WEBVTT

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[SQUEAKING]

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[RUSTLING]

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[CLICKING]

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TOBIAS COLDING: Last time we
talked about the Picard-Lindelöf

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theorem.

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And so this theorem is
about solutions to ODEs.

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And so, specifically, it's
asking that-- so you have

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a function f and a function g.

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And f here is a differentiable.

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And the derivative of f, as
well as g, are continuous.

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And then the problem is that
you're looking for solutions.

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So you want a solution.

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So looking for a
solution y to the ODE.

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And the ODE is at the derivative
should be equal to f of y.

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So at some point x,
the derivative of y

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should be equal to f
of y of x plus g of x.

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And you are looking for that
this function, that y of 0, say,

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is equal to a.

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So this is what's called
the initial condition.

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And this is so--

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this is equal to that.

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And so in order to--

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so we want existence--

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so want existence
and uniqueness.

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So existence just
means that there

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is a solution for a given a.

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There is a solution.

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Uniqueness means that if you
have two solutions to this ODE,

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then they will have to coincide.

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And so the way we were setting
it up was that we were using--

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so using the contraction
mapping theorem.

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So the contraction mapping
theorem is the following,

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that if you take a metric space
x, and this metric space is x,

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d is a metric space, is a Cauchy
complete metric space then

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a contracting map-- so a
contracting map is a map g from

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this metric space
into itself so that--

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and a constant c
strictly less than 1,

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so that if you measure the
distance between the images,

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the images are
squeezed together.

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So this means that the
distance between the images

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is this constant
that is strictly

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less than 1 times the
distance between x and y.

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So this is a contracting map.

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And the contracting
mapping theorem say--

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so the contraction mapping
theorem is the following.

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There exists if you have a
Cauchy complete metric space

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and you have a
contracting map like this,

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then T has a unique fixed point.

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And remember that
a fixed point--

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so a fixed point.

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This is x in this space so
that T leaves it invariant.

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And so we proved this.

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We proved the contraction
mapping theorem last time.

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Now, how were we going
to use for this ODE?

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So we defined-- so if I
here is an containing a 0,

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then we defined--

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and u is a function.

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And u-- I'm sorry, y is
a continuous function,

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then we defined g of y.

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So this is a continuous
function on the interval on I.

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Then we defined another
continuous function

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on the same interval as
follows, that's the T of y.

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So this is going to be
a continuous function.

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So in x, this thing here is--

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this is a.

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Because we want it to have
value at 0 a, and then

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we're integrating from 0 to x
of f of y of s plus g of s ds.

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And so this-- this here
gives you a map up from--

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gives you a map from
the continuous function

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on this interval into
the continuous function

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on the interval.

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And it also has the property
that if you take a function

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and you evaluate it
at 0, then you get a.

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And now, we observe that,
in fact, the image here--

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the image is-- if you
define-- when you define it

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like this, by the fundamental
theorem of calculus,

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this function here
is differentiable.

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So this function is--

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so it actually takes--

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so T actually takes the
space of continuous functions

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into the space of
functions that are not

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just continuous, but
actually differentiable,

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and even the derivative
is continuous.

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And the ones that are--

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so this here is the
space of functions.

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So this is functions that are
where the functions y so that y

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prime exists and is continuous.

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And so now, what
we saw last time

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was that by the fundamental
theorem of calculus--

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of calculus, the derivative--

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so by the fundamental
theorem of calculus,

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the derivative of this
function, if you take y

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and you take T of it,
this is now a function,

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and it's differentiable, and
the derivative is f of y.

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So at x, it's f of
y of x plus g of x.

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And so this means that if--

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so if y is a fixed
point for the map g--

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so if it's a fixed point,
this just means that g of y

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is equal to y.

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Well then this thing here,
this is the derivative of y.

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So then it means that
y here solves the ODE.

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We have already checked
that the initial value--

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we did that somewhere here.

00:11:08.870 --> 00:11:10.630 align:middle line:84%
We already checked
that the initial value

00:11:10.630 --> 00:11:12.190 align:middle line:90%
is what it should be.

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And if it's a fixed
point, then the derivative

00:11:15.670 --> 00:11:19.670 align:middle line:90%
is also what it should be.

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So we want to find
a fixed point.

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And so what we did last time was
that we saw that if we restrict

00:11:29.470 --> 00:11:31.270 align:middle line:90%
the interval--

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so last time, what
we proved is this,

00:11:38.220 --> 00:11:40.140 align:middle line:84%
that if we restrict
the interval--

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so last time we showed--

00:11:43.000 --> 00:11:43.750 align:middle line:90%
so we set.

00:11:43.750 --> 00:11:46.680 align:middle line:90%


00:11:46.680 --> 00:11:54.680 align:middle line:84%
M here equal to a,
absolute value of a plus 2,

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and then we saw that there
exists a delta 0 at delta 0

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greater than 0, such that if
you restrict to the interval,

00:12:13.000 --> 00:12:16.920 align:middle line:84%
if you're looking at the
interval of continuous function,

00:12:16.920 --> 00:12:18.800 align:middle line:84%
the interval of
continuous function

00:12:18.800 --> 00:12:21.520 align:middle line:90%
on this little interval--

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so this is an interval around 0
and you're looking at this map,

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then this map here--

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well, first of all,
we already know

00:12:31.800 --> 00:12:35.120 align:middle line:84%
that it takes this the
space of continuous function

00:12:35.120 --> 00:12:37.650 align:middle line:84%
into the space of
continuous function.

00:12:37.650 --> 00:12:40.170 align:middle line:90%
But we have something more.

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We have that if you're looking
at the subspace of this, which

00:12:45.370 --> 00:12:55.090 align:middle line:84%
is the space of functions
y that are here,

00:12:55.090 --> 00:12:58.690 align:middle line:84%
and you also require
that the norm here

00:12:58.690 --> 00:13:05.290 align:middle line:84%
is less than or equal to M,
then T takes this space here

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into itself.

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This is this lemma that
we proved last time.

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So this space here, you can
think about this space here,

00:13:21.690 --> 00:13:24.930 align:middle line:84%
as we did last time,
as-- so then we defined--

00:13:24.930 --> 00:13:33.840 align:middle line:84%
we defined-- we defined
capital R equal to--

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00:13:36.660 --> 00:13:37.240 align:middle line:90%
no, actually.

00:13:37.240 --> 00:13:37.740 align:middle line:90%
Sorry.

00:13:37.740 --> 00:13:43.280 align:middle line:84%
We defined-- we looked at
the balls just on this.

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So we looked at the
ball of radius capital N

00:13:50.740 --> 00:13:54.740 align:middle line:90%
in this around this 0 function.

00:13:54.740 --> 00:13:58.420 align:middle line:84%
So this thing here
is the closed ball

00:13:58.420 --> 00:14:01.300 align:middle line:84%
in the space of continuous
function with the metric

00:14:01.300 --> 00:14:02.940 align:middle line:90%
that we've been using.

00:14:02.940 --> 00:14:07.420 align:middle line:84%
And this set here we can think
about, if we want, as this set.

00:14:07.420 --> 00:14:15.900 align:middle line:90%


00:14:15.900 --> 00:14:18.420 align:middle line:90%
So now what we have is--

00:14:18.420 --> 00:14:23.100 align:middle line:84%
so we have-- so the setup now
is that we want to find a fixed

00:14:23.100 --> 00:14:29.820 align:middle line:84%
point for this map T. We have
a space that we want to look

00:14:29.820 --> 00:14:33.810 align:middle line:84%
at, and the space is, again,
now we're going to think about--

00:14:33.810 --> 00:14:38.630 align:middle line:84%
so just to-- so this is
the space we're looking at.

00:14:38.630 --> 00:14:41.230 align:middle line:84%
But this is what we
before have denoted.

00:14:41.230 --> 00:14:44.110 align:middle line:84%
Like, the ball in
this metric space,

00:14:44.110 --> 00:14:47.910 align:middle line:84%
it's centered at the
function that is constant 0

00:14:47.910 --> 00:14:51.270 align:middle line:90%
and this is the radius.

00:14:51.270 --> 00:14:57.530 align:middle line:84%
And so I'm now looking
at this, this map.

00:14:57.530 --> 00:15:01.910 align:middle line:84%
So we have now shown that
it takes this metric ball

00:15:01.910 --> 00:15:04.310 align:middle line:90%
into itself.

00:15:04.310 --> 00:15:07.070 align:middle line:84%
And I want to find
a fixed point.

00:15:07.070 --> 00:15:08.490 align:middle line:90%
I want to find a fixed point.

00:15:08.490 --> 00:15:16.270 align:middle line:90%


00:15:16.270 --> 00:15:23.070 align:middle line:90%
Fixed point of T.

00:15:23.070 --> 00:15:25.110 align:middle line:90%
So I need to--

00:15:25.110 --> 00:15:26.670 align:middle line:90%
I need to show--

00:15:26.670 --> 00:15:29.430 align:middle line:90%
so we want to show--

00:15:29.430 --> 00:15:40.350 align:middle line:84%
want to show that T
is a contracting map.

00:15:40.350 --> 00:15:44.880 align:middle line:90%


00:15:44.880 --> 00:15:45.840 align:middle line:90%
Why?

00:15:45.840 --> 00:15:48.440 align:middle line:84%
Because if it is
a contracting map,

00:15:48.440 --> 00:15:51.880 align:middle line:84%
then we already know
that if you take a closed

00:15:51.880 --> 00:16:00.160 align:middle line:84%
interval like this, and you
equip it with the usual distance

00:16:00.160 --> 00:16:04.190 align:middle line:84%
that we have, this here
is Cauchy complete.

