1.2.

INITIAL VALUE PROBLEMS 17

1.2 Initial Value Problems

Definition. On an interval I containing a point x0 , the problem
Solve: F (x, y, y , · · · , y (n) ) = 0
Subject to: y(x0 ) = y0 , y  (x0 ) = y1 , ··· , y (n−1) (x0 ) = yn−1
where y0 , y1 , · · · , yn−1 are arbitrarily specified real constants is called an initial value
problem (IVP) or an nth-order initial value problem. The values of y and its first n − 1
derivatives at a single point x0 , that is, y(x0 ) = y0 , y  (x0 ) = y1 , · · · , y (n−1) (x0 ) = yn−1 ,
are called initial conditions (IC).
Example 1.2.1. Let a be a constant. The first-order linear differential equation
y  + ay = 0
has as a solution a function
y = ce−ax
where c is an arbitrary constant (see Example 1.1.13). The function y = 201e−ax (with
c = 201) is a solution of the first-order initial value problem
y  + ay = 0, y(0) = 201.
For any given constants x0 and y0 , the function
y = y0 e−a(x−x0 )
(with c = y0 eax0 ) is a solution of the first-order initial value problem
y  + ay = 0, y(x0 ) = y0 .
Example 1.2.2. The first-order initial value problem
y  = 3y 2/3 , y(0) = 0
has as a solution the piecewise-defined differentiable function

x3 if x ≥ 0
y=
0 if x < 0

(see Example 1.1.17). The functions y ≡ 0 and y = x3 are solutions of the initial value
problem. These solutions are not equal on any interval α < x < β containing 0.
18 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Example 1.2.3. A function

c
y=
1 − cx
where c is a constant is a solution of the first-order nonlinear differential equation
y = y2
(see Example 1.1.10). The function
1
y=
1−x
(with c = 1) is a solution of the first-order initial value problem
y  = y 2, y(0) = 1.
If the initial condition is replaced by y(0) = y0 , then the function
y0
y=
1 − y0 x
(with c = y0 ) is a solution of the new initial value problem. For y0 = 0, it is valid only
for −∞ < x < 1/y0 if y0 > 0 and only for 1/y0 < x < ∞ if y0 < 0. The function
becomes unbounded as x → 1/y0 . This illustrates that the singularities of the solution,
i.e., the points at which the solution is not defined or fails to be well behaved in some
particular way, may depend on the initial conditions.
Example 1.2.4. A function
y = Aex + Be−2x
where A and B are constants is a solution of the second-order linear differential equation
y  + y  − 2y = 0
(see Example 1.1.7). It is a solution of the second-order initial value problem
y  + y  − 2y = 0
y(0) = 1, y (0) = 4
if
y(0) = A + B = 1
y (0) = A − 2B = 4.
Take A = 2 and B = −1. The function
y = 2ex − e−2x
is a solution of the initial value problem.
1.2. INITIAL VALUE PROBLEMS 19

Example 1.2.5. The first-order initial value problem

xy  = y − 1, y(0) = 1

has infinitely many solutions, namely

y = 1 + cx

where c is an arbitrary constant.

Proposition 1.2.1. Let R be a rectangular region in the xy-plane defined by |x−x0 | < α,
|y − y0 | < β for α, β > 0. Let f be a continuous bounded real-valued function on R.
Then the initial value problem

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

has a solution y = ϕ(x).

