Population

A population, in statistics and other areas of mathematics, is a discrete group of people, animals
or things that can be identified by at least one common characteristic for the purposes of data
collection and analysis. To gather information about a large population, data is usually gathered
from a sample. 

Population dynamics 

Population dynamics is the branch of life sciences that studies the size and age composition
of populations as dynamical systems, and the biological and environmental processes driving
them (such as birth and death rates, and by immigration and emigration).

Dynamical system

A dynamical system is a system in which a function describes the time dependence of a point in

a geometrical space. Examples include the mathematical models that describe the swinging of a
clock pendulum, the flow of water in a pipe, and the number of fish each spring time in a lake.

At any given time, a dynamical system has a state given by a tuple of real numbers  that can be
represented by a point in an appropriate state space. The evolution rule of the dynamical system
is a function that describes what future states follow from the current state. Often the function
is deterministic, that is, for a given time interval only one future state follows from the current
state. However, some systems are stochastic, in that random events also affect the evolution of
the state variables.

Non linear state model

Consider a dynamical system that are modeled by a finite number of coupled first order ODE as,


x  f (t , x, u ) (1)
We call, equation (1) is the state equation. Here x is the state and u is the input.
If we consider another equation,

y  h(t , x, u ) (2)
Then equation (2) is called output.

State Space Model

the equation (1) and (2) are called together the state space model or simply state model.

Unforced State Equation

If the state model (1) is taken as,


x  f (t , x,) (3)
Where the input specified as a function of time and state i.e u   (t , x) . Then equation (3) is
called unforced state equation.

Autonomous system

A autonomous system is a system of ordinary differential equation which does not depend on
independent variable. If the independent variable is time then it is called time invariant systems.


x  f ( x) (4)
Then the system (4) is said to be autonomous or time invariant.

Non-autonomous system

If the function f depends explicitly on time t, then the system is called non -autonomus or time
variant.

dy
 7ty (5)
dt
Equation (5) represent a non-autonomous system.

Linear system
For the linear systems the state model (1)-(2) taken as


x  A(t ) x  B(t )u (6)
y  C (t ) x  D(t )u
(7)
For example,

dx
 5t 2 x  6u
dt
y  2tx  5u

It is the non linear system

Solution of Differential Equation:

Let us consider an initial value problem


 x(t )  f (t, x (t ))
 (1)
 x(t0 )  t0

Let g (t ) be a real function defined  t in a real interval I . The function g (t ) is called the
solution of the differential equation (1) on I if

i ) f (t , g (t )) is defined  t  I and
ii) f (t , g (t ))  0  t  I

i.e. the substitution of g (t ) and its various derivatives for x and its corresponding derivatives in
equation (1) reduces to an identity on I .

Integral Form of the Solution:

Consider the initial value problem (1), then x(t ) be the solution of (1) if it can be written as,
 t
x(t )  x0   f (s, x(s))ds
t0
(2)
Conversely, By


differentiating (2) we get, x(t )  f (t, x(t ))

The unknown function at the different point in the domain of the solution.

Mathematically,

 
x(t )  f (t, x (t ))

 x(t0 )  a, x(t1 )  b)

n n
With f : D      and (t0 , a), (t1 , a)  D

The basic difference between initial value problem and boundary value problem be if the

independent variable is time over the domain [0,1] , a boundary value problem would specify

value for x(t ) at both t  0 and t  1. Where as an initial value problem would specify a value of x(t )

and x(t ) at time t  0.

For example,

Initial Value Problem:


x(t )  x (t )  0

with initial condition x(0)  1, x(0)  0

Boundary Value Problem:


x (t )  x(t )  0
x (0)  1, x(1)  
Continuous Function

A continuous function is a real-valued function whose graph does not have any breaks or holes.

A function f is continuous at  x=a  provided all three of the following are true:

i ) f ( a ) exists
ii ) lim f ( x) exists
x a

iii ) f ( a )  lim f ( x)
x a

In other words, a function f is continuous at a point x=a, when (i) the function f is defined at a,
(ii) the limit off as x approaches a from the right-hand and left-hand limits exist and are equal,
and (iii) the limit of f as x approaches a is equal to f(a).

Discontinuous Function

A discontinuous function is the opposite. It is a function that is not a continuous curve, meaning
that it has points that are isolated from each other on a graph.

Explicit function

The explicit function is a function in which the dependent variable has been given “explicitly” in
terms of the independent variable. Or it is a function in which the dependent variable is
expressed in terms of some independent variables.

It is denoted by y  f ( x) .

Examples of Explicit functions are,

y  ax n  bx where a, n and b are constant.

y  5 x3  3
Implicit Function

The Implicit function is a function in which the dependent variable has not been given
“explicitly” in terms of the independent variable. Or it is a function in which the dependent
variable is not expressed in terms of some independent variables.

It is denoted by R( x, y)  0 .

Examples of Explicit functions are,

x2  y 2  1  0
y 4  x 3  17  0

C1 Function

0 1
The class C consists of all continuous functions. The class C consists of all differentiable
functions whose derivative is continuous and such functions are called continuously
differentiable.

f ( x)  x 2 sin( 1 )
1
A differentiable function might not be C . The function x for x  0 and f ( x)  0 for

x  0 is everywhere continuous and differentiable, but its derivative is

f ( x)   cos( 1 )  2 xsin( 1 ) for x  0 and f ( x)  0 for x  0

x x which is discontinuous at x  0 , so it is not
C1 .

C Function


A C function is a function that is differentiable for all degree of differentiation. For example,

f ( x)  e2 x n n 2x
is C because n derivative f ( x)  2 e exist and is continuous. All polynomials are
 th

C function.
Measurable Set

A measure on a set is a systematic way to assign a number to each suitable subset of that set,
intuitively interpreted as its size. In this sense, a measure is a generalization of the concepts of
length, area, and volume. A particularly important example is the Lebesgue measure on
a Euclidean space, which assigns the conventional length, area, and volume of Euclidean
geometry to suitable subsets of the n-dimensional Euclidean space Rn. 

Measurable Space

A measurable space or Borel space is a basic object in measure theory. It consists of a set

and a -algebra on this set and provides information about the sets that will be measured.

Measurable Function

All continuous functions are measurable. In fact, practically any function that can be

described is measurable. Measurable functions are closed under addition and
multiplication, but not composition.

Compact Set

A set K in a metric space (X, d) is said to be compact if any open cover

 U   A of K has a finite
n
sub-cover. In other word, a set K is compact in  if and only if it is closed and bounded.

Convex Set

A convex set is a set of points such that, given any two points A, B in that set, the line AB
joining them lies entirely within that set. Intuitively, this means that the set is connected (so that
you can pass between any two points without leaving the set) and has no dents in its perimeter. A

s1 , s2  S
set S is said to be convex if .

Dynamical System

A dynamical system (DS) is a system in which a function describes the time dependence of a
pond in a space.

For example: The swinging of a clock pendulum is DS.

In other words a DS is a system whose state evolutes with time over a state space. i.e, it is a time
varying system.