00:16:04.190 --> 00:16:12.740 align:middle line:90%


00:16:12.740 --> 00:16:16.280 align:middle line:84%
But now if you take a
Cauchy complete space,

00:16:16.280 --> 00:16:18.560 align:middle line:84%
and you're taking
a closed subset--

00:16:18.560 --> 00:16:20.880 align:middle line:84%
and this here is
a closed subset--

00:16:20.880 --> 00:16:24.320 align:middle line:84%
then this here is
also Cauchy complete.

00:16:24.320 --> 00:16:25.530 align:middle line:90%
This here is also.

00:16:25.530 --> 00:16:32.930 align:middle line:90%


00:16:32.930 --> 00:16:38.490 align:middle line:84%
So if we could prove that T
from this space into itself

00:16:38.490 --> 00:16:40.490 align:middle line:84%
is a contracting
map, so it means

00:16:40.490 --> 00:16:43.770 align:middle line:84%
that there exists a C
strictly less than 1.

00:16:43.770 --> 00:16:46.010 align:middle line:84%
Then we would have
a fixed point,

00:16:46.010 --> 00:16:49.382 align:middle line:84%
and we would have a
solution to the array.

00:16:49.382 --> 00:16:52.810 align:middle line:84%
The thing is that this is
not quite going to do it.

00:16:52.810 --> 00:16:57.090 align:middle line:84%
It's not quite a
contracting map.

00:16:57.090 --> 00:17:00.830 align:middle line:90%
But so we will need--

00:17:00.830 --> 00:17:13.650 align:middle line:84%
so for it to be a
contracting map,

00:17:13.650 --> 00:17:28.290 align:middle line:84%
we need to restrict
the integral further.

00:17:28.290 --> 00:17:32.550 align:middle line:90%


00:17:32.550 --> 00:17:44.350 align:middle line:84%
So by that, I mean that we need
to find-- we need delta to be--

00:17:44.350 --> 00:17:46.910 align:middle line:84%
we need to show that
there's some delta.

00:17:46.910 --> 00:17:49.070 align:middle line:90%
It will actually be less than.

00:17:49.070 --> 00:17:52.430 align:middle line:84%
So we need to show that there
is some delta that is smaller

00:17:52.430 --> 00:17:55.550 align:middle line:84%
than this delta zero, and
so that if you restrict

00:17:55.550 --> 00:17:59.100 align:middle line:84%
to this space here, now
it's a continuous function.

00:17:59.100 --> 00:18:01.990 align:middle line:90%


00:18:01.990 --> 00:18:04.950 align:middle line:84%
I will denote the
ball by the same.

00:18:04.950 --> 00:18:09.330 align:middle line:84%
But this here is actually a ball
in a different metric space,

00:18:09.330 --> 00:18:13.750 align:middle line:84%
because this is now a ball
in the continuous functions

00:18:13.750 --> 00:18:15.900 align:middle line:90%
on this smaller interval.

00:18:15.900 --> 00:18:19.536 align:middle line:90%


00:18:19.536 --> 00:18:21.970 align:middle line:90%
But it's of the same radius.

00:18:21.970 --> 00:18:27.180 align:middle line:84%
So if we restrict the map to
this space here, then on this,

00:18:27.180 --> 00:18:29.220 align:middle line:90%
it is a contracting map.

00:18:29.220 --> 00:18:31.910 align:middle line:84%
So we need to cut
down the integral.

00:18:31.910 --> 00:18:34.520 align:middle line:90%


00:18:34.520 --> 00:18:37.080 align:middle line:90%
So now, how do we do that?

00:18:37.080 --> 00:18:44.000 align:middle line:84%
So we need the contracting
property again.

00:18:44.000 --> 00:18:47.420 align:middle line:84%
And so suppose you
take two functions.

00:18:47.420 --> 00:18:50.760 align:middle line:90%


00:18:50.760 --> 00:18:54.800 align:middle line:84%
These are continuous
maps on some interval,

00:18:54.800 --> 00:18:59.880 align:middle line:90%
say, from right here.

00:18:59.880 --> 00:19:04.120 align:middle line:84%
Again, delta is now-- that's
a delta we are looking for.

00:19:04.120 --> 00:19:07.400 align:middle line:84%
And it would be smaller
than delta zero.

00:19:07.400 --> 00:19:14.820 align:middle line:84%
So since it's smaller than delta
zero, we already know that T--

00:19:14.820 --> 00:19:17.280 align:middle line:90%
so we have two maps like this.

00:19:17.280 --> 00:19:19.620 align:middle line:84%
They are both supposed
to be in the ball,

00:19:19.620 --> 00:19:23.930 align:middle line:84%
so this means that this
thing here is less than M.

00:19:23.930 --> 00:19:27.730 align:middle line:84%
And we know we have already
proven, just because delta is

00:19:27.730 --> 00:19:32.330 align:middle line:84%
less than delta is zero,
that T of this function

00:19:32.330 --> 00:19:38.410 align:middle line:84%
here has norm less
than or equal to M.

00:19:38.410 --> 00:19:41.590 align:middle line:84%
But now, let's look
at the difference.

00:19:41.590 --> 00:19:53.450 align:middle line:84%
So T of y1 of x
minus T of y2 of x.

00:19:53.450 --> 00:19:55.950 align:middle line:84%
And we're interested
in the norm here.

00:19:55.950 --> 00:19:58.530 align:middle line:90%


00:19:58.530 --> 00:20:02.520 align:middle line:84%
And now x here is in
this smaller interval.

00:20:02.520 --> 00:20:06.142 align:middle line:90%


00:20:06.142 --> 00:20:09.850 align:middle line:84%
So now let's just write
down what the map is.

00:20:09.850 --> 00:20:12.610 align:middle line:90%
So the map here is the integral.

00:20:12.610 --> 00:20:13.450 align:middle line:90%
So it's a.

00:20:13.450 --> 00:20:17.690 align:middle line:84%
Sorry, it's a plus
the integral from zero

00:20:17.690 --> 00:20:29.820 align:middle line:84%
to x of f of y1 s
plus g of s, ds,

00:20:29.820 --> 00:20:41.260 align:middle line:84%
minus a plus the integral
from zero to x of f of y2 s

00:20:41.260 --> 00:20:45.290 align:middle line:90%
plus g of s, ds.

00:20:45.290 --> 00:20:48.260 align:middle line:90%


00:20:48.260 --> 00:20:51.380 align:middle line:84%
And now you see
that the a's cancel.

00:20:51.380 --> 00:20:54.500 align:middle line:90%
The a's cancel.

00:20:54.500 --> 00:21:00.526 align:middle line:84%
And the g of s, and
those also cancel out.

00:21:00.526 --> 00:21:03.620 align:middle line:84%
So you are left with
that this thing here

00:21:03.620 --> 00:21:06.980 align:middle line:84%
is the absolute value of
the integral from zero

00:21:06.980 --> 00:21:25.710 align:middle line:84%
to x of f of y1 of s
minus f of y2 of s, ds.

00:21:25.710 --> 00:21:39.910 align:middle line:90%


00:21:39.910 --> 00:21:51.190 align:middle line:84%
Now, so last time,
when we proved

00:21:51.190 --> 00:22:00.350 align:middle line:84%
that the map T takes this ball
into the ball, we defined--

00:22:00.350 --> 00:22:02.730 align:middle line:84%
so let me just
define that again.

00:22:02.730 --> 00:22:05.750 align:middle line:90%
We defined L1.

00:22:05.750 --> 00:22:12.130 align:middle line:84%
And L1 was the
maximum of, actually--

00:22:12.130 --> 00:22:22.320 align:middle line:90%


00:22:22.320 --> 00:22:24.360 align:middle line:84%
I don't remember whether
it was called L1.

00:22:24.360 --> 00:22:28.160 align:middle line:84%
Let me just call it
L to not call it.

00:22:28.160 --> 00:22:39.160 align:middle line:84%
So L here is the
maximum of f prime of z,

00:22:39.160 --> 00:22:47.560 align:middle line:84%
where z here has norm
less or equal to M.

00:22:47.560 --> 00:22:53.080 align:middle line:84%
So this is so f prime
exists and is continuous.

00:22:53.080 --> 00:22:58.000 align:middle line:84%
So on this interval
here, it has a maximum.

00:22:58.000 --> 00:23:00.320 align:middle line:90%
So it's a nice finite number.

00:23:00.320 --> 00:23:02.400 align:middle line:90%
And so now, we use the--

00:23:02.400 --> 00:23:06.250 align:middle line:90%
so by the mean value theorem--

00:23:06.250 --> 00:23:07.250 align:middle line:90%
the mean value theorem--

00:23:07.250 --> 00:23:13.920 align:middle line:90%


00:23:13.920 --> 00:23:23.410 align:middle line:84%
by the mean value theorem we
have that f of z1 minus f of z2,

00:23:23.410 --> 00:23:33.930 align:middle line:84%
as long as z1 and z2 are in
the interval from minus M to M,

00:23:33.930 --> 00:23:36.530 align:middle line:84%
then we have that
this difference here

00:23:36.530 --> 00:23:42.010 align:middle line:84%
is equal to the derivative in
some intermediate point set

00:23:42.010 --> 00:23:43.622 align:middle line:90%
to sigma--

00:23:43.622 --> 00:23:45.010 align:middle line:90%
to psi, I guess.

