True or false about existence of solution for an ODE The 2019 Stack Overflow Developer Survey Results Are In Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Global solution for ODEExistence and uniqueness of solution for a seemingly trivial 1D non-autonomous ODETwo statements about solutions of linear ODEShowing given solution solves ODE?Existence of solution of ODE on whole real line .The solution of an ODEMost general solution of an ODEExistence of solution for ODEExistence of a solution for a ODE defined on an open set in $mathbbR^n$.Finding the fundamental solution of an ODE
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True or false about existence of solution for an ODE
The 2019 Stack Overflow Developer Survey Results Are In
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Global solution for ODEExistence and uniqueness of solution for a seemingly trivial 1D non-autonomous ODETwo statements about solutions of linear ODEShowing given solution solves ODE?Existence of solution of ODE on whole real line .The solution of an ODEMost general solution of an ODEExistence of solution for ODEExistence of a solution for a ODE defined on an open set in $mathbbR^n$.Finding the fundamental solution of an ODE
$begingroup$
Consider the ODE $x'=f(x,t)$ in $mathbbR^n$ and $tinmathbbR$. Let $gamma(t)$ a soluitino for the ODE such that $gamma(0)=0$ and $gamma(1)=x_0$. So, given a neighborhood $U_x_0$ of $x_0$, there is $epsilon>0$ such that, if $g(x,t)$ satisfies $|g(x,t)-f(x,t)|<epsilon$ for all $x$ and $t$, so the solution $eta(t)$ of $x'=g(x,t)$ such that $eta(0)=0$ satisfies $eta(1)in U_x_0$.
Is this statement true or false? Intuitively, seems true, but I don't know how to demonstrate.
ordinary-differential-equations
$endgroup$
add a comment |
$begingroup$
Consider the ODE $x'=f(x,t)$ in $mathbbR^n$ and $tinmathbbR$. Let $gamma(t)$ a soluitino for the ODE such that $gamma(0)=0$ and $gamma(1)=x_0$. So, given a neighborhood $U_x_0$ of $x_0$, there is $epsilon>0$ such that, if $g(x,t)$ satisfies $|g(x,t)-f(x,t)|<epsilon$ for all $x$ and $t$, so the solution $eta(t)$ of $x'=g(x,t)$ such that $eta(0)=0$ satisfies $eta(1)in U_x_0$.
Is this statement true or false? Intuitively, seems true, but I don't know how to demonstrate.
ordinary-differential-equations
$endgroup$
2
$begingroup$
If you assume moreover that $f$ (or $g$) is globally Lipschitz in $x$, with the Lipschitz constant $le M$, then yes, the integral form of Grönwall's inequality seems to give $lverteta(t)-gamma(t)rvert<epsilon t e^Mt$.
$endgroup$
– user539887
Apr 8 at 19:03
add a comment |
$begingroup$
Consider the ODE $x'=f(x,t)$ in $mathbbR^n$ and $tinmathbbR$. Let $gamma(t)$ a soluitino for the ODE such that $gamma(0)=0$ and $gamma(1)=x_0$. So, given a neighborhood $U_x_0$ of $x_0$, there is $epsilon>0$ such that, if $g(x,t)$ satisfies $|g(x,t)-f(x,t)|<epsilon$ for all $x$ and $t$, so the solution $eta(t)$ of $x'=g(x,t)$ such that $eta(0)=0$ satisfies $eta(1)in U_x_0$.
Is this statement true or false? Intuitively, seems true, but I don't know how to demonstrate.
ordinary-differential-equations
$endgroup$
Consider the ODE $x'=f(x,t)$ in $mathbbR^n$ and $tinmathbbR$. Let $gamma(t)$ a soluitino for the ODE such that $gamma(0)=0$ and $gamma(1)=x_0$. So, given a neighborhood $U_x_0$ of $x_0$, there is $epsilon>0$ such that, if $g(x,t)$ satisfies $|g(x,t)-f(x,t)|<epsilon$ for all $x$ and $t$, so the solution $eta(t)$ of $x'=g(x,t)$ such that $eta(0)=0$ satisfies $eta(1)in U_x_0$.
