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Math 6410 • ODE

Fall 2017 • Question 1

Let \(D\subset \mathbb {R}\times \mathbb {R}^n\) be an open set, \((t_0,x_0)\in D\) a point and \(f(t,x)\in C(D,\mathbb {R}^n)\) be a map.

  1. Let \(X\) be a Banach Space with norm \(\norm {\bullet }\). Let \(C\subset X\) be a closed subset. State the Contraction Mapping Theorem (otherwise known as the Banach Fixed Point Theorem) for a map \(K:C\to X\).
  2. Define what it means for a map \(f(t,x)\in C(D,\mathbb {R}^n)\) to be locally Lipschitz with respect to \(x\)
  3. Carefully reformulate the Initial Value Problems as a fixed point problem. Prove that the fixed point problem is equivalent to the local existence problem for the (IVP) \[ \begin {cases} \dfrac {dx}{dt}=f(t,x),\\ x(t_0)=x_0. \end {cases} \tag {IVP} \]
  4. Assume \(f(t,x)\in C(D,\mathbb {R}^n)\) is locally Lipschitz with respect to \(x\). Using the Contraction Mapping Theorem, show that there is a \(\epsilon >0\) and a unique function \(y\in C^1([t_0,t_0+\epsilon ],\mathbb {R}^n)\) that satisfies the initial value problem (IVP) for \(t_0\le t\le t_0+\epsilon \).

Raw LaTeX

Let \(D\subset\R\times\R^n\) be an open set, \((t_0,x_0)\in D\) a point and
\(f(t,x)\in C(D,\R^n)\) be a map.
\begin{enumerate}
\item[(a)] Let \(X\) be a Banach Space with norm \(\norm{\bullet}\). Let \(C\subset X\) be
a closed subset. State the Contraction Mapping Theorem (otherwise known as the
Banach Fixed Point Theorem) for a map \(K:C\to X\).
\item[(b)] Define what it means for a map \(f(t,x)\in C(D,\R^n)\) to be locally
Lipschitz with respect to \(x\)
\item[(c)] Carefully reformulate the Initial Value Problems as a fixed point problem.
Prove that the fixed point problem is equivalent to the local existence problem for
the (IVP)
\[
  \begin{cases}
    \dfrac{dx}{dt}=f(t,x),\\
    x(t_0)=x_0.
  \end{cases}
  \tag{IVP}
\]
\item[(d)] Assume \(f(t,x)\in C(D,\R^n)\) is locally Lipschitz with respect to \(x\).
Using the Contraction Mapping Theorem, show that there is a \(\epsilon>0\) and a
unique function \(y\in C^1([t_0,t_0+\epsilon],\R^n)\) that satisfies the initial
value problem (IVP) for \(t_0\le t\le t_0+\epsilon\).
\end{enumerate}