1988 Chap01

CHAPTER 1
FIRST ORDER DIFFERENTIAL EQUATIONS
1.1 I N T R O D U C T I O N
C o n s i d e r t h e i n i t i a l value p r o b l e m
(1.1.1) y' = f{x,y), y{x )a = y 0
w h e r e t h e f u n c t i o n J(x,y) is at least c o n t i n u o u s i n a d o m a i n D C i? , and

1
(io> Vo) D . B y a s o l u t i o n o f (1-1.1) i n an i n t e r v a l J c o n t a i n i n g x , 0 we m e a n
a f u n c t i o n y(x) satisfying :
(i) y{x )
0 = t/o>
( i i ) for a l l r 7 , t h e p o i n t s (x,y(x)) D,
( i i i ) y'(x) e x i s t s a n d c o n t i n u o u s for a l l x J\ a n d
(iv) y'{x) = j{x,y(x)).
I f J is closed t h e n a t t h e e n d p o i n t s of J o n l y one - sided existence of y'(x)
is a s s u m e d .
1
2 UNIQUENESS AND NONUNIQUENESS
I t is w e l l k n o w n t h a t t h e c o n t i n u i t y of f(x,y) i n a closed r e c t a n g l e
S : \x - s | < a, \y - y \ <
0 0
is sufficient for t h e existence of a t least one s o l u t i o n of (1.1.1) i n t h e i n t e r v a l
J h : \x ~ x \ Q < h = min(a, where M = sup \f(x,y}\.

s However, if
f[x, y ) is d i s c o n t i n u o u s t h e n t h e n a t u r e of t h e s o l u t i o n s is q u i t e a r b i t r a r y . F o r
e x a m p l e , t h e i n i t i a l value p r o b l e m y' = 2(y l)/x, !/(0) = 0 has n o s o l u t i o n ;
w h i l e t h e p r o b l e m y' = 2(y l)/x, y{0) 1 has an i n f i n i t e n u m b e r of s o l u t i o n s
y(x) = 1 + cz , 2
w h e r e c is an a r b i t r a r y c o n s t a n t .
A l t h o u g h , c o n t i n u i t y o f f(x,y) is sufficient for t h e existence o f a s o l u t i o n
o f (1.1.1), i t does n o t i m p l y t h e uniqueness of t h e s o l u t i o n s . For e x a m p l e , t h e
f u n c t i o n f{x, y) y ' 2 3
is c o n t i n u o u s i n R}, b u t t h e p r o b l e m y' = i / ' , ^(0) 0 2 3
has an i n f i n i t e n u m b e r of s o l u t i o n s y(x) = 0, a n d
f 0, 0 < X < c
y(x) =
{ (x-cf/27, x>c
w h e r e c is a n a r b i t r a r y c o n s t a n t . I n fact, t h e s i t u a t i o n is r a t h e r b a d , i n t h e
year 1925 L a v r e n t i e f f [96] gave an e x a m p l e of a c o n t i n u o u s f u n c t i o n J{x,y) in
the open rectangle
S : \x - Sol < a
' h ~ Vol < b
w i t h t h e p r o p e r t y t h a t for every choice of t h e i n i t i a l p o i n t (x ,y ) 0 0 interior
t o 5 , t h e i n i t i a l value p r o b l e m (1.1.1) has m o r e t h a n one s o l u t i o n i n every
i n t e r v a l [x , x
0 0 + e] a n d [x a t,x }.
0 F u r t h e r , i n t h e year 1963 H a r t m a n [58]
used m e t h o d s s o m e w h a t s i m i l a r t o t h a t of van K a m p e n [159] a n d c o n s t r u c t e d
a n o t h e r c o n t i n u o u s f u n c t i o n f{x,y) in R 2
so t h a t t h e p r o b l e m (1.1.1) has t h e
same nonuniqueness p r o p e r t y . Hence, t o ensure t h e uniqueness also, besides
c o n t i n u i t y we need t o i m p o s e some a d d i t i o n a l c o n d i t i o n s on f(x,y).
1.2 L I P S C H I T Z U N I Q U E N E S S T H E O R E M
T o ensure t h e uniqueness of t h e s o l u t i o n s of (1.1.1) we b e g i n w i t h the

CHAPTER 1 3
a s s u m p t i o n t h a t t h e v a r i a t i o n of t h e f u n c t i o n flx,y) relative to y remains
bounded. We state this condition in
D e f i n i t i o n 1.2.1. T h e f u n c t i o n f(x,y) is said t o satisfy t h e u n i f o r m L i p s -
c h i t z c o n d i t i o n in a domain D if
[1.2.1! \f{x,y)-f(x,y)\<L\y-y\
for a l l (x,y),(x,y) i n D h a v i n g t h e same x. T h e n o n n e g a t i v e constant t is
called t h e L i p s c h i t z constant.
T h e L i p s c h i t z c o n d i t i o n lies i n b e t w e e n t h e c o n t i n u i t y a n d t h e d i f f e r e n t i a -
b i l i t y o f / w i t h respect t o y. I n d e e d , f r o m (1.2.1) t h e c o n t i n u i t y o f / with
respect t o T; is o b v i o u s , a n d t h e c o n t i n u o u s f u n c t i o n fix, y) y 2/3

violates t h e
L i p s c h i t z c o n d i t i o n i n a n y d o m a i n c o n t a i n i n g y 0. H o w e v e r , t h e nondiffer-
e n t i a b l e f u n c t i o n f(x,y) = \y\,(x,y) R 2
satisfies (1.2.1) w i t h L = 1. I f t h e
f u n c t i o n / is d i f f e r e n t i a b l e w i t h respect t o y, t h e n i t is easy t o c o m p u t e the
L i p s c h i t z c o n s t a n t L. I n fact, we shall p r o v e
Lemma 1,2.1. Let the domain D be convex a n d the f u n c t i o n f{x,y) be
d i f f e r e n t i a b l e w i t h respect t o y i n D. T h e n , for t h e L i p s c h i t z c o n d i t i o n (1.2.1)
t o be s a t i s f i e d , i t is necessary a n d sufficient t h a t
df(x,y)
(1.2.2) sup < L.
D By
Proof. Since f(x,y) is d i f f e r e n t i a b l e w i t h respect t o y a n d t h e d o m a i n D is
c o n v e x , for a l l (af-, y), {x, y) D t h e m e a n value t h e o r e m provides
(1.2.3)
w h e r e m i n { j f , i / } < y' < m a x { j / , i / ) . T h u s , on u s i n g (1.2.2) i n ( 1 . 2 . 3 ) , we f i n d
( 1 . 2 . 1 ) . Conversely, f r o m (1.2.1) we have
df(*,v)
= lim < L.
dy yy
T o p r o v e t h e f i r s t m a i n result of t h i s section we need t h e f o l l o w i n g two
lemmas.
Lemma 1.2.2. L e t f(x,y) be c o n t i n u o u s i n t h e d o m a i n D, t h e n a n y s o l u t i o n
o f (1.1.1) is also a s o l u t i o n of t h e i n t e g r a l e q u a t i o n
(1-2-4) *(*) = + f }{t,y{t))dt
a n d conversely.
P r o o f . A n y s o l u t i o n of t h e d i f f e r e n t i a l e q u a t i o n y' = f(x, y) c o n v e r t s i t i n t o
an i d e n t i t y i n as, i.e., y'(x) = f(x,y(x)). A n integration of this equality w i t h
y{x ) a = y 0 gives (1.2.4). Conversely, if y{x) is a n y s o l u t i o n o f ( 1 . 2 . 4 ) , then
the substitution x = x 0 i n (1.2.4) gives y{x ) 0 = y. 0 F u r t h e r , since f{x,y) is
c o n t i n u o u s , on d i f f e r e n t i a t i n g (1.2.4), we f i n d t h a t y'(x) f(x,y(x)). I
Lemma 1.2.3. Let ${x) a n d q(x) be n o n n e g a t i v e continuous functions in
|s x \ < a, a n d satisfy
a
(1.2.5) </>(x)<\r (tMt)dt

q
T h e n , ^ ( x ) = 0 i n |x - x \ < 0 a.
P r o o f . For X [ x , x 0 0 + a], we define r(x) = j * q{t)>j>{t)dt so t h a t r{x )

0 = 0,
a n d r ' ( x ) = q(x)<j>(x). T h u s , f r o m (1.2.5) w e h a v e r ' ( x ) < q(x)r(x). Multiplying
b o t h sides of t h i s i n e q u a l i t y b y e x p ( j * g(i)t/() , we get a
T h u s , exp f f* a q(s}dsj r ( x ) is n o n i n c r e a s i n g . Since r(x ) 0 = 0, i t follows t h a t
r(x) < 0, a n d hence <j>(x) < r ( x ) < 0, H o w e v e r , since t h e f u n c t i o n <l>(x) is
nonnegative, we f i n d t h a t <f/(x) = 0 i n \x ,x 0 a + a]. T h e p r o o f is s i m i l a r i n
[x -a,x ].
0 0 I
T h e o r e m 1.2.4 ( L i p s c h i t z Uniqueness Theorem). L e t / ( x , y ) be c o n t i n u o u s
a n d satisfy t h e u n i f o r m L i p s c h i t z c o n d i t i o n (1.2.1) i n 5 . T h e n , t h e i n i t i a l v a l u e
p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n \x XQ| ^ Q

-
First Proof. Suppose t h a t y(x) a n d y(x) are t w o s o l u t i o n s o f (1.1.1) i n

CHAPTER 1 5
\x - x \ < a, t h e n f r o m (1.2.4) a n d (1.2.1) i t follows t h a t

0
\y(x)-y{x)\ < \r\f(t,y(t))-f(Uy(t))\dt
Now as an a p p l i c a t i o n of L e m m a 1.2.3, we find t h a t \y(x) - y(x)\ = 0, a n d
hence y(x) = y(x) i n | i xo\ < a. I
I t is i n t e r e s t i n g t o n o t e t h a t T h e o r e m 1.2.4 can also be p r o v e d by u s i n g
m e a n v a l u e t h e o r e m , a n d t h e a l t e r n a t i v e p r o o f does n o t r e q u i r e t h e i n t e g r a l
equation representation (1.2.4). Further, the novelty i n t h e p r o o f is i n its
simplicity.
S e c o n d P r o o f . W e s h a l l consider t h e i n t e r v a l \x , x a 0 + a], whereas t h e p r o o f
in t h e i n t e r v a l \x a,x ] 0 0 is s i m i l a r . Suppose y[x) a n d y(x) are t w o s o l u t i o n s
o f (1.1.1). T h e n , y'(x) = f(x,y(x)) a n d y'(x) = f(x>y(x)) i n [x ,x 0 0 + a] a n d
ylxo) = ^(#o) yo- Suppose t o t h e c o n t r a r y t h a t t h e f u n c t i o n y(x] y(x)
( w h i c h is k n o w n t o b e c o n t i n u o u s l y d i f f e r e n t i a b l e i n [x , x 0 0 + a] a n d vanishes
at x = x ) 0 does n o t v a n i s h for a l l x i n [ i , x 0 0 + a]. T h e n , t h e r e exists a n u m b e r
e with x 0 < < x0 + a such t h a t \y{x) y(x}\ = 0 for x 0 < x < e and
\y[x) y(x) \ is n o t i d e n t i c a l l y zero i n an i n t e r v a l <x<e + l < x 0 + a, w h e r e
I > 0. C h o o s e I > 0 so s m a l l t h a t I L < 1, w h e r e L is t h e L i p s c h i t z c o n s t a n t o f
f{x,y). Since t h e f u n c t i o n \y(x) y(x}\ is c o n t i n u o u s a n d n o t i d e n t i c a l l y zero
i n t h e closed i n t e r v a l s < x < e + /, i t has a p o s i t i v e m a x i m u m a t some p o i n t
e > e i n t h i s i n t e r v a l . B y t h e m e a n v a l u e t h e o r e m for e < x < i, t h e r e exists
< & ' < such t h a t
y y ) _ ' .) (e = \y()-y(?)\-ly(t)-m\_
T h u s , i t follows t h a t
= (i-5)\f(-Me-))-f{e-, (e-))\ y
< lL\y(-)-y{e-)\
< W ) - S(T)|.
Hence, t h e p o s i t i v e n u m b e r \y(i] - y{i}\ is n o t t h e m a x i m u m v a l u e of t h e
c o n t i n u o u s f u n c t i o n \y{x) - y(x}\ i n t h e i n t e r v a l e < x < e + i , w h i c h is a
contradiction. I
W e shall p r o v i d e one m o r e p r o o f of T h e o r e m 1.2.4 w h i c h does n o t r e q u i r e
even t h e m e a n v a l u e t h e o r e m .
Third Proof. Once a g a i n , we s h a l l consider o n l y t h e i n t e r v a l \x ,x 0 o + ]
Suppose y(x) a n d y(x) are t w o s o l u t i o n s of (1.1.1), t h e n t h e f u n c t i o n v{x) =
{y(x) y(x)) 2
satisfies
'(*) = mx)~y(x))(y'l*)-y'(x))
= 2{y(x) - y(x))(f(x,y(x)) - /(*,(x)))
< 2Lv(x),
w h i c h is t h e same as (txp(-2L{x-x ))v{x))' 0 < 0. T h u s , t h e f u n c t i o n e x p ( 2L(x
x ))v(x)
0 is n o n i n c r e a s i n g , a n d hence t h e c o n d i t i o n v(x ] 0 = 0 implies that
v(x) < 0. T h e r e f o r e , v(x) = 0, i.e., y(x) = y(x) in [ i , i

0 0 + a]-
W e shall i l l u s t r a t e T h e o r e m 1.2.4 w i t h an e x a m p l e .
Example 1.2.1. Consider t h e i n i t i a l value p r o b l e m
(1.2.6) y' = \+y\ Otttml.
T h e f u n c t i o n f{x,y) = 1 + y 1
is c o n t i n u o u s l y d i f f e r e n t i a b l e i n R?. Further,
f r o m L e m m a 1.2.1, we find t h a t i t satisfies t h e L i p s c h i t z c o n d i t i o n (1.2.1) i n 5
w i t h I = sups |2y| < 2 ( 1 + b). T h u s , f r o m T h e o r e m 1.2.4, t h e p r o b l e m (1.2.6)
has a t m o s t one s o l u t i o n i n |x| < o. I
T h e s o l u t i o n y(x) t a n ( i + t/4) of (1.2.6) exists o n l y i n t h e i n t e r v a l
(3^/4, t / 4 ) . However, i t does n o t c o n t r a d i c t t h e c o n c l u s i o n o f T h e o r e m 1.2.4
because ' a t m o s t ' does i n c l u d e nonexistence o f the s o l u t i o n s .
I f t h e f u n c t i o n f{x,y) satisfies one sided L i p s c h i t z c o n d i t i o n , t h e n t h e
uniqueness o f t h e solutions o f (1.1.1) is also one - sided. T h i s is t h e c o n t e n t o f
our next result.

CHAPTER 1 7
T h e o r e m 1.2.5. L e t f{x,y) be continuous i n
S + : x 0 < x < x Q + a,\y - y\

0 y i t satisfies o n e - s i d e d Lipschitz
condition
(1-2-7) Hx,y)-f(x,y)<L(y-y)-
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n [x , 0 xg + a].
P r o o f . S u p p o s e y(x) a n d y(x) are t w o s o l u t i o n s o f (1.1.1) w h i c h differ some-
where in [x , x 0 0 + a]. W e assume t h a t y(x) > y{x) for Xj < x < xi+e < x 0 + a,
a n d y(x) = y(x) for x 0 < x < X\, i.e., Xj is t h e g r e a t e s t lower b o u n d ( g i b ) of
t h e set A o f values of x for w h i c h y(x) > j f ( * ) . T h i s g i b exists because t h e set
A is b o u n d e d b e l o w b y x 0 a t least. T h u s , for a l l x ( x | , X t + ] , we have
y(x) - y{x) = f (f{t,y(t))

X
- j%(*)))<" < As(*) -
Applying Lemma 1.2.3 t o t h e above i n e q u a l i t y , we get y ( x ) y(x) = 0 in
[ x , X\ + e]. T h i s c o n t r a d i c t i o n shows t h a t y(x)

t = y(x) i n [x 0l x
0 + a].
T h e a b o v e p r o o f o f T h e o r e m 1.2.5 is s i m i l a r t o t h a t o f t h e first p r o o f of
T h e o r e m 1.2.4. I t s t w o o t h e r proofs based o n t h e second a n d t h e t h i r d p r o o f
o f T h e o r e m 1.2.4 c a n b e r a t h e r easily extended.
T h e L i p s c h i t z c o n d i t i o n is o n l y a sufficient b u t n o t a necessary c o n d i t i o n
t o p r o v e t h e uniqueness of t h e s o l u t i o n s of ( 1 . 1 . 1 ) . For t h i s , we present the
following two interesting examples.
Example 1.2.2. C o n s i d e r t h e i n i t i a l v a l u e p r o b l e m
(1.2.8) y' = l + y , 2/3

y(0) =O.
T h e f u n c t i o n / ( x , y) = 1 +y ^ 2 3
is c o n t i n u o u s i n R . 2
H o w e v e r , i t does n o t satisfy
t h e L i p s c h i t z c o n d i t i o n i n a n y d o m a i n c o n t a i n i n g y = 0.
Separating t h e variables in the above differential equation a n d using the
substitution y = z 3
i m m e d i a t e l y lead t o t h e u n i q u e s o l u t i o n o f (1.2.8) as
3( " y
3
- tan" y') 1 1 3
= x. I
E x a m p l e 1.2.3. C o n s i d e r t h e i n i t i a l value p r o b l e m
| VMVv), 0<y<\
y(0) = a, 0 < < 1.
Sincelim _ + y 0 y\n{l/y) = lim _ v 0 + ^ffi = Hm _ y 0 + y 5 ^ = lim _ + y =

B 0
0, t h i s f u n c t i o n f(x,y) is c o n t i n u o u s i n t h e s t r i p \x\ < o o , 0 < j < 1 . H o w e v e r ,
i t does n o t satisfy t h e L i p s c h i t z c o n d i t i o n i n a n y d o m a i n c o n t a i n i n g y 0.
T h e p r o b l e m (1.2.9) has a u n i q u e s o l u t i o n w h i c h c a n be w r i t t e n as
x = ln l n ( I ) / l n ( I ;
T h e conclusion o f t h e E x a m p l e 1.2.2 can be d e d u c e d f r o m t h e f o l l o w i n g :
Theorem 1.2.6. L e t t h e f u n c t i o n f(x,y) = f(x)g(y) be continuous i n t h e
d o m a i n D, a n d g(y) ^ 0, T h e n , t h e i n i t i a l value p r o b l e m (1.1.1) has a u n i q u e
s o l u t i o n y(x) = C ^ W ) . w h e r e F(x) = / * / ( ( ) < * * a n d G(y) = g ^ , as
l o n g as {x,F(x)) E D.
P r o o f , Since g(y) / 0, = f(x), a n d hence i t follows t h a t
G{y)= / S
- ^ T = I* f(t)dt = F(x).
A"J 5 ( z ) Jit
O b v i o u s l y , t h e f u n c t i o n G(y) is s t r i c t l y m o n o t o n i c , a n d hence t h e c o n c l u s i o n
follows by t h e inverse f u n c t i o n t h e o r e m . I
In Section 1.1 we have seen t h a t t h e i n i t i a l v a l u e p r o b l e m y' = g{y) =
y'. 2 3
!/(0) = 0 has an i n f i n i t e n u m b e r o f s o l u t i o n s . T h i s f u n c t i o n g(y) y^
1 3
vanishes a t y = 0. I n o u r n e x t r e s u l t we s h a l l show t h a t t h i s p r o p e r t y is i n f a c t
t r u e for all such i n i t i a l v a l u e p r o b l e m s .
T h e o r e m 1.2.7. L e t t h e f u n c t i o n g(y) b e c o n t i n u o u s i n t h e i n t e r v a l \yy \ < b. 0
F u r t h e r , let t h e i n i t i a l value p r o b l e m
(1-2.10) y' = g(y), y(x ) 0 = y a
has a t least t w o s o l u t i o n s i n every n e i g h b o r h o o d o f x . 0 T h e n , g(yo) = 0.

CHAPTER 1 9
P r o o f . S u p p o s e y{x) a n d y(x) are t w o s o l u t i o n s o f (1.2.10) i n U :\x-x \< 0 e.
L e t g{y )0 / 0, t h e n t h e r e is a n e i g h b o r h o o d V o f y o n w h i c h g(y)
0 is b o u n d e d
away f r o m zero. Let W : \x x \ 0 < s l < e be such t h a t y(W) C V and
y{W) C V. F o r r W, we define G ( i ) - Obviously, if J , ( I ) ^ y(x)
f o r s o m e i W, t h e n G ( z ) / 0. B u t , for a l l x W
1
' ff(j(*)) $(!/(*)) '
T h e r e f o r e , G(x) is a c o n s t a n t o n W. H o w e v e r , since G(x ) 0 = 0 i t follows t h a t
G(x) = 0, x W. T h i s c o n t r a d i c t i o n completes t h e p r o o f
From Example 1.2.3 i t is clear t h a t t h e converse o f T h e o r e m 1.2.7 is n o t
true. However, the following holds.
T h e o r e m 1.2.8. L e t t h e f u n c t i o n g(y) b e c o n t i n u o u s i n t h e i n t e r v a l \yy \ < 6, 0
a n d g[y ) 0 = 0. F u r t h e r , l e t g{y) ^ 0 for y 0 < y < y + b (y 0 0 - b < y < y) a and
the integral
i-vo+t dz ( rvo dz \
(1 2 n
--> L W) [Lm
is d i v e r g e n t . T h e n , t h e r e is n o s o l u t i o n o f t h e i n i t i a l v a l u e p r o b l e m (1.2.10)
w h i c h w i l l f r o m above (below) j o i n y = y. 0
Proof. A s s u m e t h a t t h e r e exists a s o l u t i o n y(x) ^ y

0 of the initial value
p r o b l e m (1.2.10). T h e n , let t h e r e b e ( t o consider one o f t h e f o u r cases) r i g h t
t o xo a p o i n t with y 0 < y(x\) y\ < ya + b Thus, by the differential
e q u a t i o n i t follows t h a t
/W dz , ,
(1.2.12 / = (x-x )
1
a t least as l o n g as y{x) satisfies y 0 < y(x) < y 0 + 6. A s s u m e t h a t x is t h e
first p o i n t l e f t t o X! w i t h y{x) = y. 0 T h e n , (1.2.12) leads t o a c o n t r a d i c t i o n ,
because as x x t h e i n t e g r a l i n t h e left of (1.2.12) t e n d s t o oo whereas t h e
r i g h t side r e m a i n s b o u n d e d .
F r o m t h e c o n d i t i o n s of T h e o r e m 1.2.8 i t is clear t h a t i f a s o l u t i o n y(x) >
y (<
0 t/ ) 0
a
t some p o i n t , t h e n this inequality holds everywhere. F u r t h e r , if b o t h
t h e i n t e g r a l s i n (1.2.11) diverge t h e n y(x) = y 0 is t h e o n l y s o l u t i o n o f ( 1 . 2 . 1 0 ) .
As an e x a m p l e t h e i n i t i a l value p r o b l e m y' = 2y, y(0) = 0 has a u n i q u e s o l u t i o n
y{x] = 0, a n d t h e i n t e g r a l J " 0
o
y,(a > 0) diverges. W h e r e a s , i n S e c t i o n 1.1
we have seen t h a t t h e p r o b l e m y' = y ,y(0) 2/3

= 0 has an i n f i n i t e n u m b e r o f
solutions and the integral / * a

^73-, (a > 0) converges.
1.3 P E A N O ' S U N I Q U E N E S S T H E O R E M
In t h e p r e v i o u s section, we h a v e seen t h a t the i n i t i a l value p r o b l e m (1.1.1)
m a y have a u n i q u e s o l u t i o n even w h e n f(x,y) does n o t satisfy t h e L i p s c h i t z
c o n d i t i o n . I n t h i s section we s h a l l discuss Peano's uniqueness t h e o r e m w h i c h
assumes a p p a r e n t l y different c o n d i t i o n s on t h e f u n c t i o n f(x,y), such as i n -
creasing or decreasing w i t h respect t o y.
Theorem 1.3.1 (Peano's Uniqueness T h e o r e m ) . L e t f(x,y) be continuous in
5 + a n d n o n i n c r e a s i n g i n y for each f i x e d x i n [ i o , ^ o + <*] T h e n , t h e i n i t i a l
value p r o b l e m (1.1.1) has a t most one s o l u t i o n i n [x , r 0 0 + a].
P r o o f . Suppose y(x) a n d y(x) are t w o solutions o f (1.1.1) w h i c h differ some-
w h e r e i n [x ,x
0 0 + a]. W e assume t h a t y(x) > y(x) for x t < x < Xi + < x 0 + a,
a n d y(x) = y(x) for x 0 < x < x\. T h u s , for a l l x ( x i . X i + e], w e have
f(x, y{x)) > f(x, y(x)), a n d hence y'(x) > y'(x). T h i s implies t h a t the f u n c t i o n
4>(x) = y{x) y(x) is n o n i n c r e a s i n g . F u r t h e r , since ^ ( x i ) = 0, we h a v e <ji(x) < 0
i n [ z i , Z | + ej. T h i s c o n t r a d i c t i o n proves t h a t y{x) = y{x) i n [ i > xo + o],

0 I
T h e above result is a c t u a l l y a p a r t i c u l a r case o f T h e o r e m 1.2.5, i n d e e d i f
L = 0, t h e n c o n d i t i o n (1.2.7) reduces t o t h e h y p o t h e s i s o f T h e o r e m 1.3.1.
The 'nonincreasing' nature in Theorem 1.3.1 c a n n o t be replaced b y ' n o n -
decreasing'. For t h i s , we have
Example 1.3.1. C o n s i d e r t h e i n i t i a l value p r o b l e m
(1.3.1) j/ = M' / 2
s g n y , v(0) = 0
CHAPTER 1 11
w h e r e sgn P V _ j ;f ^ < Q * The f u n c t

' o n
f( <
x
y) \y\' S /ls n
V , s
continu-
ous for 0 < x < oo, \y \ < co a n d i t is n o n d e c r e a s i n g i n y for a l l x [0, o o ) . The
p r o b l e m (1.3.1) has t w o s o l u t i o n s y{x) = 0 a n d y[x) = x j\ 2

in [0,oo). I
W e s h a l l now i l l u s t r a t e a n e x a m p l e w h e r e / ( S , J I ) does n o t satisfy t h e L i p -
s c h i t z c o n d i t i o n (1.2.1) b u t i t satisfies t h e c o n d i t i o n s o f T h e o r e m 1.3.1.
Example 1.3.2. C o n s i d e r t h e i n i t i a l v a l u e p r o b l e m
(1.3.2) u = - I ^ S g i l
1
S, j/(0) = 0.
T h e f u n c t i o n f(x,y) = |t/|'' sgn y does n o t satisfy t h e L i p s c h i t z c o n d i t i o n

2
(1.2.1) i n a n y d o m a i n c o n t a i n i n g y = 0. I n d e e d , for y > 0 we have
|/(,y)-/(g,0)| \y\ 1/2

_ 1
l!f-0| |y| M 1
" '
w h i c h is u n b o u n d e d as J/ * 0. H o w e v e r , c o n d i t i o n s o f T h e o r e m 1.3,1 are satis-
fied since |j<r'*Sgn y is c o n t i n u o u s for 0 < x < oo, \y\ < co a n d n o n i n c r e a s i n g
i n y for a l l x [ 0 , o o ) . T h u s , f r o m T h e o r e m 1.3.1 i t follows t h a t y{x) = 0 in
[0, oo) is t h e o n l y s o l u t i o n o f t h e p r o b l e m (1.3,2). I
Theorem 1.3.2. S u p p o s e t h a t f(x,y) is c o n t i n u o u s i n
S- : x 0 - a < x < x ,\y 0 - y\ < b 0
a n d n o n d e c r e a s i n g i n y for each fixed x i n [x 0 a, x ]. 0 T h e n , t h e i n i t i a l value
p r o b l e m (1 1 1) has a t m o s t one s o l u t i o n i n [x 0 i, x ].
0
P r o o f . T h e p r o o f is s i m i l a r t o t h a t o f T h e o r e m 1.3.1. I
O n c o m b i n i n g t h e above r e s u l t s , we o b t a i n
Theorem 1.3.3. I f f(x,y) is c o n t i n u o u s i n S a n d n o n d e c r e a s i n g i n y for each
fixed x i n [x ~a,
0 x ],
0 a n d n o n i n c r e a s i n g i n y for each fixed x i n [ i , i 0 0 + i ] , then
t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n \x - x \ < a. 0 I
T h e c o n d i t i o n s o f Peano's uniqueness t h e o r e m are o n l y sufficient. T h i s is
clear f r o m t h e i n i t i a l v a l u e p r o b l e m (1.2.8). T h e f u n c t i o n f(x,y) = 1+ y t/3

is
nondecreasing i n y for each x i n 0 < x < oo. However, i n E x a m p l e 1.2.2 we
have seen t h a t (1.2.8) has a u n i q u e s o l u t i o n .
1.4 O S G O O D ' S U N I Q U E N E S S THEOREM
I n t h i s section we s h a l l s t u d y a g e n e r a l i z a t i o n of t h e L i p s c h i t z uniqueness
t h e o r e m w h i c h is d u e t o O s g o o d . For t h i s , w e r e q u i r e t h e f o l l o w i n g :
Lemma 1.4.1. L e t g{z) be a c o n t i n u o u s a n d n o n d e c r e a s i n g f u n c t i o n i n t h e
i n t e r v a l ( 0 , o o ) a n d g ( 0 ) = 0, g(z) > 0 for Z > 0. A l s o ,
(1.4.1) lim / ~ =oo.
L e t tj>{x) be a n o n n e g a t i v e c o n t i n u o u s f u n c t i o n i n [ 0 , a ] . T h e n ,
(1.4.2) $ < f gU(t))dt, 0 < x < a
i m p l i e s t h a t <j>(x) = 0 i n [ 0 , a ] .
P r o o f . Define "P(x) = m a x (t) a n d assume t h a t $(x)

0 > 0 f o r 0 < x < a.
T h e n , <p(x) < $(x) a n d for each x there is a m , (t))dt<
g r 9 ( m ) d t ,
Ja Jo
i.e., t h e i n c r e a s i n g f u n c t i o n $(x) satisfies t h e same i n e q u a l i t y as fj>(x) docs.
L e t us set * ( i ) = /*g(<t>(t))dt, t h e n 4>(0) = 0,$(x) < * ( i ) and * ' ( i ) =
g(${x)) < j ( $ ( x ) ) . Hence, for 0 < 5 < a, we have
(fi < a - 6 < a.

