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Osgood's criterion gives uniqueness without a Lipschitz bound
Statement
Suppose a continuous vector field has a state modulus satisfying the Osgood divergence condition on a neighborhood of two solution graphs. Then the Osgood divergence condition gives uniqueness of solutions through the same initial value, on both sides of the initial time.
The Osgood divergence condition gives uniqueness of solutions through the same initial value.
Facts & Assumptions
Given: Two solutions through the same initial value and an Osgood state modulus .
The Euclidean inner product satisfies (The Euclidean inner product on ).
The chain rule differentiates a differentiable composite without dividing by the inner increment (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
The Osgood condition is the divergence of for a positive modulus away from zero (Moduli of continuity and the Osgood divergence condition).
An integrable derivative satisfies the endpoint-increment formula (The second fundamental theorem: if is differentiable on with and is integrable, then ).
The integral function of a continuous function on a nondegenerate interval is a primitive of that function (Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive ).
Proof
Put ; differentiation by [L3], [L1], [L2], and the modulus estimate give .
Suppose, for contradiction, that becomes positive after the initial time, and choose a time before can leave the modulus neighborhood. For , put . Then step 1.1 and monotonicity of give .
By [L6], has derivative on the positive interval in use. Apply [L3] and [L5]: since , step 2.1 gives . As , the left side diverges by [L4] because , a contradiction. Reflection proves the backward direction, and repeating the local argument at every agreement time gives uniqueness on the whole common interval.
Depends on
- Moduli of continuity and the Osgood divergence condition
- First-order systems, initial value problems, and solutions on intervals
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- Every continuous function on an interval has a primitive; two primitives differ by a constant; and $\int_a^b f = G(b)-G(a)$ for any primitive $G$
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
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Sources
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, Ch. 2 (standard reference, not scraped)
- Jiri Lebl, Basic Analysis I, Section 6.3 (standard reference, not scraped)