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From blackpenredpen's February 2017 video on the existence & uniqueness theorem, the separable differential equation $$\frac{{\rm d} y}{{\rm d}x}= x\sqrt{y-3} \tag{1}$$ with the initial condition $y(4)=3$ has the only solutions $$y=\left(\frac{x^2}{4}-4\right)^2+3 \tag{2}$$

$$y(x)=3 \tag{3}$$ where the valid interval can be the whole real line. The solution is obtained by dividing both sides of $(1)$ by $\sqrt{y-3}$ and then taking the integral of both sides.

For me, it seems that it has not been proven that there aren't any more solutions $y$ to $(1)$ such that there exists a $x$ for which $y(x)=3$. I'm thinking when integrating both sides we first assume that $y(x) \neq 3$ so we can divide both sides. When this happens, we can not say we have covered all solutions $y$ of $(1)$ such that there is a $x$ for which $y(x)=3$. This is evident from $(3)$. I'm assuming obtaining $(2)$ was just a happy accident.

In short the proof has 2 cases. First case assumes $y\neq3$ for all $x$ and covers all those solutions and the second case is the constant solution $y=3$. I'm asking where the justification is that we don't need a third case for the solutions $y$ such that only for some $x$ in the valid interval is $y(x)=3$.


Background: Solving separable differential equations

2 Answers2

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Let $x_0 := 4$. Consider the following continuous and differentiable solution

$$ y (x) = \begin{cases} 3 & \text{if } x_0 \leq x < x_1\\ 3 + \left( \dfrac{x^2 - x_1^2}{4} \right)^2 & \text{if } x \geq x_1\end{cases} $$

where $x_1 > x_0$. Since there are infinitely many choices for $x_1$, there are infinitely many solutions.

  • Please define "prove all solutions". An interesting question would be as follows. Is the family of (infinitely many) solutions in my answer the set of all admissible solutions? Does the "family" encompass all? – Rodrigo de Azevedo Aug 21 '22 at 11:46
  • Ok, so if we ignore the initial condition and consider two cases: $y>3$ and $y=3$. For the first we have the general solution (i) $y=(x^2/4+C)^2 +3$ and for the second it is simply the constant solution (ii) $y=3$. If we now remove the restriction on $y$ we have $y\geq3$. So the solutions of the separable function $(1)$ must be of the form such that $(i)$ is satisfied if $y>3$ and $(ii)$ is satisfied if $y=3$, and ofc the function has to be differentiable on the valid interval. I have no proof that all those type of function will satisfy $(1)$ but substituting and checking will fix that. – per persson Aug 21 '22 at 12:57
  • I am not very happy with my answer. – Rodrigo de Azevedo Aug 21 '22 at 13:36
  • Better than no answer and it got me on the right track to understand the general idea(I hope). – per persson Aug 21 '22 at 14:06
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    An incorrect answer is worse than no answer. Suppose that you integrate the ODE numerically. How does the numerical solver know what $x_1$ is? Is there a singularity somewhere? Are there multiple values for $y'$ at some $x$? – Rodrigo de Azevedo Aug 21 '22 at 15:00
  • I compared ur answer with other sources. On page 79 of Kenneth B Howell, Ordinary differential Equations there is something very similar to what u did. Also I looked at https://math.stackexchange.com/questions/1238669/separable-ode-and-singular-solutions . I think what is important is the necessary conditions for existence and uniqueness to make general conclusions, I suspect ur saying the same. But for me it's enough to just test the answers I get. – per persson Aug 21 '22 at 21:34
  • We have $y' = f (x,y)$, where $f (x,3) = 0$ for all $x$. Hence, I do not see how the state can "take off" from the "equilibrium point". It seems to me that the non-constant solution cannot be used if $y=3$. – Rodrigo de Azevedo Aug 22 '22 at 15:58
  • On page 79 Howell defined 2 functions that are solutions to some differential equation, and the solution is similar to urs. First it's constant and then it goes off to something else. My guess is that this is because there is no uniqueness so it is possible for curves of solutions to merge. If there was uniqueness then the possible curves above $y=3$ would at best be asymptotic to $y=3$. – per persson Aug 22 '22 at 16:55
  • Just to be clear when I say merge I mean it as in the answer here https://math.stackexchange.com/questions/1238669/separable-ode-and-singular-solutions?noredirect=1&lq=1. When the curve of a general solution merges with the constant solution. It seems the important question here is when can these merges happen. Like I explained before it probably has something to do with uniqueness. My guess is this area is typically not well explained since solutions are not unique so it is not very applicable. For now the theory is a bit too much for me but maybe I will check it later. – per persson Aug 23 '22 at 11:36
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Here is a slightly more detailed answer; I hope it'll be satisfactory for Rodrigo de Azevedo also. I will skip most of the calculations as they are standard and algebraic and they are not that different from what has been discussed already.


