Why integral curves cannot be tangent to each other?

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I am watching Lecture 1 of the differential equation course on MIT OpenCourseWare.
The teacher said, for $y'= f(x,y)$, if $f(x,y)$ is continuous around a point $(x0,y0)$, it would guarantee at least one solution, and if $fracpartial f(x,y)partial y$ is continuous, it would ensure uniqueness of the solution, i.e. there would be only one integral curve passing through $(x0,y0)$, meaning two integral curves could not be tangent to each other at $(x0,y0)$.



Can anyone explain why there would be only one integral curve passing through $(x0,y0)$, i.e. two integral curves could not be tangent to each other at $(x0,y0)$, if $fracpartial f(x,y)partial y$ is continuous at $(x0,y0)$?
If 2 integral curves are tangent to each other at $(x0,y0)$, then they should have the same derivative at $(x0,y0)$, which is equal to $f(x0,y0)$, right? How would this make $fracpartial f(x,y)partial y$ discontinuous at $(x0,y0)$?



Thanks!










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  • 1




    From a point with an imposed derivative, you cannot "fork".
    – Yves Daoust
    Nov 16 at 19:34










  • The teacher said if you forked, then there would be 2 derivatives. But if the two integral curves were tangent to each other, there would still be only 1 derivative at this point. That's partly why I don't understand why two integral curves can not be tangent to each other.
    – fyang
    Nov 16 at 19:39










  • By what magic could the curves diverge ?
    – Yves Daoust
    Nov 16 at 19:41






  • 1




    What is the example ?
    – Yves Daoust
    Nov 16 at 20:03






  • 1




    Doesn't the teacher just say its hard to guess that the partial derivative being continuous is the required condition?
    – klirk
    Nov 16 at 20:08














up vote
6
down vote

favorite
4












I am watching Lecture 1 of the differential equation course on MIT OpenCourseWare.
The teacher said, for $y'= f(x,y)$, if $f(x,y)$ is continuous around a point $(x0,y0)$, it would guarantee at least one solution, and if $fracpartial f(x,y)partial y$ is continuous, it would ensure uniqueness of the solution, i.e. there would be only one integral curve passing through $(x0,y0)$, meaning two integral curves could not be tangent to each other at $(x0,y0)$.



Can anyone explain why there would be only one integral curve passing through $(x0,y0)$, i.e. two integral curves could not be tangent to each other at $(x0,y0)$, if $fracpartial f(x,y)partial y$ is continuous at $(x0,y0)$?
If 2 integral curves are tangent to each other at $(x0,y0)$, then they should have the same derivative at $(x0,y0)$, which is equal to $f(x0,y0)$, right? How would this make $fracpartial f(x,y)partial y$ discontinuous at $(x0,y0)$?



Thanks!










share|cite|improve this question







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fyang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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  • 1




    From a point with an imposed derivative, you cannot "fork".
    – Yves Daoust
    Nov 16 at 19:34










  • The teacher said if you forked, then there would be 2 derivatives. But if the two integral curves were tangent to each other, there would still be only 1 derivative at this point. That's partly why I don't understand why two integral curves can not be tangent to each other.
    – fyang
    Nov 16 at 19:39










  • By what magic could the curves diverge ?
    – Yves Daoust
    Nov 16 at 19:41






  • 1




    What is the example ?
    – Yves Daoust
    Nov 16 at 20:03






  • 1




    Doesn't the teacher just say its hard to guess that the partial derivative being continuous is the required condition?
    – klirk
    Nov 16 at 20:08












up vote
6
down vote

favorite
4









up vote
6
down vote

favorite
4






4





I am watching Lecture 1 of the differential equation course on MIT OpenCourseWare.
The teacher said, for $y'= f(x,y)$, if $f(x,y)$ is continuous around a point $(x0,y0)$, it would guarantee at least one solution, and if $fracpartial f(x,y)partial y$ is continuous, it would ensure uniqueness of the solution, i.e. there would be only one integral curve passing through $(x0,y0)$, meaning two integral curves could not be tangent to each other at $(x0,y0)$.



Can anyone explain why there would be only one integral curve passing through $(x0,y0)$, i.e. two integral curves could not be tangent to each other at $(x0,y0)$, if $fracpartial f(x,y)partial y$ is continuous at $(x0,y0)$?
If 2 integral curves are tangent to each other at $(x0,y0)$, then they should have the same derivative at $(x0,y0)$, which is equal to $f(x0,y0)$, right? How would this make $fracpartial f(x,y)partial y$ discontinuous at $(x0,y0)$?