00:23:45.010 --> 00:23:48.930 align:middle line:84%
Psi-- times the difference
between the two.

00:23:48.930 --> 00:23:51.530 align:middle line:90%
z1 minus z2.

00:23:51.530 --> 00:23:53.010 align:middle line:90%
So we have this.

00:23:53.010 --> 00:23:55.890 align:middle line:90%
This is the mean value theorem.

00:23:55.890 --> 00:23:58.450 align:middle line:90%
And so we have that--

00:23:58.450 --> 00:24:06.210 align:middle line:84%
therefore, we have that the
norm here of the difference

00:24:06.210 --> 00:24:08.850 align:middle line:90%
is bounded by this here.

00:24:08.850 --> 00:24:10.690 align:middle line:84%
When we take the
absolute value of this,

00:24:10.690 --> 00:24:12.110 align:middle line:84%
we're getting the
absolute value.

00:24:12.110 --> 00:24:18.060 align:middle line:84%
So this here is equal to the
absolute value of f prime sigma

00:24:18.060 --> 00:24:20.150 align:middle line:90%
times z1 minus z2.

00:24:20.150 --> 00:24:23.580 align:middle line:90%


00:24:23.580 --> 00:24:28.820 align:middle line:84%
This thing here, because these
two are in this interval,

00:24:28.820 --> 00:24:33.530 align:middle line:84%
this is bounded by capital
L. So you're getting this.

00:24:33.530 --> 00:24:37.660 align:middle line:90%


00:24:37.660 --> 00:24:43.540 align:middle line:84%
And so now, if you
use this factor,

00:24:43.540 --> 00:24:45.980 align:middle line:84%
and you use this on
this-- so this thing

00:24:45.980 --> 00:24:51.680 align:middle line:84%
here is less than or equal to
the integral from zero to x.

00:24:51.680 --> 00:24:53.380 align:middle line:84%
And I can take
the absolute value

00:24:53.380 --> 00:24:55.620 align:middle line:90%
in under the integration sign.

00:24:55.620 --> 00:25:08.020 align:middle line:84%
So I get f of y1s
minus f of y2s, ds.

00:25:08.020 --> 00:25:09.820 align:middle line:90%
Right?

00:25:09.820 --> 00:25:12.570 align:middle line:84%
And so now I can
continue this string.

00:25:12.570 --> 00:25:15.270 align:middle line:84%
So I have what I'm
interested in is T

00:25:15.270 --> 00:25:22.950 align:middle line:90%
of y1 at x minus T of y2 of x.

00:25:22.950 --> 00:25:27.230 align:middle line:84%
And I'm interested in the
bound for the absolute value.

00:25:27.230 --> 00:25:32.190 align:middle line:84%
And I have that this is less or
equal to the integral from zero

00:25:32.190 --> 00:25:46.030 align:middle line:84%
to x of f of y1s
plus f of y2s, ds.

00:25:46.030 --> 00:25:50.310 align:middle line:84%
And now I know that
this integral here, x

00:25:50.310 --> 00:25:54.270 align:middle line:84%
is supposed to lie in
this interval here.

00:25:54.270 --> 00:25:59.630 align:middle line:84%
So this means that the length
of this interval from zero to--

00:25:59.630 --> 00:26:01.350 align:middle line:90%
is at most delta.

00:26:01.350 --> 00:26:03.030 align:middle line:90%
So delta.

00:26:03.030 --> 00:26:07.390 align:middle line:84%
And then I can take
the maximum of this.

00:26:07.390 --> 00:26:10.500 align:middle line:90%
Or I can take this one.

00:26:10.500 --> 00:26:13.560 align:middle line:84%
I can take the maximum
of this, but you

00:26:13.560 --> 00:26:16.560 align:middle line:84%
see that this string
here is bounded by.

00:26:16.560 --> 00:26:18.760 align:middle line:90%
So this is the maximum.

00:26:18.760 --> 00:26:21.800 align:middle line:90%
It's the maximum.

00:26:21.800 --> 00:26:27.000 align:middle line:84%
And if I use this inequality
here, it's bounded by L,

00:26:27.000 --> 00:26:28.480 align:middle line:90%
and then it's applied.

00:26:28.480 --> 00:26:31.600 align:middle line:84%
This here you should
think about as z1.

00:26:31.600 --> 00:26:34.840 align:middle line:84%
And this here for each
x, s, you can think

00:26:34.840 --> 00:26:37.600 align:middle line:90%
about this as z1 one and z2.

00:26:37.600 --> 00:26:47.280 align:middle line:84%
And so you're getting this
thing here times y1s minus y2s.

00:26:47.280 --> 00:26:56.280 align:middle line:84%
And here, s will now lie in the
interval, in this interval here.

00:26:56.280 --> 00:26:59.120 align:middle line:90%
Oops.

00:26:59.120 --> 00:27:00.400 align:middle line:90%
Right.

00:27:00.400 --> 00:27:03.280 align:middle line:84%
And so now you see that
this is just a constant.

00:27:03.280 --> 00:27:09.890 align:middle line:84%
So this is equal to delta
L, and then this maximum

00:27:09.890 --> 00:27:20.090 align:middle line:84%
s, these are equal to delta
y1 minus y2, like this.

00:27:20.090 --> 00:27:27.290 align:middle line:84%
This is evaluated in s,
but I don't write that.

00:27:27.290 --> 00:27:30.530 align:middle line:84%
And this thing here,
but this is just

00:27:30.530 --> 00:27:34.050 align:middle line:84%
delta L. This
maximum here is just

00:27:34.050 --> 00:27:38.790 align:middle line:84%
the distance between this
function and that function.

00:27:38.790 --> 00:27:42.130 align:middle line:84%
That's how we define
this distance.

00:27:42.130 --> 00:27:48.530 align:middle line:84%
And so you see that this right
hand side now holds for all x.

00:27:48.530 --> 00:27:52.490 align:middle line:84%
So this means that we have
that the maximum of this thing

00:27:52.490 --> 00:27:58.530 align:middle line:84%
here over x, where x is in the
interval between zero and delta.

00:27:58.530 --> 00:28:05.140 align:middle line:84%
So this means that we have that
the distance between T of y1

00:28:05.140 --> 00:28:09.100 align:middle line:90%
and T of y2--

00:28:09.100 --> 00:28:12.880 align:middle line:84%
this thing here is
equal to the maximum.

00:28:12.880 --> 00:28:15.360 align:middle line:84%
This is how we define
that distance after all.

00:28:15.360 --> 00:28:19.380 align:middle line:90%


00:28:19.380 --> 00:28:21.560 align:middle line:84%
And then it's of
this thing here.

00:28:21.560 --> 00:28:26.140 align:middle line:90%


00:28:26.140 --> 00:28:28.460 align:middle line:90%
Oh, sorry.

00:28:28.460 --> 00:28:38.500 align:middle line:90%
x minus T of y2 in x.

00:28:38.500 --> 00:28:42.060 align:middle line:84%
So we have that this
and this inequality

00:28:42.060 --> 00:28:53.780 align:middle line:84%
say that it's less than or equal
to delta L, d, y1, comma y2.

00:28:53.780 --> 00:28:56.500 align:middle line:90%
And so you see that now if you--

00:28:56.500 --> 00:28:59.740 align:middle line:84%
so L here was just
a fixed constant.

00:28:59.740 --> 00:29:05.110 align:middle line:84%
If I now set delta, just to make
sure that there's no problem,

00:29:05.110 --> 00:29:08.850 align:middle line:84%
I'm setting delta
equal to 1 over 2L.

00:29:08.850 --> 00:29:11.310 align:middle line:84%
I don't really need
the one, but I'll just

00:29:11.310 --> 00:29:14.950 align:middle line:84%
do it like this so I don't
have zero in the denominator.

00:29:14.950 --> 00:29:20.630 align:middle line:84%
If I choose the delta
to be equal to this,

00:29:20.630 --> 00:29:25.190 align:middle line:84%
well, then you see that this
thing here, the inner product

00:29:25.190 --> 00:29:26.930 align:middle line:90%
of these two is less--

00:29:26.930 --> 00:29:31.390 align:middle line:84%
or the product of these
two is less than 1/2.

00:29:31.390 --> 00:29:33.070 align:middle line:84%
So this is less
than or equal to--

00:29:33.070 --> 00:29:41.730 align:middle line:84%
I can just replace
it by 1/2, like that.

00:29:41.730 --> 00:29:44.590 align:middle line:84%
And so you see this is
exactly what it means

00:29:44.590 --> 00:29:46.250 align:middle line:90%
to be a contracting mapping.

00:29:46.250 --> 00:29:48.330 align:middle line:84%
In fact, it's a
contracting mapping,

00:29:48.330 --> 00:29:53.830 align:middle line:84%
which is pretty nice
that the constant is not

00:29:53.830 --> 00:29:56.490 align:middle line:84%
just strictly some constant
strictly less than 1,

00:29:56.490 --> 00:29:58.290 align:middle line:90%
but it's actually half.

00:29:58.290 --> 00:30:02.520 align:middle line:84%
So it's a contracting mapping
theorem in contracting map.

00:30:02.520 --> 00:30:05.240 align:middle line:84%
And so now by the
contracting mapping theorem,

00:30:05.240 --> 00:30:08.130 align:middle line:90%
we have a fixed point.

00:30:08.130 --> 00:30:12.090 align:middle line:90%
So this solves the array.

