TheoremBase

Solution of an Initial Value Problem on [a,c][a,c]

A solution on [a,c] of the initial value problem x' = F(t,x), x(a) = xi, is a differentiable map on [a,c] satisfying the equation at every point and the initial condition; a solution on [a,b] is called a solution.

Statement

In the settings of Single-Variable Calculus on an Interval and Euclidean Space and Real Matrices: Standing Notation, let a,b,c∈Ra,b,c\in\mathbb{R} with a<c≤ba<c\le b. By Basic Facts about Intervals of the Real Line (v) and Basic Facts about Intervals of the Real Line (ii), [a,c][a,c] is an interval containing the two distinct points aa and cc, and [a,c]⊆[a,b][a,c]\subseteq[a,b]. Differentiability and derivatives of maps on [a,c][a,c] are as in Derivative of a Vector-Valued or Matrix-Valued Map on an Interval (i), Derivative of a Vector-Valued or Matrix-Valued Map on an Interval (ii) and Derivative of a Vector-Valued or Matrix-Valued Map on an Interval (iii), taken relative to [a,c][a,c].

Let n∈Nn\in\mathbb{N}, let F:[a,b]×Rn→RnF:[a,b]\times\mathbb{R}^{n}\to\mathbb{R}^{n} and let ξ∈Rn\xi\in\mathbb{R}^{n}. A solution on [a,c][a,c] of the initial value problem of The Initial Value Problem for a First-Order System of Ordinary Differential Equations (i) with right-hand side FF and initial value ξ\xi is a map x:[a,c]→Rnx:[a,c]\to\mathbb{R}^{n} that is differentiable and satisfies

x′(t)=F(t,x(t))(t∈[a,c]),x(a)=ξ;x'(t)=F\bigl(t,x(t)\bigr)\quad\bigl(t\in[a,c]\bigr),\qquad x(a)=\xi ;

here F(t,x(t))F(t,x(t)) is defined because t∈[a,b]t\in[a,b], and a∈[a,c]a\in[a,c].

Let p,q∈Np,q\in\mathbb{N}, let F:[a,b]×Mp×q(R)→Mp×q(R)F:[a,b]\times\mathcal{M}_{p\times q}(\mathbb{R})\to\mathcal{M}_{p\times q}(\mathbb{R}) and let Ξ∈Mp×q(R)\Xi\in\mathcal{M}_{p\times q}(\mathbb{R}). A solution on [a,c][a,c] of the initial value problem of The Initial Value Problem for a First-Order System of Ordinary Differential Equations (ii) with right-hand side FF and initial value Ξ\Xi is a map X:[a,c]→Mp×q(R)X:[a,c]\to\mathcal{M}_{p\times q}(\mathbb{R}) that is differentiable and satisfies

X′(t)=F(t,X(t))(t∈[a,c]),X(a)=Ξ;X'(t)=F\bigl(t,X(t)\bigr)\quad\bigl(t\in[a,c]\bigr),\qquad X(a)=\Xi ;

here F(t,X(t))F(t,X(t)) is defined because t∈[a,b]t\in[a,b], and a∈[a,c]a\in[a,c].

A solution on [a,b][a,b] of the initial value problem with right-hand side FF and initial value ξ\xi (respectively Ξ\Xi), in the sense of (i) (respectively (ii)) with c=bc=b, is also called a solution of that problem.

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