Understanding Initial Value Problems in Differential Equations

In summary, an initial value problem in differential equations involves finding the solution to a differential equation that satisfies a given initial condition. This initial condition represents the starting point of the function, which can then be used to determine its behavior over time. Solving initial value problems requires knowledge of differential equations and techniques such as separation of variables and integration. Understanding initial value problems is crucial in many fields, including physics, engineering, and economics, as they allow us to model and predict real-world phenomena.
  • #1
engguy
3
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Sorry if this is a stupid question, but I'm taking a differential equations course this semester, and was wondering something about initial value problems. For first order linear equations, when given an initial value problem, we were given an initial condition, such as y(0) = 1. For 2nd and higher order differential equations, why is it that initial conditions always seem to be given as y(0) = 1, y'(0) = 1 etc.? Would it be enough just to specify y at two different places, i.e. y(0) = 1 and y(2) = 5 or is that not always the case? Thanks a lot for any explanation.
 
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  • #2
engguy said:
Sorry if this is a stupid question, but I'm taking a differential equations course this semester, and was wondering something about initial value problems. For first order linear equations, when given an initial value problem, we were given an initial condition, such as y(0) = 1. For 2nd and higher order differential equations, why is it that initial conditions always seem to be given as y(0) = 1, y'(0) = 1 etc.? Would it be enough just to specify y at two different places, i.e. y(0) = 1 and y(2) = 5 or is that not always the case? Thanks a lot for any explanation.

because the solution would have to satisfy the differential equations which would contain n derivatives for n the order equation.
 
  • #3
But aren't the differential equations satisfied for any values of the constants? Isn't a solution just any linear combination of the solutions? So you can't just choose two initial conditions like y(0) = 1 and y(1) = 2? Sorry, I'm still kinda confused.
 
  • #4
engguy said:
But aren't the differential equations satisfied for any values of the constants? Isn't a solution just any linear combination of the solutions? So you can't just choose two initial conditions like y(0) = 1 and y(1) = 2? Sorry, I'm still kinda confused.

The the explanation below might clarify...
from http://tutorial.math.lamar.edu/classes/de/definitions.aspx

nitial Condition(s) are a condition, or set of conditions, on the solution that will allow us to determine which solution that we are after. Initial conditions (often abbreviated i.c.’s when I’m feeling lazy…) are of the form
So, in other words, initial conditions are values of the solution and/or its derivative(s) at specific points. As we will see eventually, solutions to “nice enough” differential equations are unique and hence only one solution will meet the given conditions.
The number of initial conditions that are required for a given differential equation will depend upon the order of the differential equation as we will see.
 
  • #5
Also see the difference between an initial value problem (where one specifies an initial value, giving values of the function and derivatives in a given "initial" point; physical example: one knows the initial position, velocity and acceleration of a particle (x(0), x'(0) and x''(0)) and wants to calculate its trajectory) and boundary value problem (where one gives just the function value, but on a "boundary"; physical example: one has a conducting rod of unit length, of which one keeps the end points at fixed temperature (T(0) = A, T(1) = B) and investigates the temperature in between given by a differential equation).
 
  • #6
Thanks for the help guys :) I think I get it better now.
 

FAQ: Understanding Initial Value Problems in Differential Equations

What is an Initial Value Problem?

An Initial Value Problem (IVP) is a type of mathematical problem that involves finding a solution to a differential equation, given an initial value or condition. The initial value is typically given as the value of the dependent variable at a specific independent variable value.

What is the importance of Initial Value Problems?

Initial Value Problems are important because they allow us to model and understand dynamic systems in various fields such as physics, engineering, and biology. They also provide a way to predict the behavior of these systems over time.

What is the difference between an Ordinary Differential Equation (ODE) and a Partial Differential Equation (PDE)?

ODEs involve only one independent variable, while PDEs involve multiple independent variables. The solution to an ODE is a function, whereas the solution to a PDE is a function of multiple variables.

How do you solve an Initial Value Problem?

There are various methods for solving Initial Value Problems, including analytical methods such as separation of variables and numerical methods such as Euler's method or Runge-Kutta methods. The choice of method depends on the complexity of the problem and the desired level of accuracy.

What are some real-world applications of Initial Value Problems?

Initial Value Problems have numerous applications in various fields, including physics (e.g. modeling the motion of objects), chemistry (e.g. reaction kinetics), economics (e.g. modeling population growth), and engineering (e.g. predicting the behavior of electrical circuits).

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