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Question

Let y0 > 0, z0 > 0 and α > 1.

Consider the following two differential equations:
\(\begin{aligned} &(*)\left\{\begin{array}{l} \frac{d y}{d t}=y^\alpha \quad \text { for } t>0, \\ y(0)=y_0 \end{array}\right. \\ &(* *)\left\{\begin{array}{l} \frac{d z}{d t}=-z^\alpha \quad \text { for } t>0, \\ z(0)=z_0 \end{array}\right. \end{aligned}\)
We say that the solution to a differential equation exists globally if it exists for all t > 0.

Which of the following statements is true?

The correct answer is There exists a global solution for (**)  and there exists a T < ∞ such that \(\lim _{t \rightarrow T}|y(t)|=+∞\)

Differential Equations Analysis

We are given two initial value problems (IVPs) for differential equations:

  1. Equation (*): \(\frac{dy}{dt} = y^\alpha\) with \(y(0) = y_0\), where \(y_0 > 0\) and \(\alpha > 1\).

  2. Equation (**): \(\frac{dz}{dt} = -z^\alpha\) with \(z(0) = z_0\), where \(z_0 > 0\) and \(\alpha > 1\).

We need to determine if the solutions to these differential equations exist globally for all \(t > 0\) or if they exhibit finite-time blow-up (reaching infinity at a finite time T).

Equation (*) Solution Existence

The first differential equation is \(\frac{dy}{dt} = y^\alpha\). This is a separable ordinary differential equation (ODE). We can separate the variables:

\(\frac{dy}{y^\alpha} = dt\)

Integrating both sides:

\(\int y^{-\alpha} dy = \int dt\)

For \(\alpha > 1\), the integral of \(y^{-\alpha}\) is \(\frac{y^{-\alpha+1}}{-\alpha+1}\) or \(\frac{y^{1-\alpha}}{1-\alpha}\). So,

\(\frac{y^{1-\alpha}}{1-\alpha} = t + C\)

Using the initial condition \(y(0) = y_0\), we find the constant \(C\):

\(\frac{y_0^{1-\alpha}}{1-\alpha} = 0 + C \implies C = \frac{y_0^{1-\alpha}}{1-\alpha}\)

Substitute C back into the solution:

\(\frac{y^{1-\alpha}}{1-\alpha} = t + \frac{y_0^{1-\alpha}}{1-\alpha}\)

Multiply by \((1-\alpha)\):

\(y^{1-\alpha} = (1-\alpha)t + y_0^{1-\alpha}\)

Since \(\alpha > 1\), \(1-\alpha\) is negative. Let \(\beta = \alpha-1 > 0\). Then \(1-\alpha = -\beta\). So,

\(y^{-\beta} = -\beta t + y_0^{-\beta}\)

\(\frac{1}{y^{\beta}} = \frac{- \beta t y_0^{\beta} + 1}{y_0^{\beta}}\)

\(y^{\beta} = \frac{y_0^{\beta}}{1 - \beta t y_0^{\beta}}\)

\(y(t) = \left( \frac{y_0^{\beta}}{1 - \beta t y_0^{\beta}} \right)^{1/\beta} = \left( \frac{y_0^{\alpha-1}}{1 - (\alpha-1)t y_0^{\alpha-1}} \right)^{\frac{1}{\alpha-1}}\)

The solution \(y(t)\) exists as long as the denominator \(1 - (\alpha-1)t y_0^{\alpha-1}\) is positive. Since \(y_0 > 0\) and \(\alpha > 1\), \((\alpha-1)y_0^{\alpha-1} > 0\).

The denominator becomes zero when \(1 - (\alpha-1)t y_0^{\alpha-1} = 0\), which occurs at \(t = \frac{1}{(\alpha-1)y_0^{\alpha-1}}\). Let \(T = \frac{1}{(\alpha-1)y_0^{\alpha-1}}\). Since \(y_0 > 0\) and \(\alpha > 1\), \(T\) is a finite positive value.

As \(t \rightarrow T^-\), the denominator \(1 - (\alpha-1)t y_0^{\alpha-1} \rightarrow 0^+\).

Therefore, \(\lim_{t \rightarrow T^-} y(t) = \lim_{t \rightarrow T^-} \left( \frac{y_0^{\alpha-1}}{1 - (\alpha-1)t y_0^{\alpha-1}} \right)^{\frac{1}{\alpha-1}} = \left( \frac{y_0^{\alpha-1}}{0^+} \right)^{\frac{1}{\alpha-1}} = (+\infty)^{\frac{1}{\alpha-1}} = +\infty\).

This shows that the solution to equation (*) exhibits finite-time blow-up at \(t = T\). Thus, it does not have a global solution for all \(t > 0\).