Theorem 1: (Existance theorem):

Let us consider an IVP

.
x ( t )=f ( t , x )

x ( t 0 ) =x 0

Suppose that f (t , x) is continuous in some region R={ ( t , x ) :|t−t 0|≤ a ,| x−x 0|≤ b }≤ , ( a , b> 0 ) .

Since f is continuous in a closed and bounded domain,it is necessary bounded in R,i.e there
exists k¿ 0 such that,

| f ( t , x )∨≤ k , ∀(t , x )∈ R .

Then the IVP (1) has at least one solution x=x ( t ) define in the interval |t−t 0∨≤ α

Where,α =min a , { bα ) .
Proof:
Let us consider a solution in the IVP (1) which is equation of the integral equation,

t
x ( t )=x 0 +∫ f ( s , x ( s ) ) ds (2)
t0

On the interval |t−t 0|≤ h , w h ere

|t−t 0|≤ a say ( a=h )

From the picards method ,we get

x ( t )=t 0

t
¿ x 0 ( t )=x 0 +∫ f [ s , x 0 ( s ) ] ds
t0

t
¿ x n ( t )=x 0 +∫ f [ s , x n−1 ( s ) ] ds (2a)
t0

Where n  1, 2,3,......

We shall first show that the seq { x n (t) } are constant and lies in the rectangle |t−t 0|≤ h.

We note that, x0 (t )  x0 is continuous because, constant function is always constant.

Now,

t
¿ x 1 ( t )=x 0 +∫ f [ s , x ( s ) ] ds
t0

Since f [ s , x 0 ( s ) ] is constant so x 1 ( t ) is also constant

Similarly, we can show that,

t
¿ x n ( t )=x 0 +∫ f [ s , x n−1 ( s ) ] ds (3)
t0

Are constant for n  1, 2,3,......

 t

Clearly from (3), | x n ( t )−x 0∨≤∨∫ f ¿ ¿

t0

t
≤∨∫ f ¿ ¿
t0

t
≤ k ∫ ¿ ds∨¿ ¿
t0

≤ k∨t−t 0 ∨¿

≤k h

≤b

So{ x n (t) } are constant and lies within R.

For |t−t 0|≤ h.

Next we show that the sequence {x n ( t ) } converges uniformly to a constant function on

|t−t 0|≤ h.

Let us consider the infinite series [ x 1 ( t )−x 0 ( t ) ] + [ x 2 ( t )−x 1 ( t ) ] +… … … …+ [ x n ( t )−x n−1 ( t ) ]

(4)

Now (1)|x 1 ( t )−x 0 ( t )|=¿∫ f ¿ ¿

t0

|t−t 0|≤ k h.
t

(2) |x 2 ( t )−x 1 ( t )|=¿∫ {f [ s , x ( s ) ]−f ¿ ¿

t0

t
≤ L∫ ¿ x 1 ( s ) −x0 ( s)∨ds
t0
 t
≤ Lk ∫ ¿ s−s 0∨ds
t0

2
|t−t 0|
≤ Lk
2

h2
≤ Lk
2

Similarly,

|x 3 (t )−x 2 ( t )|=¿∫ { f [ s , x 2 ( s ) ] ds−f {s , x 1 ( s ) ] } ds∨¿ ¿

t0

2 h3
≤L K
3!

|x m ( t ) −x m−1 ( t )|≤ K Lm−1 h m (5)

∞ ∞ m−1 m
Or, ∑ |x m ( t )−x m−1 ( t )|≤ K ∑ L m!h
m=1 m=1

m
K (L h)
≤ ∑
L m!
(6)

From weier strass M-test,we have if { x m (t) }be a seq of function with,

A ∞

|x m ( t )|≤M m [α , β] ∑ Mn ∑ xn (t ) [α , β]
it in Write m=∞ <0 then m=∞ converges uniformly in
to a unique function x(t).
∞
x 0 ( t ) + ∑ [ x n ( t )−x m−1 ( t ) ]
Applying weierstressismtest in (6) ,if follow that m=t converges

absolutely and uniformly on

|t−t 0|≤h and hence its converges to fune in this interval i.e
x(t)=it x=(t) m-1d
Then xm(t) converges uniformly to a continuous in the interval
|t−t 0|≤h . Now we prove that

x(t) in a suf. Of (1) on

|t−t 0|≤h .

Since f(t,x) is = cont. is relation of x and

x n ( t ) → x ( t ) as n  

lim it n→∞ [ t , x n ( t ) ]=f [ t , x(t )]

We have it (7)

X(t)=
lim it x→∞ x n ( t )

t
x 0 + limit n→ ∞∫ f [ s , x n ( s ) ] ds
t0
= [by 1a]

t
x 0 +∫ lim it n→∞ f [ s , x n ( s ) ] ds
t0
= [by -7]

t
∴ x ( t ) =x 0 +∫ f ( x , x ( s ) ) ds
t0

Thus x(t) solves i.e (2) imples that x(t) is a solution of (1)

Hence x(t) is a continuous solution of (1)

Uniqueness proof :

Δ for lip. condition give that i.e |f ( t ,x 1 )−f ( t , x 2 )|≤L|x 1 −x 2|t , x∈ R

(1a)

Proof:

Lastly we show that x(t) is the solution of (1) . suppose that Z(t) is also a continuous solution of

(2) for
|t−t 0|≤h
Then ,

t
z ( t )=xz 0 +∫ f [ t , x ( t ) ]
t0
dt

x t  z t
Let N=max (8)

Then for
|t−t 0|≤h we obtain

t
x t  z t  f  s, x0  t    f  s , z  t   ds (9)
t0

t
¿ L∫|x 0 ( s ) −z ( s )|ds
t0
[ by 1(a)and 8]

¿ LN|t−t 0|≤LNh

And

t
|x 2 ( t )−z ( t )|≤∫|f [ s , x 1 ( s ) ]−f [ s , z ( s ) ]|ds
t0
t

¿ L∫|x 1 ( t )−z ( t )|ds

t0
t
2
¿ L N ∫|s−s 0|ds [ by 9 ]
t0

L2 Nh2
¿
2!

In General,
NLn h n
xn (t )  z (t ) 
n!
If n   then,
 ( Lh)n
lim
xn (t )  z (t )  N n  n !
(10)

Since the right side of (10) approaches to zero. It follows that x(t )  z (t ) .

This implies that x(t ) and z (t ) areidentical.

x t
So, is the only solution of (2)and thus (1).

x  x0  a
Hence, the initial value problem.(1) has a unique solution x  x(t ) on the interval .

Theorem 2:

State and prove the existence and Uniqueness theorem depending on initial condition.

Statement:

f  x, y 
If is continuous and satisfies Lipschitz condition with respect to y ,with Lipschitz

constant k , in a domain D of the x. y plane.

