Prove Local Uniqueness of DE Solutions on Interval

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SUMMARY

The discussion focuses on proving the local uniqueness of solutions to differential equations (DE) on an interval using the Picard–Lindelöf theorem. It establishes that if a function is locally Lipschitz, then for two solutions x(t) and y(t) that coincide at some point s in the interval J, there exists a positive number delta such that x=y on the interval (s-delta, s+delta)∩ J. The proof converts the initial value problem (IVP) into an integral equation, demonstrating that the operator P defined by the integral is a contraction, thus ensuring the existence of a unique fixed point and consequently a unique solution to the IVP.

PREREQUISITES
  • Understanding of differential equations and initial value problems (IVP)
  • Familiarity with the Picard–Lindelöf theorem
  • Knowledge of Lipschitz continuity and its implications
  • Basic concepts of fixed-point theory in functional analysis
NEXT STEPS
  • Study the proof of the Picard–Lindelöf theorem in detail
  • Explore applications of Lipschitz continuity in differential equations
  • Learn about fixed-point theorems and their relevance in various mathematical contexts
  • Investigate numerical methods for solving initial value problems
USEFUL FOR

Mathematicians, students of differential equations, and researchers interested in the uniqueness of solutions to initial value problems will benefit from this discussion.

onie mti
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if a function ls locally lip then considering this diff eq x'(t)= f(x(t) where now x and y are solutions of the DE on some interval J
and x(s)=y(s) for some s in J. then how can I prove that there exists a positive number delta such that x=y on (s-delta, s+delta)∩ J
 
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The proof of the Picard–Lindelöf theorem converts the original IVP
\begin{align*}
x'(t)&=f(x(t))\\
x(t_0)&=x_0
\end{align*}
into an integral equation
\[
x(t)=x_0+\int_{t_0}^tf(x(s))\,ds.\qquad{(*)}
\]
Define an operator $P(x)(t)=x_0+\int_{t_0}^tf(x(s))\,ds$, so (*) becomes
\[
x(t)=P(x).
\]
Thus, $x(t)$ is a fixpoint of $P$ iff $x(t)$ is a solution to the original IVP. The proof shows that there exists a $\delta$ such that $P$ is a contraction on $C[t_0-\delta,t_0+\delta]$ and thus has a unique fixpoint. Therefore, the solution to the IVP is also unique.
 

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