Lipschitz Condition, Uniqueness and Existence of ODE

In summary, the conversation discusses finding a solution for a given initial value problem, with the question of whether the uniqueness part of the Existence/Uniqueness Theorem is violated. The attempt at a solution includes a potential solution and a discussion of the Lipschitz condition, which ultimately leads to the conclusion that the theorem does not apply in this case.
  • #1
BrainHurts
102
0

Homework Statement



Find a solution of the IVP

[itex]\frac{dy}{dt}[/itex] = t(1-y2)[itex]\frac{1}{2}[/itex] and y(0)=0 (*)

other than y(t) = 1. Does this violate the uniqueness part of the Existence/Uniqueness Theorem. Explain.

Homework Equations



Initial Value Problem [itex]\frac{dy}{dt}[/itex]=f(t,y) y(t0)=y0 has a solution if f is continuous on B = [t0,t0 + a] x [y0-b,y0+b]


The Attempt at a Solution



So when I solved * by separation of variables, my solution

y(t)= sin(t2+[itex]\frac{πk}{2}[/itex]) where k = ±1,±2,...

f(t,y) = t(1-y2)[itex]\frac{1}{2}[/itex]
So [itex]\frac{∂f}{∂y}[/itex] = ty(1-y2)[itex]\frac{-1}{2}[/itex]

I want to say that that as long as |y|≤ 1, f(t,y) is continuous and because the set B is closed, there exists a Maximum value M = max(t,y)[itex]\inB[/itex]|[itex]\frac{∂f}{∂y}[/itex]|, this is the Lipschitz condition and f satisfies this condition.
 
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  • #2
No, that's not true. The partial derivative is what you say (you mean that last "-1/2" to be an exponent) but that goes to infinity at y= 1 so there is no such maximum value.

f is continuous, and so has a maximum on a closed and bounded set, but [itex]\partial f/\partial y[/itex] is not.
 
  • #3
yes sorry that should be raised to the -1/2. I just saw that. So because ∂f/∂y goes to infinity at y=±1, does this mean that the Lipschitz condition failed and that means and that the existence and uniqueness theorem is violated?
 
Last edited:
  • #4
Yes, the Lipschitz condition fails so the existence and uniqueness theorem does NOT APPLY. (I would not say it is "violated". That would imply a situation where the hypotheses are true and the conclusion is false- a counterexample.)
 

Related to Lipschitz Condition, Uniqueness and Existence of ODE

1. What is the Lipschitz condition in terms of ODE?

The Lipschitz condition is a mathematical condition that is used to ensure the uniqueness and existence of a solution to a differential equation. It states that the rate of change of the dependent variable in the differential equation is bounded by a constant multiple of the independent variable. In simpler terms, the Lipschitz condition ensures that the solution to the differential equation does not change too rapidly.

2. How does the Lipschitz condition guarantee the existence of a solution to an ODE?

The Lipschitz condition guarantees the existence of a solution to an ODE by ensuring that the solution does not have any abrupt changes or discontinuities. This allows us to use analytical methods to solve the differential equation and find a unique solution. If the Lipschitz condition is not satisfied, the solution may not exist or may not be unique.

3. What role does the Lipschitz condition play in proving the uniqueness of a solution to an ODE?

The Lipschitz condition is a key component in proving the uniqueness of a solution to an ODE. It ensures that the solution is not affected by small changes in the initial conditions or in the independent variable. This allows us to show that there can only be one possible solution to the differential equation.

4. How does the Lipschitz condition relate to the stability of a solution to an ODE?

The Lipschitz condition is closely related to the stability of a solution to an ODE. A solution that satisfies the Lipschitz condition is considered to be stable because it is not affected by small changes in the initial conditions. In contrast, a solution that does not satisfy the Lipschitz condition is considered to be unstable as small changes in the initial conditions can lead to drastically different solutions.

5. Can the Lipschitz condition be used to solve any type of ODE?

No, the Lipschitz condition can only be used to solve certain types of ODEs, specifically those that are first-order and can be written in the form of y' = f(x,y). It cannot be used to solve higher-order or more complex ODEs. Additionally, the Lipschitz condition is not always easy to check and may require advanced mathematical techniques to prove its validity.

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