Picard existence theorem and IVP

In summary, the initial value problem presented has a unique solution in a neighborhood of x = 0. The values of K, M, and \delta that would work for this case are not explicitly given and may depend on the notation used in the lectures. However, it is possible to find the values by considering the Lipschitz condition and the neighborhood where the unique solution exists.
  • #1
complexnumber
62
0

Homework Statement



Consider the initial value problem
[tex]
\begin{align*}
\left\{
\begin{array}{l}
\displaystyle \frac{dy}{dx} = \exp(xy) \\
y(0) = 1
\end{array}
\right.
\end{align*}
[/tex]

1. Verify that this IVP has a unique solution in a neighborhood
of [tex]x = 0[/tex].

2. Following the notation of the lectures, find the values of [tex]K[/tex],
[tex]M[/tex], and [tex]\delta[/tex] that will work for this case.

Homework Equations





The Attempt at a Solution



1. Let [tex]\displaystyle f(x,y) = \frac{dy}{dx} = \exp(xy)[/tex]. Then
[tex]\displaystyle \frac{df}{dy} = x \exp(xy)[/tex] which is continuous and
hence has upper bound [tex]K[/tex]. Hence according to Picard's theorem the
IVP has a unique solution in [tex]\abs{x - x_0} \leq \delta[/tex].

2. How can I find the values of [tex]M[/tex], [tex]K[/tex] and [tex]\delta[/tex]? Does [tex]M[/tex] mean the upper bound of function [tex]f(x,y)[/tex]?
 
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  • #2
complexnumber said:
2. Following the notation of the lectures, find the values of [tex]K[/tex],
[tex]M[/tex], and [tex]\delta[/tex] that will work for this case.

2. How can I find the values of [tex]M[/tex], [tex]K[/tex] and [tex]\delta[/tex]? Does [tex]M[/tex] mean the upper bound of function [tex]f(x,y)[/tex]?

We cannot possibly help you with this unless you explain "the notation of the lectures".
 
  • #3
ystael said:
We cannot possibly help you with this unless you explain "the notation of the lectures".

I think [tex]\delta[/tex] relates to the neighborhood [tex]|x - x_0| < \delta[/tex] where the differential equation has a unique solution. [tex]K[/tex] is the constant in Lipschitz condition. [tex]M[/tex] is the upper bound of function [tex]f(x,y)[/tex].
 

FAQ: Picard existence theorem and IVP

What is the Picard existence theorem?

The Picard existence theorem is a mathematical theorem that guarantees the existence and uniqueness of solutions to certain types of initial value problems (IVPs) for ordinary differential equations. It is a fundamental result in the field of differential equations and has important applications in various branches of science and engineering.

What is an initial value problem (IVP)?

An initial value problem is a type of differential equation that specifies the value of a function and its derivatives at a particular point, known as the initial condition. The goal is to find a function that satisfies the differential equation and the given initial condition. IVPs are often used to model real-world phenomena and are commonly solved using the Picard existence theorem.

What conditions must be satisfied for the Picard existence theorem to apply?

The Picard existence theorem applies to IVPs that meet certain conditions, including continuity and Lipschitz continuity of the function and its partial derivatives. Additionally, the domain of the function must be a closed and bounded set. If these conditions are met, then the theorem guarantees the existence and uniqueness of a solution to the IVP.

How does the Picard existence theorem relate to the Cauchy-Lipschitz theorem?

The Picard existence theorem is a generalization of the Cauchy-Lipschitz theorem, which only applies to first-order differential equations. The Picard existence theorem extends this result to higher-order differential equations and allows for more general initial conditions. It is also a more powerful tool for proving the existence and uniqueness of solutions to IVPs.

What are some applications of the Picard existence theorem?

The Picard existence theorem has numerous applications in mathematics, physics, engineering, and other sciences. It is commonly used to solve differential equations in areas such as mechanics, thermodynamics, and fluid dynamics. It also has applications in control theory, optimal control, and numerical analysis. Additionally, the theorem has implications for the existence of solutions to partial differential equations and integral equations.

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