For $\lambda \in \mathbb{R}$, consider the initial value problem $y'(x)=\lambda \sin(x+y(x))$, $y(0)=1$. Then this initial value problem has
- no solution in any neighbourhood of $0$.
- a solution in $\mathbb{R}$ if $|\lambda|<1$
- a solution in a neighbourhood of $0$.
- a solution in $\mathbb{R}$ only if $|\lambda|>1$.
This is the first time I have encountered this kind of IVP, and have no idea to proceed. The entanglement of $x$ and $y(x)$ in $\sin(x+y(x))$ is what causing me the trouble to make any headway. So please help me to solve this. Thanks.
Hint: Observe we have \begin{align} y' = F(x, y) \end{align} where $F$ is Lipschitz in $y$ variable since \begin{align} |F(x, y_1) -F(x, y_2)| = |\lambda| |\sin(x+y_1)-\sin(x+y_2)| \leq |\lambda||y_1-y_2|. \end{align} Note we have used the fact $|\sin u-\sin v| \leq |u-v|$.
Now, by Picard-Lindelof theorem, one can guarantee local existence, i.e. (3) holds if we do not know anything about $\lambda$.
Moreover, one can use a Banach fixed point argument to show that the ode has a global solution, i.e. solution on all of $\mathbb{R}$ if $|\lambda|<1$, which means (2) holds.