00:30:12.090 --> 00:30:16.760 align:middle line:84%
And it does more than that,
because the contracting mapping

00:30:16.760 --> 00:30:22.720 align:middle line:84%
theorem says that it has
a unique fixed point.

00:30:22.720 --> 00:30:27.820 align:middle line:84%
So this means that-- and if
you have a solution to this,

00:30:27.820 --> 00:30:30.920 align:middle line:84%
if you have a
solution to this, then

00:30:30.920 --> 00:30:34.420 align:middle line:84%
we saw last time that
if it is a solution,

00:30:34.420 --> 00:30:35.640 align:middle line:90%
then it is a fixed point.

00:30:35.640 --> 00:30:38.332 align:middle line:90%


00:30:38.332 --> 00:30:43.720 align:middle line:84%
So now we almost have
existence and uniqueness.

00:30:43.720 --> 00:30:47.380 align:middle line:84%
Let me explain what is missing
to the existence and uniqueness.

00:30:47.380 --> 00:30:52.480 align:middle line:90%


00:30:52.480 --> 00:31:01.930 align:middle line:84%
So for that, let me
backtrack a little bit

00:31:01.930 --> 00:31:10.050 align:middle line:84%
and talk about something
about metric spaces,

00:31:10.050 --> 00:31:13.360 align:middle line:84%
specifically about
connected metric spaces.

00:31:13.360 --> 00:31:23.990 align:middle line:90%


00:31:23.990 --> 00:31:29.930 align:middle line:84%
So suppose you have
a metric space,

00:31:29.930 --> 00:31:38.510 align:middle line:84%
then we say that
it is connected.

00:31:38.510 --> 00:31:42.890 align:middle line:90%


00:31:42.890 --> 00:31:54.290 align:middle line:84%
If x here is the only
subset, so the whole

00:31:54.290 --> 00:32:04.260 align:middle line:84%
set itself is the only
subset of x, that is,

00:32:04.260 --> 00:32:06.090 align:middle line:90%
it is both open and closed.

00:32:06.090 --> 00:32:13.540 align:middle line:90%


00:32:13.540 --> 00:32:17.960 align:middle line:84%
Remember that if you take
a metric space then the--

00:32:17.960 --> 00:32:18.460 align:middle line:90%
sorry.

00:32:18.460 --> 00:32:22.300 align:middle line:90%
If x and-- sorry--

00:32:22.300 --> 00:32:28.500 align:middle line:84%
and the empty set
are the only subset

00:32:28.500 --> 00:32:31.420 align:middle line:84%
of x that are both
open and closed.

00:32:31.420 --> 00:32:34.140 align:middle line:84%
Remember that if you
take a metric space,

00:32:34.140 --> 00:32:39.540 align:middle line:84%
and if you take the whole set or
the empty set, those are all--

00:32:39.540 --> 00:32:43.100 align:middle line:84%
they are both always
closed and open.

00:32:43.100 --> 00:32:47.740 align:middle line:84%
And so it's connected if
those are the only two

00:32:47.740 --> 00:32:54.224 align:middle line:84%
subsets that are at the
same time open and closed.

00:32:54.224 --> 00:32:59.650 align:middle line:90%
And so now, we have that.

00:32:59.650 --> 00:33:03.190 align:middle line:90%
We have the following.

00:33:03.190 --> 00:33:04.920 align:middle line:90%
We have the following lemma.

00:33:04.920 --> 00:33:07.450 align:middle line:90%


00:33:07.450 --> 00:33:07.950 align:middle line:90%
Theorem.

00:33:07.950 --> 00:33:15.550 align:middle line:84%
Let's call it a theorem that
if you take an interval here

00:33:15.550 --> 00:33:19.490 align:middle line:90%
with the usual metric here--

00:33:19.490 --> 00:33:20.970 align:middle line:90%
so I here is an interval--

00:33:20.970 --> 00:33:28.430 align:middle line:90%


00:33:28.430 --> 00:33:37.930 align:middle line:84%
then the theorem is that this
metric space here is connected.

00:33:37.930 --> 00:33:42.430 align:middle line:90%


00:33:42.430 --> 00:33:44.370 align:middle line:90%
So let's try to prove that.

00:33:44.370 --> 00:33:52.790 align:middle line:90%


00:33:52.790 --> 00:34:05.150 align:middle line:84%
So I take now a subset here
that is both open and closed.

00:34:05.150 --> 00:34:08.000 align:middle line:90%


00:34:08.000 --> 00:34:21.080 align:middle line:84%
And we want to show that
if A here is non-empty,

00:34:21.080 --> 00:34:26.500 align:middle line:84%
then it implies that
A is everything.

00:34:26.500 --> 00:34:28.600 align:middle line:84%
So we're assuming
that it's non-empty,

00:34:28.600 --> 00:34:36.239 align:middle line:84%
and then we should try to
prove that A is everything.

00:34:36.239 --> 00:34:42.639 align:middle line:84%
So we let x zero be an element
in A, but we're assuming

00:34:42.639 --> 00:34:48.120 align:middle line:84%
it's non-empty, so we can let x
zero be an element in A. And now

00:34:48.120 --> 00:34:49.299 align:middle line:90%
I want to define--

00:34:49.299 --> 00:34:59.410 align:middle line:90%


00:34:59.410 --> 00:35:01.050 align:middle line:90%
So I have here--

00:35:01.050 --> 00:35:03.010 align:middle line:90%
I have here my interval.

00:35:03.010 --> 00:35:07.730 align:middle line:84%
This is my interval
I. I have here x zero,

00:35:07.730 --> 00:35:28.490 align:middle line:84%
and I'm looking at the y in A,
so that if you take everything

00:35:28.490 --> 00:35:29.350 align:middle line:90%
so that--

00:35:29.350 --> 00:35:37.410 align:middle line:84%
so y is an A. And I'm
going to look at y with y

00:35:37.410 --> 00:35:39.450 align:middle line:90%
bigger or equal to x zero.

00:35:39.450 --> 00:35:45.850 align:middle line:84%
And I'm going to look at the y
so that this whole interval here

00:35:45.850 --> 00:35:55.220 align:middle line:84%
from x zero to y
is contained in A.

00:35:55.220 --> 00:36:16.860 align:middle line:84%
So define as subset here,
B of I, so that it's the y.

00:36:16.860 --> 00:36:23.020 align:middle line:84%
The subset B is the y
in A with the property

00:36:23.020 --> 00:36:29.300 align:middle line:84%
that it is that y here is
bigger or equal to x zero,

00:36:29.300 --> 00:36:32.740 align:middle line:90%
and you have--

00:36:32.740 --> 00:36:46.820 align:middle line:84%
and this interval here
is contained in A.

00:36:46.820 --> 00:36:49.090 align:middle line:90%
And now I want to show that.

00:36:49.090 --> 00:36:52.310 align:middle line:84%
So let's say for the
sake of argument,

00:36:52.310 --> 00:36:58.050 align:middle line:84%
let me assume that this integral
is a closed interval, like this.

00:36:58.050 --> 00:36:59.550 align:middle line:90%
It works equally well.

00:36:59.550 --> 00:37:02.270 align:middle line:84%
The argument
obvious modification

00:37:02.270 --> 00:37:08.580 align:middle line:84%
work equally well if it's an
open or half open interval.

00:37:08.580 --> 00:37:16.470 align:middle line:90%


00:37:16.470 --> 00:37:21.030 align:middle line:84%
So I take some y
here, and I have--

00:37:21.030 --> 00:37:27.710 align:middle line:84%
so I have a y,
and y is-- so it's

00:37:27.710 --> 00:37:33.360 align:middle line:84%
a set so that this whole
interval is contained in A.

00:37:33.360 --> 00:37:46.522 align:middle line:84%
And what I want to show is, so
I want to show that y is in A,

00:37:46.522 --> 00:37:49.920 align:middle line:84%
and this is the first
thing I want to show.

00:37:49.920 --> 00:37:54.960 align:middle line:90%
One is that y is in A.

00:37:54.960 --> 00:37:57.800 align:middle line:84%
And then the second
thing I want to show

00:37:57.800 --> 00:38:03.980 align:middle line:84%
is that y is equal
to B. You see,

00:38:03.980 --> 00:38:07.880 align:middle line:84%
if I had proven both
of these properties,

00:38:07.880 --> 00:38:10.540 align:middle line:90%
then it would be that--

00:38:10.540 --> 00:38:19.120 align:middle line:84%
so then it would mean
that everything here

00:38:19.120 --> 00:38:24.130 align:middle line:84%
would be in A, including
this last point.

00:38:24.130 --> 00:38:28.520 align:middle line:84%
And so this means that we have
this entire interval is in A--

00:38:28.520 --> 00:38:29.760 align:middle line:90%
in an I, sorry.

00:38:29.760 --> 00:38:32.360 align:middle line:84%
And then likewise, we could
argue on the other side.

00:38:32.360 --> 00:38:34.950 align:middle line:90%


00:38:34.950 --> 00:38:37.920 align:middle line:90%
So now, how do we prove this?

00:38:37.920 --> 00:38:51.590 align:middle line:84%
So well, the first thing is
that if we take-- so if we set--

00:38:51.590 --> 00:38:52.090 align:middle line:90%
sorry.

00:38:52.090 --> 00:38:54.810 align:middle line:90%


00:38:54.810 --> 00:38:56.010 align:middle line:90%
Sorry about this.