Proposition 1.2.2. Let R be a rectangular region in the xy-plane defined by |x−x0 | < α,
|y − y0 | < β for α, β > 0. Let f and ∂f /∂y be continuous bounded real-valued functions
on R. Then the initial value problem

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

has only one solution y = ϕ(x) on an interval x0 − δ < x < x0 + δ with δ > 0.
Theorem 1.2.1 (Existence of a Unique Solution). Let R be a rectangular region in the
xy-plane defined by a ≤ x ≤ b, c ≤ y ≤ d that contains a point (x0 , y0) in its interior.
Let f and ∂f /∂y be continuous real-valued functions on R. Then there exist an interval
I given by x0 − h < x < x0 + h with h > 0 contained in the interval a ≤ x ≤ b and a
unique function y = ϕ(x) defined on the interval I that is a solution of the (first-order)
initial value problem
dy
Solve: = f (x, y)
dx
Subject to: y(x0 ) = y0 .
Proposition 1.2.3. Let p and g be continuous real-valued functions on an interval
a < x < b containing a point x0 . Let y0 be a constant. Then there is a unique solution
y = ϕ(x) of the initial value problem

y  + p(x)y = g(x), y(x0 ) = y0

on an interval x0 − δ < x < x0 + δ with δ > 0.

20 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Example 1.2.6. The first-order initial value problem

|y  | + y = 0, y(0) = 1
has no solution.
Example 1.2.7. The first-order initial value problem

y  = |y|, y(0) = 0
has the solutions y ≡ 0 and
⎧
⎪ x2
⎨− if x < 0
y= 4
2
⎪
⎩x if x ≥ 0.
4

The function f (x, y) = |y| is continuous.
Example 1.2.8. For a first-order initial value problem
√
y  = y, y(x0 ) = y0
√
where (x0 , y0) is an arbitrary point the function f (x, y) = y is continuous at every
point where y ≥ 0. But
∂f 1
= √
∂y 2 y
is continuous only at a point where y > 0. There is a unique solution of the initial value
problem on an interval x0 − δ < x < x0 + δ with δ > 0 provided y0 > 0. If y0 = 0, then
the functions
√
2 y = x − x0
and y ≡ 0 are solutions of the initial value problem (see Example 1.1.15).
Example 1.2.9. For the first-order linear differential equation
x
y = √
25 − x2
the function
x
f (x, y) = √
25 − x2
is continuous at every point where −5 < x < 5. Through any given point (x0 , y0 ) with
−5 < x0 < 5 passes a unique solution curve of the differential equation.
1.2. INITIAL VALUE PROBLEMS 21

Example 1.2.10. For the first-order initial value problem

y  = y 1/3 , y(0) = 0
the function f (x, y) = y 1/3 is continuous but ∂f /∂y = y −2/3 /3 is not continuous or even
defined at any point where y = 0. For any positive constant c, the functions

0 if 0 ≤ x < c
y = ϕ1 (x) = 3/2
[2(x − c)/3] if c ≤ x

0 if 0 ≤ x < c
y = ϕ2 (x) = 3/2
−[2(x − c)/3] if c ≤ x

are solutions of the initial value problem. The problem has infinitely many solutions.
If the initial condition is replaced by y(x0 ) = y0 where (x0 , y0 ) is any point with
y0 = 0, then there is a unique solution of the new initial value problem on an interval
x0 − δ < x < x0 + δ with δ > 0.
Example 1.2.11. All solutions of the first-order differential equation
x
y = −
y
satisfy the implicit relation
x2 + y 2 = c2
where c is an arbitrary positive constant. For each x with −c < x < c, let
√
y = ϕ1 (x) = c2 − x2
√
y = ϕ2 (x) = − c2 − x2

ϕ1 (x) if −c < x ≤ 0
y = ϕ3 (x) =
ϕ2 (x) if 0 < x < c
⎧
⎪
⎨ϕ2 (x) if −c < x ≤ −c/2
y = ϕ4 (x) = ϕ1 (x) if −c/2 < x < c/2
⎪
⎩
ϕ2 (x) if c/2 ≤ x < c.

Then ϕ1 , ϕ2 , ϕ3 and ϕ4 all satisfy the relation x2 + y 2 = c2 . But ϕ1 and ϕ2 only satisfy
the differential equation on the interval −c < x < c. If the initial condition y(0) = 3 is
given, then ϕ1 with c = 3 is the only solution of the initial value problem consisting of
the differential equation and this initial condition on an interval −δ < x < δ with δ > 0.