1

Through other questions in Math Stack Exchange (like this one about Uniqueness), I was introduced to the Picard–Lindelöf theorem, which proof the Uniqueness of solutions of Lipschitz kind of ODEs, but this theorem is done through the Banach fixed-point theorem which I don´t understand, but it is used a method known as Picard Iteration where it is found a Taylor series which matches the series expansion of the solution.

Because of this Picard Iteration construction, I have a few questions I don´t find answers on Wikipedia or Google:

(1) Are the solutions to Lipschitz ODEs always analytical? Meaning here that can be represented through a Power Series.

(2) Is the maximum rate of change of the solutions to Lipschitz ODEs always bounded $\sup_t \|\dot{y}(t)\| < \infty\,\forall t$? If answer to question (1) is affirmative, it will follow since analytic functions are smooth - but I am not sure about the answer to question (1).

(3) Is the following equation a Lipschitz ODE?

In this another question I find an ODE that have a finite duration solution: $$ \frac{\dot{y}}{y} = -\frac{2\,t\,(1+|1-t^2|)}{(1-t^2)^2},\,\,y(0)=1\,\,\Rightarrow\,y(t)=\textstyle{\frac{(1-t^2+|1-t^2|)}{2}}e^{-\frac{t^2}{1-t^2}}$$ Since it achieve zero at an ending time and remains in zero forever after, it couldn´t be Lipschitz, Isn´t it? (for more details read this Finite Time Differential Equations (V. T. Haimo - 1985)). This is like a counterexample of question (1), if the solutions must be analytic, it can´t stand solutions similar the this one.

(4) Is the following another equation a Lipschitz ODE?

The following equation: $$\ddot{y}=\frac{\dot{y}}{t}-\frac{y}{t^2},\,\,y(0)=0\,\,\Rightarrow\,y(t) = \frac{t}{2}\log(t^2)$$ achieves an infinite maximum rate of change at $t=0$ without having a solution with a jump discontinuity, but its maximum rate of change happen in a point where its second derivative has a singularity, so I want to know if the Equation is Lipschitz or not (not the solution which I already know is not).

(5) Is the maximum rate of change of the solutions to Lipschitz ODEs always achieved at inflection points $\ddot{y}(t) = 0$?

I believe it is going to be true at least for every 2nd Order ODE which don´t have singularity in their former equation $F(\cdot)$ from $\ddot{y} = F(t,y,\dot{y})$ (as it does have the function of question (4)), this because for what I am asking here.

(6) Are the solutions to Lipschitz ODEs always Lipschitz continuous?

Joako
  • 1,380

1 Answers1

1
  1. is wrong on the premise, it is only some demonstrative examples where the Picard iteration results in a sequence of polynomials. Take some ODE where the right side is non-polynomial and the sequence that you can compute manually or symbolically becomes very short.

  2. That is trivially so, but that supremum need not exist. A maximum of continuous functions always exists on compact domains, so you get that property locally.

  3. That ODE is only defined on the strip where $t\in(-1,1)$, your use of that example uses a continuation of the solution that is not the topic of the basic existence and uniqueness theory.

  4. This ODE is not defined at $t=0$, so the theory only applies to $t\in(0,\infty)$. However, it has a regular singularity at $t=0$, moreover it is an Euler-Cauchy equation (or the homogeneous equation to it is), so depending on the exponents some solutions may have limits at $t=0$.

  5. No. As usual that (the sufficiency of the second derivative condition) is only true if the maximum is inside the domain. Trivial counter-example: $y'=y$, $y''$ is not bounded.

  6. Trivially true, at least in the local sense, as solutions to ordinary DE are by definition continuously differentiable, which implies locally Lipschitz.

Lutz Lehmann
  • 126,666
  • Thanks for answering, In point (1) I don´t fully understand the answer: For Lipschitz ODEs, Solution is always an analytic function? If not, could you give an example please? – Joako Mar 08 '22 at 21:30
  • 1
    Put an absolute value at some place in the right side, and you get something Lipschitz that is not analytical. For examples that are also not piecewise analytic you need something more complicated, for instance fractal, on the right side. The solution of an DE has one differentiation order more than the right-side function, usually not more. So locally Lipschitz gives a solution whose derivative is locally Lipschitz, etc. Remember also that there is a difference between infinitely differentiable and analytical. – Lutz Lehmann Mar 08 '22 at 22:17
  • About point 5 and 6: If solutions to Lipschitz ODEs are by definition continuously differentiable (I never see that definition by the way, hope you can share a reference), it means they are also absolute continuous (following the Wiki page), so If I am getting this right, solutions will be always Locally Lebesgue Integrable and their derivative will be Locally Bounded (different from the eq. of point (4) so the 2nd derivative criteria will stand for Local maxima of the rate of change)- Is this right? – Joako Mar 08 '22 at 23:47
  • 1
    It is the standard definition of what the solution of an ODE is, provided the ODE in explicit form has a continuous right side. That smoothness propagates is a consequence of P-L, usually the transfer of the differentiability order is discussed in text books. // Yes, you can make these conclusions. But still, roots of the second derivative give locations for local extrema for the first derivative, if that is a maximum and how global that is requires additional explorations. – Lutz Lehmann Mar 09 '22 at 06:12
  • Thanks a lot!... I am trying to understand this question and your answers help me to reformulate the question in a more accurate way... Hope you can see it too. – Joako Mar 09 '22 at 13:16