't ,(*(*))
However, f r o m (1-4.1), i t follows t h a t

CHAPTER 1 13
b e c o m e s i n f i n i t e w h e n > * 0 ) . T h i s c o n t r a d i c t i o n shows t h a t <P(z)
c a n n o t b e p o s i t i v e a n d so = 0, a n d hence 4>{x) = 0 i n [ D , ] . I
Theorem 1.4.2 ( O s g o o d ' s Uniqueness T h e o r e m ) . L e t f(x,y) be c o n t i n u o u s
i n S a n d for a l l (x, y), {x, y) e S i t satisfies O s g o o d ' s c o n d i t i o n
(1-4-3) \f(*>y)-f(x,y)\<9{\y-y\),
w h e r e g{z) is t h e same as i n L e m m a 1.4.1. T h e n , t h e i n i t i a l v a l u e p r o b l e m
(1.1.1) has a t m o s t one s o l u t i o n i n \x x \ < a. a
P r o o f . Suppose y(x) a n d y{x) are t w o s o l u t i o n s o f (1.1.1) i n \x - x \ < a. We 0
s h a l l s h o w t h a t y{x) = y(x) i n [x ,x 0 0 + a\. F r o m (1.4.3) i t f o l l o w s t h a t
\y(x 0 + x)-y(x 0 + x)\ < / \f(t,y(t))-f(l,y(t))\dt

Jxa
< / s(\v(t)-m\W
= [ g{\y{z + x )-y(z
0 + x )\)dz.
0
Jo
For x i n [0, a ] , we set <j)(x) = \y(x + x ) 0 y(x + x )\. 0 T h e n , the nonnegative
c o n t i n u o u s f u n c t i o n <f>(x) satisfies t h e i n e q u a l i t y ( 1 . 4 . 2 ) , a n d therefore, L e m m a
1.4.1 i m p l i e s t h a t 4>(x) = 0 i n [0, a ] , i.e., y(x) y(x) i n [x , x

0 0 + a]. I f x is i n
[xB a, xjj]j t h e n t h e p r o o f r e m a i n s t h e same except t h a t we need t o define t h e
f u n c t i o n (p{x) = \y(x 0 - x) - y(x 0 - x)\ i n [0, a].
E x a m p l e 1.4.1. C o n s i d e r t h e i n i t i a l v a l u e p r o b l e m
(1.4.4) y' = Ly } 1,(0) = 0
w h e r e L > 0. For t h i s p r o b l e m , we choose g{z) = Lz, w h i c h is c l e a r l y c o n t i n u -
ous a n d n o n d e c r e a s i n g i n t h e i n t e r v a l [0, oo). F u r t h e r , since g(0) = 0, g{z) > 0
for z > 0, a n d l i m j - . o t / [ j ( z ) ] r f 2 = h l i m _ - o + I n 1 = oo. T h i s f u n c t i o n

t
_ 1
t g(z)
satisfies t h e c o n d i t i o n s o f L e m m a 1.4.1. N e x t , for a n y y a n d y we have
\f(x,v) - f(x,y)\ = \Ly - L\ = g(\y - y\)
a n d h e n c e O s g o o d ' s c o n d i t i o n (1.4.3) is also satisfied. T h e r e f o r e , f r o m T h e o -
r e m 1.4.2 t h e p r o b l e m (1.4.4) has a u n i q u e s o l u t i o n , n a m e l y , y(x) = 0. I

T h e i m p o r t a n c e o f E x a m p l e 1.4.1 is i n t h e f a c t t h a t O s g o o d ' s c o n d i t i o n
(1.4.3) w i t h g(z) = Lz reduces t o t h e L i p s c h i t z c o n d i t i o n ( 1 . 2 . 1 ) .
E x a m p l e 1.4.2, Consider t h e i n i t i a l v a l u e p r o b l e m
( -y\ny, 0 < < 1/e
<'> '-'<*.>={ , s = 0
1,(0) = 0.
F r o m E x a m p l e 1.2.3 i t is clear t h a t for t h i s p r o b l e m L i p s c h i t z u n i q u e n e s s
t h e o r e m is n o t a p p l i c a b l e . F u r t h e r , since t h i s f u n c t i o n f{x, y) is i n c r e a s i n g w i t h
respect t o y, Peano's uniqueness t h e o r e m also c a n n o t b e used. For t h i s p r o b l e m

f 0, z = 0
we choose g{z) = I z\nz, 0 < z < 1/e . C l e a r l y , g(z) is c o n t i n u o u s a n d
I 1/e, z>l/e
n o n d e c r e a s i n g i n [0, oo) w i t h g(0) 0, g(z) > 0 for z > 0. M o r e o v e r , we have
lim f p-r- = lim / = l i m l n ( l n ( l / e ) ) = oo.

=-o*Jt g(z) c-o+ ]c -z\r\z e -o+ v
' '
T h u s , t h i s f u n c t i o n g(z) satisfies t h e c o n d i t i o n s of L e m m a 1.4.1. N o w , we s h a l l
v e r i f y t h e c o n d i t i o n (1.4.3). For t h i s , we n o t e t h a t = ^ < 0,0 < y < 1/e
a n d therefore / is concave. L e t 0 < j i y < y < y < 1/e, t h e n i t f o l l o w s t h a t

f(x,y-y)-f(x,G) > f(x,y)-ftx,y)
y-y y-y '
w h i c h is t h e same as
-(y - y) \n{y - y) > -y In y + y In y
a n d hence
\f{x,y) - f(x, )\ = $-y

y I n y) - (-y I n y)\ < -\y - y\In |y - y\ = g(\y - y$.
T h u s , for t h e p r o b l e m (1.4.5) Osgood's uniqueness t h e o r e m is a p p l i c a b l e . I
In T h e o r e m 1.4,2 t h e c o n d i t i o n t h a t t h e f u n c t i o n g(z) is n o n d e c r e a s i n g is
i n fact superfluous. T o show t h i s we need t h e f o l l o w i n g r e s u l t w h i c h is i n a
sense c o m p l e m e n t a r y t o T h e o r e m 1.2.8,
T h e o r e m 1.4.3. L e t t h e f u n c t i o n g(y) > 0 b e c o n t i n u o u s for y 0 < y < y 0 + ff
for some 0 > 0 a n d g(y ) 0 = 0. F u r t h e r , let t h e i n t e g r a l j M + 1 ~ diverges

CHAPTER 1 15
as e * 0 . T h e n , t h e i n i t i a l v a l u e p r o b l e m y' g{y),
+
y{xi) = y\ w h e r e
V6 *S j t t ^ So + has a u n i q u e s o l u t i o n . T h i s s o l u t i o n y(x) is such t h a t
y 0 < y(x) < y + 8 a n d t e n d s t o y as x > oo. F u r t h e r , i f

0 B ^ j y converges
as e 0 , t h e n t h e r e are i n f i n i t e n u m b e r of s o l u t i o n s o f ( 1 . 2 . 1 0 ) .
+
Proof. I f y(x) is a s o l u t i o n o f y' g(y), J / ( i i ) = l / i , t h e n i t follows t h a t
M\ dz
(1.4.6) / = { x - X l ) .
J y i g(z)
Since g(y) is d e f i n e d o n l y for } c < y < }o + J3, i t is necessary t h a t y 0 <
y{x) < yo + /?. F r o m (1.4.6) a n d t h e fact t h a t g is c o n t i n u o u s a n d g(y) > 0 for
yo < y ô + )3. we f i n d t h a t exists for as l o n g as y 0 < y(x) < ya + ft- Since
e q u a t i o n (1.4.6) defines o n l y c a n d i d a t e for a s o l u t i o n ( i m p l i c i t l y ) , a n d since b y
d i r e c t s u b s t i t u t i o n i t gives a s o l u t i o n , i t follows t h a t for y' = g(y), y{x\) = yi,
(1.4.6) defines t h e u n i q u e s o l u t i o n .
T o show t h a t l i m _ I 0 0 y{x) = y , when

0
P" dz
(1.4.7 lim / -r =
oo
-o+ g{x)
we p r o c e e d as follows. T h e left side o f (1.4.6) is f i n i t e p r o v i d e d y 0 < y(x) <
yo + 3. Since t h e i n t e g r a l i n (1-4.7) diverges, t h i s s o l u t i o n y(x) cannot become
y 0 for a finite v a l u e of x a n d a t t h e same t i m e satisfy (1.4.6). Thus, y 0 <
y{x) < yo + 0 for a l l x < t%. A s x t co t h e r i g h t side of (1.4.6) tends t o
oo, a n d t h e r e f o r e l i m _ _ I D O y{x) = y.0
Since g(yo) = 0, c l e a r l y y(x) = y 0 is a s o l u t i o n of (1.2,10). I f t h e r e is
a n o t h e r s o l u t i o n <p(x) o f (1.2.10) such t h a t y 0 < 4>{x) < y + 8 for x ^ x ,0 0 then
it follows t h a t
f*M dz
(1.4.8) hm / -rr = (x-x ).
0
1
' - o + g ( z )
I f t h e i n t e g r a l i n (1-4.7) diverges, t h e n (1.4.8) does n o t define a f u n c t i o n . If
t h e i n t e g r a l i n (1.4.7) converges, t h e n t h e e q u a t i o n (1.4.8) defines a f u n c t i o n ;
i n f a c t , t h e n t h e r e is a f a m i l y of s o l u t i o n s <j>^(x) of (1.2.10) defined b y

$c{x) = yo, x <c
/ - -r=(x-c),
7 X>C
'n 9(z)
It, UNIQUENESS AND NONUNIQUENESS
for every c > x . 0 H e r e , i l is u n d e r s t o o d t h a t
fWl dz _ rM*) dz
h<, g(z) '-o+Jn+t g{zY
where t h i s i n t e g r a l converges. I
As a n e x a m p l e once a g a i n consider t h e i n i t i a l value p r o b l e m y' y^ ,y(0) 3

0 discussed i n Sections 1.1 a n d 1.2.
T h e o r e m 1.4.4. L e t f(x,y) be c o n t i n u o u s i n S a n d for a l l (x,y),(x,y) S
i t satisfies Osgood's c o n d i t i o n (1.4,3), w h e r e g(z) > 0 is a c o n t i n u o u s f u n c t i o n
for 0 < z < 26, 3 ( 0 } = 0 a n d satisfies t h e c o n d i t i o n (1,4.1). T h e n , t h e i n i t i a l
value p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n \x x \ < a. a
F i r s t P r o o f . Suppose y(x) a n d y[x) are t w o s o l u t i o n s of (1.1.1) i n | i i o | < a.
Once a g a i n we s h a l l show t h a t y(x) = y(x) i n [ i , Xo+o]-

0 L e t $(x) = y(x)y(x)
a n d assume t h a t t h e r e is a p o i n t x , 6 ( i , i o + i ] such t h a t i(xi) > 0. T h e n ,

0
we have
W(x)\ = \!{x, (x))-j(xM*))\<9{\y{*)-y{z)\)

y
= g{\4,(x)\)<2g(\<t><x)\).
B y T h e o r e m 1.4.3 t h e i n i t i a l value p r o b l e m z' - 2 o ( z ) , z{x,) = tf^fii) has a
u n i q u e s o l u t i o n z(x) e x i s t i n g for oo < x < X\ a n d z ( x ) > 0. Since i n i t i a l l y
z(xi) = $ ( x j ) , t h e s o l u t i o n z ( x ) of z' = 2g(z] may follow <j>(x) for some x < X\.
L e t x = glb{x : <j>(x) = z{x)}. Then, x 0 < x < X\, because <ji(x ) 0 = 0 and
z(x ) 0 > 0. Since z(x) > 0 for - o o <x< Xi,<p(x) = z(x) > 0. B u t ,
4>'(x) < \4>'(x)\ < 2 ( | 0 ( i ) | ) = 2g(<p(x))

S = 2g(z(x)) = z\x);
thus <*'(*).
B y c o n t i n u i t y t h i s i n e q u a l i t y m u s t h o l d i n some i n t e r v a l 0 < x < x. T h e n ,
j * <j!(l)dt < j * z'{t)dt
i m p l i e s t h a t 4>{x) - tf,(x) < z ( i ) z{x) w h i c h y i e l d s t h e i n e q u a l i t y 4>(x) > z(x)
in [0, x\. B u t , x is t h e smallest value o f x for w h i c h </>(x) = z(x) a n d so t h e
g r a p h s y = ^ ( x ) , y = z(x) c a n n o t cross a g a i n . H e n c e , we have i(x) > z(x) in

CHAPTER 1 17
[XQ,X]. B u t , 4>(x ) 0 0 < z(x ), 0 w h i c h is a c o n t r a d i c t i o n . T h u s , <f>{x) = 0 , a n d
hence y(x) = y(x) i n [x , x 0 0 + a}.
L i k e L i p s c h i t z uniqueness t h e o r e m , T h e o r e m 1.4.4 c a n also be p r o v e d b y
using only the mean value theorem.
Second P r o o f . W e s h a l l consider t h e i n t e r v a l [x , x 0 0 + o], whereas t h e p r o o f
i n t h e i n t e r v a l [x 0 a, x ] 0 is s i m i l a r . L e t G(z) b e a f u n c t i o n such t h a t G(z) has
a c o n t i n u o u s first o r d e r d e r i v a t i v e i n ( 0 , 2 6 ] , G ( 0 ) +
= oo, a n d G'(z) = ^ for
0 < z < 26 ( h e n c e G(z) > co for 0 < z < 2 6 ) . For e x a m p l e , we m a y s i m p l y
choose
t* dt
G(z) = / rr for 0 < z < 26,
1
' h g(t)
S u p p o s e y{x) a n d y(x) are t w o s o l u t i o n s o f (1.1.1) w h i c h differ somewhere i n
[x , 0 o
x
+ <*]. As i n T h e o r e m 1.2.5 we assume t h a t y(x) > y{x) for Xi < x <
x-, + e < x 0 + a , a n d y(x) = y{x) for x 0 < x 0 f o r ^ < x < I l + .
T h e n , by the mean value theorem, applied to the function e ^ ^ " * i n
t h e i n t e r v a l [xj, Xi + e], t h e r e exists a n u m b e r x, w i t h x, < x < xj + e, such
that
0 < e -( i+ )e
x 6 G
(y( ' x
+ s)-y(x,+))
. .-(at, + ) C(S(ii + ) - y(xi +)) _

e e -i l e G(y(x!) - y(z )) t
y'(x) - y'(x)
- 1
g(y(x)-y(x))
/(,y(g))-/(.y(*)}
= -* G(S(i)-y(i))
e
1
- y(i))
< o,
w h e r e t h e l a s t i n e q u a l i t y f o l l o w s f r o m O s g o o d ' s c o n d i t i o n (1.4.3). T h i s con-
t r a d i c t i o n proves t h e r e s u l t .
A one - sided a n a l o g of T h e o r e m 1.4.4 is t h e f o l l o w i n g :
T h e o r e m 1.4.5. L e t f{x,y) be c o n t i n u o u s i n S+ a n d for a l l (x,y),(x,y) in 5 +
w i t h y > y i t satisfies o n e - s i d e d O s g o o d c o n d i t i o n
(1.4.9) f(x,y)-f(x,y)<g(y-y),
w h e r e g{z) > 0 is a c o n t i n u o u s f u n c t i o n for 0 < z < 26,<?(0) = 0 a n d satisfies
the c o n d i t i o n (1.4.1). T h e n , the i n i t i a l value p r o b l e m (1.1.1) has a t m o s t one
s o l u t i o n i n \x , x
0 a + a]. I
O f t e n , t h e uniqueness o f t h e s o l u t i o n s of (1.1.1) is achieved o n l y i n a s m a l l
interval containing x , 0 a n d n o t i n t h e e n t i r e i n t e r v a l o f i n t e r e s t . Such t y p e of
results are called l o c a l u n i q u e n e s s t h e o r e m s . I n t h e f o l l o w i n g we s t a t e a
l o c a l O s g o o d ' s uniqueness t h e o r e m .
T h e o r e m 1.4.6. L e t f{x,y) be c o n t i n u o u s i n a d o m a i n D a n d for a l l (x,y), (x,
y) D i t satisfies Osgood's c o n d i t i o n (1.4.3), where g(z) > 0 is a c o n t i n u o u s
f u n c t i o n for 0 < z < or, g(0) = 0 for some a > 0 a n d satisfies t h e c o n d i t i o n
(1.4.1). T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n a
small interval containing x . 0
W e n o t e t h a t t h e f u n c t i o n s Lz, Lz\lnz|, Lz\ I n z\ I n | I n z\, Lz\ I n z\In | I n z\-
In I n | I n z\, , w h e r e L is a p o s i t i v e c o n s t a n t , a l l have t h e p r o p e r t i e s r e q u i r e d
for t h e f u n c t i o n g(z) in Theorem 1.4.6. F u r t h e r , i n progression these f u n c -
tions p r o v i d e weaker r e s t r i c t i o n s on t h e f u n c t i o n f(x,y), i.e., p r o v i d e s t r o n g e r
t h e o r e m s . H o w e v e r , t h e r e is n o " s t r o n g e s t " t h e o r e m o f t h i s t y p e , i.e., i f g(z)
satisfies t h e c o n d i t i o n s of T h e o r e m 1.4,6, t h e n t h e r e always exists a n o t h e r
f u n c t i o n g\{z) s a t i s f y i n g t h e same c o n d i t i o n s , b u t
l i m ^ = cc,
'- g(z)
W e also r e m a r k t h a t i f t h e g r a p h o f g(z) is concave, t h e n i n T h e o r e m 1.4.6
the c o n d i t i o n (1.4.1) is not o n l y sufficient b u t necessary also.

CHAPTER I 19
1.5 M O N T E L - TONELLl'S UNIQUENESS THEOREM
A g e n e r a l i z a t i o n o f O s g o o d ' s uniqueness t h e o r e m is e m b o d i e d i n t h e f o l -
lowing :
Theorem 1.5.1 ( M o n t e ] - T o n e l l i ' s Uniqueness T h e o r e m ) . L e t f(x,y) be con-
t i n u o u s i n S a n d for a l l [x,y),{x,y) S i t satisfies M o n t e l Tonelli's
condition
(1-5.1) \f(x, )-f(x, )\<Hx)g(\y-y\l

y y
w h e r e t h e f u n c t i o n h(x) > 0 is i n t e g r a b l e i n \x x \ < 0 a, a n d g(z) > 0 is
a c o n t i n u o u s f u n c t i o n for 0 < z < 26, g(0) = 0 a n d satisfies t h e c o n d i t i o n
(1.4.1). T h e n , t h e i n i t i a l value p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n
\x i o | < a.
P r o o f . S u p p o s e y{x) a n d y(x) are t w o s o l u t i o n s o f (1.1.1) i n \x x \ < 0 Once
a g a i n we s h a l l show t h a t y(x) = y(x) i n [x , x 0 0 + a}. L e t /j>(x] y(x) y{x)
a n d assume t h a t t h e r e is a p o i n t X\ E {x ,x 0 0 + a] such t h a t tj>{x) > 0 for
Xi < x < Xi - f a n d tf>(x) = 0 for x a < x < X\. T h e n , for a l l * + s] i t
follows t h a t
f{x) = f(x, y(x)) - f(x, y (x)) < k{x)g(4,(x))
a n d hence for x ( z i , Z j + e), we have
J*(i) g[z) Ji
H o w e v e r , i n t h e above i n e q u a l i t y as x tends t o Xi t h e r i g h t side r e m a i n s finite,
whereas t h e left side i n v i e w o f (1.4.1) becomes u n b o u n d e d . T h i s c o n t r a d i c t i o n
completes the proof. I
1.6 N A G U M O ' S U N I Q U E N E S S THEOREM
T h e m a i n r e s u l t i n t h i s section assumes t h a t t h e v a r i a t i o n of t h e f u n c t i o n
'20 UNIQUENESS AND NONUNIQUENESS
/farj y ) r e l a t i v e t o y is b o u n d e d by a c e r t a i n f u n c t i o n o f x. W e state this
condition in
D e f i n i t i o n 1.6.1. T h e f u n c t i o n f(x,y) is said t o satisfy N a g u m o ' s c o n d i t i o n
in the domain D if
(1.6.1) t f j & f ) - f(x,y)\ < k\x-x \-'\y

0 X^Xo,h< I
for a l l 6 B.
Lemma 1.6.1. L e t $ ( z ) b e a n o n n e g a t i v e c o n t i n u o u s f u n c t i o n i n \x x \ < a, 0
and filô) = 0, a n d let $(x) be d i f f e r e n t i a b l e a t x = x a w i t h 4>'(x )

0 = 0. T h e n ,
the inequality
(1.6.2) 4>(x)< di
L t - XQ
i m p l i e s t h a t <f>{x) = 0 i n \x x \ < a. 0
P r o o f . For i - [ x , i
0 0 + a], we define $ ( x ) = j ^ - d t . T h i s i n t e g r a l exists
since lim^,!,, = ^ ' ( s o ) = 0. F u r t h e r , we have
and hence
/ (ar) ^ _ (* - " (*) < 0
dx \ x x 0 ) (x x) 0
2
which implies t h a t is n o n i n c r e a s i n g . Since $(x ) 0 = 0, t h i s gives ${x) < 0,
w h i c h is a c o n t r a d i c t i o n t o $(x) > 0. So, <t>(i) = 0, a n d hence 4>[x) = 0 in
[x ,x
0 0 + a]. T h e p r o o f is s i m i l a r i n [x a a, Xg\.
W e s h a l l use L e m m a 1.6.1 t o p r o v e
Theorem 1.6.2 ( N a g u m o ' s Uniqueness T h e o r e m ) . L e t f(x,y) be c o n t i n u o u s
and satisfy N a g u m o ' s c o n d i t i o n (1.6.1) i n 5. T h e n , t h e i n i t i a l v a l u e problem
(1.1.1) has a t m o s t one s o l u t i o n i n \x x \ < a. 0
F i r s t P r o o f . Suppose y{x) a n d y(x) are t w o s o l u t i o n s of (1.1.1) i n \ x 1 | < a. 0

CHAPTER 1 21
T h e n , f r o m (1.6.1) i t follows t h a t
\y(x)-y(x)\ < \]jf(t,y(m-f(Um)\dt
\t-x \- \y(t)-y(i)\dt
0
l
.
JIB
W e set <p(x) = \y(x) y(x)\, t h e n t h e n o n n e g a t i v e c o n t i n u o u s f u n c t i o n if'(x) in
\x x \ < a satisfies t h e i n e q u a l i t y ( 1 . 6 . 2 ) . F u r t h e r , since 4>{x) is c o n t i n u o u s

a
i n |x x \ < a, a n d 4>(x )
0 0 = 0, f r o m t h e m e a n v a l u e t h e o r e m , we have
4' ( x o ) = l i m ^c + ft)-ô)^ lim |y(*o + f t ) - ? ( * + &)!

h *-0 ft
= l i m 1(y(*o + ft) - y(m)) - (y(o + A) - y( ))| 0
1; _ \hjf( X0 + $ h)-hi*'
l X0 + $2h)\
= nm , u < fi,fj < 1
A0 ft
= (sgn A) l i m & ^ o feffefe + tf,ft) - j ' ( x 0 + flift)|
- 0.
T h u s , t h e c o n d i t i o n s o f L e m m a 1.6.1 are satisfied, a n d hence <l>(x) = 0, i.e.,
y(x) = y(x) i n | x - 3 | < a. 0
T h e o r e m 1.6.2 can also b e p r o v e d w i t h o u t u s i n g i n t e g r a l e q u a t i o n s a n d t h e
i n t e g r a l i n e q u a l i t y . T h e a l t e r n a t i v e p r o o f we s h a l l now give r e q u i r e s o n l y t h e
mean value theorem.
S e c o n d P r o o f . W e s h a l l consider t h e i n t e r v a l [x , x 0 0 + a], whereas t h e p r o o f
i n t h e i n t e r v a l [x 0 a, x ] 0 is s i m i l a r . As before, let y(x) a n d y(x) be s o l u t i o n s
i n \x ,x 0 0 + a]. C o n s i d e r t h e f u n c t i o n v(x) defined b y \y{x) y(x)\/[x x)
i n (x ,0 XQ + a], a n d t h e v a l u e zero a t x = x . a I t w i l l b e first s h o w n t h a t t h i s
f u n c t i o n v(x) is c o n t i n u o u s a t r = x. 0 For t h i s , o n u s i n g t h e m e a n value
t h e o r e m , a n d t h e f a c t t h a t y(x) y(x) vanishes a t x = x , 0 we find t h a t
|y(>-y<*)l = l(yW-y())-(y(o)-yM)l
x XQ x xa
= \y'{x*)-y\x*)\
= [/(**,,())-/(WJBIJ|,
where x 0 < x* < x. B u t , f(x,y) is c o n t i n u o u s a t ( x o , y o ) , t h e r e f o r e
, i m 1 ^ - ^ ) 1 = 1 / ^ , ^ - / ^ , ^ 1 = 0,
X XQ
as desired.
N o w , suppose c o n t r a r y t o w h a t we w i s h t o p r o v e , t h a t t h e f u n c t i o n y(x)
y{x) is n o t i d e n t i c a l l y zero i n \x , x 0 0 + a}. T h e n , t h e r e exists a n u m b e r s m >
xo such t h a t v(x) a t t a i n s its p o s i t i v e m a x i m u m i n [x ,x 0 0 + a] a t x = x .

m
Furthermore,
\v(x)-y{x)\ g |y(r )-j/(x )|
m m
x x 0 X m Xo *
whenever x 0 < x < x. m H o w e v e r , by t h e m e a n v a l u e t h e o r e m a p p l i e d t o t h e
f u n c t i o n y(x) y(x) in the interval i o -S'(i)|
= |/(i,yfi))-/(i,y(i))|
x~x 0
w h e r e i satisfies x a < i < x. m T h e last i n e q u a l i t y is i n d i r e c t c o n t r a d i c t i o n t o
t h e way i n w h i c h i m was chosen, a n d so t h e t h e o r e m is p r o v e d .
In c o n d i t i o n (1.6.1), t h e c o n s t a n t k = 1 is t h e best possible, i.e., i t c a n n o t
be replaced b y k > 1. T h i s is i l l u s t r a t e d i n t h e f o l l o w i n g :
Example 1.6.1. Consider t h e i n i t i a l value p r o b l e m
0, 0 < x < l,y < 0
(1 + Q y 0 < ae < 1 , 0 < y < x, 6
(1.6.3) x ' 6= 1 + > 1
(1 +e)x*' , 1
0<x< l,x* < y
y(o) = o.
CHAPTER I 23
I t is easily seen t h a t t h i s ( u n c t i o n }{x,y) is c o n t i n u o u s a t (0, y) for 0 < y < i *
since
< ( i ! ^ n a,
H e n c e , f{x,y) is c o n t i n u o u s i n t h e s t r i p 0 < x < < oo. N e x t , f(x,y)
satisfies t h e c o n d i t i o n (1.6.1) i n t h i s s t r i p e x c e p t t h a t k = 1 + c > 1. W e shall
verify t h i s b y c o n s i d e r i n g t h e f o l l o w i n g cases :
Suppose 0 < y,y < X , t h e n s
{l+c)y (l+)y (i + O
\f{x,y)-f(x,y)\ = Ik-si.
Suppose 0 < y < x s

<y, then
(i+)y (i+O
l/(*,y)-/(*,s)l = - < l + 0 * Iv - *'l
Suppose y < 0 < y < x , then s
|/(x, )-/(x,y)|= 0
y
Suppose y < 0 , x * < y , t h e n
IA.)-/(*,J)I = |0-(l+ )x*-'| =

^4^x f
T h e i n i t i a l v a l u e p r o b l e m (1.6.3) has an i n f i n i t e n u m b e r of s o l u t i o n s y(x) =
cxs
i n t h e i n t e r v a l 0 < x < 1 , w h e r e c is a n a r b i t r a r y c o n s t a n t such t h a t
0 < c < 1.
T h e c o n t i n u i t y r e q u i r e m e n t o f t h e f u n c t i o n J(x, y) p a r t i c u l a r l y a t t h e p o i n t
(x ,yo)
0 is also essential f o r t h e v a l i d i t y o f t h e uniqueness theorem. For this,
we h a v e
E x a m p l e 1.6.2. Consider t h e i n i t i a l value p r o b l e m
l.i 0 < x < l,y > x
v'=mv)= -, 0 < x < l , 0 < y < *

(1.6.4)
0, 0<x<l,y<Q
y(0) = 0.
T h i s f u n c t i o n / ( x , y ) satisfies N a g u m o ' s c o n d i t i o n (1.6.1) i n t h e s t r i p 0 < x <
1, \y\ < oo. For t h i s , we l o o k a t t h e f o l l o w i n g cases :
Suppose 0 < y , y < x, t h e n
|/(x,y)-/(x,y)| = 1 _ I =|l-y|-
x x
Suppose y > x > y > 0, t h e n
^ 1/ -\ 1| -i
|/(x,y)-/(x,y)| = l - = - { x - y ) < - y - y ) = - \ y - y\-
X X X
Suppose y > i , y < 0, t h e n
\f(x,y) - f(x,y)\ = | i _ 01 = | x, l i m l T > s r ) _ +,o)/(^,!/)

( 0 1; a n d for 0 < y < x , l i m H = I
1-0+
/(x,y) = lim y _ ^ * = 1, b u t / ( 0 , 0 ) = 0 t h i s f u n c t i o n f[x,y) is n o t c o n t i n -
* -o+
uous a t ( 0 , 0 ) .
T h e i n i t i a l value p r o b l e m (1.6.4) has an i n f i n i t e n u m b e r o f s o l u t i o n s y ( x ) =
cx i n t h e i n t e r v a l 0 < x < 1, w h e r e c is a n a r b i t r a r y c o n s t a n t s u c h t h a t
0 < c < 1. I
O n c e a g a i n , N a g u m o ' s c o n d i t i o n is o n l y a sufficient c o n d i t i o n t o p r o v e t h e
uniqueness o f t h e s o l u t i o n s o f t h e i n i t i a l v a l u e p r o b l e m s . T o s h o w t h i s , we
have
CHAPTER 1 25
E x a m p l e 1.6.3, C o n s i d e r t h e i n i t i a l value p r o b l e m
0, - o o < i < 0,\y\ < oo
2x, 0 < x < l , - o o < ;/ < 0
^ = /(x,y) =
(1.6.5)
2x - 4 = - . 0 < x < 1,0 < y < x 2
-2x, 0 < X < l,x 2

