Understanding Uniqueness and Existence Theorems for ODE's

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SUMMARY

This discussion focuses on the Uniqueness and Existence Theorems for first and second order Ordinary Differential Equations (ODEs). Key insights include the relationship between these theorems and the Banach Fixed Point Theorem, as well as the application of Euler's method for intuitive understanding. The Picard-Lindelöf theorem is highlighted as a foundational concept, emphasizing the iterative nature of finding solution curves through contraction mappings. Understanding these concepts provides a solid framework for grasping the behavior of ODEs.

PREREQUISITES
  • Familiarity with Ordinary Differential Equations (ODEs)
  • Understanding of the Picard-Lindelöf theorem
  • Knowledge of the Banach Fixed Point Theorem
  • Basic proficiency in Euler's method for numerical solutions
NEXT STEPS
  • Study the Picard iterations in detail to visualize the convergence process
  • Explore the Banach Fixed Point Theorem and its applications in ODEs
  • Practice implementing Euler's method for various first and second order ODEs
  • Investigate the proofs of existence and uniqueness for ODEs using different methods
USEFUL FOR

Mathematicians, students of differential equations, and anyone seeking to deepen their understanding of the theoretical foundations of ODEs and their solutions.

manimaran1605
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How to understand Uniqueness and existence theorem for first order and second order ODE's intuitively?
 
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Following up on Strum's comment, it is a corollary of the contraction mapping theorem, a.k.a, Banach fixed point theorem.
 
It's possible to prove existence and uniqueness using Euler's method, so if you understand Euler's method, that gives you some insight. But the actual proof that it works is kind of nasty--at least the one that I saw.

It's basically an iterated mapping from the set of smooth curves to itself that's a contraction mapping, so it has a fixed point that it goes towards, which is the solution curve. If you look carefully at the Picard iterations, it is possible to picture what they are doing. It's integrating all vectors that lie along the previous curve to get the next curve. So, for example, if you started with a stationary curve and there is a non-zero vector there, it will be corrected because it will move in the direction of that vector. The solution curve is the one that gives itself back when this procedure is applied.

Euler's method is a bit easier to understand intuitively.
 

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