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Dynamical Sytems Lecture Note 15 MAT 386:: Existence and Uniqueness Theorem

This document discusses the existence and uniqueness theorem for solutions to first order differential equations. It states that if the function f in the differential equation dx/dt = f(x) satisfies the Lipschitz condition, meaning f is Lipschitz continuous, then there exists a unique solution to the differential equation for a given initial condition, defined on some maximal time interval. Several examples are provided to illustrate how the theorem guarantees unique solutions or where non-unique solutions can arise when the conditions are not met.

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Rishabh Shukla
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85 views2 pages

Dynamical Sytems Lecture Note 15 MAT 386:: Existence and Uniqueness Theorem

This document discusses the existence and uniqueness theorem for solutions to first order differential equations. It states that if the function f in the differential equation dx/dt = f(x) satisfies the Lipschitz condition, meaning f is Lipschitz continuous, then there exists a unique solution to the differential equation for a given initial condition, defined on some maximal time interval. Several examples are provided to illustrate how the theorem guarantees unique solutions or where non-unique solutions can arise when the conditions are not met.

Uploaded by

Rishabh Shukla
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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DYNAMICAL SYTEMS : Lecture Note 15 MAT 386:

Existence and Uniqueness Theorem:

Existence and uniqueness theorem is the tool for us to conclude that there exists only one
solution to a first order differential equation which satisfies a given initial condition.

Def 1. (Lipschitz condition): A function f(x) with f : n n is said to satisfy Lipschitz


condition in a domain D  n, if there exists a constant , say L, such that

||f(x1) – f(x2) ||  L ||x1 – x2 ||, where x1 , x2  D.

If the function f satisfies the Lipschitz condition then it is said to be Lipschitz continuous.

Note that, Lipschitz continuity in x implies continuity in x, but the converse is not always true.

Existence and Uniqueness Theorem:

Suppose that f is continuously Lipschitz; then for an initial point x0D, the autonomous
differential equation

dx
= f(x)
dt

has a unique solution, say t(x0), that is defined on the maximal interval of existence.

Following simple examples of first order ODE illustrate the theorem quite well:

dx
(1) = x, x(0) = 1;
dt
dx
(2) = x2, x(0) = 1;
dt
2
dx
(3) = 3 x 3 , x(0) = 0.
dt

Solutions:

(1) Solution of the diff. eqn. is x(t) = et , which is unique and defined for all t. The maximal
interval of existence in this case is   < t < . Also, note that f(x) = x is continuously
differentiable.
Therefor, this equation has a unique solution.

1
1
(2) The solution is x(t) = , which is not defined for t = 1. Therefore, there is a unique
1 t
solution on the maximal interval of existence given by   < t < 1.
2
3x
(3) The given function f(x) = 3 x 3 = 3 is not continuously differentiable and does not
x
1
df 
satisfy Lipschitz condition at x = 0; = 2 x 3 is not continuous at x = 0. The solution
dx
of the initial value problem is x(t) = t3.
dx
The point x = 0 is zero when = 0. This means that a solution starting at this point
dt
should stay there for all t.
Thus, there are two solutions starting at x0 = 0, namely 1(t) = t3 and 2(t) = 0. In fact,
there are infinitely many solutions starting at x0 = 0. So, in this case , there exist solutions
but they are not unique.

Note that the the solution would be unique on the maximal interval of existence 0 < t <  if
we put the initial condition x(1) = 1.

Example 1. Consider the ODE

dy
= xy − sin y, y(0) = 2.
dx

Here, f and ∂f/∂y are continuous in a closed rectangle about x0 = 0 and y0 = 2.

Hence, there exists unique solution in the neighborhood of (0, 2).

dy
Example 3. Consider the ODE = x − y + 1, y(1) = 2.
dx
In this case, both the function F(x, y) = x−y+1 and its partial derivative ∂F ∂y (x, y) = −1 are defined and
continuous at all points (x, y).
The theorem guarantees that a solution to the ODE exists in some open interval centered at 1, and that
this solution is unique in some (possibly smaller) interval centered at 1.

In fact, an explicit solution to this equation is y(x) = x + e 1−x.

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