In mathematics, specifically in the study of ordinary differential equations, the Peano existence theorem, Peano theorem or Cauchy–Peano theorem, named after Giuseppe Peano and Augustin Louis Cauchy, is a fundamental theorem which guarantees the existence of solutions to certain initial value problems.
Peano first published the theorem in 1886 with an incorrect proof. In 1890 he published a new correct proof using successive approximations.
Let D be an open subset of R × R with
a continuous function and
a continuous, explicit first-order differential equation defined on D, then every initial value problem
for f with has a local solution
where is a neighbourhood of in , such that for all .