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Osgood’s Uniqueness Theorem: Beyond the Lipschitz Condition

How far can the classical Lipschitz condition for uniqueness in ODEs be relaxed? Discover Osgood’s theorem and its historical context in the theory of ordinary differential equations.

Dr. Denys Dutykh• Associate Professor of Mathematics
8 min read

The main result

Today's brief will be another variation on the Cauchy-Lipschitz theme. However, we will take a different direction. Everyone who took a course in differential equations knows that the continuity of the right-hand side is enough for the existence, and the Lipschitz condition is needed to ensure the uniqueness. In this post, I would like to discuss to which limits the classical Lipschitz condition could be relaxed while keeping the unicity of solutions. The answer to this question was given at the very end of the XIXth century by an American Mathematician, Willian Fogg Osgood (1864-1943), who did his PhD under the supervision of Professor Felix Klein at the University of Göttingen, Germany.


Willian Fogg Osgood's theorem

DD

Dr. Denys Dutykh

Associate Professor of Mathematics

Khalifa University of Science and Technology, Abu Dhabi, UAE

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Osgood’s Uniqueness Theorem: Beyond the Lipschitz Condition