Math 2.0

statement proposition

C^1 vector fields satisfy the Picard–Lindelöf hypotheses

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.

Explanations

L1 human

A smooth field has a bounded derivative near each point, so it is Lipschitz near this point. This is why, in practice, one rarely checks the Lipschitz condition directly: smoothness is enough.

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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

Sources

  1. Web https://en.wikipedia.org/wiki/Picard%E2%80%93Lindel%C3%B6f_theorem, Theorem