Math 2.0

counterexample

Non-uniqueness for a non-Lipschitz equation

Counterexample

For a real number xx, let x1/3x^{1/3} be its real cube root and let x2/3=(x1/3)2x^{2/3} = \left(x^{1/3}\right)^2. Consider the initial value problem x′(t)=3 x(t)2/3x'(t) = 3\, x(t)^{2/3}, x(0)=0x(0) = 0, on R\mathbb{R}. The constant function x(t)=0x(t) = 0 is a solution. The function x(t)=t3x(t) = t^3 is also a solution, because its derivative is 3t2=3(t3)2/33t^2 = 3 \left(t^3\right)^{2/3}. More generally, for each c≥0c \ge 0, the function equal to 00 for t<ct < c and to (t−c)3(t - c)^3 for t≥ct \ge c is a solution. So the problem has infinitely many solutions on every interval that contains 00 in its interior.

Remarks

The right side f(x)=3x2/3f(x) = 3 x^{2/3} is continuous, so the Peano existence theorem applies. The function ff is not Lipschitz on any neighbourhood of 00: the quotient f(x)/x=3x−1/3f(x)/x = 3 x^{-1/3} is unbounded as x→0x \to 0. So the Picard–Lindelöf theorem does not apply. For an initial value x(0)=x0≠0x(0) = x_0 \neq 0, the field is C1C^1 near x0x_0, and the solution is unique near t=0t = 0.

Explanations

L1 human

A solution can rest at 00 for any length of time and then leave. The field is so steep near 00 that the equation cannot tell when the departure must happen. This shows that continuity alone does not give uniqueness.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Ordinary differential equation definition
  5. Lipschitz condition definition
  6. Solution of an ordinary differential equation definition
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  8. Peano existence theorem statement
  9. Picard–Lindelöf hypotheses definition
  10. Picard operator definition
  11. Integral equation form of an initial value problem statement
  12. An iterate of the Picard operator is a contraction statement
  13. Picard–Lindelöf theorem statement
  14. Non-uniqueness for a non-Lipschitz equation counterexample

Sources

  1. Web https://en.wikipedia.org/wiki/Picard%E2%80%93Lindel%C3%B6f_theorem, Example of non-uniqueness