< ;/ < oo
3/(0) = 0.
T h i s f u n c t i o n f{x,y) is c o n t i n u o u s a t ( 0 , y ) for 0 < y < x 2

since
| 2 x - 4 J / / I | < 2x + 4 x / x = 6 x - . 0
2
as x - > 0.
H e n c e , f{x,y) is c o n t i n u o u s i n t h e r e g i o n oo < x < 1, \y\ < oo.
N e x t , we s h a l l v e r i f y t h a t f{x,y) satisfies c o n d i t i o n (1.6.1) e x c e p t that
k = 4. O n c e a g a i n , i t suffices t o consider t h e f o l l o w i n g cases :
S u p p o s e 0 < y, y < x , t h e n 2
4y 4y
|/(x,y)-/(x,y)| = = - I S - y|-
x x
Suppose c o < j/ < 0 < y < x , t h e n 2
|/(x,y)-/(x,y)| = 2x-2x + ^ < -|lf -||.

x
S u p p o s e oo < < 0, x 2
< y < co, then
| / ( x , y ) - f(x,y)[ = 4x < ^ y < - y\.
Suppose 0 < y < x 3

< y < o o , then
iy 4 4
\f(x,y) -f(x,y)\ = 2x + 2x- = -(* -sj) < -ly-Sj.
X x
T h e i n i t i a l v a l u e p r o b l e m (1.6.5) has a u n i q u e s o l u t i o n
f 0, -co < x < 0

y(x) =
73, 0 < x < 1.
Another example where the function / ( x , y ) satisfies t h e c o n d i t i o n s of
T h e o r e m 1.6.2 e x c e p t t h a t k = 1 + , b u t has a u n i q u e s o l u t i o n is t h e f o l -
lowing ;
E x a m p l e 1.6,4. T h e i n i t i a l value p r o b l e m
0, x = 0, \y\ < oo
x', 0 < x < 1,-00 < y < 0
y' = f(x,y) =
(1.6.6)
x c
- {1 + ) - , 0 < x < 1,0 < y < x s + c
-ex', 0 < i < l,2 1 + c

< y < oo
2,(0) = 0
has a u n i q u e s o l u t i o n y(x) = ^ ' ^x 1 +

1 +
' Q < x < 1.
1 I
In o u r final e x a m p l e here t h e f u n c t i o n f(x, y) satisfies a l l t h e c o n d i t i o n s of
T h e o r e m 1,6.2, a n d hence has at m o s t one s o l u t i o n .
E x a m p l e 1.6.5, For t h e i n i t i a l value p r o b l e m
0, x = 0, |u| < oo
\x ,c
0 < x < 1,-co < y < 0
(1.6.7)
\x' - -, 0 < x < l , 0 < n < xJ+c
-\x', 0<x < < |f <

y ( 0 ) - 0,
= J , 1 +
' ; 0 < x < 1 is t h e o n l y s o l u t i o n . I
A one - sided a n a l o g o f N a g u m o ' s uniqueness t h e o r e m is t h e f o l l o w i n g :
T h e o r e m 1.6.3. L e t f(x,y) be c o n t i n u o u s i n 5 + a n d for a l l ( x , i / ) , ( x , y ) i n S +
w i t h y > y i t satisfies o n e sided N a g u m o c o n d i t i o n
(1.6.8) fl ~y)-f(x,y)<k(x-x r (y-y);

x
a
1
x # x , k < 1.
0
T h e n , t h e i n i t i a l value p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n [ s , x + a]. 0 0
1.7 K R A S N O S E L ' S K I I KREIN'S UNIQUENESS THEOREM
I n t h e p r e v i o u s section we have seen t h a t i n c o n d i t i o n (1.6.1) t h e N a g u m o
c o n s t a n t k m u s t n o t b e g r e a t e r t h a n one is a necessary c o n d i t i o n . T h u s , i f k
CHAPTER 1 27
is a l l o w e d t o be a n y c o n s t a n t greater t h e n zero, t h e n a n a d d i t i o n a l c o n d i t i o n
m u s t b e i m p o s e d o n t h e [ u n c t i o n f{x,y) t o achieve t h e uniqueness o f t h e
s o l u t i o n s o f t h e i n i t i a l v a l u e p r o b l e m (1.1.1). O n e such c o n d i t i o n is a d d e d i n
the following :
T h e o r e m 1.7.1 ( K r a s n o s e l ' s k i i K r e i n ' s Uniqueness T h e o r e m ) . Let f(x,y)
b e c o n t i n u o u s i n S a n d f o r a l l {x, y), [x, y) 5 i t satisfies
(1.7.1) \f(x,y) - f(x,y)\ < k\x - x \~ \y 0

x
- y\, x fi x ,k 0 > 0
and t h e Holder condition
(1.7.2) \f(x,y) - f(x,y)\ < c\y - y\*, c > 0 , 0 < a < 1 , 4 ( 1 - a) < 1.
(fc(l a) < 1 is no r e s t r i c t i o n at a l l , w h e n k < 1.)
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has at m o s t o n e s o l u t i o n i n \x x \ < a. 0
Proof. Suppose y(x) a n d y(x) are t w o s o l u t i o n s o f (1.1.1) i n \x x \ < a. Q
W e s h a l l show t h a t y{x) y(x) i n t h e i n t e r v a l [x ,x 0 0 + a]. W e l e t iji(x) =
\y(x) y{x)\. F o r t h i s , f r o m (1.7,2), w e have
m < r\ntMm-f(t,y(m\dt
Jxt,
< rc\y(t)-m\dt= f c r m .
N o w , w e l e t R(x) = /* c<f>(t)dt, t h e n R(x ) 0 = 0, a n d R'{x) = c<p(x) <
cR"(x), w h i c h gives R'{x) - cR{x) < 0. Since R(x] > 0 for x > x , o n 0
m u l t i p l y i n g t h i s i n e q u a l i t y b y ( 1 - a}R~ (x}, a
we o b t a i n (R ~ (x))' 1 a
< c(l -
a) < c, a n d hence R -"(x) l

< c(x - x ). 0 T h u s , i t follows t h a t <f>{x) < {c(x -
*o)) ( 1 _
, _ 1
- Hence, t h e f u n c t i o n ip'x) = fc^t satisfies t h e i n e q u a l i t y
0<V'(O<c ( 1
" o |
"(^-^) | l
" o ,
" " .
I t
Since i t ( l - a) < 1, i t is i m m e d i a t e t h a t \OB ^ Vr ^{x) = 0. T h e r e f o r e , i f we
define ij>(xa) = 0, t h e n t h e f u n c t i o n \j>(x) is c o n t i n u o u s i n [x , x + ] . W e w i s h 0 0
t o show t h a t y > ( i ) = 0 i n [x , x +a]. 0 Q I f ^{x) > 0 a t any p o i n t i n [x ,x +a], 0 0 then

t h e r e exists a p o i n t xt > x 0 such t h a t 0 < m = tp(x^) = max < (t)dt

0
l
Xi - In * Ji
<(x -x )- '
l 0
1
P i((-x )*-V(i)^
0
Jin
w h i c h is t h e desired c o n t r a d i c t i o n . So, tl>(x) = 0, a n d hence $(x) = 0 in
[So, i o + T h e p r o o f is s i m i l a r i n the i n t e r v a l \x a, x ]. 0 0 I
W e shall i l l u s t r a t e the above t h e o r e m w i t h an e x a m p l e .
Example 1,7.1, C o n s i d e r t h e i n i t i a l value p r o b l e m
0, 0 < x < l,*' "")" 1 1

< y < co
( 1 7 3 ) y' = m M - M 1
- 0
* " ' a < x -i-'
k "0-r\
X Q <x < l,-oo < # < o
1/(0) =0,
w h e r e 0 < a < l , f c > 0 a n d fc(l - a) < 1,
T h i s f u n c t i o n f{x,y) is c o n t i n u o u s at (0,1/) for 0 < y 0+
X
T h u s , i t is clear t h a t f(x y) t is c o n t i n u o u s i n t h e s t r i p 0 < x < 1, \y\ < oo.
N e x t , we s h a l l verify t h e c o n d i t i o n s (1.7.1) a n d (1.7.2) b y c o n s i d e r i n g the
f o l l o w i n g cases :
CHAPTER 1 29
S u p p o s e d < y,y < i ' " " ! 1

', then
l/(*,Jf)-/(*,S)l = - k + k y
-
= - I f f - y\; a n d
=-\y - y\'~\y - y\ a
<^(\y\ + \y\y- \y-y\ <^2'- x\y-y\

0 0 a
= 2 l
- % - s r
Suppose x ( 1 o |
~ ' < 5/ < c o , - o o < y < 0, t h e n
< and
1/(4,8) - f(x, )\ y = kx^-r- < ky o < fclj, _ |.

?
Suppose x ' " " '

1
' < t / < c c , 0 -)-') - ( , )
<2 -"%-i/| .
, Q
Suppose 0 < y - - k
V
- - hd -**-
1
= k-
y
< -\y-y\; and
< 2 1
- % - s | r
Since a l l t h e c o n d i t i o n s o f T h e o r e m 1.7.1 are s a t i s f i e d , t h e i n i t i a l value
p r o b l e m (1,7.3) has a u n i q u e s o l u t i o n i n (0, 1], n a m e l y
W l + fc(l -o)
For t h e uniqueness of t h e s o l u t i o n s of (1.1.1) i n T h e o r e m 1.7.1 t h e c o n d i t i o n
k[l a] < 1 is n o t necessary. For t h i s , i t suffices t o n o t e t h a t t h e f u n c t i o n
f{x,y) i n (1.7.3) is n o n i n c r e a s i n g i n y for each x. T h u s , b y T h e o r e m 1.3.1 t h e
p r o b l e m (1.7.3) has a t m o s t one s o l u t i o n .
1.8 K O C T S U N I Q U E N E S S THEOREM
A g e n e r a l i z a t i o n of K r a s n o s e l ' s k i i - K r e i n ' s uniqueness t h e o r e m is t h e f o l -
lowing :
Theorem 1.8.1 ( K o o i ' s Uniqueness T h e o r e m ) . L e t f(x,y) be c o n t i n u o u s i n S
a n d for a l l [x,y),(x,y) 5 i t satisfies
(1.8.1) \x-x \\f(x,y)-f(x,y)\<k\y-y\,

0 k > 0; a n d
(1.8.2) \x - x f\nx,y)
0 - f(x,y)\ < c\y - fff*, C > 0
w h e r e t h e c o n s t a n t s k,o a n d 0 satisfy t h e i n e q u a l i t i e s
(1.8.3) 0 < a < i , 0 < Q and jfc(l - a) < 1 - 0.

CHAPTER I 31
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n \x 1 | < a. 0
P r o o f . T h e p r o o f is s i m i l a r t o t h a t of T h e o r e m 1.7.1. I
0 < x < 1,
i ' - " H i r ' < j , < oo
1
(1.8.4) f'= /(*.!/) =

k X
0 < y < xP-ffll-)-
kx al -p)li- )-\
a 0 < i < l , - o o < y < 0
y ( 0 ) = 0,
w h e r e t h e c o n s t a n t s k,a a n d 0 satisfy t h e i n e q u a l i t i e s (1.8.3). As i n E x a m p l e
1.7.1 i t is easily seen t h a t t h i s f u n c t i o n f(x,y) is c o n t i n u o u s i n t h e s t r i p 0 <

x
^ Mtfl < 0 0
a n d satisfies t h e i n e q u a l i t i e s (1.8.1),(1.8.2). Thus, the initial
value p r o b l e m (1.8.4) has a u n i q u e s o l u t i o n y(x) = , where
1 = k(l-c,)(l-0)-'. I
F r o m E x a m p l e 1.8.1 i t is clear t h a t for t h e c o n c l u s i o n o f T h e o r e m 1.8.1
also t h e c o n d i t i o n A ( l a) < 1 0 is n o t necessary.
T h e n e x t t h e o r e m we s h a l l p r o v e is based o n K o o i ' s w o r k .
Theorem 1.8.2. L e t f(x,y) be c o n t i n u o u s i n S a n d
(1.8.5) !/(*,)! < A | * - * p ; t p > - l , A > 0 .
F u r t h e r , let for a l l (x,y),{x,y) S i t satisfy
(1.8.6) |/(x, )-/tx,f)|<

F -\s-y\"\ f > i . o o
\x - x 0
where
c(2/t)^'
(1.8.7) 9 ( 1 + p ) - r = p, and p = -, '., < 1.
{P + 1 ) '
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1-1.1) has a t m o s t one s o l u t i o n i n |x z | < a. 0

P r o o f . Suppose y(x) a n d y(x) are t w o s o l u t i o n s of (1.1.1) i n \x x \ < a. W e a
shall show t h a t y(x] = y{x) i n [x 0 - a,x ]. 0 F o r t h i s , f r o m (1.8.5) w e have
m = ]y(x) - y(x)\ < H !/((,?(()) -
<iAj \x -tydt
x
a
2 A
( * 0 - * r > .
U s i n g t h i s e s t i m a t e a n d (1.8.6), we o b t a i n
J* (i -t)
0
N o w o n u s i n g this n e w e s t i m a t e a n d (1.8,6), we get
C o n t i n u i n g i n this way, we f i n d t h a t
m ^ P , w +
- +
' m
(x
0 - x r ' - m = i , 2 , - ,
Since o > 1 a n d p < 1, i t follows t h a t 4>{x) = 0 i n [x 0 a,x \.

0 T h e same is
t r u e for x [x , x - f a].
0 0
Example 1.8.2. C o n s i d e r t h e i n i t i a l value p r o b l e m (1.7.3). The function
f(x,y) i n (1.7.3) satisfies (1.8.5) a n d (1.8.6) w i t h A = 2k,p = a(l -a)-',c =
k,r = 5 = 1, a n d t h e r e f o r e o ( l + p ) r p a n d p = f ^}i^ c
p = k(l a) < 1.
T h u s , f r o m T h e o r e m 1.8.2 also we c a n c o n c l u d e t h a t t h e p r o b l e m (1.7.3) has
at m o s t one s o l u t i o n . W e also n o t e t h a t for this p r o b l e m t h e c o n d i t i o n s o f

CHAPTER I 33
T h e o r e m 1.8.2 are also satisfied w i t h A = 2k, p = o ( l - a ) - 1

, c = 2 -k,q
1
= a
a n d r = 0. I
1.9 R O G E R ' S U N I Q U E N E S S THEOREM
N a g u m o ' s c o n d i t i o n (1.6.1) for i > x 0 = 0 is t h e same as
(1-9.1) \f(*,y)-f(*,y)\<l\y-yl 0.
I n t h i s s e c t i o n , we s h a l l e s t a b l i s h a uniqueness c r i t e r i o n w h e n J is replaced by
~f i n t h e a b o v e c o n d i t i o n . For t h i s , we r e q u i r e t h e f o l l o w i n g :
L e m m a 1.9.1. I f
( i ) <fi(x) is c o n t i n u o u s a n d n o n n e g a t i v e i n [0, a],
00 <K*) < So MO*; a n d
(iii) ^ ( i ) = o ( e " 1 / r
) , as x 0,
then ^(z) = 0.
Proof. L e t 4>(x) = ^<j>{t)dt. D i f f e r e n t i a t i n g i?{x) w i t h respect t o x a n d
u s i n g ( i i ) , we o b t a i n for x > fJ, t/>'(i) -i<l>(x) < -^jp(x), w h i c h is t h e same as
(e'/ ij;(x)y
x
< 0, so t h a t e ' * ^ ^ ) is n o n i n c r e a s i n g . I f e > 0, t h e n f r o m ( i i i ) , we
1
have for s m a l l x, t h a t
Hence, l i m ^ o * e 1 / r
0 ( i ) = 0, a n d t h i s i m p l i e s t h a t e / i/.(s) < 0 for x > 0.
1 I
T h i s gives ip{x) < 0. H o w e v e r , i>(x) is n o n n e g a t i v e , a n d t h u s 0 ( z ) = 0. T h e
r e s u l t now f o l l o w s f r o m ( i ) . I
T h e o r e m 1,9.2 ( R o g e r ' s Uniqueness T h e o r e m ) , L e t f(x,y] be continuous i n
A : 0 < x < a, \y\< oo

a n d satisfy t h e c o n d i t i o n
(1.9.2) fa*)(J****)
u n i f o r m l y for 0 < y < 6, 6 > 0 a r b i t r a r y . F u r t h e r , l e t
(1.9.3) \f(x,y)-f(x,y)\<^\y-y],
for a l l ( r , y), (x, y) e A . T h e n , t h e i n i t i a l value p r o b l e m
(1.9.4) - / { * , ) , y{0) = 0
has a t most o n e s o l u t i o n i n [ 0 , a ] .
P r o o f . Suppose y{x) a n d y(x) a r e t w o s o l u t i o n s o f (1.9.4) i n [ 0 , o ) . T h e n , f r o m
(1.2.4) a n d ( 1 . 9 . 3 ) , w e g e t
\y{x)- (x)\<
y j * ^ m - m \ d t .
A l s o , i f > 0, t h e n f r o m (1.2.4) a n d (1.9.2) for s m a l l x, we have
\y{x) - y{x)\ < 2e j * e-"'r dt 2

= 2<T / .
1 1
N o w as a n a p p l i c a t i o n o f L e m m a 1.9.1, we find t h a t \y(x) y{x)\ = 0 , a n d
hence y(x) = y(x) i n [ 0 , a ] . I
W e shall i l l u s t r a t e T h e o r e m 1.9.2 w i t h a n e x a m p l e .
1 + -) e - 1 / r
, 0 < x < I,**-*/* < y <
(1.9.5) -^ + e / , _ 1 r
0 < i < l , 0 < y < xe- '
l/
0 < x < l,-oo < y < 0

j , ( 0 ) = 0.
Since B m _ * t e _ 1 / l
= 0, a n d l i m _ * J e r 0
- 1 / l
= 0 , a n d for 0 < y < r e ' / ,
1 1
xe-''
z
< 5 + e " ' * - 0 1

as i - 0 +
4*1
CHAPTER I 35
i t is clear t h a t t h i s f u n c t i o n f(x,y) is c o n t i n u o u s a t ( 0 , y ) for |y| < oo, a n d
hence i t is c o n t i n u o u s i n t h e s t r i p 0 < x < 1, \y\ < oo.
N e x t , we s h a l l v e r i f y t h a t f{x,y) satisfies c o n d i t i o n (1.9.2). For t h i s , since
x + i 1
, 0 < x < 1, z e - , / l
< y < oo
(1.9.6) ye ' 1 1
+ z , 3
0 < * < 1,0 < j < ze _ 1 / r
z ,
3
0 < i < l,-oo <y < 0
a n d for 0 < y < a * " ' * , 1
lye '1 1
+ z'| < ( x e - ' / ^ e " * + x 3
= x + x 3
- 0 as x - 0 , +
we f i n d t h a t each expression o n t h e r i g h t o f t h e e q u a t i o n (1.9.6) t e n d s t o zero
as x t e n d s t o zero. T h u s , (1.9.2) holds.
T h e c o n d i t i o n (1.9.3) can be verified by c o n s i d e r i n g t h e f o l l o w i n g cases :
Suppose 0 < y , y < r e - 1

' * , then
y v
|/(x,y)-/(x,y)| = = -ilv-y\-
S u p p o s e xt" i,T
< y < o o , 0 < y < xe~ , 1/x
then
9)
<-i(v-$) = jb-v\-
S u p p o s e xt~ l/z
< y < oo, oo < y < 0, t h e n
\f(*,y) - f(*,y)\ = <^y< - y\-

X X J,
Suppose 0 < y < xe~ , 1,x

-oo < y < 0, t h e n
|/(x,y)-/(x,y)| = ^ y < ^ ] y - y | .
T h u s , a l l c o n d i t i o n s o f T h e o r e m 1.9.2 are satisfied, a n d hence i n c o n c l u -
s i o n t h i s i n i t i a l v a l u e p r o b l e m has a u n i q u e s o l u t i o n i n [ 0 , 1 ] , n a m e l y , y{x) =
xe- '*
1
I
I n T h e o r e m 1.9.2 t h e a s s u m p t i o n f(x,y) = o(e- x )

1/z 7
is necessary. For
t h i s , we have t h e f o l l o w i n g :
E x a m p l e 1,9.2. Consider t h e i n i t i a l value p r o b l e m
0, 0 f(x,y) =
V l/l
x 2
(1.9.7)
4e _ 1 / r
, 0 < i < l,e- , / r
< y < c
!/(0) = 0.
Since l i m ^ o * i V e " ' 1 1

= 0, i t f o l l o w s t h a t for 0 < y < e _ l / r
, j^-j <
^ - e " ' * 0 as x * 0
1 +
T h u s , i t is clear t h a t t h i s f u n c t i o n f(x,y) is c o n -
t i n u o u s i n t h e s t r i p 0 < x < 1, |y| < oo.
As u s u a l , we s h a l l v e r i f y c o n d i t i o n (1.9.3) by c o n s i d e r i n g t h e f o l l o w i n g cas-
es :
Suppose 0 < y , y < e then
y y
|/(x,y)-/(z,y)|
X 2
Suppose co < y < 0,0 < y < e~ , 1/x

then
1 ,
Suppose oo < y < 0, e *'* < y < oo, t h e n
l/(x,y)-/(x,y)| = <9<\y-v\.
Suppose 0 < y < e 1

/ , r
e
- 1 / r
< y < co, then
-i/i
\f(x,y)-f(x,y)\ = L
-a
< ^(y - y) < ^\y - y\-
T h i s f u n c t i o n f(x,y) does n o t satisfy t h e c o n d i t i o n (1.9.2). I n d e e d , for
e - 1
/ < y < o o , l i m _
I
0 + ^ 7 ^ ^ O .
i
CHAPTERi 37
T h e i n i t i a l value p r o b l e m (1.9.7) has a n i n f i n i t e n u m b e r o f s o l u t i o n s y(x) =
ce - 1
' 1
i n [ 0 , 1 ] , w h e r e c is a n a r b i t r a r y c o n s t a n t such t h a t 0 < c < 1. I
1.10 W I T T E ' S U N I Q U E N E S S T H E O R E M
I n t h e y e a r 1974 t h e f o l l o w i n g result was established.
T h e o r e m 1.10.1 ( W i t t e ' s Uniqueness T h e o r e m ) . L e t f(x, y) b e c o n t i n u o u s i n
A : 0 0 is c o n t i n u o u s i n ( 0 , a ] a n d p(x) is c o n t i n u o u s i n [0, a] w i t h
^ ( 0 ) = 0. T h e n , t h e i n i t i a l value p r o b l e m (1.1.1) w i t h x 0 0 has a t m o s t one
s o l u t i o n i n [0, a ] .
W e s h a l l generalize t h i s r e s u l t s l i g h t l y . For t h i s , we need t h e f o l l o w i n g :
Lemma 1.10.2. L e t ^ ( x ) b e a n o n n e g a t i v e c o n t i n u o u s f u n c t i o n i n [ 0 , a ] a n d
let
(i) h(x) > 0 b e a c o n t i n u o u s f u n c t i o n i n ( 0 , a],
(ii) t h e r e exist a f u n c t i o n H{x) i n ( 0 , a ] such t h a t H'(x) = h(x) for a l m o s t
a l l x ( 0 , a ] , a n d l i m _ . + H(x)
I 0 exists ( f i n i t e o r i n f i n i t e ) ,
(hi) 4>{x) (i)dt, x e [ 0 , 4 a n d

0
(iv) <j>(x) = o ( e x p ( / / ( i ) ) ) as x 0+.

T h e n , <f,{x) = 0 i n [ 0 , o j .
P r o o f . L e t ip{x) = f h(t)<p{t)dt, x g [ 0 , a ] . T h e existence a n d t h e c o n t i n u i t y
o f ip(x) is clear f r o m t h e given h y p o t h e s e s . T h u s , i t follows t h a t
fix) = h.(x)4(x) < k(xW(x), ze(0, ] a
a n d hence
^-i - ^>ip( ))
e
H
x < 0, for a l m o s t a l l x [ 0 , 4
ax
T h i s allows us t o deduce t h a t t h e f u n c t i o n e x p ( H{x))il>(x) is n o n i n c r e a s i n g .
Hence, c h o o s i n g e > 0 a n d t a k i n g x s u f f i c i e n t l y s m a l l , i n v i e w of ( i v ) we get
e- ip(x)
H[x)
= e- H | l
> f h(tUlt)dt
Jo
Jo
= e,
so t h a t l i m 1 - 0 , e x p ( H(x))il/(x) = 0. C o n s e q u e n t l y , e x p ( H(x))il>(x) < 0 for
x > 0, w h i c h i m p l i e s t h a t j j h^^dt < 0. T h e r e f o r e , ^ ( z ) = 0. I
I f h(x) is c o n t i n u o u s i n [0,a] a n d /Y(x) = f k(t)dt, t h e n L e m m a 1.10.2
is t h e same as L e m m a 1.2.3. T a k i n g h(x) = i - 1

a n d H(x) = I n i so t h a t
c o n d i t i o n ( i v ) becomes 4>{x) = o(x) as x > 0 . T h u s , i n t h i s case L e m m a

+
1.10.2 reduces t o L e m m a 1.6.1. F u r t h e r , we n o t e t h a t i n t h e case h{x)
x~'~ ,
a
a > 0 a n d H(x) = o~''x~ a
t h e c o n d i t i o n ( i v ) has t h e f o r m $(x) =
o ( e x p ( a~'x~ ))a
as x * 0 . T h u s , for a = 1 we o b t a i n L e m m a 1.9.1. F i n a l l y ,
+
consider h(x) = kx~ , l

where k > 1 a n d H(x) = x k
so t h a t c o n d i t i o n (iv)
has t h e f o r m <j>(x) = o(x ). y

T h u s , L e m m a 1,10.2 also covers s i t u a t i o n s w h e r e
L e m m a 1.6.1 is n o t a p p l i c a b l e .
In v i e w o f t h e above r e m a r k s t h e f o l l o w i n g result n o t o n l y unifies T h e o r e m s
1.2.4, 1.6.2 a n d 1.9.2 b u t also provides new uniqueness c r i t e r i o n .
T h e o r e m 1.10.3. L e t f(x,y) be c o n t i n u o u s i n A a n d i n a d d i t i o n t o (1.10.1)

CHAPTER 1 39
i t satisfies t h e c o n d i t i o n
(1.10.3) \f{x,y) - f(x,y)\ = o(h(x)exp(H(x))) a s n O +

uniformly with
respect t o y,y [5,6], 6 > 0 a r b i t r a r y ,
w h e r e h(x) a n d H(x) are such as i n L e m m a 1.10.2. T h e n , t h e i n i t i a l value
p r o b l e m (1.9.4) has a t m o s t one s o l u t i o n i n [0, a].
Proof. A s u s u a l let y{x) a n d y(x) be t w o s o l u t i o n s of (1.9.4). Then, by
( 1 . 1 0 . 1 ) , w e have
\y{z)-y(x)\< I* h(t)\y(t) - y(l)\dt.

Jo
F u r t h e r , for a n a r b i t r a r y > 0 a n d x sufficiently s m a l l , f r o m (1.10.3) we get
|y(z) - f(*)l < / * Hty^dt < d m .

Jo
T h e r e s u l t is n o w an i m m e d i a t e consequence o f L e m m a 1.10.2. I
I t is clear t h a t (1.10.2) i m p l i e s (1.10.3), however t h e converse is n o t t r u e .
F o r t h i s , we i l l u s t r a t e t h e f o l l o w i n g :
l + I V i / - + l
< < oo
< 1,
(1.10.4) 4 + e-" 1
+1,
0 < t, < xe-V*
0 < x < 1, - c o < y < 0

3,(0) = 0.
F r o m E x a m p l e 1.9.1 i t is clear t h a t t h i s f u n c t i o n f(x,y) is c o n t i n u o u s i n t h e
strip 0 < x < l , jjf| < c o . F u r t h e r , i t satisfies t h e c o n d i t i o n s (1.10.1) a n d
(1.10.3) w i t h h(x) = x' 1

a n d H(x) = T h e p r o b l e m (1.10.4) has a
u n i q u e s o l u t i o n y(x) = x(l + e~ ).1/x

I t is o f i n t e r e s t t o n o t e t h a t for t h i s
f u n c t i o n f(x y)
t t h e c o n d i t i o n (1.9.2) of Roger's uniqueness t h e o r e m as w e l l as
c o n d i t i o n (1.10.2) o f W i t t e ' s uniqueness t h e o r e m is n o t satisfied.

