Continuous dependence on the data

Oct 13, 2025 by wbrum.org 103 views

Introduction

In the realm of differential equations, a boundary value problem (BVP) is a type of problem that involves finding a function that satisfies a given differential equation and meets certain conditions at specific points, known as boundary points. A BVP is considered well-posed if it has a unique solution for a given set of boundary conditions, and this solution depends continuously on the boundary data. In this article, we will explore the conditions required for a linear, constant coefficient, BVP over an interval to be well-posed.

What is a Well-Posed Problem?

A well-posed problem is a problem that satisfies the following three conditions:

Existence: The problem has at least one solution.
Uniqueness: The problem has a unique solution.
Continuous dependence on the data: The solution depends continuously on the boundary data.

In other words, a well-posed problem is one that has a unique solution, and this solution changes continuously as the boundary data changes.

Linear, Constant Coefficient, BVPs

A linear, constant coefficient, BVP is a BVP that satisfies the following conditions:

The differential equation is linear, meaning that it can be written in the form: ${ \frac{d^2y}{dx^2} + p(x) \frac{dy}{dx} + q(x)y = f(x) }$ where $p(x)$ and $q(x)$ are continuous functions, and $f(x)$ is a given function.
The coefficients of the differential equation are constant, meaning that $p(x)$ and $q(x)$ are constant functions.
The BVP is defined over an interval $[a,b]$ , and the boundary conditions are of the form: ${ y(a) = \alpha }$ ${ y(b) = \beta }$ where $\alpha$ and $\beta$ are given constants.

Theorem: Existence and Uniqueness of Solutions

The following theorem states that a linear, constant coefficient, BVP over an interval has a unique solution if and only if the associated homogeneous problem has only the trivial solution.

Theorem 1

Suppose that the differential equation is of the form: ${ \frac{d^2y}{dx^2} + p \frac{dy}{dx} + qy = f(x) }$ where $p$ and $q$ are constant coefficients, and $f(x)$ is a given function. Suppose that the BVP is defined over an interval $[a,b]$ , and the boundary conditions are of the form: ${ y(a) = \alpha }$ ${ y(b) = \beta }$ where $\alpha$ and $\beta$ are given constants. Then, the following statements are equivalent:

The BVP has a unique solution.
The associated homogeneous problem has only the trivial solution.

Proof

The proof of this theorem is based on the following steps:

Existence: We first show that the BVP has at least one solution. This can be done using the method of undetermined coefficients or the method of variation of parameters.
Uniqueness: We then show that the BVP has a unique solution. This can be done by assuming that there are two solutions, $y_1(x)$ and $y_2(x)$ , and showing that they must be equal.
Continuous dependence on the data: We finally show that the solution depends continuously on the boundary data. This can be done by showing that small changes in the boundary data result in small changes in the solution.

Theorem: Continuous Dependence on the Data

The following theorem states that the solution of a linear, constant coefficient, BVP over an interval depends continuously on the boundary data.

Theorem 2

Proof

The proof of this theorem is based on the following steps:

Existence: We first show that the BVP has at least one solution. This can be done using the method of undetermined coefficients or the method of variation of parameters.
Uniqueness: We then show that the BVP has a unique solution. This can be done by assuming that there are two solutions, $y_1(x)$ and $y_2(x)$ , and showing that they must be equal.
Continuous dependence on the data: We finally show that the solution depends continuously on the boundary data. This can be done by showing that small changes in the boundary data result in small changes in the solution.

Conclusion

In conclusion, a linear, constant coefficient, BVP over an interval is well-posed if and only if the associated homogeneous problem has only the trivial solution. This means that the BVP has a unique solution, and this solution depends continuously on the boundary data. The theorems presented in this article provide a rigorous mathematical framework for understanding the conditions required for a BVP to be well-posed.

References

[1] Boyce, W. E., & DiPrima, R. C. (2017). Elementary differential equations and boundary value problems. John Wiley & Sons.
[2] Hartman, P. (2002). Ordinary differential equations. Society for Industrial and Applied Mathematics.
[3] Lakshmikantham, V., & Trigiante, D. (2002). Theory of difference equations: Numerical methods and applications. Springer Science & Business Media.

Glossary

Boundary value problem (BVP): A type of problem that involves finding a function that satisfies a given differential equation and meets certain conditions at specific points, known as boundary points.
Well-posed problem: A problem that satisfies the following three conditions: existence, uniqueness, and continuous dependence on the data.
Linear, constant coefficient, BVP: A BVP that satisfies the following conditions: the differential equation is linear, the coefficients of the differential equation are constant, and the BVP is defined over an interval.
Trivial solution: A solution that is identically zero.
Q&A: Linear, Constant Coefficient, BVPs =============================================

Q: What is a boundary value problem (BVP)?

