ODE Oral Exam Notes 2008

Theorem 2. Picard-Lindelof existence/uniqueness theorem Suppose f : (I × U) ⊆ (R × R) → R is continuous in (t, y) and uniformly Lipschitz in y. Then ∀(τ, ξ) ∈ (I × U), the ODE [ẏ = f(t, y) with y(τ) = ξ] has a unique solution on {t ∈ I : |t− τ | < α} for some α > 0. Depends on: Completeness of R, Gronwalls lemma (for uniqueness Proof idea: 5 steps: 1. Choose a, b s.t. {t : |t − τ | < a} ⊆ I and {y : |y − ξ| < b} ⊆ U . Let α = min a, b M where M is an upper bound of |f | on a closed set in I×U (so that f can’t got outside of U on a small interval around τ).