C o r o l l a r y 1.10.4. I n T h e o r e m 1.10.3 c o n d i t i o n s (1.10.1) a n d (1.10.3) c a n b e
replaced b y t h e f o l l o w i n g o n e - sided c o n d i t i o n s
(1.10.5) {f(z,y)-f(x,y))(y-y)<l*(x)(v-y)\ (*,)(*,*) A; and
(1.10.6) /(SB,J|) - f(x,y) = o(k{x)exp{H(x))} as x - . 0+ u n i f o r m l y w i t h
respect t o y,y [5,5], 5 > 0 a r b i t r a r y .
Proof. L e t y{x) a n d y(x) b e t w o s o l u t i o n s o f (1.9.4). W e define v{x) =
[y(x) - y(z)) 2 s o
t h a t i n view o f (1.10.5) i t follows t h a t
i/(z) = 2(y( )-y(*))(yV) "$'(*))

I
= 2(y{x) - y{x))(}(x, y(x)) - f(x,y(x)))
<2h(x)'y(x)-y(x)f
= 2h(x)v(x).
T h u s , we have v'{x) 2h(x)v(x) < 0, a n d c o n s e q u e n t l y
(exp(_2ff(s)M*)) < 0
for a l m o s t a l l x e [ 0 , 4 T h e above i n e q u a l i t y i m p l i e s t h a t t h e f u n c t i o n
e~ I W
' ' v ( x ) is n o n i n c r e a s i n g . O n t h e o t h e r h a n d , t a k i n g > 0 a r b i t r a r y a n d
I
x sufficiently s m a l l , f r o m (1.10.6) we find
e-Mt>(*) = e- {y(x) M
- y(x)) 1
= e 2
a n d hence
y(x) i n [ 0 ,l 4i m ^ o *I e x p ( - 2 W ( 2 - ) ) u ( x ) = 0. T h e r e f o r e , u ( i ) = 0 , i.e., y(x) =
CHAPTER I 41
F i n a l l y , we r e m a r k t h a t i n T h e o r e m 1.10.1 t h e c o n d i t i o n (1.10.2) can be
r e p l a c e d by a n y one o f t h e f o l l o w i n g :
(i) Lemmert's Condition.
The function
(1.10.7) F(x,y) = /(*,y)exp (jf*M0<) /K*)
is u n i f o r m l y c o n t i n u o u s for 0 < x < a, \y\ < b, b > 0 a r b i t r a r y .
(ii) D o s l a Dolly's Condition.
\f{x,y}\ o{H{x)) as x - * 0 +
u n i f o r m l y w i t h respect t o y e [-8,6], 6 > 0
a r b i t r a r y , w h e r e H{x) is a n o n n e g a t i v e f u n c t i o n defined i n (0,a] a n d satisfies
(1.10.8) I* H(t)dt < oo; and

Jo
liminf |jf //(()<*( exp jjf &(<)<&)] < co.
1.11 P E R R O N ' S U N I Q U E N E S S T H E O R E M
T o p r o v e t h e m a i n r e s u l t o f t h i s section we need t h e f o l l o w i n g :
Definition 1.11.1. A s o l u t i o n r(x) ( p ( x ) ) o f t h e i n i t i a l value p r o b l e m (1-11)
w h i c h exists i n an i n t e r v a l J is said t o be m a x i m a l (minimal) solution if
for an a r b i t r a r y s o l u t i o n y(x) o f (1.1.1) e x i s t i n g i n J, t h e i n e q u a l i t y y{x) <
r{x) (p(x) < y{x)) h o l d s for a l l x J .
C l e a r l y , t h e m a x i m a l s o l u t i o n r(x) a n d t h e m i n i m a l s o l u t i o n p(x) if they
e x i s t , are u n i q u e .
T h e o r e m 1.11.1 [92]. L e t f(x,y) be c o n t i n u o u s i n S + i t h e n t h e r e exists a
m a x i m a l s o l u t i o n r(x) a n d a m i n i m a l s o l u t i o n p(x) of t h e i n i t i a l value problem
(1.1.1) i n t h e i n t e r v a l [ x , i 0 o -+ a] for some p o s i t i v e a. I
L e t y(x) b e a c o n t i n u o u s f u n c t i o n i n an i n t e r v a l J . W e shall adopt the

f o l l o w i n g n o t a t i o n for D i n i derivatives
\_o+ \ ft /
= linkup ( y t
' + h
j ; - y W
) ,
ho- i ft y
When Z> t/(z) =

+
D t / ( r ) , t h e r i g h t d e r i v a t i v e of
+ exists a n d i t w i l l be
d e n o t e d by y' (x).+ S i m i l a r l y , y'_{x) denotes t h e left derivative.
As an a p p l i c a t i o n of t h e m a x i m a l s o l u t i o n r(x), we h a v e
T h e o r e m 1.11.2 [92]. L e t f[x,y) be c o n t i n u o u s i n a d o m a i n D, a n d let r{x)
be t h e m a x i m a l s o l u t i o n o f (1.1.1) i n t h e i n t e r v a l J = [x ,x
0 0 + a ) . A l s o , let
y(x) be a s o l u t i o n o f t h e d i f f e r e n t i a l i n e q u a l i t y
D+y(x) < f(x,y(x))
in J . T h e n , y(x ) 0 < y 0 i m p l i e s t h a t y(x) < r ( i ) , for a l l i t / . I
T h e o r e m 1.11.3 [92]. L e t f(x,y) be c o n t i n u o u s i n a d o m a i n D, and let p(x)
b e t h e m i n i m a l s o l u t i o n o f (1.1.1) i n t h e i n t e r v a l J ( i 0 a , z ] . Also, let

0
y(x) be a s o l u t i o n of t h e d i f f e r e n t i a l i n e q u a l i t y
D_y(x) < f(x,y{x))
in J . T h e n , y 0 < y{x )
0 i m p l i e s t h a t p(x) < y{x), for a l l x J . I
T h e o r e m 1.11.4 ( P e r r o n ' s uniqueness T h e o r e m ) . A s s u m e t h a t
(i) t h e f u n c t i o n g{x, z) is c o n t i n u o u s a n d n o n n e g a t i v e i n x 0 < x < x +a, 0 0 <
z < 26 a n d for every Xi, *o < x,\ < x a + a, z(x) = 0 is t h e only
d i f f e r e n t i a b l e f u n c t i o n i n [ l o i ^ i ) , w h i c h satisfies
z'(x) = g{x,z(x)), x < x < x,

(1.11.1)
z(x )
0 = 0,
CHAPTER I 43
(ii) t h e f u n c t i o n f{x,y) is c o n t i n u o u s i n S + a n d for a l l (x,y) (x y)

} } e S+
satisfies P e r r o n ' s condition
(i-H-2) l/kv)-/^.S)l<ff(*,b-f0-
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n [x , 0 x0 + a].
P r o o f . S u p p o s e t h e r e are t w o s o l u t i o n s y{x) a n d y(x) o f (1.1.1) i n t h e i n t e r v a l
[x ,x
0 0 + a}. D e f i n e <t>(x) = \y(x)-y{x}\. Clearly, ^ ( i ) 0 = 0 and from (1.11.2),
we h a v e
< g(xAy(x)-y(x)\)
= 9{x^(x)).
N o w , for a n y x, such t h a t x 0 < x, < x

0 + a, we o b t a i n f r o m T h e o r e m 1.11.2
t h e i n e q u a l i t y $(x) < r(x), x

0 < x < x\, w h e r e r ( i ) is t h e m a x i m a l s o l u t i o n
o f ( 1 . 1 . 1 ) . H o w e v e r , f r o m t h e h y p o t h e s i s of t h e t h e o r e m , r(x) = 0, a n d hence
tj>(x) = 0 i n | i . X i ) , w h i c h proves t h e r e s u l t .
0 I
C o r o l l a r y 1.11.5. T h e u n i f o r m L i p s c h i t z c o n d i t i o n (1.2.1) is a p a r t i c u l a r case
of Perron's c o n d i t i o n (1.11.2). I
1.12 G Y O R I ' S U N I Q U E N E S S THEOREM
W e b e g i n w i t h t h e f o l l o w i n g g e n e r a l i z a t i o n of t h e w e l l - k n o w n V i s w a n a t h -
am's l e m m a [162].
Lemma 1.12,1. A s s u m e t h a t
(i) <t>{x) is a n o n n e g a t i v e and bounded function in [z , x 0 0 + a],
(ii) it>[x) is i n c r e a s i n g a n d c o n t i n u o u s i n [x , 0 x
0 + a); and
(iii) g(x,z) > 0 is c o n t i n u o u s for x 0 < i < x 0 + a, 0 < < + sup I 0 < 3 : < I O + f l
^(z) = ô, w h e r e A: is a n a r b i t r a r y p o s i t i v e c o n s t a n t . F u r t h e r , for fixed
i , g(x, z) is a n o n d e c r e a s i n g f u n c t i o n o f z, a n d g(x, is i n t e g r a b l e .
Then, the inequality
(1.12.1) <p(x)<k + f g{t,4(i\}d^m, x 0 < x < x 0 + a
i m p l i e s t h a t for some a < x\ < XQ + a
(1.12.2) 4>(x) < r{x), x <x<x,

0
w h e r e r(x) is t h e m a x i m a l s o l u t i o n o f t h e i n t e g r a l e q u a t i o n
(1.12.3) z(x) = k+ r,(M(4)#(t)

lit,
in the interval x 0 < x < x, x w h e r e t h i s s o l u t i o n exists.
Proof. Since t h e n o t i o n o f t h e m a x i m a l s o l u t i o n o f a n i n t e g r a l e q u a t i o n is
analogous t o t h a t o f i n t h e case of d i f f e r e n t i a ! e q u a t i o n s , i t suffices t o show
t h a t (1.12.3) has a s o l u t i o n s a t i s f y i n g (1.12.2). F o r t h i s , we define t h e f o l l o w i n g
successive a p p r o x i m a t i o n s
(1.12.4) *. i0) = * + f
+ j ( U ( l ) W t ) ; n = 0,l,2,...
w h e r e z (x)
0 = <j>(x).
These f u n c t i o n s z(x) are o b v i o u s l y c o n t i n u o u s . L e t M > 0 be t h e m a x -
i m u m o f g(x, z) for x 0 < x < x 0 + a, 0 < z < 4>, W e s h a l l s h o w t h a t for a
suitable x 0 < Xi < x 0 + a, we have
(1.12.5) 0<z (x)<<f,

n 0
for a l l p o s i t i v e integers n , whenever x Q < x 1 , t h e n b y (1.12.4)
i t follows t h a t
0 < z {x) n+1 <k + M ( t / . ( z ) - V . ( z ) ) < <f> ,

0 0
CHAPTER 1 45
whenever x > i 0 is so s m a l l t h a t
T h e c o n t i n u i t y o f t&(x) i m p l i e s t h e existence o f such a x. T h i s shows t h a t t h e
sequence { z ( x ) } is b o u n d e d i n t h e i n t e r v a l I 0 x.

0
M o r e o v e r , for every x a n d n t h e p o i n t s ( x , z ( x ) ) b e l o n g t o t h e d o m a i n of
(,*)
N o w w e s h a l l show t h a t z(x) < z +,(x)

n for every l j < l < l | , n > 0 . For
t h i s , t h e case n = 0 is o b v i o u s . T h u s , i f z _,[x) n < z ( i ) , n > 1 t h e n by t h e

n
m o n o t o n i c n a t u r e o f g(x, z) a n d 0 ( x ) , we have
= fc+ /" 9(i,:,.,(0W(<)

!
< fc+ ['g{t,z (t))d<P(t)

a
Jxt
T h e d e f i n i t i o n of t h e f u n c t i o n s {z (x}}
n i m p l i e s t h a t for e > 0 t h e r e exists
a S > 0 such t h a t for e v e r y x 0 < x, < X i and n > 1 the inequality
W*)-Mi)lS^(*)-iM*)l<
holds, provided |x | < 5. T h e r e f o r e , A r z e l a ' s t h e o r e m i m p l i e s t h a t t h i s
sequence o f f u n c t i o n s converges u n i f o r m l y . L e t z(x) = Wm^^ z (x),

n x 0 <
x < x\. I t is clear t h a t t h i s f u n c t i o n is a s o l u t i o n o f t h e e q u a t i o n (1.12.3).
Further, in view of
<t>{x) = z {x)
0 < z^x) < ... <z{x)<r(x)
t h e i n e q u a l i t y (1.12.2) is satisfied.
Corollary 1.12.2. A s s u m e t h a t
(i) 4>(x) is a n o n n e g a t i v e a n d b o u n d e d f u n c t i o n i n [x , x 0 0 + a],
(ii) ip(x) is a c o n t i n u o u s n o n d e c r e a s i n g f u n c t i o n i n [ x , x 0 a + a]; a n d

(iii) g(z) > 0 is a c o n t i n u o u s n o n d e c r e a s i n g f u n c t i o n f o r 0 < z < oo a n d
t h e r e exists a <j> > 0 such t h a t g{z) > 0 for z > <f> , m o r e o v e r g{<j>(x)} is
a 0
integrable.
T h e n , for an a r b i t r a r y p o s i t i v e c o n s t a n t k t h e i n e q u a l i t y
(1.12.6) </>{x)<k + r 9{<t.(t))d4>(t), x <x<x

D 0 +a
i m p l i e s t h a t for some a < xi < x + a 0
(1.12.7} # * ) < G~'(G{k) + i{>(x) - 0 ( i ) ) , o x 0 < x < X l
where
(1.12.8) G(*) = / <*>0
and G 1
is t h e inverse o f G ; moreover a?i is chosen so t h a t G{k) + ij>(x) i^[x )
0
belongs t o t h e d o m a i n o f G~' whenever x 0 < x < x\.
P r o o f . I f r{x) is t h e m a x i m a l s o l u t i o n o f t h e i n t e g r a l e q u a t i o n
(1.12.9) z(x) = k+ ['g(*(t))m),
t h e n i n view o f L e m m a 1.12.1 w e have <f>(x) < r(x}. T h e r e f o r e , i t suffices t o
show t h a t any s o l u t i o n z(x) o f (1.12.9) satisfies t h e i n e q u a l i t y
(1.12.10) z(x) < G " ' ( G ( f c + e ) + - 0(* )) -

o z {x),
c
w h e r e z (x) e is a s o l u t i o n o f t h e i n t e g r a l e q u a t i o n
(1.12.11) z (x)
c = k + e+ fg(zS))d4>(t).
However, since
/ ,
9 (G- (G(*+e)+0(O-*(xo)))#(O=
,
f
nZ>
9(G- (G(k+ )+t- l>{x )))dt
1
E 1 0
and
CHAPTER 1 17
i t follows t h a t
= [ g(G- (G(k
I ,
+ e) + 0f - MxoWm
= G " ' ( G ( f c + e) + J>(x) - V ( I Q ) ) - G~'(G(k + + il>(x )

0 - 4>(x ))
0
= - k - + G~\G(k +) + iA(x) - TJ>(X ))

0
= - k - e + z (x).c
R e m a r k 1.12.1. I f q(x) > 0 is c o n t i n u o u s a n d t(x) = j ' q{t)dt, o then Corol-
l a r y 1.12.2 is t h e same as LaSalle's l e m m a ( b e t t e r k n o w n as B i h a r i ' s l e m m a ) .
F u r t h e r , i n a d d i t i o n i f g{z) = z, t h e n t h e i n e q u a l i t y (1.12.6) reduces t o
(1.12.12) <p'x) <k + [

X
q(t)<t,{t)dt
for w h i c h (1.12.7) becomes
(1.12.13) 4>{x) < fcexp [j*q{t)dtj ,
w h i c h is t h e f a m o u s G r o n w a l l ' s i n e q u a l i t y . O b v i o u s l y , i f fe = 0, t h e n
(1.12.12) is t h e same as (1.2.5) a n d t h e n (1.12.13) also gives <t>{x) = 0.
T h e o r e m 1.12.3 ( G y o r i ' s U n i q u e n e s s T h e o r e m ) . Assume t h a t the function
f(x,y) is c o n t i n u o u s i n S+ a n d
(i) for every s u f f i c i e n t l y s m a l l 6, 0 < 6 < a, t h e f u n c t i o n i/>(x; 6) is c o n t i n u o u s
and nondecreasing i n x , x 0 + 6 < x < x 0 + a,
(ii) g(z) > 0 is c o n t i n u o u s a n d n o n d e c r e a s i n g for 0 < z < oo,
(iii) t h e r e is n o p o s i t i v e c o n s t a n t k such t h a t t h e i n e q u a l i t y
dz
(1.12.14) / -<iP(x 0 + a-S)-il>(x 0 + 6-J)
h o l d s for a n y , 6 > 0 a n d for any f u n c t i o n fi() t e n d i n g t o 0 as S * 0;
and
(iv) f o r a l l x + S < x < x + a a n d yo b<y,y

0 0 < y -rbthe
0 function f(x,y)
satisfies t h e i n e q u a l i t y
(1.12.15) \ttx,y) - f(x,y)\ < V(x-,6)g{\y - y\).
T h e n , t h e r e exists a 0 < i) < a such t h a t t h e i n i t i a l value p r o b l e m (1.1.1) has
at m o s t o n e s o l u t i o n i n t h e i n t e r v a l [ i , xo + i)].0
P r o o f . L e t y{x) a n d y(x) be t w o s o l u t i o n s o f t h e i n i t i a l v a l u e p r o b l e m (1.1.1).
Let x > x 0 a n d fix S > 0 so t h a t x 0 + i < x. T h e n , i n v i e w o f (1.12.15) a n d
o n o m i t t i n g t h e s i n g u l a r p a r t o f y>(i; 6) f r o m i t s c a n o n i c a l d e c o m p o s i t i o n as a
c o n t i n u o u s a n d m o n o t o n e f u n c t i o n , w e find t h a t
< f g{\m-y(t)\)dHm.
Jxa+i
Jxa+S
T h u s , i t follows t h a t
\y(x)-y(x)\< [*\f(t,y(t)) - ntMtm
<S sup \f{x,y(x))-f(x,y(x))\+ f sQM " (*)!)#(%).
L e t t h e f u n c t i o n n(6) i n (1.12.14) be s u p I D < l l o + 5 \ f { x , y(x))-f{x, y(x))\ then,
f r o m t h e above i n e q u a l i t y we have
\y(x)-y(x)\<S (6)+ ll f g(\y{t)-y(t)\)dil>(t;6).
T h u s , i f > 0 is a n a r b i t r a r y b u t fixed n u m b e r , t h e n
\y(x) - y(x)\ + < 6p(&) + + T g(\y(t) - y(t)\ + )d^(t E ] S)
h o l d s . N o w an a p p l i c a t i o n o f C o r o l l a r y 1,12.2 gives
G(\y[x) - y(x)\ + ) < G ( M ^ ) + e) + 6) - + 6; 6),
where t h e f u n c t i o n G(4>) is defined i n (1.12.8). H o w e v e r , since for e v e r y ,
6 > 0
rlvW-i/(i!l+c dz
Jc+sm g(z)
 x. 0 Since
x > x 0 is a r b i t r a r y t h e r e s u l t f o l l o w s .
C o r o l l a r y 1.12.4. A s s u m e t h a t g{z) is as i n L e m m a 1.4.1 a n d Osgood's c o n -
d i t i o n (1.4.3) is s a t i s f i e d . T h e n , t h e c o n c l u s i o n o f T h e o r e m 1.12.3 h o l d s .
P r o o f . I t suffices t o n o t e t h a t t h e c o n d i t i o n s o f T h e o r e m 1.12.3 w i t h
lp{x;6)-i>{x 0 + 6;6) = x - x 0 - 6
are s a t i s f i e d . I
R e m a r k 1.12.2. For g(z) = ^/i, a n d
ip'x; 5) - $(x 0 + 5;6) = {x- x )*

0 -6 , s
x>x 0 + 6(6>Q)
t h e i n e q u a l i t y (1.12.14) for c, S > 0 becomes
a"-6 >e
['
+k
% = - 2Je + 6p(6),
Jc+SrtS) y/Z V
w h i c h i m p l i e s t h a t k = 0. T h e r e f o r e , t h e c o n d i t i o n
\f(x,y) - f(x,y)\ < 6(x-x ) ->J\y-y\

0
s
i m p l i e s t h e c o n c l u s i o n o f T h e o r e m 1.12.3. Hence, i n C o r o l l a r y 1.12.4 i t is n o t
necessary t h a t t h e f u n c t i o n g[z) m u s t satisfy t h e c o n d i t i o n ( 1 . 4 , 1 ) .
C o r o l l a r y 1.12.5. A s s u m e t h a t g(z) = z a n d N a g u m o ' s c o n d i t i o n (1.6.1) is
s a t i s f i e d . T h e n , t h e c o n c l u s i o n o f T h e o r e m 1.12.3 h o l d s .
Proof. I t suffices t o n o t e t h a t t h e c o n d i t i o n s o f T h e o r e m 1.12.3 w i t h
r* dt
4>(x; S) - i>(x 0 + 6; 6)= / . x 0 + 6 <x
t X
A
are s a t i s f i e d . I
C o r o l l a r y 1.12.6 ( Y a n g ' s U n i q u e n e s s T h e o r e m ) , A s s u m e t h a t g(z) = z a n d
Yang's condition
(1.12.16) \f(x,y) - f{x,y)\ < _ L

\y - yf
is satisfied, w h e r e B > I, 0 <a <0, Ct^l a n d L > 0 are a r b i t r a r y c o n s t a n t s .
T h e n , t h e c o n c l u s i o n of T h e o r e m 1.12.3 holds.
P r o o f . I t suffices t o note t h a t t h e c o n d i t i o n s o f T h e o r e m 1.12.3 w i t h
I1
dt
S) - $(xa + S-6) = L - , x
0 + S <x <x a + a
Jin+6 \l Xoj
are satisfied. For t h i s , (i) a n d ( i i ) are o b v i o u s , whereas for ( i i i ) we assume
t h e c o n t r a r y , i.e., t h a t for some p o s i t i v e h t h e i n e q u a l i t y (1.12.14) holds for
a n y e, 6 > 0 a n d for a n y f u n c t i o n /i(6") t e n d i n g t o 0 as 6 > 0. B u t , t h e n for
x > x 0 + 6, we have
1 1 1 1
(l-0)(+k)f>-> (l-/})( + W ) ) S
- ' 0. L e t s = 6 6f(6), t h e n t h e above i n e q u a l i t y becomes
1 L
(1.12.17)
(1 - 0)(6 - 8p{6) + fc)"-i (1 -
1
-
( l - W - 1
(1 - a ) * - 1
'
H o w e v e r , f r o m t h e a s s u m p t i o n s on t h e c o n s t a n t s we f i n d t h a t
1 I _.. { I - a ) - 1 ( 1 - 0 ) 6 " -
lim
4-0 [(1 - 3}6 -'3
(1 - a)*- 1 " l-o ( l - a ) ( l - ^ - i " " -
T h u s , i f 6 - * 0, t h e n (1.12.17) implies t h a t
1 L
< -
(1 - ) F - ' (1 - c , ) a -
w h i c h is an obvious c o n t r a d i c t i o n . T h e case x < i 0 can be t r e a t e d s i m i -
larly. I
CHAPTER I 51
1.13 I Y A N A G A ' S U N I Q U E N E S S T H E O R E M
This is t h e f i r s t g e n e r a l uniqueness c r i t e r i o n f r o m w h i c h several earlier
r e s u l t s , w i t h s t r i c t i n e q u a l i t i e s o n l y , c a n be d e d u c e d .
T h e o r e m 1.13,1 ( l y a n a g a ' s Uniqueness T h e o r e m ) . A s s u m e t h a t
(i) t h e f u n c t i o n g(x, z) is c o n t i n u o u s a n d n o n n e g a t i v e mx 0 < x < XQ+1, 0 <
z < 26 a n d for e v e r y x,, x a < i, < x 0 + a a n d 2 , , 0 < Z\ < 26 s o l u t i o n s
z{x) = z(x,x\,Z\) of the differential equation
(1.13.1) ? - * M |
exist for x 0 < x < x l} 0 < 2(3;) < 26, a n d l i m _ + z(x) I I > 0, or
l i m _ + z(x)
l > l = 0 a n d l i m ^ ^ t z'{x) > 0; a n d
(ii) t h e f u n c t i o n j{x,y) is c o n t i n u o u s i n S+ a n d for a l l (x,y), (x,y] in 5 +
w i t h 3/ > y t h e f o l l o w i n g i n e q u a l i t y is satisfied
(1.13-2) g[x,y-y)> f{x,y)-{{x,y).
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n [x , x 0 0 + a].
P r o o f . L e t y(x) a n d y(x) be t w o s o l u t i o n s o f (1.1.1) i n t h e i n t e r v a l [x , x + 0]. 0 D
T h e n , t h e f u n c t i o n <(>{x) y(x) y(x) satisfies <ji(x ] 0 = 4>'(x ) 0 = 0. W e assume
t h a t <j>(x) > 0 for X\ < x < x

2 < x 0 + a, a n d 4>{x) = 0 for x 0 < x < Xi,
L e t p(x) b e t h e m i n i m a l s o l u t i o n o f (1.13.1) s a t i s f y i n g t h e i n i t i a l c o n d i t i o n
p{x ) 3 = Zi = ^(x-ij. W e n o t e t h a t f r o m t h e g i v e n h y p o t h e s e s p(x 0 + c) > 0
for a l l s u f f i c i e n t l y s m a l l e > 0, a n d hence we can choose e > 0 so s m a l l t h a t
p[x 0 + E ) > tf>(xa + } Since t h e f u n c t i o n g{x, z) is n o n n e g a t i v e i t is clear t h a t
p(x) > 0 i n t h e i n t e r v a l [x 0 + , 1 3 ] . For x G (x ,x \ 1 2 t h e i n e q u a l i t y (1.13.2)
implies that
4>'(x) = f(x,y(x)) - f(x,y(x)) < g(x y(x)

y - y(x)) =g(x,4>(x)).
T h u s , i n v i e w o f T h e o r e m 1.11.3 i t follows t h a t p{x) < ^>(x) for all x
( i l , X a ] . However, since ip(xi) = 0, f r o m t h e c o n t i n u i t y we find t h a t p(x\) =
0. T h e r e f o r e , if a t a l l x, m u s t be t h e same as x . a B u t , then i t contradicts
p{x 0 + e) > 4>(xa + e) for s m a l l e.
Corollary 1.13,2. For t h e uniqueness of t h e s o l u t i o n s o f t h e i n i t i a l v a l u e
p r o b l e m (1.9.4) each o f t h e f o l l o w i n g c o n d i t i o n s is sufficient.
If:jf|
\f(x,y) - f(x,y)\ < (1 + e{x))i -, where e(x) > 0 and
E _o+ r
Js
A > M, 0 < M < co, S > 0;
() \f(x,y) - f(x,y)\ < ak^Si + 0\ y - y \[ a 0 < a < 1,

9 - 51
0 </?;
1
In
Iff - ffl
(iii) \f(x,y) - f ( X , y ) \ < ^ V
l X
I
, 0 < i < k, I < 1.
. 1
In -
X
Proof. For t h e p r o o f o f ( i ) we c a n a p p l y T h e o r e m 1.13.1 a n d consider t h e
differential equation
(1,13.3) z' = g(x,z) = (l + (x)) -

Z
and p u t an indefinite integral J -^-dx = I{x).
T h e g e n e r a l s o l u t i o n o f (1.13.3) is z{x) = xe*" \ x

w h e r e c is a n a r b i t r a r y
c o n s t a n t . Since I{x) > M f o r any c / oo, we have
dz
l i m , = e W+e(x)e * c e+I( ]
> 0.
io+ dx
For t h e p r o o f o f ( i i ) we consider t h e d i f f e r e n t i a l e q u a t i o n
(1.13.4) z' = g(x,z) = a--Sz\nz.

x
T h e general s o l u t i o n o f (1.13.4) is z(x) = exp (ae- G(x) 0x

+ c - e
0 x
) , where
re * 0
G{x) is t h e i n d e f i n i t e i n t e g r a l / d x , a n d c is a n a r b i t r a r y c o n s t a n t . Since
J x
dx
'G(x) + o r " * + I n (-o0t- G{x) 0I
+ J - c/je-* ) 31
- c,e- e r
G(x)-lni + 0(l)
CHAPTER 1 53
o n p u t t i n g a = 1/(1 + 7), 7 > 0 a n d c h o o s i n g < 7 a n d t h e n 6(e) so t h a t
In ^ < G(6(s)) - G ( x ) < (1 + ) l n
find
H e n c e , l i m _ + -7- = 0 0 .
r 0
dx
For t h e p r o o f o f ( i i i ) , we c o n s i d e r
(1.13.5) r ^ r r ^ -
dx x( lnx) f c
T h e g e n e r a l s o l u t i o n o f (1.13.5) for 0 < I < k < 1, is

1/(1-1)
z ( x ) = exp ( - { f ^ ^ l m l ' - ' + c
w h e r e c is a n a r b i t r a r y c o n s t a n t . Since,
1 i/(i-0
l n ^T = - - { r 3 f c ( -
d
= l n
^ + C
} + M " l n x )
f 1 1 1 '/(i-0 ,
+ M T {-]nx) '
r
1 k
+ c\ + h i - -
1 - k
we find t h a t l i m _ , n + = 0 0 . A s i m i l a r s i t u a t i o n h o l d s for I < k = 1 as w e l l

r
dz
as I = l< t. I
F i n a l l y , we n o t e t h a t t h e c o n d i t i o n |/(z, y) / ( x , y)\ < L{x)\y y\, w h e r e
l i m _ , + x e x p ( // L(t)dt)
I 0 < M, is i d e n t i c a l w i t h t h e c o n d i t i o n ( i ) . For t h i s ,
p u t t i n g L ( x ) = (1 + e ( x ) ) / x we have / ^ d z > M, a n d conversely, p u t t i n g
(1 + e ( x ) ) / x = L ( x ) , we have Kmô* x exp(-ft L(t)dt) < M.
1.14 I N A B A ' S U N I Q U E N E S S THEOREM
T h e m o t i v a t i o n of t h e f o l l o w i n g r e s u l t comes f r o m t h e C o r o l l a r y 1.13.2.
T h e o r e m 1.14.1 ( I n a b a ' s Uniqueness T h e o r e m ) . A s s u m e t h a t

5-1 UNIQUENESS AND NONUNIQUENESS
(i) t h e f u n c t i o n E ( X ) is n o n n e g a t i v e i n [0, a] a n d for every 8 > 0 t h e r e e x i s t s
a p o s i t i v e n u m b e r M such t h a t
(1.14.11 lim f ' ^ d t < M ,

' 1-0+ J x t
(ii) t h e f u n c t i o n h(x) is n o n n e g a t i v e i n [0,a] a n d f o r every 5 > 0
(1.14.2) l i m / h(t)dt ,
x0+ Jx
is a finite p o s i t i v e n u m b e r N, a n d t h e r e exists a p o s i t i v e n u m b e r N such
that
(1.14.3) hm f ^ ^ d K N ,
(iii) t h e f u n c t i o n f(x,y) is c o n t i n u o u s i n 5 + w h e r e ix ,y ) 0 0 = ( 0 , 0 ) and for
a l l (x,y), [x,y) i n S+ w i t h y > y t h e f o l l o w i n g i n e q u a l i t y is satisfied
(1.14.4) f(x, y) - f[x, y) < l

-I^l {y _ ,) + A ( a s ) ( f f - y ) m - 1
T h e n , t h e i n i t i a l value p r o b l e m (1.1.1) w i t h [x ,y ) 0 0 = ( 0 , 0 ) has a t m o s t o n e
s o l u t i o n i n [0, a].
Proof. L e t t / ( i ) a n d yix) b e t w o s o l u t i o n s o f (1.1.1) i n t h e i n t e r v a l [ 0 , a ] .
T h e n , t h e f u n c t i o n ^ ( x ) = yix) y ( i ) satisfies ^ ( 0 ) = ^ ' ( 0 ) = 0. W e assume
t h a t 4>{x) > 0 f o r x x < x < x 2 < a, a n d 0 ( i ) = 0 f o r 0 < x < x,. Since f o r a l l
x e ixj,x ], 2 </>ix) > 0 t h e i n e q u a l i t y (1.14.4) i m p l i e s t h a t
4?{x) = fix,yix)) - f{x,yix)) < 1 +

+ h(x)^x) In 4 - ,
x tj>(x)
d
i 1
i , .. 1 j 1 + e(z)
F u r t h e r , since b y a s s u m p t i o n , l i m _ + I 0 ft(t)dt is finite, /* kit)dt is c o n -
t i n u o u s a n d /p /i(i)t/i = ktx). T h e r e f o r e , i t follows t h a t

1
4h(l'H^]^-(l'H
CHAPTER I 55
a n d hence a n i n t e g r a t i o n f r o m x t o 8 gives
(1.14.5) m , { w t y ^ - w , { w ^ * ^
< [ \ e x p ( { k )ds) [s H + f e x p (/J k m ) it.
I f 4>{ii) = 0 f o r x, > 0 , t h e n as x -< i,, t h e left side o f (1.14.5) t e n d s t o oo,
whereas t h e r i g h t side r e m a i n s finite. T h i s c o n t r a d i c t i o n forces t h a t X i m u s t
b e 0 . T h u s , i f ^ ( x ) > 0 f o r X j < x < x , t h e n i t is p o s i t i v e f o r 0 < x < x

2 a also.
N o w , since exp(/o k(t)dt) > t , for s m a l l x , c o n d i t i o n s (1.14.2) a n d (1.14.3)
give
J y e x p (f h{s)ds) dt
^
^ ![ ^, ,+ fcls)rap
(/>H+ ,
< + I n 1 + e x p ( k(t)*) [ d l
< e x p (jT h(t)dt) In ^ + In 8 + e w

x N.
A l s o , i n view o f (1.14.1) a n d ( 1 . 1 4 . 2 ) , we have
5^1 e x p Qf' ft( )d^

s dt < e x p ^ j ^f-dt < e M.N
U s i n g t h e a b o v e e s t i m a t e s i n (1.14.5), we o b t a i n
exp k m ) In J L < l n 6 + S ( + J? + l n - L ) < G ,
w h e r e G is p o s i t i v e a n d d e p e n d s o n l y o n 6. T h e r e f o r e , i t f o l l o w s t h a t
I n - 7 7 - : < G e x p {- ['h{t)dt) < G.

