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split off perfectly orderable graph into a separate article (total length is ok but I think the subjects are too different from each other); add more sections
 
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In [[mathematics]], '''Carathéodory's existence theorem''' says that an [[ordinary differential equation]] has a solution under relatively mild conditions. It is a generalization of [[Peano existence theorem|Peano's existence theorem]]. Peano's theorem requires that the right-hand side of the differential equation is continuous, while Carathéodory's theorem shows existence of solutions (in a more general sense) for some discontinuous equations. The theorem is named after [[Constantin Carathéodory]].


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== Introduction ==
Consider the differential equation
:<math> y'(t) = f(t,y(t)) \, </math>
with initial condition
:<math> y(t_0) = y_0, \, </math>
where the function ƒ is defined on a rectangular domain of the form
:<math> R = \{ (t,y) \in \mathbf{R}\times\mathbf{R}^n \,:\, |t-t_0| \le a, |y-y_0| \le b \}. </math>
Peano's existence theorem states that if ƒ is [[continuous function|continuous]], then the differential equation has at least one solution in a neighbourhood of the initial condition.<ref>{{harvtxt|Coddington|Levinson|1955}}, Theorem 1.2 of Chapter 1</ref>
 
However, it is also possible to consider differential equations with a discontinuous right-hand side, like the equation
:<math> y'(t) = H(t), \quad y(0) = 0, </math>
where ''H'' denotes the [[Heaviside function]] defined by
:<math> H(t) = \begin{cases} 0, & \text{if } t \le 0; \\ 1, & \text{if } t > 0. \end{cases} </math>
It makes sense to consider the [[ramp function]]
:<math> y(t) = \int_0^t H(s) \,\mathrm{d}s = \begin{cases} 0, & \text{if } t \le 0; \\ t, & \text{if } t > 0 \end{cases} </math>
as a solution of the differential equation. Strictly speaking though, it does not satisfy the differential equation at <math>t=0</math>, because the function is not differentiable there. This suggests that the idea of a solution be extended to allow for solutions that are not everywhere differentiable, thus motivating the following definition.
 
A function ''y'' is called a ''solution in the extended sense'' of the differential equation <math>y' = f(t,y)</math> with initial condition <math>y(t_0)=y_0</math> if ''y'' is [[absolute continuity|absolutely continuous]], ''y'' satisfies the differential equation [[almost everywhere]] and ''y'' satisfies the initial condition.<ref>{{harvtxt|Coddington|Levinson|1955}}, page 42</ref> The absolute continuity of ''y'' implies that its derivative exists almost everywhere.<ref>{{harvtxt|Rudin|1987}}, Theorem 7.18</ref>
 
== Statement of the theorem ==
Consider the differential equation
:<math> y'(t) = f(t,y(t)), \quad y(t_0) = y_0, \, </math>
with <math>f</math> defined on the rectangular domain <math> R=\{(t,y) \, | \, |t - t_0 | \leq a, |y - y_0| \leq b\} </math>. If the function <math>f</math> satisfies the following three conditions:
* <math>f(t,y)</math> is [[Continuous function|continuous]] in <math>y</math> for each fixed <math>t</math>,
* <math>f(t,y)</math> is [[measurable function|measurable]] in <math>t</math> for each fixed <math>y</math>,
* there is a [[Lebesgue integral|Lebesgue-integrable]] function <math>m(t)</math>, <math>|t - t_0| \leq a </math>, such that <math>|f(t,y)| \leq m(t)</math> for all <math>(t, y) \in R </math>,
then the differential equation has a solution in the extended sense in a neighborhood of the initial condition.<ref>{{harvtxt|Coddington|Levinson|1955}}, Theorem 1.1 of Chapter 2</ref>
 
== Notes ==
<references/>
 
== References ==
* {{Citation | last1=Coddington | first1=Earl A. | last2=Levinson | first2=Norman | title=Theory of Ordinary Differential Equations | publisher=[[McGraw-Hill]] | location=New York | year=1955}}.
* {{Citation | last1=Rudin | first1=Walter | author1-link=Walter Rudin | title=Real and complex analysis | publisher=[[McGraw-Hill]] | location=New York | edition=3rd | isbn=978-0-07-054234-1 | mr=924157 | year=1987}}.
 
{{DEFAULTSORT:Caratheodory's existence theorem}}
[[Category:Ordinary differential equations]]
[[Category:Theorems in analysis]]

Latest revision as of 01:04, 20 March 2013

In mathematics, Carathéodory's existence theorem says that an ordinary differential equation has a solution under relatively mild conditions. It is a generalization of Peano's existence theorem. Peano's theorem requires that the right-hand side of the differential equation is continuous, while Carathéodory's theorem shows existence of solutions (in a more general sense) for some discontinuous equations. The theorem is named after Constantin Carathéodory.

Introduction

Consider the differential equation

with initial condition

where the function ƒ is defined on a rectangular domain of the form

Peano's existence theorem states that if ƒ is continuous, then the differential equation has at least one solution in a neighbourhood of the initial condition.[1]

However, it is also possible to consider differential equations with a discontinuous right-hand side, like the equation

where H denotes the Heaviside function defined by

It makes sense to consider the ramp function

as a solution of the differential equation. Strictly speaking though, it does not satisfy the differential equation at , because the function is not differentiable there. This suggests that the idea of a solution be extended to allow for solutions that are not everywhere differentiable, thus motivating the following definition.

A function y is called a solution in the extended sense of the differential equation with initial condition if y is absolutely continuous, y satisfies the differential equation almost everywhere and y satisfies the initial condition.[2] The absolute continuity of y implies that its derivative exists almost everywhere.[3]

Statement of the theorem

Consider the differential equation

with defined on the rectangular domain . If the function satisfies the following three conditions:

then the differential equation has a solution in the extended sense in a neighborhood of the initial condition.[4]

Notes

  1. Template:Harvtxt, Theorem 1.2 of Chapter 1
  2. Template:Harvtxt, page 42
  3. Template:Harvtxt, Theorem 7.18
  4. Template:Harvtxt, Theorem 1.1 of Chapter 2

References

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    Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.

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