Existence and uniqueness theorem for IVPs
In general, given an initial value problem
with initial conditions
the existence and uniqueness theorem guarantees the existence of a unique solution for initial conditions in the region for which the functions
First order
Given an initial value problem
If
and continuous1 over some region where , then there must exist one and only one solution to the initial value problem.23
This solution may be analytical or numerical, the only thing guaranteed is that some solution exists. Note that the EUT can not tell you when a solution does not exist, as the implication only goes one way. The EUT condition may not hold for an IVP that is solvable.
Practice problems
- 2017. Elementary differential equations and boundary value problems, p. 57 (§2.4 Problems)
Footnotes
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As well as real, finite, and single-valued. ↩
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2017. Elementary differential equations and boundary value problems, p. 51, p. 84 ↩
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2024. Nonlinear dynamics and chaos: With applications to physics, biology, chemistry, and engineering, §2.5, p. 29 ↩