# Gronwall’s lemma

If, for $t_{0}\leq t\leq t_{1}$, $\phi(t)\geq 0$ and $\psi(t)\geq 0$ are continuous functions such that the inequality

 $\phi(t)\leq K+L\int_{t_{0}}^{t}\psi(s)\phi(s)ds$

holds on $t_{0}\leq t\leq t_{1}$, with $K$ and $L$ positive constants, then

 $\phi(t)\leq K\exp\left(L\int_{t_{0}}^{t}\psi(s)ds\right)$

on $t_{0}\leq t\leq t_{1}$.

Title Gronwall’s lemma GronwallsLemma 2013-03-22 13:22:20 2013-03-22 13:22:20 jarino (552) jarino (552) 4 jarino (552) Theorem msc 26D10 Gronwall’s inequality