Existence and Uniqueness of Solution to an ODE
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Express the 2nd order ODE
d_t^2 u=(d^2 u)/(dt)^2 =sin?(u)+cos?(Ï?t) Ï? Z/{0}
u(0)=a
d_t u(0)=b
as a system of 1st order ODEs and verify that there exists a global solution by invoking the global existence and uniqueness Theorem.
Useful information:
Global existence and uniqueness Theorem:
The ordinary differential equation
d_t â-u=â-f(t,â-u (t))
â-u (0)=â-u_0
has a unique solution if â-fâ??C^0 (I)Ã-Lipschitz(L_â?? (R)), f is continuous with respect to 1st variable and Lipschitz with respect to 2nd variable.
Lipschitz Continuity: A function g:Iâ?'R is Lipschitz continuous if â??Î?>0 such that
â?-g(â-x)-g(â-y)â?-â?¤Î?â?-â-x-â-yâ?-â??â-x,â-yâ??I.
NB: â- means vector value.
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Solution Summary
The solution demonstrates the existence and uniqueness of a given second order ordinary differential equations with given initial conditions.
Solution Preview
To express the 2nd order ODE as a system of 1st order ODEs, we let v = u_t. Then we have
u_t = v
v_t = sin u + cos(omega t)
with the initial conditions
u(0) = a
v(0) = b
These ODEs may be written in vector form as
(1) d_t w = ...
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