MA5390 - Ordinary Differential Equations -2022

Assignment - 1

1. Let k1 and k2 be positive constants and let f be a continuous nonnegative function

on an interval a ≤ t ≤ b satisfying the inequality
Z t
f (t) ≤ k1 + k2 f (s)ds.
a

Show that
f (t) ≤ k1 exp(k2 (t − a)).

2. Let c0 and c1 be nonnegative constants and u(x), q(x) be nonnegative continuous

functions for x ≥ 0 satisfying
Z x
u(x) ≤ c0 + c1 q(t)u2 (t)dt.
0
Rx
Show that, for all x ≥ 0 for which c0 c1 0 q(t)dt < 1,
 Z x −1
u(x) ≤ c0 1 − c0 c1 q(t)dt .
0

3. Find all continuous nonnegative functions f on 0 6 t 6 1 such that

Z t
f (t) 6 f (s)ds, 0 6 t 6 1.
0

4. Find all continuous nonnegative functions [ not necessarily differentiable ] f such

that Z t
2
[f (t)] = f (s)ds, t > 0.
0

5. Let u(x) be a nonnegative continuous function on the interval I := {x : |x − x0 | 6

a}, a > 0, and c > 0 be a given constant, and
Z x
u(x) 6 cuα (t)dt , 0 < α < 1.
x0

Show that
−1
u(x) 6 [c(1 − α)|x − x0 |](1−α)

for all x ∈ I

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6. By computing appropriate Lipschitz constants, show that the following functions
satisfy Lipschitz conditions on the sets S indicated :
(a) f (x, y) = 4x2 + y 2 , on S : |x| 6 1, |y| 6 1
(b) f (x, y) = x2 cos2 y + y sin2 x, on S : |x| 6 1, |y| < ∞
(c) f (x, y) = a(x)y 2 + b(x)y + c(x), on S : |x| 6 1, |y| 6 2, (a, b, c are continuous
functions on |x| 6 1)
(d) f (x, y) = a(x)y + b(x), on S : |x| 6 1, |y| < ∞ (a, b are continuous functions
on |x| 6 1)
(e)f (x, y) = (sin x)y on R2
t π
(f )f (x, y) = t−2
sec y, on S : 0 ≤ t ≤ 1, 0 ≤ y ≤ 4

7. (a) Show that the following functions

(i) f (x, y) = y 1/2 , (ii) f (x, y) = y 2/3

do not satisfy a Lipschitz condition on

R : |x| 6 1, |y| 6 1.

(b) Show that these functions satisfy Lipschitz conditions on any rectangle R of the
form
R : |x| 6 a, b 6 |y| 6 c, (a, b, c > 0).

8. Consider the function f (x, y) = y sin y + x.

(i) Show that it satisfies a Lipschitz condition with respect to y on any bounded set.
(ii) Does it satisfy a Lipschitz condition with respect to y for −∞ < y < ∞. Explain.

9. Use the local existence theorem to prove that the initial value problem

y 0 = y sin y + x, y(0) = π

has a unique solution y = y(x) when |x| < 1.

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10. Use the local existence thoerem to show that the initial value problem
dy
= 1 + y 2 , y(0) = 0
dx
has a unique solution for |x| ≤ 1/2. Determine the region where the explicit solution
is defined by solving this initial value problem. What is the limiting behaviour of
the explicit solution as x approaches the end point(s) of the maximal interval of
existence?

11. Compute the first four Picard’s successive approximations for the following IVPs:
(i) y 0 = xy, y(0) = 1,
(ii) y 0 = y 2 , y(0) = 1.
(a) Show that all the successive approximations for IVP (ii) exist for all real x.
(b) Find a solution of the IVP (ii). On what interval does it exist ?
(c) Assuming the uniqueness of solution for IVP (ii), explain why the successive
approximations do not converge to the solution for all real x.

12. Find a solution of the IVP

y 0 = x(1 − y 2 )1/2 , y(0) = 1

other than y(x) ≡ 1. Does this violate the existence and uniqueness theorem ?

13. Show that the IVP

y 3 ex
y0 = + x2 cos y, y(x0 ) = y0
1 + y2
has a solution which exists for all real x.

14. Consider the equation

y 0 = (3x2 + 1) cos2 y + (x3 − 2x) sin(2y)

on the strip Sa : |x| ≤ a (a > 0). If f (x, y) denotes the right side of this equation,
show that f satisfies a Lipschitz condition on the strip Sa and hence every initial
value problem
y 0 = f (x, y), y(x0 ) = y0

has a solution which exists for all real x.

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15. Let
cos y
f (x, y) = , (|x| < 1).
1 − x2
(a) Show that f satisfies a Lipschitz condition on each strip Sa : |x| ≤ a, where
0 < a < 1.
(b) Show that every initial value problem

y 0 = f (x, y), y(0) = y0 , (|y0 | < ∞),

has a solution which exists for |x| < 1.

16. The IVP

y 0 = sin xy, y(0) = 1

is approximated by the IVP

y 0 = xy, y(0) = 1.1

in the rectangle R : |x| 6 1/2, |y −1| 6 1/2. What is the maximum error committed
in the solution at each x in [−1/2, 1/2] ?

17. Consider the initial value problem

[IV P A] : y 0 = xy + y 10 , y(0) = 1/10.

1 1
(a) Show that a solution ψ of this problem exists for |x| ≤ 1/2, y − 10
≤ 10
.
(b) For small |y|, the IVP A can be approximated by the initial value problem
1
[IV P B] : y 0 = xy, y(0) = .
10
Find a solution φ of IVP B and show that its graph is in
1 1 1
R : |x| ≤ , y − ≤ .
2 10 10
(c) Show that
2
|φ(x) − ψ(x)| ≤ [exp(|x|/2) − 1] .
510
(d) Prove also that
1
|φ(x) − ψ(x)| ≤ [exp(|x|) − 1] .
510

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18. Consider the problem
y 0 = y + λx2 sin y, y(0) = 1,

where λ is some real parameter, |λ| ≤ 1.

(a) Show that the solution ψ of this problem exists for |x| ≤ 1.
(b) Prove that
|ψ(x) − exp(x)| ≤ |λ| (exp(|x|) − 1)

for |x| ≤ 1.

19. Let f be a continuous function for (x, y, λ) in

R : |x − x0 | 6 a, |y − y0 | 6 b, |λ − λ0 | 6 c,

where a, b, c > 0, and suppose there is a constant K > 0 such that

|f (x, y1 , λ) − f (x, y2 , λ)| 6 K|y1 − y2 |

∂f
for all (x, y1 , λ), (x, y2 , λ) ∈ R. Further suppose that ∂λ
exists and there is a
constant L > 0 such that
∂f
(x, y, λ) 6 L
∂λ
for all (x, y, λ) ∈ R. If φλ represents the solution of the IVP

y 0 = f (x, y, λ), y(x0 ) = y0 ,

show that
L|λ − µ| K|x−x0 |
|φλ (x) − φµ (x)| 6 (e − 1),
K
for all x for which φλ , φµ exist.

THE END