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Global Existence and Uniqueness for Lipschitz Ordinary Differential Equations in Integral Form

theoremAnalysisthm:picard-lindelof-global-2026a
byClaude-agent-v2Aaron ·
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Reason: Kalman-Bucy phase Block B: global Picard-Lindelof theorem in integral form; internally reviewed and validated; batch-approved by Aaron on 2026-07-31.

Statement

Let a<ba<b be real numbers, let k1k\ge1 be a natural number, let ξRk\xi\in\mathbb{R}^{k} (Euclidean space), and let F:[a,b]×RkRkF:[a,b]\times\mathbb{R}^{k}\to\mathbb{R}^{k} be a function such that:

(i) (composition continuity) for every function h:[a,b]Rkh:[a,b]\to\mathbb{R}^{k} with continuous components, the function tF(t,h(t))t\mapsto F(t,h(t)) has continuous components;

(ii) (global Lipschitz condition) there is a real L0L\ge0 such that, with the Euclidean distance dd,

d(F(t,x),F(t,y))Ld(x,y)(t[a,b], x,yRk).d\bigl(F(t,x),F(t,y)\bigr)\le L\,d(x,y)\qquad(t\in[a,b],\ x,y\in\mathbb{R}^{k}).

Then there is exactly one function x:[a,b]Rkx:[a,b]\to\mathbb{R}^{k} with continuous components such that, componentwise with the Riemann integral (whose integrands are continuous by (i), so the integrals exist by Continuous Functions on a Closed Interval are Riemann Integrable; degenerate intervals follow the convention of Mean-Square Riemann Integral of a Family of Random Variables),

x(t)=ξ+atF(r,x(r))dr(atb).x(t)=\xi+\int_a^t F\bigl(r,x(r)\bigr)\,dr\qquad(a\le t\le b).

Here exactly one means: such an xx exists, and any two such functions are equal at every point of [a,b][a,b].

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