Peano Existence Theorem. Suppose \(f(x,t)\in C(\mathbb {R}^n\times \mathbb {R},\mathbb {R}^n)\) and \((x_0,t_0)\in \mathbb {R}^n\times \mathbb {R}\). Consider the system of ODE’s \[ \begin {cases} \dfrac {dx}{dt}=f(x,t),\\ x(t_0)=x_0. \end {cases} \qquad (\spadesuit ) \]
- Find an example that shows that the solution of \((\spadesuit )\) may not be unique. Give another example that shows that the solution may not exist for all time.
- Prove the Peano Existence theorem: Suppose \(f(x,t)\in C(\mathbb {R}^n\times \mathbb {R})\) and \((x_0,t_0)\in \mathbb {R}^n\times \mathbb {R}\). Then there is an \(\epsilon >0\) and a function \(y\in C^1([t_0,t_0+\epsilon ],\mathbb {R}^n)\) which solves \((\spadesuit )\).