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Lema Bellman-Gronwall

Posted: Wed Sep 26, 2007 9:00 pm
by Cezar Lupu
Iata, am sa postez o lema foarte utila in teoria ecuatiilor diferentiale ordinare si nu numai. :)

Fie \( u, v:I=[a, b]\to\mathbb{R} \) doua functii continue, \( v\geq 0 \) si exista \( M\geq 0 \) astfel incat \( u(t)\leq M+\int_0^t u(s)v(s)ds \) pentru orice \( t\in [a,b] \).
Sa se arate ca \( u(t)\leq Me^{\int_0^t v(s)ds} \).

O solutie posibila

Posted: Fri Sep 28, 2007 9:44 am
by harq
Inmultim cu \( v(t)>0 \) si obtinem \( u(t)v(t)\leq v(t) \left(M+\int_{0}^{t}u(s)v(s)ds \right) \)
Notam \( F(t)=\int_{0}^{t}u(s)v(s)ds \), atunci \( \frac{F^{,}(t)} {M+F(t)} \leq v(t) \Leftrightarrow ln \left( M+F(t) \right) ^{,} \leq v(t). \) Acum integram pe un interval \( [0,x] \).
\( ln(M+F(x))-ln M \leq \int_{0}^{x} v(t)dt \Leftrightarrow M+F(x) \leq Me^{\int_{0}^{x}v(t)dt} \) si tinand seama de ipoteza obtinem ca \( u(t)\leq M e^{\int_{0}^{x} v(t)dt}\ \)