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Theorems and Concepts For IVP

Theorems and Concepts for IVP

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ansh kumar
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7 views4 pages

Theorems and Concepts For IVP

Theorems and Concepts for IVP

Uploaded by

ansh kumar
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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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📘 Theorems and Concepts for Initial Value Problems (IVP)

1. Peano's Existence Theorem

●​ Statement:​
If f(x,y)f(x, y)f(x,y) is continuous in a region containing (x0,y0)(x_0, y_0)(x0​,y0​), then
there exists at least one solution to the IVP:​
dydx=f(x,y),y(x0)=y0\frac{dy}{dx} = f(x, y), \quad y(x_0) = y_0dxdy​=f(x,y),y(x0​)=y0​
○​ Condition: f(x,y)f(x, y)f(x,y) must be continuous in the neighborhood of
(x0,y0)(x_0, y_0)(x0​,y0​).​

○​ Conclusion: Existence of a solution is guaranteed.​

2. Picard's Theorem (Uniqueness Theorem)

●​ Statement:​
If f(x,y)f(x, y)f(x,y) is continuous in a region containing (x0,y0)(x_0, y_0)(x0​,y0​), and
there exists a constant LLL such that f(x,y)f(x, y)f(x,y) is Lipschitz continuous in yyy
(i.e., there is a bound on how fast f(x,y)f(x, y)f(x,y) can change with respect to yyy),
then the solution to the IVP is unique.​

○​ Lipschitz Condition:​
∣f(x,y1)−f(x,y2)∣≤L∣y1−y2∣|f(x, y_1) - f(x, y_2)| \leq L |y_1 -
y_2|∣f(x,y1​)−f(x,y2​)∣≤L∣y1​−y2​∣ for all y1,y2y_1, y_2y1​,y2​in a neighborhood
of y0y_0y0​.​

○​ Conclusion: Existence and uniqueness are guaranteed.​

3. Lipschitz Continuity in yyy

●​ Definition:​
A function f(x,y)f(x, y)f(x,y) is Lipschitz continuous in yyy if there exists a constant
LLL such that:​
∣f(x,y1)−f(x,y2)∣≤L∣y1−y2∣|f(x, y_1) - f(x, y_2)| \leq L |y_1 -
y_2|∣f(x,y1​)−f(x,y2​)∣≤L∣y1​−y2​∣​
This ensures that the difference between function values doesn’t grow faster than a
linear rate.​

○​ Condition: This property is crucial for guaranteeing uniqueness using


Picard’s Theorem.​
○​ Lipschitz constant: The constant LLL must exist to guarantee that f(x,y)f(x,
y)f(x,y) does not change too rapidly in yyy.​

4. Energy-like Approach to Uniqueness

●​ Statement:​
Even if f(x,y)f(x, y)f(x,y) is not Lipschitz in yyy, we can still prove uniqueness using
other methods. One such method is using an energy-like function z(x)z(x)z(x),
which measures the difference between two solutions to the IVP. The idea is to show
that if z(x)=0z(x) = 0z(x)=0, then the solutions must be the same.​

○​ Example: For y1(x)y_1(x)y1​(x) and y2(x)y_2(x)y2​(x), define:​


z(x)=(y1(x)−y2(x))2if x>0z(x) = (\sqrt{y_1(x)} - \sqrt{y_2(x)})^2 \quad \text{if} \
x > 0z(x)=(y1​(x)​−y2​(x)​)2if x>0​
This function z(x)z(x)z(x) allows us to show that z(x)=0z(x) = 0z(x)=0 implies
y1(x)=y2(x)y_1(x) = y_2(x)y1​(x)=y2​(x), which proves the uniqueness of the
solution.​

