Lecture 5: Existence d

Uniqueness
'
x =
f- ( tpc )
and it f- is continuous and
✗ ( to-do

Lipschitz , the 7 a
neighbourhood
af.

( to >
do ) where solution exists .

Piccard 's iteration

{ xnltsy-itmh.at ,

t.us/1t-toK-qM-.max1f-
The
R={
I
(
111-401<-63

Uniqueness It Heh h
mm{ aibm}
-
:

* 1<8 }
Define set
{ t 1 Itt -

Ig =

L which was Lipschitz constant af f an R

choose 870ft ¥1
-

L > 0

,
 Assume we have two solutions -

)yHo
X t X' f- ( tsx )
y
'
=
s -

,
alto = Ho

To Show f- It
.gl/xHi-ylt1/--
yl
-

Ito it t c- -
b. toth

✗ (f) = Not
/ to
f- Is ,
xis , )ds

44 )= slot f- Is , yess )dJ

/ Nlt ) -

yt , / =
/ ftp.ls.xish-fls.ycsblds
to t

← Jt 1 f- Is ,xlsD
-
f- HY 's ) / ds
£ L flow -

yid / ds

to
to
 TEI g

mail
/ ✗ It ) -
yet ] / < so

ftds
Is

txt ) yay
/ 1m¥;
-

1×11-1
-

yet ) s
to

€ Lf max 1M -911-11
Is

1×11-1/-9411
1×41-741-11 Elf
" man
7=9

↳ Is

= ,
Lf

man
contradiction

1×1*-94-11=0
to Lf < 1

Is
h is fixed number
, f sit Lfc 1

is positive fixed number

1-
¥É•→
"

I 1 I 1 )
tooth
to -1 to

[ to h , tooth]
=) Uniqueness
-

on

✗
'
= f- It ,
x )

✗ ¢1 ) : V2

Unique solution on It
 Existence &
Local Uniqueness

we are
always discussing in a small

No)
neighbourhood of / to >

Tim atÉÉn ; ✗

consider a domain ch :[ Csd ] ✗ IR C 1122

continuous ⑧ w.v.t.si
→

Assume f- is t'
Lipschitz on A- Then the

I. v. P ha a unique solution for all

tot [ c. d) defined on [ c. d) .

od -

-
fltsx)
otto)= Do
Proof h= { a.
1m } R :{ It .su/lt.toka
mm

}
=
'
101-161<6
strips

•
Jb
← ( tombs

wa
'
d

c d
to
b-
-
•

Well defined new af Picard iteration

for 1- .

any

✗ nlt ) :
Rot ft
to
f- (
soggy )ds

is wed defined t t [ Csd]

If f is continuous as 12 and Lipschitz on The

then unique solution emits .

No

Peano 's Thin .

If f- is continuous as R then
# neighbourhood at / tosh ) when the solution

ew
No will
proof be
given
.

|xi
'
x-D ✗
"s
is catnuourfunctr
✗ =

so John will exist by

Peano's Thm .
 If f- is Lipschitz in a variable =)
Uniqueness

¥1
e. g.
t c- HEIR

{÷
0

+ """
" "

It -

.
4¥
÷:
t > o ⇐x
→
:
< t2

> t .

2
ye
:-(

44.*
-
It

"
¥
t
.
\ I
 "' L
" <

fl too ) -

f- It -14
,
= ut

I -1,4 f- It 1- 2) → •
f- ,
-

e-
Not Lipschitz in ✗ .

Peano's Thin

f- is continuous function , By 7 a solution .

'
X =
f- It ,x ) ,
✗ (a) = 00

t
'
Xgn+ :
-
£2
Ign
=
, ,

Piccard 's iteration do not converge

.
 f- is continua
Iwai
{ ✗ c- D / full :O
} is
Cloned

Assume we have two solution "

4 , 4

4) ( o ) :
414=0

if 4--1 4 7 a sin

4101 < 4101

S
:{ t c- [ ooo ) I 0/11-7=-411-1 }
non -

empty d its closed =) Sup 5=0

ca

r ES d cfcr ) : Xlr ) .

te ( o
, o]
 t > -

octets
MKT F- -4 Sit

•¥⇐E±É !
'

¢ 1-41<4 '
Iti )

then we also note that

' '
d -
4' =
f- It , 4) -

f- It , 41

30
it t
¢11T ) -

4111-170
contradiction .
 Lecture 6
f- It , a)
'
a =

alto)= do Existence d uniqueness

Maximum interval at existence -

Assume f- is defined everywhere ,

Interval to.CI
,
we want find a
biggest
interval
containing
toll
to
say J s >

is defined on J .
and we can

extend solution Such called

not
beyond J .
a
g- is

maximum interval of existence -

 f§÷ fdt c
'
x2 = +
✗ =

✗ Cto) = No
t + c

¥
=
-

" =

:# I
x=
I
t
ft -1¥ )
.÷=i
c±
-
.

- • ← t → to +
¥
sets is not defined

E- •
,
to +
¥)
 Let A) solution of oil f- ( t.si )
This ✗ be a =

and f- in is defined for all 1122

suppose , If J

is maximal interval of existence and it is not

,

whole IR
,
then J can not be closed set .

R Assume by contradiction that J is a

closed interval -

Assume J =
[ a. b] ,

Its =
f- Had to c- J is well defined on J
do
alto
I
) =

consider another initial value problem ;

f- It > )
⑥
( )
' x
✗ =
-

(b) = xLib )
As we have local existence of solution
=)
② has a local solution on

Cb , bts] for 8 so

we denote this solution by Xslt -

ttcasb]

Xt1={
0441

01241 tf [ btobts)

claim acts is a solution of

=x1= fetish t c- [as bts)
on

Ufo)= do
sits at t :b Lsat ←

☐xT¥É
X' (b)
"
b- h )
= him at a- →
b
__

h→o

Cb ) f- It 04lb ) )
sch
=
,
=

+ ' b)
a' (b) = dim as = f- ( t ,
a,lb ) )
f. → 0

so is
differentia at t=b because

xicb )=Dq( b) =)
f- It , Dib) ) =
f- ( tg%Cb ) )

=) ☒
'
(5) I DID
contradiction
J is not maximal so a
= ' ,
Thm= If sits is bounded ,
and monotone and f- It ,x)
continuous on 1122 then the solution at IUP exists
,

globally on IR .

Proof .

÷÷÷É
Well -
possednessc
① Existence
② Uniqueness
data
dependence antre
-

③ continuous