<p[x) \ Jo I
I n t h i s i n e q u a l i t y as x > 0 +
t h e r i g h t side r e m a i n s finite, whereas for t h e left
side we find t h a t
h m l n T-r = - I n l i m = l n l i m = oo.
io* #(x) ro +
x 10+ 1
T h i s c o n t r a d i c t i o n completes t h e p r o o f .
C o r o l l a r y 1.14.2. L e t t h e f u n c t i o n f{x,y) be c o n t i n u o u s i n S, w h e r e ( x , y ) 0 0 =
( 0 , 0 ) a n d for a l l (x,y), [x,y) i n 5 t h e f o l l o w i n g i n e q u a l i t y is satisfied
(l.H-6) \f(x,y) - f(x,y)\ < ' \y - y\ + h(\x\)\y - y\ln

y - y\'
w h e r e t h e f u n c t i o n s e[x) a n d h(x) satisfy t h e c o n d i t i o n s o f T h e o r e m 1.14.1.
T h e n , t h e i n i t i a l value p r o b l e m (1.1.1) w i t h (xa,yo) ( 0 , 0 ) has a t m o s t one
s o l u t i o n i n \x\ < a.
P r o o f . L e t $(x) = y(x) y{x) in a small interval (11,12) so t h a t
d4>(x) U^lxJ) 1
dx \x\ <t>{x)
I f we set = \x\, t h e n since 4: = 1 i t f o l l o w s t h a t
<Wx) d _m di dm
dx di dx dt di '
Hence, i n t h e i n t e r v a l (j, ) where 1 = m i n ( | i i | , |x j) a n d f j = m a x ( | x i |,

5 3
i t follows t h a t
B u t , t h i s i m p l i e s as i n t h e p r o o f of T h e o r e m 1.14.1 t h a t 4>(x) = 0.
1.15 K A M K E ' S U N I Q U E N E S S THEOREM
T h e m a i n r e s u l t of t h i s section is m o r e general t h a n t h o s e o f P e r r o n a n d
I y a n a g a , also i t i n c l u d e s as special cases m a n y k n o w n c r i t e r i a .
T h e o r e m 1.15.1 ( K a m k e ' s Uniqueness T h e o r e m ) . Assume t h a t
(i) t h e f u n c t i o n g(x, z) is c o n t i n u o u s a n d n o n n e g a t i v e i n x 0 < x < x + a, 0 <

0
2 < 26 a n d for every * i , x0 < Xi < x 0 + a, z{x) = 0 is t h e o n l y
differentiable function in x a < x < X l and continuous in x 0 < x < x , for
w h i c h z' {x )
+ 0 = lim r - r +
r
' j : ^ > exists; and
T
CHAPTER 1 57
(1.15.1) z (x)
,
= g(x,z(x)), x 0 < x < x :
(1.15.2) z(x ) 0 = z' (x )

+ 0 = 0,
(ii) t h e f u n c t i o n f(x,y) is c o n t i n u o u s i n 3+ a n d for a l l (x,y), (x, y) S+
where x ^ x a t h e i n e q u a l i t y (1.11.2) is satisfied.
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n [ T O , X O +
T o p r o v e t h i s r e s u l t we need t h e f o l l o w i n g :
Lemma 1.15.2. L e t t h e f u n c t i o n g(x, z) satisfy t h e h y p o t h e s i s (i) o f T h e o r e m
1.15.1. F u r t h e r , l e t t h e f u n c t i o n gj(x,z) be c o n t i n u o u s a n d n o n n e g a t i v e in
x 0 < x < x a + a, 0 < z < 26, 5 i ( i , 0 ) = 0, a n d
(1.15.3) 9,(x,z)<g(x,z), x ? x.
0
T h e n , for every x, x0 < X\ < x 0 + Q, Z

{ X
) = 0 is t h e o n l y differentiable
f u n c t i o n i n XQ < x < x , t w h i c h satisfies
(1.15.4) z' = (x,z),

9l z(x ) o = 0.
P r o o f . I t suffices t o show t h a t t h e m a x i m a l s o l u t i o n r(x) o f (1.15.4) is iden-
t i c a l l y zero. O n t h e c o n t r a r y , s u p p o s e t h a t t h e r e exists a o~, x Q < a < XQ + d ,
such t h a t r(o-) > 0. Because o f t h e i n e q u a l i t y (1.15.3), we have
r'{x) < (r,r(z)), x

S 0 < x < a.
I f p(x) is t h e m i n i m a l s o l u t i o n o f z' = g(x, z ) , z(a) r(a) t h e n an a p p l i c a t i o n
o f T h e o r e m 1.11.3 gives t h a t
(1.15.5) o(x) < r(x)
as far as p{x) exists t o t h e left of cr. T h e s o l u t i o n p(x) by u s i n g s t a n d a r d
arguments can be c o n t i n u e d u p t o x = x. 0 I f p(r) = 0, for some r , x 0 <
r < IT, we can effect t h e c o n t i n u a t i o n by d e f i n i n g p(x) = 0 for xg < x < T .
Otherwise, (1.15.5) ensures the possibility of continuation. Since r(x ) 0 =

0, B m ^ j j j p(x) = 0, a n d we define p(x ) a = 0. F u r t h e r m o r e , since g\{x,z)
is c o n t i n u o u s a t ( x , 0 ) a n d gi(x ,0}
o o = 0, r + ( x o ) exists a n d is e q u a l t o zero.
T h u s , because of (1.15.5), i t follows t h a t p' (x ) + 0 exists a n d p' (x )

+ 0 0. B u t , we
have assumed t h a t g(x,z) satisfies t h e h y p o t h e s i s o f T h e o r e m 1.15.1. H e n c e ,
p(x) = 0. T h i s c o n t r a d i c t s t h e f a c t t h a t p{a) = r(cr) > 0. T h e r e f o r e , r(x) =
0.
P r o o f o f T h e o r e m 1 . 1 5 . 1 . Define t h e f u n c t i o n
(1.15.6) M B su
p \f(x<y)-f(x,y)\
la- v\=:
in x 0 < x < x 0 + a, 0 < z < 2b. Since f(x,y) is c o n t i n u o u s i n 5 ,+ gj(x,z)
is c o n t i n u o u s i n x 0 < x < x 0 + a, 0 < z < 2b. I n v i e w o f (1.15.6) i t is clear
t h a t (1.11.2) h o l d s w i t h t h e f u n c t i o n gj(x,z). M o r e o v e r , g;[x,z) < g{x,z)
for x 0 < x < x 0 + a, 0 < z < 2b. T h u s , L e m m a 1.15.2 is a p p l i c a b l e w i t h
gi[x, z) < gj(x z),

: a n d t h e r e f o r e gj(x,z) satisfies t h e a s s u m p t i o n s o f T h e o r e m
1.11.4. Hence, t h e result follows. I
C o r o l l a r y 1.15.3. I n T h e o r e m 1.15.1 c o n d i t i o n (1.15.2) c a n n o t b e r e p l a c e d
by
(1.15.7) l i m z{x) = l i m z'{x) = 0.
P r o o f . W e shall consider (x ,y ) 0 0 = ( 0 , 0 ) a n d a = 1. L e t <j>(x} be a f u n c t i o n
defined i n ( 0 , 1 ] a n d satisfy t h e f o l l o w i n g c o n d i t i o n s :
(i) x*<4<lx)<$x\
( i i ) <t>'{x) is c o n t i n u o u s ,
( i i i ) <p'{x}> 2x; a n d
( i v ) l i m ^ ^ 4>'(x) does n o t e x i s t .
T h e c o n s t r u c t i o n of such a f u n c t i o n is n o t d i f f i c u l t . For x > 0 a n d z > 0, l e t
(1.15.8) s M = H ? L
4>(x)
CHAPTER 1 59
F r o m ( i ) , ( i i ) a n d ( i i i ) i t is clear t h a t t h i s f u n c t i o n g(x,z) is c o n t i n u o u s a n d
n o n n e g a t i v e for 0 < x < 1, z > 0. F u r t h e r , f r o m ( i ) a n d ( i i i ) , for 0 < x <
1, z > 0 we have
, > . 3 *
(1.15.9)
Since a l l s o l u t i o n s o f t h e d i f f e r e n t i a l e q u a t i o n (1.15.1) w i t h g{x,z) defined
i n (1.15.8) are of t h e f o r m z(x) = aj>{x), f r o m ( i ) i t follows t h a t a l l s o l u t i o n s
o f (1.15.1) satisfy (1.15.2). T h e r e f o r e , t h e hypotheses o f T h e o r e m 1.15.1 are
n o t s a t i s f i e d . H o w e v e r , f r o m ( i v ) we see t h a t (1.15.7) is satisfied o n l y for t h e
s o l u t i o n z(x) = 0.
N o w i n t h e s t r i p 0 < x < 1, \y\ < oo we define a c o n t i n u o u s f u n c t i o n
P- 0 < x < l , 0 < j / < x' 4 3
3x
(1.15.10) f(x,y) =
\x '1 3
G<x<\,x" <y<oo
3
0 0 < x < 1 , - c o < y < 0.
For t h i s f u n c t i o n , i n v i e w of (1.15.9), i t follows t h a t for i ^ 0
\f(x,y) - f(x,y)\ < \f -y\< ^\y - y\ < g(x, \y -y\).
T h e i n i t i a l v a l u e p r o b l e m (1.9.4) w i t h t h i s f u n c t i o n f{x,y) has t w o d i s t i n c t
s o l u t i o n s y(x) = 0 a n d y(x) = x ' 4 3

i n [0,1], I
C o r o l l a r y 1.15.4. T h e f u n c t i o n g(x,z) = A ( x ) z , w h e r e X(x) > 0 and contin-
u o u s for x 0 < x < x 0 + a satisfies t h e c o n d i t i o n s o f T h e o r e m 1.15.1 p r o v i d e d
(1.15.11) l i m s u p [ l + X(x)]e-" <x)

> 0,
where
(1.15.12) Mr) = j X(t)di, x ? x.

0
P r o o f . Consider the differential equation
(1.15.13) z' = A(x)z.

T h e n o n t r i v i a l s o l u t i o n s of (1.15.13) are n o n v a n i s h i n g c o n s t a n t m u l t i p l e s of t h e
function e"" | T |
, w h e r e n(x) is g i v e n i n (1.15.12). T h e d e r i v a t i v e o f t h i s f u n c t i o n
is \(x)e-rt*). Since A ( x ) > 0, i t follows f r o m t h e a s s u m p t i o n (1.15.11) t h a t
every s o l u t i o n z(x) ^ 0 of (1.15.13) violates a t least one of t h e t w o l i m i t i n g
c o n d i t i o n s (1.15.2). I
I f A ( x ) = L > 0, t h e n fi(x) = L{x 0 + a-x) so t h a t t h e c o n d i t i o n (1.15.11)
becomes B r a 8 t l p _ ^ j ( l + L ) e ~
B
i ( l 0 + a
~ l 1
> 0, w h i c h c e r t a i n l y h o l d s . T h u s , i n
view of C o r o l l a r y 1.15.4 t h e L i p s c h i t z Uniqueness T h e o r e m 1.2.4 is a p a r t i c u l a r
case o f T h e o r e m 1.15.1. S i m i l a r l y , i f X(x) = k{x - x )-\(k 0 > 0) t h e n /i(x) =
k ln(a(i i ) 0
- 1
) a n d t h e c o n d i t i o n (1.15.11) reduces t o l i m s u p . _ * (1 + k(x x x
i )~')^
0
z
> 0, w h i c h is t r u e i f k < 1. T h e r e f o r e , once a g a i n i n v i e w of
C o r o l l a r y 1.15.4 N a g u m o ' s Uniqueness T h e o r e m 1.6.2 is i n c l u d e d i n T h e o r e m
1.15.1. W e f u r t h e r n o t e t h a t t h e c o n d i t i o n (1.15.11) is d e f i n i t e l y satisfied
provided
(1.15.14) l i m sup e " " ' ' > 0,

1
i.e., l i m i n f / i f i ) < oo
(1.15.15) l i m j \{t)dt
Xa+
< oo.
a - x * Jx
O f course, t h e f u n c t i o n X(x) = k{x x )~ , 0

l
0 < k < 1 fails t o satisfy t h e
c o n d i t i o n (1.15.15).
C o r o l l a r y 1.15.5. F o r t h e c o n d i t i o n (1.15.11) t o b e satisfied i t is sufficient
that
X(t)dt / . oo, as x i XQ .
P r o o f . I f (1.15.15) holds t h e n (1,15.16) is o b v i o u s . T h u s , i t suffices t o e x c l u d e
t h e case (1.15.15). T h i s i n view of (1.15.14) means t h a t trfH -> 0 as x ->
XQ. Hence t h e condition for t h e a p p l i c a b i l i t y o f t h e one sided v e r s i o n of
I'Hospital's rule
limsup > hmsup ,

CHAPTER 1
is satisfied b y F(x) = B"H*) and C(x) = ( x - x ) . T h e r e f o r e , i t follows t h a t

0
limsupA^Je-"' 1 1
> limsupe-' '' (x-xo)" . , , l 1
T h u s , t h e c o n d i t i o n (1.15.11) is c e r t a i n l y satisfied i f
(1.15.17) limsupe-*< (x-Xo)- l ) 1

> 0.
j
B u t , ( 1 . 1 5 . 1 7 ) is e q u i v a l e n t to liffi,ittf _ + e " ' ( x x )

s l i
l l
0 < oo, w h i c h i n t u r n
implies t h a t
r f*o+a
(1.15.18) co < l i m i n f ln(x-x ) 0 + J X
X(t)dt < oo.
C o r o l l a r y 1.15.6. I f x 0 = 0, t h e n t h e f u n c t i o n g(x, z) = A ( x ) $ ( z ) is a d m i s s i b l e
i n T h e o r e m 1.15.1 p r o v i d e d t h a t A ( x ) > 0 is c o n t i n u o u s for 0 < x < a; 0 ( z ) is
c o n t i n u o u s for 0 < z < 26, ^ ( 0 ) = 0, ^(z) > 0 for 0 < z < 26; a n d e i t h e r o f t h e
following holds
1
(1.15.19) limsup / - W ) dt = oo; or
0+ Jx [<f>{t}
1
(1.15.20) limsup / -X(t) dt > oo a n d <fr{z) < z.
r_o+ " J
W)
P r o o f . F r o m T h e o r e m 1.15.1 i t suffices t o show t h a t t h e o n l y s o l u t i o n of t h e
d i f f e r e n t i a l e q u a t i o n z' = X(x)4i(z) s a t i s f y i n g (1.15.2) is z ( x ) = 0. A s s u m e t h e
c o n t r a r y , i.e., t h e r e is a s o l u t i o n z ( x ) such t h a t z{() ^ 0, w h e r e 0 < < a. L e t
C b e t h e first zero o f a ( x ) t o t h e l e f t o f (. T h e n , z ( x ) > 0 for 0 < c < x < f,
a n d z'(x) = \(x)4>(z{x)). I f c = 0, t h e n b y t h e h y p o t h e s i s z(c) = z' (c)+ = 0.
If c > 0, t h e n z'(c) A(c)$(0) = 0. Hence, for a l l s u f f i c i e n t l y s m a l l positive
e, z(c-f-e) < z and
f)
r*m dt
dt pit) dt
dt *tt W ( W (
I W)-k^W) =
L m d L
T h e r e f o r e , we find t h a t
ftO dt (t ft dt ft
dt.
B u t t h i s c o n t r a d i c t s z() / 0, since (1.15.19) i m p l i e s t h a t t h e r i g h t side o f
(1.15.21) t e n d s t o oo as e 0 . I f c > 0, t h e n f r o m (1.15.20) also t h e s a m e

+
c o n t r a d i c t i o n holds. I f c = 0, t h e n since
T - /
\\l - - L l J - f'
0 )
i n v i e w o f z' (0)
+ = 0 a n d (1.15.20) i t f o l l o w s t h a t t h e l e f t side t e n d s t o oo a n d
t h e r i g h t side r e m a i n s b o u n d e d as e > 0 +
I
T h e f o l l o w i n g p a r t i c u l a r cases o f C o r o l l a r y 1.15.6 g i v e several k n o w n u n i q u e -
ness c r i t e r i a .
(i) Generalized Lipschitz Uniqueness
\{x) satisfies ( 1 . 1 5 . 1 5 ) ; 4>{z) = z.
(Si) Osgood's Uniqueness
\(x) = A, a constant; l i m s u p / = oo.

! - 0 + Jx (j>\t)
( T h u s , as i n T h e o r e m 1.4.4 we n o t e t h a t i n T h e o r e m 1.4.2 t h e f u n c t i o n g
need n o t be nondecreasing.)
(iii) M o n t e l - T o n e l l i ' s U n i q u e n e s s
l i m s u p / X(t)dt < co; l i m s u p / = oo,

10+ Jx z0+ Jx 9>(t)
(iv) Nagumo's Uniqueness
A(x) = i ; 4>{z) = z.
(v) van Kampen's Uniqueness
w h e r e g(x) is c o n t i n u o u s a n d i n t e g r a b l e f o r 0 < x < a.
(vi) lyanaga's Uniqueness

CHAPTER 1 53
AO) - a i X + a i X
2
+ .-.+a x ;
n
n
4>{z) = b,z + b z* + + b z ,
2 m
m
0 < < 1.
C o r o l l a r y 1.15.7. T h e K r a s n o s e l ' s k i i - K r e i n U n i q u e n e s s T h e o r e m 1.7.1 is a
p a r t i c u l a r case o f T h e o r e m 1.15.1.
Proof. I t suffices t o n o t e t h a t i n T h e o r e m 1.15.1 t h e f u n c t i o n g(x,z) =
mm{cz",kz/(x~x )} 0 for x > x 0 w i t h c > 0 , f c > 0 , 0 < c i < l a n d k(l-a) < 1
satisfies a l l t h e r e q u i r e d h y p o t h e s e s . 1
Corollary 1.15.8. K o o i ' s U n i q u e n e s s T h e o r e m 1.8.1 is a p a r t i c u l a r case of
T h e o r e m 1.15.1.
Proof. I t suffices t o n o t e t h a t i n T h e o r e m 1.15.1 t h e f u n c t i o n g(x,z) =
m i n { e ( : E - z ) " ' z " , kzf(x-x }}

0
5 <
0 for x > x 0 w i t h c > 0, k > 0 , 0 < a < 1,0 < a
a n d k(l a) < 1 0 satisfies a l l t h e r e q u i r e d h y p o t h e s e s .
1.16 S H E N ' S U N I Q U E N E S S THEOREM
A n o n t r i v i a l g e n e r a l i z a t i o n o f K a m k e ' s Uniqueness T h e o r e m 1.15.1 is e m -
bodied in the following :
T h e o r e m 1.16.1 (Shen's U n i q u e n e s s T h e o r e m ) . A s s u m e t h a t
(i) t h e f u n c t i o n g(x,z) is c o n t i n u o u s a n d n o n n e g a t i v e i n 0 < x < a, 0 <
z < 26 a n d for e v e r y , 0 < ( < a t h e d i f f e r e n t i a l e q u a t i o n (1.13.1) has
a sequence o f p o s i t i v e s o l u t i o n s 2 , ; ( r ) s a t i s f y i n g :
n
(a) either I f i n ^ - , n z,({x) > 0, o r l i m _ .I 0 z ,i(x)

n = 0 and l i m ^ o
> 0; a n d
( b ) l i m ^ o *n4(t) = 0.
(ii) t h e f u n c t i o n f{x,y) is c o n t i n u o u s i n S+ w i t h {x ,y ) 0 0 = ( 0 , 0 ) a n d for a l l
0 < x < a, -b < y < y < 6 t h e i n e q u a l i t y (1.13.2) is s a t i s f i e d .

T h e n , t h e i n i t i a l value p r o b l e m (1.9.4) has a t m o s t one s o l u t i o n i n [0,a],
Proof. As u s u a l suppose t h a t y(x) a n d y{x) are t w o s o l u t i o n s o f t h e i n i t i a l
value p r o b l e m (1.9.4) i n t h e i n t e r v a l [ 0 , a ] . L e t ( 0 , a ) be s u c h t h a t j/() ^
y{). W i t h o u t loss o f g e n e r a l i t y we m a y assume t h a t y(x) > y(x) i n (0, a). In
f a c t , i f these y[x) a n d y(x) do n o t satisfy t h i s i n e q u a l i t y t h e n we can choose
t h e m a x i m a l a n d t h e m i n i m a l s o l u t i o n s o f (1.9.4). L e t <fc(x) = y{x) y(i),
then # x ) > 0, x ( 0 , o ) , <p(0) = 0, <t>{() > 0, a n d
#(*) = y'l )-y'(x)

X = nx,y(x))-f(xM'))
= / ( ^ * ) + *))-/(*,(*)).
L e t h(x,$) = f(x,y(x) + 4>) - f(x,y{x)), t h e n 4>(x) satisfies t h e d i f f e r e n t i a l
e q u a t i o n <t>'{x) = h{x,$(x)).
Since ( 0 , a ) a n d <() > 0 f r o m the given h y p o t h e s i s o n t h e f u n c t i o n
g(x,z) t h e d i f f e r e n t i a l e q u a t i o n (1,13.1) m u s t have a p o s i t i v e s o l u t i o n z _r(x)

0
such t h a t
(a) either finv-o ^ . e t ) > 0, or l i m j o ^ . ( t * ) = 0

1 a n
<t limz-o '"^ | t 1
> 0;
and
(b) Zn^(0 <<()
Now we shall show t h a t (a) ensures t h e existence of an n ( 0 , ) such t h a t

3
"g,((f) > (Hf)' F r
t h i s , if l i m t - o * m r f { * ) > . t h e n for s u f f i c i e n t l y s m a l l pos-
i t i v e i i i t is i m p o s s i b l e t o have z ( 7 j ) < ^ ( i j ) . Since o t h e r w i s e , i n t h e l i m i t we

0>(
w i l l have z^fiO) < ^ ( 0 ) = 0, w h i c h is c e r t a i n l y n o t t r u e . I f l i m , _ o z , ( ( x ) = 0 n
and fim -.o

I > 0 t h e n we need t o consider < H o w e v e r , since
^(0) = 0 i t follows t h a t h m - 0 '-^1 < ^'( )

0 = o. B u t , t h i s c o n t r a d i c t s
ITnTô > 0.
O n t h e o t h e r h a n d d u e t o (b) we have ) < *({) and therefore there
m u s t be a f ( i j , f ) such t h a t *,((/() = d>(/i).
Now let c = g l b { i : z ^ i ) = <p{x), x g ( 7 f , f ) } . t h e n for z ( I J . I / ) i t
follows t h a t z (x) nail > tj>(x), a n d z , ( i / ) = * ( v ) . T h u s , we h a v e

no (
CHAPTER 1 65
I n t h e a b o v e i n e q u a l i t y as x w e f i n d t h a t z^jfa) < ^ ' ( f ) . B u t , since
a n d o n t h e o t h e r h a n d i n v i e w o f (1.13.2)
4>\v) = k(v,<t>())<3{A{))
we g e t t h e c o n t r a d i c t i o n g(i>, $(v)) < g(v,<j>(v)). T h e r e f o r e , 0 ( x ) = 0 , o r y(x) =
y(x), x [0,4 I
If t h e f u n c t i o n g(x,z) satisfies t h e c o n d i t i o n ( i ) o f T h e o r e m 1.15.1 t h e n
t h e c o n d i t i o n ( i ) o f T h e o r e m 1,16.1 is also satisfied. I n o r d e r t o s h o w t h i s , w e
n o t e t h a t t h e d i f f e r e n t i a l e q u a t i o n (1.13.1) has t h e s o l u t i o n s y , f ( x ) s a t i s f y i n g
!/ ,(() = O b v i o u s l y t h i s sequence o f f u n c t i o n s satisfies t h e c o n d i t i o n ( b ) . T o

n
show t h a t i t satisfies t h e c o n d i t i o n ( a ) also, we n o t e t h a t i f l i m ^ o n,t( ) z x

> 0
is n o t t r u e t h e n 2 , ( ( 0 ) = 0. H e n c e , w e m u s t have l i m _
n r 0
z
" ^ ' > 0. Because,
: 1
i f t h i s is n o t t r u e t h e n necessarily 2 ^ ( 0 ) = 0. B u t , t h e n f r o m t h e h y p o t h e s i s
(i) o f T h e o r e m 1.15.1, z (x) nf = 0, a n d t h i s c o n t r a d i c t s t h e i n i t i a l c o n d i t i o n
Vni({) = I
Example 1.16.1. T h e d i f f e r e n t i a l e q u a t i o n
f 0, 2 > 2z3
(1.16.1) z' = g{x,z) = {
{ 3 ( x 2
- ( z - x 3
n z<2x 3
has t h e f o l l o w i n g sequence o f p o s i t i v e s o l u t i o n s
* * + a - x Y , * > *
\n ) 2n
and t h i s sequence satisfies t h e condition ( i ) o f T h e o r e m 1.16.1 ( i n c o n d i -

4T! '3 1
~ 2^
tion (a) l i m _ . I 0
z
n,i(x) > 0 holds). H o w e v e r , for t h e d i f f e r e n t i a l equation
(1.16.1), z(x) = x
3
is a n o n t r i v i a l s o l u t i o n w h i c h satisfies the conditions
z(O) = 2 ' ( 0 ) = 0, a n d hence f o r (1.16.1) t h e c o n d i t i o n ( i ) o f T h e o r e m 1.15.1 is
n o t satisfied. I
Example 1.16.2. T h e d i f f e r e n t i a l e q u a t i o n
(1.16.2) z' = g(x,z)
x * + ( * + 4 i 2 ) ' / \ fx' + ( z + 4 i z ) "

x
a 4 2
2x 3
4i
Z( *-<z-x )>' ),
x
3 3 z<2x 3
has t h e f o l l o w i n g sequence of p o s i t i v e s o l u t i o n s
x3
+
a - ) 1
.
1
2n 4ri ' 3
2n
and t h i s sequence satisfies t h e c o n d i t i o n ( i ) o f T h e o r e m 1.16.1 ( i n c o n d i -
t i o n (a) i i m _ r 0 > 0 holds). However, for t h e differential equation
(1.16.2), z(x) = x 3
is a n o n t r i v i a l s o l u t i o n w h i c h satisfies the conditions
s ( 0 ) = 2 ' ( 0 ) = 0, a n d hence f o r (1.16.2) t h e c o n d i t i o n ( i ) o f T h e o r e m 1.15.1 is
n o t satisfied. I
1.17 M I K O L A J S K A ' S U N I Q U E N E S S T H E O R E M
H e r e we s h a l l present a f a r r e a c h i n g e x t e n s i o n o f W i t t e ' s U n i q u e n e s s T h e -
o r e m 1.10.1. For t h i s , we b e g i n w i t h t h e f o l l o w i n g r e s u l t w h i c h p r o v i d e s suf-
f i c i e n t c o n d i t i o n s o n t h e f u n c t i o n g(x, z) so t h a t t h e c o n d i t i o n ( i ) o f T h e o r e m
1,15.1 is g u a r a n t e e d .
Theorem 1.17.1. A s s u m e t h a t
(i) t h e f u n c t i o n h(x,z) is c o n t i n u o u s for 0 < x < a, 0 < z < oo, i n c r e a s i n g
w i t h respect t o z a n d ft(a;,0) = 0 ,
(ii) p(x, Xi,c), X\ 6 ( 0 , a] is t h e left m i n i m a l s o l u t i o n o f t h e p r o b l e m
(1.17.1) z' = k{x,z), z(xi) = c> 0,

CHAPTER 1 G7
(iii) t h e f u n c t i o n g{x,z) is c o n t i n u o u s for 0 < x < a, 0 < z < 26 a n d t h a t
(1-17.2) g(x,z)<k(x,z),
(iv) f o r each s o l u t i o n z(x) of t h e e q u a t i o n (1.13.1) d e f i n e d i n ( 0 , * i ) , 0 < T i <
a such t h a t l i m r o z(x) = 0 t h e r e e x i s t s a f u n c t i o n ji(x, z(-}) > 0 which
is c o n t i n u o u s i n [ 0 , o ] , p.(Q,z()) = 0, a n d a n u m b e r 6, 0 < 5 < a such
that
(1.17-3) g(x,z(x)) < h.(x,p(x,x i{x,z(-)})),

ul Q<x<6.
T h e n , each s o l u t i o n o f (1.13.1) defined i n t h e i n t e r v a l ( 0 , q ) , 0 < a < a such
t h a t ]im ^ z(x)
x 0 = 0 is e q u a l t o 0 for x ( 0 , a ) .
Proof. Suppose t h e r e exists a s o l u t i o n Z\(x) o f (1.13.1) w h i c h is defined
in (0,aj, 0 < a < a such t h a t z^x) ^ 0, l i m ^ o ( z ) Z l = 0. T h e n , t h e r e
exists ft ( 0 , c t ] such t h a t Co 2 i ( o ) > 0- Because o f (1.17.2) we have
z[(x) < 6 . ( 1 , 2 , ( 2 ) ) , x ( 0 , ] such t h a t Z\{x)

o > 0 and consequently
(1.17.4) Z4$)>$X4*M>Q, $ < x < t 0 .
F r o m t h e h y p o t h e s i s ( i v ) i t f o l l o w s t h a t t h e r e exists SQ > 0 such t h a t
(1.17.5) z[(x) < h{z,p(x,i ,rtx,z^)))),

0 0 < x < S. 0
C o n s i d e r s. ( 0 , Co). T h e n , t h e r e exists x 2 ( 0 , 5 ) such t h a t 0 < /i(x, z,(-)) <

o
6, 0 < x < x. 2
Since p(x,Xi,Q is i n c r e a s i n g w i t h respect t o i t follows t h a t
(1.17.6) / ( x , ^ , M r , 2 ] ( - ) ) ) < p{x,to,e) < K^?o,co), 0 < x < x.

