Existence of Solution to System of First Order ODEs
From ProofWiki
Theorem
Consider the system of initial value problems:
- $\begin{cases} \dfrac {dy}{dx} = f \left({x, y, z}\right) & : y \left({x_0}\right) = y_0 \\ & \\ \dfrac {dz}{dx} = g \left({x, y, z}\right) & : z \left({x_0}\right) = z_0 \\ \end{cases}$
where $f \left({x, y, z}\right)$ and $g \left({x, y, z}\right)$ are continuous real functions in some region of space $xyz$ that contains the point $\left({x_0, y_0, z_0}\right)$.
Then this system of equations has a unique solution which exists on some interval $\left|{x - x_0}\right| \le h$.