Prove that maximal solutions are defined in $mathbb{R}$
Let $f:mathbb{R}timesmathbb{R}^nto mathbb{R}^n$ be a continuously differentiable function. Suppose that exists $v:mathbb{R}to[0,infty)$ continuous such that $||f(t,x)||leq v(t)||x||; forall (t,x)in mathbb{R}timesmathbb{R}^n$.
Prove that all maximal solutions for $dot{x}=f(t,x)$ are defined in $mathbb{R}$; what happens if $f$ is bounded?
I believe that the Picard–Lindelöf theorem is the way to go, but I don't know how to prove that $f$ satisfies the Lipschitz condition. In order to use it, if I understand correctly, I should prove that $v$ is bounded for every $t$ in a neighborhood of $(t_0,x_0)$ being the last a solution for the differential equation.
If $dot{x}=f(t,x)$ then $x(t)=displaystyleint f(t,x)dt$. Considering the hypothesis, $$displaystyle{||x||leqint||f(t,x)||dtleqint v(t) ||x||dt}\1leqint||f(t,x)||dtleqint v(t)dt$$
which doesn't seem useful at all....
First update
Alright, let's try it this way: The goal is to show that we always have a is defined in $mathbb{R}$ for any IVP. Suppose $(t_0,x_0)$ is a maximal solution for $dot{x}=f(t,x)$ with $x(t_0)=a$, then I should prove that exists an interval $[t_0-c,t_0+c]$ in which the solution exists.
$v$ is continuos, then for any $t_0$ we can pick $c$ and $[t_0-c,t_0+c]$ will be be bounded. Define $K=operatorname{max}{v(t):tin [t_0-c,t_0+c]}$. Then $f$ is Lipschitz for every $(t,x)in [t_0-c,t_0+c]times mathbb{R}^n$, this is, $||f(t,x)||leq v(t)||x||leq K ||x||;forall (t,x)in [t_0-c,t_0+c]timesmathbb{R}^n$
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,c$ were arbitrary, can I conclude that all maximal solutions are defined?
Second update
Looking about extensibility I found these notes about differential equation. The extensibility theorem and the corollary seem to be enough to prove that the solutions exists for all $mathbb{R}$.
I'll quote both here:
Suppose that $f$ is $C^1$ on $mathbb{R}^n$. Denote the unique solution by $x(t)$ and suppose $J:=(a,b)$ is the maximal interval of existence.
Theorem 1.20 (Extensibility Theorem): For each compact set $Ksubset mathbb{R}^n$ there is a $tin J$ such that $x(t)notin K$; thus, $$lim_{tto b^-}|x(t)|=lim_{tto a^+}|x(t)|=+infty .$$
Corollary 1.21: Without loss of generality, if $f:mathbb{R}^nto mathbb{R}^n$ is continuous, then the solutions to $dot{x}=f(x)$, $x(0)=x_0$ exist $forall tin mathbb{R}$.
With the corollary and the continuity of $f:mathbb{R}timesmathbb{R}^ntomathbb{R}^n$, can I affirm that all maximal solutions can be defined in $mathbb{R}$ for the equation $dot{x}=f(t,x)$?
differential-equations
|
show 3 more comments
Let $f:mathbb{R}timesmathbb{R}^nto mathbb{R}^n$ be a continuously differentiable function. Suppose that exists $v:mathbb{R}to[0,infty)$ continuous such that $||f(t,x)||leq v(t)||x||; forall (t,x)in mathbb{R}timesmathbb{R}^n$.
Prove that all maximal solutions for $dot{x}=f(t,x)$ are defined in $mathbb{R}$; what happens if $f$ is bounded?
I believe that the Picard–Lindelöf theorem is the way to go, but I don't know how to prove that $f$ satisfies the Lipschitz condition. In order to use it, if I understand correctly, I should prove that $v$ is bounded for every $t$ in a neighborhood of $(t_0,x_0)$ being the last a solution for the differential equation.
If $dot{x}=f(t,x)$ then $x(t)=displaystyleint f(t,x)dt$. Considering the hypothesis, $$displaystyle{||x||leqint||f(t,x)||dtleqint v(t) ||x||dt}\1leqint||f(t,x)||dtleqint v(t)dt$$
which doesn't seem useful at all....
First update
Alright, let's try it this way: The goal is to show that we always have a is defined in $mathbb{R}$ for any IVP. Suppose $(t_0,x_0)$ is a maximal solution for $dot{x}=f(t,x)$ with $x(t_0)=a$, then I should prove that exists an interval $[t_0-c,t_0+c]$ in which the solution exists.
