From a39bb3b8aab1aeb4fceaedc54c756703819776c3 Mon Sep 17 00:00:00 2001 From: Prefetch Date: Sat, 17 Dec 2022 18:19:26 +0100 Subject: Rewrite "Lagrange multiplier", various improvements --- .../know/concept/gronwall-bellman-inequality/index.md | 17 +++++++++-------- 1 file changed, 9 insertions(+), 8 deletions(-) (limited to 'source/know/concept/gronwall-bellman-inequality') diff --git a/source/know/concept/gronwall-bellman-inequality/index.md b/source/know/concept/gronwall-bellman-inequality/index.md index da1bcad..0d6db71 100644 --- a/source/know/concept/gronwall-bellman-inequality/index.md +++ b/source/know/concept/gronwall-bellman-inequality/index.md @@ -7,8 +7,8 @@ categories: layout: "concept" --- -Suppose we have a first-order ordinary differential equation -for some function $$u(t)$$, and that it can be shown from this equation +Suppose we have a first-order ordinary differential equation for some function $$u(t)$$, +and assume that we can prove from this equation that the derivative $$u'(t)$$ is bounded as follows: $$\begin{aligned} @@ -28,7 +28,7 @@ $$\begin{aligned} {% include proof/start.html id="proof-original" -%} -We define $$w(t)$$ to equal the upper bounds above +We define $$w(t)$$ as equal to the upper bounds above on both $$w'(t)$$ and $$w(t)$$ itself: $$\begin{aligned} @@ -40,7 +40,7 @@ $$\begin{aligned} \end{aligned}$$ Where $$w(0) = u(0)$$. -The goal is to show the following for all $$t$$: +Then the goal is to show the following for all $$t$$: $$\begin{aligned} \frac{u(t)}{w(t)} \le 1 @@ -102,7 +102,7 @@ $$\begin{aligned} \exp\!\bigg( \!-\!\! \int_0^t \beta(s) \dd{s} \bigg) \end{aligned}$$ -The parenthesized expression it bounded from above by $$\alpha(t)$$, +The parenthesized expression is bounded from above by $$\alpha(t)$$, thanks to the condition that $$u(t)$$ is assumed to satisfy, for the Grönwall-Bellman inequality to be true: @@ -131,7 +131,8 @@ $$\begin{aligned} &\le \int_0^t \alpha(s) \: \beta(s) \exp\!\bigg( \int_s^t \beta(r) \dd{r} \bigg) \end{aligned}$$ -Insert this into the condition under which the Grönwall-Bellman inequality holds. +This yields the desired result after inserting it +into the condition under which the Grönwall-Bellman inequality holds. {% include proof/end.html id="proof-integral" %} @@ -158,14 +159,14 @@ $$\begin{aligned} &\le \alpha(t) + \alpha(t) \int_0^t \beta(s) \exp\!\bigg( \int_s^t \beta(r) \dd{r} \bigg) \dd{s} \end{aligned}$$ -Now, consider the following straightfoward identity, involving the exponential: +Now, consider the following straightforward identity, involving the exponential: $$\begin{aligned} \dv{}{s}\exp\!\bigg( \int_s^t \beta(r) \dd{r} \bigg) &= - \beta(s) \exp\!\bigg( \int_s^t \beta(r) \dd{r} \bigg) \end{aligned}$$ -By inserting this into Grönwall-Bellman inequality, we arrive at: +By inserting this into normal Grönwall-Bellman inequality, we arrive at: $$\begin{aligned} u(t) -- cgit v1.2.3