Thanks!










share|cite|improve this question







New contributor




fyang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.











I am watching Lecture 1 of the differential equation course on MIT OpenCourseWare.
The teacher said, for $y'= f(x,y)$, if $f(x,y)$ is continuous around a point $(x0,y0)$, it would guarantee at least one solution, and if $fracpartial f(x,y)partial y$ is continuous, it would ensure uniqueness of the solution, i.e. there would be only one integral curve passing through $(x0,y0)$, meaning two integral curves could not be tangent to each other at $(x0,y0)$.



Can anyone explain why there would be only one integral curve passing through $(x0,y0)$, i.e. two integral curves could not be tangent to each other at $(x0,y0)$, if $fracpartial f(x,y)partial y$ is continuous at $(x0,y0)$?
If 2 integral curves are tangent to each other at $(x0,y0)$, then they should have the same derivative at $(x0,y0)$, which is equal to $f(x0,y0)$, right? How would this make $fracpartial f(x,y)partial y$ discontinuous at $(x0,y0)$?



Thanks!







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asked Nov 16 at 19:24









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  • 1




    From a point with an imposed derivative, you cannot "fork".
    – Yves Daoust
    Nov 16 at 19:34










  • The teacher said if you forked, then there would be 2 derivatives. But if the two integral curves were tangent to each other, there would still be only 1 derivative at this point. That's partly why I don't understand why two integral curves can not be tangent to each other.
    – fyang
    Nov 16 at 19:39










  • By what magic could the curves diverge ?
    – Yves Daoust
    Nov 16 at 19:41






  • 1




    What is the example ?
    – Yves Daoust
    Nov 16 at 20:03






  • 1




    Doesn't the teacher just say its hard to guess that the partial derivative being continuous is the required condition?
    – klirk
    Nov 16 at 20:08












  • 1




    From a point with an imposed derivative, you cannot "fork".
    – Yves Daoust
    Nov 16 at 19:34










  • The teacher said if you forked, then there would be 2 derivatives. But if the two integral curves were tangent to each other, there would still be only 1 derivative at this point. That's partly why I don't understand why two integral curves can not be tangent to each other.
    – fyang
    Nov 16 at 19:39










  • By what magic could the curves diverge ?
    – Yves Daoust
    Nov 16 at 19:41






  • 1




    What is the example ?
    – Yves Daoust
    Nov 16 at 20:03






  • 1




    Doesn't the teacher just say its hard to guess that the partial derivative being continuous is the required condition?
    – klirk
    Nov 16 at 20:08







1




1




From a point with an imposed derivative, you cannot "fork".
– Yves Daoust
Nov 16 at 19:34




From a point with an imposed derivative, you cannot "fork".
– Yves Daoust
Nov 16 at 19:34












The teacher said if you forked, then there would be 2 derivatives. But if the two integral curves were tangent to each other, there would still be only 1 derivative at this point. That's partly why I don't understand why two integral curves can not be tangent to each other.
– fyang
Nov 16 at 19:39




The teacher said if you forked, then there would be 2 derivatives. But if the two integral curves were tangent to each other, there would still be only 1 derivative at this point. That's partly why I don't understand why two integral curves can not be tangent to each other.
– fyang
Nov 16 at 19:39












By what magic could the curves diverge ?
– Yves Daoust
Nov 16 at 19:41




By what magic could the curves diverge ?
– Yves Daoust
Nov 16 at 19:41




1




1




What is the example ?
– Yves Daoust
Nov 16 at 20:03




What is the example ?
– Yves Daoust
Nov 16 at 20:03




1




1




Doesn't the teacher just say its hard to guess that the partial derivative being continuous is the required condition?
– klirk
Nov 16 at 20:08




Doesn't the teacher just say its hard to guess that the partial derivative being continuous is the required condition?
– klirk
Nov 16 at 20:08










3 Answers
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6
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accepted










The teacher cites the Picard-Lindelöf theorem.
It says that in a neighbourhood of the considered point, the ODE has a solution if $f$ is continuous and that the solution is unique if $f(x,y)$ is Lipschitz continuous in $y$.




By definition $f(x,y)$ is Lipschitz continuous in $y$, if there is a constant $Lin mathbb R$ such that $|f(x,y_1)- f(x,y_2)|le L|y_1-y_2|$ for all $x,y_1,y_2$.