00:38:56.010 --> 00:38:58.770 align:middle line:90%
This here should have been--

00:38:58.770 --> 00:39:02.730 align:middle line:84%
This here should
have been y zero.

00:39:02.730 --> 00:39:06.890 align:middle line:84%
And this should have
been the soup of y

00:39:06.890 --> 00:39:13.850 align:middle line:90%
in A. Soup of these guys.

00:39:13.850 --> 00:39:18.450 align:middle line:84%
And then this here, and we want
to prove that this thing here

00:39:18.450 --> 00:39:24.730 align:middle line:84%
is in A. And the
second thing is we want

00:39:24.730 --> 00:39:28.302 align:middle line:84%
to prove that this soup
is actually equal to B.

00:39:28.302 --> 00:39:29.510 align:middle line:90%
That's what we want to prove.

00:39:29.510 --> 00:39:33.236 align:middle line:90%


00:39:33.236 --> 00:39:40.790 align:middle line:84%
So the soup of these, well,
if y zero is soup of elements,

00:39:40.790 --> 00:39:45.940 align:middle line:84%
then you have a sequence,
so here you have y zero.

00:39:45.940 --> 00:39:50.540 align:middle line:84%
And this means that you have
a sequence of elements, which

00:39:50.540 --> 00:39:54.220 align:middle line:84%
are then in elements
in the set B,

00:39:54.220 --> 00:40:01.980 align:middle line:84%
this is soup of B. This is
the same as soup of B. Sorry.

00:40:01.980 --> 00:40:07.900 align:middle line:84%
Soup of B. I could
write it like this.

00:40:07.900 --> 00:40:13.020 align:middle line:84%
So I take this set,
and these are the y so

00:40:13.020 --> 00:40:17.900 align:middle line:84%
that this entire interval
is contained in A.

00:40:17.900 --> 00:40:21.300 align:middle line:84%
And then I take the
soup of this set,

00:40:21.300 --> 00:40:25.860 align:middle line:84%
and I want to prove
that this soup is in A,

00:40:25.860 --> 00:40:33.380 align:middle line:84%
and then I want to prove that,
in fact, the soup is B. So

00:40:33.380 --> 00:40:38.700 align:middle line:84%
that is a soup of such
elements in capital

00:40:38.700 --> 00:40:48.230 align:middle line:84%
B means that there exists a
sequence of elements in B,

00:40:48.230 --> 00:40:58.030 align:middle line:84%
so that y here, y
zero, is the soup of B.

00:40:58.030 --> 00:41:03.630 align:middle line:84%
This here implies that
there exists a sequence yn.

00:41:03.630 --> 00:41:12.230 align:middle line:84%
And this yn are in A,
and you have that x zero,

00:41:12.230 --> 00:41:17.270 align:middle line:84%
yn is contained
in A. And then you

00:41:17.270 --> 00:41:23.070 align:middle line:84%
have that these guys
converge to y zero.

00:41:23.070 --> 00:41:26.330 align:middle line:84%
This is what you get
from that it's a soup.

00:41:26.330 --> 00:41:31.550 align:middle line:84%
These two things are that
the elements are in--

00:41:31.550 --> 00:41:43.415 align:middle line:84%
that these elements, so this
here is just that the yn on B.

00:41:43.415 --> 00:41:46.320 align:middle line:84%
So now, what you have,
so this here means--

00:41:46.320 --> 00:41:49.360 align:middle line:90%
so here I have x zero.

00:41:49.360 --> 00:41:51.480 align:middle line:90%
Here I have y zero.

00:41:51.480 --> 00:41:57.840 align:middle line:90%
And I have these elements yn.

00:41:57.840 --> 00:42:04.780 align:middle line:84%
And in particular, they
are in A. But A is closed.

00:42:04.780 --> 00:42:18.200 align:middle line:84%
Since A is closed, since yn is
in A, and yn and A is closed,

00:42:18.200 --> 00:42:27.800 align:middle line:84%
it's a closed subset, this
means that the limits here--

00:42:27.800 --> 00:42:30.800 align:middle line:84%
the limit y zero,
which is the limit,

00:42:30.800 --> 00:42:37.130 align:middle line:84%
this here must
also be in A. So we

00:42:37.130 --> 00:42:39.863 align:middle line:90%
have proven the first property.

00:42:39.863 --> 00:42:46.170 align:middle line:90%


00:42:46.170 --> 00:42:48.670 align:middle line:90%
You've proven that.

00:42:48.670 --> 00:42:52.090 align:middle line:84%
So we've proven
that y zero is an A.

00:42:52.090 --> 00:42:58.330 align:middle line:84%
But now you see that we have
that for each of the yn, we have

00:42:58.330 --> 00:43:05.250 align:middle line:84%
that this interval here lie in
A. And they converge to this.

00:43:05.250 --> 00:43:10.450 align:middle line:84%
So it means that if you take
anything to the left of y zero,

00:43:10.450 --> 00:43:15.330 align:middle line:84%
well then eventually, there's
some yn to the right of that.

00:43:15.330 --> 00:43:19.730 align:middle line:84%
And so this whole interval is
in A. So you see that this--

00:43:19.730 --> 00:43:25.850 align:middle line:84%
it now means that not only
is y zero in A, but y zero

00:43:25.850 --> 00:43:33.610 align:middle line:90%
is really in the set B.

00:43:33.610 --> 00:43:39.440 align:middle line:84%
This here only used
that A was closed.

00:43:39.440 --> 00:43:41.830 align:middle line:84%
So now we need to
use that A is open.

00:43:41.830 --> 00:43:48.686 align:middle line:90%


00:43:48.686 --> 00:43:54.620 align:middle line:84%
So now, suppose
we take a element.

00:43:54.620 --> 00:43:59.780 align:middle line:84%
Suppose so now here
we have x zero.

00:43:59.780 --> 00:44:03.780 align:middle line:84%
We have here B,
and we want to show

00:44:03.780 --> 00:44:09.100 align:middle line:84%
that this y zero we defined to
be the soup of this set capital

00:44:09.100 --> 00:44:16.980 align:middle line:84%
B, we want to prove that this
thing here is, in fact, y zero.

00:44:16.980 --> 00:44:19.460 align:middle line:90%
Suppose not.

00:44:19.460 --> 00:44:20.280 align:middle line:90%
Suppose not.

00:44:20.280 --> 00:44:25.100 align:middle line:84%
So suppose that you have here,
strictly between these two,

00:44:25.100 --> 00:44:26.580 align:middle line:90%
this here is y zero.

00:44:26.580 --> 00:44:29.180 align:middle line:90%


00:44:29.180 --> 00:44:35.230 align:middle line:84%
Now, we already know
that y zero is in A.

00:44:35.230 --> 00:44:39.070 align:middle line:90%
This is what we proved here.

00:44:39.070 --> 00:44:48.670 align:middle line:84%
But since A here is
open, there exists

00:44:48.670 --> 00:44:50.250 align:middle line:90%
some tiny little interval.

00:44:50.250 --> 00:44:59.230 align:middle line:84%
There exists some interval
here around this y zero.

00:44:59.230 --> 00:45:04.630 align:middle line:84%
So if you take y zero, and
you subtract this epsilon,

00:45:04.630 --> 00:45:06.770 align:middle line:84%
so there exists some
epsilon greater than zero,

00:45:06.770 --> 00:45:09.310 align:middle line:84%
so that if you're looking
at this tiny little interval

00:45:09.310 --> 00:45:16.410 align:middle line:84%
centered at y zero, then
this here is contained in A.

00:45:16.410 --> 00:45:19.950 align:middle line:90%
This is just because A was open.

00:45:19.950 --> 00:45:23.970 align:middle line:84%
But this means that
now you have that--

00:45:23.970 --> 00:45:27.150 align:middle line:84%
so this here is you
assume this is y zero.

00:45:27.150 --> 00:45:32.440 align:middle line:84%
So you have that this thing
here lie in the set capital A.

00:45:32.440 --> 00:45:35.040 align:middle line:84%
And this I guarantee you
that you can actually

00:45:35.040 --> 00:45:38.360 align:middle line:84%
go a little bit past
it, that even if you

00:45:38.360 --> 00:45:43.400 align:middle line:84%
go a little bit past it, if you
go a little bit past it here,

00:45:43.400 --> 00:45:47.800 align:middle line:84%
then these are still in A. So
this means that this could not

00:45:47.800 --> 00:45:50.000 align:middle line:90%
be the soup.

00:45:50.000 --> 00:45:53.280 align:middle line:84%
So therefore, this
point here had

00:45:53.280 --> 00:45:57.460 align:middle line:84%
to be B. It had to
be the final point.

00:45:57.460 --> 00:46:00.280 align:middle line:84%
So this proved these
two properties.

00:46:00.280 --> 00:46:02.440 align:middle line:84%
And so once you have
these two properties,

00:46:02.440 --> 00:46:05.680 align:middle line:84%
you have that the
interval is connected,

00:46:05.680 --> 00:46:10.880 align:middle line:84%
that the only non-empty
subset of the interval that is

00:46:10.880 --> 00:46:13.320 align:middle line:90%
both open and closed is itself.

00:46:13.320 --> 00:46:15.960 align:middle line:90%


00:46:15.960 --> 00:46:20.520 align:middle line:84%
Now, why is this
related to what we want?

00:46:20.520 --> 00:46:24.440 align:middle line:90%
So this is just so we have--

00:46:24.440 --> 00:46:26.540 align:middle line:90%
suppose you take two functions.

