Existence and uniqueness theorem for ODE: an overview

Abstract

The study of existence and uniqueness of solutions became important due to the lack of general formula for solving nonlinear ordinary differential equations (ODEs). Compact form of existence and uniqueness theory appeared nearly 200 years after the development of the theory of differential equation. In the article, we shall discuss briefly the differences between linear and nonlinear first order ODE in context of existence and uniqueness of solutions. Special emphasis is given on the Lipschitz continuous functions in the discussion.