Boundary Value Problems — Question 8

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Question 8

A linear differential equation is paired with a nonlinear boundary condition: y″=0,y(0)=0,y′(1)=y(1)2+λ,y''=0,\qquad y(0)=0,\qquad y'(1)=y(1)^2+\lambda, where λ∈ℝ\lambda\in\mathbb R.

Tasks

  1. Reduce the boundary-value problem to an algebraic equation and classify the number of real solutions for every λ\lambda.

  2. At λ=0\lambda=0, test whether the average of the two solutions is also a solution. Explain which part of the full problem prevents superposition.

  3. Set λ=1/4−ε\lambda=1/4-\varepsilon with ε>0\varepsilon>0. Measure the uniform distances of the two solutions from the unique critical solution at λ=1/4\lambda=1/4. Decide whether a local Lipschitz estimate in the parameter can hold there.

  4. Plot the admissible slopes c=y′(0)c=y'(0) against λ\lambda, clearly indicating the critical point and where no real solution exists. Explain why uniqueness at a single parameter need not imply stable dependence on nearby parameters.

Original worksheet page 1: question and worked solution for 8-1-008
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Question 8 – Solution

Strategy. Solve the differential equation completely, then retain the nonlinear structure of its endpoint constraint.

Step 1: Classify the slope equation. Every solution of y″=0,y(0)=0y''=0,y(0)=0 is y=cxy=cx. Its remaining boundary condition is c=c2+λc=c^2+\lambda, so c±=1±1−4λ2.\boxed{c_\pm=\frac{1\pm\sqrt{1-4\lambda}}2.} There are two real solutions for λ<1/4\lambda<1/4, one for λ=1/4\lambda=1/4, and none for λ>1/4\lambda>1/4. The critical solution is y*=x/2y_*=x/2.

Step 2: Check the superposition claim. At λ=0\lambda=0, the solutions are 00 and xx. Their average x/2x/2 has y′(1)=1/2y'(1)=1/2 but y(1)2=1/4y(1)^2=1/4, so it fails the boundary condition. The differential equation is linear, but the square in the boundary operator makes the full boundary-value problem nonlinear.

Step 3: Quantify critical sensitivity. At λ=1/4−ε\lambda=1/4-\varepsilon, the slopes are 1/2±ε1/2\pm\sqrt\varepsilon. Hence max[0,1]|y±−y*|=ε.\boxed{\max_{[0,1]}|y_\pm-y_*|=\sqrt\varepsilon.} A Lipschitz bound with fixed constant KK would require ε≤Kε\sqrt\varepsilon\leq K\varepsilon for all sufficiently small positive ε\varepsilon, which is impossible. Both branches approach y*y_* continuously from this side, but not at a rate bounded linearly by the parameter error.

Step 4: Read the complete branch picture. The branches meet at (λ,c)=(1/4,1/2)(\lambda,c)=(1/4,1/2) and have no real continuation for larger λ\lambda. For λ<1/4\lambda<1/4, dc±/dλ=∓1/1−4λdc_\pm/d\lambda=\mp 1/\sqrt{1-4\lambda}, whose magnitude diverges at the join. Critical uniqueness therefore does not guarantee a locally unique family or a Lipschitz-stable response.

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Original worksheet page 2: question and worked solution for 8-1-008

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