Discrete Grönwall inequality
Builds on Grönwall's inequality
Statement
Let be a sequence of real numbers with , and let and be sequences of non-negative real numbers. Assume that for each . Then for each ,
Remarks
Proof idea: by induction, . Then use . It is the discrete analogue of Grönwall's inequality, with sums in place of integrals. It bounds the growth of errors in numerical methods such as the Euler method.
Reading path
To understand this page from the ground up, read these 3 pages in order. The foundations come first.
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- no evidence level
- Interval concept
- Grönwall's inequality statement
- Discrete Grönwall inequality statement
Where this leads
8 pages build on this one.
Further reading
- Web https://www.ceremade.dauphine.fr/~mischler/Enseignements/M2evol2018/chap0.pdf, Lemma 5.1 and (5.4). S. Mischler, lecture notes "Chapter 0, on the Gronwall lemma", Section 5. Lemma 5.1 is the product form of the remark. With 1 + c <= e^c it gives the statement, and (5.4) is the case of a constant c_k.
- Web https://en.wikipedia.org/wiki/Gr%C3%B6nwall%27s_inequality, lead section
About this page
| Tag | 0NTM3J5MFE |
|---|---|
| URI | m2://0NTM3J5MFE |
| Kind | statement, lemma |
| Writing | W0 stub |
| MSC | 26D15, 39A22 |
| Status | This copy of the site has no build data. Run m2 status 0NTM3J5MFE. |
| Uses | Grönwall's inequality |
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