Since the differential equation is non-linear, the existence and
uniqueness theorem guarantees only that there is a solution in some
interval about t = 0. Suppose that we try to compute a solution of the
initial value problem on the interval using different
numerical procedures. If we use the Euler method with
, and
, we find the following approximate values at t = 1,
and
, respectively. The large differences among the computed values
are convincing evidence that we should use a more accurate
numerical procedure---the Runge-Kutta method, for example.
Using the Runge-Kutta method with
we find the approximate value
at t = 1, which is quite different from those obtained using the
Euler method. Repeating the calculations using step sizes of
and
, we obtain the interesting information listed in Table 2.
Table 2: Calculation of the Solution of the Initial Value Problem ,
, using the Runge-Kutta Method
While the values at are reasonable and we might well believe that
the solution has a value of about
at
, it is clear that
something strange is happening between
and
. To help
determine what is happening, let's turn to some analytical approximations to
the solution of the initial value problem. Note that on
,
This suggests that the solution of
and the solution of
are upper and lower bounds, respectively, for the solution of
the original problem, since all of these solutions pass through the same
initial point. Indeed, it can be shown that
as long as these functions exist.
This is important because we can solve Eqs. (4) and (5)
analytically for and
by separation of variables.
We find that
thus as
, and
as
.
These calcuations show that the solution of the original initial value
problem must become unbounded somewhere between
and t = 1. We thus see that the problem (2) has
no solution on the entire interval
.
Our numerical calculations, however, suggest that we can go beyond
, and probably beyond
. Assuming that the solution
of the initial value problem exists at
and has the value
,
we can obtain a more accurate appraisal of what happens for larger t
by considering the initial value problems (4) and (5)
with
replaced by
. Then we obtain
where only four decimal places have been kept. Thus
as
and
as
.
We conclude that the solution of the initial value problem (2)
becomes unbounded near
. We cannot be more precise because
the initial condition
is only approximate. This example
illustrates the sort of information that can be obtained by a
judicious combination of analytical and numerical work.