Lecture 23: Existence & Uniqueness for ODEs: Picard–Lindelöf Theorem

We show existence and uniqueness of  first order ordinary differential equations (ODEs). This is the Picard–Lindelöf theorem and is a wonderful application of much of the material in the class. It will use the theory of metric spaces as well as the contracting mapping theorem. The solution to an ODE will be constructed as a fix point of a contracting map. Here the contracting map is defined on the Cauchy complete metric space of continuous functions on a compact interval.