Ordinary differential equations Theorem
Estimate for approximate solutions
Builds on Grönwall boundLipschitz conditionGrönwall's inequality
Statement
Let be an interval, let be an open subset of and let . Let satisfy for all and . Let with , and let . Let be continuous on and differentiable on , with for and . If , then for each , where is the Grönwall bound.
Remarks
A curve with is an -approximate solution. For , the result is continuous dependence on initial data. The proof applies the derivative form of Grönwall's inequality with the additional term to .
Reading path
To understand this page from the ground up, read these 6 pages in order. The foundations come first.
Show the path as a graph
- no evidence level
- Function concept
- Interval concept
- Lipschitz condition definition
- Grönwall's inequality statement
- Grönwall bound definition
- Estimate for approximate solutions statement
Further reading
- Web https://github.com/leanprover-community/mathlib4/blob/56a005855ea17e0b0958f73ec801ae140b0a1679/Mathlib/Analysis/ODE/Gronwall.lean#L162, theorem dist_le_of_approx_trajectories_ODE_of_mem. Mathlib at the commit that lean/lake-manifest.json pins. The theorem states the estimate with gronwallBound for two approximate solutions that stay in a set where the field is K-Lipschitz.
- Web https://en.wikipedia.org/wiki/Gr%C3%B6nwall%27s_inequality, lead section
About this page
| Tag | 0JTPMCCZT2 |
|---|---|
| URI | m2://0JTPMCCZT2 |
| Kind | statement, theorem |
| Writing | W0 stub |
| MSC | 34A12, 34A45 |
| Status | This copy of the site has no build data. Run m2 status 0JTPMCCZT2. |
| Uses | Grönwall bound, Lipschitz condition, Grönwall's inequality |
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