Existence and Uniqueness Theorem for First Order Nonlinear Differential Equations

Existence

If f is continuous on an open rectangle

R={(x,y)R2:a<x<b,c<y<d}

in the x,y plane, and let (x0,y0)R be a fixed point in the rectangle.
Then, the IVP

{y=f(x,y),y(x0)=y0

has at least one solution y(x) defined for x in some open subinterval of (a,b) that contains x0.

Uniqueness

In addition, if fy(x,y) is continuous on R, then the solution is unique.