IIT Delhi, Department of Mathematics

MTL504: Ordinary Differential Equations

Tutorial: General System of First Order Equations, Lipschitz condition, Picards Theorem.

0
1. Consider the initial value problem y = 3y + 1, y(0) = 2. (a) Show that all the successive
approximations φ0 , φ1 , · · · exist for all real x. (b) Compute the first four approximations
φ0 , φ1 , φ2 , φ3 to the solution.

2. For each of the following problems compute the first four successive approximations
φ0 , φ1 , φ2 , φ3 :
0
(a) y = x2 + y 2 , y(0) = 0
0
(b) y = 1 + xy, y(0) = 1
0
(c) y = y 2 , y(0) = 0
0
(d) y = y 2 , y(0) = 0
0
(e) y = y 2 , y(0) = 1

3. 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| ≤ 1, |y| ≤ 1
(b) f (x, y) = x2 cos2 y + y sin2 x, on S : |x| ≤ 1, |y| < ∞
(c) f (x, y) = x3 ex y 2 on S : 0 ≤ x ≤ a, |y| < ∞(a > 0)
(d) f (x, y) = a(x)y 2 + b(x)y + c(x), on S : |x| ≤ 1, |y| ≤ 2,
(a, b, c are continuous functions on |x| ≤ 1)
(e) f (x, y) = a(x)y 2 + b(x)y, on S : |x| ≤ 1, |y| < ∞,
(a, b are continuous functions on |x| ≤ 1)

4. (a) Show that the function f given by f (x, y) = y 1/2 does not satisfy a Lipschitz condition
on R : |x| ≤ 1, 0 ≤ y ≤ 1.
(b) Show that this f satisfies a Lipschitz condition on any rectangle R of the form R :
|x| ≤ a, b ≤ y ≤ c, (a, b, c > 0).

5. (a) Show that the function f given by f (x, y) = x2 |y| satisfies a Lipschitz condition on
R : |x| ≤ 1, |y| ≤ 1.
(b) Show that ∂f /∂y does not exist at (x, 0) if x 6= 0.

6. Let f be the vector-valued function defined on R : |x| ≤ 1, |y| ≤ 1, (y ∈ C2 ), by f (x, y) =

(y22 + 1, x + y12 ).
(a) Find an upper bound M for |f (x, y)| for (x, y) ∈ R.
(b) Compute a Lipschitz constant K for f on R.

7. Let f be the vector-valued function defined for (x, y) ∈ S = R × C2 .

(a) Show that f is continuous at a point (x0 , y0 ) ∈ S if and only if

|f (x, y) − f (x0 , y0 )| → 0,
 as
0 < |x − x0 | + |y − y0 | → 0.
(b) Show that f satisfies a Lipschitz condition in S if and only if each component of f
satisfies a Lipschitz condition in S.

8. Consider the initial value problem

0
y1 = y22 + 1,
0
y2 = y12 ,
y1 (0) = 0, y2 (0) = 0.
0
If this problem is denoted by y = f (x, y), y(0) = y0 , what are f and y0 ?
Let R : |x| ≤ 1, |y| ≤ 1.
(a) Find an upper bound M for |f (x, y)| for (x, y) ∈ R.
(b) Compute a Lipschitz constant K for f on R.
(c) Compute the first three successive approximations φ0 , φ1 , φ2 .

9. Consider the system

0
y1 = 3y1 + xy3 ,
0
y2 = y2 + x2 y3 ,
0
y3 = 2xy1 − y2 + ex y3 .
Show that every initial value problem for this system has a unique solution which exists
for all real x.

10. Consider the second order equation

00 0
y + a1 y + a2 y = 0,
where a1 , a2 are constants.
(a) What system of the first order is equivalent to this equation ?
(b) If the system in (a) is denoted by
0
y = f (x, y),
show that f satisfies a Lipschitz condition on the set
S : |x| < ∞, |y| < ∞.
(c) Show that a Lipschitz constant for f on S can be chosen to be
K = 1 + |a1 | + |a2 |.
0
(d) Let φ be any solution of the second order equation in the above. Then Φ = (φ, φ ) is
a solution of the system of first order equations. Show that if x0 is any real number then
|Φ(x)| ≤ |Φ(x0 )|eK|x−x0 | .