2
N o w we w i l l show t h a t t h e r e exists x t (0, x ]2 such t h a t
(1.17.7) P a = 2,(1,) - > 0-
F r o m (1.17.4) a n d (1.17.6) i t follows t h a t for e a c h z ( 0 , x \, Zi(x)-p{x,( ,) 2 0 >
0. S u p p o s e t h a t Zj{x) - p{x, ,)0 = 0, 0 < x < x . 2 T h e n , z[{x) = P'(X,(_ ,E)

0
for 0 < x < x , 2 a n d hence k(x,p{x, ,)) 0 = 9{ ,Z\{x)).

x
Thus, in view of
(1.17.5) w e o b t a i n
fc(i,p(x,o,e)) < h[x,p(x,i ,p.{x,z {-)))),

0 v Q<x<x . 2
Hence, f r o m (1.17.6) a n d t h e increasing n a t u r e of k we find t h a t
h{x,p{x, ,e))
Q < h{x,p(x,( ,)} 0 : 0 < x < x 2
w h i c h is i m p o s s i b l e , a n d t h u s t h e r e exists x x (0, x ] 2 such t h a t p 0 defined i n
(1.17.7) is p o s i t i v e .
N e x t , i n (0,x ]
2 we have
z[{x) < h(x,p{x,So,p.{x,zi( )))) < A(^K <&' J) % e
and thus
z,(x) > p ( x , . e ) + *i( i)
0
x
- p{x ( ,e}
u 0
= p{x,a,) + Po, 0 < x < xi
i.e., Zi(x) > po > 0, 0 < ar < X i . B u t , t h e n 0 = l i n ^ - o ^ i O ) p 0 > 0, and
hence z,(x) = 0 , 0 < x < a. I
I f g(x,z) is c o n t i n u o u s f o r 0 < x < a, 0 < z < 26 t h e n t h e c o n d i t i o n s
(i) (iv) i n Theorem 1.17.1 are necessary for t h e uniqueness o f t h e s o l u t i o n
z{x) o f (1.13.1) s a t i s f y i n g l i m j - o z f x ) 0. T h i s m e a n s t h a t i f z(x) = 0 is t h e
u n i q u e s o l u t i o n of t h e e q u a t i o n (1.13.1) s a t i s f y i n g l i m _ . z ( x ) 0 t h e n t h e r e
I 0
exists a f u n c t i o n k(x,z) c o n t i n u o u s f o r 0 < x < a, 0 < z < oo, c o n t i n u o u s l y
d i f f e r e n t i a b l e w i t h respect t o z, increasing w i t h respect t o z, a n d t h e r e e x i s t s
p(x) c o n t i n u o u s i n [0, a ] , p(x) > 0 for ( 0 , a ] , ft(0) = 0 s u c h t h a t
0 = g[x,Q) < h(x,p{x,x p{x,Q)))

u
for each Xi ( 0 , a ) . For t h i s , i t is sufficient t o t a k e f o r 6 ( x , z) a n y f u n c t i o n
w h i c h is c o n t i n u o u s for 0 < x < a, 0 < z < oo, c o n t i n u o u s l y d i f f e r e n t i a b l e
w i t h respect t o z, increasing w i t h respect t o z a n d such t h a t
h{x,z) > z + mtt\g(x,t)\.

CHAPTER J 69
I t c a n easily b e seen t h a t such a f u n c t i o n exists. C o n s i d e r a n y p(x) continuous
i n [ 0 , o ] s u c h t h a t it{Q) 0 < 0 < x < a. F r o m t h e uniqueness o f t h e
s o l u t i o n s o f t h e e q u a t i o n z' = k(x,z) i t follows t h a t p'{x,X\,p.(x)) > 0, 0 <
1 < a, a n d hence
k(x,p{x,x p(x)))
u > 0 = g(x,z(x)) = g(x,Q), 0 < x < a.
W e f u r t h e r n o t e t h a t i n T h e o r e m 1.17.1 t h e i n e q u a l i t y (1.17.3) c a n n o t be
r e p l a c e d by t h e w e a k i n e q u a l i t y . T o show t h i s we have t h e f o l l o w i n g :
Example 1.17.1. L e t i n (1.13.1) t h e f u n c t i o n g(x,z) b e d e f i n e d as f o l l o w s
( 2x, z > x, 2
0 < x < 1
g(x,z) = \
[ 2\x-Vx ^z\,
T
0 < z < x 2
.
W e set h(x, z) = g(x, z), z > 0, T h e f u n c t i o n h(x, z) t h u s d e f i n e d is i n c r e a s i n g
i n z a n d c o n t i n u o u s for 0 < x < 1, z > 0. For ( i i , z i ) such t h a t x\ < Z\ we
have / j ( x , x , , Z ] ) = x 2
x\ + z,, a n d hence l i m z o p f x , i i , Z i ) = 2 , x 2
for
Z! > x . F o r 0 < z j < x\ we h a v e z' = 2x 2\/x

2 2
z for x such t h a t z < x 2
f r o m w h i c h i t is easy t o o b t a i n
z(x) = 2 ^Xj - yjx\ - z^ ( x - x , ) + Slj x , > x > Xi - \/x - 2

z,
a n d hence
1
2 ( x i ^ x j c j ( x x , ) + c, X i \Jx\ z < x < 1
1
X ,2
0 < X < x , \Jx\ z ,
i.e., / ) ( x , i i , c ) H 0 as x * 0 p r o v i d e d c < x j . Each s o l u t i o n o f (1.13.1) such
t h a t ! i m _ o z ( x ) 0, z{x)
I / 0 is of t h e f o r m z(x) = p(x,Xi,c ), () 0 < CQ < xj
a n d z' = 2x, 0 < x < x i - <Jx\- eg = S.

0
We set
x, - ( x - x , ) 2
, 0 < x < 0
Co, c~o < x < Xi
so t h a t
p(x,X p.(x,z(-)})
U = p{x,X Co),
lt 6o<X<Xi
a n d for 0 < x < 6,

0
x, - l / x j - j u ( x , *:()) = ar, - ^/i? - i ? + (a: - i i ) 1

= *.
C o n s e q u e n t l y , we find t h a t p(x, x , / i ( x , *())) :

=
r 2
f r o m w h i c h we o b t a i n
A O , p O , i i , M r , 2 ( - ) ) ) ) = 2x = 0 < x < 6 0
and l i m . - o M ^ O ) = l i m - ( x f - ( i - x,) )
r 0
2
=0. I
If t h e left s o l u t i o n s o f t h e e q u a t i o n z' == / t ( r , 2 ) are u n i q u e for 0 < * <
a, z > 0 t h e n i t is possible t o replace t h e i n e q u a l i t y (1.17.3) be t h e weaker
inequality
(1.17.8) 9[x,z(x)) < h(x,p(x,x p(x,z(-)))), u 0 < * < V
Indeed i n t h i s case
0 < p(x ,( ,e)t 0 < p{x .o,co)

u < zt{xi)
hence p 0 > 0 for each x, (0,f ] 0

a
" d consequently t h e p r o o f i n t h i s case is
s i m p l e r t h a n t h a t of T h e o r e m 1.17.1.
T h e f o l l o w i n g r e s u l t is an a p p l i c a t i o n o f T h e o r e m 1.17.1.
T h e o r e m 1.17.2. L e t g(x,z) b e c o n t i n u o u s for 0 < x < a, 0 < 2 < 26,
increasing i n z a n d t h a t
(1.17.9) 0 < g(x,z) < g(x)z\ 0 < x < a, 2 2

< (2b) .
2
F u r t h e r , let for each xj ( 0 , a ] t h e r e exists x 2 ( 0 , 2 , ) such t h a t
( U 7
- 1 0 ) s i x
' 2 b ) <
w / ^ ^ < x
- x
' -
Then, for (1.13.1), 2(1} = 0 is t h e o n l y s o l u t i o n s a t i s f y i n g the condition
l i m _ , u z(x)
r = 0.
P r o o f . I n t h i s case we have h(x,z) = g(x)z , 2

0 < x < a a n d hence
CHAPTER 1 71
S u p p o s e t h a t z{x) is a s o l u t i o n o f (1.13.1) such t h a t 0 < i{x\) = z, < 26 a n d
t h a t \im ^ z(x) x 0 = 0. Set fi(x) = m a x ( x , 2z(x)). F r o m (1.17.9) i t follows t h a t
g{x,z{x))
n(x)>2z(x)>2, , 0 < x < x . x
1 ff(*)
B u t , because o f (1.17.10) a n d t h e fact t h a t g(x,z) is i n c r e a s i n g , we have
g(x,2b) 1
\ S(x) <~\ g(
, 0 < x < x 2
a n d hence
9(.x,z{x)) I
1 - r g(t)dt
Jx
M m 2
f r o m w h i c h we o b t a i n , finally
9{x,z(x))
>
l - S ' ' 9(t)dt ./tiiiteU
that
gfeal-11
p(x) > >, 0 < x < x 2 .
1 11
Consequently,
,i(x)
ff(*.*t) < <?(x), 0 < X < X 2 .
[i+^x)f:'g(t)dt
Because o f (1.17.9) a n d (1.17.11) we t h e r e f o r e have
g(x,z(x)) < k(x,p{x,x p.(x))). u
F r o m t h e d e f i n i t i o n o f f i ( x ) a n d t h e f a c t t h a t lim _ z(x) x 0 = 0 i t follows t h a t
\]m -,o { )
x r
l x =
0. T h u s , t h e c o n d i t i o n s o f T h e o r e m 1.17.1 are s a t i s f i e d , a n d
h e n c e i t f o l l o w s t h a t z ( x ) = 0, 0 < x < s j . I
I t is clear t h a t i n t h e above t h e o r e m t h e i n c r e a s i n g n a t u r e o f g is n o t
necessary. I n f a c t , i t suffices t o replace (1.17.10) by
m ; 0 < X < x < xu \z\ < 26

2
U?s(t)dt]
a n d (1.17.9) b y \g{x, z)\ < g{x)z*.
T h e o r e m 1.17.3 ( M i k o l a j s k a ' s Uniqueness T h e o r e m ) . A s s u m e t h a t
(i) f{x,y) is c o n t i n u o u s for 0 < x < a, \y - y \ < & i , a
(ii) t h e f u n c t i o n ht(x,x) is c o n t i n u o u s for 0 < x < a , 0 < z < o o , i n c r e a s i n g
w i t h respect t o z a n d h , ( z , 0 j 0,
(iii) fn(x,Xx,c), x t ( 0 , o ] , c > 0 is t h e m i n i m a l s o l u t i o n o f t h e i n i t i a l value
problem
(1.17.12) z' = k,(x,z), z{x,) = c
(iv) f o r a l l (x,y), (x,y) such t h a t 0 < x < a, yo i , < y, y < y + 6, t h e 0
f o l l o w i n g i n e q u a l i t y holds
(1.17.13) \f(x,y) - f(x,y)\ < & , ( s , | i f - y|)
(v) for each a ( 0 , a] a n d each p a i r o f s o l u t i o n s y{x), y ( x ) o f y' = f(x,y)
defined i n t h e i n t e r v a l ( 0 , a ] such t h a t l i m i _ y ( x ) = l i m i _ i / ( i ) = yo
0 0
t h e r e exists a 6, ( 0 , o ] a n d a f u n c t i o n / i , ( x , y , y ) > 0, c o n t i n u o u s i n
( 0 , 5 , ] , n!{0,y,y) = 0 , such t h a t
(1.17.14) |/(*,y(*))-/(*,?(>))|
< M >Pi(*.<*./ i( M'.!'))).

; e 1 1
0 < s < 5,.
T h e n , t h e i n i t i a l value problem
(1.17.15) y' = f(x,y), )jmy(x) = y 0
has a t m o s t o n e s o l u t i o n y{x) in ( 0 , a ] , 0 < a

o 0 < a.
Proof. Suppose y[x) is a s o l u t i o n of (1.17.15) i n t h e i n t e r v a l ( 0 , A ] . T h e n ,
t h e r e exists 0 < A 0 < A such t h a t \y{x) - y| < i , / 2 , 0 < x < A . S u p p o s e 0
w(x) is a n o t h e r s o l u t i o n o f (1.17,15) i n t h e i n t e r v a l ( 0 , A ] , w h e r e A < A . I n t h e 0
i n t e r v a l ( 0 , A ] we set yi{x) = m i n ( y ( x ) , w(x)) and y ( i ) = max(y(x),

2 w(x)).
T h e n , y {x)
t a n d y i ( i ) are s o l u t i o n s o f (1.17.15) a n d y i ( i ) < t / i ( i ) , 0 < x < A.
CHAPTER 1 73
L e t T b e t h e largest s such t h a t \t)i(x) yo\ < i i / 2 , 0 < X < s\ ( = 1 , 2 .
W e s h a l l s h o w t h a t y\(x) = 1/2(1) i n ( 0 , T ] f r o m w h i c h i t w i l l follow that
\Vi{r) - y \ = \y(r)
0 -y \
0 < & i / < i = 1,2 a n d hence r = A.
2
C o n s i d e r t h e f u n c t i o n z(x) = y (x) 2 yi{x). I t satisfies t h e e q u a t i o n
z' = f(x,Z+ y i { )) -
X f(x, (x)),
Vl 0 < X < T.
f(x,z + y,(x))-f(x, (x)}, yi 0<X<T, 0<z<&,/2
/(r,2 + y i (r))-/(7,!/,(r)), r < x < a, 0 < z < 6,/2-
C l e a r l y , z' = g(x, z) satisfies t h e hypotheses o f T h e o r e m 1.17.1 w i t h 6 = 6,/4,
8 = m i n ( r , St ), a n d
f Jijfx.z), 0<x<r
h{x,z)=\
[ II,[T,Z), T < x <a.
T h u s , each s o l u t i o n z{x) > 0 o f z' = g ( s , z) such t h a t l i m _ I 0 z ( x ) = 0 is e q u a l
t o 0 i n ( 0 , a ] f r o m w h i c h i t f o l l o w s t h a t yi{x) = y (x), 2 0 < x < r . T h i s proves
the result w i t h Q 0 = r. I
Corollary 1.17.4. I f t h e c o n d i t i o n s o f T h e o r e m 1.17.3 a r e satisfied e x c e p t
t h a t p(x,X\,c), i ) ( 0 , a ] , c > 0 is t h e o n l y s o l u t i o n o f (1.17.12) t h e n t h e
i n e q u a l i t y (1.17.14) can be replaced b y t h e weaker i n e q u a l i t y , i.e.,
(1.17.16) \f(x,y(x))-f(x,y(x))\
< &i(x,/i(x,a,7*1(1,,y))), 0 < x < Si. 1
If y 0 = 0 t h e n t h e c o n d i t i o n (1.17.16) can be s i m p l i f i e d . Indeed, i n this
case i t is sufficient t o assume
\f(x,y(x))\ < ki(x,p {x,ti (x,y(-)))),

2 2
where /i (i,;/{)) a 0 as 1 - 0 a n d ^ ( i . p i O . e , ) ) + hi(x,p2(x,c )) 2 <
/[ ( : p (^,
1 3 ) 2 C ] -f c )),
2 p {x,c)
2 is t h e s o l u t i o n of t h e i n i t i a l v a l u e p r o b l e m z' =
ki(x,z), z(a) = c.
In p a r t i c u l a r , i f hj(x,z) = k(x}z, h(x) > 0 t h e n we have p {x,c) 2 =
c e x p (S: h(t)dt), ft,(x, p ( z , cSt+fe (a;,

2 1 c )) =
2 ft(x)( +c )
Cl 2 e x p (ft h{t)dt)
= k (x,p (x,C
1 1 1 + C )). 2
F r o m these o b s e r v a t i o n s i t is clear t h a t W i t t e ' s U n i q u e n e s s T h e o r e m 1.10.1
is a p a r t i c u l a r case o f t h e C o r o l l a r y 1.17.4.
1.18 B R A U E R ' S UNIQUENESS THEOREM
T h e m o t i v a t i o n of t h e f o l l o w i n g r e s u l t is d u e t o t h e K r a s n o s e l ' s k i i - K r e i n
uniqueness t h e o r e m .
T h e o r e m 1.18.1 ( B r a u e r ' s Uniqueness T h e o r e m ) . Suppose t h a t
(i) t h e f u n c t i o n s A(x) a n d B(x) are c o n t i n u o u s a n d n o n n e g a t i v e i n [x , 0 x + a]

0
such t h a t A ( i ) = B(x )G 0 = 0,B(x) > 0, x > x 0 and
(1.18.1) l m
\ 4 r r = o>
(ii) t h e f u n c t i o n s gi[x, z), g (x,z)

2 are c o n t i n u o u s a n d n o n n e g a t i v e for x 0 <
x < x 0 + a, 0 < z < 2b,
(iii) a l l t h e s o l u t i o n s z(x) of
(1.18.2) z' = (x,z)

9l
w i t h z(x ) 0 0 obey z(x) < A(x) i n [x ,x

0 0 + a],
(iv) t h e o n l y s o l u t i o n w(x) of
(1.18.3) w' = g (x,w)

2
i n [x , x
0 0 + a] such t h a t
,1.18.4) H l l H
CHAPTER 1 75
is t h e t r i v i a l s o l u t i o n ; a n d
(v) t h e f u n c t i o n f(x,y) is c o n t i n u o u s i n 5 + a n d for [x,y),(x,y) 6 5 + where
x / x 0
(1.18.5) !/(*,*)-/(*,*)!<
I 92(x,\y-v\)-
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t o n e s o l u t i o n i n [ i , * o + a ] . 0
T o p r o v e t h i s r e s u l t i t is convenient t o prove t h e following :
L e m m a 1.18.2. L e t t h e f u n c t i o n s A[x), B(x),g {x,z)

l a n d g (x,z)
2 satisfy t h e
h y p o t h e s e s o f T h e o r e m 1.18.1. F u r t h e r , l e t t h e f u n c t i o n g{x,z) be continuous
and nonnegative i n x 0 < x < x a + a, 0 < z < 2b, g(x,0) = 0, a n d f o r i ^ i 0
f Si(*,)
(1.18.6) j
T h e n , for every i , , K 0 < X) < x 0 + a, z ( i ) s 0 is t h e o n l y differentiable
f u n c t i o n in x 0 < x <X\, which satisfies
(1.18.7) z' = g(x,z), z(x } o = 0.
P r o o f . W e s h a l l show t h a t t h e m a x i m a l s o l u t i o n r{x) o f (1.18.7) is i d e n t i c a l l y
zero. O n t h e c o n t r a r y , suppose t h a t t h e r e exists a. a, x 0 0. N o w p r o c e e d i n g as i n L e m m a 1.15.2 a n d u s i n g (1.18.6) a n d
(1.18.7) , we o b t a i n
(1.18.8) p (x)<r{x)
2
as f a r as p (x) 2 exists t o t h e left o f a, w h e r e p {x) 2 is t h e m i n i m a l s o l u t i o n o f
(1.18.3) such t h a t p (a) 2 = r(o-). A s before, we c a n c o n t i n u e p (x) 2 up t o x by

0
d e f i n i n g p {x )
2 0 = 0. Since p (x) 2 0 , w e have l i m ^ r r t p (x)jB{x)
2 / 0, which
i n v i e w o f (1.18.8) i m p l i e s t h a t l i m _ i r(x)/B(x) I I ^ 0. T h i s t o g e t h e r w i t h
(1.18.1) s h o w s t h a t t h e r e exists a x 2 such t h a t
(1.18.9) r(i ) >

3 A(x ).
2
L e t p,(x) b e t h e m i n i m a l s o l u t i o n o f (1.18.2) such t h a t pi(x ) 2 = r(x ). 2 T h e n it
can be s h o w n , a r g u i n g s i m i l a r l y , t h a t pi(x) can b e c o n t i n u e d u p t o x , 0 Pi(xg)
0, a n d
(1.18.10) 0 < (rt(x) < r(x), x <x<x .

0 2
Since, b y h y p o t h e s i s ( i i i ) of T h e o r e m 1.18.1 a l l s o l u t i o n s z(x) o f (1.18.2) m u s t
o b e y z(x) < A{x), x 0 < x < x 0 + a we m u s t have
f j f a ) ^ 4 ( r ) , i o 5: x 0, w h i c h i m p l i e s i n view o f (1.18.10) t h a t 0 < pi(x ) 0 < r(x ),

0
c o n t r a d i c t i n g t h e a s s u m p t i o n r(x ) 0 = 0. T h e r e f o r e , r(x) = 0.
P r o o f o f T h e o r e m 1,18.1. Consider t h e f u n c t i o n g(x,z) = gj(x,z), where
gj{x,z) is defined i n (1.15.6). N o w c o m b i n i n g t h e a r g u m e n t s i n t h e proofs of
T h e o r e m 1.15.1 a n d L e m m a 1.18.2, i t is clear t h a t g(x, z) verifies t h e c o n d i -
t i o n s o f T h e o r e m 1.11.4, w h i c h is sufficient t o e s t a b l i s h t h e uniqueness o f t h e
solutions. I
C o r o l l a r y 1.18.3. T h e K r a s n o s e l ' s k i i K r e i n Uniqueness T h e o r e m 1.7.1 is a
p a r t i c u l a r case o f T h e o r e m 1.18.1.
P r o o f . I t suffices t o n o t e t h a t t h e f u n c t i o n s A{x) = [c(l-Cf)(i-Zo)] | 1 -

' \
r
B(x)
= (x-x ) ,0
k
9\(x,z) = cz a n d g (x,z) 2 = kzj(x-x )0 w h e r e c > 0, k > 0, 0 <
a < 1 a n d fc(l a) < 1 are a d m i s s i b l e i n T h e o r e m 1.18.1. I
C o r o l l a r y 1.18.4. K o o i ' s Uniqueness T h e o r e m 1.8.1 is a p a r t i c u l a r case of
T h e o r e m 1.18.1.
Proof. I t suffices t o n o t e t h a t t h e f u n c t i o n s A(x) [ c ( l c t ) ( l 0)~'(x
rol'-T" '"'. 0
B(x) = (x-x ) , (x,z)
0
k
gi = cz {x-x )-
a
a
0
a n d g (x,z) 2 =
kz/{x - i ) w h e r e e > B, ft > 0, 0..< fl> < 1 , 0 < a a n d

0 ft(l a ) < 1 0 are
a d m i s s i b l e i n T h e o r e m 1.18.1.
C o r o l l a r y 1.18,5. K a m k e ' s Uniqueness T h e o r e m 1.15.1 is a p a r t i c u l a r case o f
T h e o r e m 1.18.1.
CHAPTER 1 77
P r o o f . Define the function
(1-18.11) g(x,z) = m i n { s i ( z , z), g (x,z)}.

2
T h i s f u n c t i o n g(x,z) satisfies (1.18.6). T h u s , i t suffices t o show t h a t no n o n t r i v -
i a l s o l u t i o n o f (1.15.1) fulfills t h e l i m i t i n g c o n d i t i o n s (1.15.2). T h e a s s u m p t i o n
t h a t t h e r e exists a d i f f e r e n t i a b l e f u n c t i o n z{x) s a t i s f y i n g t h e d i f f e r e n t i a l equa-
t i o n (1.15.1) a n d t h e c o n d i t i o n s (1.15.2) for w h i c h z ( u ) > 0, x 0 < a < x 0 + a
leads t o t h e c o n t r a d i c t i o n t h a t z(x ) 0 > 0 on following the proof of Lemma
1.18.2.
1.19 W E N D ' S U N I Q U E N E S S THEOREM
F r o m E x a m p l e 1.3.1 i t is clear t h a t i n Peano's Uniqueness T h e o r e m 1.3.1
t h e n o n i n c r e a s i n g n a t u r e o f t h e f u n c t i o n f{x,y) w i t h respect t o y c a n n o t be
r e p l a c e d b y n o n d e c r e a s i n g . Here, we shall show t h a t u n d e r s u i t a b l e r e s t r i c t i o n s
one - s i d e d uniqueness o f (1.1.1) s t i l l h o l d s w h e n f(x,y) is n o n d e c r e a s i n g i n
b o t h x a n d y.
Theorem 1.19.1 ( W e n d ' s Uniqueness T h e o r e m ) . L e t f(x,y) be c o n t i n u o u s
and nondecreasing i n b o t h x and y i n S . + F u r t h e r , let f(x,y) be nonnegative
i n 3+ a n d J{x,y ) a ^ 0 for a l l x {x ,x a 0 + a]. T h e n , t h e i n i t i a l v a l u e p r o b l e m
(1.1.1) has a t m o s t one s o l u t i o n i n [x ,x a 0 + a].
P r o o f . W e m a y assume w i t h o u t loss of g e n e r a l i t y t h a t x 0 = 0, since o t h e r w i s e
a t r a n s l a t i o n w o u l d give us t h i s case. F r o m t h e g i v e n hypotheses i f y(x) is a
s o l u t i o n o f (1-1.1) t h e n y'{x) = f(x,y{x)) > 0 in (0,a). This implies that
y{x) is s t r i c t l y i n c r e a s i n g i n x for 0 < x < a. Since y(x) is c o n t i n u o u s a n d
i n c r e a s i n g , for S > 0 s u f f i c i e n t l y s m a l l , t h e r e exists a 77 such t h a t 0 < if < a
and if(jj) = y Q + 8. W e define y (x) s = y(x + 77), 0 < x < a - 7. T h e n ,
y (0)
s = y(t}) = y + 8. U s i n g t h e h y p o t h e s i s t h a t f(x,y)
0 is n o n d e c r e a s i n g i n x
a n d t h e f a c t t h a t y' (x) s = y'{x + n) = f[x + TJ, ys{x)), i t follows t h a t
(*) = J/5(0)+ I*
JO
Rt + lMtW
= y + s + Ht +
a T/îit))^,
(1.19.1) y (x)-y{x)
s = S+ f(/(( + - / ( ( , !/(*)))<**
Jo
> *+ r{f(t,y (t))-f(t,y{tmdt.

s
Jo
Suppose j / i ( i ) > 7/(t) f o r 0 < t < x a n d ys{x) = y(x), t h e n (1.19.1) gives
/((, ys(t)) f{t,y(t)) < 0 for some (, 0 < t < x, w h i c h is a c o n t r a d i c t i o n since
/ is n o n d e c r e a s i n g i n j / . T h u s , i t follows t h a t ys{x) > y(x) for 0 < x < a 77.
N o w l e t r ( i ) be t h e m a x i m a l s o l u t i o n o f y' = j{x, y), y'0) y . Then, by the

a
same a r g u m e n t f o r 0 < 6' < 6, we have
y{x) < tip) < yp(x) < y (x),

s 0<x<a-Ji.
B u t ys(x) y(x) as 7j < 0 a n d 6 - 0. So, 7/(i) = r ( x ) , a n d hence (1.1.1) has
a t m o s t o n e s o l u t i o n i n \x , x0 0 -f aj. I
F r o m T h e o r e m 1.2.6 i t is clear t h a t i f f(x,y) f(x)g(y) then i n Theo-
r e m 1.19.1 t h e nondecreasing c o n d i t i o n w i t h respect t o x as w e l l as y c a n be
dropped.
1.20 v a n K A M P E N ' S U N I Q U E N E S S THEOREM
So f a r a l l t h e results we have p r o v e d i m p o s e c o n d i t i o n s o n t h e f u n c t i o n
f(x, y}. I n t h e f o l l o w i n g result t h e c o n d i t i o n s a r e i m p o s e d o n t h e f a m i l y of t h e
s o l u t i o n s of (1.1.1).
Theorem 1.20.1 ( v a n K a m p e n ' s Uniqueness T h e o r e m ) . L e t f(x,y) be con-
tinuous i n S . + F u r t h e r , l e t t h e r e exist a f u n c t i o n n ( i , X \ , y i ) i n xo < 3S,Xi <
xa + o, \yi y \ < 8{<a b) w i t h t h e f o l l o w i n g p r o p e r t i e s :

CHAPTER 1 79
(ij f o r a fixed ( x , , ^ ) , y ( x ) = 7 7 ( 1 , n , y , ) is a s o l u t i o n o f
(1-20.1) v' = f(x,y), fa$ = wx
(ii) n ( z , X i , y i ) is u n i f o r m l y L i p s c h i t z c o n t i n u o u s w i t h respect t o y ; a n d x
(iii) n o t w o s o l u t i o n arcs y(x) = r){x x ,y ), t l 1 y ( x ) = I ) ( X , X 2 , T / ) pass t h r o u g h

2
t h e s a m e p o i n t (x,y) unless 7 j ( x , X ! , y,) = 7j(x, z , y ) for x 2 2 0 < x < x + a.Q
T h e n , i/(x) = 7 7 ( 1 , 1 0 , yo) is t h e o n l y s o l u t i o n o f (1.1.1) i n [ x , xo + o j . 0
Proof. L e t y ( x ) b e a n y s o l u t i o n o f (1.1.1). W e w i l l s h o w t h a t y(x) =
TJ(X, x , 7 / 0 ) f o r s m a l l x x
0 0 > 0. C o n d i t i o n ( i i ) i m p l i e s t h a t t h e r e exists a
c o n s t a n t A ' such t h a t
(1.20.2) |n(x,Xuyi) - > ? ( x , x , , j / ) | < K\yi - y \ 2 2
for xo < x , i i < x 0 4 a a n d \y - x y \ < 8,\y

0 2 - y | < 0- L e t |/(x, y)\ < M i n
0
S + . T h e n , a n y s o l u t i o n y(x) o f (1.1.1) satisfies |y(x) y \ < M(x

