PicardLindelf theorem - Wikipedia, the free encyclopedia

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PicardLindelf theorem
From Wikipedia, the free encyclopedia

In mathematics, in the study of differential equations, the PicardLindelf theorem, Picard's existence theorem or CauchyLipschitz theorem is an important theorem on existence and uniqueness of solutions to irst-order equations with given initial conditions. The theorem is named after Charles Emile Picard, Ernst Lindelo f, Rudolf Lipschitz and Augustin-Louis Cauchy.

Contents
1 PicardLindelo f theorem 2 Proof sketch 3 Detailed proof 4 Optimization of the solution's interval 5 Other existence theorems 6 See also 7 Notes 8 References 9 External links

PicardLindelf theorem
Consider the initial value problem

Suppose is Lipschitz continuous in and continuous in . Then, for some value to the initial value problem within the range .[1]

, there exists a unique solution

Proof sketch
The proof relies on transforming the differential equation, and applying ixed-point theory. By integrating both sides, any function satisfying the differential equation must also satisfy the integral equation

A simple proof of existence of the solution is obtained by successive approximations. In this context, the method is known as Picard iteration. Set

and

It can then be shown, by using the Banach ixed point theorem, that the sequence of "Picard iterates" is convergent and that the limit is a solution to the problem. Exploiting the fact that the width of the interval where the local solution is de ined is entirely determined by the Lipschitz constant of the function, one can assure global existence of the solution, i.e. the solution exists and is unique until it leaves the domain of de inition of the ODE. An application of Gro nwall's lemma to where and are two solutions, shows that , thus proving the global uniqueness (the local uniqueness is a consequence of the uniqueness of the Banach ixed point).

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Detailed proof
Let be the compact cylinder where and Let is de ined, this is

this is, the maximum slope of the function in modulus. Finally, let second variable.

be the Lipschitz constant of

with respect to the

We will proceed to apply Banach ixed point theorem using the metric on norm

induced by the uniform

We de ine an operator between two functional spaces of continuous functions, Picard's operator, as follows:

de ined by:

We impose that it is well-de ined, in other words, that its image must be a function taking values on equivalently, that the norm of is less than , which can be restated as

, or

The last step is the imposition, so we are impose the requirement

Let us impose now the Picard's operator to be contractive under certain hypothesis over to omit. Given two functions

that later on we will be able

, in order to appy the Banach ixed point theorem we want

So let be such that

then using the de inition of

Then since

is Lipschitz with respect to the second variable, we have that:

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This is contractive if

We have established that the Picard's operator is a contraction on the Banach spaces with the metric induced by the uniform norm. This allows us to apply the Banach ixed point theorem to conclude that the operator has a unique ixed point. In particular, there is a unique function such that This function is the unique solution of the initial value problem, valid on the interval where satis ies the condition

Optimization of the solution's interval

Nevertheless, there is a corollary of the Banach ixed point theorem that states that if an operator is contractive for some then has a unique ixed point. We will try to apply this theorem to the Picard's operator. But before doing that, let us recall a lemma that will be very useful to apply the aforementioned corollary. Lemma:

We will check this by induction: For we have already seen it, let us suppose it is true for and let us check it for :

Therefore, taking into account this inequality we can assure that for some and hence will be contractive. So by the previous corollary been able to optimize the interval of the solution by taking

large enough, the quantity

will have a unique ixed point. So, inally, we have .

The importance of this result is that the interval of de inition of the solution does eventually not depend on the Lipschitz constant of the ield, but essentially depends on the interval of de inition of the ield and its maximum absolute value of it.

Other existence theorems

The PicardLindelo f theorem shows that the solution exists and that it is unique. The Peano existence theorem shows only existence, not uniqueness, but it assumes only that is continuous in y, instead of Lipschitz continuous. For example, the right-hand side of the equation y = y1/3 with initial condition y(0) = 0 is continuous but not Lipschitz continuous. Indeed, the solution of this equation is not unique; two different solutions are given besides the trivial one

[2]

Even more general is Carathe odory's existence theorem, which proves existence (in a more general sense) under weaker conditions on .

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See also
Frobenius theorem (differential topology) Integrability conditions for differential systems

Notes
1. ^ Coddington & Levinson (1955), Theorem I.3.1 2. ^ Coddington & Levinson (1955), page 7

References
Coddington, Earl A.; Levinson, Norman (1955), Theory of Ordinary Differential Equations, New York: McGraw-Hill. E. Lindelo f, Sur l'application de la mthode des approximations successives aux quations diffrentielles ordinaires du premier ordre; Comptes rendus hebdomadaires des se ances de l'Acade mie des sciences. Vol. 114, 1894, pp. 454457. Digitized version online via http://gallica.bnf.fr/ark:/12148/bpt6k3074r/f454.table . (In that article Lindelo f discusses a generalization of an earlier approach by Picard.)

External links
Fixed Points and the Picard Algorithm (http://www.krellinst.org/UCES/archive/classes/CNA/dir2.6 /uces2.6.html) Picard Iteration (http://math.fullerton.edu/mathews/n2003/PicardIterationMod.html) Proof of the PicardLindelo f theorem (http://www.math.byu.edu/~grant/courses/m634/f99/lec4.pdf) Retrieved from "http://en.wikipedia.org/w/index.php?title=Picard%E2%80%93Lindel%C3%B6f_theorem& oldid=482728134" Categories: Lipschitz maps Ordinary differential equations Theorems in analysis This page was last modi ied on 19 March 2012 at 14:27. Text is available under the Creative Commons Attribution-ShareAlike License; additional terms may apply. See Terms of use for details. Wikipedia is a registered trademark of the Wikimedia Foundation, Inc., a non-pro it organization.

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