Gronwall's Inequality - Integral Form For Continuous Functions

Integral Form For Continuous Functions

Let I denote an interval of the real line of the form or [a, b) with a < b. Let α, β and u be real-valued functions defined on I. Assume that β and u are continuous and that the negative part of α is integrable on every closed and bounded subinterval of I.

  • (a) If β is non-negative and if u satisfies the integral inequality
then
  • (b) If, in addition, the function α is non-decreasing, then

Remarks:

  • There are no assumptions on the signs of the functions α and u.
  • Compared to the differential form, differentiability of u is not needed for the integral form.
  • For a version of Grönwall's inequality which doesn't need continuity of β and u, see the version in the next section.

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