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Lecture Notes in Differential Equations - Bruce E. Shapiro

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Lesson 26<br />

General Existence<br />

Theory*<br />

In this section we will show that convergence of Picard Iteration is the<br />

equivalent of f<strong>in</strong>d<strong>in</strong>g the fixed po<strong>in</strong>t of an operator <strong>in</strong> a general l<strong>in</strong>ear vector<br />

space. This allows us to expand the scope of the existence theorem to <strong>in</strong>itial<br />

value problems <strong>in</strong>volv<strong>in</strong>g differential equations of any order as well systems<br />

of differential equations. This section is somewhat more theoretical and<br />

may be skipped without any loss of cont<strong>in</strong>uity <strong>in</strong> the notes.<br />

Before we look at fixed po<strong>in</strong>ts of operators we will first review the concept<br />

of fixed po<strong>in</strong>ts of functions.<br />

Def<strong>in</strong>ition 26.1. Fixed Po<strong>in</strong>t of a Function. Let f : R ↦→ R. A number<br />

a ∈ R is called a fixed po<strong>in</strong>t of f if f(a) = a.<br />

Example 26.1. F<strong>in</strong>d the fixed po<strong>in</strong>ts of the function f(x) = x 4 + 2x 2 +<br />

x − 3.<br />

x = x 4 + 2x 2 + x − 3<br />

0 = x 4 + 2x 2 − 3<br />

= (x − 1)(x + 1)(x 2 + 3)<br />

Hence the real fixed po<strong>in</strong>ts are x = 1 and x = −1.<br />

A function f : R ↦→ R has a fixed po<strong>in</strong>t if and only if its graph <strong>in</strong>tersects<br />

with the l<strong>in</strong>e y = x. If there are multiple <strong>in</strong>tersections, then there are<br />

multiple fixed po<strong>in</strong>ts. Consequently a sufficient condition is that the range<br />

of f is conta<strong>in</strong>ed <strong>in</strong> its doma<strong>in</strong> (see figure 26.1).<br />

217

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