I will sketch the proof for uniqueness:



Assume there are two solutions $y_1(x), y_2(x)$ which coincide at $x=x_0$.

Then
$$|y_1(x)-y_2(x)|= |int_x_0^x (y_1'(s)-y_2'(s))~ ds|leint_x_0^x |(f(s,y_1(s))-f(s,y_2(s)))~ds|\ le L int_x_0^x |y_1(s)-y_2(s)|~ds.$$
So if we set $z(x):=|y_1(x)-y_2(x)|$, then $zle L int_x_0^x z(s) ~ds$.



This can be used to show $zle 0$. (for example using the Grönwall inequality)

But obviously $zge 0$, so $z=0$, but this just means that $y_1(x)=y_2(x)$.
Hence the solution is unique.




So why does the prof mention $fracpartial f(x,y)partial y$ should be continuous?



This is because the partial derivative being continuous in s neighbourhood implies that the function is Lipschitz continuous in this neighbourhood.



This is a consequence of the mean value theorem:



$$ |f(x,y_1)- f(x,y_2)|le sup_tin [0,1]|fracpartial f(x,y_1+t(y_2-y_1))partial y| cdot |y_1-y_2|.$$
As we can choose the neighbourhood to be convex, the supremum is finite, (i.e $<infty$) and takes the role of $L$.



Thus $f$ is Lipschitz continuous in the second variable.






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    up vote
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    down vote













    For the differential equation $$y'=3|y|^2/3$$ you have (at least) $4$ solutions through the initial point $(x_0,y_0):=(0,0)$, namely $y_1(x)equiv0$, $,y_2(x)=x^3$, $,y_3(x)=min0,x^3$, and $,y_4(x)=max0,x^3$, the exact reason being that for the right hand side $f(x,y):=|y|^2/3$, while continuous at $(0,0)$, the partial derivative $partial foverpartial y$ is not even defined there.






    share|cite|improve this answer



























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      If



      $f_y(x, y) = dfracpartial f(x, y)partial y tag 1$



      is continuous in some neighborhood $U$of $(x_0, y_0)$, then $f(x, y)$ is Lipschitz continuous in $y$ on some, perhaps smaller, open ball $B((x_0, y_0), epsilon) subset U$ (we note $(x_0, y_0) in B((x_0, y_0), epsilon)$); this follows from the observation that, since the closure $bar B((x_0, y_0), epsilon)$ of $B((x_0, y_0), epsilon)$ is compact and $f_y(x, y)$ is continuous, $vert f_y(x, y) vert$ is bounded by some real $L > 0$ on $bar B((x_0, y_0), epsilon)$; then for



      $(x, y_1), (x, y_2) in B((x_0, y_0), epsilon), tag 2$



      we have



      $vert f(x, y_2) - f(x, y_1) vert = left vert displaystyle int_y_1^y_2 f_s(x, s) ; ds right vert le left vert displaystyle int_y_1^y_2 vert f_s(x, s) vert ; ds right vert le left vert displaystyle int_y_1^y_2 L ; ds right vert = Lvert y_2 - y_1 vert, tag 3$



      which shows that $f(x, y)$ is Lipschitz on $B((x_0, y_0), epsilon)$; thus we may invoke the
      Picard-Lindeloef theorem to affirm that there exists precisely one solution passing through any point in $B((x_0, y_0), epsilon)$; in particular, there is exactly one integral curve $y(x)$ of



      $y' = f(x, y) tag 4$



      with



      $y(x_0) = y_0. tag 5$



      Thus, "two integral curves could not be tangent to each other at $(x0,y0)$" since there is in fact only one integral curve through this point!



      Our colleague Christian Blatter has, in his answer, provided some good examples of how uniqueness may fail in the absence of Lipschitz continuity.






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        3 Answers
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        3 Answers
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        up vote
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        accepted










        The teacher cites the Picard-Lindelöf theorem.
        It says that in a neighbourhood of the considered point, the ODE has a solution if $f$ is continuous and that the solution is unique if $f(x,y)$ is Lipschitz continuous in $y$.




        By definition $f(x,y)$ is Lipschitz continuous in $y$, if there is a constant $Lin mathbb R$ such that $|f(x,y_1)- f(x,y_2)|le L|y_1-y_2|$ for all $x,y_1,y_2$.



