Non-uniqueness for a non-Lipschitz equation
Counterexample
For a real number , let be its real cube root and let . Consider the initial value problem , , on . The constant function is a solution. The function is also a solution, because its derivative is . More generally, for each , the function equal to for and to for is a solution. So the problem has infinitely many solutions on every interval that contains in its interior.
Remarks
The right side is continuous, so the Peano existence theorem applies. The function is not Lipschitz on any neighbourhood of : the quotient is unbounded as . So the Picard–Lindelöf theorem does not apply. For an initial value , the field is near , and the solution is unique near .
Explanations
L1 human
A solution can rest at for any length of time and then leave. The field is so steep near that the equation cannot tell when the departure must happen. This shows that continuity alone does not give uniqueness.
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What this needs
To read this node, read these 14 nodes in this order. The foundations come first, and the list ends with this node.
- no evidence level
- Differential equation concept
- Function concept
- Interval concept
- Ordinary differential equation definition
- Lipschitz condition definition
- Solution of an ordinary differential equation definition
- Initial value problem definition
- Peano existence theorem statement
- Picard–Lindelöf hypotheses definition
- Picard operator definition
- Integral equation form of an initial value problem statement
- An iterate of the Picard operator is a contraction statement
- Picard–Lindelöf theorem statement
- Non-uniqueness for a non-Lipschitz equation counterexample
Sources
- Web https://en.wikipedia.org/wiki/Picard%E2%80%93Lindel%C3%B6f_theorem, Example of non-uniqueness
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