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A first-order initial value problem is equivalent to its Volterra integral equation
Statement
Let , let be open, let be continuous, let , let be order-convex with at least two elements, and let be continuous with and . A curve solves the IVP if and only if it satisfies the associated Volterra integral equation. Explicitly, the equation is
The integral is oriented, so the assertion applies on either side of .
Facts & Assumptions
Given: The data in the Statement and componentwise vector integration as in The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral.
If a differentiable has integrable derivative, then (If is differentiable with integrable then ; and a bounded derivative makes Lipschitz).
If is order-convex with at least two elements, is continuous, and , then is a primitive of on (Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive ).
Every continuous real function on a compact interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Proof
For the forward direction, the identity is immediate at ; for , each component of is continuous and hence integrable by [L3], so [L1] on the closed interval between and , followed by orientation when , gives .
For the reverse direction, [L2] applied componentwise differentiates the displayed integral equation and gives ; at the oriented integral is , so .
Depends on
First-order systems, initial value problems, and solutions on intervals
The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz
Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion
A vector-valued function has a limit, or is continuous, if and only if each of its components does; with the algebra of continuous vector-valued functions
The integral with oriented limits: and