A constructive proof of the Cauchy–Kovalevskaya theorem for ordinary differential equations

Abstract

We give a constructive proof of the classical Cauchy–Kovalevskaya theorem for ordinary differential equations which provides a sufficient condition for an initial value problem to have a unique, analytic solution. Our proof is inspired by a modern numerical technique for rigorously solving nonlinear problems known as the radii polynomial approach. The main idea is to recast the existence and uniqueness of analytic solutions as a fixed point problem on an appropriately chosen Banach space, and then prove a fixed point exists via a constructive version of the Banach fixed point theorem. A key aspect of this method is the use of an approximate solution which plays a crucial role in the theoretical proof. Our proof is constructive in the sense that we provide an explicit recipe for constructing the fixed point problem, an approximate solution, and the bounds necessary to prove the existence of the fixed point.