( x0, y0 ) Y Y  y0  
is a fixed point in D and   0, h  0 such that for each 0 satisfying 0 .Then
the IVP

dy
 f ( x, y ), y ( x0 )  Y0
dx

Possesses a unique solution y ( x ) for

Y0  y0 and y ( x) for Y0  y 0 on x  x0  h

y 0  y0  1   y ( x)  y0 ( x)  1e kh x  x0  h
, then on
Where

Proof:
Given the IVP
dy
 f ( x, y ), y ( x0 )  Y0
dx (1)
Y0  y0   , y 0  y0  1  
(2)

From Weierstrass-M.test, we have

y ( x)  lim yn ( x)
n 

Where,
x
yn ( x)  y0   f  t , yn 1 (t ) dt , n  1, 2......
x0

And
y0 ( x)  y0 on x  x0  h .

y ( x )  lim y n ( x)
Also, n  ,when
x
y n ( x)  y 0   f t , y n1 (t ) dt , n  1, 2...
x0

x  x0  h
and y 0 ( x)  y 0 on
Thus we have
x x
y1 ( x)  y1 ( x)  y 0   f t , y 0 (t ) dt  y0   f t , y0  t   dt
x0 x0

x x
 y 0  y0   f t , y 0 (t )  dt   f t. y0  t   dt
x0 x0

x
 1  k  y 0  y0 dt
x0

 1  k1  x  x0   By Lipschitz Continuous 

 y1 ( x)  y1  x   1 1  k  x  x0  
(3)
Again,
 x x
y 2 ( x )  y2 ( x )  y 0   f t , y1 (t )  dt  y0   f  t , y1 (t )  dt
x0 x0

x x
 y 0  y0   f t , y1 (t )  dt   f  t , y1 (t )  dt
x0 x0

x
 1  k  y1  y1 dt  by Lipschitz continuous 
x0
x
 1  k 1   1  k ( x  x0 )  dt  using (3) 
x0

 k ( x  x0 ) 2 
 1  k 1 ( x  x0 )  
 2 
 k ( x  x0 ) 
2 2
 1 1  k ( x  x0 )  
 2! 

2
k j ( x  x0 ) j
 y 2 ( x )  y 2 ( x )  1 
j 0 j!

Procesding in this way up to n times, we get

n
k j ( x  x0 ) j n
(kh) j
y n ( x )  yn ( x )   1   1  x on x  x0  h.
j 0 j! j 0 j!

Letting, n   , we have

 n ( kh) j 
lim y n ( x)  yn ( x)  1e kh on x  x0  h   e kh 
n 
 j 0 j ! 

Thus, if the initial values of the two solutions y ( x ) and y ( x) differ by a small amount, then their

x  x0  h
values will differ by an arbitrary small amount at every point of .Geometrically, the

x  x0  h
corresponding integral curves are sufficiently close to each other x on .
Theorem 3:

State and prove the existence and uniqueness theorem depending on the arbitrary function.

Statement: If in a domain D , if xy plane

1. (i) f ( x, y ) is continuous and satisfies a Lipschitz condition with respect to y ,with

Lipschitz constant k.

(ii) F ( x, y ) is constant in D

F ( x, y )  f ( x, y )   for ( x, y )  D
(iii)

2.
( x0 , y0 ) is a point if D and

(i)  ( x) is the solution of IVP

dy
 f ( x, y ), y( x0 )  y0
dx

(ii) ( x) is the solution of

dy
 F ( x, y ), y ( x0 )  y0
dx

(iii)
 x,  ( x) and  x, ( x)  D thus
 kh
 ( x)   ( x )  (e  1) x  x0  h
k on

Proof:

We have,

dy
 f ( x. y ), y ( x0 )  y0
dx (1)

dy
 F ( x, y ), y ( x0 )  y0
& dx (2)

F ( x, y )  f ( x, y )  
Where, (3)
We now, assume that, F ( x, y )  f ( x, y )   ( x, y ) (4)

Thus,

 ( x, y )  F ( x , y )  f ( x , y )
  ( x, y )    by (3)

Again,

Let,
 0 ( x)   ( x ) (4a)

x
 n ( x)  y0   f t ,  n 1 (t ) dt , n  1, 2...
When, x0
(5)

 ( x)  lim  n ( x )
Then, n  is a solution of (1)

x  x0  h
By hypothesis 1(i), the IVP (1) has a unique solution on ,

Again from 2(ii), we have

x
 ( x)  y0   F  t , (t1 )  dt
x  x0  h.
x0
on (6)

Now,

x x
 1 ( x)   ( x)  y0   f t ,  0 (t )  dt  y0   F  t , (t )  dt
x0 x0

x x x
  f t ,  0 (t )  dt   F  t , (t )  dt
x0 x0 x0

x x x
  f  t , (t ) dt   F  t , (t )  dt [By (4b)]
x0 x0 x0

  1 ( x)   ( x)  k  ( x  x0 )
Similarly,

x x
 2 ( x)   ( x)  y0   f t ,  1 (t )  dt  y0   F  t , (t )  dt
x0 x0

 k ( x  x0 )  2
  ( x  x0 )  
 2! 
j 1
2
k ( x  x0 ) j
 
j 0 j!

Continuity this process and taking limit, we get

n
k j 1 ( x  x0 ) j
lim  n ( x)   ( x)  lim  
n  n 
j 1 j!
 n
(kh) j
 lim 
k n  j 1 j !

 kh
  ( x)   ( x) 
k
 e  1

 kh
 ( x)   ( x) 
k
 e  1
Thus, [proved]

Lemma 1:

Let x   ( x) be a function with continuous derivative, defined in the interval

I h ( x0 )  [ x0  h, x0  h], with values in[y 0  b, y0  b].

Then  ( x) satisfies the initial value problem

  ( x )  F ( x, f ( x))

 ( x 0 )  y0 (1)

If and only if it satisfies the integral equation

 x
 ( x )  y0   F (t , (t ))dt
x0
(2)

Proof: Let us first assume that  ( x) is differentiable (and  ( x) continuous) so that  ( x) satisfies

x  x0  h.
equation (1). Then we integrate and deduce that for

x x

  (t )dt   F (t, (t ))dt

x0 x0

However the left hand side is equal to

 ( x)   ( x0 ) by the fundamental theorem of calculus.

Thus, since
 ( x 0 )  y0 we get

x
 ( x)  y   F (t , (t ))dt
x0

Which is equivalent to equation (2).

Vice versa, assume that  ( x) is continuous and satisfies that integral equation (2). Then the

integrand F (t ,  (t )) is also continuous function of t and thus, by the fundamental theorem of

 F (t, (t ))dt
calculus the integral x0
is a differentiable function of x with derivative F ( x,  ( x)).

Thus the right hand side of equation (2) is a differentiable function with derivative F ( x,  ( x))

and by equation (2)  ( x) is differentiable with  ( x)  F ( x,  ( x)) which is one part of equation

(1). It remains to check that

 ( x 0 )  y0 but this immediately follows from equation (2), since

x0

 ... dt  0.
x0
Thus we proved the vice versa.

