If $vert F(t,x)vert leq alpha (t)vert xvert + beta(t)$ the maximal solutions are global for an ODE
Let $F: mathbb{R} timesmathbb{R}^2 rightarrow mathbb{R}$ localy lipschitz in its second variable. Let the Cauchy problem be:
$$x'=F(t,x),\ x(0) = x_0 $$
Let $alpha : mathbb{R} rightarrow mathbb{R}$ and $beta : mathbb{R} rightarrow mathbb{R}$. Show that if $forall x in mathbb{R}^2, forall t in mathbb{R}$ $$|F(t,x)| leq alpha(t)|x| + beta (t) $$
then any maximal solution is global.
I am unable to do this. I suppose I have to either show that $F$ is uniformly bounded or that it is uniformly Lipschitz, but I have no clue how to do either. Any help will be appreciated.
differential-equations cauchy-problem
add a comment |
Let $F: mathbb{R} timesmathbb{R}^2 rightarrow mathbb{R}$ localy lipschitz in its second variable. Let the Cauchy problem be:
$$x'=F(t,x),\ x(0) = x_0 $$
Let $alpha : mathbb{R} rightarrow mathbb{R}$ and $beta : mathbb{R} rightarrow mathbb{R}$. Show that if $forall x in mathbb{R}^2, forall t in mathbb{R}$ $$|F(t,x)| leq alpha(t)|x| + beta (t) $$
then any maximal solution is global.
I am unable to do this. I suppose I have to either show that $F$ is uniformly bounded or that it is uniformly Lipschitz, but I have no clue how to do either. Any help will be appreciated.
differential-equations cauchy-problem
(by considering $x=0$, $beta$ maps into $[0,infty)$, and by considering $x$ sufficiently large, the same is true for $alpha$)
– Calvin Khor
2 days ago
add a comment |
Let $F: mathbb{R} timesmathbb{R}^2 rightarrow mathbb{R}$ localy lipschitz in its second variable. Let the Cauchy problem be:
$$x'=F(t,x),\ x(0) = x_0 $$
Let $alpha : mathbb{R} rightarrow mathbb{R}$ and $beta : mathbb{R} rightarrow mathbb{R}$. Show that if $forall x in mathbb{R}^2, forall t in mathbb{R}$ $$|F(t,x)| leq alpha(t)|x| + beta (t) $$
then any maximal solution is global.
I am unable to do this. I suppose I have to either show that $F$ is uniformly bounded or that it is uniformly Lipschitz, but I have no clue how to do either. Any help will be appreciated.
differential-equations cauchy-problem
Let $F: mathbb{R} timesmathbb{R}^2 rightarrow mathbb{R}$ localy lipschitz in its second variable. Let the Cauchy problem be:
$$x'=F(t,x),\ x(0) = x_0 $$
Let $alpha : mathbb{R} rightarrow mathbb{R}$ and $beta : mathbb{R} rightarrow mathbb{R}$. Show that if $forall x in mathbb{R}^2, forall t in mathbb{R}$ $$|F(t,x)| leq alpha(t)|x| + beta (t) $$
then any maximal solution is global.
I am unable to do this. I suppose I have to either show that $F$ is uniformly bounded or that it is uniformly Lipschitz, but I have no clue how to do either. Any help will be appreciated.
differential-equations cauchy-problem
differential-equations cauchy-problem
edited 2 days ago
amWhy
192k28224439
192k28224439
asked 2 days ago
John Mayne
1,109719
1,109719
(by considering $x=0$, $beta$ maps into $[0,infty)$, and by considering $x$ sufficiently large, the same is true for $alpha$)
– Calvin Khor
2 days ago
add a comment |
(by considering $x=0$, $beta$ maps into $[0,infty)$, and by considering $x$ sufficiently large, the same is true for $alpha$)
– Calvin Khor
2 days ago
(by considering $x=0$, $beta$ maps into $[0,infty)$, and by considering $x$ sufficiently large, the same is true for $alpha$)
– Calvin Khor
2 days ago
(by considering $x=0$, $beta$ maps into $[0,infty)$, and by considering $x$ sufficiently large, the same is true for $alpha$)
– Calvin Khor
2 days ago
add a comment |
2 Answers
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See Grönwall lemma on a bound for solutions, using the solution of $$u'(t)=α(t)u+(α(t)|x_0|+β(t)), ~~ u(0)=0.$$ Then after establishing that $$|x(t)-x_0|le |u(t)|$$ wherever the solution exists, apply theorems on the maximal solution, and why the bound prevents finite boundaries of the maximal domain.