Is this statement true or false? Intuitively, seems true, but I don't know how to demonstrate.
ordinary-differential-equations
ordinary-differential-equations
edited Apr 8 at 21:10
Mateus Rocha
asked Apr 8 at 13:47
Mateus RochaMateus Rocha
832117
832117
2
$begingroup$
If you assume moreover that $f$ (or $g$) is globally Lipschitz in $x$, with the Lipschitz constant $le M$, then yes, the integral form of Grönwall's inequality seems to give $lverteta(t)-gamma(t)rvert<epsilon t e^Mt$.
$endgroup$
– user539887
Apr 8 at 19:03
add a comment |
2
$begingroup$
If you assume moreover that $f$ (or $g$) is globally Lipschitz in $x$, with the Lipschitz constant $le M$, then yes, the integral form of Grönwall's inequality seems to give $lverteta(t)-gamma(t)rvert<epsilon t e^Mt$.
$endgroup$
– user539887
Apr 8 at 19:03
2
2
$begingroup$
If you assume moreover that $f$ (or $g$) is globally Lipschitz in $x$, with the Lipschitz constant $le M$, then yes, the integral form of Grönwall's inequality seems to give $lverteta(t)-gamma(t)rvert<epsilon t e^Mt$.
$endgroup$
– user539887
Apr 8 at 19:03
$begingroup$
If you assume moreover that $f$ (or $g$) is globally Lipschitz in $x$, with the Lipschitz constant $le M$, then yes, the integral form of Grönwall's inequality seems to give $lverteta(t)-gamma(t)rvert<epsilon t e^Mt$.
$endgroup$
– user539887
Apr 8 at 19:03
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
** When $f(t)$ and $g(t)$ do not depend on $x$ this works:
$|doteta(t) - dot gamma(t)| = |f(t)-g(t)|<epsilon$, so integrate $-epsilon < dot eta(t) - dot gamma(t) < epsilon$
and use that $eta(0) = gamma(0) = 0$ to get:
$|eta(t) - gamma(t) | < epsilon t$.
Then set $t = 1$ to get that $eta(1)$ is $epsilon$-close to $x_0 = gamma(1)$.
So, for a general neighborhood of $x_0$, it will depend on $t$ (how far you want to send the solutions) and how good your bound $epsilon$ for $|f - g|$ is. In the worst case, an $O(epsilon)$ perturbation can have an $O(1)$ effect on solutions within time scale $O(1/epsilon)$ (but of course for certain examples things could be better)
**edit: thanks to LutzL and user539887's comments, we need to add conditions on how to compare $f(x,t)$ and $g(y,t)$ when $xne y$. For example, when $f$ has a Lipschitz condition $|f(x,t) - f(y,t)|le M|x-y|$, here is a way we can work out some bounds:
Set $u(t) = eta(t) - gamma(t)$, then $u(0) = 0$ and
$|dot u| = |g(eta(t), t) - f(gamma(t), t) + f(eta(t), t) - f(eta(t), t)|<epsilon + M |u|$.
then compare directly with solutions of $dot u_+ = epsilon + M|u_+|, dot u_- = -epsilon - M|u_-|$ to get
$-fracepsilonM(e^Mt - 1) = u_-(t) le u(t) le u_+(t) = fracepsilonM(e^Mt - 1)$ for $tge 0$
Or $|u(t)|le fracepsilonM(e^Mt-1)$ for $tge 0$.
$endgroup$
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
1
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
1
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
1
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
$endgroup$
– user539887
Apr 8 at 18:34
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
$endgroup$
– Khanickus
Apr 8 at 23:52
add a comment |
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$begingroup$
** When $f(t)$ and $g(t)$ do not depend on $x$ this works:
$|doteta(t) - dot gamma(t)| = |f(t)-g(t)|<epsilon$, so integrate $-epsilon < dot eta(t) - dot gamma(t) < epsilon$
and use that $eta(0) = gamma(0) = 0$ to get:
$|eta(t) - gamma(t) | < epsilon t$.
Then set $t = 1$ to get that $eta(1)$ is $epsilon$-close to $x_0 = gamma(1)$.