        I will sketch the proof for uniqueness:



        Assume there are two solutions $y_1(x), y_2(x)$ which coincide at $x=x_0$.

        Then
        $$|y_1(x)-y_2(x)|= |int_x_0^x (y_1'(s)-y_2'(s))~ ds|leint_x_0^x |(f(s,y_1(s))-f(s,y_2(s)))~ds|\ le L int_x_0^x |y_1(s)-y_2(s)|~ds.$$
        So if we set $z(x):=|y_1(x)-y_2(x)|$, then $zle L int_x_0^x z(s) ~ds$.



        This can be used to show $zle 0$. (for example using the Grönwall inequality)

        But obviously $zge 0$, so $z=0$, but this just means that $y_1(x)=y_2(x)$.
        Hence the solution is unique.




        So why does the prof mention $fracpartial f(x,y)partial y$ should be continuous?



        This is because the partial derivative being continuous in s neighbourhood implies that the function is Lipschitz continuous in this neighbourhood.



        This is a consequence of the mean value theorem:



        $$ |f(x,y_1)- f(x,y_2)|le sup_tin [0,1]|fracpartial f(x,y_1+t(y_2-y_1))partial y| cdot |y_1-y_2|.$$
        As we can choose the neighbourhood to be convex, the supremum is finite, (i.e $<infty$) and takes the role of $L$.



        Thus $f$ is Lipschitz continuous in the second variable.






        share|cite|improve this answer
























          up vote
          6
          down vote



          accepted










          The teacher cites the Picard-Lindelöf theorem.
          It says that in a neighbourhood of the considered point, the ODE has a solution if $f$ is continuous and that the solution is unique if $f(x,y)$ is Lipschitz continuous in $y$.




          By definition $f(x,y)$ is Lipschitz continuous in $y$, if there is a constant $Lin mathbb R$ such that $|f(x,y_1)- f(x,y_2)|le L|y_1-y_2|$ for all $x,y_1,y_2$.



          I will sketch the proof for uniqueness:



          Assume there are two solutions $y_1(x), y_2(x)$ which coincide at $x=x_0$.

          Then
          $$|y_1(x)-y_2(x)|= |int_x_0^x (y_1'(s)-y_2'(s))~ ds|leint_x_0^x |(f(s,y_1(s))-f(s,y_2(s)))~ds|\ le L int_x_0^x |y_1(s)-y_2(s)|~ds.$$
          So if we set $z(x):=|y_1(x)-y_2(x)|$, then $zle L int_x_0^x z(s) ~ds$.



          This can be used to show $zle 0$. (for example using the Grönwall inequality)

          But obviously $zge 0$, so $z=0$, but this just means that $y_1(x)=y_2(x)$.
          Hence the solution is unique.




          So why does the prof mention $fracpartial f(x,y)partial y$ should be continuous?



          This is because the partial derivative being continuous in s neighbourhood implies that the function is Lipschitz continuous in this neighbourhood.



          This is a consequence of the mean value theorem:



          $$ |f(x,y_1)- f(x,y_2)|le sup_tin [0,1]|fracpartial f(x,y_1+t(y_2-y_1))partial y| cdot |y_1-y_2|.$$
          As we can choose the neighbourhood to be convex, the supremum is finite, (i.e $<infty$) and takes the role of $L$.



          Thus $f$ is Lipschitz continuous in the second variable.






          share|cite|improve this answer






















            up vote
            6
            down vote



            accepted







            up vote
            6
            down vote



            accepted






            The teacher cites the Picard-Lindelöf theorem.
            It says that in a neighbourhood of the considered point, the ODE has a solution if $f$ is continuous and that the solution is unique if $f(x,y)$ is Lipschitz continuous in $y$.




            By definition $f(x,y)$ is Lipschitz continuous in $y$, if there is a constant $Lin mathbb R$ such that $|f(x,y_1)- f(x,y_2)|le L|y_1-y_2|$ for all $x,y_1,y_2$.



            I will sketch the proof for uniqueness:



            Assume there are two solutions $y_1(x), y_2(x)$ which coincide at $x=x_0$.

            Then
            $$|y_1(x)-y_2(x)|= |int_x_0^x (y_1'(s)-y_2'(s))~ ds|leint_x_0^x |(f(s,y_1(s))-f(s,y_2(s)))~ds|\ le L int_x_0^x |y_1(s)-y_2(s)|~ds.$$
            So if we set $z(x):=|y_1(x)-y_2(x)|$, then $zle L int_x_0^x z(s) ~ds$.



