Existence and uniqueness of 2nd order linear differential equations
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I know that the equation $$fracd^2xdt^2+pleft(tright)fracdxdt+qleft(tright)x=gleft(tright),$$
has a unique solution on open sets where $pleft(tright),qleft(tright)$ and $gleft(tright)$ are continuous.
What I was wondering if this fact could be derived from the Picard's Theorem on Uniqueness and Existence of First ODE making the usual substitution $y=x'$ and $y_0=x(t_0)$. If so, why $pleft(tright),qleft(tright)$ do not need to be Lipschitz and only need to be continuous?
real-analysis complex-analysis differential-equations analysis
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up vote
2
down vote
favorite
I know that the equation $$fracd^2xdt^2+pleft(tright)fracdxdt+qleft(tright)x=gleft(tright),$$
has a unique solution on open sets where $pleft(tright),qleft(tright)$ and $gleft(tright)$ are continuous.
What I was wondering if this fact could be derived from the Picard's Theorem on Uniqueness and Existence of First ODE making the usual substitution $y=x'$ and $y_0=x(t_0)$. If so, why $pleft(tright),qleft(tright)$ do not need to be Lipschitz and only need to be continuous?
real-analysis complex-analysis differential-equations analysis
add a comment |Â
up vote
2
down vote
favorite
up vote
2
down vote
favorite
I know that the equation $$fracd^2xdt^2+pleft(tright)fracdxdt+qleft(tright)x=gleft(tright),$$
has a unique solution on open sets where $pleft(tright),qleft(tright)$ and $gleft(tright)$ are continuous.
What I was wondering if this fact could be derived from the Picard's Theorem on Uniqueness and Existence of First ODE making the usual substitution $y=x'$ and $y_0=x(t_0)$. If so, why $pleft(tright),qleft(tright)$ do not need to be Lipschitz and only need to be continuous?
real-analysis complex-analysis differential-equations analysis
I know that the equation $$fracd^2xdt^2+pleft(tright)fracdxdt+qleft(tright)x=gleft(tright),$$
has a unique solution on open sets where $pleft(tright),qleft(tright)$ and $gleft(tright)$ are continuous.
What I was wondering if this fact could be derived from the Picard's Theorem on Uniqueness and Existence of First ODE making the usual substitution $y=x'$ and $y_0=x(t_0)$. If so, why $pleft(tright),qleft(tright)$ do not need to be Lipschitz and only need to be continuous?
real-analysis complex-analysis differential-equations analysis
asked yesterday


Dac0
5,6991734
5,6991734
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1 Answer
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oldest
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up vote
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In Picard's theorem for a system $y'(t)=F(t,y)$, $F$ must be continuous in both variables and locally Lipschitz in the $y$ variable. The second order differential equation is equivalent to the system
beginalign
x'&=y\
y'&=-p(t),y-q(t),x+g(t)
endalign
The right hand side is continuous in both variables and Lipschitz in $x,y$.
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
3
down vote
accepted
In Picard's theorem for a system $y'(t)=F(t,y)$, $F$ must be continuous in both variables and locally Lipschitz in the $y$ variable. The second order differential equation is equivalent to the system
beginalign
x'&=y\
y'&=-p(t),y-q(t),x+g(t)
endalign
The right hand side is continuous in both variables and Lipschitz in $x,y$.
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
add a comment |Â
up vote
3
down vote
accepted
In Picard's theorem for a system $y'(t)=F(t,y)$, $F$ must be continuous in both variables and locally Lipschitz in the $y$ variable. The second order differential equation is equivalent to the system
beginalign
x'&=y\
y'&=-p(t),y-q(t),x+g(t)
endalign
The right hand side is continuous in both variables and Lipschitz in $x,y$.
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
add a comment |Â
up vote
3
down vote
accepted
up vote
3
down vote
accepted
In Picard's theorem for a system $y'(t)=F(t,y)$, $F$ must be continuous in both variables and locally Lipschitz in the $y$ variable. The second order differential equation is equivalent to the system
beginalign
x'&=y\
y'&=-p(t),y-q(t),x+g(t)
endalign
The right hand side is continuous in both variables and Lipschitz in $x,y$.
In Picard's theorem for a system $y'(t)=F(t,y)$, $F$ must be continuous in both variables and locally Lipschitz in the $y$ variable. The second order differential equation is equivalent to the system
beginalign
x'&=y\
y'&=-p(t),y-q(t),x+g(t)
endalign
The right hand side is continuous in both variables and Lipschitz in $x,y$.
answered yesterday


Julián Aguirre
64.3k23894
64.3k23894
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
add a comment |Â
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
So you are positive that the existance and uniqueness of 2nd order linear function can be derived from the Picard's Theorem on Uniqueness and Existence of first order ODE?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
Can you show me why is effectively Lipschitz?
– Dac0
17 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
It is linear in $x$ and $y$.
– Julián Aguirre
15 hours ago
add a comment |Â
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