Gronwall-Bellman.docVIP

Gronwall-Bellman Let I denote an interval of the real line of the form [a,?∞) or [a,?b] or [a,?b) with a??b. Let β and u be real-valued continuous functions defined on I. If?u is differentiable in the interior I?o of I? (the interval I without the end points a and possibly b) and satisfies the differential inequality then u is bounded by the solution of the corresponding differential equation y?′(t) = β(t)?y(t): for all t in?I. Remark: There are no assumptions on the signs of the functions β and u. [edit] Proof Define the function Note that v satisfies with v(a)?= 1 and v(t)? 0 for all