So, for a general neighborhood of $x_0$, it will depend on $t$ (how far you want to send the solutions) and how good your bound $epsilon$ for $|f - g|$ is. In the worst case, an $O(epsilon)$ perturbation can have an $O(1)$ effect on solutions within time scale $O(1/epsilon)$ (but of course for certain examples things could be better)
**edit: thanks to LutzL and user539887's comments, we need to add conditions on how to compare $f(x,t)$ and $g(y,t)$ when $xne y$. For example, when $f$ has a Lipschitz condition $|f(x,t) - f(y,t)|le M|x-y|$, here is a way we can work out some bounds:
Set $u(t) = eta(t) - gamma(t)$, then $u(0) = 0$ and
$|dot u| = |g(eta(t), t) - f(gamma(t), t) + f(eta(t), t) - f(eta(t), t)|<epsilon + M |u|$.
then compare directly with solutions of $dot u_+ = epsilon + M|u_+|, dot u_- = -epsilon - M|u_-|$ to get
$-fracepsilonM(e^Mt - 1) = u_-(t) le u(t) le u_+(t) = fracepsilonM(e^Mt - 1)$ for $tge 0$
Or $|u(t)|le fracepsilonM(e^Mt-1)$ for $tge 0$.
$endgroup$
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
1
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
1
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
1
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
$endgroup$
– user539887
Apr 8 at 18:34
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
$endgroup$
– Khanickus
Apr 8 at 23:52
add a comment |
$begingroup$
** When $f(t)$ and $g(t)$ do not depend on $x$ this works:
$|doteta(t) - dot gamma(t)| = |f(t)-g(t)|<epsilon$, so integrate $-epsilon < dot eta(t) - dot gamma(t) < epsilon$
and use that $eta(0) = gamma(0) = 0$ to get:
$|eta(t) - gamma(t) | < epsilon t$.
Then set $t = 1$ to get that $eta(1)$ is $epsilon$-close to $x_0 = gamma(1)$.
So, for a general neighborhood of $x_0$, it will depend on $t$ (how far you want to send the solutions) and how good your bound $epsilon$ for $|f - g|$ is. In the worst case, an $O(epsilon)$ perturbation can have an $O(1)$ effect on solutions within time scale $O(1/epsilon)$ (but of course for certain examples things could be better)
**edit: thanks to LutzL and user539887's comments, we need to add conditions on how to compare $f(x,t)$ and $g(y,t)$ when $xne y$. For example, when $f$ has a Lipschitz condition $|f(x,t) - f(y,t)|le M|x-y|$, here is a way we can work out some bounds:
Set $u(t) = eta(t) - gamma(t)$, then $u(0) = 0$ and
$|dot u| = |g(eta(t), t) - f(gamma(t), t) + f(eta(t), t) - f(eta(t), t)|<epsilon + M |u|$.
then compare directly with solutions of $dot u_+ = epsilon + M|u_+|, dot u_- = -epsilon - M|u_-|$ to get
$-fracepsilonM(e^Mt - 1) = u_-(t) le u(t) le u_+(t) = fracepsilonM(e^Mt - 1)$ for $tge 0$
Or $|u(t)|le fracepsilonM(e^Mt-1)$ for $tge 0$.
$endgroup$
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
1
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
1
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
1
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
$endgroup$
– user539887
Apr 8 at 18:34
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
$endgroup$
– Khanickus
Apr 8 at 23:52
add a comment |
$begingroup$
** When $f(t)$ and $g(t)$ do not depend on $x$ this works:
$|doteta(t) - dot gamma(t)| = |f(t)-g(t)|<epsilon$, so integrate $-epsilon < dot eta(t) - dot gamma(t) < epsilon$
and use that $eta(0) = gamma(0) = 0$ to get:
$|eta(t) - gamma(t) | < epsilon t$.
Then set $t = 1$ to get that $eta(1)$ is $epsilon$-close to $x_0 = gamma(1)$.
So, for a general neighborhood of $x_0$, it will depend on $t$ (how far you want to send the solutions) and how good your bound $epsilon$ for $|f - g|$ is. In the worst case, an $O(epsilon)$ perturbation can have an $O(1)$ effect on solutions within time scale $O(1/epsilon)$ (but of course for certain examples things could be better)
**edit: thanks to LutzL and user539887's comments, we need to add conditions on how to compare $f(x,t)$ and $g(y,t)$ when $xne y$. For example, when $f$ has a Lipschitz condition $|f(x,t) - f(y,t)|le M|x-y|$, here is a way we can work out some bounds:
Set $u(t) = eta(t) - gamma(t)$, then $u(0) = 0$ and
$|dot u| = |g(eta(t), t) - f(gamma(t), t) + f(eta(t), t) - f(eta(t), t)|<epsilon + M |u|$.
then compare directly with solutions of $dot u_+ = epsilon + M|u_+|, dot u_- = -epsilon - M|u_-|$ to get
$-fracepsilonM(e^Mt - 1) = u_-(t) le u(t) le u_+(t) = fracepsilonM(e^Mt - 1)$ for $tge 0$
Or $|u(t)|le fracepsilonM(e^Mt-1)$ for $tge 0$.
