Math 2.0

Ordinary differential equations Proposition

C^1 vector fields satisfy the Picard–Lindelöf hypotheses

Builds on Picard–Lindelöf hypothesesLipschitz condition

Statement

Let UU be an open subset of ℝn\mathbb{R}^n, let f:U→ℝnf : U \to \mathbb{R}^n be continuously differentiable, let x0∈Ux_0 \in U and let t0∈ℝt_0 \in \mathbb{R}. Then there are real numbers ε>0\varepsilon > 0, a>0a > 0 and L,K≥0L, K \ge 0 with these properties. The closed ball BB of radius aa around x0x_0 lies in UU. The time-independent field (t,x)↦f(x)(t, x) \mapsto f(x), extended in any way outside BB, satisfies the Picard–Lindelöf hypotheses at (t0,x0)(t_0, x_0) on [t0−ε,t0+ε][t_0 - \varepsilon, t_0 + \varepsilon] with constants a,L,Ka, L, K.

Remarks

Proof: choose a>0a > 0 with B⊆UB \subseteq U. The continuous functions ∥f∥\|f\| and ∥f′∥\|f'\| are bounded on the compact ball BB, by LL and KK. The mean value inequality makes ff KK-Lipschitz on BB. Then choose ε\varepsilon with Lε≤aL \varepsilon \le a. So the initial value problem x′=f(x)x' = f(x), x(t0)=x0x(t_0) = x_0 has a unique local solution for each C1C^1 field ff. The same argument works for a time-dependent field f(t,x)f(t, x) of class C1C^1.

Reading path

To understand this page from the ground up, read these 9 pages in order. The foundations come first.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Ordinary differential equation definition
  5. Lipschitz condition definition
  6. Solution of an ordinary differential equation definition
  7. Initial value problem definition
  8. Picard–Lindelöf hypotheses definition
  9. C^1 vector fields satisfy the Picard–Lindelöf hypotheses statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Picard%E2%80%93Lindel%C3%B6f_theorem, Theorem
About this page
Tag03Z9V0Y78A
URIm2://03Z9V0Y78A
Kindstatement, proposition
WritingW0 stub
MSC34A12
StatusThis copy of the site has no build data. Run m2 status 03Z9V0Y78A.
UsesPicard–Lindelöf hypotheses, Lipschitz condition

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