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The fundamental theorem for autonomous smooth ODEs

Statement

Let URn be open and let V:URn be smooth. For every x0U there exist h>0 and an open neighbourhood WU of x0 such that:

  1. for every yW there is a unique solution Φ(,y) of x=V(x) on [h,h] with Φ(0,y)=y;
  2. the map Φ:(h,h)×WU,Φ(t,y)=Φt(y), is smooth in y and C1 in t, with tΦ(t,y)=V(Φ(t,y)) and Φ(0,y)=y.

This is the local smooth flow of the autonomous vector field V.

Facts & Assumptions

Given: A smooth vector field V:URn and a base point x0U.

[F1]

The equation x=V(x) is an autonomous ODE (Autonomous ordinary differential equations).

[L1]

Picard-Lindelof gives unique local solutions (Picard-Lindelöf local existence and uniqueness for first-order systems).

[L2]

Nearby initial values share one common compact local time interval (Nearby initial values share one Picard–Lindelöf time interval and one state cylinder).

[L3]

Every initial value problem has a unique maximal solution (Every Picard–Lindelöf initial value problem has one maximal solution on an open interval).

[L4]

On a common compact local interval, solutions depend smoothly on the initial state (Smooth dependence of solutions on initial data).

Proof

technique · direct
1.1

Since a smooth vector field is continuous and locally Lipschitz, [L1] applies [L1, L2, choose] at (0,x0). The uniform local existence result [L2] therefore gives h>0 and an open neighbourhood W of x0 such that every yW has a unique solution on [h,h], and all these solution graphs stay inside one compact cylinder in R×U.

L1L2choose
2.1

Define Φ(t,y) to be that unique solution value at time t. By [L4] the [L4, step 1.1] map is smooth in the initial state variable y on (h,h)×W. For each fixed y, the curve tΦ(t,y) is a solution, so it is differentiable in t and satisfies tΦ(t,y)=V(Φ(t,y)) with Φ(0,y)=y.

L4step 1.1
3.1

The uniqueness in step 1.1 is exactly the local uniqueness from [L1], and [F1, L1, L3, step 2.1] the maximal-solution theorem [L3] records that these local flows are the local pieces of unique maximal trajectories rather than unrelated solution branches.

F1L1L3step 2.1

Depends on

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