            This can be used to show $zle 0$. (for example using the Grönwall inequality)

            But obviously $zge 0$, so $z=0$, but this just means that $y_1(x)=y_2(x)$.
            Hence the solution is unique.




            So why does the prof mention $fracpartial f(x,y)partial y$ should be continuous?



            This is because the partial derivative being continuous in s neighbourhood implies that the function is Lipschitz continuous in this neighbourhood.



            This is a consequence of the mean value theorem:



            $$ |f(x,y_1)- f(x,y_2)|le sup_tin [0,1]|fracpartial f(x,y_1+t(y_2-y_1))partial y| cdot |y_1-y_2|.$$
            As we can choose the neighbourhood to be convex, the supremum is finite, (i.e $<infty$) and takes the role of $L$.



            Thus $f$ is Lipschitz continuous in the second variable.






            share|cite|improve this answer












            The teacher cites the Picard-Lindelöf theorem.
            It says that in a neighbourhood of the considered point, the ODE has a solution if $f$ is continuous and that the solution is unique if $f(x,y)$ is Lipschitz continuous in $y$.




            By definition $f(x,y)$ is Lipschitz continuous in $y$, if there is a constant $Lin mathbb R$ such that $|f(x,y_1)- f(x,y_2)|le L|y_1-y_2|$ for all $x,y_1,y_2$.



            I will sketch the proof for uniqueness:



            Assume there are two solutions $y_1(x), y_2(x)$ which coincide at $x=x_0$.

            Then
            $$|y_1(x)-y_2(x)|= |int_x_0^x (y_1'(s)-y_2'(s))~ ds|leint_x_0^x |(f(s,y_1(s))-f(s,y_2(s)))~ds|\ le L int_x_0^x |y_1(s)-y_2(s)|~ds.$$
            So if we set $z(x):=|y_1(x)-y_2(x)|$, then $zle L int_x_0^x z(s) ~ds$.



            This can be used to show $zle 0$. (for example using the Grönwall inequality)

            But obviously $zge 0$, so $z=0$, but this just means that $y_1(x)=y_2(x)$.
            Hence the solution is unique.




            So why does the prof mention $fracpartial f(x,y)partial y$ should be continuous?



            This is because the partial derivative being continuous in s neighbourhood implies that the function is Lipschitz continuous in this neighbourhood.



            This is a consequence of the mean value theorem:



            $$ |f(x,y_1)- f(x,y_2)|le sup_tin [0,1]|fracpartial f(x,y_1+t(y_2-y_1))partial y| cdot |y_1-y_2|.$$
            As we can choose the neighbourhood to be convex, the supremum is finite, (i.e $<infty$) and takes the role of $L$.



            Thus $f$ is Lipschitz continuous in the second variable.







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            answered Nov 16 at 20:51









            klirk

            2,215428




            2,215428




















                up vote
                7
                down vote













                For the differential equation $$y'=3|y|^2/3$$ you have (at least) $4$ solutions through the initial point $(x_0,y_0):=(0,0)$, namely $y_1(x)equiv0$, $,y_2(x)=x^3$, $,y_3(x)=min0,x^3$, and $,y_4(x)=max0,x^3$, the exact reason being that for the right hand side $f(x,y):=|y|^2/3$, while continuous at $(0,0)$, the partial derivative $partial foverpartial y$ is not even defined there.






                share|cite|improve this answer
























                  up vote
                  7
                  down vote













                  For the differential equation $$y'=3|y|^2/3$$ you have (at least) $4$ solutions through the initial point $(x_0,y_0):=(0,0)$, namely $y_1(x)equiv0$, $,y_2(x)=x^3$, $,y_3(x)=min0,x^3$, and $,y_4(x)=max0,x^3$, the exact reason being that for the right hand side $f(x,y):=|y|^2/3$, while continuous at $(0,0)$, the partial derivative $partial foverpartial y$ is not even defined there.






                  share|cite|improve this answer






















                    up vote
                    7
                    down vote










                    up vote
                    7
                    down vote









                    For the differential equation $$y'=3|y|^2/3$$ you have (at least) $4$ solutions through the initial point $(x_0,y_0):=(0,0)$, namely $y_1(x)equiv0$, $,y_2(x)=x^3$, $,y_3(x)=min0,x^3$, and $,y_4(x)=max0,x^3$, the exact reason being that for the right hand side $f(x,y):=|y|^2/3$, while continuous at $(0,0)$, the partial derivative $partial foverpartial y$ is not even defined there.