0 x) 0 < ^0
if x 0 < x < x Q + T h u s , 77(x,s,7/(s)) is defined a n d |i)(x, s, y ( s ) ) - y ( s ) | <
M | x - s| < \0 i f x 0 < x,s < x 0 + ^7. Hence, |n(x,s,7/(s)) - 7/ | < /3 i f 0
x 0 < x,s < Xo + 7, w h e r e 7 = m i n ( a , ^ ) . C o n d i t i o n ( i i i ) means t h a t a n y
p o i n t o n a n y o f t h e arcs y(x) j)(x,xi,yi) c a n be used t o d e t e r m i n e t h i s a r c .
T h u s , ( 1 . 2 0 . 2 ) w i t h y , = y ( x ) a n d y = i ) ( x i , s , j ( ( s ) ) gives
: 2
(1.20.3) \r,(x,x (x,))- (x, ,y(s})\

l}y v S < /flyfxO-^x,^,^))!
if x 0 < x,![, 3 < x 0 + 7- N o w , l e t x be fixed i n [ x , x 0 0 + 7]. W e w i l l show t h a t
(1.20.4) r ( x ) = T7(x,xo,yo) - y{x) = 0.
For t h i s , we p u t
(1.20.5) a(s) = J)(x,x ,y ) 0 0 - ri(x,s,y(s))
for x 0 < s < x ( < Xo + 7), so t h a t <J-(X ) = 0 a n d o(x) 0 = r(x). T h e n , (1.20.3)
a n d (1.20.5) i m p l y t h a t
(1.20.6) K x i ) -c(s)\ < K\y(x-,)-ti{x s,y(s))\,

u
Since y ( z ) = 7 j ( z , s , y ( s ) ) is a s o l u t i o n o f y' / ( z , y ) t h r o u g h the point
(5,5/(5)), i t is seen t h a t r)(x s,y(s)) u = y(s) + (s, - s ) [ / ( s , y ( s ) ) + o(l)] as
X\ ~> s. A l s o , y ( z , ) = y{s) + (z, - s ) [ / X s , y ( s ) ) 4- o{l)] aa x t -* a. H e n c e ,
(1.20.6) gives t h a t o{X\) - a{a) = Ko(l)\x-i s\ 88x\ -* a- i.e., 57 exists
a n d is 0. T h u s , er( ) 3
is t h e c o n s t a n t <r{x ) 0 = 0 for z 0 < 3 < X. I n p a r t i c u l a r ,
T(X) ff{x) satisfies (1.20.4), as was t o be p r o v e d .
The existence of a c o n t i n u o u s f u n c t i o n Tj(x, xi, y , ) satisfying the condi-
t i o n s (i) a n d ( i i i ) of T h e o r e m 1.20.1 is n o t sufficient for t h e uniqueness of
t h e s o l u t i o n s of (1.1.1). For t h i s , we n o t e t h a t t h e c o n t i n u o u s f u n c t i o n y(x) =
Jl(x,x )1:yi = [yl ,3

+ ^(x-x-,)f is a s o l u t i o n of y' = y ' , 1 3
y(xi) = y. s Obviously,
t h i s f u n c t i o n 1 7 ( 2 , 1 ] , ; / , ) is n o t u n i f o r m l y L i p s c h i t z c o n t i n u o u s w i t h respect
t o [ f t . F u r t h e r , 7 / ( 1 " , i , , 7/,} 7 ) ( i * . z , y ) h o l d s p r o v i d e d t h a t y |
5 3
/ 3
- y 2
/3
=
|(i, z ). 3 B u t , this condition implies t h a t 7 / ( 1 , 1 , , y i ) 7 ) ( z , z , t / ) for a l l

2 2
x > 0. O f course, t h e i n i t i a l v a l u e p r o b l e m y' = y ^ , 2 3

7/(0) = 0 has an i n f i n i t e
n u m b e r of s o l u t i o n s .
I f f(x,y) satisfies t h e u n i f o r m L i p s c h i t z c o n d i t i o n (1.2.1), t h e n for s m a l l
0 > 0 a f u n c t i o n 7/(z, Z j , t/j) s a t i s f y i n g t h e c o n d i t i o n s o f T h e o r e m 1.20.1 e x i s t s .
H o w e v e r , t h e converse is n o t t r u e , i.e., t h e existence o f r/(z, z , , T/,) s a t i s f y i n g t h e
c o n d i t i o n s ( i ) - ( i i i ) o f T h e o r e m 1.20.1 does n o t i m p l y t h a t / ( z , y) is u n i f o r m l y
L i p s c h i t z c o n t i n u o u s w i t h respect t o y. For t h i s i t is sufficient t o c o n s i d e r t h e
d i f f e r e n t i a l e q u a t i o n y' g{y), w h e r e g(y) > 0 is c o n t i n u o u s for a l l y .
A one - sided a n a l o g o f van K a m p e n ' s uniqueness theorem is t h e follo-
wing :
Theorem 1.20.2. L e t f(x,y) be c o n t i n u o u s i n S+. F u r t h e r , let t h e r e e x i s t a
function TJ(X,z,,y,) in z 0 < z, < z < z 0 + o, \yi yo| < 8(< b) w i t h t h e
following properties :
(i) for a fixed ( z , , y , ) , y(x) = r/(z, z , , y , ) > s a

s o l u t i o n of (1.20.1); and
(ii) t h e r e exists a c o n s t a n t K such t h a t for m a x ( x , , z ) < z " < x < x 2 0 + a
a n d |y, - y \ < 8,0 \y 2 - y | < B

0
CHAPTER I 81
K*.*i,ifi)-iK*ii.i)l < *"h(*"*i.iii)-v(**,a.*)l-

T h e n , j / ( x ) = n ( x , ! , , ; / [ ) is t h e o n l y s o l u t i o n o f (1.20.1) for s u f f i c i e n t l y s m a l l
i n t e r v a l s [ z , , Z i + E ] , E > 0 t o t h e r i g h t of Z] ( b u t n o t necessarily t o t h e left
of i , ) . I
1.21 Y O S I E ' S U N I Q U E N E S S T H E O R E M
So f a r , we h a v e discussed several sufficient c o n d i t i o n s for t h e uniqueness of
t h e s o l u t i o n s o f t h e i n i t i a l value p r o b l e m (1.1.1). Here we shall give t h e first
k n o w n r e s u l t w h i c h p r o v i d e s t h e necessary as well as sufficient c o n d i t i o n s . To
b e g i n w i t h , we n o t e t h a t if f(x, y) is c o n t i n u o u s i n S + t h e n for t h e i n i t i a l value
p r o b l e m ( 1 1 . 1 ) T h e o r e m 1.11,1 ensures t h e existence o f t h e m a x i m a l s o l u t i o n
r ( i ) and t h e m i n i m a l solution p(x) in the interval [ i o , x 0 + &] For s i m p l i c i t y ,
hereafter we s h a l l assume t h a t a = a. T h u s , if t h e i n i t i a l v a l u e p r o b l e m has
a n y o t h e r s o l u t i o n y{x) in the interval [ x , x 0 D + a ] , t h e n i t is necessary t h a t
(1.21.1) p(x) < y{x) < r(z), z [z ,z 0 0 + a\.
T h e r e f o r e , a necessary a n d sufficient c o n d i t i o n for t h e uniqueness o f t h e solu-
t i o n s o f t h e i n i t i a l v a l u e p r o b l e m (1.1.1) is
(1.21.2) p(z) = r(z), z [io,x 0 + a).
T h i s c o n d i t i o n can b e w r i t t e n i n a different f o r m , for t h i s we need t h e foll-
owing :
D e f i n i t i o n 1.21.1. Suppose t h a t t h e f u n c t i o n y{x) is c o n t i n u o u s i n t h e i n t e r v a l
[ z r j , x + a ] , a n d y'(x)
0 exists. I f y{x) is such t h a t y(x ) 0 = y, 0 a n d satisfies t h e
inequality
y'+(x) < /(z,j/(x)), z [ z , z 0 0 + a]
t h e n i t is s a i d t o b e a l o w e r - f u n c t i o n w i t h respect t o t h e i n i t i a l value p r o b l e m
(1.1.1). O n t h e other h a n d , if
y + f > /(.(*)>. * [x ,z D 0 + a]
t h e n y[x) is said t o b e a n u p p e r - f u n c t i o n .
Theorem 1.21.1 [92]. L e t 4>{x) a n d $>[x) be lower - a n d u p p e r functions
w i t h respect t o t h e i n i t i a l value p r o b l e m (1.1.1) i n t h e i n t e r v a l [ i o . x 0 + a]. I f
y{x) is a n y s o l u t i o n of (1.1.1) i n t h e i n t e r v a l [ X D , Z + a ] , t h e n
0
(1.21.3) <t>(x) < y(x) < #(x), x e (z , i0 0 + a\.
T h u s , i n view o f (1.21.1) a n d (1.21.3) a n d t h e fact t h a t p(x) a n d r ( i ) are
s o l u t i o n s of (1.1.1) i t follows t h a t
(1.21.4) ^(x) < p(x) < y(x) < r ( x ) < 0 ( i ) , x (x ,x 0 0 + a].
T h e r e f o r e , i f for every e > 0 t h e r e exists a p a i r o f l o w e r - a n d u p p e r - f u n c t i o n s
4>{x) a n d ib(x) w i t h respect t o t h e i n i t i a l v a l u e p r o b l e m (1.1.1) such t h a t
0 < ip(x) $(x) < e i n t h e i n t e r v a l (x ,x

0 0 + ] t h e n , t h e c o n d i t i o n (1.21.2)
m u s t be satisfied. Hence, t h e f o l l o w i n g result h o l d s .
Theorem 1.21.2 (Yosie's Uniqueness T h e o r e m ) . T h e i n i t i a l value p r o b l e m
(1.1.1) has a t m o s t o n e s o l u t i o n i n t h e i n t e r v a l [x , x a 0 + a] i f a n d o n l y i f for
every > 0 t h e r e exists a p a i r of lower - a n d u p p e r - f u n c t i o n s 0 ( i ) a n d ip(x)
w i t h respect t o t h e i n i t i a l value p r o b l e m (1-1-1) such t h a t 0 < $(x) 4>(x) < z
i n t h e i n t e r v a l (x , x
0 0 + a]. I
N o t e t h a t b y d e f i n i t i o n , a l t h o u g h , for a n a r b i t r a r y b u t f i x e d f u n c t i o n tfr(x)
(1.21.5) #.(*)-/(x,*(x))>0, xe{x ,x0 0 + a]
t h e lower l i m i t o f V ( i ) f(x,ip(x))
+ m a y be zero. Such a n u p p e r - f u n c t i o n
w i l l n o w be replaced b y ${x) w h i c h is close t o \t>[x), b u t i/>+(i) f[x, 0 ( i ) ) is
greater t h a n a fixed p o s i t i v e n u m b e r for a l l x 6 [io, x 0 + a].
I f t h e lower l i m i t o f 0 i ( z ) f{x,il/{x)) is zero, t h e n o n t h e c u r v e y =
il>{x), x0 < x < x -+- a we can find a sequence of p o i n t s {/?], P , } for w h i c h

0 2
t h e lower l i m i t of t h i s difference is zero. L e t P b e t h e l i m i t o f t h i s sequence.
O b v i o u s l y , a t P t h i s difference is n o n zero since (1.21.5) h o l d s e v e r y w h e r e o n
t h e c u r v e y = ip(x) i n t h e i n t e r v a l [ z o ^ o + a]-
CHAPTER 1 S3
A s s u m e t h a t P is different f r o m t h e e n d p o i n t s o f t h e c u r v e y = ip(x), x 0 <
x < x 0 + a. T h e n , we take a s u f f i c i e n t l y s m a l l piece AB of this curve which
contains P. I n t h e f o l l o w i n g we s h a l l d e n o t e b y x , A x, B f Al f B etc. the
values o f x, y, f etc. a t t h e p o i n t s A, B a n d so o n . W e also assume t h a t
XA < x
P < x. B Since t h e difference ( 0 V f) B is n o n zero we can set
(V>+ } ) B > n , w h e r e i\ is a sufficiently s m a l l p o s i t i v e

2 2 number.
T h e line BA X
(1.21.6) y = y B + {fB + fe&t - x)

B
t h r o u g h t h e p o i n t B is above t h e c u r v e y = i/>(x) i f x B x is s u f f i c i e n t l y s m a l l
and positive. T h i s is because ijA is always g r e a t e r t h a n f(x,ip), a n d hence
also g r e a t e r t h a n / ( x , i / - ) + rj2 for s u f f i c i e n t l y s m a l l TJ . F r o m t h e c o n t i n u i t y of

3
t h e f u n c t i o n / i t follows t h a t
for s u f f i c i e n t l y s m a l l x B x. W e also assume t h a t x B x A is s m a l l e n o u g h so
t h a t t h e l i n e (1.21.6) is above t h e c u r v e y = rp{x).
I f 771 is s m a l l a n d p o s i t i v e t h e n t h e c u r v e ABi
(1.21.7) y = 4>{x) + Vi(x - XA)
passes t h r o u g h t h e p o i n t A a n d is above t h e c u r v e y = ip{x), as l o n g as
x XA > 0. O n e can b r i n g (1.21.7) close e n o u g h t o t h e c u r v e y = ip(x) by
c h o o s i n g TJI s m a l l e n o u g h . T h e difference o f t h e o r d i n a t e s ABi and AiB
[ip(x) + 77,(2 - x )] A - [y
B + (/ B + li)( x
- X
B}}
is o b v i o u s l y a c o n t i n u o u s f u n c t i o n o f x, a n d is n e g a t i v e at A a n d is p o s i t i v e at
B because AB t a n d A, B i n the i n t e r v a l {x , A XB) are above t h e c u r v e y i>(x).
Hence, i t vanishes at least once i n t h e i n t e r v a l (x ,x ), A B w h i c h means t h a t AB x
a n d A\B have a t least one c o m m o n point C where x A < xc < XB- I f f>i is
s m a l l e n o u g h t h a n C is a r b i t r a r i l y close t o t h e p o i n t B, a l o n g t h e line A\B.
Since f(x,y) is c o n t i n u o u s one can choose s m a l l c o n v e x a r e a G a r o u n d B
i n w h i c h for every p o i n t Q t h e c o n d i t i o n
(1.21.8) \fQ-h\<fy<m
is satisfied. Here 173 is a r b i t r a r i l y s m a l l .
Now we t a k e r/i so s m a l l t h a t t h e p o i n t C is i n G. T h e n , t h e e q u a t i o n of
t h e d o t t e d line ACB can be w r i t t e n as
f 0 0 ) + *7l(* - x ), A X a < x < x c
y=l
[ yB + (/fl + 7 2 ) 0 - x ), B x c < x < X B -
A l o n g AC one has
y' -Hx,y)
+ = 0;O) + > - / O , 0 O )
f l + '?.(s-^))
= - /(*, 0)] +11 + [/(*, 0) - f(x, 0 + hO- XA))]
> l i + [ / O , 0 ) - / O , 0 + '? O-au))]- 1
F r o m t h e c o n t i n u i t y of / 0 , t / ) , for an a r b i t r a r i l y s m a l l p (0 i(x - x ))\ A < t}t - p, x A < x < x c
p r o v i d e d (xg x) A is s m a l l enough.
T h e n , i t follows t h a t
ff+ - }{x,y) > p, x A < x < x c
a n d therefore along CB i n view o f (1.21.8) a n d t h e fact t h a t C is i n G , one
has
y'+~f(x,y) = fa + qi - f{x,y B + {f B + r) )(x 2 - x ))
B
> m - fjs-
CHAPTER 1 85
T h u s , a l o n g t h e d o t t e d l i n e ACB the difference y' f{x,y) + is a l w a y s p o s i t i v e .
M o r e o v e r , i t is g r e a t e r t h a n a fixed p o s i t i v e v a l u e , because p a n d i ) c a n always 3
b e chosen so t h a t
0 < p < iji, 0 < tj < 3 r?2'
F i n a l l y , we r e m a r k t h a t t h e d o t t e d l i n e ACB c a n be p u s h e d a r b i t r a r i l y
close t o t h e c u r v e y rp(x). T h u s , i f t h e piece AB of t h e c u r v e y = i/>(z) is
r e p l a c e d b y t h e d o t t e d l i n e ACB t h e n , one can a v o i d t h e p o i n t a t w h i c h t h e
l i m i t o f y' + f[x, y) equals zero.
T h e a b o v e m e t h o d w i t h s l i g h t m o d i f i c a t i o n s is e q u a l l y v a l i d i f P equals t o
A or B.
I f such p o i n t s P are e v e r y w h e r e dense on a p a r t o f the c u r v e , t h e n we d i v i d e
i t i n t o several p a r t s such t h a t every p a r t is s m a l l e n o u g h . Since the v a l u e of
y'+ f(x,y) is p o s i t i v e a t t h e e n d p o i n t s o f these p a r t s , one c a n replace each
p a r t (as a b o v e ) b y t h e d o t t e d l i n e on w h i c h t h e lower l i m i t o f y' + f(x,y) is
n o t e q u a l t o zero, a n d w h i c h is close e n o u g h t o the c u r v e y = ip(x).
F r o m these c o n s i d e r a t i o n s i n t h e uniqueness c o n d i t i o n we m a y assume t h a t
t h e lower - a n d u p p e r - f u n c t i o n s are such t h a t i n t h e i n t e r v a l XQ <x < x 0 + a
t h e differences ^' (x) + f(x,4>[x)) a n d f(x,tj>{x}) tj>'+(x) have p o s i t i v e lower
l i m i t s , i.e., t h e r e e x i s t pi a n d p 2 p o s i t i v e n u m b e r s such t h a t
& (x)
+ - f(x^(x)) > p,
(1.21.9)
- / ( r . ^ l ) ) ^ -/*J,
1
x <x
0 <x 0 + a.
N o w l e t A a n d B be t w o p o i n t s on t h e c u r v e y = i/>(i) a n d l e t p b e a
p o s i t i v e n u m b e r less t h a n p.\.
L e t G be t h e convex area c o n t a i n i n g t h e l i n e AB. I f G is s m a l l e n o u g h t h e n
since f(x, y) is c o n t i n u o u s , for each p a i r o f p o i n t s M a n d N i n G we have
(1.21.10) \ftt-fc\ < fi<pi-
Let
T = >JB - yA
XB - *A'
t h e n o n t h e piece AB of the curve y = 0 ( i ) we can f i n d t w o p o i n t s P a n d Q
such t h a t
(1.21.11) \%^>i>\W$fa
o t h e r w i s e t h e t w o lines s t a r t i n g f r o m A w o u l d n o t meet a g a i n for x > x. A
L e t R b e a n y p o i n t o f AB t h e n by ( 1 . 2 1 . 1 0 ) , we have
fa > In -
M o r e o v e r , f r o m (1.21.9) a n d (1.21.11) i t follows t h a t
(4>' h
+ - f Q > Pi and i - ( ^ ) g > 0 .
F r o m these t h r e e i n e q u a l i t i e s , we f i n d t h a t
t - /<} > P-i and t - f R > Hi- p.
A l o n g AB t h e n one has t h e i n e q u a l i t y
(1.21.12) y - + - f { X t y ) > j l l - p > r ) .
I f we replace t h e c u r v e piece AB of y = \p(x) b y t h e l i n e AB t h e n for t h e
curve y = 0 ( i ) o b t a i n e d i n t h i s w a y we h a v e t h e i n e q u a l i t y 0+ f(x, 0) > 0.
T h i s i n e q u a l i t y characterizes t h e u p p e r - f u n c t i o n . O f course, t h e l i n e AB can
be chosen a r b i t r a r i l y close t o ip(x) i f \x A XB\ is s m a l l e n o u g h .
Because of t h i s reason one can replace t h e f u n c t i o n 0 ( z ) f r o m the unique-
ness c o n d i t i o n by such a f u n c t i o n 0 ( a ) . A s i m i l a r r e m a r k h o l d s for t h e f u n c t i o n

CHAPTER 1 87
N o w we d i v i d e t h e curves y = 0 ( z ) a n d y = ^(x) i n t o a finite number of
s m a l l pieces, a n d replace each piece b y i t s c h o r d so t h a t one gets t w o p o l y g o n s
p a s s i n g t h r o u g h t h e p o i n t (x ,y ).0 0 T h u s , we c a n r e f o r m u l a t e T h e o r e m 1.21.2
as f o l l o w s :
T h e o r e m 1.21.3. T h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n
in the interval [ x , x 0 0 + a] i f a n d o n l y i f for every 5 > 0 t h e r e exists a p a i r o f
p o l y g o n s y 4>{x) a n d y = 4>(x) such t h a t
0 < #(x) - <ji(x) < e, 1 6(i ,x D Q + a]
~ f{*,$(*)) > 0, x G [x ,x 0 0 + a]
(1.21.13)
Ki )
x
~ /(*> 4>{x)) < 0, x e [x ,x 0 0 + a]
$(xo) = <j>(x ) =
0 y a
a n d these p o l y g o n s consist o f a f i n i t e n u m b e r o f c h o r d s . T h e n u m b e r o f these
c h o r d s d e p e n d s o n s. 1
T h e f u n c t i o n s 4>(x) a n d ij>{x) a r e c o n t i n u o u s i n t h e i n t e r v a l x a < x < x + a

0
w h e r e a s t h e i r d e r i v a t i v e s m a k e f i n i t e j u m p s at t h e v e r t e x o f these p o l y g o n s
y = tt>(x) a n d y = J/>(Z). I f t h e v e r t e x o f y = i/"(i) are E\, E , then from

2
(1.21.12) i t follows t h a t
(1.21.14) ^ - / ( x , 0 ) > / i , x 0 < x < x 0 + a
w h e r e p. is a s m a l l p o s i t i v e n u m b e r .
For t h e v e r t e x we choose t w o p o i n t s A a n d B o n t h e p o l y g o n y = ${x)
h a v i n g t h e same d i s t a n c e f r o m /;. W e connect these p o i n t s b y a c i r c u l a r arc

y k{x) w h i c h meets the line AEi at A and , S a t B. I n t h e i n t e r v a l x A S
X < xg t h e difference \f(x, k) f{x, 0 ) | w i l l be s m a l l p r o v i d e d A a n d B are
close e n o u g h . N o w we set
\f(x,k) - f(x,$\ < Ei, x A < x < x B
w h e r e e; > 0 a n d less t h a n p. T h e n , f r o m (1.21.14) we get
(1.21.15) % -f(x h)f >fi + Oti > 0, - 1 < 6 < 1.
L e t /, a n d t 2 b e t h e d i r e c t i o n coefficients o f t h e lines AEi a n d E ^ B a n d let
( b e t h e m i n i m u m of these t w o , t h e n o b v i o u s l y k' + ^ has t h e value b e t w e e n
t t and t 2 a t each p o i n t of t h e i n t e r v a l x A < x < x- B Hence, k' + t > 0 for
x A < x < xg and 0 at x A a n d i ^ . T h u s , f r o m ( 1 . 2 1 . 1 5 ) , we have
t - f(x, k)>p + B,
a n d hence
k'+ - f{x,k) > p + 8a > 0.
Hence, we can replace t h e d o t t e d line AB by the c i r c u l a r arc y = k(x) so
t h a t t h e o b t a i n e d curve y = ,(x) has a l l t h e p r o p e r t i e s of an u p p e r - f u n c t i o n .
F o l l o w i n g t h e same a t every , leads t o an u p p e r - f u n c t i o n (,(x) w h i c h in the
whole interval x 0 < x < x 0 + a has c o n t i n u o u s d e r i v a t i v e a n d is close t o t h e
c u r v e y = 4>(x). S i m i l a r l y , one can c o n s t r u c t a lower - f u n c t i o n w h i c h is close
t o y = <j>(x) a n d is c o n t i n u o u s l y differentiable.
Since the d e r i v a t i v e '{x) is c o n t i n u o u s i n [zo.ô + a ] , for a g i v e n s m a l l
> 0 we can c o n s t r u c t a p o l y n o m i a l Q{x) such t h a t
^ j - 0 ( 3 ) 1 < J
T h u s , by an i n t e g r a t i o n i t follows t h a t
\{{x) - P{x)\ < E, x 0 < x < x a + a
where
P(x)= f Q(t)dt
X
+ tixo)-
CHAPTER 1 89
Since P(x) is also a p o l y n o m i a l a n d P'(x) Q(x) i t is clear t h a t P{x ) 0 =
(x ) 0 j/o- T h e r e f o r e , t h e uniqueness r e s u l t c a n b e r e s t a t e d as f o l l o w s :
T h e o r e m 1.21.4. T h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n
i n t h e i n t e r v a l [x , x
0 0 + a] i f a n d o n l y i f for every e > 0 t h e r e exists a p a i r of
p o l y n o m i a l s P\(x) a n d P (x) 2 such t h a t
0 < Pi(x) - < , x (x , 0 x 0 + a]
Pi (x)-f{x,P (x))>Q,
+ l x [xo x y 0 + a]
(1.21.16)
P^(x)-f(x,P (x)}<0, 2 x [x ,x0 0 + a]
Pi{x )0 = P (x )
2 0 = ye.
Remark 1.21,1. W e n o t e t h a t t h e f o u r t h c o n d i t i o n i n (1.21.13) as w e l l as
(1.21.16) is n o t necessary. I n f a c t these c o n d i t i o n s c a n be r e p l a c e d b y
i>{xa) >yo> ${xo) and

(1.21.17)
Pi(x ) 0 >y > 0 P (x ),
2 0
respectively.
T o s h o w t h i s , l e t PiQi and P Q 2 2 b e t h e curves y = P^x) and y =
P (x),
2 a n d l e t P b e t h e p o i n t (x ,yo)- a Let M b e a p o s i t i v e n u m b e r such t h a t
\f(x,y}\ < M, (x,y) S. + T a k e t w o lines P J d a n d PR 2 through P which
c o r r e s p o n d t o u p p e r - a n d lower - f u n c t i o n s a n d whose d i r e c t i o n coefficients
are M a n d M. Then,
y'-f(x,y) = M-f(x,y)>Q on PR U
and
y'-f{x,y) = -M-f(x,y)<0 on PR 2
h o l d s . L e t Ri and R 2 be t h e p o i n t s w h e r e PR, a n d PR 2 i n t e r s e c t P,Qi and
P2Q2, respectively. T h e n , t h e curves PR,Q, a n d PR Q 2 2 give t h e required
u p p e r - a n d lower - f u n c t i o n s . I
E x a m p l e 1.21.1. I f t h e f u n c t i o n /(at., y) is m o n o t o n i c a l l y decreasing i n y , t h e n
t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n [ x , X o + of. For 0
t h i s , l e t y(x) b e a s o l u t i o n o f (1.1.1), t h e n consider t h e c u r v e s y = y ( x ) f (1/ >
0), x Q < x < x 0 + a. Since by a s s u m p t i o n we have
f{x,y + v) < f{x,y)
f(x, y - v ) > / ( x , y), x 0 <x <x 0 + a
i t follows t h a t
(v+v)+=14 = /(*,} +*)

( - ")'+ = + = /(x,y) < /(x,y - c), x 0 < a < a!b +
I f 1/ > 0 is s u f f i c i e n t l y s m a l l t h e n t h e curves y = y ( x ) a are v e r y close,
moreover
y(x ) + f >
0 y(x) = y a > y(x )B - V.
T h e r e f o r e , i n v i e w of T h e o r e m 1.21.2 a n d t h e R e m a r k 1.21.1, t h e c o n c l u s i o n
follows.
Example 1.21.2. I f t h e f u n c t i o n / ( x , y ) satisfies t h e L i p s c h i t z c o n d i t i o n
(1.2.1) i n S + t h e n t h e i n i t i a l value p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n
i n [ x , X o + a]. For t h i s , once again let y ( x ) be a s o l u t i o n of (1.1,1). Since y ( x )

0
is c o n t i n u o u s l y d i f f e r e n t i a b l e i n [ x , x 0 0 + o], for every V\ > 0 t h e r e exists a
p o l y n o m i a l P{x) such t h a t
(1.21.18) \y(x) - P ( x ) | < (- and |y'(x) - P ' ( x ) | < t * .
B y t h e c o n t i n u i t y of / ( x , y ) we can set
(1-21-19) |/(x,y)-/(x,P)|<y , 2
CHAPTER 1 91
w h e r e v t e n d s t o zero i f f , does. F r o m (1,21.18) a n d (1.21.19) a n d y' =

2 f(x,y)
it follows t h a t
(1.21.20) \P'(x) - f(x, P(x))\ < f, + , s x 0 < x < x 0 + a.
N o w c o n s i d e r t h e p o l y n o m i a l P,(a:) = P(x) + a(x x ), 0 a > 0. F o r s u f f i c i e n t l y
s m a l l o t h e c u r v e y = P-,(x) is i n S , a n d hence b y ( 1 . 2 . 1 ) , w e find t h a t

+
(1.21.21) \f(x, P) - < L\P - P,\ < La\x - x \, x 0 0 < x < x 0 + a.
F r o m (1.21.20) a n d (1.21.21) i t f o l l o w s t h a t
P'(x) = nx,P)e (v l 1 + v) 2
(1.21.22)
f(x,P ) 1 = f(x,P)d Lc\x-x \,
2 0 |fl,|, 8 \<l.
2
N o w we choose an i n t e r v a l {x ,x,) 0 so s m a l l t h a t L\xi x \ < 1 a n d v a n d f j 0 x
s m a l l e n o u g h so t h a t
+ "2 + La\xi x \ < a.