A: A boundary value problem (BVP) is a type of problem that involves finding a function that satisfies a given differential equation and meets certain conditions at specific points, known as boundary points.

Q: What is a well-posed problem?

A: A well-posed problem is a problem that satisfies the following three conditions:

Existence: The problem has at least one solution.
Uniqueness: The problem has a unique solution.
Continuous dependence on the data: The solution depends continuously on the boundary data.

Q: What is a linear, constant coefficient, BVP?

A: A linear, constant coefficient, BVP is a BVP that satisfies the following conditions:

The differential equation is linear, meaning that it can be written in the form: ${ \frac{d^2y}{dx^2} + p(x) \frac{dy}{dx} + q(x)y = f(x) }$ where $p(x)$ and $q(x)$ are continuous functions, and $f(x)$ is a given function.
The coefficients of the differential equation are constant, meaning that $p(x)$ and $q(x)$ are constant functions.
The BVP is defined over an interval $[a,b]$ , and the boundary conditions are of the form: ${ y(a) = \alpha }$ ${ y(b) = \beta }$ where $\alpha$ and $\beta$ are given constants.

Q: What is the significance of the associated homogeneous problem?

A: The associated homogeneous problem is a BVP that is obtained by setting the non-homogeneous term $f(x)$ to zero. The significance of the associated homogeneous problem is that it determines the existence and uniqueness of the solution to the original BVP.

Q: What is the relationship between the associated homogeneous problem and the original BVP?

A: The associated homogeneous problem and the original BVP are related in the following way:

If the associated homogeneous problem has only the trivial solution, then the original BVP has a unique solution.
If the associated homogeneous problem has a non-trivial solution, then the original BVP may have multiple solutions or no solution at all.

Q: How do I determine whether the associated homogeneous problem has only the trivial solution?

A: To determine whether the associated homogeneous problem has only the trivial solution, you can use the following methods:

Method of undetermined coefficients: This method involves assuming that the solution has a certain form and then determining the coefficients of the solution.
Method of variation of parameters: This method involves assuming that the solution has a certain form and then determining the parameters of the solution.
Method of eigenvalues and eigenvectors: This method involves finding the eigenvalues and eigenvectors of the coefficient matrix of the associated homogeneous problem.

Q: What is the significance of the eigenvalues and eigenvectors of the coefficient matrix?

A: The eigenvalues and eigenvectors of the coefficient matrix are significant because they determine the existence and uniqueness of the solution to the associated homogeneous problem.

Eigenvalues: The eigenvalues of the coefficient matrix determine the stability of the solution to the associated homogeneous problem.
Eigenvectors: The eigenvectors of the coefficient matrix determine the direction of the solution to the associated homogeneous problem.

Q: How do I determine the eigenvalues and eigenvectors of the coefficient matrix?

A: To determine the eigenvalues and eigenvectors of the coefficient matrix, you can use the following methods:

Method of characteristic equations: This method involves finding the characteristic equation of the coefficient matrix and then solving for the eigenvalues.
Method of matrix diagonalization: This method involves diagonalizing the coefficient matrix and then finding the eigenvalues and eigenvectors.

Q: What is the relationship between the eigenvalues and eigenvectors of the coefficient matrix and the solution to the original BVP?

A: The eigenvalues and eigenvectors of the coefficient matrix are related to the solution to the original BVP in the following way:

Eigenvalues: The eigenvalues of the coefficient matrix determine the stability of the solution to the original BVP.
Eigenvectors: The eigenvectors of the coefficient matrix determine the direction of the solution to the original BVP.

Q: How do I use the eigenvalues and eigenvectors of the coefficient matrix to determine the solution to the original BVP?

A: To use the eigenvalues and eigenvectors of the coefficient matrix to determine the solution to the original BVP, you can use the following methods:

Method of superposition: This method involves assuming that the solution has a certain form and then determining the coefficients of the solution using the eigenvalues and eigenvectors of the coefficient matrix.
Method of variation of parameters: This method involves assuming that the solution has a certain form and then determining the parameters of the solution using the eigenvalues and eigenvectors of the coefficient matrix.

Conclusion

In conclusion, the Q&A article provides a comprehensive overview of the concepts and methods related to linear, constant coefficient, BVPs. The article covers topics such as the definition of a BVP, the significance of the associated homogeneous problem, the relationship between the eigenvalues and eigenvectors of the coefficient matrix and the solution to the original BVP, and the methods for determining the solution to the original BVP.