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there are two kinds of functions on a manifold M, i.e. functions f:R-->M, and functions g:M-->R/ These have as derivatives, either a curve of velocity vectors in M along the curve f(R), or gradient vectors in the domain of g.
Thus a differential equation is a vector field on M, i.e. an assignment of a vector to each point of M. A solution is either a function g:M-->R whose gradient at each point of M is the given vector at that point, or a curve f:R-->M whose velocity vector at each point f(t) is the given vector in M at f(t).The theorem is that the first kind of solution, i.e. gradient solution, usually does not exist, [it exists iff i forget what, something about equality of mixed partials,..], but the second kind, the velocity solution, usually does.