Lemma 2:
The following is true:

g ( x )  y0  b x0  h, x0  h Tg ( x)  y0  b
If g satisfy for all x in then Tg also satisfies for all x in

x0  h, x0  h

Proof:

hb x  x0  h  min(a, b )
It is here where the crucial M is used. If g ( x)  y0  b and m then

x0  x
for

Tg ( x)  y0 
 F  t, g (t)  dt
x0


 F  t, g (t) dt
x0
x


 Mdt  M x  x
x0
0  Mh  b

x x

x  x0
 .......dt  .......
x0
And a similar argument goes for (just write x0
instead of dt in the case)

Now for the iteration alluded to above we set,

0 ( x)  y0
x
1 ( x)  T 0 ( x )  y0   F (t , y0 ) dt
x0
x
2 ( x)  T1 ( x)  y0   F (t ,1 (t )) dt
x0
 x
2 ( x)  T 1 ( x )  y0   F (t ,1 (t ))dt
x0
x
3 ( x)  T2 ( x)  y0   F (t ,2 (t ))dt
x0

If
n1 is already defined, we set

x
n ( x)  y0   F (t ,n1 (t ))dt
x0

Lemma 2 says that if

( x, n1 ( x)) belongs to the rectangle R where F was defined and if

t  x0  h
. Thus the definition makes indeed sense for all n provided.

We repeat: by using lemma 2 we can define the sequence

n ( x) recursively by,

0 ( x)  y0

and

n ( x)  T n1 ( x ), n  1, 2,............

x  x0  h
if

We want the sequence

n ( x) to converge to the solution of the initial value problem.

Lemma 3:

M 0  max |t  x0 | h | F  t , y0  | .
Let

| x  x0 |n 1
| n 1  x   n  x  | M 0 K
n

The sequence
n testifies the estimate  n  1 ! for all
[ x0  h, x0  h]
 
The sequence n converges to a limit  which is a solution of the initial value problem as well as
the equivalent integral equation.

Proof:

We shall prove the inequality for

x0  x  x0  h , and after simple modifications the argument
x  h  x  x0
also yields the desired estimate for 0 .

We show the inequality by iteration i.e. “mathematical induction”. That is we first prove the
n  x   n 1  x 
estimate for n=0. Then we show that for all n the estimate for implies the
n 1  n
estimate for .

This means because we have shown it for n=0, it then follows for n=1. Since the estimate for n=1
implies the estimate for n=2 the estimate for n=2 is also true. Since the estimate for n=2 implies
the estimate for n=3 the estimate for n=3 is also true, and so on.

First step,we show the assertion for n=0, that is show that

1  x   0  x   M 0 x  x0 x  x0  h
if

Indeed
1  T 0 and therefore

x
1  x   0  x    F  t , y  dt
0
x0

x
  F  t , y  dt
x0
0

 M 0 x  x0

Second step, Now we show that for all n the inequality

n
x  x0
 n1  n  x   n 1  x   M 0 k n 1

n!

Implies the inequality

n 1
x  x0
n 1  x   n  x   Mk n

 n   n  1 !
We write
n 1  x   n  x   T n  x   T n 1  x 
x
  F  t ,   t    F  t,   t   dt
x0
n n 1

By the mean value theorem of differential calculus with respect to the y variable as in III

F
F  t , n  t    F  t , n 1  t     t ,   n  t   n 1  t  
y

  t   t
Where  is some value between n and n 1 . Therefore

F  t , n  t    F  t , n 1  t    k n  t   n 1  t 

But since we assume the validity of

 n1  we have
n
t  x0
n  t   n 1  t   M 0 k n 1

n!

Thus we get

 F  t ,   t    F  t,   t   dt
x0
n n 1

x
  F  t ,   t    F  t ,   t   dt
x0
n n 1

 t  x0 
x n

 k  M 0k n 1
dt
x0
n!

 t  x0 
x n

 M 0k n 1
k dt
x0
n!

 x  x0 
n

 M 0k n

 n  1 !

Putting inequalities together we get

 n  which we wanted to verify

Theorem 4:

Suppose S is either a rectangle

 x  x0  a, y  y0  b, (a, b 0),
Or a strip

x  x0  a,
y  , (a, 0),
f
And that f is a real-valued function defined on S such that y exists, is continuous on S, and

f
( x, y )  K , (( x, y ) in S ),
y
For some K 0 then f satisfies a Lapschitz condition on S with Lapschitz constant K.

Proof:

We have

v1 f
f ( x, y1 )  f ( x, y2 )   ( x, t )dt ,
v2 y
And hence

v1 f
f ( x, y1 )  f ( x, y2 )  v2 y
( x, t ) dt  K y1  y2 ,

For all
( x, y1 )  ( x, y2 ) in S.

An example of a function satisfying a Lapschitz conditions is

f ( x, y)  xy 2
On

R: x  1, y  1
Here

f
( x, y )  2 xy  2
y
For all ( x, y ) on R. This function does not satisfy a Lapschitz condition on the strip

S: x  1, y  ,
Since
 f ( x, y1 )  f ( x, 0)
 x y1 ,
y1  0
y1  , x  0.
Which tends to infinity as if

An example of a continuous function not satisfying a Lapschitz condition on a rectangle is

2
f ( x, y )  y 3

On

R: x  1, y  1.

Indeed, if
y1  0,

2
f ( x, y1 )  f ( x, 0) y1 3 1
  1 ,
y1  0 y1 y1 3
Which is unbounded as
y1  0.

Example 1:

dy
 x 2  y 2 , y (0)  0
Examine the existence and uniqueness of IVP dx . And also find an interval
on which the unique solution exists.

Solution:

Here,

f ( x, y )  x02  y02
( x0 , y0 )  (0, 0) (1)
f
  2y
y
f
Since f and y are defined at (0, 0)

 : x  a, y  b
Then f ( x, y ) satisfies the Lip. conditions with respect to y in .

Hence the IVP (1) has a unique solution.

2nd part:

The unique solution exists on

x  x0  h x h x  a, y  b
i.e, i.e,
b
h  min(a, )
Where M and M  max f ( x, y ) for ( x, y )  

Now,

f ( x, y1 )  f ( x, y2 ) x 2  y12  x 2  y22

y1  y2 y1  y2
y12  y22
  y1  y2
y1  y2

Which is convergence.

Lip. condition is satisfied in  .

b
h  min( a, )
Here, M  a  b , so a  b2
2 2 2

Let,

b
F (b) 
a  b2 2

(a 2  b 2 ).1  b.2b
 F (b) 
(a 2  b 2 ) 2
(a 2  b 2 )

(a 2  b 2 ) 2

For max. or min. F (b)  0 .

(a 2  b2 )
 0
(a 2  b2 )2
 a 2  b2  0
ba
 a 0
Again,

(a 2  b 2 ) 2 .(2b)  (a 2  b 2 ).2(a 2  b 2 ).2b

F (b) 
(a 2  b 2 ) 4
(a 2  b 2 ).2b  4b(a 2  b 2 )

( a 2  b 2 )3
2a 2b  2b3  4a 2b  4b3

( a 2  b 2 )3
6a 2b  2b3

(a 2  b 2 )3
1
F (b)  
At b=a, 2a 3 .

So, F (b) has a maximum value at b=a.

a 1
F (b)  2

The maximum value is, 2a 2a .

