Math 2.0

Ordinary differential equations Theorem

Estimate for approximate solutions

Builds on Grönwall boundLipschitz conditionGrönwall's inequality

Statement

Let JJ be an interval, let UU be an open subset of ℝn\mathbb{R}^n and let K≥0K \ge 0. Let f:J×U→ℝnf : J \times U \to \mathbb{R}^n satisfy ∥f(t,x)−f(t,y)∥≤K∥x−y∥\|f(t, x) - f(t, y)\| \le K \|x - y\| for all t∈Jt \in J and x,y∈Ux, y \in U. Let a<ba < b with [a,b]⊆J[a, b] \subseteq J, and let δ,ε1,ε2≥0\delta, \varepsilon_1, \varepsilon_2 \ge 0. Let γ1,γ2:[a,b]→U\gamma_1, \gamma_2 : [a, b] \to U be continuous on [a,b][a, b] and differentiable on (a,b)(a, b), with ∥γi′(t)−f(t,γi(t))∥≤εi\|\gamma_i'(t) - f(t, \gamma_i(t))\| \le \varepsilon_i for i=1,2i = 1, 2 and t∈(a,b)t \in (a, b). If ∥γ1(a)−γ2(a)∥≤δ\|\gamma_1(a) - \gamma_2(a)\| \le \delta, then for each t∈[a,b]t \in [a, b], ∥γ1(t)−γ2(t)∥≤Gδ,K,ε1+ε2(t−a),\|\gamma_1(t) - \gamma_2(t)\| \le G_{\delta, K, \varepsilon_1 + \varepsilon_2}(t - a), where GG is the Grönwall bound.

Remarks

A curve with ∥γ′(t)−f(t,γ(t))∥≤ε\|\gamma'(t) - f(t, \gamma(t))\| \le \varepsilon is an ε\varepsilon-approximate solution. For ε1=ε2=0\varepsilon_1 = \varepsilon_2 = 0, the result is continuous dependence on initial data. The proof applies the derivative form of Grönwall's inequality with the additional term ε1+ε2\varepsilon_1 + \varepsilon_2 to ∥γ1−γ2∥\|\gamma_1 - \gamma_2\|.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Function concept
  2. Interval concept
  3. Lipschitz condition definition
  4. Grönwall's inequality statement
  5. Grönwall bound definition
  6. Estimate for approximate solutions statement

Further reading

  1. 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.
  2. Web https://en.wikipedia.org/wiki/Gr%C3%B6nwall%27s_inequality, lead section
About this page
Tag0JTPMCCZT2
URIm2://0JTPMCCZT2
Kindstatement, theorem
WritingW0 stub
MSC34A12, 34A45
StatusThis copy of the site has no build data. Run m2 status 0JTPMCCZT2.
UsesGrönwall bound, Lipschitz condition, Grönwall's inequality

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