Can You Solve This Week's Problem? Hint: Use Gronwall's Inequality

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SUMMARY

This discussion centers on a mathematical problem involving a Lipschitz function \( g \) and a continuous function \( f \), specifically analyzing the system of differential equations defined by \( x' = g(x) \) and \( y' = f(x)y \). The key conclusion is that this system has at most one solution on any interval for a given initial value, which can be demonstrated using Gronwall's inequality. The original poster acknowledges difficulty in solving the problem, highlighting the complexity often associated with Hirsch-Smale problems.

PREREQUISITES
  • Understanding of Lipschitz continuity
  • Familiarity with Gronwall's inequality
  • Knowledge of differential equations
  • Basic concepts of initial value problems
NEXT STEPS
  • Study the applications of Gronwall's inequality in differential equations
  • Explore the properties of Lipschitz functions in mathematical analysis
  • Review the theory behind Hirsch-Smale problems
  • Practice solving initial value problems involving continuous functions
USEFUL FOR

Mathematicians, students studying differential equations, and anyone interested in advanced calculus or analysis techniques will benefit from this discussion.

Chris L T521
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Here's this week's problem.

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Problem: Let $g:\Bbb{R}\rightarrow\Bbb{R}$ be Lipschitz and $f:\Bbb{R}\rightarrow\Bbb{R}$ be continuous. Show that the system
\[\left\{\begin{aligned} x^{\prime} &= g(x) \\ y^{\prime} &= f(x)y\end{aligned}\right.\]
has at most one solution on any interval for a given initial value.

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Hint: [sp]Use Gronwall's inequality. [/sp]

 
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No one answered this week's problem.

Now about this week's solution...it's rather embarrassing, but I'm still working on it ... (Headbang)

It looked rather easy to me when I picked it, but then for some reason I'm hitting a roadblock on figuring it out (lesson learned: never underestimate the difficulty of a Hirsch-Smale problem). I'll sleep on it tonight and hope to post a solution to this as soon as I possibly can (sometime later today). (Sweating)
 

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