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TheoremStatement: Literature-sourcedProof: AI-adapted
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  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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Every Picard–Lindelöf initial value problem has one maximal solution on an open interval

Statement

Every initial value problem satisfying the Picard-Lindelof hypotheses has a unique maximal solution. Its domain is an open interval containing the initial time, and every other solution through the same data is its restriction.

Facts & Assumptions

Given: An IVP satisfying the hypotheses of Picard-Lindelof.

[L1]

A unique local solution exists on an interval around the initial time (Picard-Lindelöf local existence and uniqueness for first-order systems).

[L2]

Locally unique solutions through the same data agree on every overlap (Locally unique ODE solutions agree on overlaps and glue across a common endpoint).

Proof

technique · direct
1.1givenL1L2

Take the union I of the domains of all solutions through the initial point; [L1] makes the family nonempty, and the union of intervals containing t0 is an interval. For t∈I, choose one such solution x:J→Rn with t∈J. By [L1] at (t,x(t)), there is a local solution y on an open interval V about t. By [L2], x and y agree on J∩V, so their union is a solution on J∪V through the original initial point. Hence V⊆I, proving that I is open.

2.1step 1.1L2∎

By [L2], all values assigned at a time in I agree, so their pointwise union is a well-defined solution; every other solution is its restriction, which proves maximality, and the same property forces uniqueness of the maximal solution.

Depends on

Dependency tree · 2 levels

Sources