Ordinary differential equations Existence, uniqueness and dependence on data Theorem
Uniqueness of solutions for Lipschitz vector fields
Builds on Lipschitz conditionSolution of an ordinary differential equationGrönwall's inequalityInitial value problem
Statement
Let be an open subset of and let be continuous. Assume that is locally Lipschitz in . That is, each point of has a neighbourhood and a constant such that whenever . Let be an interval, and let be two solutions of whose graphs lie in . If for one , then for all .
Remarks
So an initial value problem for such an has at most one solution on each interval that contains . Proof idea: the function satisfies near . Then Grönwall's inequality gives . A connectedness argument extends this to all of . A function is locally Lipschitz in . Without the Lipschitz condition, uniqueness can fail. See the non-uniqueness example.
Reading path
To understand this page from the ground up, read these 9 pages in order. The foundations come first.
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- no evidence level
- Differential equation concept
- Function concept
- Interval concept
- Ordinary differential equation definition
- Lipschitz condition definition
- Grönwall's inequality statement
- Solution of an ordinary differential equation definition
- Initial value problem definition
- Uniqueness of solutions for Lipschitz vector fields statement
Where this leads
48 pages build on this one.
- Lotka–Volterra equations
- Maximal solution
- Periodic orbit
- Flow of a vector field
- Phase plane
- Asymptotic stability
- LaSalle's invariance principle
- Lyapunov stability
- Linearisation at an equilibrium
- Global existence for globally Lipschitz vector fields
- Trajectory
- Hamiltonian system
- Hyperbolic equilibrium point
- Blow-up in finite time
- Limit cycle
- Poincaré–Bendixson theorem
- Lyapunov's stability theorem
- Classification of equilibria of planar linear systems
- Hartman–Grobman theorem
- Pendulum equation
- Stability of linear systems via eigenvalues
- First integral
- Phase portrait
- Liénard's theorem
- Center manifold theorem
- Limit set
- Spectral decomposition theorem
- Invariant set
- Melnikov method
- Euler's elastica
- Anosov flow
- Heteroclinic orbit
- Poincaré map
- Differentiable dependence on parameters
- Routh–Hurwitz stability criterion
- Structural stability
- Homoclinic bifurcation
- Hyperbolic set
- Bifurcation theory
- Phase space
- Axiom A
- Duffing equation
- Exponential stability
- Van der Pol oscillator
- Stable manifold theorem
- Anosov diffeomorphism
- Stability conjecture
- Normal form
Further reading
About this page
| Tag | 025PKW8AMR |
|---|---|
| URI | m2://025PKW8AMR |
| Kind | statement, theorem |
| Writing | W0 stub |
| MSC | 34A12 |
| Status | This copy of the site has no build data. Run m2 status 025PKW8AMR. |
| Uses | Lipschitz condition, Solution of an ordinary differential equation, Grönwall's inequality, Initial value problem |
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