Is the Solution of a Differential Equation Always Unique?

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Discussion Overview

The discussion revolves around the uniqueness of solutions to differential equations, exploring the conditions under which solutions may or may not be unique. Participants examine theoretical aspects, including the existence and uniqueness theorems, and provide examples to illustrate their points.

Discussion Character

  • Debate/contested
  • Technical explanation
  • Conceptual clarification

Main Points Raised

  • Some participants assert that solutions to differential equations are not always unique, citing examples where the conditions for uniqueness are violated.
  • One participant references the existence and uniqueness theorem, noting that uniqueness can be guaranteed under certain conditions, such as continuity and Lipschitz conditions of the function involved.
  • Another participant provides specific examples of differential equations, such as dy/dx = √y with y(0) = 0, which has multiple solutions, highlighting the distinction between existence and uniqueness.
  • It is mentioned that the presence of an arbitrary constant in the integration process implies that solutions are generally a family of functions rather than unique.
  • Participants discuss boundary value problems, indicating that uniqueness and existence can vary significantly based on the specific equation and boundary conditions provided.

Areas of Agreement / Disagreement

Participants generally agree that solutions to differential equations can lack uniqueness under certain conditions, but there is no consensus on the extent of these conditions or the implications for different types of problems.

Contextual Notes

Limitations include the dependence on specific conditions for uniqueness, such as Lipschitz continuity, and the distinction between initial value problems and boundary value problems, which are not universally applicable.

moh salem
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Is the solution of differential equation be unique always?
 
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No.
 
Nah, just because there is a solution doesn't always mean it's unique.
Take something like:
##\frac{dy}{dx} = 3y^{2/3}##, where y(0) = 0.
##f(x,y)## is continuous about (0 , 0), but ##\frac{\partial f}{\partial y}## is not continuous about (0 , 0); this violates the conditions for ``uniqueness".
So, you won't always get a unique solution. When you get a solution, you have to consider the fact that existence doesn't warrant uniqueness.
 
First, the solution to a "differential equation" is never unique. Solving a differential equation is equivalent to integrating so there is always an arbitrary "constant of integration". There is an "existence and uniqueness" theorem for initial value problems: if the function f(x, y) is continuous in both variables and "Lipshitz" in y for some region about (x_0, y_0) then there exist a unique function, in some region of (x_0, y_0), satisfying dy/dx= f(x, y), with the "initial condition" y(x_0)= y_0.

Generally, if the function is continuous but not Lipschitz, you may have existence without uniqueness. For example the initial value problem dy/dx= \sqrt{y}, y(0)= 0, has both y= x^2/4 and y= 0, for all x, as solutions.

(A function of a single variable, f(x), is "Lipschitz" in set A of real numbers if and only if |f(x)- f(y)|\le C|x- y| for some constant C, for x and y in A. A function, f(x, y), of two variables, is "Lipschitz in y" in set A of pairs of numbers, (x, y), if and only if f(x_0, y) is Lipschitz in y for every x_0. "lipschitz" lies between "continuous" and "differentiable"- every Lipshitz function is continuous but there exist continuous functions that are not Lispchitz. Similarly, every differentiable function is Lipshitz but there exist Lipschitz functions that are not differentiable. Some textbooks give the condition ""differentiable in y" rather than "Lipschitz". That is "sufficient" but not "necessary".)

For boundary value problems, where we are given values of y at two or more points rather than values of y and its derivatives at a single point, there is no such theorem. Both "existence" and "uniqueness" depend on the equation and the boundary values.

Obvious examples are:
d^2y/dt^2= -y, y(0)= 0, y(\pi)= 1 has NO solution while
d^2y/dt^2= -y, y(0)= 0, y(\pi)= 0 has infinitely many solutions.
 
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moh salem said:
Is the solution of differential equation be unique always?

The solution to a differential equation is never unique, as others have pointed out, unless conditions are provided. The solution to a differential equation is always a "family" of solutions, that is, they are related in that they have the same derivative. And because it's always possible to add an arbitrary constant, this means there will be an infinite number of functions that have the same derivative.
 
Thank you so much for all members.
 

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