Lipschitz Condition, Uniqueness and Existence of ODE

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Homework Help Overview

The discussion revolves around an initial value problem (IVP) involving a differential equation, specifically examining the Lipschitz condition and its implications for the existence and uniqueness theorem in the context of ordinary differential equations (ODEs).

Discussion Character

  • Conceptual clarification, Assumption checking

Approaches and Questions Raised

  • Participants explore the continuity of the function involved and the implications of the partial derivative with respect to y. There is an examination of whether the Lipschitz condition holds and how this relates to the existence and uniqueness theorem.

Discussion Status

Participants are actively questioning the validity of the Lipschitz condition based on the behavior of the partial derivative near certain values of y. There is a recognition that the existence and uniqueness theorem may not apply due to the failure of this condition, although terminology around this failure is being clarified.

Contextual Notes

There is a specific focus on the behavior of the function and its derivatives at the boundaries of the defined set, particularly at y = ±1, which is central to the discussion of the Lipschitz condition.

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Homework Statement



Find a solution of the IVP

\frac{dy}{dt} = t(1-y2)\frac{1}{2} and y(0)=0 (*)

other than y(t) = 1. Does this violate the uniqueness part of the Existence/Uniqueness Theorem. Explain.

Homework Equations



Initial Value Problem \frac{dy}{dt}=f(t,y) y(t0)=y0 has a solution if f is continuous on B = [t0,t0 + a] x [y0-b,y0+b]


The Attempt at a Solution



So when I solved * by separation of variables, my solution

y(t)= sin(t2+\frac{πk}{2}) where k = ±1,±2,...

f(t,y) = t(1-y2)\frac{1}{2}
So \frac{∂f}{∂y} = ty(1-y2)\frac{-1}{2}

I want to say that that as long as |y|≤ 1, f(t,y) is continuous and because the set B is closed, there exists a Maximum value M = max(t,y)\inB|\frac{∂f}{∂y}|, this is the Lipschitz condition and f satisfies this condition.
 
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No, that's not true. The partial derivative is what you say (you mean that last "-1/2" to be an exponent) but that goes to infinity at y= 1 so there is no such maximum value.

f is continuous, and so has a maximum on a closed and bounded set, but \partial f/\partial y is not.
 
yes sorry that should be raised to the -1/2. I just saw that. So because ∂f/∂y goes to infinity at y=±1, does this mean that the Lipschitz condition failed and that means and that the existence and uniqueness theorem is violated?
 
Last edited:
Yes, the Lipschitz condition fails so the existence and uniqueness theorem does NOT APPLY. (I would not say it is "violated". That would imply a situation where the hypotheses are true and the conclusion is false- a counterexample.)
 

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