I'm having some trouble with the existence and uniqueness (E&U) thms for ODEs:
Consider the IVP:
In order to use some Existence and Uniqueness(E&U) thms we need f to be Lipschitz or at least locally Lipschitz in x.
The problem is now how to prove this in special cases.
Consider the special case:
Now, assuming we want to prove existence and uniqueness we must first find the domain of f, i.e.
but I couldn't estimate f to have any Lipschitz continuity because of the singularity at 1
If we solve the equation - we find the solution to be:
which sets another domain for f: (-1,1)x(1,2]->R, apparently the more precise one.
How should I proceed in such cases?
Also, consider cases where you have to prove E&U but cannot solve the equation explicitly. Then what?!
thanks in advance!