add a comment |
Suppose $x(t)$ is not global, namely $exists t_0>$ such that
$$ lim_{ttoto t_0^-}|x(t)|=infty. tag{1}$$
Integrating from $0$ to $t<t_0$ gives
$$ x(t)=x(0)+int_0^tF(s,x)ds $$
which implies
$$ |x(t)|le |x(0)|+int_0^t|F(s,x)|ds. $$
Using $F(t,x)lealpha(t)|x|+beta(t)$, one has
$$ |x(t)|le |x(0)|+int_0^t(alpha(s)|x(s)|+beta(s))ds.tag{2}$$
Define
$$ g(t)=int_0^t(alpha(s)|x(s)|+beta(s))ds tag{3} $$
and then
$$ g'(t)=alpha(t)|x(t)|+beta(t). tag{4} $$
By (1), it is not hard to see
$$ lim_{ttoto t_0^-}g(t)=infty. tag{5}$$
Using (3) and (4) in (2), one has
$$ g'(t)-beta(t)le|x_0|alpha(t)+alpha(t)g(t) $$
or
$$ g'(t)-alpha(t)g(t)lebeta(t)+|x_0|alpha(t). $$
It is easy to see
$$ left(e^{-int_0^talpha(s)ds}g(t)right)'le (beta(t)+|x_0|alpha(t))e^{-int_0^talpha(s)ds}. $$
Integrating from $0$ to $t$, one has
$$ g(t)le g(0)e^{-int_0^talpha(s)ds}+ e^{-int_0^talpha(s)ds}int_0^t(beta(r)+|x_0|alpha(r))e^{-int_0^ralpha(s)ds}dr. $$
Using this, one has
$$ g(t)le C, tin[0,t_0]$$
for some constant $C$, which is against (5).
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
See Grönwall lemma on a bound for solutions, using the solution of $$u'(t)=α(t)u+(α(t)|x_0|+β(t)), ~~ u(0)=0.$$ Then after establishing that $$|x(t)-x_0|le |u(t)|$$ wherever the solution exists, apply theorems on the maximal solution, and why the bound prevents finite boundaries of the maximal domain.
add a comment |
See Grönwall lemma on a bound for solutions, using the solution of $$u'(t)=α(t)u+(α(t)|x_0|+β(t)), ~~ u(0)=0.$$ Then after establishing that $$|x(t)-x_0|le |u(t)|$$ wherever the solution exists, apply theorems on the maximal solution, and why the bound prevents finite boundaries of the maximal domain.
add a comment |
See Grönwall lemma on a bound for solutions, using the solution of $$u'(t)=α(t)u+(α(t)|x_0|+β(t)), ~~ u(0)=0.$$ Then after establishing that $$|x(t)-x_0|le |u(t)|$$ wherever the solution exists, apply theorems on the maximal solution, and why the bound prevents finite boundaries of the maximal domain.
See Grönwall lemma on a bound for solutions, using the solution of $$u'(t)=α(t)u+(α(t)|x_0|+β(t)), ~~ u(0)=0.$$ Then after establishing that $$|x(t)-x_0|le |u(t)|$$ wherever the solution exists, apply theorems on the maximal solution, and why the bound prevents finite boundaries of the maximal domain.
edited 2 days ago
answered 2 days ago
LutzL
56.3k42054
56.3k42054
add a comment |
add a comment |
Suppose $x(t)$ is not global, namely $exists t_0>$ such that
$$ lim_{ttoto t_0^-}|x(t)|=infty. tag{1}$$
Integrating from $0$ to $t<t_0$ gives
$$ x(t)=x(0)+int_0^tF(s,x)ds $$
which implies
$$ |x(t)|le |x(0)|+int_0^t|F(s,x)|ds. $$
Using $F(t,x)lealpha(t)|x|+beta(t)$, one has
$$ |x(t)|le |x(0)|+int_0^t(alpha(s)|x(s)|+beta(s))ds.tag{2}$$
Define
$$ g(t)=int_0^t(alpha(s)|x(s)|+beta(s))ds tag{3} $$
and then
$$ g'(t)=alpha(t)|x(t)|+beta(t). tag{4} $$
By (1), it is not hard to see
$$ lim_{ttoto t_0^-}g(t)=infty. tag{5}$$
Using (3) and (4) in (2), one has
$$ g'(t)-beta(t)le|x_0|alpha(t)+alpha(t)g(t) $$
or
$$ g'(t)-alpha(t)g(t)lebeta(t)+|x_0|alpha(t). $$
It is easy to see
$$ left(e^{-int_0^talpha(s)ds}g(t)right)'le (beta(t)+|x_0|alpha(t))e^{-int_0^talpha(s)ds}. $$
Integrating from $0$ to $t$, one has
$$ g(t)le g(0)e^{-int_0^talpha(s)ds}+ e^{-int_0^talpha(s)ds}int_0^t(beta(r)+|x_0|alpha(r))e^{-int_0^ralpha(s)ds}dr. $$
Using this, one has
$$ g(t)le C, tin[0,t_0]$$
for some constant $C$, which is against (5).
