THEOREM 2 Letenee and Uniqueness for Linear Equations and f are continuous on the open interval J Suppose that the functions p, 4, ‘o numbers bo and by, the equation containing the point a. T! hen, given any tw y" + p@)y' +9@)y = F@) ® has a unique (that is, one and only one) solution on the entire interval J that satisfies the initial conditions y@ = bo, Y@ = ha. ay and the conditions in (11) constitute a second-order linear initial y such initial value problem has a unique solution in (8) are continuous. Recall from lly has a unique solution on only a Remark 1 Equation (8) value problem. Theorem 2 tells us that an on the whole interval / where the coefficient functions Section 1.3 that a nonlinear differential equation general smaller interval, ‘ally admits Remark 2 Whereas a first-order differential equation dy/dx = F(x, y) genert only @ single solution curve y = y(x) passing through a given initial point (a, ), Theorem Scanned with CamScan140 Chapter 3 tin Continues 'ear Equations of Higher Order 2 implies that the second-order equation {ng through the point (a, by) 0 ¥(a) = by, Thot i, instend of there mth tion curve, every nonventical straight i ving all having the same slope ¥'(0) = I though (a, bo) is poe i. (8) Figure 3.1.6 shows a number of solution curves of the equation y" + 3y’ + 2y inl value ¥(0) = 1, while Fig, 3.1.7 shows a ni Jon cures pass A) ot ini may tion aes ase amely, one Tor ach (real number) value of the init eee only one ling through (dq tangent iangent to some solution curve of srof solution curves ‘atthe end of this section suggests a second-order Haat fntuct such Faniiesof soln curves fora given bomogencons secondo linear differential equati FIGURE 3.1.6. Solutions of 2 + 3y/ + 2y = O withthe same inital value (0) = 1 but diffrene Initial slopes ‘We saw in the real line) of y’”+y = 0. It has the {hat this isthe only solution with these t “1 2 4 4 & FIGURE 3.1.7. Solutions of Yr 4 39+ 2y =O withthe sume initia stope y/(0) = 1 but different al values. st part of Example fe 2) = Seoax'=Fsin x isa soliton (on the ening al values »(0) = 3, y!(0) = —2, Theorem 2 tells ux initial values, More generally, the solution YO) = bo cos.x + by sinx {atisies the arbitrary intial conditions (0) Example | suggests how, impose on the general solution the initial conditions y(ay taneous equations 0s 0) = such a solution, also as guaranteed by Theorems "(a) = 1 this iMlustrates the existence of Elven a homogeneous second-order linear equation, Pine att actually find the solution yx) whose exter Lurst We find two “essentially different” solwtiore ny ‘nce is assured by Theorem 2 ind Yai Second, We attempt to eu bey (12) That i We attempt to solve the simul: 1Y (A) + eay2(a) = bo, C14 (a) + eayh(a) = by 3) for the coefficients ¢y and cy. ~ Vecity ia tne functions 240s) ‘are solutions of the differentia! equation and Jol) = xe" w= Dy ky 0, and then find solution saistying the niin condition | ms (0) = 3, y’(W) ocanned witn Vamocar! 3.1 Introduction: Second-Order Linear Equations 141 Solution The verification is routine; we omit it. We impose the given initial conditions on the general solution d(x) = cre* + eaxe, fot which . GC) = C1 + eade* + enxe*, to obtain the simataleos equations yO) =e yO =cr tea The resulting solution is cy = 3, ¢2 = 2. Hence the solution of the original initial value problem is (x) = 3e* ~ 2xe*, ~2y! + y = 0, all having the same a Figure 3.1.8 shows several additional solutions of y” initial value »(Q) sit solutions In order for the procedure of Example 2 to succeed, the two solutions y; and 2/2 must have the elusive property that the equations in (13) can always be solved for ¢1 and co, no matter what the initial conditions by and by might be. The following definition tells precis¢ly how different the two functions y; and y2 must be. of the same Scanned with CamScanEe Continued —_ 70 particular 2sin 2x. 3.2 General Solutions of Linear Equations 181 THEOREM 2. Existence and Uniqueness for Linear Equations Suppose that the functions p1, ps s f «+ Puy and f are continuous on the open interval J containing the point a, hen, given n numbers bo, bis «+, baat, the ath-order linear equation (Eq. (2)) YOM PACIOD 40+ Paes DY! + Daley = Se) has a unique (that is, one and only one) solution on the entire interval J that satisties the 1 initial conditions 2) = bo = by YO) = dye ©) Equation (2) and the conditions in (5) constitute an nth-order initial value problem. Theorem 2 tells us that any such initial value problem has a unique so- lution on the whole interval 7 where the coefficient functions in (2) are continuous, It tells us nothing, however, about how to find this solution, In Section 3,3 we will see how to construct explicit solutions of initial value problems in the constant- Coefficient case that occurs often in applications, ; ‘We saw earlier that (4) = ~3e7* 4 30s 2x ~ 2sin2x isa solution of VO 4 3y" bay! + Lay =0 on the entire real line. This particular solution has initial values y(0) = 0, y/(0) = 5, and 20) = ~39, and Theorem 2 implies that there is no other solution with these same initial values. Note that its graph: (in Fig. 3.2.1) looks periodic on the right. Indeed, because of the negative exponent, we ste that y(x) ~ 3cos 2x ~ 2 sin 2x for large positive x. a Remark Because ifs general solution involves the three arbitrary constants ¢1, cz, and c3, the third-order equation in Example 1 has a “threefold infinity” of solutions, including three families of especially simple solutions: # y() = c1e7}* (obtained from the general solution with ez = ¢3 = 0), | | #F = y(x) = 2 c082x (with er = ¢5 = 0), and © y(x) = essin2x (with ey = 2 = 0). Alternatively, Theorem 2 suiggests a threefold infinity of paricuiarsotutions corresponding to independent choices of the three initial values y(0) = bo, y'(0) = by, and y"(0) = ba. Figures 3.2.2 through 3.2.4 illustrate three corresponding families of solutions—for each of which, two of these three initial values are zero. a Note that Theorem 2 implies that the srivial solution y(x) = 0 is the only solution of the homogencous equation @) VO) py (a) yD Het pra(ady” + Pay = that satisfies the /rivia! initial conditions Tis easy to verify that ocanned witn Vamocarare two different solutions of xy" —dxy! + 6y =0, and that both satisfy the initial conditions y(0) = y'(0) = 0. Why does this not contradict the uniqueness part of Theorem 2? It is because the leading coefficient in this differential equation vanishes at x = 0, so this equation cannot be written in the form of Eq. (3) with coefficient functions continuous on an open interval containing the point x = 0. a Scanned with CamScan