📖 Conditions for Applying the Theorems


1.​ For Peano’s Existence Theorem:​

○​ f(x,y)f(x, y)f(x,y) must be continuous in a neighborhood of (x0,y0)(x_0,


y_0)(x0​,y0​).​

○​ No requirement for Lipschitz continuity for existence.​

2.​ For Picard’s Uniqueness Theorem:​

○​ f(x,y)f(x, y)f(x,y) must be continuous in a neighborhood of (x0,y0)(x_0,


y_0)(x0​,y0​).​

○​ f(x,y)f(x, y)f(x,y) must be Lipschitz continuous in yyy. This ensures


uniqueness.​

3.​ For Non-Lipschitz Uniqueness:​

○​ Even if f(x,y)f(x, y)f(x,y) is not Lipschitz continuous in yyy (such as near


points where y=0y = 0y=0, or y=−1y = -1y=−1), we can sometimes use an
energy-like argument to show uniqueness.​
○​ The energy-like argument involves defining a function z(x)z(x)z(x) that
measures the difference between two solutions. If z(x)=0z(x) = 0z(x)=0, then
the solutions must be equal.​

📚 Example Applications
1.​ IVP: dydx=3y2/3,y(0)=0\frac{dy}{dx} = 3y^{2/3}, \quad y(0) = 0dxdy​=3y2/3,y(0)=0​

○​ Existence: f(x,y)=3y2/3f(x, y) = 3y^{2/3}f(x,y)=3y2/3 is continuous for y>0y >


0y>0, so by Peano's Existence Theorem, there exists at least one solution
for y(0)=0y(0) = 0y(0)=0.​

○​ Uniqueness: f(x,y)=3y2/3f(x, y) = 3y^{2/3}f(x,y)=3y2/3 is not Lipschitz


continuous at y=0y = 0y=0, so we can't apply Picard’s Theorem directly. But
using the energy-like argument, we can show that the solution is unique
near y=0y = 0y=0.​

2.​ IVP: dydx=y+1,y(0)=0\frac{dy}{dx} = \sqrt{y} + 1, \quad y(0) = 0dxdy​=y​+1,y(0)=0​

○​ Existence: f(x,y)=y+1f(x, y) = \sqrt{y} + 1f(x,y)=y​+1 is continuous for y≥0y


\geq 0y≥0, so by Peano's Existence Theorem, a solution exists.​

○​ Uniqueness: f(x,y)=y+1f(x, y) = \sqrt{y} + 1f(x,y)=y​+1 is not Lipschitz


continuous at y=0y = 0y=0. However, we used the energy-like argument
involving the function z(x)z(x)z(x) to show that the solution is unique.​

3.​ IVP: dydx=∣y∣,y(0)=0\frac{dy}{dx} = \sqrt{|y|}, \quad y(0) = 0dxdy​=∣y∣​,y(0)=0​

○​ Existence: f(x,y)=∣y∣f(x, y) = \sqrt{|y|}f(x,y)=∣y∣​is continuous everywhere, so


Peano's Existence Theorem guarantees existence.​

○​ Uniqueness: f(x,y)=∣y∣f(x, y) = \sqrt{|y|}f(x,y)=∣y∣​is not Lipschitz


continuous at y=0y = 0y=0, but using the energy-like argument, we can
prove the solution is unique.​

🧑‍🏫 Key Takeaways


1.​ Existence: Guaranteed by Peano's Existence Theorem if f(x,y)f(x, y)f(x,y) is
continuous.​
2.​ Uniqueness: Guaranteed by Picard's Theorem if f(x,y)f(x, y)f(x,y) is both
continuous and Lipschitz continuous in yyy.​

3.​ If Lipschitz continuity is not satisfied (like near points where y=0y = 0y=0 or y=−1y
= -1y=−1), uniqueness can still be shown using energy-like arguments.​

4.​ Energy-like methods (using functions like z(x)z(x)z(x)) can be powerful tools for
proving uniqueness even when Lipschitz continuity fails.​

📘 Summary of Theorem Conditions


Theorem/Method Existence Uniqueness

Peano’s Existence Theorem f(x,y)f(x, y)f(x,y) Not guaranteed (does not require
continuous Lipschitz)

Picard’s Uniqueness f(x,y)f(x, y)f(x,y) f(x,y)f(x, y)f(x,y) Lipschitz in yyy


Theorem continuous

Energy-like Method f(x,y)f(x, y)f(x,y) Can show uniqueness even if not


(Uniqueness) continuous Lipschitz

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