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                                        1.2 The Solution and Its Properties
        solution of (1.5) and (1.6) is given by
                                            −t
                                   u(t)= u 0 e .
        This is easily checked by inspection;
                                u(0) = u 0 e = u 0 ,
                                          0
        and
                                         −t
                                            = −u(t).

                             u (t)= −u 0 e
        Faced with a problem posed by a differential equation and some initial
        or boundary conditions, we can generally check a solution candidate by
        determining whether both the differential equation and the extra conditions
        are satisfied. The tricky part is, of course, finding the candidate. 4
          The motivation for studying differential equations is—to a very large
        extent—their prominent use as models of various phenomena. Now, if (1.5)
        is a model of some process, say the density of some population, then u 0
        is a measure of the initial density. Since u 0 is a measured quantity, it is
        only determined to a certain accuracy, and it is therefore important to
        see if slightly different initial conditions give almost the same solutions. If
        small perturbations of the initial condition imply small perturbations of
        the solution, we have a stable problem. Otherwise, the problem is referred
        to as unstable.
          Let us consider the problem (1.5)–(1.6) with slightly perturbed initial
        conditions,

                                     v (t)= −v(t),                   (1.7)
                                     v(0) = u 0 +  ,                 (1.8)
        for some small  . Then
                                               −t
                                v(t)=(u 0 +  )e ,
        and
                                                −t
                               |u(t) − v(t)| = | |e .                (1.9)
        We see that for this problem, a small change in the initial condition leads to
        small changes in the solution. In fact, the difference between the solutions
        is reduced at an exponential rate as t increases. This property is illustrated
        in Fig. 1.1.

           4
           We will see later that it may also be difficult to check that a certain candidate is in
        fact a solution. This is the case if, for example, the candidate is defined by an infinite
        series. Then problems of convergence, existence of derivatives etc. must be considered
        before a candidate can be accepted as a solution.
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