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Lecture Notes in Differential Equations - Bruce E. Shapiro

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100 LESSON 12. EXISTENCE OF SOLUTIONS*<br />

Results from Calculus and Analysis. We will need to use several results<br />

from Calculus <strong>in</strong> this section. These are summarized here for review.<br />

• Fundamental Theorem of Calculus.<br />

1.<br />

2.<br />

d<br />

dt<br />

∫ b<br />

a<br />

∫ t<br />

a<br />

f(s)ds = f(t)<br />

d<br />

f(s)ds = f(b) − f(a)<br />

ds<br />

• Boundedness Theorem. Suppose |f| < M and a < b. Then<br />

1.<br />

2.<br />

∫ b<br />

a<br />

∫ b<br />

a<br />

f(t)dt ≤ M(b − a)<br />

f(t)dt ≤<br />

∣<br />

∫ b<br />

a<br />

∫ b<br />

f(t)dt<br />

∣ ≤ |f(t)|dt<br />

a<br />

• Mean Value Theorem. If f(t) is differentiable on [a, b] then there<br />

is some number c ∈ [a, b] such that f(b) − f(a) = f ′ (c)(b − a).<br />

• Po<strong>in</strong>twise Convergence. Let A, B ⊂ R, and suppose that f k (t) :<br />

A → B for k = 0, 1, 2, ... Then the sequence of functions f k ,k =<br />

0, 1, 2, ... is said to converge po<strong>in</strong>twise to f(t) if for every t ∈ A,<br />

lim<br />

k→∞ f k(t) = f(t), and we write this as f k (t) → f(t).<br />

• Uniform Convergence. The sequence of functions f k ,k = 0, 1, 2, ...<br />

is said to converge uniformly to f(t) if for every ε > 0 there exists an<br />

<strong>in</strong>teger N such that for every k > N, |f k (t) − f(t)| < ε for all t ∈ A.<br />

Furthermore, If f k (t) is cont<strong>in</strong>uous andf k (t) → f(t) uniformly, then<br />

1. f(t) is cont<strong>in</strong>uous.<br />

∫ b<br />

2. lim<br />

k→∞<br />

a f k(t)dt = ∫ b<br />

a<br />

lim f k(t)dt = ∫ b<br />

k→∞<br />

a f(t)dt<br />

• Po<strong>in</strong>twise Convergence of a Series. The series ∑ ∞<br />

k=0 f k(t) is<br />

said to converge po<strong>in</strong>twise to s(t) if the sequence of partial sums<br />

s n (t) = ∑ n<br />

∑ k=0 f k(t) converges po<strong>in</strong>twise to s(t), and we write this as<br />

∞<br />

k=0 f k(t) = s(t).<br />

• Uniform convergence of a Series. The series ∑ ∞<br />

k=0 f k(t) is said<br />

to converge uniformly to s(t) if the sequence of partial sums s n (t) =<br />

∑ n<br />

k=0 f k(t) converges uniformly to s(t).

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