Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-1-course-of-the-university-of-oxford/2013/differential-equations/7/e/solution

The quantitative Picard-Lindelöf theorem applies on a rectangle , . Suppose is continuous there, bounded in maximum norm by , and uniformly Lipschitz continuous in . Then the initial value problem , , has a unique solution on
with the usual interpretation if . The solution remains in the dependent-variable ball. Its endpoints are included when is continuous on the closed rectangle, as here. Equivalently, existence first on every smaller interval and the derivative bound give extension to those endpoints.
For the given cube, and . Thus the theorem gives once a bound and a uniform Lipschitz constant have been established. The theorem does not require : convergence of Picard iteration can be proved by factorial estimates or by using successive shorter intervals.

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