Let c,d:I→R be continuous functions. Let u1,u2 denote the solutions of the initial value problem
u′+c(t)u=d(t) ,
with u1(t0)=u10 and u2(t0)=u20 on an interval I containing t0. Then, show that
∣u1(t)−u2(t)∣=∣u10−u20∣exp[−∫tt0c(s)ds],t∈I,,
and, hence, show that u1(t)=u1(t;t0,u10) is a continuous function of x10 for any fixed t and t0. Thus, conclude that u(t)=u(t;t0,u0) of a linear equation is a continuous function of an initial parameter u0.
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