Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 105 / 3 / 1 / a / Solution

The growth bound is $|F(t,x)|\le K(1+|x|)$. A characteristic curve through $(s,a)$ solvesThe $C^1$ field is locally Lipschitz in space, giving local existence and uniqueness. On either direction of a bounded time interval the Gronwall inequality gives $1+|X(t;s,a)|\le (1+|a|)e^{K|t-s|}$. Thus no trajectory can escape to infinity at finite time. On the resulting compact space-time region, local ordinary differential equation existence continues it, proving global definition for all $t\in \mathbb{R}$.

Uniqueness gives the flow composition law and inverse $X(s;t,\cdot )$. Differentiation with respect to $a$ solves the variational equation, making each map a $C^1$ diffeomorphism. Its positive Jacobian determinant isThese facts constitute the global characteristic flow under linear growth. A uniform global bound on $D_{x}F$ is not required; its bounds on each compact characteristic tube suffice.