Carathéodory existence theorem

E547409

The Carathéodory existence theorem is a result in the theory of ordinary differential equations that guarantees the existence (and sometimes uniqueness) of solutions under weaker regularity conditions on the right-hand side than those required by classical theorems like Picard–Lindelöf.

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Statements (45)

Predicate Object
instanceOf mathematical theorem
allows discontinuous right-hand side in time variable
appearsIn advanced textbooks on ordinary differential equations
monographs on differential equations with discontinuous right-hand sides
appliesTo initial value problems for ordinary differential equations
assumes Carathéodory conditions on the right-hand side
continuity of f in the state variable for almost every time
local integrable bound on f
measurability of f in the time variable
comparedTo Picard–Lindelöf theorem NERFINISHED
concerns Carathéodory-type right-hand side f(t,x)
differential equation x'(t)=f(t,x(t))
concludes existence of an absolutely continuous solution
solution satisfies the differential equation almost everywhere
context measurable dependence on time
non-Lipschitz right-hand sides
ensures local solvability under Carathéodory conditions
field mathematical analysis
ordinary differential equations
generalizes Picard–Lindelöf existence theorem NERFINISHED
classical existence theorems for ODEs
guarantees existence of solutions to ordinary differential equations
hasVersion global existence version under growth conditions
local existence version
implies existence of Carathéodory solutions
mayGuarantee local existence of solutions
maximal interval of existence for solutions
namedAfter Constantin Carathéodory NERFINISHED
relatedTo Filippov theory of differential equations with discontinuous right-hand sides NERFINISHED
Peano existence theorem NERFINISHED
reliesOn Lebesgue integration NERFINISHED
absolute continuity of functions
requires for each compact set in state space, an integrable majorant of f
local boundedness of f by an integrable function
sometimesGuarantees uniqueness of solutions under additional conditions
statedFor systems of ordinary differential equations
vector-valued unknown functions
strengthens pure measurability assumptions by continuity in state variable
topicIn theory of initial value problems
typeOfSolution Carathéodory solution NERFINISHED
usedIn control theory
differential inclusions and related generalizations
measure differential equations
nonlinear dynamical systems
usesWeakerConditionsThan Picard–Lindelöf theorem NERFINISHED

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Peano existence theorem relatedConcept Carathéodory existence theorem