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Picard-Lindelöf Theorem

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ODEControl

Let URnU\subset \mathbb{R}^{n} be an open set, let f:URnf:U\to \mathbb{R}^{n} be Lipschitz in UU with constant k0k\ge 0. Let x0Ux_{0}\in U and 1. r>0r>0 small enough s.t. B(x0,r)={xRn:xx0r}U\overline{B(x_{0},r)}=\{ x\in\mathbb{R}^{n}:\lVert x-x_{0} \rVert\le r \}\subset U 2. M=supxB(x0,r)f(x)M=\sup_{x\in\overline{B}(x_{0},r)} \lVert f(x) \rVert 3. a>0a>0 s.t. arMa\le \frac{r}{M} and a<1ka< \frac{1}{k}

Then t0R,!fC1([t0a,t0+a];B(x0,r))\forall t_{0}\in\mathbb{R}, \exists!f\in C^{1}([t_{0}-a,t_{0}+a];\overline{B(x_{0},r)}) s.t. {x˙(t)=f(x(t))x(t0)=x0,t[t0a,t0+a]\begin{cases} \dot{x}(t)&=f(x(t))\\ x(t_{0})&=x_{0} \end{cases},\quad t\in[t_{0}-a,t_{0}+a] i.e. there exists a unique solution to our initial value problem.