1
 h  min( a, )
2a
1 b 1
a 
If 2a then, a  b 2a
2

b 1
h  
a  b 2a
2

1
h
i.e, 2a

1 1
a h
And if, 2a then, 2a (2)

Then in any case,

1
h
2a
1
 x
2a
For the equality,

1
a
2a
1
 a2 
2
1
a , a 0
2
From equation (2) we get,

1 2
x 
1 2
2.
2
1
 x
2
1 1
  x
i.e, 2 2

Which is the required interval.

Example 2:

Examine the existence &uniqueness of y  1  y , y (0)  0 & find the interval of existence.
2

Show that the solution exist over a large interval than the guaranteed by the existence & unique
theorem

Solution:

Given y  (1  y ), y (0)  0 (1)

2

 f ( x, y )  1  y 2

f
 2y
And y
 f
We observe that f ( x, y ) & y are defined at (0, 0)

f  x, y  R : x  a, y  b
Also satisfies the Lipschitz condition we respect to y in

Hence, the Initial Value Problem (1) has a unique solution.

2nd part: The unique solution exist on

x  x0  h x h x  a, y  b
i.e in

 b 
h  min  a,  and M  max f ( x, y ) for ( x, y )  R
When  M

f ( x, y1 )  f ( x, y2 ) 1  y12  1  y2 2 y12  y2 2
   y1  y2
y1  y2 y1  y2 y1  y2
Now,

Which is converges. So Lipschitz condition is satisfied in R.

Here,

 b 
h  min  a, 2 
M  1  b therefore,
2
 1 b 

b
F (b) 
Let, 1  b2

(1  b 2 ).1  b.2b 1  b2
F (b)  
(1  b 2 ) 2 (1  b 2 ) 2

1  b2
F (b)  0   0  b2  1  b  1, b  0
For maximum or minimum
1 b  2 2

(1  b 2 )(2b2  6b) 1
F (b)  b  1, F (b)  
Again, (1  b )
2 4
At 2
 F (b) hasmax value at b  1 .

1 1
F (b)  
The max value is 112
2

 1
 h  min  a, 
 2 .

1 b 1
a 
If 2 then 1  b 2
2 b  0

b 1
h  
1 b 2
2

1
h
i.e 2

1 1
a h
And if 2 then 2

1
h
Thus in any case 2

1
x 
Hence, the interval of existence is 2

1 1
 x
2 2 (2)

Part-3:

We have

dy
 1  y2
dx , y (0)  0
 dy
  dx
1  y2
 tan 1  y   x  c

Using y (0)  0

c0

tan 1  y   x
 y  tan x

The solution exist for the interval on which tan x exist.

Hence the interval is

  
 x  R  (2n  1) , n  z 
 2 

For simplicity (i.e for one period)

 

x
the interval is 2 2 (3)

For (2) & (3),we observe that the solution exist over a large interval than the guaranteed by the
existence & uniqueness theorem. Example 1

Here, y  xy  sin y , y (0)  2

'

So, we can write

f ( x, y )  xy  sin y
Define a region
  
R : ( x, y ) : x  10, y  , 
i.e.  2 

f
 x  cos y
y
Which is also continuous.
And here,
 f ( x, y )  xy  sin y
 xy  sin y
 
 10.  sin
2 2
 5  1
 k ; where, k  5  1

f
 x  cos y
y
 x  cos y
 10  0
 10
f
x  0 and
So, here f and y are both continuous and bounded in a closed rectangle about 0

y0  2 .

Hence, there exists unique solution in the neighborhood of

 0, 2 
Example 3:
Here given ordinary differential equation are
y '  1  y 2 ; y (0)  0

Examine the existence &uniqueness and find the interval of existence.

Solution:
So, we can write
f ( x, y )  1  y 2
f
  2y
y
Consider the rectangle,
S   ( x, y ) : x  100, y  1

f
Clearly, f and y are both continuous in S .
Hence, there exists unique solution in the neighborhood of
 0, 0 
Now,
f  1  y2
And
f ( x, y )  1  y 2
 1  y2
 1  12
2
Now,
 1
  min 100, 
 2
1

2
1
x 
Hence the theorem guarantee existence of unique solution in 2 , which is much smaller than

x  100
the original interval
Since, the above equation is separable, we can solve it exactly.
Now,
y '  1 y2
dy
  1 y2
dx
dy
  dx
1 y2
Integrating both sides,

tan 1 y  x  c (1)
Using initial condition, we get,
tan 1 0  0  c
c  0
From equation (1) we get,
tan 1 y  x
tan(tan 1 y )  tan x
 y  tan x

  
 ,   100,100
This solution is valid only in  2 2  which is also much smaller than but
nevertheless bigger than that predicted by the existence and uniqueness theorem.
Example 4:
The given IVP is
y '  x y , y (1)  0

Examine the existence &uniqueness .

Solution:
 f ( x, y )  x y

Now,
f ( x, y1 )  f ( x, y2 )  x y1  x y2
 xy1  xy2
 x  y1  y2
 k  y1  y2

Since, f is Lipschitz continuous in the neighborhood of the (1, 0)

Hence, it has unique solution around x  1.
Example 5:
The given IVP is
1
y '  y 3  x, y (1)  0
Examine the existence &uniqueness .
Solution:
So we can write,
1
f ( x, y )  y  x
3

Now,
 1 1
f ( x, y1 )  f ( x, y2 )  y13  x  y2 3  x

1 1
 y13  y2 3

y1  y2
 2 1 1 2
y1  y1 y2  y2
3 3 3 3

We take,
y2  0 then,

y1  0
f ( x, y1 )  f ( x, 0)  2
y1 3

1
2

y1 3
Now, we can take
y1 very closed to zero. Then becomes unbounded. Hence the relation,
f ( x, y1 )  f ( x,0)  2 y1  0
does not hold always around a region about (1, 0) .

Since, f does not satisfy Lipschitz condition, we cannot say whether unique solution exists or
does not exists.
1

On the other hand y  y  x, y (1)  1 has unique solution around

' 3  1,1

Example 6:
The given IVP is
2y
y'  , y( x0 )  y0
x

Find the existence and uniqueness.

Solution:

So, we can write,

 2y
f ( x, y ) 
x
f 2

And, y x

Both are discontinuous at

x0  0

Here unique solution exists in an interval about

x0 for x0  0

Again, we can solve it manually,

Here,
2y
y' 
x
dy 2 y
 
dx x
dy dx
 2
y x
Integrating both sides we get,
ln y  2 ln x  ln c
 ln y  ln x 2 c
 y  cx 2
Here, it is the general solution.

