Mathematical Methods in Chemical Engineering

2.7: EXISTENCE AND UNIQUENESS THEOREM FOR A SYSTEM OF NONLINEAR ODEs

2.7 EXISTENCE AND UNIQUENESS THEOREM FOR A SYSTEM OF NONLINEAR ODEs

In previous sections we considered a single nonlinear ODE. However, the same conclusions also hold for a system of first-order ODEs


with ICs


which may be written compactly as



The result, obtained by following the same steps as before, can be summarized as follows (cf. Ince, 1956, section 3.3; Brauer and Nohel, 1989, section 3.4).

Theorem

Let the functions f i, i = 1,2, , n, be single-valued and continuous in their ( n + 1) arguments in the domain defined by


and let


in this domain. Also, define


and if h < a, restrict x to x ? x 0 ? h. Furthermore, let the functions f i satisfy the Lipschitz condition in :


Then there exist unique, continuous functions of x, y i( x) satisfying eqs. (2.7.1) and (2.7.2). These functions are obtained from the sequences


in the limit as j ? ?, and they are continuous with respect to the initial conditions y 0 or parameters in f. These solutions can be extended in both directions of x 0 until y( x) remains finite or until its graph meets the boundary of , where y denotes the norm of y, defined by eq. (1.5.4).

This result is not only valuable by itself, but it can also be employed for...

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