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    Picard's Existene Theorem (Statement Only)

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    groy4732
    The document summarizes the Picard-Lindelöf theorem, which establishes the existence and uniqueness of solutions to initial value problems for ordinary differential equations. It first introduces relevant definitions and theorems about normed vector spaces and complete metric spaces. It then states the Picard-Lindelöf theorem, which guarantees a unique solution if the function f is continuous, bounded, and Lipschitz continuous in its second argument. The proof constructs a complete metric space X of possible solutions and shows that the operator T defined by the integral equation is a contraction, ensuring a unique fixed point and thus a unique solution by the contraction mapping principle.

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    Picard's Existene Theorem (Statement Only)

    Uploaded by

    groy4732
    32 views3 pages
    The document summarizes the Picard-Lindelöf theorem, which establishes the existence and uniqueness of solutions to initial value problems for ordinary differential equations. It first introduces relevant definitions and theorems about normed vector spaces and complete metric spaces. It then states the Picard-Lindelöf theorem, which guarantees a unique solution if the function f is continuous, bounded, and Lipschitz continuous in its second argument. The proof constructs a complete metric space X of possible solutions and shows that the operator T defined by the integral equation is a contraction, ensuring a unique fixed point and thus a unique solution by the contraction mapping principle.

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    Picard's Existene Theorem(statement only)

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    The document summarizes the Picard-Lindelöf theorem, which establishes the existence and uniqueness of solutions to initial value problems for ordinary differential equations. It first introduces relevant definitions and theorems about normed vector spaces and complete metric spaces. It then states the Picard-Lindelöf theorem, which guarantees a unique solution if the function f is continuous, bounded, and Lipschitz continuous in its second argument. The proof constructs a complete metric space X of possible solutions and shows that the operator T defined by the integral equation is a contraction, ensuring a unique fixed point and thus a unique solution by the contraction mapping principle.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    32 views3 pages

    Picard's Existene Theorem (Statement Only)

    Uploaded by

    groy4732
    The document summarizes the Picard-Lindelöf theorem, which establishes the existence and uniqueness of solutions to initial value problems for ordinary differential equations. It first introduces relevant definitions and theorems about normed vector spaces and complete metric spaces. It then states the Picard-Lindelöf theorem, which guarantees a unique solution if the function f is continuous, bounded, and Lipschitz continuous in its second argument. The proof constructs a complete metric space X of possible solutions and shows that the operator T defined by the integral equation is a contraction, ensuring a unique fixed point and thus a unique solution by the contraction mapping principle.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Picard-Lindelöf Theorem

    Lecture 4
    Math 634
    9/8/99

    Theorem The space C([a, b]) of continuous functions from [a, b] to R n equipped
    with the norm
    
    kf k∞ := sup |f (x)| x ∈ [a, b]
    is a Banach space.

    Definition Two different norms k · k1 and k · k2 on a vector space X are


    equivalent if there exist constants m, M > 0 such that
    mkxk1 ≤ kxk2 ≤ Mkxk1
    for every x ∈ X .

    Theorem If (X , k · k1 ) is a Banach space and k · k2 is equivalent to k · k1 on


    X , then (X , k · k2 ) is a Banach space.

    Theorem A closed subspace of a complete metric space is a complete metric


    space.

    We are now in a position to state and prove the Picard-Lindelöf Existence-


    Uniqueness Theorem. Recall that we are dealing with the IVP
    (
    ẋ = f (t, x)
    (1)
    x(t0 ) = a.

    Theorem (Picard-Lindelöf) Suppose f : [t0 − α, t0 + α] × B(a, β) → R n is


    continuous and bounded by M. Suppose, furthermore, that f (t, ·) is Lipschitz
    continuous with Lipschitz constant L for every t ∈ [t0 − α, t0 + α]. Then (1)
    has a unique solution defined on [t0 − b, t0 + b], where b = min{α, β/M}.

    Proof. Let X be the set of continuous functions from [t0 −b, t0 + b] to B(a, β).
    The norm
    
    kgkw := sup e−2L|t−t0 | |g(t)| t ∈ [t0 − b, t0 + b]

    1
    is equivalent to the standard supremum norm k · k∞ on C([t0 − b, t0 + b]), so
    this vector space is complete under this weighted norm. The set X endowed
    with this norm/metric is a closed subset of this complete Banach space, so X
    equipped with the metric d(x1 , x2 ) := kx1 − x2 kw is a complete metric space.
    Given x ∈ X , define T (x) to be the function on [t0 − b, t0 + b] given by
    the formula
    Z t
    T (x)(t) = a + f (s, x(s)) dx.
    t0

    Step 1: If x ∈ X then T (x) makes sense.


    This should be obvious.
    Step 2: If x ∈ X then T (x) ∈ X .
    If x ∈ X , then it is clear that T (x) is continuous (and, in fact, differentiable).
    Furthermore, for t ∈ [t0 − b, t0 + b]
    Z t Z t
    |T (x)(t) − a| = f (s, x(s)) ds ≤ |f (s, x(s))| ds ≤ Mb ≤ β,
    t0 t0

    so T (x)(t) ∈ B(a, β). Hence, T (x) ∈ X .


    Step 3: T is a contraction on X .
    Let x, y ∈ X , and note that kT (x) − T (y)kw is
    ( Z t )
    −2L|t−t0 |
    sup e [f (s, x(s)) − f (s, y(s))] ds t ∈ [t0 − b, t0 + b] .
    t0

    For a fixed t ∈ [t0 − b, t0 + b],


    Z t
    −2L|t−t0 |
    e [f (s, x(s)) − f (s, y(s))] ds
    t0
    Z t
    −2L|t−t0 |
    ≤e |f (s, x(s)) − f (s, y(s))| ds
    t0
    Z t
    −2L|t−t0 |
    ≤e L|x(s) − y(s)| ds
    t0
    Z t
    −2L|t−t0 |
    ≤ Le kx − ykw e2L|s−t0 | ds
    t0
    kx − ykw 
    = 1 − e−2L|t−t0 |
    2
    1
    ≤ kx − ykw .
    2

    2
    Taking the supremum over all t ∈ [t0 −b, t0 +b], we find that T is a contraction
    (with λ = 1/2).
    By the contraction mapping principle, we therefore know that T has a
    unique fixed point in X . This means that (1) has a unique solution in X
    (which is the only place a solution could be).

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