Let U⊂Rn be an open set, let f:U→Rn be Lipschitz in U with constant k≥0. Let x0∈U and 1. r>0 small enough s.t. B(x0,r)={x∈Rn:∥x−x0∥≤r}⊂U 2. M=x∈B(x0,r)sup∥f(x)∥ 3. a>0 s.t. a≤Mr and a<k1
Then ∀t0∈R,∃!f∈C1([t0−a,t0+a];B(x0,r)) s.t. {x˙(t)x(t0)=f(x(t))=x0,t∈[t0−a,t0+a] i.e. there exists a unique solution to our initial value problem.