Gronwall’s lemma


If, for t0≤t≤t1, ϕ⁢(t)≥0 and ψ⁢(t)≥0 are continuous functionsMathworldPlanetmathPlanetmath such that the inequalityMathworldPlanetmath

ϕ⁢(t)≤K+L⁢∫t0tψ⁢(s)⁢ϕ⁢(s)⁢𝑑s

holds on t0≤t≤t1, with K and L positive constants, then

ϕ⁢(t)≤K⁢exp⁡(L⁢∫t0tψ⁢(s)⁢𝑑s)

on t0≤t≤t1.

Title Gronwall’s lemma
Canonical name GronwallsLemma
Date of creation 2013-03-22 13:22:20
Last modified on 2013-03-22 13:22:20
Owner jarino (552)
Last modified by jarino (552)
Numerical id 4
Author jarino (552)
Entry type Theorem
Classification msc 26D10
Synonym Gronwall’s inequality