A neat fact regarding Cauchy problems for infinite systems

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SUMMARY

The discussion establishes the existence of solutions for infinite systems of ordinary differential equations (ODEs) indexed by an arbitrary nonempty set ##\Gamma##. Each scalar function ##f_\gamma## is continuous and bounded on the domain ##[t_1, t_2] \times \mathbb{R}^{n_\gamma}##, where ##n_\gamma## is finite and depends on ##\gamma##. The Cauchy problem defined by ##\dot{x}_\gamma = f_\gamma(t, x_{\sigma_1}, \dots, x_{\sigma_{n_\gamma}})## with initial conditions ##x_\gamma(t_1) = \hat{x}_\gamma## admits a solution ##\{x_\gamma(t)\}_{\gamma \in \Gamma}## with each ##x_\gamma \in C^1[t_1, t_2]##. The proof utilizes Zorn's lemma to handle the infinite-dimensional setting. Uniqueness of solutions does not hold without additional constraints, even in finite-dimensional analogues.

PREREQUISITES

  • Theory of Ordinary Differential Equations (ODEs) in finite and infinite dimensions
  • Continuity and boundedness concepts in functional analysis
  • Zorn's lemma and its application in existence proofs
  • Understanding of Cauchy problems and initial value problems for ODEs

NEXT STEPS

  • Study uniqueness criteria for infinite-dimensional ODE systems, including Lipschitz conditions
  • Explore applications of Zorn's lemma in nonlinear functional analysis
  • Investigate compactness methods and fixed point theorems for infinite systems
  • Analyze stability and continuous dependence of solutions in infinite-dimensional Cauchy problems

USEFUL FOR

Mathematicians and researchers working on infinite-dimensional dynamical systems, functional analysts studying existence theorems, and applied mathematicians modeling systems with infinitely many coupled ODEs will benefit from this discussion.

wrobel
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Hi everyone,

I would like to share a result regarding the existence of solutions for systems of ordinary differential equations with an arbitrary number of variables.

Let ##\Gamma## be an arbitrary nonempty set of indices. For each ##\gamma \in \Gamma##, let ##f_\gamma## be a scalar-valued function depending on a finite number of variables such that:

$$f_\gamma \in C([t_1, t_2] \times \mathbb{R}^{n_\gamma}) \quad \text{and} \quad \sup_{[t_1, t_2] \times \mathbb{R}^{n_\gamma}} |f_\gamma| \le M_\gamma$$
Theorem. The Cauchy problem

$$\dot{x}_\gamma = f_\gamma(t, x_{\sigma_1}, \dots, x_{\sigma_{n_\gamma}}), \quad x_\gamma(t_1) = \hat{x}_\gamma, \quad \gamma \in \Gamma$$
where ##\{\sigma_1, \dots, \sigma_{n_\gamma}\} \subset \Gamma## is a finite subset of indices dependent on ##\gamma##, has a solution ##\{x_\gamma(t)\}_{\gamma \in \Gamma}## such that ##x_\gamma \in C^1[t_1, t_2]## for each ##\gamma \in \Gamma##.
 
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I am confident that this theorem is not new. Its proof relies heavily on Zorn's lemma, which is also not surprising
 
Thanks for sharing this result. Dealing with an arbitrary number of variables in Cauchy problems is always tricky. Does this existence theorem also imply uniqueness under these conditions, or are there additional constraints required for that?
 
Uniqueness does not hold under these conditions, even in the finite-dimensional case.
 

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