Determination of Unknown Constants in Differential Equations

In summary, the general rule for determining the number of initial conditions needed to uniquely determine a solution of a set of ODEs or PDEs is equal to the order of the equation. This applies to both linear, homogeneous equations and systems of equations. For second order linear, homogeneous equations, two independent solutions are needed to form a basis for the solution space. For systems of equations, the number of unknown constants that need to be determined is equal to the sum of the orders of the individual equations. Additional conditions are needed to uniquely determine the solution.
  • #1
mtak0114
47
0
What is the general rule for determining how many initial conditions one needs to uniquely determine a solution of a set of ODEs or PDEs?

is it simply the number of derivatives? How about for coupled differential equations?

cheers

M
 
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  • #2
From what I understand you are correct, an equation with n derivatives requires n initial conditions. Not too sure if the same applies for coupled DEs though.
 
  • #3
Generally speaking, and I mean as general as you can get, the number of initial conditions needed is equal to the order of the DE. Idk anything about PDE's but that rule holds true for all linear, homogeneous ODEs. Non-linear DEs often are unsolvable. It holds true for systems of ODEs, also.
 
  • #4
HallsofIvy posted this in another forum:

The set of all solutions to any second order, linear, homogeneous, equation forms a vector space of dimension two. That means, if you can find two independent solutions (that form a basis for the space) you can write any solution as a linear combination of the two solutions. That's all [tex]y(x)= c_1y_1(x)+ c_2y_2(x)[/tex] means.

You can take that beyond second order and say for all linear, homogeneous equations.
 
  • #5
I guess my question is really in regards to a set of coupled differential equations, could you have a set of say N coupled nonlinear ODEs which have a unique solution without specifying any initial conditions?

cheers

M
 
  • #6
No, solving a single nth order equation will involve n unknown constants. Solving, say, m nth order equations will involve mn unknown constants. More generally, if you have a system of m differential equations, each of order [itex]n_1, n_2, \cdot\cdot\cdot, n_m[/itex], the solution will involve [itex]n_1+ n_2+ \cdot\cdot\cdot+ n_m[/itex] unknown constants that have to be determined by additional conditions.
 

1. What is an Initial Value Problem?

An Initial Value Problem (IVP) is a mathematical model that involves finding a solution to a differential equation with a given set of initial conditions. These conditions usually involve the value of the function at a specific point and the derivative of the function at that point.

2. How is an Initial Value Problem solved?

To solve an Initial Value Problem, one can use different methods such as separation of variables, integrating factors, or the method of undetermined coefficients. The chosen method will depend on the type of differential equation and the given initial conditions.

3. What are the applications of Initial Value Problems?

Initial Value Problems have many applications in various fields such as physics, engineering, economics, and biology. They are used to model real-world situations that involve rates of change, such as growth and decay, and predict future behavior.

4. Can an Initial Value Problem have multiple solutions?

No, an Initial Value Problem can only have one unique solution. This is because the initial conditions given in the problem determine the specific solution to the differential equation. However, different methods of solving the problem may result in different forms of the solution.

5. What happens if the initial conditions are not given in an Initial Value Problem?

If the initial conditions are not given, the problem is considered an Indeterminate Initial Value Problem. In this case, the solution to the differential equation will have a constant of integration, and additional information is needed to determine the specific solution.

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