When,
x0  0, there exists no solution with y0  0 . When y0  0, then we have infinite number

2y
y'  , y (0)  0
of solutions y   x (  any real number) that satisfy the IVP
2
x

Existence and uniqueness theorem of solution of a system of differential

equation

Statement:

Let us consider a system of first order differential of the form,

 X (t )  F (t , X )

 x(t0 )  x
*

i.e,

x 0  f1 (t , x1 , x2 ,..., xn )

x1  f 2 (t , x1 , x2 ,..., xn ) (1)

…………………………………

………………………………...

x n  f n (t , x1 , x2 ,..., xn )

With IC x1 (t0 )  x1* , x2 (t0 )  x2* ,..., xn (t0 )  xn*

(2)

Suppose that

i) F (t , x) is constant in,

 : t  tn  a X  X *  b and J * M  0

S | F (t , x)  M (t , x)  

ii) F (t , x) satisfies the condition,

F (t , X )  F (t , Y )  L X  Y  (t , X ),(t , Y )  

X *
(t ) t  t0  a and V * (t )  X *  b
iii) is constant in thus the system (1) has a unique solution

 h
h  min 0, 
X (t ) defined in the interval J h : t  t0  h  m
where
 D : t  t0  0, X  
i,e

Uniqueness theorem

Let us consider an initial value problem

 x (t )  f (t , X )

 x (t0 )  x0
(1)

f
Suppose that f (t , x) and x are bounded in 

f (t , x )  k and
i,e. a)

f
 L  (t , x)  
b) x

Then the initial value problem (1) has at most one solution x  x(t ) defined in the interval

 b
  min  a, 
t  t0    k
where

Combining with existence theorem, the initial value problem (1) has unique solution x  x(t )

t  t0  
defined in the interval .

Lipschitz condition:

Let f (t , x) is defined in the region  then the condition.

f (t , x1 )  f (t , x2 )  L x1  x2  ( x1 , x2 )  
is called the Lipschitz condition and L is called
Lipschitz constant.

f
If x exists and is bounded then it necessarily satisfies Lipschitz condition.
 f
On the other hand, a function f (t , x) may be Lipschitz constant but x may not exists.

If the function f (t , x) is differentiated with respect to x then it is easy to complete L by the

formula,

f (t , x)
sup L
D x

Lipschitz condition:

Let us assume that the variation of the function f (t , x) relative to x remain bounded.

f (t , x1 )  f (t , x2 )  L x1  x2
i.e (1)

(t , x1 ), (t , x2 ) in the domain D, the function f (t , x) is said to satisfy a uniform Lipschitz

For all

condition in any domain D, if the inequality (1) holds holds for all point
(t , x1 ), (t , x2 ) in D having

the same t.

The non negative constant L is called the Lipschitz constant.

Example,

i) F ( x, y )  y violates the Lipschitz condition in any domain containing y  0 .

3

ii) F ( x, y )  x  y satisfies Lipschitz condition in 0  e with L  1 .

2

0   ( x, y) : x  , y  c
iii) F ( x, y )  e satisfies Lipschitz condition and
4
with L  e .
e

F ( x, y )  y
is not defined in  but satisfies Lipschitz condition with L  1 .
2
iv)
Example:

Examine the existence and uniqueness and show that whether it satisfy the Lipschitz constant or
not, if satisfy, find the Lipschitz constant.

f (t , x)  t 2 x , t  1, x  1
i)

ii) x  p(t ) x  r (t ) , where p (t ) & r (t ) are defined & constant in the interval a  t  b

Solution:

f (t , x)  t 2 x , t  1, x  1
(i)

Here,

f (t , x)  t 2 x

f t .1 x>0 
2

 = 
x -t 2 x<0 

t 1 & x 1
The function f is constant at the region

f
But, x does not exist at (t , 0)

So, the solution is existence but notunique.

f (t , x1 )  t 2 x1 & f (t,x 2 )  t 2 x2
Again,

 f (t , x1 )  f (t , x2 )  t 2 x1  t 2 x2  t 2 x1  x2

 x1  x2
Where, L  t  1  t  1
2

Then, f (t , x) is Lipschitz constant in x and L  1

 (ii) x  p (t ) x = r(t) (1)

Solution: Here,

f (t , x )   p ( t ) x  r (t )

 f (t , x1 )   p(t ) x1  r (t )

f (t , x2 )   p (t ) x2  r (t )
And

Where, p (t ) and r(t) are defined and constant in the interval a  t  b .

L  max p (t )
If a t b then

f (t , x1 )  f (t , x2 )   p(t ) x1   (t )  p(t ) x2   (t )

  p (t )( x1  x2 )

 L x1  x2

Then, f is Lipschitz constant in x in the infinite vertical strip a  t  b and   x   .

Here, the initial value problem (1) has a unique solution in the interval a  t  b .

The end of the existence & uniqueness theorem are sufficient but not necessary.

Picard’s method of Successive Approximation

Successive approximation technique on iteration method: A method for estimating the value
of an unknown quantity by repeated comparison to a sequence of known quantities is called the
successive approximation technique.
The iterative method is a mathematical way of solving IVP problem which generates a sequence
of approximations. Also by using the known sequence, we can find out the unknown sequence in
this technique.

Question:
Discuss Picard’s method of Successive approximation to solve any IVP.

Solution:
Let us consider an IVP

y=f ( x , y)

y ( x 0 )= y 0 (1)

From (1) we can write dy =f ( x , y ) dx (2)

Integrating (2) from x 0 ¿ x∧ y ( x 0 ) ¿ y ( x ) we obtain,

∫¿
y ¿¿

Or, [ y ] y ¿¿
x

Or, y ( x ) − y 0=∫ f ( x , y ) dx
x0

Or, y ( x ) = y 0 +∫ f ( x , y ) dx
x0

Or, y ( x ) = y 0 (3)

We also assume that y 0 is the zeroth approximation of y(x).

The 1st approximation y 1 ( x ) is obtained by putting y 0 in place of y(t) in the right hand side of
equation (3).
x

Then we get, y 1 ( x )= y 0+∫ f ( t , y 0 (t ) ) dt (4)

x0

The 2nd approximation y 2 ( x) is obtained from equation (3) by putting y 1 ( x ) in place of y 0 ( t ) in

equation (4).
 x

Then we get, y 2 ( x ) = y 0+∫ f ( t , y 1 (t) ) dt (5)

x0

Similarly, the nth approximation is defined by

x
y n ( x ) = y 0 +∫ f ( t , y n −1 (t ) ) dt
x0

This method is known as the Picard’s Method of successive approximation.

Example 1:
Apply Picard’s iteration for the IVP ẏ=2 x (1− y ) ; y ( 0 ) =2.

Solution:
dy
Given that, =2 x ( 1− y ) ; y ( 0 )=2 (1)
dx

dy
Comparing (1) with IVP =f ( x , y) ; y ( x 0 )= y 0we get,
dx

y 0=2 , x 0=0 , f ( x , y )=2 x ( 1− y ) (2)

According to Picard’s method the 1st approximation y 1 ( x) is given by

x
y 1 ( x )= y 0+∫ f ( t , y 0 (t ) ) dt
x0

¿y x
0+ ¿∫ f ( t , 2) dt ¿
0

x
¿ 2+∫ −2 t dt
0

¿ 2−x 2

∴ y 1 ( t )=2−t 2∧f ¿

Then 2nd approximation is given by

x
y 2 ( x ) = y 0+∫ f ( t , y 1 (t) ) dt
x0
 x
¿ 2+∫ 2 t(t 2−1) dt
0

x
¿ 2+∫ (2 t 3−2 t) dt
0

2 x4
¿ 2−x +
2
4
2 t 2 t4
∴ y 2 ( t )=2−t + ∧f ( t , y 2 ( t ) ) =2 t(t − −1)
2 2

Then 3rd approximation y 3 ( x ) is given by

x
y 3 ( x ) = y 0+∫ f ( t , y 2 (t )) dt
x0

x
t4
¿ 2+∫ 2 t (t 2− −1)dt
0 2
x
¿ 2+∫ (2 t 3−t 5−2 t) dt
0

2 x 4 x6
¿ 2−x + −
2 6

x 4 x6
2
¿ 2−x + −
2 3!
4
2 t t6 t6 t4 2
∴ y 3 ( t )=2−t + − ∧f ( t , y 3 ( t ) ) =2 t( − +t −1)
2 3! 3! 2

Then the 4th approximation

x
y 4 ( x )= y 0 +∫ f ( t , y 3 (t) ) dt
x0

x
t6 t4 2
¿ 2+∫ 2 t( − +t −1) dt
0 3! 2

2 x 4 x6 x8
¿ 2−x + − +
2 3! 4!

