If F(x) and G(x) both solve the same initial value problem, then is it true that F(x) = G(x)?

3 Answers
Aug 14, 2017

Yes F(x)=G(x)

Explanation:

We have :

y=F(x) and y=G(x) both satisfy dy/dx=f(x) and y(x_0)=y_0

Consider y=F(x)

It satisfies the equation:

dy/dx=f(x) => d/dx( F(x) = f(x)

Hence F(x) is an antiderivative of f(x) and by the FTC, we have:

y_f = int \ f(x) \ dx
y_f = F(x) + A

Using an identical argument for G(x) we also have:

y_g = G(x) + B

And using the initial condition

y(x_0)=y_0 => F(x_0)=G(x_0) = y_0

So we have:

y_0 = F(x_0) + A = y_0 + A => A = 0
y_0 = G(x_0) + B = y_0 + B => B = 0

And we therefore conclude that

y_f=y_g => F(x) = G(x)

ie the solution to a First Order Differential Equation is Unique

Aug 14, 2017

Please see below for a discussion of "uniqueness of solutions". and an answer to the question.

Explanation:

The question can be rephrased as:

Consider the initial value problem dy/dx = f(x) with y(x_0) =y_0 on interval I.

Must the solution be unique? That is, if F and G are solutions on I, must it be true that F=G on I?

or

Can there be more that one solution? (This would be non-unique solutions.)

So the phrase Uniqueness of solutions is a heading telling us what the question is about. It is not a part of the question.

Here is my preferred proof the F(x) = G(x)

For any x in I, the Fundamental Theorem of Calculus tells us that

int_x_0^x f(x) dx = F(x) - F(x_0) = G(x)-G(x_0)

Knowing that F(x_0)=g(x_0) allows us to conclude that F(x) = G(x).

So the solution is unique.

Aug 14, 2017

This is asking, "can there be two solutions to the same first-order differential equation?" Every time we formulate a differential equation, we should ask ourselves,

  • Does the solution exist?
  • Is the solution unique?
  • Is the solution continuous with the problem data?

So, you are asked to prove whether or not F(x) = G(x) necessarily, if they both solve the same IVP. We know the solution exists, but is F(x) the only solution?

(dy)/(dx) = f(x), " ""I.C.": " "y(x_0) = y_0

Given that F(x) and G(x) are both solutions (not necessarily the same functions), we know we can construct two more equations:

(dy)/(dx) = (dF)/(dx) = f(x), " ""I.C.": " "y(x_0) = y_0

(dy)/(dx) = (dG)/(dx) = f(x), " ""I.C.": " "y(x_0) = y_0

on an interval I, because F and G are both solutions in I.

For the moment, we assume that F(x) ne G(x).

int dF = int f(x)dx = F(x) + C_1

int dG = int f(x)dx = G(x) + C_2

Their arbitrary constants don't necessarily have to be the same, so we suppose they are not for now. They both are given the same initial condition:

y(x_0) = y_0 = F(x_0) = G(x_0)

And we have

y_0 = F(x_0) + C_1

y_0 = G(x_0) + C_2

And cancel(y_0) = cancel(y_0) + C_1 = cancel(y_0) + C_2. Since C_1 = C_2, the solution is unique and F = G.