Existence-uniqueness: Difference between revisions

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(Created page with "Consider an IVP for a general first order scalar ODE. <math> \begin{cases} y' = f(t,y)\\ y(t_0) = y_0 \end{cases} </math> The '''existence-uniqueness theorem''' theorem states that if <math>f(t,y)</math> and its derivative w.r.t. y is continuous in some rectangle <math>a<t<b</math>, <math>c<y<d</math> about <math>(t_0, y_0)</math>, then there exists a unique solution of the IVP defined for some time interval <math>a'<t<b'</math> about...")
 
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Geometrically, <math>f(t,y)</math> is the slope. Consider the vector <math>(1,f(t,y))</math>. This vector would be tangential to the movement of the curve.
Geometrically, <math>f(t,y)</math> is the slope. Consider the vector <math>(1,f(t,y))</math>. This vector would be tangential to the movement of the curve.


[[Category:Differential Equation]]
[[Category:Differential Equations]]

Revision as of 19:29, 17 May 2024

Consider an IVP for a general first order scalar ODE.

The existence-uniqueness theorem theorem states that if and its derivative w.r.t. y is continuous in some rectangle , about , then there exists a unique solution of the IVP defined for some time interval about .

Notes

The time interval may be much shorter than . The solution gives no information on the time interval. This means that the solution can go off to undefined values even when the inputs are defined.

Geometric intuition

Geometrically, is the slope. Consider the vector . This vector would be tangential to the movement of the curve.