Let \[ f:\mathbb {R}\times \mathbb {R}^N\to \mathbb {R}^N \] be a continuous mapping which satisfies \begin{equation} \lvert f(t,x)-f(t,y)\rvert \le L(t)\lvert x-y\rvert , \quad \forall t\in \mathbb {R},\quad \forall x,y\in \mathbb {R}^N, \tag {0.1} \end{equation} where \[ L:\mathbb {R}\to [0,\infty ) \] is a continuous function and where \(\lvert \cdot \rvert \) is a norm in \(\mathbb {R}^N\). Consider the initial value problem \begin{equation} \begin {aligned} x'&=f(t,x)\\ x(t_0)&=x_0,\quad t_0\in \mathbb {R},\quad x_0\in \mathbb {R}^N. \end {aligned} \tag {0.2} \end{equation}
- State the fundamental existence uniqueness theorem for solutions of (0.2).
- State a general principle about the existence intervals for solutions of (0.2) and the behavior of solutions at the endpoints of these intervals.
- Use the above and (0.1) (note: \(\lvert f(t,x)\rvert \le \lvert f(t,x)-f(t,0)\rvert +\lvert f(t,0)\rvert \)) to show that solutions of (0.2) are defined on all of \(\mathbb {R}\).