The three theorems
| Theorem | Hypothesis on f(x, y) | Conclusion |
|---|---|---|
| Peano | continuous near | a local solution exists |
| Picard–Lindelöf | continuous + Lipschitz in y | local solution exists and is unique |
| Global | continuous + |f(x,y)| ≤ A + B|y| | solution extends to the whole interval |
locally Lipschitz ⇒ uniqueness. Lipschitz is sufficient, not necessary.
The two spoilers
Non-uniqueness: y′ = , y(0) = 0. The right side is continuous but not Lipschitz at 0 (the derivative blows up). Solutions: y ≡ 0 and y = ±, plus every "wait then leave" hybrid — infinitely many.
**Finite-time blow-up: has the unique solution y = 1/(1 − x), which escapes at x = 1. Uniqueness is local; superlinear growth destroys global existence.
Extension rules
- Bounded f ⇒ |y′| bounded ⇒ no blow-up ⇒ global.
- Linear growth |f| ≤ A + B|y| ⇒ global (Grönwall).
- Equilibria trap solutions: if then is a solution, and by uniqueness no other solution can cross that level. This is why with y(0) = 0 stays in (−1, 1) for all time.
Grönwall's inequality
. This is the engine behind continuous dependence on initial data and global existence.
Key takeaways
- Continuity ⇒ existence; Lipschitz ⇒ uniqueness; linear growth ⇒ global.
- kills uniqueness; kills global existence.
- Equilibria act as barriers that solutions can never cross.