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Ordinary and Partial Differential Equations and Applications

Existence and uniqueness of solutions of differential equations - III

Dr. D. N. Pandey
Indian Institute of Technology Roorkee

1
Consider the following first order nonlinear differential equation

dx
= f (t, y ) (1)
dt
y (t0 ) = y0 (2)

where f , is a given function of t and y , defined and continuous in some

neighborhood of the point (t0 , y0 ). We can define a sequence of associated
approximating solution as follows.

y (t0 ) = y0 ,
Z t0
yj+1 (t) = y0 + f (s, yj (s))ds, j = 0, 1, 2, 3.... (3)
t

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Then, existence and uniqueness theorem is given as follows:
Theorem 1
If f (t, y ) is a continuous function of t and y in a closed and bounded rectangle R
and satisfies the Lipschitz condition in R. Then the successive approximations yj ,
given by (3), converge(uniformly) on the interval J = {t : |t − t0 | 6 α}, to a solution
y of the differential equation (1) that satisfies the initial conditions (2).

Example 1
Given that
0
y =t(1 + y )
(4)
y (0) = − 1

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Solution. Let R : {(a, b) ∈ R2 : |t − 0| ≤ a, |y + 1| ≤ b} and let f (t, y ) = t(1 + y ).
Then f is continuous on R and

|f (t, y1 ) − f (t, y2 )| =|t||y1 − y2 |

≤a|y1 − y2 |

i.e. f is Lipschitz on R so by existence and uniqueness theorem, there exists a

unique solution of (4) on |t| ≤ h = min{a, b/M}, where M = max(t,y )∈R |f (t, y )| We
may observe that y (t) = −1 is a solution of (4) satisfying the initial condition. So
by existence and uniqueness Theorem, y (t) = −1 is the only solution of (4).

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Example 2
Show that the solution y (t) of the initial value problem
0 2
y = e−t + y 2 , y (0) = 1
√
2√
exists for 0 ≤ t ≤ .
1+(1+ 2)2
√
2√
Solution. Let R : 0 ≤ t ≤ , |y − 1| ≤ b. Then
1+(1+ 2)2
2
M = max e−t + y 2 = 1 + (b + 1)2 .
(t,y )∈R

So, by existence and uniqueness theorem, y (t) exists for

√
2 b
0 ≤ t ≤ min{ √ , }
1 + (1 + 2)2 1 + (b + 1)2

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Clearly, the largest h that we can achieve is the maximum value of the function
b
√
2√
√
1+(b+1)2
. This maximum value is 2
obtained at b = 2. Hence, by
1+(1+ 2) √
2√
existence and uniqueness theorem, y (t) exists for 0 ≤ t ≤ .
1+(1+ 2)2

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Example 3
Show that the solution y (t) of the initial value problem
0 2
y = e(y −t) , y (0) = 1
√ √
3+1 2
3−1 −( )
exists for 0 ≤ t ≤ 2 e
2 .
√ √
3+1 2
3−1 −( )
Solution. Let R : 0 ≤ t ≤ 2 e
2 , |y − 1| ≤ b. Then
2 2
M = max e(y −t) = e(b+1) .
(t,y )∈R

So, by existence and uniqueness theorem, y (t) exists for

√ √
3 − 1 −( 3+1 )2 b
0 ≤ t ≤ min{ e 2 , (b+1)2 }
2 e

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Clearly, the largest h that we can achieve
√
is the maximum value of the function
√ 3+1 2
√
b 3−1 −( ) −1+ 3
(b+1)2
. This maximum value is 2 e
2 obtained at b = 2 . Hence, by
e √ √
3−1 −( 3+1 )2
existence and uniqueness theorem, y (t) exists for 0 ≤ t ≤ 2 e
2 .

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If in a region D, not necessarily a rectangle, the function f is satisfying Lipschitz
continuity in y , then given any point (t0 , y0 ) in D we can construct a rectangle R
lying entirely in D with center at (t0 , y0 ).
The hypotheses of Theorem 1 are then true in R, and we can apply Theorem 1 to
find the existence of a solution y (t) of y 0 = f (t, y ) through the point (t0 , y0 ) on
some interval about t0 . In fact, it may happen a solution may exists on a larger
interval than the one constructed in the proof of the Theorem (1).
Example 1
Consider the following initial value problem y 0 = y 2 with y0 = 2. The solution is
2
given by y (t) = 1−2t and it exists on the interval −∞ < t < 12 . Here, we may define
a rectangle R = {(t, y ) : |t| ≤ a, |y − 2| ≤ b}, so M = max(t,y )∈R y 2 = (2 + b)2 and
α = min(a, Mb ) = 18 .

Thus, Theorem 1 gives the assurance of a unique solution in |t| < 81 , but we can
easily observe that solution exists on a much larger interval.
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Remark 1
1 Theorem 1 is a local existence theorem and discuss the existence only in a
small neighborhood of initial point.
2 The proof of the above theorem required the Lipschitz continuity of the
nonlinear function even when only existence is required.
3 Regarding the existence of a solution of (1), Theorem 1 is not the only and
best result. We may have existence of solutions without uniqueness. One
such important results are stated as follows:

Theorem 2
Suppose f is continuous on the rectangle R, and suppose |f (t, y )| 6 M for all
points (t, y ) ∈ R. Let α be the smaller of the positive numbers a and b/M. Then
there is a solution y of the differential equation (1) that satisfies the initial condition
(2) existing on the interval |t − t0 | 6 α.

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