Initial Value Problems(IVPs):

Definition: An initial value problem is a differential equation with an initial condition. The
solution to the differential equation must satisfy the given condition at a specific initial point.
In an initial value problem, we find a function y of the corresponding independent variable x
when we know its derivative and its value y 0 at a particular point x 0. This problem can be solved
in two steps.
Suppose the differential equation is,

dy
=f ( x )
dx
Step I) Find a general solution to the given differential equation.
❑ ❑

∫ dy=∫ f ( x ) dx
❑ ❑

∫ dy=F ( x ) +C
❑

Step II) Using the initial data, plug it into the general solution and solve for C , and rewrite the
equation.

Example 1: Solve the initial value problem.

dy
=10−x , y ( 0 )=−1
dx
Solution:
Step I)
dy
=10−x → dy=( 10−x ) dx
dx
❑ ❑

∫ dy=∫ ( 10−x ) dx
❑ ❑

2
x
y=10 x− +C
2
Step II)
When x=0 , y=−1
 2
0
−1=10 ( 0 )− +C →C=−1
2
Hence,
2
x
y=10 x− −1
2
Theorem: Existence and Uniqueness Theorem
∂f
Let f and be continuous in the rectangle R :|x−x 0|≤ a ,| y− y 0|≤ b
∂y

Then, the initial-value problem y ' =f (t , y ) , y (x 0 )= y 0 has at least one solution y (x ) on the
interval |x−x 0|≤ α where,

M= max
( x , y )∈R∨f
(x , y )∨¿ and set α =min a , b
M( )
The general rule is that the number of initial values needed for an initial-value problem is
equal to the order of the differential equation. For example, if we have the differential
equation y=2 x then y (3)=7 is an initial value, and when taken together, these equations form
an initial-value problem. The differential equation y ' '−3 y '+ 2 y =4 e x is second order, so we
need two initial values. With initial-value problems of order greater than one, the same value
should be used for the independent variable. An example of initial values for this second-order
equation would be y ( 0 )=2 and y '(0)−1
Example 2:
Solve the following initial value problem
2
d y dy '
+2 + y=0 , y ( 2 )=1∧ y ( 2 )=−1
dy dx
Solution:
Step I)
The characteristic equation for the given differential will be,
2
D +2 D+ 1=0
( D+1 ) ( D+1 )=0
D=−1,−1
The general solution is given,
−x −x
y=C 1 e +C2 x e

Step II)
 −x −x
y=C 1 e +C2 x e
' −x −x −x
y =−C 1 e + C2 (e −x e )

Using the given initial conditions, we get,

−2 −2
y ( 2 )=C 1 e +2 C2 e
−2 −2
1=C 1 e +2 C 2 e (1)
−2 −2 −2
y '(2)=−C 1 e +C 2 e −C2 2 e
−2 −2
−1=−C 1 e −C2 e (2)

Adding (1) and (2) we get,

−2
0=C2 e → C 2=0
−2 2
1=C 1 e +0 → C1 =e

Hence,
2 −x −x
y=e e +0 x e
2− x
y=e
Example 3:
Solve the initial value problem
(4)
y =−sinx+ cosx
The given initial conditions are,
' '' '' '
y (0)=7 , y (0)= y (0)=−1∧ y ( 0 )=0
Solution:
Since we are working with the fourth derivative, we will have to go through the two steps four
times.
Step I)
❑
y =∫ (−sinx+cosx )dy
' ''

' ''
y =cosx+sinx +C1

Step II)
Use the initial condition y ' ' ' ( 0 )=7 to find the value of C 1
 7=cos ( 0 )+ sin ( 0 ) +C1

C 1=6

Hence we get,
' ''
y =cosx +sinx +6
Step I)
❑
y ' ' =∫ ( cosx + sinx+6 ) dx
❑

''
y =sinx−cosx + 6 x+C 2

Step II)
Use the initial condition y ' ' ( 0 )=−1 to find the value of C 2
−1=sin ( 0 )−cos ( 0 ) +6 ( 0 ) +C 2

C 2=0

Hence we get,
''
y =sinx−cosx + 6 x
Step I)
❑
y =∫ ( sinx−cosx +6 x ) dx
'

' 2
y =−cosx−sinx+3 x +C 3

Step II)
Use the initial condition y ' ( 0 )=−1 to find the value of C 3
2
−1=−cos ( 0 ) −sin ( 0 ) +3 ( 0 ) +C 3

C 3=0

Hence we get,
' 2
y =−cosx−sinx+3 x
Step I)
❑
y=∫ ( −cosx−sinx+ 3 x 2 ) dx
❑

3
y=−sinx+ cosx + x +C 4
Step II)
Use the initial condition y ' ( 0 )=−1 to find the value of C 3
3
0=−sin ( 0 ) +cos ( 0 ) +0 +C 4
C 4=−1

Hence we get,
3
y=cosx−sinx+ x −1