Global Existence and Uniqueness for Lipschitz Ordinary Differential Equations in Integral Form
theoremAnalysisthm:picard-lindelof-global-2026bLet be real numbers, let be a natural number, let (Euclidean space), and let be a function such that the following hold, continuity of a map defined on being understood as continuity of a map of metric spaces, with regarded as a subset of the real line with the absolute value metric and carrying the same metric:
(i) (composition continuity) for every function with continuous components, the function has continuous components;
(ii) (global Lipschitz condition) there is a real such that, with the Euclidean distance ,
Then there is exactly one function with continuous components such that, componentwise with the Riemann integral (whose integrands are continuous by (i), so the integrals exist by claim 3 of Restricted Lebesgue Measure and Integral Toolkit on a Compact Interval; degenerate intervals follow the convention of Mean-Square Riemann Integral of a Family of Random Variables),
Here exactly one means: such an exists, and any two such functions are equal at every point of .
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