$endgroup$
** When $f(t)$ and $g(t)$ do not depend on $x$ this works:
$|doteta(t) - dot gamma(t)| = |f(t)-g(t)|<epsilon$, so integrate $-epsilon < dot eta(t) - dot gamma(t) < epsilon$
and use that $eta(0) = gamma(0) = 0$ to get:
$|eta(t) - gamma(t) | < epsilon t$.
Then set $t = 1$ to get that $eta(1)$ is $epsilon$-close to $x_0 = gamma(1)$.
So, for a general neighborhood of $x_0$, it will depend on $t$ (how far you want to send the solutions) and how good your bound $epsilon$ for $|f - g|$ is. In the worst case, an $O(epsilon)$ perturbation can have an $O(1)$ effect on solutions within time scale $O(1/epsilon)$ (but of course for certain examples things could be better)
**edit: thanks to LutzL and user539887's comments, we need to add conditions on how to compare $f(x,t)$ and $g(y,t)$ when $xne y$. For example, when $f$ has a Lipschitz condition $|f(x,t) - f(y,t)|le M|x-y|$, here is a way we can work out some bounds:
Set $u(t) = eta(t) - gamma(t)$, then $u(0) = 0$ and
$|dot u| = |g(eta(t), t) - f(gamma(t), t) + f(eta(t), t) - f(eta(t), t)|<epsilon + M |u|$.
then compare directly with solutions of $dot u_+ = epsilon + M|u_+|, dot u_- = -epsilon - M|u_-|$ to get
$-fracepsilonM(e^Mt - 1) = u_-(t) le u(t) le u_+(t) = fracepsilonM(e^Mt - 1)$ for $tge 0$
Or $|u(t)|le fracepsilonM(e^Mt-1)$ for $tge 0$.
edited Apr 9 at 1:13
answered Apr 8 at 14:09
KhanickusKhanickus
80448
80448
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
1
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
1
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
1
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
$endgroup$
– user539887
Apr 8 at 18:34
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
$endgroup$
– Khanickus
Apr 8 at 23:52
add a comment |
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
1
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
1
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
1
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
$endgroup$
– user539887
Apr 8 at 18:34
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
$endgroup$
– Khanickus
Apr 8 at 23:52
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
$begingroup$
That way I can solve for $U_x_0$ being an open ball. If $U_x_0$ is an arbitrary neighborhood of $x_0$, can I take $epsilon>0$ such that the ball $B(x_0,epsilon)$ is contained in $U_x_0$?
$endgroup$
– Mateus Rocha
Apr 8 at 14:19
1
1
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
$begingroup$
Exactly. That $epsilon$ will work.
$endgroup$
– Khanickus
Apr 8 at 14:26
1
1
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
$begingroup$
How do you get the bound for $|f(t,γ(t))-g(t,η(t))|$? There is nothing mentioned that allows to compare function values at different $x$-arguments.
$endgroup$
– LutzL
Apr 8 at 16:06
1
1
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
$endgroup$
– user539887
Apr 8 at 18:34
$begingroup$
Here's a counterexample to your claim in the first display: take $f(x,t)=x$ and $g(x,t)=x+epsilon$. $f$ and $g$ are $epsilon$-close, but, for $eta(0)=gamma(0)=0$ you have $eta(t)equiv0$ and $gamma(t)=epsilon(e^t-1)$, which gives $lverteta(t)-gamma(t)rvert=epsilon(e^t-1)>epsilon t$ for all $t>0$.
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– user539887
Apr 8 at 18:34
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
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– Khanickus
Apr 8 at 23:52
$begingroup$
oops! Thank you for catching my carelessness. I guess I was just thinking of when $dot x = f(t), g(t)$...
$endgroup$
– Khanickus
Apr 8 at 23:52
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$begingroup$
If you assume moreover that $f$ (or $g$) is globally Lipschitz in $x$, with the Lipschitz constant $le M$, then yes, the integral form of Grönwall's inequality seems to give $lverteta(t)-gamma(t)rvert<epsilon t e^Mt$.
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– user539887
Apr 8 at 19:03