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Consider a first order equation in $\mathbb{R}$ with $f(t,x)$ defined on $\mathbb{R}\times \mathbb{R}$. Assume the equation $x'=f(t,x)$. Suppose $xf(t,x)<0$ for $|x|>R$ where $R$ is a fixed positive constant number. I have to show that all solutions exist for all $t>0$.

The way I look at it is that $x x'=xf(t,x)<0$ thus $x'<0$ for $x> R$ and $x'>0$ for $x<-R$, therefore for solutions starting at $x>R$ the solution cannot pass $x=-R$ line since it would need to go back up and for solutions starting at $x<-R$ the solution starts growing but it cannot go beyond $x=R$ since it needs to start decreasing again.

I need help understanding the answer below.Why is $|x(\tau)|=2R$ below?

Thank you, Klara

Klara
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1 Answers1

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We have the following:

Proposition Let $x: [0,T) \to \mathbb{R}$ be continuous and differentiable and satisfies $x' = f(t,x)$, then for any increasing sequence of times $T_n \nearrow T$ we have that $\limsup_{n} |x(T_n) | < \infty$.

The above proposition implies that a solution cannot "blow up in finite future time", which I think is the proper interpretation of the question asked.

The proof of the proposition is simple: intuitively using that $(x^2)' = 2xx' = 2xf$ we have that by the condition given in the hypothesis, once $|x|$ reaches a value that is larger than $R$, it can only decrease (and not increase). This forces the value of $x$ to remain bounded and hence cannot blow up in finite time. To formalise the proof we write as follows.

Proof (rewritten in 2024 to be more clear): By way of contradiction, suppose $\limsup_n |x(T_n)| = +\infty$, then there is a subsequence $T_{n_j}$ such that $|x(T_{n_j})|$ is increasing and diverges to infinity. WLOG we pass to the subsequence and still call it $T_n$ for convenience.

Since $|x(T_{n})|$ now increases and diverges to infinity, there is some $N$ such that for all $n \geq N$, $|x(T_{n})|> 2R$. Restrict our attention to the interval $[T_N, T_{N+1}]$. Let $\tau$ be the supremum within this interval $$ \tau = \sup \{ t\in [T_N,T_{N+1}] | |x(t)| \leq 2R \} $$ so that if $|x(t)| > 2R$ throughout the interval, $\tau$ is defined to be $T_N$.

The reason for this definition is that we ensure two things:

  • At no times beyond $\tau$ is $|x(t)|< 2R$.
  • We guarantee that $|x(\tau)| < |x(T_{N+1})|$; this is because by construction $|x(T_{N+1})| > |x(T_N)| > 2R$.

By continuity of $x$, there is an interval of times near $T_{N+1}$ where $x$ takes values larger than $2R$ also, and so we also find that

  • $\tau < T_{N+1}$ strictly.

Apply now the mean value theorem to $|x|^2$ on the interval $[\tau,T_{N+1}]$, we have that there exists $\tau'\in [\tau,T_{N+1}]$ such that $$2x x' |_{t = \tau'} = (|x|^2)' = \frac{|x(T_{N+1})|^2 - |x(\tau)|^2}{T_{N+1} - \tau} > 0 $$ On the other hand we have $|x(\tau')| \geq 2R$ as $\tau' \geq \tau$. Hence we also have $$ xx'|_{t = \tau'} = xf < 0 $$ by the hypothesis of the problem. And we arrived at the contradiction.


A comment about existence: solutions to your differential equation do not need to exist if $f$ is sufficiently bad. It is well known that a derivative of a everywhere differentiable, continuous function cannot be too discontinuous. In particular, let $\chi(x)$ denote the function that equals $1$ when $x < 0$, and $-1$ when $x \geq 0$. Now let $\phi(t)$ be a nowhere continuous function such as the indicator of the rational numbers. Then for $f(x,t) = \phi(t) \chi(x)$ it is impossible for any continuous and differentiable function $x = x(t)$ to satisfy $x' = f(t,x)$.

So strictly speaking under the conditions given it is false that every solution exists for all positive time.

Willie Wong
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  • You might want to add how you use $\phi$ and $\chi$ in the example, probably as $f(t,x)=\phi(t)\chi(x)$. – Did Nov 02 '12 at 16:30
  • @ Willie Thank you so much! – Klara Nov 02 '12 at 16:35
  • @did: oops! I can't believe I forgot that important piece of info! Thanks for the comment. – Willie Wong Nov 05 '12 at 09:48
  • These things just happen... :-) – Did Nov 05 '12 at 12:00
  • @Klara: I just saw your suggested edit; the other users rightly rejected the suggestions. Firstly, $x$ being a solution of an ordinary differential equation depends only on the independent variable $t$. As to the intuition behind the argument: the idea is that were $x$ to start bigger than $R$, then $x$ can only decrease until it becomes less than or equal to $R$, after which anything goes. Were $x$ to start smaller than $R$, it can do whatever it wants as long as it never gets bigger than $R$. – Willie Wong Nov 20 '12 at 10:29
  • @WillieWong it's not clear to me why the set ${t\in[T_{n}, T_{n+1}]: |x(t)|\leq 2R}$ is non-empty. Instead, I think we can choose the sequence ${x(T_{n})}$ such that $|x(T_{n+1})| > |x(T_{n})|$ and apply the mean value theorem to the interval $[T_{n}, T_{n+1}]$ (for $n > R$ as you did). +1 for the idea anyway! – Karthik Kannan Sep 25 '24 at 21:24
  • @KarthikKannan: I used the convention that the sup of the empty subset in an order complete toset is the min of the toset; but I see that I didn't spell that out and that may indeed be confusing. I rewrote the first half of the proof just now to spell it out clearly. The $\tau$ is meaningful as without it, the mean value theorem may identify a point between $T_n$ and $T_{n+1}$ where $x$ is small, which would not give the necessary contradiction. – Willie Wong Sep 28 '24 at 13:18
  • @WillieWong Thanks a lot for the edits and clarification. I now see the importance of defining $\tau$ because, as you say, without defining it, it might happen that $|x(\tau')| \leq R$. – Karthik Kannan Sep 28 '24 at 14:47