[step:Convert the Euler--Lagrange equation into a first-order initial value problem]
For $x \in [a,b]$, $y \in U$, and $v \in \mathbb{R}^n$, define the Legendre matrix
\begin{align*}
A(x,y,v) := L_{vv}(x,y,v) \in \mathbb{R}^{n \times n}.
\end{align*}
By the strengthened Legendre condition along $y_0$ and continuity of $A$, after shrinking to an open neighbourhood $\mathcal{U}_0 \subset \mathcal{O}$ of the compact set
\begin{align*}
K_0 := \{(x,y_0(x),y_0'(x)) : x \in [a,b]\},
\end{align*}
we may assume that $A(x,y,v)$ is invertible for every $(x,y,v) \in \mathcal{U}_0$. Since $\mathcal{U}_0$ is open and contains $K_0$, the first-order formulation below is available on a slightly larger time interval near every point of $[a,b]$, including a right-sided extension past $b$ along nearby solutions.
The Euler--Lagrange equation can then be solved for $y''$. Indeed,
\begin{align*}\frac{d}{dx}\partial_v L(x,y,y') = L_{xv}(x,y,y') + L_{yv}(x,y,y')y' + L_{vv}(x,y,y')y'',\end{align*}
so the equation is equivalent on $\mathcal{U}_0$ to
\begin{align*}
y'' = F(x,y,y'),
\end{align*}
where the map
\begin{align*}
F: \mathcal{U}_0 &\to \mathbb{R}^n
\end{align*}
is defined by
\begin{align*}
F(x,y,v) := A(x,y,v)^{-1}\bigl(\partial_y L(x,y,v)-L_{xv}(x,y,v)-L_{yv}(x,y,v)v\bigr).
\end{align*}
Here $L_{xv}(x,y,v)$ denotes the $x$-derivative of the map $\partial_v L$, and $L_{yv}(x,y,v)v$ denotes the derivative of the map $y \mapsto \partial_v L(x,y,v)$ applied to the vector $v \in \mathbb{R}^n$. Since $L$ is $C^3$ and inversion is $C^1$ on the [open set](/page/Open%20Set) of invertible matrices, the map $F$ is $C^1$ on $\mathcal{U}_0$. Therefore the first-order system for $(y,w) \in U\times\mathbb{R}^n$,
\begin{align*}
y'=w, \qquad w'=F(x,y,w),
\end{align*}
has the standard local existence, uniqueness, and $C^1$ dependence on initial data, by the $C^1$ form of the [Picard-Lindelof Theorem](/theorems/69), because its phase-space vector field $(x,y,w)\mapsto (w,F(x,y,w))$ is $C^1$ on the open set $\mathcal{U}_0$. We use that local theory in the following form: for initial data sufficiently close to $(x_*,y_0(x_*),y_0'(x_*))$, there is a unique nearby phase-space solution $(Y,W)$ depending $C^1$ on the initial data, where $W=\partial_xY$ and the curve $x\mapsto Y(x)$ is an extremal.
[/step]