-
+
+{% include proof/start.html id="proof-original" -%}
We define $$w(t)$$ to equal the upper bounds above
on both $$w'(t)$$ and $$w(t)$$ itself:
@@ -63,8 +60,8 @@ $$\begin{aligned}
Since $$u' \le \beta u$$ as a condition,
the above derivative is always negative.
-
-
+{% include proof/end.html id="proof-original" %}
+
Grönwall's inequality can be generalized to non-differentiable functions.
Suppose we know:
@@ -84,11 +81,8 @@ $$\begin{aligned}
}
\end{aligned}$$
-
-
-
-
-
+
+{% include proof/start.html id="proof-integral" -%}
We start by defining $$w(t)$$ as follows,
which will act as shorthand:
@@ -138,8 +132,8 @@ $$\begin{aligned}
\end{aligned}$$
Insert this into the condition under which the Grönwall-Bellman inequality holds.
-
-
+{% include proof/end.html id="proof-integral" %}
+
In the special case where $$\alpha(t)$$ is non-decreasing with $$t$$,
the inequality reduces to:
@@ -151,11 +145,8 @@ $$\begin{aligned}
}
\end{aligned}$$
-
-
-
-
-
+
+{% include proof/start.html id="proof-special" -%}
Starting from the "ordinary" Grönwall-Bellman inequality,
the fact that $$\alpha(t)$$ is non-decreasing tells us that
$$\alpha(s) \le \alpha(t)$$ for all $$s \le t$$, so:
@@ -194,9 +185,7 @@ $$\begin{aligned}
\\
&\le \alpha(t) - \alpha(t) + \alpha(t) \exp\!\bigg( \int_0^t \beta(r) \dd{r} \bigg)
\end{aligned}$$
-
-
-
+{% include proof/end.html id="proof-special" %}
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