Math 2.0

Ordinary differential equations Concept

Grönwall bound

Summary

The Grönwall bound is the solution x↦δeKx+εK(eKx−1)x \mapsto \delta e^{Kx} + \frac{\varepsilon}{K}(e^{Kx} - 1) of v′=Kv+εv' = K v + \varepsilon, v(0)=δv(0) = \delta, with the value δ+εx\delta + \varepsilon x when K=0K = 0. It is the upper bound in a form of Grönwall's inequality. See the definition.

Further reading

  1. Web https://en.wikipedia.org/wiki/Gr%C3%B6nwall%27s_inequality, lead section
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