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A maximal ODE solution cannot remain in a compact tube to a finite endpoint
Statement
Let and be open, and let be continuous and locally Lipschitz in the state variable. There is no maximal solution of whose interval has a finite right endpoint and for which some , , and compact set satisfy for every . The compact tube condition supplies boundedness of along the graph and a limit point inside the open domain.
Facts & Assumptions
Given: The ODE, maximal solution, finite endpoint , and compact tube in the Statement.
First-order systems, initial value problems, and solutions on intervals: a solution is differentiable on its interval, remains in , and satisfies .
Extensions, maximal solutions, maximal intervals, and global solutions: maximality means that no solution on a strictly larger interval restricts to .
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value: a continuous real-valued function on a nonempty compact metric space is bounded.
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : a scalar function continuous on a closed interval and differentiable on its interior has a point where its derivative equals the interval's average rate of change; in particular, if the derivative is bounded in absolute value by , the function is -Lipschitz.
The reals are complete: every Cauchy sequence of real numbers converges to a real number.
Picard-Lindelöf local existence and uniqueness for first-order systems: for continuous locally state-Lipschitz on an open domain, an initial point in the domain has a local solution through it.
Locally unique ODE solutions agree on overlaps and glue across a common endpoint: solutions through a common endpoint agree where they overlap and their adjacent pieces glue to a solution.
Proof
For each coordinate , compactness of and [F3] give a finite bound for on . Put . For in , [F1] gives for every ; [F4] yields . Summing coordinate differences shows .
Choose the explicit sequence . It increases to , and [F1] and step 1.1 make each coordinate of Cauchy. By [F5] each coordinate has a limit; call the resulting vector . The same Lipschitz estimate in step 1.1 implies as . Thus in Euclidean space. Since every term lies in , [F6] gives .
By [F7] there is a local solution through . If , continuity of the solution at its endpoint gives ; if , define the endpoint value . For each coordinate and each sufficiently close to , the real mean value theorem [F4] applied to this continuous extension on gives a point with . Continuity of and makes this quotient tend to as . Hence the left derivative at equals , which is also the right derivative of .
The endpoint extension and agree at , and [F8] glues the original solution, its endpoint value, and into a solution on a strictly larger interval. This contradicts [F2], proving that no maximal solution can satisfy the stated finite-endpoint compact-tube conditions.
Depends on
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- First-order systems, initial value problems, and solutions on intervals
- Extensions, maximal solutions, maximal intervals, and global solutions
- Locally unique ODE solutions agree on overlaps and glue across a common endpoint
- In a Hausdorff space a point and a disjoint compact set, and two disjoint compact sets, have disjoint open neighbourhoods; hence every compact subset is closed, and in a compact Hausdorff space the compact subsets are exactly the closed ones
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- Picard-Lindelöf local existence and uniqueness for first-order systems
- The reals are complete
Used by
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Sources
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, Chapter 2 (standard reference, not scraped)
- Jiri Lebl, Basic Analysis I, Section 6.3 (standard reference, not scraped)