14. If af/ay is continuous in the rectangle D, show that there is a positive constant K such that If(t, y₁) f(t, y2)| ≤ Kly1 - y2l, (31) where (1, y₁) and (1, 2) are any two points in D having the same f coordinate. This inequality is known as a Lipschitz22 condition. Hint: Hold t fixed and use the mean value theorem on f as a function of y only. Choose K to be the maximum value of laf/ayl in D. 15. If on-1(1) and on(1) are members of the sequence (on(1)), use the result of Problem 14 to show that |f(t, on(t)) = f(t, on-1(1))| ≤ Kon(1) - On-1(1). 16. a. Show that if th, then to 01 (1)| ≤ Mtb st where M is chosen so that If(t, y)| ≤ M for (1, y) in D. b. Use the results of Problem 15 and part a of Problem 16 to show that 102(1) - 01(1)| ≤ MK|t|2 2 c. Show, by mathematical induction, that lon(1)n-1(1)| ≤ MK"-1|t|" MK"-1" n! n! ≤ 17. Note that stooge nichos a lo noitelugog all ind on (1) = $1(1) + (02(1) — 1(1)) +...+ (On(t) — On-1(t)). - a. Show that lon(1)| ≤ 01 (1)|+|6₂(1) −61(1)| ++ln(1)n-1(t)\. b. Use the results of Problem 16 to show that Kh+ (Kh)² 2! M |ón (1)| ≤ K c. Show that the sum in part b converges as n→ ∞o and, hence, the sum in part a also converges as noo. Conclude therefore that the sequence ((1)) converges since it is the sequence of partial sums of a convergent infinite series. 18. In this problem we deal with the question of uniqueness of the solution of the integral equation (3) (1) = b. Show that +...+ - Ső · f(s, o (s)) ds. (1)-(t) = a. Suppose that and are two solutions of equation (3). Show that, for t≥ 0, (Kh)" n! =f(f(s. o(s)) - f(s, 4(s))) ds. HIRVICE 10(1)(1)| ≤ = √(√(5, 6(S) (f(s, o(s))-f(s, (s))) ds. 10 (1)-(1)| ≤ K c. Use the result of Problem 14 to show that *[ lo(s)-(s)|ds, 22 The German mathematician Rudolf Lipschitz (1832-1903), professor at the where K is an upper bound for laf/ayl in D. This is the san University of Bonn for many years, worked in several areas of mathematics. noi as equation (30), and the rest of the proof may be constructed The inequality (i) can replace the hypothesis that af/ay is continuous in Theorem 2.8.1; this results in a slightly stronger theorem. bovlos orindicated in the text.mil

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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14. If af/ay is continuous in the rectangle D, show that there is a
positive constant K such that
\f(t, y₁)-f(t, y2)| ≤ Kly1 - y2),
(31)
where (t, y₁) and (t, y2) are any two points in D having the same t
coordinate. This inequality is known as a Lipschitz22 condition.
Hint: Hold t fixed and use the mean value theorem on f as a function
of y only. Choose K to be the maximum value of laf/ay in D.
15. If on-1 (t) and on(1) are members of the sequence (on(1)), use
the result of Problem 14 to show that ((GOUL
|f(t, on(t)) = f(t, On-1(1))| ≤ Kon(1) - On-1(1).
<
12
16. a. Show that if th, then
10 01 (1)| ≤ M\t\,
where M is chosen so that f(t, y)| ≤ M for (t, y) in D.
b. Use the results of Problem 15 and part a of Problem 16 to
show that
MK|t|2
2
102(1) - 61(t)| ≤
years.
c. Show, by mathematical induction, that
lon(t)-on-1(t)| ≤
MK"-1|t|n
n!
≤
MKn-1 hn
n!
17. Note that
oga mi
inslugog
on(t) = 61(t) + (02(1) − ¢1(t)) + ... + (On(t) – On-1(t)).
22 The German mathematician Rudolf Lipschitz (1832-1903), professor at the
University of Bonn for many years, worked in several areas of mathematics.
