Math 2.0

Ordinary differential equations Counterexample

Non-uniqueness for a non-Lipschitz equation

Builds on Picard–Lindelöf theoremLipschitz conditionInitial value problemPeano existence theorem

Counterexample

For a real number xx, let x1/3x^{1/3} be its real cube root and let x2/3=(x1/3)2x^{2/3} = \left(x^{1/3}\right)^2. Consider the initial value problem x′(t)=3 x(t)2/3x'(t) = 3\, x(t)^{2/3}, x(0)=0x(0) = 0, on ℝ\mathbb{R}. The constant function x(t)=0x(t) = 0 is a solution. The function x(t)=t3x(t) = t^3 is also a solution, because its derivative is 3t2=3(t3)2/33t^2 = 3 \left(t^3\right)^{2/3}. More generally, for each c≥0c \ge 0, the function equal to 00 for t<ct < c and to (t−c)3(t - c)^3 for t≥ct \ge c is a solution. So the problem has infinitely many solutions on every interval that contains 00 in its interior.

Remarks

The right side f(x)=3x2/3f(x) = 3 x^{2/3} is continuous, so the Peano existence theorem applies. The function ff is not Lipschitz on any neighbourhood of 00: the quotient f(x)/x=3x−1/3f(x)/x = 3 x^{-1/3} is unbounded as x→0x \to 0. So the Picard–Lindelöf theorem does not apply. For an initial value x(0)=x0≠0x(0) = x_0 \neq 0, the field is C1C^1 near x0x_0, and the solution is unique near t=0t = 0.

Reading path

To understand this page from the ground up, read these 14 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  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. Peano existence theorem statement
  9. Picard–Lindelöf hypotheses definition
  10. Picard operator definition
  11. Integral equation form of an initial value problem statement
  12. An iterate of the Picard operator is a contraction statement
  13. Picard–Lindelöf theorem statement
  14. Non-uniqueness for a non-Lipschitz equation counterexample

Further reading

  1. Web https://en.wikipedia.org/wiki/Picard%E2%80%93Lindel%C3%B6f_theorem, Example of non-uniqueness
About this page
Tag00K7ASZ1PR
URIm2://00K7ASZ1PR
Kindcounterexample
WritingW0 stub
MSC34A12
UsesPicard–Lindelöf theorem, Lipschitz condition, Initial value problem, Peano existence theorem

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