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Initial value problem
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==Examples== A simple example is to solve <math>y'(t) = 0.85 y(t)</math> and <math>y(0) = 19</math>. We are trying to find a formula for <math>y(t)</math> that satisfies these two equations. Rearrange the equation so that <math>y</math> is on the left hand side : <math>\frac{y'(t)}{y(t)} = 0.85</math> Now integrate both sides with respect to <math>t</math> (this introduces an unknown constant <math>B</math>). : <math>\int \frac{y'(t)}{y(t)}\,dt = \int 0.85\,dt</math> : <math>\ln |y(t)| = 0.85t + B </math> Eliminate the logarithm with exponentiation on both sides : <math> | y(t) | = e^Be^{0.85t} </math> Let <math>C</math> be a new unknown constant, <math>C = \pm e^B</math>, so : <math> y(t) = Ce^{0.85t} </math> Now we need to find a value for <math>C</math>. Use <math>y(0) = 19</math> as given at the start and substitute 0 for <math>t</math> and 19 for <math>y</math> : <math> 19 = C e^{0.85 \cdot 0}</math> : <math> C = 19 </math> this gives the final solution of <math> y(t) = 19e^{0.85t}</math>. ;Second example The solution of : <math>y'+3y=6t+5,\qquad y(0)=3</math> can be found to be : <math>y(t)=2e^{-3t}+2t+1. \,</math> Indeed, : <math> \begin{align} y'+3y &= \tfrac{d}{dt} (2e^{-3t}+2t+1)+3(2e^{-3t}+2t+1) \\ &= (-6e^{-3t}+2)+(6e^{-3t}+6t+3) \\ &= 6t+5. \end{align} </math> : '''Third example''' The solution of <math>y'=y^{\frac 2 3},\qquad y(0)=0 </math> <math>\int \frac{y'}{y^{\frac 2 3}}\,dt = \int y^{-\frac 2 3}\,dy =\int 1\,dt</math> <math>3 (y(t))^{\frac 1 3}=t+B </math> Applying initial conditions we get <math> B=0 </math>, hence the solution: <math>y(t)= \frac {t^3} {27} </math>. However, the following function is also a solution of the initial value problem: <math>f(t) = \left\{ \begin{array}{lll} \frac{(t-t_1)^3}{27} & \text{if} & t \leq t_1 \\ 0 & \text{if} & t_1 \leq x \leq t_2 \\ \frac{(t-t_2)^3}{27} & \text{if} & t_2 \leq t \\ \end{array} \right.</math> The function is differentiable everywhere and continuous, while satisfying the differential equation as well as the initial value problem. Thus, this is an example of such a problem with infinite number of solutions.
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