00:46:26.540 --> 00:46:34.130 align:middle line:90%


00:46:34.130 --> 00:46:38.850 align:middle line:84%
So why is this related to
the uniqueness for the array?

00:46:38.850 --> 00:46:40.540 align:middle line:90%
So this is the following lemma.

00:46:40.540 --> 00:46:43.850 align:middle line:90%


00:46:43.850 --> 00:46:45.710 align:middle line:90%
Suppose you have an interval.

00:46:45.710 --> 00:46:50.050 align:middle line:84%
So this is a interval
in R. And suppose you

00:46:50.050 --> 00:46:53.370 align:middle line:90%
have two functions, U1 and U2.

00:46:53.370 --> 00:46:57.250 align:middle line:84%
They're functions
on the interval,

00:46:57.250 --> 00:46:59.310 align:middle line:90%
and they are both continuous.

00:46:59.310 --> 00:47:03.770 align:middle line:90%


00:47:03.770 --> 00:47:06.340 align:middle line:90%
And then assume that for some--

00:47:06.340 --> 00:47:21.690 align:middle line:84%
assume that for some x zero
in the interval U1 of x zero

00:47:21.690 --> 00:47:26.840 align:middle line:84%
is equal to U2 of x zero, so
they coincide in one point.

00:47:26.840 --> 00:47:31.300 align:middle line:90%


00:47:31.300 --> 00:47:33.520 align:middle line:84%
And assume you have
a second condition.

00:47:33.520 --> 00:47:46.260 align:middle line:84%
And the second condition
is that if U1 of x

00:47:46.260 --> 00:48:00.420 align:middle line:84%
is equal to U2 of x, then
there exists a neighborhood, so

00:48:00.420 --> 00:48:05.700 align:middle line:84%
epsilon, where this is
allowed to depend on x,

00:48:05.700 --> 00:48:14.460 align:middle line:84%
so that U1 is equal to
U2 in not just at x,

00:48:14.460 --> 00:48:23.180 align:middle line:84%
but actually, on this little
interval x minus epsilon, x

00:48:23.180 --> 00:48:26.490 align:middle line:90%
plus epsilon.

00:48:26.490 --> 00:48:28.130 align:middle line:84%
So you have these
two properties.

00:48:28.130 --> 00:48:32.230 align:middle line:84%
So you have two continuous
functions on an interval.

00:48:32.230 --> 00:48:34.750 align:middle line:90%
They agree at one point.

00:48:34.750 --> 00:48:38.910 align:middle line:84%
And if they agree at any
point in this interval,

00:48:38.910 --> 00:48:42.350 align:middle line:84%
then they agree on a little
neighborhood of that point.

00:48:42.350 --> 00:48:45.990 align:middle line:84%
But the neighborhood
may depend on the point.

00:48:45.990 --> 00:48:48.950 align:middle line:84%
And then the statement
is-- so the claim

00:48:48.950 --> 00:49:05.590 align:middle line:84%
is that U1 is actually equal to
U2 everywhere in the interval

00:49:05.590 --> 00:49:08.670 align:middle line:90%
where they're defined.

00:49:08.670 --> 00:49:10.776 align:middle line:90%
That's the claim.

00:49:10.776 --> 00:49:14.480 align:middle line:84%
And so now, you see
that if you take--

00:49:14.480 --> 00:49:23.110 align:middle line:90%


00:49:23.110 --> 00:49:25.660 align:middle line:84%
if you're looking
at the proof of this

00:49:25.660 --> 00:49:29.750 align:middle line:90%
is that suppose you prove--

00:49:29.750 --> 00:49:32.760 align:middle line:90%


00:49:32.760 --> 00:49:39.880 align:middle line:84%
suppose you define a function,
and this function here

00:49:39.880 --> 00:49:45.280 align:middle line:90%
is U1 of x minus U2 of x.

00:49:45.280 --> 00:49:49.360 align:middle line:84%
If you define it like this,
U1 and U2 are continuous.

00:49:49.360 --> 00:49:51.060 align:middle line:90%
So f here is continuous.

00:49:51.060 --> 00:49:57.000 align:middle line:90%


00:49:57.000 --> 00:50:00.600 align:middle line:84%
You also have that
f of x zero, where

00:50:00.600 --> 00:50:05.800 align:middle line:84%
this is U1 of x zero
minus U2 of x zero,

00:50:05.800 --> 00:50:08.500 align:middle line:84%
and these two functions
coincided at x zero,

00:50:08.500 --> 00:50:11.720 align:middle line:90%
so this is zero.

00:50:11.720 --> 00:50:15.760 align:middle line:90%
You also have that if f of x--

00:50:15.760 --> 00:50:26.700 align:middle line:84%
so if f of x is equal to
zero, well, right now,

00:50:26.700 --> 00:50:32.300 align:middle line:84%
then you have by this second
property here, this property

00:50:32.300 --> 00:50:33.540 align:middle line:90%
here--

00:50:33.540 --> 00:50:38.140 align:middle line:84%
so if f is zero, this is just
meaning that the two function

00:50:38.140 --> 00:50:39.980 align:middle line:90%
coincided at that x.

00:50:39.980 --> 00:50:44.940 align:middle line:84%
So this means that they exist,
and they exist at delta--

00:50:44.940 --> 00:50:54.940 align:middle line:84%
epsilon, sorry-- epsilon greater
than zero, such that f of y

00:50:54.940 --> 00:51:05.060 align:middle line:84%
is equal to 0 in this
little interval around x.

00:51:05.060 --> 00:51:07.380 align:middle line:90%
So you have that.

00:51:07.380 --> 00:51:09.440 align:middle line:90%
And now I claim that--

00:51:09.440 --> 00:51:13.860 align:middle line:84%
so now the claim is that
the zero set, so the set

00:51:13.860 --> 00:51:20.750 align:middle line:84%
where the function f is zero,
this is both open and closed.

00:51:20.750 --> 00:51:32.550 align:middle line:84%
So the claim here is
That the set capital A,

00:51:32.550 --> 00:51:39.590 align:middle line:84%
this is the set of x in
the interval where f of x

00:51:39.590 --> 00:51:47.500 align:middle line:84%
is equal to zero, that this
here is both open and closed.

00:51:47.500 --> 00:51:53.270 align:middle line:90%


00:51:53.270 --> 00:51:57.750 align:middle line:84%
We already know that this
set, this is followup here,

00:51:57.750 --> 00:52:00.150 align:middle line:90%
that x zero is--

00:52:00.150 --> 00:52:06.650 align:middle line:84%
so since x zero is in
this set, then we have--

00:52:06.650 --> 00:52:16.270 align:middle line:84%
and the interval is
connected, and I is connected,

00:52:16.270 --> 00:52:18.700 align:middle line:84%
if this set is both
open and closed,

00:52:18.700 --> 00:52:24.840 align:middle line:84%
then we have that then A is
equal to the whole interval.

00:52:24.840 --> 00:52:30.440 align:middle line:84%
So this means that f is constant
zero, which means that the two

00:52:30.440 --> 00:52:32.460 align:middle line:90%
functions coincided everywhere.

00:52:32.460 --> 00:52:41.160 align:middle line:84%
And so we just need to prove
that f is both open and closed.

00:52:41.160 --> 00:52:45.080 align:middle line:84%
But the zero set, if you take
a continuous function, so

00:52:45.080 --> 00:52:55.860 align:middle line:84%
if f here is continuous,
and you have a sequence

00:52:55.860 --> 00:52:59.880 align:middle line:84%
so that each element here
in the sequence is zero,

00:52:59.880 --> 00:53:05.900 align:middle line:84%
and this xn converges to some
x, well, then by continuity,

00:53:05.900 --> 00:53:10.740 align:middle line:84%
by continuity, f of
x would also be zero.

00:53:10.740 --> 00:53:12.160 align:middle line:90%
This is by continuity.

00:53:12.160 --> 00:53:17.730 align:middle line:90%


00:53:17.730 --> 00:53:22.990 align:middle line:84%
So this means that this set
here is definitely closed.

00:53:22.990 --> 00:53:24.530 align:middle line:90%
And the open thing--

00:53:24.530 --> 00:53:28.370 align:middle line:84%
well, the open is just
exactly this property

00:53:28.370 --> 00:53:32.530 align:middle line:84%
that we're assuming that if
you have an element in it,

00:53:32.530 --> 00:53:35.930 align:middle line:84%
each element is interior,
which means that there is

00:53:35.930 --> 00:53:38.770 align:middle line:90%
this little interval around it.

00:53:38.770 --> 00:53:43.950 align:middle line:84%
So we have proven
that it's both closed.

00:53:43.950 --> 00:53:46.530 align:middle line:84%
We prove that first,
and also open.

00:53:46.530 --> 00:53:53.010 align:middle line:84%
And so we have that if you
have two such functions defined

00:53:53.010 --> 00:53:56.250 align:middle line:84%
both continuous, and
defined on an interval,

00:53:56.250 --> 00:53:58.610 align:middle line:90%
they coincide at one point.

00:53:58.610 --> 00:54:00.990 align:middle line:84%
And if they coincide
at one point,

00:54:00.990 --> 00:54:02.990 align:middle line:84%
then they coincide in
a little neighborhood.

00:54:02.990 --> 00:54:05.830 align:middle line:84%
If you have two functions
with this property,

00:54:05.830 --> 00:54:08.950 align:middle line:84%
then they must be equal
in the whole interval.

00:54:08.950 --> 00:54:13.650 align:middle line:84%
So now, how does this
relate to the uniqueness

00:54:13.650 --> 00:54:15.000 align:middle line:90%
that we wanted to prove?