add a comment |
Suppose $x(t)$ is not global, namely $exists t_0>$ such that
$$ lim_{ttoto t_0^-}|x(t)|=infty. tag{1}$$
Integrating from $0$ to $t<t_0$ gives
$$ x(t)=x(0)+int_0^tF(s,x)ds $$
which implies
$$ |x(t)|le |x(0)|+int_0^t|F(s,x)|ds. $$
Using $F(t,x)lealpha(t)|x|+beta(t)$, one has
$$ |x(t)|le |x(0)|+int_0^t(alpha(s)|x(s)|+beta(s))ds.tag{2}$$
Define
$$ g(t)=int_0^t(alpha(s)|x(s)|+beta(s))ds tag{3} $$
and then
$$ g'(t)=alpha(t)|x(t)|+beta(t). tag{4} $$
By (1), it is not hard to see
$$ lim_{ttoto t_0^-}g(t)=infty. tag{5}$$
Using (3) and (4) in (2), one has
$$ g'(t)-beta(t)le|x_0|alpha(t)+alpha(t)g(t) $$
or
$$ g'(t)-alpha(t)g(t)lebeta(t)+|x_0|alpha(t). $$
It is easy to see
$$ left(e^{-int_0^talpha(s)ds}g(t)right)'le (beta(t)+|x_0|alpha(t))e^{-int_0^talpha(s)ds}. $$
Integrating from $0$ to $t$, one has
$$ g(t)le g(0)e^{-int_0^talpha(s)ds}+ e^{-int_0^talpha(s)ds}int_0^t(beta(r)+|x_0|alpha(r))e^{-int_0^ralpha(s)ds}dr. $$
Using this, one has
$$ g(t)le C, tin[0,t_0]$$
for some constant $C$, which is against (5).
add a comment |
Suppose $x(t)$ is not global, namely $exists t_0>$ such that
$$ lim_{ttoto t_0^-}|x(t)|=infty. tag{1}$$
Integrating from $0$ to $t<t_0$ gives
$$ x(t)=x(0)+int_0^tF(s,x)ds $$
which implies
$$ |x(t)|le |x(0)|+int_0^t|F(s,x)|ds. $$
Using $F(t,x)lealpha(t)|x|+beta(t)$, one has
$$ |x(t)|le |x(0)|+int_0^t(alpha(s)|x(s)|+beta(s))ds.tag{2}$$
Define
$$ g(t)=int_0^t(alpha(s)|x(s)|+beta(s))ds tag{3} $$
and then
$$ g'(t)=alpha(t)|x(t)|+beta(t). tag{4} $$
By (1), it is not hard to see
$$ lim_{ttoto t_0^-}g(t)=infty. tag{5}$$
Using (3) and (4) in (2), one has
$$ g'(t)-beta(t)le|x_0|alpha(t)+alpha(t)g(t) $$
or
$$ g'(t)-alpha(t)g(t)lebeta(t)+|x_0|alpha(t). $$
It is easy to see
$$ left(e^{-int_0^talpha(s)ds}g(t)right)'le (beta(t)+|x_0|alpha(t))e^{-int_0^talpha(s)ds}. $$
Integrating from $0$ to $t$, one has
$$ g(t)le g(0)e^{-int_0^talpha(s)ds}+ e^{-int_0^talpha(s)ds}int_0^t(beta(r)+|x_0|alpha(r))e^{-int_0^ralpha(s)ds}dr. $$
Using this, one has
$$ g(t)le C, tin[0,t_0]$$
for some constant $C$, which is against (5).
Suppose $x(t)$ is not global, namely $exists t_0>$ such that
$$ lim_{ttoto t_0^-}|x(t)|=infty. tag{1}$$
Integrating from $0$ to $t<t_0$ gives
$$ x(t)=x(0)+int_0^tF(s,x)ds $$
which implies
$$ |x(t)|le |x(0)|+int_0^t|F(s,x)|ds. $$
Using $F(t,x)lealpha(t)|x|+beta(t)$, one has
$$ |x(t)|le |x(0)|+int_0^t(alpha(s)|x(s)|+beta(s))ds.tag{2}$$
Define
$$ g(t)=int_0^t(alpha(s)|x(s)|+beta(s))ds tag{3} $$
and then
$$ g'(t)=alpha(t)|x(t)|+beta(t). tag{4} $$
By (1), it is not hard to see
$$ lim_{ttoto t_0^-}g(t)=infty. tag{5}$$
Using (3) and (4) in (2), one has
$$ g'(t)-beta(t)le|x_0|alpha(t)+alpha(t)g(t) $$
or
$$ g'(t)-alpha(t)g(t)lebeta(t)+|x_0|alpha(t). $$
It is easy to see
$$ left(e^{-int_0^talpha(s)ds}g(t)right)'le (beta(t)+|x_0|alpha(t))e^{-int_0^talpha(s)ds}. $$
Integrating from $0$ to $t$, one has
$$ g(t)le g(0)e^{-int_0^talpha(s)ds}+ e^{-int_0^talpha(s)ds}int_0^t(beta(r)+|x_0|alpha(r))e^{-int_0^ralpha(s)ds}dr. $$
Using this, one has
$$ g(t)le C, tin[0,t_0]$$
for some constant $C$, which is against (5).
answered yesterday
xpaul
22.4k14455
22.4k14455
add a comment |
add a comment |
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(by considering $x=0$, $beta$ maps into $[0,infty)$, and by considering $x$ sufficiently large, the same is true for $alpha$)
– Calvin Khor
2 days ago