Hence the nth approximation y n ( x ) can be written as

 x 4 x 6 x8 2n
2 n x
y n ( x ) =2−x + − + +…+(−1)
2 3! 4! n!

Example 2:
Compute the 1st three iteration by Picard’s method for the IVP

y ' =x 2− y 2−1 wit h y ( 0 )=0.

Solution:

Given that y ' =x 2− y 2−1 wit h y ( 0 )=0 (1)

dy
Comparing (1) with IVP =f ( x , y) ; y ( x 0 )= y 0we get,
dx

y 0=0 , x 0=0 , f ( x , y )=x 2− y 2−1 (2)

According to Picard’s method the 1st approximation y 1 ( x) is given by

x
y 1 ( x )= y 0+∫ f ( t , y 0 (t ) ) dt
x0

x
¿ 0+∫ f ( t , t ) dt
0

x
¿ ∫ (t 2−t 2−1) dt
0

x
¿ ∫ −1 dt
0

¿−x

∴ y 1 ( t )=−t∧f ( t , y 1 ( t ) )=f ( t ,−t ) =t 2−t 2−1=−1

Then 2nd approximation is given by

x
y 2 ( x ) = y 0+∫ f ( t , y 1 (t) ) dt
x0

x
¿ ∫ −1 dt
0

¿−x
∴ y 2 ( t )=−t∧f ( t , y 2 ( t ) )=f ( t ,−t ) =t 2 −t 2−1=−1

Then 3rd approximation y 3 ( x ) is given by

x
y 3 ( x ) = y 0+∫ f ( t , y 2 (t )) dt
x0

x
¿ ∫ −1 dt
0

¿−x

Which is the required solution.

Example 3:
dy
Solve by Picard’s Method =sinx + y 2 ; y ( 0 )=0.
dx

Solution:

dy
Given that, =sinx + y 2 ; y ( 0 )=0 (1)
dx

dy
Comparing (1) with IVP =f ( x , y) ; y ( x 0 )= y 0we get,
dx

y 0=0 , x 0=0 , f ( x , y )=sinx+ y 2 (2)

According to Picard’s method the 1st approximation y 1 ( x) is given by

x
y 1 ( x )= y 0+∫ f ( t , y 0 (t ) ) dt
x0

x
¿ 0+∫ f ( t , 0 ) dt
0

x
¿ ∫ sint dt
0

¿ 1−cos x

∴ y 1 ( t )=1−cos t
And f ¿

Then 2nd approximation is given by

x
y 2 ( x ) = y 0+∫ f ( t , y 1 (t) ) dt
x0

x
1
¿ 0+∫ (sin t+1−2cos t+ .2 cos2 t) dt
0 2
x
¿∫ ¿ ¿
0

x sin 2 x
¿−cos x +cos 0+ x−2sin x +2 sin 0+ +
2 4

sin 2 x 3 x
¿ 1−cos x−2sin x + +
4 2

sin2 t 3 t
∴ y 2 ( t )=1−cos t−2sin t + +
4 2

Which is the required solution.

Example 4:

y '  xy, y  0   1
Solve the following equation using Picard iteration.

Solution:

y0  x   1
Here,

We know from the Picard iteration

x
yn  x   y0   f  t , yn 1  t   dt
x0

Now,

x
y1  x   y0   f  t , y0  t   dt
x0
 x
y1  x   1   tdt
0
x
t2 
 1  
2
  0
2
x
 1
2
x
 t2 
y2  x   1   t 1  dt
0 
2
x
 t3 
 1    t  dt
0
2

x
t t  2 4

 1   
2 8 0

x2 x4
 1 
2 8
x
 t2 t4 
y3  x   1   t 1   dt
0 
2 8
x
 t3 t5 
 1    t   dt
0
2 8
x
t t t  2 4 6

 1    
 2 8 48  0
2 4 6
x x x
 1  
2 8 48


x 2 x 4 x6
yn  x   1     ....................
2 8 48
x2
e 2

Picard iteration is giving us the power series of this solution. Each iteration gives us an
additional term.
Theorem 1: (Local existence theorem)

x  x0  a y  y0  b
If (i) f(x) is continuous in the closed rectangles , and hence  a M  0 such
that f ( x, y )  M

(ii) f(x, y) = satisfies a uniform Lipschitz condition in c

(iii)
y0 ( x) is constant in x  x0  a and y  y0  b

Then the sequence

 ym ( x) generated by the Picard iterative Schem converge to the unique
solution y ( x) of the IVP (1).

This solution is valid in the interval

 b
J n : x  x0  h  min a, 
 m

Further,
 x  J h the following error estimate holds

 ( Lh)m 
y ( x)  ym ( x)  Ne min 1,
Lh
 ( A) ( m  0,1, 2,3...)
 m! 

max x yh y ( x)  y0 ( x)  N
Where

Proof:

Let us consider an IVP

 y  f ( x, y )

 y ( x0 )  y0 (1)

The Picard’s approximation

ym 1 is given by

x
ym 1 ( x)  y0   f (t , ym (t ))dt , where m  0,1, 2,3...
x0
(2)
 ym ( x) exist as constant function in J n
At first we shall show that, the successive approximation

( x, ym ( x))  s for all x  J h

and

y0 ( x )  x : x  x0
since is constant

F0 ( x )  f ( x, y0 ( x)) Jh y1 ( x) Jh
The function is constant in and hence is constant in
x0

Also
y1 ( x)  y0  x
| f (t , y0 (t )) dt  M | x  x0 | Mh  b

Next we shall show that the sequence

{ ym ( x)} converges uniformly in J h

y1 ( x) and y0 ( x) are constant in J h ,  a constant N>0 such that y1 ( x)  y0 ( x )  N

Since

x  J h the following inequality holds.

We need to show that 

( L | x  x0 |)m 1
ym ( x)  ym 1 ( x)  N where m  1, 2,3...
( m  1)! (3)

For m=1 the inequality (Eq.3) is obvious.

Further if it is the true for m  k  1

Then (2) and hypothesis (ii) gives

x
yk 1 ( x)  yk ( x)  
x0
| f (t , yk (t ))  f (t , yk 1 (t )) | dt
x
L x0
| yk (t )  yk 1 (t ) | dt

( L | t  x0 |) k 1
x
L N dt
x0
(k  1)!