The main idea is to first consider the ODE by itself, make full use of the Existence and Uniqueness Theorem where it's available, and finally realize that the initial conditions provided are edge cases. Why uniqueness is broken is clear: at the initial condition the RHS is only Hölder continuous in the space variable $y$, and so the standard cutting and pasting argument of Rodrigo de Azevedo becomes available.

First put $V:\mathbb{R}\times[3,\infty[\to \mathbb{R},\,\,V(x,y)=x\sqrt{y-3}$ and note that $V$ is $C^0$ on its domain of definition and $C^1$ (in fact real analytic) in the interior $\mathbb{R}\times]3,\infty[$ . Thus we have the Existence and Uniqueness Theorem available in the interior. To state it more explicitly (see also The proof of the fact that $[v,w]=0\;\Rightarrow\;\exp(\varepsilon v) \exp(\theta w)x=\exp(\theta w)\exp(\varepsilon v)x $), define for any $(x_0,y_0)\in \mathbb{R}\times ]3,\infty[$,

$$ J(x_0,y_0)=\begin{cases}\mathbb{R}&\text{, if }x_0^2-4\sqrt{y_0-3}<0\\ \left]\sqrt{x_0^2-4\sqrt{y_0-3}},\infty\right[&\text{, if }x_0^2-4\sqrt{y_0-3}\geq0\text{ and } x_0>0\\ \left]-\infty,-\sqrt{x_0^2-4\sqrt{y_0-3}}\right[&\text{, if }x_0^2-4\sqrt{y_0-3}\geq0\text{ and } x_0<0 \end{cases}.$$

Then by the Existence and Uniqueness Theorem (and some algebra) for any $(x_0,y_0)\in \mathbb{R}\times ]3,\infty[$,

$$y(\bullet;x_0,y_0): J(x_0,y_0)\to\mathbb{R},\,\, x\mapsto \left(\dfrac{x^2}{4}+\dfrac{C(x_0,y_0)}{2}\right)^2+3,$$

where $C(x_0,y_0)=2\sqrt{y_0-3}-\dfrac{x_0^2}{2}$, is the unique (polynomial) solution with maximal time interval to the IVP

$$\dfrac{dy}{dx}=V(x,y),\,\, y(x_0)=y_0.$$

Further, whenever the interval of definition $J(x_0,y_0)$ is not the whole real line, $y'(x;x_0,y_0)=0$ for $x$ the appropriate boundary point.


Here is a humble graph to go along with this statement: https://www.desmos.com/calculator/zbgizhnfta . It seems to me going forward the graph will be much more beneficial compared to algebra. We claim that Rodrigo de Azevedo's list (together with the solutions mentioned in the OP; note that one can concatenate two unique nonconstant solutions to either end of a constant solution, considering backwards time as well) is the complete list of the $C^1$ ($\dagger$) solutions to the IVP. Indeed, by the vanishing of the derivative at the boundary concatenating a unique solution starting in $\mathbb{R}\times ]3,\infty[$ and the constant solution will produce a $C^1$ solution to the IVP with $(x_0,y_0)=(4,3)$. If $y$ were another solution to the IVP with $(x_0,y_0)=(4,3)$ that takes a value more than $3$ for some time $x_1$ (note that this means that its graph has to be in the purple region in the graph), then in finite time it would have to take the value $3$, beyond which time until $4$ it would not be able to take any other value. (Thus we have a uniqueness statement after all: for any two pairs of points, one on each side of the purple region in the graph, the IVP has a unique solution that passes through those points.)

($\dagger$) Similarly looking into higher regularity one sees that the concatenated solutions are not $C^2$ (though for instance for the initial condition $(x_0,y_0)=(0,3)$ there are exactly two extra concatenated solutions, one for either side of the boundary component of the purple region). In this sense, the list in the OP is the comprehensive list of $C^2$ solutions for the IVP at hand.

Alp Uzman
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  • I have a question but much of this is beyond me so its clearer if I put it like this. Let's say for every separable equation we have and x-y graph , the typical stuff. And on this graph the slopes are drawn for the separable equation. The curves that are represented by the $y$ have to follow these slopes. If there is uniqueness the curves do not merge. For those $y$ for which the righthand side of $dy/dx=f(x)g(y)$ is only Hölder continuous is it guaranteed that curves merge? – per persson Aug 25 '22 at 12:21
  • @perpersson As a general rule I would say yes: when the RHS is Holder I would expect the existence part of the Existence and Uniqueness Theorem to still go through but the uniqueness part to break down. – Alp Uzman Aug 27 '22 at 13:21
  • (On the other hand I would not say "if there is merging curves, then RHS is Holder".) – Alp Uzman Aug 27 '22 at 13:22