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Math 6410 • ODE

Fall 2019 • Question 1

  1. Let \(f(t,x):\mathbb {R}\times \mathbb {R}^n\to \mathbb {R}^n\) be a continuously differentiable function. Show that there is an \(\epsilon >0\) and a unique continuously differentiable function \(y(t)\in \mathbb {R}^n\) for \(t\in [0,\epsilon ]\) that satisfies the initial value problem \[ \frac {dx}{dt}=f(t,x),\qquad x(0)=x_0. \]
  2. Construct the first few Picard iterates for the differential equation \[ \dot {x}=2t-\sqrt {\max (0,x)},\qquad x(0)=0. \tag {1} \] Show that the Picard iterates do not converge. Why do they not converge?

Raw LaTeX

\begin{enumerate}
\item[(a)] Let \(f(t,x):\R\times\R^n\to\R^n\) be a continuously differentiable
function. Show that there is an \(\epsilon>0\) and a unique continuously differentiable
function \(y(t)\in\R^n\) for \(t\in[0,\epsilon]\) that satisfies the initial value
problem
\[
  \frac{dx}{dt}=f(t,x),\qquad x(0)=x_0.
\]
\item[(b)] Construct the first few Picard iterates for the differential equation
\[
  \dot{x}=2t-\sqrt{\max(0,x)},\qquad x(0)=0.
  \tag{1}
\]
Show that the Picard iterates do not converge. Why do they not converge?
\end{enumerate}