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

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The problem involves demonstrating that a system defined by a Lipschitz function g and a continuous function f has at most one solution for given initial values. The hint suggests using Gronwall's inequality as a key tool in the proof. The original poster expresses frustration over their inability to solve the problem, despite initially believing it would be straightforward. They plan to revisit the problem after some rest and aim to provide a solution later. The discussion highlights the challenges of tackling complex mathematical problems, even when they seem simple at first glance.
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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