Lipschitz continuous dynamical system
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I stumbled upon the notion of a Lipschitz continuous dynamical system, and was wondering what this exactly meant. I guess it means that all solutions to (in my case the dynamical system is a set of ODE's) are Lipschitz continuous, but I wanted to be sure.
Thanks
dynamical-systems lipschitz-functions
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up vote
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I stumbled upon the notion of a Lipschitz continuous dynamical system, and was wondering what this exactly meant. I guess it means that all solutions to (in my case the dynamical system is a set of ODE's) are Lipschitz continuous, but I wanted to be sure.
Thanks
dynamical-systems lipschitz-functions
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I stumbled upon the notion of a Lipschitz continuous dynamical system, and was wondering what this exactly meant. I guess it means that all solutions to (in my case the dynamical system is a set of ODE's) are Lipschitz continuous, but I wanted to be sure.
Thanks
dynamical-systems lipschitz-functions
I stumbled upon the notion of a Lipschitz continuous dynamical system, and was wondering what this exactly meant. I guess it means that all solutions to (in my case the dynamical system is a set of ODE's) are Lipschitz continuous, but I wanted to be sure.
Thanks
dynamical-systems lipschitz-functions
edited Jul 17 at 9:06
Bernard
110k635103
110k635103
asked Jul 17 at 9:02
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1398
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1 Answer
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It means that the right side in $dot y=f(t,y)$ is Lipschitz-continuous in $y$. Then the uniqueness theorem applies (Picard-Lindelöf) and also numerical simulation will give meaningful results.
The solutions will be continuously differentiable, if the function $f$ is Lipschitz in all variables, then the solutions have (locally) Lipschitz continuous derivatives.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
It means that the right side in $dot y=f(t,y)$ is Lipschitz-continuous in $y$. Then the uniqueness theorem applies (Picard-Lindelöf) and also numerical simulation will give meaningful results.
The solutions will be continuously differentiable, if the function $f$ is Lipschitz in all variables, then the solutions have (locally) Lipschitz continuous derivatives.
add a comment |Â
up vote
1
down vote
accepted
It means that the right side in $dot y=f(t,y)$ is Lipschitz-continuous in $y$. Then the uniqueness theorem applies (Picard-Lindelöf) and also numerical simulation will give meaningful results.
The solutions will be continuously differentiable, if the function $f$ is Lipschitz in all variables, then the solutions have (locally) Lipschitz continuous derivatives.
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
It means that the right side in $dot y=f(t,y)$ is Lipschitz-continuous in $y$. Then the uniqueness theorem applies (Picard-Lindelöf) and also numerical simulation will give meaningful results.
The solutions will be continuously differentiable, if the function $f$ is Lipschitz in all variables, then the solutions have (locally) Lipschitz continuous derivatives.
It means that the right side in $dot y=f(t,y)$ is Lipschitz-continuous in $y$. Then the uniqueness theorem applies (Picard-Lindelöf) and also numerical simulation will give meaningful results.
The solutions will be continuously differentiable, if the function $f$ is Lipschitz in all variables, then the solutions have (locally) Lipschitz continuous derivatives.
edited Jul 17 at 9:41
answered Jul 17 at 9:33
LutzL
49.8k31849
49.8k31849
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