$v$ is continuos, then for any $t_0$ we can pick $c$ and $[t_0-c,t_0+c]$ will be be bounded. Define $K=operatorname{max}{v(t):tin [t_0-c,t_0+c]}$. Then $f$ is Lipschitz for every $(t,x)in [t_0-c,t_0+c]times mathbb{R}^n$, this is, $||f(t,x)||leq v(t)||x||leq K ||x||;forall (t,x)in [t_0-c,t_0+c]timesmathbb{R}^n$
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,c$ were arbitrary, can I conclude that all maximal solutions are defined?
Second update
Looking about extensibility I found these notes about differential equation. The extensibility theorem and the corollary seem to be enough to prove that the solutions exists for all $mathbb{R}$.
I'll quote both here:
Suppose that $f$ is $C^1$ on $mathbb{R}^n$. Denote the unique solution by $x(t)$ and suppose $J:=(a,b)$ is the maximal interval of existence.
Theorem 1.20 (Extensibility Theorem): For each compact set $Ksubset mathbb{R}^n$ there is a $tin J$ such that $x(t)notin K$; thus, $$lim_{tto b^-}|x(t)|=lim_{tto a^+}|x(t)|=+infty .$$
Corollary 1.21: Without loss of generality, if $f:mathbb{R}^nto mathbb{R}^n$ is continuous, then the solutions to $dot{x}=f(x)$, $x(0)=x_0$ exist $forall tin mathbb{R}$.
With the corollary and the continuity of $f:mathbb{R}timesmathbb{R}^ntomathbb{R}^n$, can I affirm that all maximal solutions can be defined in $mathbb{R}$ for the equation $dot{x}=f(t,x)$?
differential-equations
1
You need some mild assumption on $v$, for example that it is continuous. If it is continuous, then it is bounded on compact intervals, which is exactly the local Lipschitz property that you need for Picard-Lindelof.
– Ian
Nov 10 '14 at 0:44
@Ian You're right, I missed that part when I was copying the problem. I updated the post with new attempt to solve it.
– Cure
Nov 10 '14 at 1:21
1
You are asked to prove that solutions are defined globally, for all $mathbb R$. The Picard theorem is essentially local, it guarantees the uniqueness and existence of solution on a some small interval. To work through your problem you need several facts about extensibility of solutions.
– Artem
Nov 10 '14 at 2:15
@Artem Thanks. Could you be a bit more explicity about the $text{several}$ facts about extensibility? I looked for it and I found the theorem I posted in the second update of the post, but I'm unaware of what other facts are needed to answer the question.
– Cure
Nov 10 '14 at 3:02
1
Not really. Again, the estimate $|f(t,x)|leq T|x|$ is essential, without it any proof doomed to be wrong (see my example above)
– Artem
Nov 10 '14 at 3:18
|
show 3 more comments
Let $f:mathbb{R}timesmathbb{R}^nto mathbb{R}^n$ be a continuously differentiable function. Suppose that exists $v:mathbb{R}to[0,infty)$ continuous such that $||f(t,x)||leq v(t)||x||; forall (t,x)in mathbb{R}timesmathbb{R}^n$.
Prove that all maximal solutions for $dot{x}=f(t,x)$ are defined in $mathbb{R}$; what happens if $f$ is bounded?
I believe that the Picard–Lindelöf theorem is the way to go, but I don't know how to prove that $f$ satisfies the Lipschitz condition. In order to use it, if I understand correctly, I should prove that $v$ is bounded for every $t$ in a neighborhood of $(t_0,x_0)$ being the last a solution for the differential equation.
If $dot{x}=f(t,x)$ then $x(t)=displaystyleint f(t,x)dt$. Considering the hypothesis, $$displaystyle{||x||leqint||f(t,x)||dtleqint v(t) ||x||dt}\1leqint||f(t,x)||dtleqint v(t)dt$$
which doesn't seem useful at all....
First update
Alright, let's try it this way: The goal is to show that we always have a is defined in $mathbb{R}$ for any IVP. Suppose $(t_0,x_0)$ is a maximal solution for $dot{x}=f(t,x)$ with $x(t_0)=a$, then I should prove that exists an interval $[t_0-c,t_0+c]$ in which the solution exists.
