Lecture 7

Continuous Dependence solution

of the on the

data
given
x1 =
f- Ltsxt x ( to)= Is -
① → ICH

② → E- Hi
alto ) x2
od of It, )4 )
-
=
=

Assume ① & ② has unique solution

This
as

interval I Gf d
g are continuous on I b- x )
,

then if gltsx ) /
<
/ flt ,
man x) - c-

134-0121 <
f
for some E) 0
, 870 then

solution
1 set , -

Easy , gekdt-t.tl +
ga (
eklt-H.gg
K is Lipschitz constant af f.
 t
Pf jets - Elt ) = sci -
sie t
Jf[ Cs , Ios) -

,É
gls

t to

=
04 - →
q +
J[f Is , Icss ) -

fcs Ecs) )
,
)
ds

to

t
fcs Ecs ) ) gees Ecs )) ) ok
[
-

, ,

t$t*tos
to

/ ICH -

EN E la ,
-

$21 t k $154s
to
) -

Ecs) ) d)
 t

C- ( t ) =

§ jilts ) -
Ects ) / d)

to

to )
'
C- (t ) K C- (f) E 1h Dal t c- Ct -
-
-

G- 8 + c- ( t
-

to )

e-klt-t.lt to ) Kes
told,
-

'
éklt g g e-
-

E- ( t ) g
to
t
e-
K 's
-501dg
t e
J ( s -
to )

]
t
't
÷fnLt
k

¥ I
-

Safe e- + to
+
- -

= -

e-
kit too
-
µElt)<£[ek't-↳-1]_C_②[k(l-tdt +
Ego
e
klt -
to )

to )
It
5-41-1 / t c-
f KE
-

I sit) -

s +

c-
✗ t 8 -

% [ Kitto )tD

eklt
-
to ) c- (t)
÷
+ +

to )
ekft
-

H
feklt ez
-

+
=
-

÷
t" to
feklt ( eklt
-

Eu
-

=
*
Semilinea ODE -

Nonlinear ODE → Semilunar Case

Methods Nonlinear first order ODES

for
-

① Exact equation .

Integrating factor
ÉÉ_E .

> t c- I C IR
I ( t) : I → pin
É c- Rn

]
"'

!
° "

(
ñH1= £1B

and ,

§
"
: I ✗ pi→ IR ant
tilt ,

) (
" .
-

Alton

(
' =
:
I :-( t I ) =

, i a
th
'

/ t.si ,
-

fniltssi ) ,

C- Rh
sci =
f , It , It
old =
f, It ,
It

)
'
I
✗ n' = fnlt ,
 System representation .

( Jin )
'

Ji '
=
f→ It , I )
'
ñ"= Y

I=-a'
' ' '

É =
f- It , I ) existence uniqueness and
,

well -

posed ness at IThe corresponding

F- up .

±
Jin Ito )=9n
.

34 / to )
-

- Gi
,
✗ g. Ito) : A2 -
- -

value of
YER
absolute d-
Ix -

y ) =

C-
IF

vector it is not same .

✗ É -

É 11 what shall be this norm -

,
 prod
'

"

Ii 112h → gunner
'

g- c-

Euclidean Norm .

1) I
'

-511£ =
£-qjtHn-Tn
✓

distance norm .

induced by
inner product :

°
> ¥71 b -1-2 They are not
%
'

( ch Yi )$t coin ynjb )

Hp
-

J
' =
- -

III -

Also a norm .

+ =L Yal
Y.lt Hn
Her
-

13h Jilt
1) I'-511
-
-

=
, -

✓ -

mint / "i -
bit }
III I'll
'
- =
@
Good
thing .

1) I
'
-

JH
→ vector norm .

No need to mention which norm .

"
R ☒ I ✗ 112 a. b > 0

{ ( t.IT/ft-tolEa,llI-Jio11sb }

f-
"

An IR said
I ✗ → is to be Lipschitz
'

>

if f- and
'

continues in I is continues
-

s.tl/ff-
3- L so

III. 51£
t.gs 11 L
-

E
(
> '

It I )
-

>
 >

Local Existence Let f- continuous

This : be a

vector valued function defined on

1157-5%11 Eb
} for boo
{
a.
R= It
-

to / ← a ,

and suppose f→ is
Lipschitz continuous on R w -
r - t -

the
t-heha.to/uharw#uniq
'

I
'
second variable '
,
Iup
,
exist
-

in a
neighbourhood af to

It -1-01 Eh h :
mmfa.bg }
M =
man 117T¥ ,
I's
/I
R

' '

JE
'
=
f- IHI )
'
I lfol =
IS
 PII Piccard iterations :

Dio = I' o

Ñu+ ,
Its Io +
ft f ( s.I.ua ) Is

to

vector integral equation .

uniformly x→Ct ,
{ Entity converges to

"

[ Replace absolute value % 11 3

4
.
 Global existence → same as scalar case -

I.
.
{ it
-

toica ,
c- pi
}

solution
Lipschitz continues Global
'

if f- is =)

this strip

%
"

AIR

> t c- *

¥É

""
continua dependence =) pooof is exactly the same .
Linear systems at equations .

Tilts
'
Jilts
g-
> '
I a) = + Iti
t,
matrix

]
Antti
¥ a. alt )
-

(
ault )
-

It / =

annett
-

continuous ion I
I = It -
to / Ea ,
it aij , ,
are

Lipschitz
§ will be
'

Ji
'
f- ( t.si ) = ,
continuous
= -

aij are also bounded = ,

✗ ct.FI/--f/AlHI'-ATtiJ 'll
'

f-
'

f- ( t.si ) -

TÉ Itt is also continuous .

tÉ : I →
pi
"

511
'
L
E HI -

I
☒
n
✗

Mi ; Mi , ma
"
aejct ,
L
'

= man =
I
e; .

13¥:/ =p :|

↳ bound
Lipschitz
.

.
 Let
'

Time f- It .si )
I' = = Alt > Jilt > + g- Ct )

then
"

If Jio c- 112 7 a unique solution

/ and
aij (f) are continuous as I -

to
Ibup

|5iitoi
Is
'
= AI 't ) 1- Jit ,

oh I -