I. Bendixsons formula (1896).

It is well known that for appropriate real-valued functions f , the solution x(t, t0 , x0 ) of the initial value problem x = f (t, x), x(t0 ) = x0 satises the partial dierential equation xt0 (t, t0 , x0 ) + f (t0 , x0 ) xx0 (t, t0 , x0 ) = 0 (1)

where xt0 and xx0 denote the partial derivatives of x with respect to the second and third variable, respectively. The Alekseev formula. Let f : R2 R be a continuous function with continuous partial derivatives with respect to the second variable. Denote byx(t, t0 , x0 ) the unique solution of the problem x = f (t, x), x(t0 ) = x0 , and by y (t, t0 , x0 ) the unique solution of the problem x = f (t.x) + F (t, x), x(t0 ) = x0 Then the following relation holds: y (t, t0 , x0 ) = x(t, t0 , x0 ) +
t0 t

(x(t, s, y (s, t0 , x0 )) F (s, y (s, t0 , x0 ))ds x0

(2)

Remark: A similar formula holds in Rn . Hint: Dierentiate x(t, t0 , y (t0 )) with respect to t0 ; next integrate the result over [t0 , t]. See L. Piccinini, G. Stampacchia, G. Vidossich, Ordinary Dierential Equations in Problems and Methods, Springer, New York, 1984. , Ch. I, Sec. 3. 2, Ex. 5. Dierentiable Dependence with respect to parameters The derivative y = xm := x/ m with respect to m of the solution x(, m) of the dierential equation x = f (t, x, m) x(t0 ) = x0 satises the linear dierential equation y = fx (t, x(t, m), m) y + fm (t, x(t, m), m) y (t0 ) = 0. Picard Lindelo theorem For x = f (t, x, m) x(t0 ) = x0 assume that f is Lipschitz continous |f (t, x1 ) f (t, x2 )| L|x1 x2 | for |t t0 | b 1

t Then the operator T (x)(t) = x0 + t0 f (s, x(s))ds is a contraction in the norm ||g ||w := sup e=2L|t=t0 | |g (t)
t[t0 b,t0 +b]

Transforming initial conditions into parameters (t, x, t0 , x0 ) = For x = f (t, x), x(t0 ) = x0 with the solution x(t, t0 , x0 ) denef f (t0 + t, x + x0 ) and x (t, t0 , x0 ) = x(t0 + t, t0 , x0 ) =x0 . Then x (t, t0 , x0 ) satises the IVP x = f (t, x , t0 , x0 ), x (0) = 0 Transforming Parameters into Initial Conditions Consider the IVP x = f (t, x, m), x(t0 ) = x0 , with the solution x(t, m). x Introduce a new variable z and set x = . Then x satises the IVP z x0 f (t, z ) x = f (t, x), x(t0 ) = where f (t, x) = . Its solution is 0 x(t, ) x(t, ) = , so the two IVPs are equivalent. See http://www.math.washington.edu/~hart