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The document discusses the maximal interval of existence for solutions to initial value problems of the form ẋ = f(x), x(0) = x0. It shows that there exists a unique solution defined on an open maximal interval (α, β), and if the solution extends to the boundaries α or β, the limit must exist and be on the boundary of the domain of f. Several examples are provided to illustrate these properties.

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Andrëithäp Alizz
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66 views3 pages

Sec2 4 PDF

The document discusses the maximal interval of existence for solutions to initial value problems of the form ẋ = f(x), x(0) = x0. It shows that there exists a unique solution defined on an open maximal interval (α, β), and if the solution extends to the boundaries α or β, the limit must exist and be on the boundary of the domain of f. Several examples are provided to illustrate these properties.

Uploaded by

Andrëithäp Alizz
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 PDF, TXT or read online on Scribd
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2.

4 The Maximal Interval of Existence


In this section we show that the initial value problem

ẋ = f (x), x(0) = x0 . (1)

has a unique solution x(t) defined on a maximal interval of existence (α, β). Furthermore, if β < ∞
(α > −∞) and if  
lim− x(t) = L lim+ x(t) = L
t→β t→α

exists, then L ∈ Ė, the boundary of E. On the other hand, if the above limit exists and L ∈ E, then
β = ∞, f (L) = 0.

Continuation of the solution


Example 1. Consider the IVP
ẋ = tx, x(0) = 1.
Here f (t, x) = tx is continuous on R2 is Lipschitz continuous in x in any set of the form

D = {(t, x) : |t| ≤ a, |x − 1| ≤ b}.

In order to find h and hence I = [−h.h], we use


b b
h = min{a, } = min{a, }. Thus for any value for a and b, we will always have h < 1.
M a(b + 1)
b
(h ≤ a and h ≤ a(b+1) < a1 .)
2
On the other hand, the solution is x(t) = et /2 is defined for all t ∈ R.
Thus the existence and uniqueness theorem can only guarantee the existence of a solution in a
small interval [t0 − h, t0 + h] whereas in practice the solution will exist in a much larger interval.
To find the largest interval of existence we apply the existence and uniqueness theorem succes-
sively. Suppose that f ∈ C 1 (E) for some open subset E of Rn containing x0 . Applying the theorem
we find h1 and a solution u1 (t) defined on I1 = [t0 − h1 , t0 + h1 ].
Now let t1 = t0 + h1 , x1 = u1 (t1 ). If x1 still in E, we can applying the theorem to the new IVP

ẋ = f (x), x(t1 ) = x1 ,

to we get a new h2 and a solution u2 (t) defined on I2 = [t1 − h2 , t1 + h2 ]. In I1 ∩ I2 , u1 and u2


coincide (since both satisfy the differential equation and the initial condition x(t1 ) = x1 .) Therefore
the function 
 u1 (t), t0 − h1 ≤ t ≤ t1 ,
u(t) =
u2 (t), t1 ≤ t ≤ t1 + h2 ,

also satisfies the original initial value problem. In this way, we can extend the solution to a much
larger interval (α, β), where α and β are such that as t → α+ or t → β − , x(t) approaches the
boundary of E.
Theorem 1. Let E be an open subset of Rn and assume that f ∈ C 1 (E). Then for each point x0 ∈ E,
there is a maximal interval J on which the initial value problem (1) has a unique solution, x(t); i.e.,
if the initial value problem has a solution y(t) on an interval I then I ⊆ J and y(t) = x(t) for all
t ∈ I. Furthermore, the maximal interval J is open; i.e., J = (α, β).
Definition. (Maximal interval of existence )
The interval (α, β) in Theorem 1 is called the maximal interval of existence of the solution x(t) of
the initial value problem (1) or simply the maximal interval of existence of the initial value problem
(1).

Corollary 1. Let E be an open subset of Rn and assume that f ∈ C 1 (E) and let (α, β) be the maximal
interval of existence of the solution x(t) of the initial value problem (1). If β < ∞ (α > −∞) and if
 
lim− x(t) = L lim+ x(t) = L ,
t→β t→α

then L ∈ Ė.

Example 1. Consider
ẋ = x2 , x(0) = 1.
The function f (x) = x2 ∈ C 1 (R) and the initial value problem has a unique solution given by
1
x(t) = .
1−t
The solution is defined on its maximal interval of existence (α, β) = (−∞, 1). Furthermore

lim x(t) = ∞.
t→1−

Example 2. Consider ẋ = −1/2x, x(0) = 1. The solution is given by


√
x(t) = 1 − t.

The solution is defined on its maximal interval of existence (α, β) = (−∞, 1). The function
f (x) = −1/(2x) ∈ C 1 (E), where E = (0, ∞) and Ė = {0}. Note that

lim x(t) = 0 ∈ Ė.


t→1−

Example 3. Consider the IVP


−t
ẋ = , x(0) = 1.
x
It is equivalent to the autonomous system
−x1
ẋ1 = 1, ẋ2 =
x2
x1 (0) = 0, x2 (0) = 1.
Thus f (x1 , x2 ) = (1, − x1 /x2 ) is not continuous when x2 = 0. Since the initial value is x2 (0) = 1, f
satisfies the condition of the theorem on E = {(x1 , x2 ) | x2 > 0}, the upper
√ half plane.
In fact the solution of the given IVP is x1 (t) = t, x2 (t) = 1 − t2 , which is defined for
t ∈ (−1, 1). As t → 1− or t → −1+ , (x1 (t), x2 (t)) → (±1, 0) which is on the boundary of E,
Ė = {(x1 , x2 ) | x2 = 0}.

2
Example 4. Consider the initial value problem

x˙1 = −x2 /x23 , x1 (1/π) = 0,


x˙2 = x1 /x23 , x2 (1/π) = −1
x˙3 = 1, x3 (1/π) = 1/π.

The solution is given by  


sin(1/t)
x(t) = cos(1/t) .
t
The solution
 is defined
 on its maximal interval of existence (α, β) = (0, ∞). The function
2
−x2 /x3
f (x) =  x1 /x23  ∈ C 1 (E), where E = {(x1 , x2 , x3 ) ∈ R3 : x3 > 0}. Note that lim+ x(t) does not
t→0
1
exist.

Remark. A particular situation occurs most frequently; this when f (t, x) ∈ C 1 (E) with E = I × Rn
for some interval I (I may be R). In this case, either the solution is defined for all t ∈ I or it
becomes unbounded and hence it is defined in smaller subinterval. Thus if we know that the solution
is bounded, the we can find I directly from the equation.

Theorem 2. (Linear equations )


Suppose that A(t) and g(t) are continuous on the interval I containing 0. Then for any x0 the linear
initial value problem
ẋ = A(t)x + g(t), x(0) = x0
has a unique solution defined for all t ∈ I.

Problems: 1,2

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