0
T h e n , f r o m (1.21.22) w e g e t
(1.21.23) \P'(x)-fix,Pi(x))\<Q, x <x<x

B 0 + a.
H o w e v e r , since P[{x) = P'{x) + a, w e have P[{x) > f(x,P\[x}). Similarly, one
c a n f i n d a p o l y n o m i a l P {x) 2 = P[x) 8(x x ), 0 0 > 0 such t h a t P (x) 2 <
f(x,P (x)}.
2 F i n a l l y , we n o t e t h a t for a g i v e n e > 0 t h e difference Pi(x)
P [x)
2 = (a + 0){x x ) 0 i n t h e i n t e r v a l (x , i , ) c a n be m a d e less t h a n e, o n l y
0
i f a a n d 0 a r e s m a l l . T h e c o n c l u s i o n n o w follows f r o m T h e o r e m 1.21.4 a n d
t h e R e m a r k 1.21.1.
F i n a l l y , w e r e m a r k t h a t o n f o l l o w i n g as i n E x a m p l e 1.21.2 t h e c o n c l u s i o n
o f T h e o r e m 1.4.4 c a n also b e deduced f r o m T h e o r e m 1.21.4 a n d t h e R e m a r k
1.21.1.
1.22 K I T A G A W A ' S U N I Q U E N E S S T H E O R E M
L e t t h e f u n c t i o n f(x,y) be c o n t i n u o u s f o r x 0 < x < x 0 + "> p(x) <
V ^ w
h e r e fi(x) and are t w o c o n t i n u o u s f u n c t i o n s i n t h e i n t e r v a l
[x , x
0 0 + 0] a n d satisfy t h e f o l l o w i n g c o n d i t i o n s :
1. ft(xo) = yo = ffô),
2 ^ ( x ) < / ( * , , . ( * ) ) ; and
T h e n , i t is w e l l k n o w n t h a t for t h e i n i t i a l v a l u e p r o b l e m (1.1.1) t h e r e exist
m a x i m a l a n d m i n i m a l solutions p(x) a n d r[x) a n d sequences { 0 ( z ) } a n d n
{ 0 n ( * ) } o f lower - a n d u p p e r - f u n c t i o n s w h i c h converge u n i f o r m l y t o p(x) a n d
r ( x ) , respectively. H e r e we shall c o m b i n e t h i s result w i t h Yosie's Uniqueness
T h e o r e m 1.22.2 t o deduce a. p r o p e r t y o f t h e m a x i m a l a n d m i n i m a l s o l u t i o n s
w h e n t h e s o l u t i o n s of (1.1.1) are n o t u n i q u e i n t h e i n t e r v a l ( x , x + a]. F u r t h e r , D Q
as a n i m m e d i a t e consequence o f t h i s p r o p e r t y , we s h a l l o b t a i n t w o sets of
sufficient c o n d i t i o n s fof t h e uniqueness o f t h e s o l u t i o n s o f (1.1.1). For t h i s ,
t h r o u g h o u t i t is necessary t o assume t h a t
(1.22.1) DM*Q} < /(io,!/o) < D f ( i o ) . +
L e t 7 i ( u , JJ, ij) be an a u x i l i a r y n e i g h b o r h o o d o f t h e m i n i m a l s o l u t i o n p(x),
defined b y
( xo < x < Xj < Xo + a
\ u(x) <y<v(x),
w h e r e u ( x ) , v(x) are t w o c o n t i n u o u s f u n c t i o n s i n [ x , x i ] such t h a t

0
1. D fi(x )
+ 0 < D u(x )
+ 0 < f{x ,y )0 0 < D+v{x ) 0 < D f(x ),
+ 0
2. p(x) < u{x) < p{x) < v(x) < u{x), x e (o,*i]i and
3. u{x ) Q - u ( x ) = yo-
0
S i m i l a r l y , l e t N{U,V,Xi) } be a n a u x i l i a r y n e i g h b o r h o o d of the maximal
s o l u t i o n r ( x ) , defined by
x 0 < x < X\ < x 0 + a
U(x)< V(x), y<

CHAPTER 1 93
w h e r e U(x), V(x) are t w o c o n t i n u o u s f u n c t i o n s i n [ i . - f i ] such t h a t 0
1. D+pfo) < D U(x ) + 0 < f(x y )

0l 0 < D+V(x ) 0 < D+(x ) 0 y
2. p(x) < U(x) < r(x) < V(x) < u(x), x e (*<,,*,]; and
3. U(x )
0 = V(x ) 0 = y. 0
T h e o r e m 1.22.1. I f t h e i n i t i a l v a l u e p r o b l e m (1.1.1) has m o r e t h a n one s o l u -
t i o n s i n t h e i n t e r v a l [x , x 0 0 + a], t h e n t h e f o l l o w i n g h o l d
( i ) f o r a n y K ( U , U , Z I ) t h e r e exists at least one p o i n t such t h a t
/(.) y
VP
f((,y) y
w h e r e u ( ) < y < y = p() <y < v{{); and
( i i ) for a n y N{U,V,X{) t h e r e exists a t least one p o i n t 2 such t h a t
m y ) Y
/(2,r ) r %
Y
w h e r e U(3) <Y <Y, = r(H) < f < V(E).
T o p r o v e t h i s r e s u l t we need t h e f o l l o w i n g :
Lemma 1.22.2. For a n y s m a l l e > 0 a n d a n y g i v e n n e i g h b o r h o o d n ( u , u, Xj)
t h e r e exists a lower - f u n c t i o n c i ( i ) such t h a t , for
p{x)-(x) = d(x)
m i n [ e , p(x) - t i ( x ) , u ( x ) - p(x)] = b(x)
i t follows t h a t
(i) 0 < d(x) < b(x), x< 0 x< I , ,
(ii) d(x ) 0 = b(x ) 0 = 0,
( i i i ) D+d(x ) 0 < D b(x ); + 0 and
(iv) v(x) < a(x) = p(x) - d(x) < p{x) < p{x) + d(x) < v(x), x 0 < x <
Proof. F i r s t we s h a l l show t h a t ( i v ) is a consequence of (i) (iii). For
t h i s , f r o m ( i ) we have 0 < d{x) = p(x) - a(x) < b(x) < p(x) - u(x), and
hence u f z ) < = />(*) - d(x) < P( ) X

< P( ) X
+ D
( ) X
< P( ) X
+ M ) 1
^
N e x t , since t h e f u n c t i o n f[x,y) is c o n t i n u o u s a t t h e p o i n t (x ,yo), 0

w e c a n
find p o s i t i v e n u m b e r s Si a n d ) such t h a t
/ ( * , > ) > /(io,3/o) - n > /(*o,!/o) - Z>+M*o)
in t h e d o m a i n x 0 < x < x + Si, p(x) < y < r ( x ) .

0
N o w consider t h e f u n c t i o n L(x) = y + ( / ( x , yo)

0 0 x o ) . w h i c h has
the following properties :
1. L ( x ) = j /
0 a i
2. ' ( x ) < / ( x , f , ( x ) ) ; a n d
3. p ( x ) - b(x) < ( x ) i n x 0 < x < x + M < *o + M -

0
O n t h e o t h e r h a n d f r o m t h e existence o f t h e sequence o f l o w e r - f u n c t i o n s
u n i f o r m l y c o n v e r g i n g t o t h e m i n i m a l s o l u t i o n p(x) t h e r e m u s t exist a l o w e r -
f u n c t i o n ^ ( x ) such t h a t
Q < p[x) - 4>(x) < min [6(x),{/(i ,!/o)->?}*]. 0
ro+fl<r<ri
Now we define a{x) as follows : I f 4>{x) > L{x) i n ( x , x + 6), t h e n a(x)

0 0 =
$(x); a n d i f t h e r e exists x 3 such t h a t
f i{x) > L(x), x 0 < x 2 < x + 6 0
i[ X l ) = L(x )2
then
[ (x), x 0 < X < Xj
[ 4>{x), X j < X < X|.

T h i s a ( x ) is a r e q u i r e d lower - f u n c t i o n . I
Proof of Theorem 1 . 2 2 . 1 . T h e p r o o f o f o n l y ( i ) w i l l be g i v e n , w h e r e a s t h e
p r o o f of ( i i ) is s i m i l a r . For t h i s , we shall show t h a t i f ( i ) is n o t t r u e , i.e., i f for
every { i n ( x , X ] ] a n d every y a n d j7 i n ( u ( f ) ) ( 0 )
0
fit*) V l
> o
y
CHAPTER 1 95
t h e n we c a n f i n d , for a n y g i v e n p o s i t i v e n u m b e r , a p a i r of lower - a n d u p p e r
- functions 0(s), 00) such t h a t 0 < 0 0 ) 00) < 2 E i n (xe,X\\. B u t , then
i n v i e w o f T h e o r e m 1.22.2 t h i s w i l l l e a d t o t h e uniqueness o f t h e s o l u t i o n s of
(1.1.1).
T o p r o v e t h e existence of such a p a i r , we define t h e f u n c t i o n s p ( x ) , <j(x),
00) a n d y a n d y i n t e r m s o f t h e lower f u n c t i o n a(x)(= p(x) d(x)} as
follows :
1. 00) = p{x) + d(x) in [xo,Xi],
2. f{x, a[x)) = a' (x)

+ + p ( i ) , w h e r e p(x) > 0 i n [x , X\\ since a(x)
0 is a lower
- function,
3. / ( x , 0 ( ) ) = 0 V ( z ) -q(x);
I and
4. y = a[Q = p(t) - d{{), if = 0 ( 0 = *>) +<*()-
N o w we w i l l show t h a t 0 0 ) is a r e q u i r e d u p p e r - f u n c t i o n , i.e., i t satisfies
the following conditions :
(a) 0 < 00) a{x) < 2e for x 0 < x 0, for x <x 0 < Xj.
Since, i n (x , 0 Xj]
0 < 00) - ( * ) = (pix) + d(x)) - ipix) - d(x)) = 2d(x) < 2e
(a) follows. T o show ( b ) , we n o t e t h a t
H(,y) v m m ) m i
fit.pd)) m i
f(t,y) y i fUMO) 0(0 i
V ( 0 + P(0 p(O-dit) i
-<(0 + K 0 - 4 0
/() p{0 i
d%m-m *m
0;<O-<?(O /KO + 4 0 i
= MO(?(0-P(0)>O
by t h e h y p o t h e s i s . A s <f() > 0 i n ( i o . * i ] . i t follows t h a t g() > p ( f ) > 0 for
*0 < { * I -
T h e o r e m 1.22.3 ( K i t a g a w a ' s Uniqueness T h e o r e m ) . Let i n a d d i t i o n to the
above hypotheses one o f t h e f o l l o w i n g c o n d i t i o n s h o l d
(1) f{x y)} > concave f u n c t i o n of y; or

s
(2) f{x,y) is convex f u n c t i o n of y.
T h e n , t h e i n i t i a l value p r o b l e m ( 1 1 . 1 ) has a t m o s t one s o l u t i o n i n \x , x 0 0 + a}.
P r o o f . T h e c o n c l u s i o n ( i ) o f T h e o r e m 1.22.1 for y < y < y can b e w r i t t e n as
/.)(, ~y) + f(t,v,){$ -) + HUHy - v,) < o.
I f f(x,y) is concave f u n c t i o n of y, t h e n we have
, , ( e y-y, , -y-y
y-y y-y
/((,)(, -y) + /(.*)( -y) + f(U)(y - y) P > o.
I f f[x,y) is convex f u n c t i o n of y, t h e n a s i m i l a r c o n t r a d i c t i o n follows f r o m t h e
c o n c l u s i o n ( i i ) o f T h e o r e m 1.22.1. I
Example 1.22.1. For t h e i n i t i a l value problem
i r , *y x3
(1.22.2) y = n X
' y ) =
x U ^
j,(0) = 0
i t is easily seen t h a t p(x) = x 2

and r ( i ) = x 2
are t h e m i n i m a l a n d the
ix v
3
m a x i m a l s o l u t i o n s for i > 0. As a f u n c t i o n o f y i t is clear t h a t is

i* + y 1
concave for y < -\/3x 2

or 0 < y < x/lx , 2
a n d c o n v e x for -y/Sx 1
< y < 0 or
y > yfix . 2
CHAPTER 1 97
I f we t a k e t h e f u n c t i o n s 11(2), u(ar) such t h a t
u(x) < p(x) = -x 2

< v(x), X e (O.i!]
u ( 0 ) = p(0) = u(0) = 0
D u ( 0 ) < />'(0) = 0 < D i > ( 0 )

+ +
t h e n t h e r e exists such t h a t u ( f ) < 0, a n d u() > 0. Since / ( , y ) is n o t always
concave w i t h respect t o y i n ( w ( ) , i>(0)> t h e c o n c l u s i o n (i) of T h e o r e m 1.22.1 is
j u s t i f i e d . T h e c o n c l u s i o n ( i i ) of T h e o r e m 1.22.1 can be s i m i l a r l y v e r i f i e d .
(1.22.3)
vW = 0.
I f b > a, t h e n we can t a k e fi(x) = a x a n
^ "O) = ( a
+ F r
sufficiently
s m a l l 21, we have
a-(x} = a<b=f(x, (x))

ll
</'(x) = a + 6 > 6(1 + |6x| ) = / ( x , i/(x)), 1/3

0 < x < x,
a n d this / ( x , y) is a concave f u n c t i o n of y , w h e n 6 a n d y ax are p o s i t i v e . I n
t h i s case t h e i n i t i a l v a l u e p r o b l e m (1.22.3) has a u n i q u e s o l u t i o n follows f r o m
T h e o r e m 1.22.3.
I f b < a, t h e n we choose )j such t h a t a TJ 6 = / ( x , y ( r ) )
a n d this / ( x , y ) is a convex f u n c t i o n of y, w h e n 6 a n d ax y are p o s i t i v e . I n
t h i s case also t h e i n i t i a l value p r o b l e m (1.22.3) has a u n i q u e s o l u t i o n follows
f r o m T h e o r e m 1.22.3.
If b = a, t h e n T h e o r e m 1.22.3 is n o t a p p l i c a b l e . However, i n t h i s case
t h e i n i t i a l v a l u e p r o b l e m (1.22.3) has a t least t w o s o l u t i o n s y(x) = ax a n d
y(x) = ax + (lax) '\ 3

I
E x a m p l e 1.22.3. T h e c o n d i t i o n (1.22.1) is essential for t h e T h e o r e m 1.22.3.
T o show t h i s we consider t h e i n i t i a l v a l u e p r o b l e m
y = f(x,y)
,
= (\-(y-i) } ' 2 1 2
(1.22.4)
y(0) = 0
C l e a r l y , t h i s f{x,y) is c o n t i n u o u s a n d is a convex f u n c t i o n of y i n t h e d o m a i n
D defined b y x > 0, |y - 1| < 1. F o r t h i s p r o b l e m , let p(x) = 0 a n d v{x) =

f x,Q<x<2
\2,x>2 s o t h a t
D u(x)
+ = f(x,ii(x)) = (i.
1 COS X,0 < X < 7T

For t h e i n i t i a l v a l u e p r o b l e m (1.22.4), p(x) = 0 a n d r(x)
2,x > 7T
are t h e m i n i m a l a n d t h e m a x i m a l s o l u t i o n s . I
1.23 T A M A R K I N E ' S NONUNIQUENESS THEOREM
In Section 1.2 we have seen t h a t i f t h e f u n c t i o n f[x,y) does n o t satisfy t h e
L i p s c h i t z c o n d i t i o n (1.2.1), t h e n t h e i n i t i a l value p r o b l e m (1.1.1) m a y have
several s o l u t i o n s . I n t h e year 1922, T a m a r k i n e [156] p o i n t e d o u t t h a t t h e same
s i t u a t i o n prevails i f i n O s g o o d ' s c o n d i t i o n (1.4.3) t h e i n t e g r a l / c converges
as e * 0. Specifically, his r e s u l t is
T h e o r e m 1.23.1 ( T a m a r k i n e ' s Nonuniqueness T h e o r e m ) . L e t f{x,y) be con-
t i n u o u s i n 5 w i t h ( i , yo) = (0> 0)> a n d for a l l (x, y) S

0
\flx,y)-f(x, (x))\>g{\y-y (x)\),

yi) a
w h e r e yo{x) is a s o l u t i o n o f (1.9.4); g{z) is a n i n c r e a s i n g c o n t i n u o u s f u n c t i o n
for 2 > 0, g(0) = 0 and the integral f e ^ converges as e - * 0. T h e n , t h e
i n i t i a l value p r o b l e m (1.9.4) has a t least t w o s o l u t i o n s i n \x\ < a.
P r o o f . T h e p r o o f is p a r a l l e l t o a m o r e general r e s u l t w h i c h we s h a l l p r o v e i n
the next section. I

CHAPTER 1 99
Example 1.23.1. For t h e i n i t i a l v a l u e p r o b l e m
(1.23.1} y' = y \ ,/
y(0) = 0
yo(x) = 0 Is a s o l u t i o n . Since t h e f u n c t i o n f(x,y) = y '

1 2
satisfies a l l t h e
conditions of Theorem 1.23.1 w i t h g(z) = z?,

1 2
and the integral J c z~ ^ dz
l 2
converges, (1.23.1) has a t least t w o s o l u t i o n s . I
1.24 L A K S H M I K A N T H A M ' S N O N U N I Q U E N E S S THEOREM
I f c e r t a i n c o n d i t i o n s o f K a m k e ' s uniqueness t h e o r e m are v i o l a t e d , t h e n t h e
i n i t i a l v a l u e p r o b l e m (1.1.1) has m o r e t h a n one s o l u t i o n s . I n d e e d , t h i s is t h e
c o n t e n t o f t h e f o l l o w i n g result i n w h i c h we s h a l l assume t h a t ( i > Va) (0, 0 ) . 0
Theorem 1.24.1 ( L a k s h m i k a n t h a m ' s Nonuniqueness T h e o r e m ) . A s s u m e t h a t
(i) t h e f u n c t i o n g(x, z) is c o n t i n u o u s i n 0 < x < a, 0 < z < 26, g(x, 0) = 0,
a n d g(x,z) > 0 for z > 0,
(ii) for each x\, 0 < xj < a, z{x) p 0 is a differentiable f u n c t i o n i n 0 < x <
i ] , and continuous i n 0 < x < x t for w h i c h z' [0) + exists; a n d
z'(x) = g(x,z(x)}, 0 < x < X l
*(D) = 4 ( 0 } = 0,
(iii) t h e f u n c t i o n f(x, y) is c o n t i n u o u s i n S + w i t h ( i , y ) = ( 0 , 0 ) a n d for a l l

0 0
(x,y),ix,y)e5 ,
+ x^Q
(1.24.1) \f(x,y) - f(x,y)\> s (x,|j, - y|).
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.9.4) has a t least t w o s o l u t i o n s i n [Q,aJ.
P r o o f . L e t us first assume t h a t / ( x , 0) = 0, so t h a t , p u t t i n g y = 0 i n (1,24.1)
leads t o t h e i n e q u a l i t y | / ( x , y ) | > g(x,\y\). Since f{x,y) is c o n t i n u o u s a n d

g(x, z) > 0 for * > 0 , i t follows t h a t e i t h e r / ( , y) < 0 o r f{x, y) > 0 for y ^ 0.
T h i s implies t h a t
(1.24.2) >ff(*,||), or
(1.24.3) /(*,)<-ff(*,|K|).
B y h y p o t h e s i s , t h e r e exists a <7, 0 < <r < a such t h a t z(a) > 0. L e t p(x)
b e t h e m i n i m a l s o l u t i o n of y' = f(z,y),y(o) = z(a). T h e n , using an argument
s i m i l a r t o t h a t i n t h e p r o o f o f L e m m a 1.15.2, a n d t h e i n e q u a l i t y (1.24.2), i t
can b e s h o w n t h a t p{x) < z{x) t o left o f a as far as p[x) exists. Moreover,
p(x) can be c o n t i n u e d u p t o x = 0 a n d 0 < p(x) < z{x), 0 < X < a. Since
z ( 0 ) = z^.(0) = 0, w e o b t a i n f r o m t h i s r e l a t i o n t h a t p{0) = p\{0) = 0. T h i s
proves t h a t t h e i n i t i a l v a l u e p r o b l e m (1.9.4) has a s o l u t i o n p(x), not identically
zero. O n t h e o t h e r h a n d , since / ( * , 0 ) = 0, (1.9.4) a d m i t s t h e i d e n t i c a l l y
zero s o l u t i o n . Hence, w e have t w o different s o l u t i o n s for t h e p r o b l e m (1.9.4).
C o r r e s p o n d i n g t o t h e case (1.24.3), w c c a n e m p l o y a s i m i l a r r e a s o n i n g t o a r r i v e
at t h e s a m e c o n c l u s i o n .
W e s h a l l n o w remove t h e r e s t r i c t i o n t h a t f(x, 0 ) = 0. L e t y {x)

0 be a s o l u t i o n
o f (1.9,4), e x i s t i n g i n 0 < x < a. U s i n g t h e t r a n s f o r m a t i o n w = y y (x), 0 we
get
(1.24.4) w' = y'-y' (x) 0 = f(x,y)-f(x,y {x))

0 = f{x,w + y {x))-f(x,y (x))
0 0
= F(x,w), say .
Evidently, f ( i , 0 ) = 0. I t follows, therefore t h a t iv(x) = 0 is o n e s o l u t i o n
of (1.24.4) passing t h r o u g h ( 0 , 0 ) . B u t t h e p r e v i o u s c o n s i d e r a t i o n s show t h a t
(1.24.4) has a s o l u t i o n w(x) w h i c h is different f r o m t h e i d e n t i c a l l y zero s o l u t i o n .
T h i s implies t h a t y{x) w(x) + y<j[x) is n o t i d e n t i c a l l y equal t o y {x).0 I
C o r o l l a r y 1.24.2. T a m a r k i n e ' s Nonuniqueness T h e o r e m 1.23.1 is a p a r t i c u l a r
case of T h e o r e m 1.24.1.
P r o o f . I t suffices t o n o t e t h a t t h e i n i t i a l v a l u e p r o b l e m z' = g(z), z(Q) = 0
has a u n i q u e n o n t r i v i a l s o l u t i o n z(x) = G - 1
( i ) , w h e r e G(z) = /' ^ L . |
CHAPTER 1 101
1.25 S A M I M I ' S N O N U N I Q U E N E S S T H E O R E M
T h e f o l l o w i n g result is a g e n e r a l i z a t i o n o f L a k s h m i k a n t h a m ' s nonuniqueness
theorem.
T h e o r e m 1.25.1 ( S a m i m i ' s N o n u n i q u e n e s s T h e o r e m ) . L e t i n T h e o r e m 1.24.1
t h e c o n d i t i o n ( i i ) b e replaced by
(ii)' for each i i , 0 < x\ < a, z(x) ^ 0 is a d i f f e r e n t i a b l e function in
0 < x < x, a n d c o n t i n u o u s i n 0 < x < X\ for w h i c h l i m . . , > I 0 0,
w h e r e t h e f u n c t i o n B(x) is c o n t i n u o u s i n [0, a] a n d B(x) > 0 for x > 0,
and
z'{x) = g(x,z(x)), 0 < x < x,
z(0) = 0.
T h e n , t h e i n i t i a l v a l u e p r o b l e m (1.9.4) has a t least t w o s o l u t i o n s y(x) and y(x)
i n [0,a] such t h a t I h t i ^ o r * l i
'%^ > ]
= 0.
Proof. I m i t a t i n g t h e p r o o f of T h e o r e m 1.24.1 we a r r i v e a t 0 < p{x) <
z(x), 0 < x < a w h i c h i n v i e w of p ( 0 ) 0 i m p l i e s t h a t z(0) = 0. T h u s ,
f r o m t h e c o n d i t i o n ( i i ) ' i t follows t h a t
~ t-O* B[x) B(x)
a n d hence, we have l i m _ + J j ^ = 0. T h i s proves t h a t t h e i n i t i a l value p r o b -

I 0
l e m (1.9.4) has a s o l u t i o n p{x), n o t i d e n t i c a l l y zero such t h a t l i m _ + I 0 = 0-
Since /(a:,0) = 0, (1.9.4) a d m i t s t h e i d e n t i c a l l y zero s o l u t i o n y {x) 0 which obvi-
o u s l y satisfies l i m - I 0 + = 0. Hence, l i m ^ * 0
i w
%) Z t i
= T h e r e s t r i c t i o n
/ ( x , 0 ) P 0 can easily b e r e m o v e d as i n T h e o r e m 1.24.1. I

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1988 Chap01

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CHAPTER 1

FIRST ORDER DIFFERENTIAL EQUATIONS

(1.1.1) y' = f{x,y), y{x )a = y 0

w h e r e t h e f u n c t i o n J(x,y) is at least c o n t i n u o u s i n a d o m a i n D C i? , and

(io> Vo) D . B y a s o l u t i o n o f (1-1.1) i n an i n t e r v a l J c o n t a i n i n g x , 0 we m e a n

(iv) y'{x) = j{x,y(x)).

I f J is closed t h e n a t t h e e n d p o i n t s of J o n l y one - sided existence of y'(x)

is sufficient for t h e existence of a t least one s o l u t i o n of (1.1.1) i n t h e i n t e r v a l

J h : \x ~ x \ Q < h = min(a, where M = sup \f(x,y}\.

e x a m p l e , t h e i n i t i a l value p r o b l e m y' = 2(y l)/x, !/(0) = 0 has n o s o l u t i o n ;

w h i l e t h e p r o b l e m y' = 2(y l)/x, y{0) 1 has an i n f i n i t e n u m b e r of s o l u t i o n s

A l t h o u g h , c o n t i n u i t y o f f(x,y) is sufficient for t h e existence o f a s o l u t i o n

o f (1.1.1), i t does n o t i m p l y t h e uniqueness of t h e s o l u t i o n s . For e x a m p l e , t h e

year 1925 L a v r e n t i e f f [96] gave an e x a m p l e of a c o n t i n u o u s f u n c t i o n J{x,y) in

the open rectangle

w i t h t h e p r o p e r t y t h a t for every choice of t h e i n i t i a l p o i n t (x ,y ) 0 0 interior

t o 5 , t h e i n i t i a l value p r o b l e m (1.1.1) has m o r e t h a n one s o l u t i o n i n every

used m e t h o d s s o m e w h a t s i m i l a r t o t h a t of van K a m p e n [159] a n d c o n s t r u c t e d

same nonuniqueness p r o p e r t y . Hence, t o ensure t h e uniqueness also, besides

c o n t i n u i t y we need t o i m p o s e some a d d i t i o n a l c o n d i t i o n s on f(x,y).

T o ensure t h e uniqueness of t h e s o l u t i o n s of (1.1.1) we b e g i n w i t h the

a s s u m p t i o n t h a t t h e v a r i a t i o n of t h e f u n c t i o n flx,y) relative to y remains

bounded. We state this condition in

D e f i n i t i o n 1.2.1. T h e f u n c t i o n f(x,y) is said t o satisfy t h e u n i f o r m L i p s -

for a l l (x,y),(x,y) i n D h a v i n g t h e same x. T h e n o n n e g a t i v e constant t is

b i l i t y o f / w i t h respect t o y. I n d e e d , f r o m (1.2.1) t h e c o n t i n u i t y o f / with

respect t o T; is o b v i o u s , a n d t h e c o n t i n u o u s f u n c t i o n fix, y) y 2/3

f u n c t i o n / is d i f f e r e n t i a b l e w i t h respect t o y, t h e n i t is easy t o c o m p u t e the

Lemma 1,2.1. Let the domain D be convex a n d the f u n c t i o n f{x,y) be

d i f f e r e n t i a b l e w i t h respect t o y i n D. T h e n , for t h e L i p s c h i t z c o n d i t i o n (1.2.1)

Proof. Since f(x,y) is d i f f e r e n t i a b l e w i t h respect t o y a n d t h e d o m a i n D is

c o n v e x , for a l l (af-, y), {x, y) D t h e m e a n value t h e o r e m provides

w h e r e m i n { j f , i / } < y' < m a x { j / , i / ) . T h u s , on u s i n g (1.2.2) i n ( 1 . 2 . 3 ) , we f i n d

( 1 . 2 . 1 ) . Conversely, f r o m (1.2.1) we have

T o p r o v e t h e f i r s t m a i n result of t h i s section we need t h e f o l l o w i n g two

Lemma 1.2.2. L e t f(x,y) be c o n t i n u o u s i n t h e d o m a i n D, t h e n a n y s o l u t i o n

(1-2-4) *(*) = + f }{t,y{t))dt

an i d e n t i t y i n as, i.e., y'(x) = f(x,y(x)). A n integration of this equality w i t h

y{x ) a = y 0 gives (1.2.4). Conversely, if y{x) is a n y s o l u t i o n o f ( 1 . 2 . 4 ) , then

the substitution x = x 0 i n (1.2.4) gives y{x ) 0 = y. 0 F u r t h e r , since f{x,y) is

c o n t i n u o u s , on d i f f e r e n t i a t i n g (1.2.4), we f i n d t h a t y'(x) f(x,y(x)). I

Lemma 1.2.3. Let ${x) a n d q(x) be n o n n e g a t i v e continuous functions in

(1.2.5) </>(x)<\r (tMt)dt

P r o o f . For X [ x , x 0 0 + a], we define r(x) = j * q{t)>j>{t)dt so t h a t r{x )

a n d r ' ( x ) = q(x)<j>(x). T h u s , f r o m (1.2.5) w e h a v e r ' ( x ) < q(x)r(x). Multiplying

b o t h sides of t h i s i n e q u a l i t y b y e x p ( j * g(i)t/() , we get a

T h u s , exp f f* a q(s}dsj r ( x ) is n o n i n c r e a s i n g . Since r(x ) 0 = 0, i t follows t h a t

r(x) < 0, a n d hence <j>(x) < r ( x ) < 0, H o w e v e r , since t h e f u n c t i o n <l>(x) is

nonnegative, we f i n d t h a t <f/(x) = 0 i n \x ,x 0 a + a]. T h e p r o o f is s i m i l a r i n

T h e o r e m 1.2.4 ( L i p s c h i t z Uniqueness Theorem). L e t / ( x , y ) be c o n t i n u o u s

p r o b l e m (1.1.1) has a t m o s t one s o l u t i o n i n \x XQ| ^ Q

First Proof. Suppose t h a t y(x) a n d y(x) are t w o s o l u t i o n s o f (1.1.1) i n

\x - x \ < a, t h e n f r o m (1.2.4) a n d (1.2.1) i t follows t h a t

\y(x)-y{x)\ < \r\f(t,y(t))-f(Uy(t))\dt

Now as an a p p l i c a t i o n of L e m m a 1.2.3, we find t h a t \y(x) - y(x)\ = 0, a n d

hence y(x) = y(x) i n | i xo\ < a. I

I t is i n t e r e s t i n g t o n o t e t h a t T h e o r e m 1.2.4 can also be p r o v e d by u s i n g

equation representation (1.2.4). Further, the novelty i n t h e p r o o f is i n its

S e c o n d P r o o f . W e s h a l l consider t h e i n t e r v a l \x , x a 0 + a], whereas t h e p r o o f

in t h e i n t e r v a l \x a,x ] 0 0 is s i m i l a r . Suppose y[x) a n d y(x) are t w o s o l u t i o n s

o f (1.1.1). T h e n , y'(x) = f(x,y(x)) a n d y'(x) = f(x>y(x)) i n [x ,x 0 0 + a] a n d

ylxo) = ^(#o) yo- Suppose t o t h e c o n t r a r y t h a t t h e f u n c t i o n y(x] y(x)

at x = x ) 0 does n o t v a n i s h for a l l x i n [ i , x 0 0 + a]. T h e n , t h e r e exists a n u m b e r

(1-2-4) () = + f }{t,y{t))dt