Math 2.0

Ordinary differential equations Proposition

Integral equation form of an initial value problem

Builds on Initial value problemPicard operatorSolution of an ordinary differential equation

Statement

Let JJ be an interval, let UU be an open subset of ℝn\mathbb{R}^n, let f:J×U→ℝnf : J \times U \to \mathbb{R}^n be continuous, and let t0∈Jt_0 \in J and x0∈Ux_0 \in U. Let γ:J→U\gamma : J \to U be a continuous curve. Then γ\gamma is differentiable on JJ with γ′(t)=f(t,γ(t))\gamma'(t) = f(t, \gamma(t)) for each t∈Jt \in J and γ(t0)=x0\gamma(t_0) = x_0 if and only if γ(t)=x0+∫t0tf(s,γ(s))dsfor each t∈J.\gamma(t) = x_0 + \int_{t_0}^{t} f\left(s, \gamma(s)\right) ds \quad \text{for each } t \in J. At an endpoint of JJ that belongs to JJ, the derivative is one-sided.

Remarks

In other words, the solutions of the initial value problem on JJ are the fixed points of the Picard operator. Proof: one direction is the fundamental theorem of calculus applied to γ′\gamma'. For the other, the integrand s↦f(s,γ(s))s \mapsto f(s, \gamma(s)) is continuous, so the integral is differentiable in tt. The integral form needs only continuity of γ\gamma. This makes it the right setting for fixed point arguments.

Reading path

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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. Picard operator definition
  10. Integral equation form of an initial value problem statement

Where this leads

6 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Picard%E2%80%93Lindel%C3%B6f_theorem, Proof sketch
About this page
Tag015KK993C5
URIm2://015KK993C5
Kindstatement, proposition
WritingW0 stub
MSC34A12
StatusThis copy of the site has no build data. Run m2 status 015KK993C5.
UsesInitial value problem, Picard operator, Solution of an ordinary differential equation

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