00:54:15.000 --> 00:54:18.420 align:middle line:90%


00:54:18.420 --> 00:54:20.120 align:middle line:90%
So we're starting again.

00:54:20.120 --> 00:54:22.680 align:middle line:90%
So we have the--

00:54:22.680 --> 00:54:25.360 align:middle line:84%
so this is, again, the
Picard-Lindelof theorem,

00:54:25.360 --> 00:54:26.930 align:middle line:90%
and this is the uniqueness part.

00:54:26.930 --> 00:54:33.620 align:middle line:90%


00:54:33.620 --> 00:54:36.820 align:middle line:84%
And so you're looking
at, again, you're

00:54:36.820 --> 00:54:41.840 align:middle line:84%
looking at solutions
to this array.

00:54:41.840 --> 00:54:49.820 align:middle line:90%


00:54:49.820 --> 00:54:55.420 align:middle line:84%
And we have that now,
we had that inner--

00:54:55.420 --> 00:54:59.460 align:middle line:84%
we have that inner, so
and then we let so--

00:54:59.460 --> 00:55:06.120 align:middle line:90%
and let y1 and y2 be solutions.

00:55:06.120 --> 00:55:11.950 align:middle line:90%


00:55:11.950 --> 00:55:14.550 align:middle line:84%
And let's say that
these two, they

00:55:14.550 --> 00:55:16.910 align:middle line:84%
may be defined on
different intervals.

00:55:16.910 --> 00:55:20.750 align:middle line:84%
Of course, but you just check
the intersection of the two

00:55:20.750 --> 00:55:22.630 align:middle line:90%
intervals that they're defined.

00:55:22.630 --> 00:55:24.910 align:middle line:84%
So suppose that
they're both defined,

00:55:24.910 --> 00:55:35.830 align:middle line:84%
say, on the same
interval, like this.

00:55:35.830 --> 00:55:38.930 align:middle line:84%
And this interval
here and I, of course,

00:55:38.930 --> 00:55:44.990 align:middle line:84%
has to include the zero
where we want this condition.

00:55:44.990 --> 00:55:47.270 align:middle line:90%
Well, then what do we have?

00:55:47.270 --> 00:55:50.563 align:middle line:84%
So we have an interval, and we
have two continuous functions.

00:55:50.563 --> 00:55:52.230 align:middle line:84%
They're actually
better than continuous.

00:55:52.230 --> 00:55:54.590 align:middle line:90%
They're differentiable.

00:55:54.590 --> 00:55:56.770 align:middle line:84%
And even the derivative
is continuous.

00:55:56.770 --> 00:55:58.378 align:middle line:90%
But never mind that.

00:55:58.378 --> 00:56:01.990 align:middle line:90%


00:56:01.990 --> 00:56:06.090 align:middle line:84%
We have that y1 of
zero is equal to A,

00:56:06.090 --> 00:56:09.550 align:middle line:90%
and that's equal to y2 of zero.

00:56:09.550 --> 00:56:12.800 align:middle line:90%
So they coincide at one point.

00:56:12.800 --> 00:56:16.560 align:middle line:84%
And now, the
Picard-Lindelof theorem

00:56:16.560 --> 00:56:20.020 align:middle line:84%
said that because there
were two solutions,

00:56:20.020 --> 00:56:25.000 align:middle line:84%
if you restrict the
integral to looking

00:56:25.000 --> 00:56:27.520 align:middle line:84%
at this little
interval around zero,

00:56:27.520 --> 00:56:30.400 align:middle line:84%
Well, then there was
a unique fixed point.

00:56:30.400 --> 00:56:33.560 align:middle line:84%
So this means that in
a small neighborhood

00:56:33.560 --> 00:56:50.360 align:middle line:84%
of the origin, so two in a small
neighborhood of the origin.

00:56:50.360 --> 00:56:56.040 align:middle line:84%
And again, this is thanks to
that in the contraction mapping

00:56:56.040 --> 00:56:57.840 align:middle line:84%
theorem, you had a
unique fixed point

00:56:57.840 --> 00:57:05.240 align:middle line:84%
in a small neighborhood of
the origin, y1 is equal to y2.

00:57:05.240 --> 00:57:08.690 align:middle line:84%
But actually, the
Picard-Lindelof-- the argument

00:57:08.690 --> 00:57:12.210 align:middle line:90%
would work at any other point.

00:57:12.210 --> 00:57:16.850 align:middle line:84%
Suppose you take
any other point.

00:57:16.850 --> 00:57:19.450 align:middle line:84%
And you take a
solution to the array.

00:57:19.450 --> 00:57:23.830 align:middle line:84%
Well, if you take another
point, then the value--

00:57:23.830 --> 00:57:26.650 align:middle line:90%
so if you take--

00:57:26.650 --> 00:57:28.790 align:middle line:90%
so take any other point.

00:57:28.790 --> 00:57:31.570 align:middle line:90%
So here you have zero.

00:57:31.570 --> 00:57:33.630 align:middle line:90%
And so now take any other point.

00:57:33.630 --> 00:57:36.690 align:middle line:90%
Let's call it x zero.

00:57:36.690 --> 00:57:41.650 align:middle line:84%
And if you assume that
these two functions coincide

00:57:41.650 --> 00:57:43.490 align:middle line:90%
at this point.

00:57:43.490 --> 00:57:53.210 align:middle line:84%
So suppose that y1 of x zero
is equal to y2 of x zero.

00:57:53.210 --> 00:57:57.010 align:middle line:84%
If you now restrict
this interval,

00:57:57.010 --> 00:58:02.530 align:middle line:84%
make it sufficiently small, then
the argument of Picard-Lindelof

00:58:02.530 --> 00:58:05.470 align:middle line:84%
tells you that you had
this unique fixed point.

00:58:05.470 --> 00:58:09.220 align:middle line:84%
So you had a unique solution
on this little interval.

00:58:09.220 --> 00:58:11.200 align:middle line:84%
But since they
coincide at this point,

00:58:11.200 --> 00:58:14.620 align:middle line:84%
it means that they must be the
same in this little interval.

00:58:14.620 --> 00:58:21.500 align:middle line:84%
So you see that now we have the
condition for the lemma that

00:58:21.500 --> 00:58:24.420 align:middle line:84%
says that so you have these
two continuous functions,

00:58:24.420 --> 00:58:26.440 align:middle line:84%
and they were
equal at one point.

00:58:26.440 --> 00:58:28.660 align:middle line:84%
And if they're equal at
a point, then they're

00:58:28.660 --> 00:58:31.420 align:middle line:90%
equal in a whole neighborhood.

00:58:31.420 --> 00:58:34.940 align:middle line:84%
So these two functions,
these two solutions

00:58:34.940 --> 00:58:42.340 align:middle line:84%
are equal on the interval
where they're both defined.

00:58:42.340 --> 00:58:45.300 align:middle line:90%
Now, so now you might--

00:58:45.300 --> 00:58:48.040 align:middle line:84%
and then I want to do a little
bit of review at the end

00:58:48.040 --> 00:58:51.200 align:middle line:84%
and at least say
something about the final.

00:58:51.200 --> 00:58:53.420 align:middle line:84%
But before we get
to that, let me just

00:58:53.420 --> 00:59:00.020 align:middle line:84%
make one more observation
about the Picard-Lindelof.

00:59:00.020 --> 00:59:06.150 align:middle line:84%
So you may say that in the
proof of the Picard-Lindelof,

00:59:06.150 --> 00:59:09.030 align:middle line:84%
we kind of had to
restrict the integral.

00:59:09.030 --> 00:59:10.910 align:middle line:90%
Is that really necessary?

00:59:10.910 --> 00:59:12.370 align:middle line:90%
Why should we restrict?

00:59:12.370 --> 00:59:15.150 align:middle line:84%
Why should we only
be able to say

00:59:15.150 --> 00:59:18.470 align:middle line:84%
that we had a solution
in a very small interval?

00:59:18.470 --> 00:59:21.570 align:middle line:84%
And so if you're
looking at the example,

00:59:21.570 --> 00:59:28.390 align:middle line:84%
suppose you're looking
at the example where f--

00:59:28.390 --> 00:59:37.350 align:middle line:84%
so f of y is equal to y squared,
g of x is equal to zero.

00:59:37.350 --> 00:59:41.270 align:middle line:84%
And so you're looking at
the array solutions here.

00:59:41.270 --> 00:59:42.270 align:middle line:90%
Why?

00:59:42.270 --> 00:59:48.510 align:middle line:84%
So that y prime is
equal to y squared,

00:59:48.510 --> 01:00:01.330 align:middle line:84%
and let's say equal to
a for x equal to x zero.

01:00:01.330 --> 01:00:05.800 align:middle line:84%
So suppose you're looking
at an array like this.

01:00:05.800 --> 01:00:11.960 align:middle line:84%
So at this x zero, you want the
value of the function to be--

01:00:11.960 --> 01:00:20.320 align:middle line:84%
so you want-- sorry--
y of x zero equal to--

01:00:20.320 --> 01:00:22.860 align:middle line:84%
maybe this is a little
bit better notation.

01:00:22.860 --> 01:00:29.760 align:middle line:84%
So I want a function so that
y prime is equal to y squared.

01:00:29.760 --> 01:00:33.880 align:middle line:84%
And I want y of x
zero equal to a.

