In my notes, there is a proof of the fact that if $c_1,c_2:I \to M$ are geodesics from an interval $I \subset \mathbb{R}$ to a smooth manifold $M$, presumably semi-riemannian, where $c_1(a) = c_2(a)$ and $c_1'(a) = c_2'(a)$, for some $a \in \mathbb{R}$, then $c_1 = c_2$.
Now, I read somewhere else (Christian Bär:s notes) that this "easily" follows from the fact that the geodesic equation is a second-order non-linear ordinary differential equations, hence we can use Picard-Lindelöf, so that by uniqueness of solution to the IVP, $c_1 = c_2$.
Here is the proof in my notes:
Proof: Let $$J := \{t \in I: c_1(t) = c_2(t), \quad c_1'(t) = c_2'(t)\}$$.
- $J \neq \emptyset$, since $a \in J$.
- J is closed since it is defined by a continuous equation.
- J is open; For each $b \in J$, lemma 5.2.2 gives us that there exists an $\epsilon > 0$ such that $c_1(t) = c_2(t)$ for $t \in (b-\epsilon,b+\epsilon)$. This means that $c_1'(t) = c_2'(t)$ so that $(b-\epsilon,b+\epsilon) \subset J \subset I$ hence $J$ is open.
Now, I sort of get the general idea. We want to show that $J$ is non-empty, and both open and closed in $I$, since $I$ is an interval in $\mathbb{R}$, it follows that $I$ is connected, hence the only sets that are both open and closed are $\emptyset,I$. By implication, since $J$ is not empty, we must have $I = J$.
My question relates to $2)$. What does he mean by "J is closed since it defined by a continuous equation"? I know that a continuous function $f:X \to Y$ between topological spaces $X,Y$ is such that if $A \subset Y$ is closed, then $f^{-1}(A)$ is closed. Is that what he is referring to?
Also, I am not entirely sure how to think about the geodesic equation as a system of second-order non-linear ordinary differential equations. How shall I think of $$(c^k)''+(c^i)'(c^j)'\Gamma^k_{ij} = 0 \quad (1 \leq k \leq n)?$$
Generally, a second-order differential equation is on the form $f(t,x,x',x'')$, but here we have $(c^k)'',(c^i)',(c^j)'$ and also a variable coefficient $\Gamma^k_{ij}:U \to \mathbb{R}$ that is locally defined.
Note that $c^j = (x^1 \circ c)$ for a chart $(U, \varphi = (x^1,\ldots,x^n))$.