                    share|cite|improve this answer












                    For the differential equation $$y'=3|y|^2/3$$ you have (at least) $4$ solutions through the initial point $(x_0,y_0):=(0,0)$, namely $y_1(x)equiv0$, $,y_2(x)=x^3$, $,y_3(x)=min0,x^3$, and $,y_4(x)=max0,x^3$, the exact reason being that for the right hand side $f(x,y):=|y|^2/3$, while continuous at $(0,0)$, the partial derivative $partial foverpartial y$ is not even defined there.







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                    answered Nov 16 at 20:03









                    Christian Blatter

                    170k7111324




                    170k7111324




















                        up vote
                        2
                        down vote













                        If



                        $f_y(x, y) = dfracpartial f(x, y)partial y tag 1$



                        is continuous in some neighborhood $U$of $(x_0, y_0)$, then $f(x, y)$ is Lipschitz continuous in $y$ on some, perhaps smaller, open ball $B((x_0, y_0), epsilon) subset U$ (we note $(x_0, y_0) in B((x_0, y_0), epsilon)$); this follows from the observation that, since the closure $bar B((x_0, y_0), epsilon)$ of $B((x_0, y_0), epsilon)$ is compact and $f_y(x, y)$ is continuous, $vert f_y(x, y) vert$ is bounded by some real $L > 0$ on $bar B((x_0, y_0), epsilon)$; then for



                        $(x, y_1), (x, y_2) in B((x_0, y_0), epsilon), tag 2$



                        we have



                        $vert f(x, y_2) - f(x, y_1) vert = left vert displaystyle int_y_1^y_2 f_s(x, s) ; ds right vert le left vert displaystyle int_y_1^y_2 vert f_s(x, s) vert ; ds right vert le left vert displaystyle int_y_1^y_2 L ; ds right vert = Lvert y_2 - y_1 vert, tag 3$



                        which shows that $f(x, y)$ is Lipschitz on $B((x_0, y_0), epsilon)$; thus we may invoke the
                        Picard-Lindeloef theorem to affirm that there exists precisely one solution passing through any point in $B((x_0, y_0), epsilon)$; in particular, there is exactly one integral curve $y(x)$ of



                        $y' = f(x, y) tag 4$



                        with



                        $y(x_0) = y_0. tag 5$



                        Thus, "two integral curves could not be tangent to each other at $(x0,y0)$" since there is in fact only one integral curve through this point!



                        Our colleague Christian Blatter has, in his answer, provided some good examples of how uniqueness may fail in the absence of Lipschitz continuity.






                        share|cite|improve this answer


























                          up vote
                          2
                          down vote













                          If



                          $f_y(x, y) = dfracpartial f(x, y)partial y tag 1$



                          is continuous in some neighborhood $U$of $(x_0, y_0)$, then $f(x, y)$ is Lipschitz continuous in $y$ on some, perhaps smaller, open ball $B((x_0, y_0), epsilon) subset U$ (we note $(x_0, y_0) in B((x_0, y_0), epsilon)$); this follows from the observation that, since the closure $bar B((x_0, y_0), epsilon)$ of $B((x_0, y_0), epsilon)$ is compact and $f_y(x, y)$ is continuous, $vert f_y(x, y) vert$ is bounded by some real $L > 0$ on $bar B((x_0, y_0), epsilon)$; then for



                          $(x, y_1), (x, y_2) in B((x_0, y_0), epsilon), tag 2$



                          we have



                          $vert f(x, y_2) - f(x, y_1) vert = left vert displaystyle int_y_1^y_2 f_s(x, s) ; ds right vert le left vert displaystyle int_y_1^y_2 vert f_s(x, s) vert ; ds right vert le left vert displaystyle int_y_1^y_2 L ; ds right vert = Lvert y_2 - y_1 vert, tag 3$



                          which shows that $f(x, y)$ is Lipschitz on $B((x_0, y_0), epsilon)$; thus we may invoke the
                          Picard-Lindeloef theorem to affirm that there exists precisely one solution passing through any point in $B((x_0, y_0), epsilon)$; in particular, there is exactly one integral curve $y(x)$ of



                          $y' = f(x, y) tag 4$



                          with



                          $y(x_0) = y_0. tag 5$



                          Thus, "two integral curves could not be tangent to each other at $(x0,y0)$" since there is in fact only one integral curve through this point!



