Sturm–Liouville theory[edit]

Main article: Sturm–Liouville theory

Sturm–Liouville theory is a theory of a special type of second order linear ordinary differential
equation. Their solutions are based on eigenvalues and corresponding eigenfunctions of linear
operators defined via second-order homogeneous linear equations. The problems are identified as
Sturm-Liouville Problems (SLP) and are named after J.C.F. Sturm and J. Liouville, who studied them
in the mid-1800s. SLPs have an infinite number of eigenvalues, and the corresponding
eigenfunctions form a complete, orthogonal set, which makes orthogonal expansions possible. This
is a key idea in applied mathematics, physics, and engineering.[23] SLPs are also useful in the
analysis of certain partial differential equations.

Existence and uniqueness of solutions[edit]

There are several theorems that establish existence and uniqueness of solutions to initial value
problems involving ODEs both locally and globally. The two main theorems are

Theorem Assumption Conclusion

Peano existence theorem F continuous local existence only

Picard–Lindelöf theorem F Lipschitz continuous local existence and uniqueness

In their basic form both of these theorems only guarantee local results, though the latter can be
extended to give a global result, for example, if the conditions of Grönwall's inequality are met.

Also, uniqueness theorems like the Lipschitz one above do not apply to DAE systems, which
may have multiple solutions stemming from their (non-linear) algebraic part alone. [24]

Local existence and uniqueness theorem simplified[edit]

The theorem can be stated simply as follows.[25] For the equation and initial value problem:

if F and ∂F/∂y are continuous in a closed rectangle

in the x-y plane, where a and b are real (symbolically: a, b ∈ R) and × denotes the Cartesian
product, square brackets denote closed intervals, then there is an interval

for some h ∈ R where the solution to the above equation and initial value problem can be found.
That is, there is a solution and it is unique. Since there is no restriction on F to be linear, this
applies to non-linear equations that take the form F(x, y), and it can also be applied to systems
of equations.
Global uniqueness and maximum domain of solution[edit]
When the hypotheses of the Picard–Lindelöf theorem are satisfied, then local existence and
uniqueness can be extended to a global result. More precisely:[26]

For each initial condition (x0, y0) there exists a unique maximum (possibly infinite) open interval

such that any solution that satisfies this initial condition is a restriction of the solution that

satisfies this initial condition with domain .

In the case that , there are exactly two possibilities

 explosion in finite time:

 leaves domain of definition:

where Ω is the open set in which F is defined, and is its boundary.