$v$ is continuos, then for any $t_0$ we can pick $c$ and $[t_0-c,t_0+c]$ will be be bounded. Define $K=operatorname{max}{v(t):tin [t_0-c,t_0+c]}$. Then $f$ is Lipschitz for every $(t,x)in [t_0-c,t_0+c]times mathbb{R}^n$, this is, $||f(t,x)||leq v(t)||x||leq K ||x||;forall (t,x)in [t_0-c,t_0+c]timesmathbb{R}^n$
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,c$ were arbitrary, can I conclude that all maximal solutions are defined?
Second update
Looking about extensibility I found these notes about differential equation. The extensibility theorem and the corollary seem to be enough to prove that the solutions exists for all $mathbb{R}$.
I'll quote both here:
Suppose that $f$ is $C^1$ on $mathbb{R}^n$. Denote the unique solution by $x(t)$ and suppose $J:=(a,b)$ is the maximal interval of existence.
Theorem 1.20 (Extensibility Theorem): For each compact set $Ksubset mathbb{R}^n$ there is a $tin J$ such that $x(t)notin K$; thus, $$lim_{tto b^-}|x(t)|=lim_{tto a^+}|x(t)|=+infty .$$
Corollary 1.21: Without loss of generality, if $f:mathbb{R}^nto mathbb{R}^n$ is continuous, then the solutions to $dot{x}=f(x)$, $x(0)=x_0$ exist $forall tin mathbb{R}$.
With the corollary and the continuity of $f:mathbb{R}timesmathbb{R}^ntomathbb{R}^n$, can I affirm that all maximal solutions can be defined in $mathbb{R}$ for the equation $dot{x}=f(t,x)$?
differential-equations
Let $f:mathbb{R}timesmathbb{R}^nto mathbb{R}^n$ be a continuously differentiable function. Suppose that exists $v:mathbb{R}to[0,infty)$ continuous such that $||f(t,x)||leq v(t)||x||; forall (t,x)in mathbb{R}timesmathbb{R}^n$.
Prove that all maximal solutions for $dot{x}=f(t,x)$ are defined in $mathbb{R}$; what happens if $f$ is bounded?
I believe that the Picard–Lindelöf theorem is the way to go, but I don't know how to prove that $f$ satisfies the Lipschitz condition. In order to use it, if I understand correctly, I should prove that $v$ is bounded for every $t$ in a neighborhood of $(t_0,x_0)$ being the last a solution for the differential equation.
If $dot{x}=f(t,x)$ then $x(t)=displaystyleint f(t,x)dt$. Considering the hypothesis, $$displaystyle{||x||leqint||f(t,x)||dtleqint v(t) ||x||dt}\1leqint||f(t,x)||dtleqint v(t)dt$$
which doesn't seem useful at all....
First update
Alright, let's try it this way: The goal is to show that we always have a is defined in $mathbb{R}$ for any IVP. Suppose $(t_0,x_0)$ is a maximal solution for $dot{x}=f(t,x)$ with $x(t_0)=a$, then I should prove that exists an interval $[t_0-c,t_0+c]$ in which the solution exists.
$v$ is continuos, then for any $t_0$ we can pick $c$ and $[t_0-c,t_0+c]$ will be be bounded. Define $K=operatorname{max}{v(t):tin [t_0-c,t_0+c]}$. Then $f$ is Lipschitz for every $(t,x)in [t_0-c,t_0+c]times mathbb{R}^n$, this is, $||f(t,x)||leq v(t)||x||leq K ||x||;forall (t,x)in [t_0-c,t_0+c]timesmathbb{R}^n$
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,c$ were arbitrary, can I conclude that all maximal solutions are defined?
Second update
Looking about extensibility I found these notes about differential equation. The extensibility theorem and the corollary seem to be enough to prove that the solutions exists for all $mathbb{R}$.
I'll quote both here:
Suppose that $f$ is $C^1$ on $mathbb{R}^n$. Denote the unique solution by $x(t)$ and suppose $J:=(a,b)$ is the maximal interval of existence.
Theorem 1.20 (Extensibility Theorem): For each compact set $Ksubset mathbb{R}^n$ there is a $tin J$ such that $x(t)notin K$; thus, $$lim_{tto b^-}|x(t)|=lim_{tto a^+}|x(t)|=+infty .$$
Corollary 1.21: Without loss of generality, if $f:mathbb{R}^nto mathbb{R}^n$ is continuous, then the solutions to $dot{x}=f(x)$, $x(0)=x_0$ exist $forall tin mathbb{R}$.