                          Our colleague Christian Blatter has, in his answer, provided some good examples of how uniqueness may fail in the absence of Lipschitz continuity.






                          share|cite|improve this answer
























                            up vote
                            2
                            down vote










                            up vote
                            2
                            down vote









                            If



                            $f_y(x, y) = dfracpartial f(x, y)partial y tag 1$



                            is continuous in some neighborhood $U$of $(x_0, y_0)$, then $f(x, y)$ is Lipschitz continuous in $y$ on some, perhaps smaller, open ball $B((x_0, y_0), epsilon) subset U$ (we note $(x_0, y_0) in B((x_0, y_0), epsilon)$); this follows from the observation that, since the closure $bar B((x_0, y_0), epsilon)$ of $B((x_0, y_0), epsilon)$ is compact and $f_y(x, y)$ is continuous, $vert f_y(x, y) vert$ is bounded by some real $L > 0$ on $bar B((x_0, y_0), epsilon)$; then for



                            $(x, y_1), (x, y_2) in B((x_0, y_0), epsilon), tag 2$



                            we have



                            $vert f(x, y_2) - f(x, y_1) vert = left vert displaystyle int_y_1^y_2 f_s(x, s) ; ds right vert le left vert displaystyle int_y_1^y_2 vert f_s(x, s) vert ; ds right vert le left vert displaystyle int_y_1^y_2 L ; ds right vert = Lvert y_2 - y_1 vert, tag 3$



                            which shows that $f(x, y)$ is Lipschitz on $B((x_0, y_0), epsilon)$; thus we may invoke the
                            Picard-Lindeloef theorem to affirm that there exists precisely one solution passing through any point in $B((x_0, y_0), epsilon)$; in particular, there is exactly one integral curve $y(x)$ of



                            $y' = f(x, y) tag 4$



                            with



                            $y(x_0) = y_0. tag 5$



                            Thus, "two integral curves could not be tangent to each other at $(x0,y0)$" since there is in fact only one integral curve through this point!



                            Our colleague Christian Blatter has, in his answer, provided some good examples of how uniqueness may fail in the absence of Lipschitz continuity.






                            share|cite|improve this answer














                            If



                            $f_y(x, y) = dfracpartial f(x, y)partial y tag 1$



                            is continuous in some neighborhood $U$of $(x_0, y_0)$, then $f(x, y)$ is Lipschitz continuous in $y$ on some, perhaps smaller, open ball $B((x_0, y_0), epsilon) subset U$ (we note $(x_0, y_0) in B((x_0, y_0), epsilon)$); this follows from the observation that, since the closure $bar B((x_0, y_0), epsilon)$ of $B((x_0, y_0), epsilon)$ is compact and $f_y(x, y)$ is continuous, $vert f_y(x, y) vert$ is bounded by some real $L > 0$ on $bar B((x_0, y_0), epsilon)$; then for



                            $(x, y_1), (x, y_2) in B((x_0, y_0), epsilon), tag 2$



                            we have



                            $vert f(x, y_2) - f(x, y_1) vert = left vert displaystyle int_y_1^y_2 f_s(x, s) ; ds right vert le left vert displaystyle int_y_1^y_2 vert f_s(x, s) vert ; ds right vert le left vert displaystyle int_y_1^y_2 L ; ds right vert = Lvert y_2 - y_1 vert, tag 3$



                            which shows that $f(x, y)$ is Lipschitz on $B((x_0, y_0), epsilon)$; thus we may invoke the
                            Picard-Lindeloef theorem to affirm that there exists precisely one solution passing through any point in $B((x_0, y_0), epsilon)$; in particular, there is exactly one integral curve $y(x)$ of



                            $y' = f(x, y) tag 4$



                            with



                            $y(x_0) = y_0. tag 5$



                            Thus, "two integral curves could not be tangent to each other at $(x0,y0)$" since there is in fact only one integral curve through this point!



                            Our colleague Christian Blatter has, in his answer, provided some good examples of how uniqueness may fail in the absence of Lipschitz continuity.







                            share|cite|improve this answer














                            share|cite|improve this answer



                            share|cite|improve this answer








                            edited Nov 16 at 21:52

























                            answered Nov 16 at 21:46









                            Robert Lewis

                            41.6k22760




                            41.6k22760




















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