01:00:33.880 --> 01:00:38.840 align:middle line:90%


01:00:38.840 --> 01:00:45.960 align:middle line:84%
Now, let's say that x zero
and a are both positive.

01:00:45.960 --> 01:00:54.400 align:middle line:84%
So if you're looking at this
array, then you can just--

01:00:54.400 --> 01:01:00.690 align:middle line:84%
this one here is easy to solve,
because you have a function.

01:01:00.690 --> 01:01:05.440 align:middle line:84%
You have a function y
prime equal to y squared.

01:01:05.440 --> 01:01:09.010 align:middle line:90%


01:01:09.010 --> 01:01:11.250 align:middle line:84%
And now let's try
to find a solution

01:01:11.250 --> 01:01:14.210 align:middle line:90%
in a neighborhood of x zero.

01:01:14.210 --> 01:01:16.770 align:middle line:84%
But there it's supposed
to be positive.

01:01:16.770 --> 01:01:19.290 align:middle line:84%
So in a small neighborhood,
it's positive.

01:01:19.290 --> 01:01:21.710 align:middle line:90%
So I can divide by y squared.

01:01:21.710 --> 01:01:24.370 align:middle line:84%
So I can looking at
it so this thing here

01:01:24.370 --> 01:01:31.570 align:middle line:84%
is equivalent to that y prime
over y squared is equal to 1.

01:01:31.570 --> 01:01:40.050 align:middle line:84%
And this thing here I can write
as 1 over y prime times minus 1,

01:01:40.050 --> 01:01:41.450 align:middle line:90%
this thing here.

01:01:41.450 --> 01:01:44.930 align:middle line:84%
If you're looking at this
function here by the chain rule,

01:01:44.930 --> 01:01:47.130 align:middle line:90%
it's equal to that.

01:01:47.130 --> 01:01:48.810 align:middle line:84%
And so this means
that now you can

01:01:48.810 --> 01:01:51.650 align:middle line:84%
apply the fundamental
theorem of calculus.

01:01:51.650 --> 01:01:54.650 align:middle line:84%
And if you're integrating
this function here

01:01:54.650 --> 01:01:59.900 align:middle line:84%
and you're integrating
it from its two values

01:01:59.900 --> 01:02:08.420 align:middle line:90%
x zero to x, d of s--

01:02:08.420 --> 01:02:09.670 align:middle line:90%
sorry, this is the prime--

01:02:09.670 --> 01:02:12.940 align:middle line:90%


01:02:12.940 --> 01:02:17.600 align:middle line:84%
then what you get is that this
thing here is equal to, well,

01:02:17.600 --> 01:02:20.240 align:middle line:84%
on one hand, by the fundamental
theorem of calculus,

01:02:20.240 --> 01:02:23.950 align:middle line:90%
it's 1 over y of x minus--

01:02:23.950 --> 01:02:25.200 align:middle line:90%
and then there's a minus sign.

01:02:25.200 --> 01:02:28.180 align:middle line:84%
Sorry, this here, because
of this minus sign.

01:02:28.180 --> 01:02:34.780 align:middle line:84%
So it's minus this plus
1 over y of x zero.

01:02:34.780 --> 01:02:37.340 align:middle line:84%
And on the other hand,
it's equal to this.

01:02:37.340 --> 01:02:41.240 align:middle line:84%
And when you're integrating
this on this interval here,

01:02:41.240 --> 01:02:47.784 align:middle line:84%
so it's also equal to
x zero x, and then 1ds.

01:02:47.784 --> 01:02:50.340 align:middle line:90%


01:02:50.340 --> 01:02:54.180 align:middle line:84%
This thing here is
just x minus x zero.

01:02:54.180 --> 01:02:57.710 align:middle line:90%
x minus x zero.

01:02:57.710 --> 01:03:02.150 align:middle line:84%
So if you solve it, then let
me just write the result.

01:03:02.150 --> 01:03:05.510 align:middle line:84%
If you check what
this gives you,

01:03:05.510 --> 01:03:11.230 align:middle line:84%
this gives you that when
you solve it like this,

01:03:11.230 --> 01:03:14.230 align:middle line:90%
you're getting--

01:03:14.230 --> 01:03:17.110 align:middle line:90%
you're getting that y here is--

01:03:17.110 --> 01:03:20.790 align:middle line:90%
so you have this array here.

01:03:20.790 --> 01:03:23.910 align:middle line:84%
And you're assuming that these
things here are positive,

01:03:23.910 --> 01:03:30.910 align:middle line:84%
and then the solutions are of
the form y of x equal to a,

01:03:30.910 --> 01:03:36.730 align:middle line:90%
over 1 plus ax zero minus x.

01:03:36.730 --> 01:03:40.340 align:middle line:90%


01:03:40.340 --> 01:03:43.870 align:middle line:84%
And so what you should observe
here is that this thing

01:03:43.870 --> 01:03:53.350 align:middle line:84%
here, as this is not
defined, so this is note

01:03:53.350 --> 01:04:05.440 align:middle line:84%
that y is not
defined on all of R.

01:04:05.440 --> 01:04:14.560 align:middle line:84%
But instead, as x here
goes to x zero plus 1

01:04:14.560 --> 01:04:21.640 align:middle line:84%
over a, as x zero goes to this,
this thing here goes to minus 1,

01:04:21.640 --> 01:04:26.520 align:middle line:84%
so the denominator goes to
zero, so the function blows up.

01:04:26.520 --> 01:04:31.320 align:middle line:84%
So this here shows
you that it does,

01:04:31.320 --> 01:04:35.040 align:middle line:84%
in a neighborhood of this
point, it has a solution.

01:04:35.040 --> 01:04:37.300 align:middle line:90%
But that neighborhood is not--

01:04:37.300 --> 01:04:40.480 align:middle line:84%
it's some relatively small
neighborhood, and the function,

01:04:40.480 --> 01:04:45.960 align:middle line:84%
you cannot extend
it past s, past s.

01:04:45.960 --> 01:04:49.560 align:middle line:84%
A certain value, you
can't extend it past.

01:04:49.560 --> 01:04:51.960 align:middle line:84%
In this case, you can't
extend it past this point

01:04:51.960 --> 01:04:58.218 align:middle line:84%
here, so to the
left of this point

01:04:58.218 --> 01:05:01.640 align:middle line:84%
to the-- sorry-- to the
right of that point.

01:05:01.640 --> 01:05:05.830 align:middle line:90%


01:05:05.830 --> 01:05:10.010 align:middle line:84%
So now, I want to say a
little bit about the final.

01:05:10.010 --> 01:05:11.170 align:middle line:90%
Yeah, sorry.

01:05:11.170 --> 01:05:13.130 align:middle line:84%
AUDIENCE: Why is
it that you can't--

01:05:13.130 --> 01:05:16.370 align:middle line:84%
once you reach that
point where it blows up,

01:05:16.370 --> 01:05:19.150 align:middle line:84%
it never solves the differential
equation past that point?

01:05:19.150 --> 01:05:20.608 align:middle line:84%
TOBIAS COLDING:
Yeah, that's right.

01:05:20.608 --> 01:05:23.870 align:middle line:90%
So the thing is, so right.

01:05:23.870 --> 01:05:28.970 align:middle line:84%
So this here, this array
is going to force it to--

01:05:28.970 --> 01:05:32.850 align:middle line:84%
once this here,
once y become large,

01:05:32.850 --> 01:05:35.190 align:middle line:84%
then y become
really, really large.

01:05:35.190 --> 01:05:38.470 align:middle line:84%
So it becomes large too
quickly, so it becomes quickly.

01:05:38.470 --> 01:05:42.470 align:middle line:84%
So it will give you
some of array like this

01:05:42.470 --> 01:05:46.090 align:middle line:84%
that you have some critical
value where you couldn't extend

01:05:46.090 --> 01:05:52.340 align:middle line:84%
it past that, because it
will have a tangent that

01:05:52.340 --> 01:05:54.940 align:middle line:90%
is going vertical like this.

01:05:54.940 --> 01:05:58.120 align:middle line:90%
And so you can't--

01:05:58.120 --> 01:06:01.260 align:middle line:90%
so this means that there's--

01:06:01.260 --> 01:06:01.880 align:middle line:90%
that's right.

01:06:01.880 --> 01:06:08.740 align:middle line:84%
So you have a solution that
exists on some interval,

01:06:08.740 --> 01:06:10.680 align:middle line:84%
but it doesn't exist
past this point.

01:06:10.680 --> 01:06:15.940 align:middle line:84%
So you can't have a
solution on some interval

01:06:15.940 --> 01:06:19.460 align:middle line:90%
larger than this to the left.

01:06:19.460 --> 01:06:22.640 align:middle line:84%
And there's probably a similar
phenomenon on the other side.

01:06:22.640 --> 01:06:27.580 align:middle line:90%


01:06:27.580 --> 01:06:33.260 align:middle line:84%
And it's a kind of standard
problem, standard issue,

01:06:33.260 --> 01:06:38.060 align:middle line:84%
that for differential equations,
you can get blowups like this.

01:06:38.060 --> 01:06:40.340 align:middle line:84%
That is a particular
simple example.

01:06:40.340 --> 01:06:41.480 align:middle line:90%
Any other questions?

01:06:41.480 --> 01:06:45.700 align:middle line:90%


01:06:45.700 --> 01:06:46.620 align:middle line:90%
OK.

01:06:46.620 --> 01:06:48.410 align:middle line:90%
OK, great.

01:06:48.410 --> 01:06:50.000 align:middle line:90%