Given a differential equation [itex]dy/dt = F(t,y)[/itex], can anyone give me an example that shows no solution exists if [itex]F(t,y)[/itex] is discontinuous?
Check out Darboux's theorem. It says that the derivative of every function have the intermediate value property.
So, if you can find a function f without that property, then you'd know that
[tex]y^\prime=f(t)[/tex]
has no solutions. So, try to find a function without that property...