Equation (**) Solution Existence

The second differential equation is \(\frac{dz}{dt} = -z^\alpha\). This is also a separable ODE. Separating variables:

\(\frac{dz}{-z^\alpha} = dt\)

Integrating both sides:

\(\int -z^{-\alpha} dz = \int dt\)

For \(\alpha > 1\), the integral of \(-z^{-\alpha}\) is \(\frac{-z^{-\alpha+1}}{-\alpha+1}\) or \(\frac{z^{1-\alpha}}{\alpha-1}\). So,

\(\frac{z^{1-\alpha}}{\alpha-1} = t + C\)

Using the initial condition \(z(0) = z_0\), we find the constant \(C\):

\(\frac{z_0^{1-\alpha}}{\alpha-1} = 0 + C \implies C = \frac{z_0^{1-\alpha}}{\alpha-1}\)

Substitute C back into the solution:

\(\frac{z^{1-\alpha}}{\alpha-1} = t + \frac{z_0^{1-\alpha}}{\alpha-1}\)

Multiply by \((\alpha-1)\):

\(z^{1-\alpha} = (\alpha-1)t + z_0^{1-\alpha}\)

Since \(\alpha > 1\), \(1-\alpha\) is negative. Let \(\beta = \alpha-1 > 0\). Then \(1-\alpha = -\beta\). So,

\(z^{-\beta} = \beta t + z_0^{-\beta}\)

\(\frac{1}{z^{\beta}} = \frac{\beta t z_0^{\beta} + 1}{z_0^{\beta}}\)

\(z^{\beta} = \frac{z_0^{\beta}}{1 + \beta t z_0^{\beta}}\)

\(z(t) = \left( \frac{z_0^{\beta}}{1 + \beta t z_0^{\beta}} \right)^{1/\beta} = \left( \frac{z_0^{\alpha-1}}{1 + (\alpha-1)t z_0^{\alpha-1}} \right)^{\frac{1}{\alpha-1}}\)

The solution \(z(t)\) exists as long as the denominator \(1 + (\alpha-1)t z_0^{\alpha-1}\) is positive. Since \(y_0 > 0\), \(\alpha > 1\), and \(t \ge 0\), the term \((\alpha-1)t z_0^{\alpha-1}\) is always non-negative. Thus, the denominator \(1 + (\alpha-1)t z_0^{\alpha-1}\) is always greater than or equal to 1 for \(t \ge 0\).

This means the solution \(z(t)\) is well-defined for all \(t \ge 0\).

As \(t \rightarrow \infty\), the denominator \(1 + (\alpha-1)t z_0^{\alpha-1} \rightarrow \infty\).

Therefore, \(\lim_{t \rightarrow \infty} z(t) = \lim_{t \rightarrow \infty} \left( \frac{z_0^{\alpha-1}}{1 + (\alpha-1)t z_0^{\alpha-1}} \right)^{\frac{1}{\alpha-1}} = \left( \frac{z_0^{\alpha-1}}{\infty} \right)^{\frac{1}{\alpha-1}} = (0)^{\frac{1}{\alpha-1}} = 0\) (since \(\alpha-1 > 0\)).

The solution to equation (**) exists globally for all \(t > 0\) and decays to 0 as \(t \rightarrow \infty\).

Summary of Findings

  • Equation (*), \(\frac{dy}{dt} = y^\alpha\), has a solution that blows up in finite time \(T = \frac{1}{(\alpha-1)y_0^{\alpha-1}} < \infty\). It does not have a global solution.
  • Equation (**), \(\frac{dz}{dt} = -z^\alpha\), has a solution that exists globally for all \(t > 0\).

Evaluating the Options

Based on our analysis, let's look at the given options:

  1. Both (*) and (**) have global solutions. This is false, as (*) does not have a global solution.
  2. None of (*) and (**) have global solutions. This is false, as (**) has a global solution.
  3. There exists a global solution for (*) and there exists a T < \(\infty\) such that \(\lim _{t \rightarrow T}|z(t)|=+∞\). This is false, as (*) does not have a global solution, and \(z(t)\) decays to 0, not blowing up.
  4. There exists a global solution for (**) and there exists a T < \(\infty\) such that \(\lim _{t \rightarrow T}|y(t)|=+∞\). This statement is true. We found that (**) has a global solution, and (*) has a finite-time blow-up at \(T = \frac{1}{(\alpha-1)y_0^{\alpha-1}} < \infty\), where \(\lim_{t \rightarrow T}|y(t)|=+∞\).

Therefore, the statement in option 4 is the true statement.

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Important Questions from Initial Value Problem

  1. Initial value problem, \(\rm x \frac{d y}{d x}=y\), y(0) = 0, x > 0

  2. Consider the eigenvalue problem

    ((1 + x4)y')' + λy = 0, x ∈ (0, 1),

    y(0) = 0, y(1) + 2y'(1) = 0.

    Then which of the following statements are true? 

  3. Consider the following two initial value ODEs

    (A) \(\frac{dx}{dt}=x^3,x(0)=1;\)

    (B) \(\frac{dx}{dt}=x\sin x^2,x(0)=2.\)

    Related to these ODEs, we make the following assertions.

    I. The solution to (A) blows up in finite time.

    II. The solution to (B) blows up in finite time.

    Which of the following statements is true?

  4. Let f ∶ ℝ2 → ℝ be a locally Lipschitz function. Consider the initial value problem

    ẋ = f(t, x), x(t0) = x0

    for (t0, x0) ∈ ℝ2. Suppose that J(t0, x0) represents the maximal interval of existence for the initial value problem. Which of the following statements is true?

  5. Consider the initial value problem \(\frac{dy}{dx}\) = x+ y2, y(0) = 1; 0 ≤ x ≤ 1. Then which of the following statements are true? 

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