The inequality (i) can replace the hypothesis that af/ay is continuous in
Theorem 2.8.1; this results in a slightly stronger theorem.
a. Show that
lon(1)| ≤ 01 (1)| + |2(t) — 61(t)| ++ n(t) On-1(t)\.
b. Use the results of Problem 16 to show that
М
M/ ( K
K
lon(1)| ≤
2.9 First-Order Difference Equations
Kh+
que
(Kh)2
2!
o(t) =
- Ső
c. Show that the sum in part b converges as n → ∞ and, hence,
the sum in part a also converges as n → ∞o. Conclude therefore
that the sequence (on(t)} converges since it is the sequence of
partial sums of a convergent infinite series.
18. In this problem we deal with the question of uniqueness of the
solution of the integral equation (3)
+...+
f(s, o(s)) ds.
6 (1) — 4) (1) = f'( f (5, 4)
Ф
(Kh)"
n!
a. Suppose that and are two solutions of equation (3). Show
that, for t≥ 0,
91
(f(s, o(s)) - f(s, y(s))) ds.
lo (t)-(t)| ≤K
b. Show that
1¢
16 (1) − ¢ (1)| ≤ f* (ƒ(s, 0 (s)) — ƒ(s, v(s))) ds.
-
c. Use the result of Problem 14 to show that
19
lo (s)-(s)|ds,
where K is an upper bound for af/ayl in D. This is the same
as equation (30), and the rest of the proof may be constructed as
indicated in the text.
Transcribed Image Text:14. If af/ay is continuous in the rectangle D, show that there is a positive constant K such that \f(t, y₁)-f(t, y2)| ≤ Kly1 - y2), (31) where (t, y₁) and (t, y2) are any two points in D having the same t coordinate. This inequality is known as a Lipschitz22 condition. Hint: Hold t fixed and use the mean value theorem on f as a function of y only. Choose K to be the maximum value of laf/ay in D. 15. If on-1 (t) and on(1) are members of the sequence (on(1)), use the result of Problem 14 to show that ((GOUL |f(t, on(t)) = f(t, On-1(1))| ≤ Kon(1) - On-1(1). < 12 16. a. Show that if th, then 10 01 (1)| ≤ M\t\, where M is chosen so that f(t, y)| ≤ M for (t, y) in D. b. Use the results of Problem 15 and part a of Problem 16 to show that MK|t|2 2 102(1) - 61(t)| ≤ years. c. Show, by mathematical induction, that lon(t)-on-1(t)| ≤ MK"-1|t|n n! ≤ MKn-1 hn n! 17. Note that oga mi inslugog on(t) = 61(t) + (02(1) − ¢1(t)) + ... + (On(t) – On-1(t)). 22 The German mathematician Rudolf Lipschitz (1832-1903), professor at the University of Bonn for many years, worked in several areas of mathematics. The inequality (i) can replace the hypothesis that af/ay is continuous in Theorem 2.8.1; this results in a slightly stronger theorem. a. Show that lon(1)| ≤ 01 (1)| + |2(t) — 61(t)| ++ n(t) On-1(t)\. b. Use the results of Problem 16 to show that М M/ ( K K lon(1)| ≤ 2.9 First-Order Difference Equations Kh+ que (Kh)2 2! o(t) = - Ső c. Show that the sum in part b converges as n → ∞ and, hence, the sum in part a also converges as n → ∞o. Conclude therefore that the sequence (on(t)} converges since it is the sequence of partial sums of a convergent infinite series. 18. In this problem we deal with the question of uniqueness of the solution of the integral equation (3) +...+ f(s, o(s)) ds. 6 (1) — 4) (1) = f'( f (5, 4) Ф (Kh)" n! a. Suppose that and are two solutions of equation (3). Show that, for t≥ 0, 91 (f(s, o(s)) - f(s, y(s))) ds. lo (t)-(t)| ≤K b. Show that 1¢ 16 (1) − ¢ (1)| ≤ f* (ƒ(s, 0 (s)) — ƒ(s, v(s))) ds. - c. Use the result of Problem 14 to show that 19 lo (s)-(s)|ds, where K is an upper bound for af/ayl in D. This is the same as equation (30), and the rest of the proof may be constructed as indicated in the text.
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