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Sheet1 MT2022

1. The document contains 4 problems regarding differential equations and Picard's theorem on existence and uniqueness of solutions. 2. Problem 1 involves using Picard iterates to find the unique solution to an initial value problem, as well as proving convergence of the iterates. 3. Problem 2 uses Picard's theorem to show existence and uniqueness of solutions for two initial value problems, one where the function satisfies a Lipschitz condition and one where it does not. 4. Problems 3 and 4 generalize Picard's theorem to integral equations and equations where the function satisfies a local but not global Lipschitz condition.

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32 views2 pages

Sheet1 MT2022

1. The document contains 4 problems regarding differential equations and Picard's theorem on existence and uniqueness of solutions. 2. Problem 1 involves using Picard iterates to find the unique solution to an initial value problem, as well as proving convergence of the iterates. 3. Problem 2 uses Picard's theorem to show existence and uniqueness of solutions for two initial value problems, one where the function satisfies a Lipschitz condition and one where it does not. 4. Problems 3 and 4 generalize Picard's theorem to integral equations and equations where the function satisfies a local but not global Lipschitz condition.

Uploaded by

aknx143
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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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A1 Differential Equations I: MT 2022 Sheet 1.

ODEs and Picard’s Theorem:

1.1 Consider the initial-value problems

y 0 (x) = (1 − 2x)y(x), y(0) = 1.

a) Find y0 , y1 , y2 , y3 , where {yn }n≥0 is the sequence of Picard iterates.


b) Use Picard’s theorem to show that the problem has a unique solution for all x.
c) Find the solution y explicitly.
d) Find an explicit expression for the Picard iterates yn and use this expression as
well as the Weierstrass M-test to prove directly that yn converges uniformly on
every interval [−h, h] to the solution y obtained in c).
[Hint: Write yn (x) as a polynomial in (x − x2 ) ]

1.2 Consider the initial-value problem

y 0 (x) = xy 1/3 (x), y(0) = b,

a) Use Picard’s theorem to show that if b > 0 then there is a unique solution on an
interval [−h, h], for a suitable h > 0 which you should specify (you must check
carefully that the assumptions of Picard’s theorem are satisfied).
b) Show that the function F (x, y) = xy 1/3 does not satisfy a Lipschitz condition on
any rectangle {(x, y) : |x| ≤ h, |y| ≤ k} with h > 0 and k > 0.
c) Show that if b = 0 then for any c > 0 there is a solution yc which is identically
zero on [−c, c] and positive when |x| > c. Are there any other solutions of the
initial value problem?
d) (Optional ) Now return to the case b > 0. Consider the set R = {(x, y) : y ≥
b, |x| ≤ h}. By working in this R, and adapting the proof of Picard’s theorem,
prove that in fact there is a unique solution of the problem on |x| ≤ h for any h
and hence that there is global existence of solutions.

1.3 a) Show that f (x, y) = x1/3 (1 + y 2 ) satisfies the Lipschitz-condition on [−h, h] ×


[−k, k] for every h, k > 0. Does f also satisfy the global Lipschitz condition
(P(iii))?
b) Determine the maximal number h0 > 0 so that Picard’s theorem guarantees the
existence of a unique solution on [−h0 , h0 ] of the initial value problem

y 0 (x) = x1/3 (1 + y 2 (x)), y(0) = 0.

Does this interval agree with the maximal interval on which a unique solution
exists?

1
1.4 Suppose that f : [a, b] → R and K : [a, b] × [a, b] → R are continuous. Consider the
integral equation
Z x
y(x) = f (x) + K(x, t)y(t)dt, x ∈ [a, b]. (IE)
a

For x ∈ [a, b] define

y0 (x) = f (x)
Z x
yn+1 (x) = f (x) + K(x, t)yn (t)dt.
a

a) Adapt the proof of Picard’s theorem to show that yn converges uniformly to a


solution of the integral equation for all x ∈ [a, b].
R x may assume that if y : [a, b] → R is continuous then so too is f (x) +
You
a K(x, t)y(t)dt for x ∈ [a, b].
b) Show that the solution of (IE) is unique and prove that the solution depends
continuously on f . ( You will need to define what this means.)

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