( L | t  x0 |) k 1
x
 yk 1 ( x)  yk ( x)  L N
x0
(k  1)!
dt

( L | x  x0 |) k
N
k!
Thus the Eq. (3) is true m

Next since

( L | x  x0 |) m 1 
( Lh) m
N  N  Ne Lh  
m0 (m  1)! m 0 m! (4)

Also we have from Weierstrass’ M test

 

{ ym ( x)}  Mm   y m ( x)
Let be a sequence of function with m 0 . Then m 0 converges uniformly in
[ ,  ] to a unique function y(x)


y0 ( x)   ( ym ( x)  ym 1 ( x))
Applying Weierstrass’ M test in (4) it follows that the series m 1

J y ( x)
converges absolutely and uniformly in the interval h and hence its partial sums 1 and 2
y ( x)
converge to a constant function in this interval

y ( x)  Lim ym ( x)
i.e m 

Now we have to show this y(x) is the

We assume that z(x) is also a solution of

x
y ( x )  y0   f (t , y (t ))dt
x0
(5)

J n and
Which exist in the interval

( x, z ( x))  s x J h

Applying the hypothesis (ii) we have

x
y ( x)  z ( x)  
x0
| f (t , y (t ))  f (t , z (t )) | dt
x
 L  | y (t )  z (t ) | dt
x0

Thus for the above integral inequalities

 | y ( x )  z ( x) | 0  x  J h
 y ( x)  z ( x)

i.e y(x) is the only solution of (5).

Theorem 2: (Global existence theorem)

Let the following condition be satisfied.

T : x  x0  a, | y | 
(i) f(x, y) is constant in the strip

(ii) f(x, y) = satisfies a uniform Lipschitz’ condition in T

(iii)
y0 ( x) is constant in x  x0  a

Then the sequence m

 y ( x) generated by the Picard iterative Scheme exist in the entire interval
| x  x0 | a and converge to the unique solution y(x) of IVP (1).

Or, If the function f(x, y) satisfy the existence and uniqueness theorem for IVP (1) then the

successive approximation n
y ( x) converges to the unique solution y(x) of the IVP (1).

Proof:

Suppose that an IVP be

 y  f ( x, y )

 y ( x0 )  y0 (1)

The Picard’s approximation

ym 1 is given by

x
ym 1 ( x)  y0   f (t , ym (t ))dt , where m  0,1, 2,3...
x0
(2)

At first we shall show that, the successive approximation

ym ( x) exist in the strip

T :| x  x0 | a, | y | 

Since
y0 ( x) is constant  x : x  x0 < 
The function
F0 ( x)  f ( x, y0 ( x)) is constant in the strip T. and hence y1 ( x) is constant in T.

Next we shall show that the sequence

{ ym ( x)} converges to y ( x ) in x  x0  a

y1 ( x) and y0 ( x) are constant in T,  a constant N>0 such that y1 ( x)  y0 ( x )  N

Since

We need to show that x the following inequality holds.

( L | x  x0 |) m 1
ym ( x)  ym 1 ( x)  N where m  1, 2,3...
( m  1)! (3)

For m=1 the inequality (Eq.3) is obvious.

Further if it is the true for m  k  1

Then (2) and hypothesis (ii) gives

x
yk 1 ( x)  yk ( x)  
x0
| f (t , yk (t ))  f (t , yk 1 (t )) | dt
x
L x0
| yk (t )  yk 1 (t ) | dt

( L | t  x0 |) k 1
x
L N dt
x0
(k  1)!

( L | t  x0 |) k 1
x
 yk 1 ( x)  yk ( x)  L N
x0
(k  1)!
dt

( L | x  x0 |) k
N
k!

Thus the Eq. (3) is true m

Next since

( L | x  x0 |) m 1 
( Lh) m
N  N  Ne Lh  
m0 (m  1)! m 0 m! (4)
 
y0 ( x)   ( ym ( x)  ym 1 ( x))
Applying Weierstrass’ M test the series m 1 converges absolutely and

uniformly in T and hence its partial sums

y1 ( x) and y2 ( x) converge to a constant function in this
interval

y ( x)  Lim ym ( x)
i.e m 

Now we have to show that this y(x) is the only solution.

We assume that z(x) is also a solution of (1)

Again applying the hypothesis (ii) we have

x
y ( x)  z ( x)  
x0
f (t , y (t ))  f (t , z (t )) dt

x
 L  y (t )  z (t ) dt
x0

y ( x)  z ( x)  0
Let,

 y ( x)  z ( x)

Thus y ( x ) is the only solution of (1). (Proved)

Theorem 3:

Let, f (t , x) be continuous in the domain D , then any solution of the IVP(1) is also a solution of
t
x(t )  x0   f ( s, x( s))ds
the integral equation t0
and conversely.

Proof:

Let us consider an IVP

 x(t )  f ( y, x) 
 
 x(t 0 )  x0  (1)
Any solution x(t ) of the differential equation x(t )  f (t , x) converts it into an identity in t

i.e. x(t )  f (t , x(t )) (2)

Integrating (2) on both sides, we get,

t
x(t )  x(t 0 )   f ( s, x ( s ))ds
t0

t
 x(t )  x 0   f ( s, x(s ))ds
t0
(3)

i.e. any solution of (1) is also a solution of the IE (3)

Conversely suppose that, x(t ) is the solution of the IE (3), then

x(t0 )  x 0

also f (t , x) is continuous in the domain D

Differentiating (3) with respect to t , we obtain

x(t )  0  f (t , x(t ))
 x(t )  f (t , x(t ))

i.e. any solution of (3) is also a solution of (1)

Hence the theorem is proved.

Theorem 4:

Let the domain D be convex and the function f (t , x) be differentiable with respect to x in D .
Then for the Lipchitz condition (Preliminaries to existence and uniqueness of solutions)
f (t , x1 )  f (t , x2 )  L x1  x2
to be satisfied,

It is necessary and sufficient that,

Sup f (t , x)
L
D x
Proof:
Let us consider a DE x(t )  f (t , x(t )) (1)

Given, the function f (t , x) is differentiable with respect to x

Also, the domain D is convex

Now, for all

(t , x1 ) and (t , x2 )  D

The mean value theorem previous

f (t , x* )
f (t , x1 )  f (t , x2 )  ( x1  x2 )
x (2)

* x x
Where, x lies between 1 and 2

Sup f (t , x)
L
Given, D x (3)

Using (3) in (2) we obtain (taking absolute value on both sides of (2))

f (t , x1 )  f (t , x2 )  L x1  x2
(4)

This is the required Lipchitz condition.

Conversely, using (4), we have

f (t , x1 )  f (t , x2 )  L x1  x2

f (t , x1 )  f (t , x2 )
 L
x1  x2

When
x2  x4 (i.e. taking the limit x2  x1

Lt f (t , x1 )  f (t, x 2 )
L
x2  x4 x1  x2

f (x, y1 )
 L
y1

i.e. in the convex domain D

Sup f ( x, y)
 L.
D y [Proved]