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A maximal ODE solution cannot remain in a compact tube to a finite endpoint

Statement

Let d≥1 and D⊆R×Rd be open, and let f:D→Rd be continuous and locally Lipschitz in the state variable. There is no maximal solution x:I→Rd of x′=f(t,x) whose interval has a finite right endpoint b and for which some t0∈I, t0<b, and compact set C⊆D satisfy (t,x(t))∈C for every t∈[t0,b). The compact tube condition supplies boundedness of f along the graph and a limit point inside the open domain.

Facts & Assumptions

Given: The ODE, maximal solution, finite endpoint b, and compact tube C in the Statement.

[F1]

First-order systems, initial value problems, and solutions on intervals: a solution is differentiable on its interval, remains in D, and satisfies x′(t)=f(t,x(t)).

[F2]

Extensions, maximal solutions, maximal intervals, and global solutions: maximality means that no solution on a strictly larger interval restricts to x.

[F3]

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.

[F4]

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∈(a,b) with f(b)−f(a)=f′(c)(b−a): 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 M, the function is M-Lipschitz.

[F5]

The reals are complete: every Cauchy sequence of real numbers converges to a real number.

[F7]

Picard-Lindelöf local existence and uniqueness for first-order systems: for continuous locally state-Lipschitz f on an open domain, an initial point in the domain has a local solution through it.

[F8]

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

1.1givenF1F3F4construct

For each coordinate fi, compactness of C and [F3] give a finite bound Mi for ∣fi∣ on C. Put M:=∑i=1dMi. For s<t in [t0,b), [F1] gives ∣xi′(u)∣=∣fi(u,x(u))∣≤Mi for every u∈(s,t); [F4] yields ∣xi(t)−xi(s)∣≤Mi(t−s). Summing coordinate differences shows ∥x(t)−x(s)∥2≤M(t−s).

2.1F1F5F6step 1.1construct

Choose the explicit sequence tn:=b−(b−t0)/(n+1). It increases to b, and [F1] and step 1.1 make each coordinate of x(tn) Cauchy. By [F5] each coordinate has a limit; call the resulting vector xb. The same Lipschitz estimate in step 1.1 implies x(t)→xb as t↑b. Thus (tn,x(tn))→(b,xb) in Euclidean space. Since every term lies in C, [F6] gives (b,xb)∈C⊆D.

3.1F1F4F7step 2.1algebra

By [F7] there is a local solution z through (b,xb). If b∈I, continuity of the solution at its endpoint gives x(b)=xb; if b∉I, define the endpoint value x(b):=xb. For each coordinate and each t<b sufficiently close to b, the real mean value theorem [F4] applied to this continuous extension on [t,b] gives a point c∈(t,b) with (xi(b)−xi(t))/(b−t)=fi(c,x(c)). Continuity of f and x(c)→xb makes this quotient tend to fi(b,xb) as t↑b. Hence the left derivative at b equals f(b,xb), which is also the right derivative of z.

4.1F2F8step 3.1∎

The endpoint extension and z agree at b, and [F8] glues the original solution, its endpoint value, and z 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.

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