Consider the problem \[ \begin {aligned} \frac {dx}{dt} &= f(x,t),\\ x(t_0) &= x_0 \end {aligned} \tag {1.1} \] where \(f\in C(D,\mathbb {R}^n)\) and \(D\subset \mathbb {R}^n\times \mathbb {R}\) is open. Suppose that \(f\) is Lipschitz continuous in \(x\) for \((x,t)\in D\).
- Prove the existence of a local (in \(t\)) solution to (1.1) using successive approximations.
- Prove the uniqueness of this solution and show that it can be extended until it meets \(\partial D\).
- Prove that the solution is continuous in \((x_0,t_0)\).