Differential Equations (MA 1150) : Sukumar
Differential Equations (MA 1150) : Sukumar
Sukumar
Lecture 5
Bernoulli Equation
Orthogonal Trajectories
Picard’s Iteration
Section 1
Bernoulli Equation
Transforming Non-Linear into Separable ODE
y 0 + p(x)y = f (x)y r .
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
y 0 + p(x)y = f (x)y r .
u −r +1
Z
= f (x)(y1 (x))r −1 dx + c.
−r + 1
Example of Bernoulli Equation
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)
Orthogonal Trajectories
Curves in Rn
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
y 0 = f (x, y )
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
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
y1 y 0 − y10 y
u0 =
y12
y1 (−py + f ) − (−py1 )y f
= = .
y12 y1
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
(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 .
(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.
The above example shows that unlike linear ODE’s, not every value of C will
give an actual solution.
Example
∂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
∂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
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
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
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).
y0 10 5 5
= x =⇒ y 3/5 = (x 2 + C ).
y 2/5 3 3 3
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.
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
y 0 = f (x, y ), y (x0 ) = y0 .
Define
y1 (x) = y0 ,
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
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
y 0 = xy ; y (−1) = 1.
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
y 0 = 2t(1 + y ); y (0) = 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
t4 t6 t 2(n−1)
φn (t) = t 2 + + + ··· + .
2 6 (n − 1)
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
∞ 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.
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
Let Z t
W (t) = |φ(s) − ψ(s)| ds.
0
W 0 (t) − MW (t) ≤ 0.
Thus,
e −Mt W (t) ≤ 0.