With the corollary and the continuity of $f:mathbb{R}timesmathbb{R}^ntomathbb{R}^n$, can I affirm that all maximal solutions can be defined in $mathbb{R}$ for the equation $dot{x}=f(t,x)$?
differential-equations
differential-equations
edited Jan 3 at 17:12
LutzL
56.4k42054
56.4k42054
asked Nov 10 '14 at 0:41
Cure
1,79811241
1,79811241
1
You need some mild assumption on $v$, for example that it is continuous. If it is continuous, then it is bounded on compact intervals, which is exactly the local Lipschitz property that you need for Picard-Lindelof.
– Ian
Nov 10 '14 at 0:44
@Ian You're right, I missed that part when I was copying the problem. I updated the post with new attempt to solve it.
– Cure
Nov 10 '14 at 1:21
1
You are asked to prove that solutions are defined globally, for all $mathbb R$. The Picard theorem is essentially local, it guarantees the uniqueness and existence of solution on a some small interval. To work through your problem you need several facts about extensibility of solutions.
– Artem
Nov 10 '14 at 2:15
@Artem Thanks. Could you be a bit more explicity about the $text{several}$ facts about extensibility? I looked for it and I found the theorem I posted in the second update of the post, but I'm unaware of what other facts are needed to answer the question.
– Cure
Nov 10 '14 at 3:02
1
Not really. Again, the estimate $|f(t,x)|leq T|x|$ is essential, without it any proof doomed to be wrong (see my example above)
– Artem
Nov 10 '14 at 3:18
|
show 3 more comments
1
You need some mild assumption on $v$, for example that it is continuous. If it is continuous, then it is bounded on compact intervals, which is exactly the local Lipschitz property that you need for Picard-Lindelof.
– Ian
Nov 10 '14 at 0:44
@Ian You're right, I missed that part when I was copying the problem. I updated the post with new attempt to solve it.
– Cure
Nov 10 '14 at 1:21
1
You are asked to prove that solutions are defined globally, for all $mathbb R$. The Picard theorem is essentially local, it guarantees the uniqueness and existence of solution on a some small interval. To work through your problem you need several facts about extensibility of solutions.
– Artem
Nov 10 '14 at 2:15
@Artem Thanks. Could you be a bit more explicity about the $text{several}$ facts about extensibility? I looked for it and I found the theorem I posted in the second update of the post, but I'm unaware of what other facts are needed to answer the question.
– Cure
Nov 10 '14 at 3:02
1
Not really. Again, the estimate $|f(t,x)|leq T|x|$ is essential, without it any proof doomed to be wrong (see my example above)
– Artem
Nov 10 '14 at 3:18
1
1
You need some mild assumption on $v$, for example that it is continuous. If it is continuous, then it is bounded on compact intervals, which is exactly the local Lipschitz property that you need for Picard-Lindelof.
– Ian
Nov 10 '14 at 0:44
You need some mild assumption on $v$, for example that it is continuous. If it is continuous, then it is bounded on compact intervals, which is exactly the local Lipschitz property that you need for Picard-Lindelof.
– Ian
Nov 10 '14 at 0:44
@Ian You're right, I missed that part when I was copying the problem. I updated the post with new attempt to solve it.
– Cure
Nov 10 '14 at 1:21
@Ian You're right, I missed that part when I was copying the problem. I updated the post with new attempt to solve it.
– Cure
Nov 10 '14 at 1:21
1
1
You are asked to prove that solutions are defined globally, for all $mathbb R$. The Picard theorem is essentially local, it guarantees the uniqueness and existence of solution on a some small interval. To work through your problem you need several facts about extensibility of solutions.
– Artem
Nov 10 '14 at 2:15
You are asked to prove that solutions are defined globally, for all $mathbb R$. The Picard theorem is essentially local, it guarantees the uniqueness and existence of solution on a some small interval. To work through your problem you need several facts about extensibility of solutions.
– Artem
Nov 10 '14 at 2:15
@Artem Thanks. Could you be a bit more explicity about the $text{several}$ facts about extensibility? I looked for it and I found the theorem I posted in the second update of the post, but I'm unaware of what other facts are needed to answer the question.
– Cure
Nov 10 '14 at 3:02
@Artem Thanks. Could you be a bit more explicity about the $text{several}$ facts about extensibility? I looked for it and I found the theorem I posted in the second update of the post, but I'm unaware of what other facts are needed to answer the question.
