- #1
wu_weidong
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Homework Statement
Suppose the function f(t,x) is locally Lipschitz on the domain G in R^2, that is, |f(t,x_1)-f(t,x_2)| <= k(t) |x_1 - x_2| for all (t, x_1),(t,x_2) in G. Define I = (a,b) and phi_1(t) and phi_2(t) are 2 continuous functions on I. Assume that, if (t, phi_i(t)) is in G, then the function f(t, phi_i(t)) is an integrable function on I for i = 1, 2. Suppose that for i = 1,2 and t in I,
phi_i(t) = phi_i(t_0) + INTEGRATE (from t_0 to t){ f(s, phi_i(t)) }ds + E_i(t)
and (phi_1(t_0) - phi_2(t_0)| <= d
for some constant d. Show that for all t in (t_0, b) we have
|phi_1(t) - phi_2(t)| <= d exp(INTEGRATE(from t_0 to t){ k(s) }ds) + E(t) + INTEGRATE(from t_0 to t){ E(s)k(s)exp[INTEGRATE(from t_0 to s) { k(r) } dr] }ds
where E(t) = |E_1(t)| + |E_2(t)|
The Attempt at a Solution
I managed to get d exp(INTEGRATE(from t_0 to t) k(s) ds) using triangle inequality and Gronwall's inequality, but I cannot seem to get the last 2 terms in the inequality.
Here's what I did:
|phi_1(t) - phi_2(t)|
= |phi_1(t_0) + INTEGRATE (from t_0 to t){ f(s, phi_1(s)) }ds + E_1(t) - phi_2(t_0) - INTEGRATE (from t_0 to t){ f(s, phi_2(s)) }ds - E_2(t)|
= |phi_1(t_0) - phi_2(t_0) + INTEGRATE (from t_0 to t){ f(s, phi_1(s)) }ds - INTEGRATE (from t_0 to t){ f(s, phi_2(s)) }ds + E_1(t) - E_2(t)|
<= |phi_1(t_0) - phi_2(t_0)| + |INTEGRATE (from t_0 to t){ f(s, phi_1(s)) }ds - INTEGRATE (from t_0 to t){ f(s, phi_2(s)) }ds + E_1(t) - E_2(t)|
<= d + |E_1(t) - E_2(t)| + |INTEGRATE (from t_0 to t){ f(s, phi_1(s)) - f(s, phi_2(s)) }ds|
<= d + |E_1(t) - E_2(t)| + INTEGRATE (from t_0 to t){ |f(s, phi_1(s)) - f(s, phi_2(s))| }ds
<= d + |E_1(t) - E_2(t)| + INTEGRATE (from t_0 to t){ k(s)|phi_1(s) - phi_2(s)| } ds
<= (d + |E_1(t) - E_2(t)|) exp(INTEGRATE (from t_0 to t){ k(s) } ds)
= d exp(INTEGRATE (from t_0 to t){ k(s) } ds) + (|E_1(t) - E_2(t)|) exp(INTEGRATE (from t_0 to t){ k(s) } ds)
This is where I got stuck.
Please help.
Thank you.
Regards,
Rayne