of (8) on (−∞, ∞) (Existence
part).
I If y0 6= 0, then by IVP, y 0 = 10
3 xy
2/5
, where y (x0 ) = y0 . has a unique
solution on some open interval around x0 .
I Let us check that y (x) is the unique solution to the IVP on the interval
(1, 1).
Example

I Suppose there is another solution w (x) to the IVP. Then by the existence
and uniqueness theorem, y (x) = w (x) for all x in a neighbourhood (a, b)
around 0. Choose a and b so that this interval is the largest.
I If < a, then since both y (x) and w (x) are continuous, we get
y (a) = w (a) = A.
I Now we apply the existence and uniqueness theorem to the IVP with the
condition y (a) = A. This will show that y (x) = w (x) in a neighbourhood
around a, which contradicts the assumption that (a, b) was the largest
interval on which y and w agreed.

If we take any interval (a, b) with a << 1 < b then, we can define another
solution (
(x 2 − 1)5/3 , if − 1 ≤ x ≤ 1,
y1 (x) =
0, if |x| > 1.
Section 4

Picard’s Iteration
Picard’s Iteration Method
Picard’s Iteration Method

Assume that f (x, y ) is a continuous function on R2 . Consider the IVP:

y 0 = f (x, y ), y (x0 ) = y0 .

This is equivalent to the integral equation


Z x
y (x) = y0 + f (s, y (s)) ds
x0

A solution to the IVP ODE is equivalent to a solution to the integral equation


and vice versa.
Motivation for the Picard’s Iteration Method

Taylor series solution to the IVP ODE.

Define
y1 (x) = y0 ,

y2 (x) = y1 (x) + y 0 (x0 )(x − x0 ) = y0 + f (x0 , y0 )(x − x0 ).


Similarly,
y 00 (x0 )
y3 (x) = y2 (x) + (x − x0 )2 .
2
The (n + 1)th iterate is

y (n) (x0 )
yn+1 (x) = yn (x) + (x − x0 )n .
n!
Picard’s Iteration Method

Define
φ1 (x) = y0 .

Z x Z x
φ2 (x) = φ1 (x) + f (s, φ1 (s)) ds = y0 + f (s, y0 ) ds
x0 x0

Next, Z x
φ3 (x) = y0 + f (s, φ2 (s)) ds.
x0

Similarly, we define the (n + 1)th iterate as below


Z x
φn+1 (x) = y0 + f (s, φn (s)) ds.
x0
Picard’s Iteration Method

Note. Each φn satisfies the initial condition φn (x0 ) = y0 .

Suppose for some n, φn+1 = φn . Then


Z t
φn+1 (t) = φn (t) = y0 + f (s, φn (s)) ds
0

and this implies


d
(φn (t)) = f (t, φn (t))
dt

is a solution of the given IVP.


Picard’s Iteration Method

In general, the sequence {φn } may not terminate. In fact, all the φn may not
even be defined outside a small region in the domain.
∂f
However, it is possible to show that, if f (x, y ) and
is continuous in some
∂y
open rectangle (hence continuous and bounded in a smaller closed rectangle),
the sequence converges to a function

φ(t) = lim φn (t)


n→∞

which will be the unique solution to the given IVP.


Picard’s Iteration Method with Example

Example. Solve the IVP:

y 0 = xy ; y (−1) = 1.

Let φ1 (x) = 1 since φ1 (−1) = 1. Then,

x
1 x2
Z
φ2 (x) = 1 + sφ1 (s) ds = + .
−1 2 2

x x
1 s2 5 x2 x4
Z Z  
φ3 (x) = 1 + sφ2 (s) ds = 1 + s + ds = + +
−1 −1 2 2 8 4 8

Similarly compute higher φi (x) for i ≥ 4.


Picard’s Iteration Method - Example

Example. Solve the IVP:

y 0 = 2t(1 + y ); y (0) = 0.

The corresponding integral equation is


Z t
φ(t) = 2s(1 + φ(s)) ds
0

Let φ1 (t) = 0 since y (0) = 0. Then,


Z t
φ2 (t) = 2s ds = t 2 ,
0

t
t4
Z
φ3 (t) = 2s(1 + s 2 ) ds = t 2 + ,
0 2
t
s4 t4 t6
Z
φ4 (t) = 2s(1 + s 2 + ) ds = t 2 + + .
0 2 2 6
Picard’s Iteration Method - Example

Example (continued...) We claim

t4 t6 t 2(n−1)
φn (t) = t 2 + + + ··· + .
2 6 (n − 1)

Use induction to prove this:


Z t
φn+1 (t) = 2s(1 + φn (s)) ds
0

t
s4 s6 s 2(n−1)
Z  
2
= 2s 1 + s + + + ··· + ds,
0 2 6 (n − 1)

t4 t6 t 2n
= t2 + + + ··· + .
2 6 n!

P∞ t 2k
Hence φn+1 (t) is the n-th partial sum of the series k=1 .
k!
Picard’s Iteration Method - Example

What about convergence!!!

Applying the ratio test, we get


2k+2
t2

t k!
(k + 1)! t 2k = k + 1 → 0
·

for all t as k → ∞. Thus,

∞ 2k
X t 2
lim φn (t) = = e t − 1.
k→∞ k!
k=1
Uniqueness (Not in course)

Let’s quickly see how to get uniqueness. Suppose φ and ψ are solutions of

y 0 = f (x, y ), y (0) = 0.

Thus, both these satisfy the integral equation as well. Then,

Z t
φ(t) − ψ(t) = (f (s, φ(s)) − f (s, ψ(s))) ds.
0

Thus
Z t
|φ(t) − ψ(t)| ≤ |f (s, φ(s)) − f (s, ψ(s)| ds. (9)
0

∂f
Since f and both are continuous on some smaller rectangle R, there is a
∂y
constant M, such that

|f (s, φ(s)) − f (s, ψ(s)| ≤ M |φ(s) − ψ(s)| . (10)


Uniqueness (Not in course)

Let Z t
W (t) = |φ(s) − ψ(s)| ds.
0

Clearly, W (0) = 0, W (t) ≥ 0. Also, W 0 = |φ(t) − ψ(t)|.

Now using (9) and (10), we get

W 0 (t) − MW (t) ≤ 0.

Thus,
e −Mt W (t) ≤ 0.
 

Integrate from 0 to t and use W (0) = 0 to conclude W (t) ≤ 0.


Thus
W (t) ≡ 0,
and so W 0 (t) ≡ 0. Thus φ(t) ≡ ψ(t).

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