常微分方程课件常微方程课件.doc

Holds for . The limit as - shows that this is also valid for Therefore is differentiable (to the left ) at and (b) It is sufficient to check that satisfies the differential equation at .The function is differentiable to the left and the right at this point , and both derivatives are equal to . We come now to the main theorem of this section. VII. Existence and Uniqueness Theorem .Let satisfy a local Lipschitz condition with respect to in ,where is open. Then for every the initial value problem Has a solution that cannot be extended and that to the left and to the right comes arbitrarily close to the boundary of .The solution is uniquely determined in the sense that every solution of (7) is a restriction of . Definition . The statement “ comes arbitrarily close to the boundary of to the right” is defined as follows :If is the closure of graph and if is the set of points with ,then (a) is not a compact subset of . An equivalent formulation that gives a better understanding reads as follows : exists to the right in an interval is allowed ), and one of the following cases applies: (b) ；the solution exists for all . (c) and ; the solution “becomes infinite.” (d) and ,where denotes the distance from the point to the boundary of ; the solution “comes arbitrarily close to the boundary of ” Indeed , statement (a)says that is either unbounded (case(b)or (c))or is bounded and contain boundary points of d(case(d)). We have repeatedly encountered these three types of behavior .In the example of 1.VIII,(b)or (c) holds to the left and to the right ,depending on the value of .For the equation in the upper half plane ,all solution are given by .Here ,case (b) prevails to the right and case (d) to the left. Proof . Uniqueness . We prove the statement ”if and are two solutions of the initial value problem and if is common interval of existence of both solutions with ,then in ”. Let us assume on the contrary that there exist ,say