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Math 6410 • ODE

Fall 1998 • Question 1

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 \((x,t)\in D\).

  1. Prove the existence of a local (in \(t\)) solution to (1.1) using successive approximations.
  2. Prove the uniqueness of this solution and show that it can be extended until it meets \(\partial D\).
  3. Prove that the solution is continuous in \((x_0,t_0)\).

Raw LaTeX

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