– Cure
Nov 10 '14 at 3:02
1
1
Not really. Again, the estimate $|f(t,x)|leq T|x|$ is essential, without it any proof doomed to be wrong (see my example above)
– Artem
Nov 10 '14 at 3:18
Not really. Again, the estimate $|f(t,x)|leq T|x|$ is essential, without it any proof doomed to be wrong (see my example above)
– Artem
Nov 10 '14 at 3:18
|
show 3 more comments
1 Answer
1
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By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,,c$ were arbitrary, can I conclude that all maximal solutions are defined?
No, you cannot conclude this, because, as I mentioned, Picard's theorem is local.
To finish your prove you need to have
$$
x(t)=x_0+int_{t_0}^t f(tau,x)dtau,
$$
which implies that
$$
|x(t)|leq |x_0|+K|x|(t-t_0),
$$
using your notations. After this you will need a Grownwall's inequality, to find that
$$
|x(t)|leqldots,
$$
which, together with my previous remarks, finished the proof. I think you should be able to fill in the necessary details.
add a comment |
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By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,,c$ were arbitrary, can I conclude that all maximal solutions are defined?
No, you cannot conclude this, because, as I mentioned, Picard's theorem is local.
To finish your prove you need to have
$$
x(t)=x_0+int_{t_0}^t f(tau,x)dtau,
$$
which implies that
$$
|x(t)|leq |x_0|+K|x|(t-t_0),
$$
using your notations. After this you will need a Grownwall's inequality, to find that
$$
|x(t)|leqldots,
$$
which, together with my previous remarks, finished the proof. I think you should be able to fill in the necessary details.
add a comment |
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,,c$ were arbitrary, can I conclude that all maximal solutions are defined?
No, you cannot conclude this, because, as I mentioned, Picard's theorem is local.
To finish your prove you need to have
$$
x(t)=x_0+int_{t_0}^t f(tau,x)dtau,
$$
which implies that
$$
|x(t)|leq |x_0|+K|x|(t-t_0),
$$
using your notations. After this you will need a Grownwall's inequality, to find that
$$
|x(t)|leqldots,
$$
which, together with my previous remarks, finished the proof. I think you should be able to fill in the necessary details.
add a comment |
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,,c$ were arbitrary, can I conclude that all maximal solutions are defined?
No, you cannot conclude this, because, as I mentioned, Picard's theorem is local.
To finish your prove you need to have
$$
x(t)=x_0+int_{t_0}^t f(tau,x)dtau,
$$
which implies that
$$
|x(t)|leq |x_0|+K|x|(t-t_0),
$$
using your notations. After this you will need a Grownwall's inequality, to find that
$$
|x(t)|leqldots,
$$
which, together with my previous remarks, finished the proof. I think you should be able to fill in the necessary details.
By the Picard-Lindelöf theorem, the IVP has an unique maximal solution. And $t_0,,c$ were arbitrary, can I conclude that all maximal solutions are defined?
No, you cannot conclude this, because, as I mentioned, Picard's theorem is local.
To finish your prove you need to have
$$
x(t)=x_0+int_{t_0}^t f(tau,x)dtau,
$$
which implies that
$$
|x(t)|leq |x_0|+K|x|(t-t_0),
$$
using your notations. After this you will need a Grownwall's inequality, to find that
$$
|x(t)|leqldots,
$$
which, together with my previous remarks, finished the proof. I think you should be able to fill in the necessary details.
answered Nov 10 '14 at 3:40
Artem
11.4k32245
11.4k32245
add a comment |
add a comment |
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1
You need some mild assumption on $v$, for example that it is continuous. If it is continuous, then it is bounded on compact intervals, which is exactly the local Lipschitz property that you need for Picard-Lindelof.
– Ian
Nov 10 '14 at 0:44
@Ian You're right, I missed that part when I was copying the problem. I updated the post with new attempt to solve it.
– Cure
Nov 10 '14 at 1:21
1
You are asked to prove that solutions are defined globally, for all $mathbb R$. The Picard theorem is essentially local, it guarantees the uniqueness and existence of solution on a some small interval. To work through your problem you need several facts about extensibility of solutions.
– Artem
Nov 10 '14 at 2:15
@Artem Thanks. Could you be a bit more explicity about the $text{several}$ facts about extensibility? I looked for it and I found the theorem I posted in the second update of the post, but I'm unaware of what other facts are needed to answer the question.
– Cure
Nov 10 '14 at 3:02
1
Not really. Again, the estimate $|f(t,x)|leq T|x|$ is essential, without it any proof doomed to be wrong (see my example above)
– Artem
Nov 10 '14 at 3:18