Bourbaki

Exercise 11, § 1

Functions of a Real Variable, IV, 202

a) On the box P : ∣t−t0∣<a, ∣x−x0∣<b|t - t_0| < a,\ |x - x_0| < b let g and h be two continuous real functions such that g(t,x)<h(t,x)g(t, x) < h(t, x) on P. Let u (resp. v) be an integral of x′=g(t,x)x' = g(t, x) (resp. x′=h(t,x)x' = h(t, x)) such that u(t0)=x0u(t_0) = x_0 (resp. v(t0)=x0v(t_0) = x_0) defined on an interval [t0,t0+c[[t_0, t_0 + c[; show that for t0<t<t0+ct_0 < t < t_0 + c one has u(t)<v(t)u(t) < v(t) (consider the supremum τ\tau of the t for which this inequality holds).

b) Let u be the maximal integral of x′=g(t,x)x' = g(t, x) corresponding to the point (t0,x0)(t_0, x_0) (exerc. 10), defined on an interval [t0,t0+c[[t_0, t_0 + c[, with values in ∣x−x0∣<b|x - x_0| < b. Show that in every compact interval [t0,t0+d][t_0, t_0 + d] contained in [t0,t0+c[[t_0, t_0 + c[ the minimal and maximal integrals of the equation x′=g(t,x)+εx' = g(t, x) + \varepsilon corresponding to the point (t0,x0)(t_0, x_0) are defined once ε>0\varepsilon > 0 is small enough, and converge uniformly to u when ε\varepsilon tends to 0 through values > 0.

c) Let g and h be two real continuous functions defined on P and such that g(t,x)≤h(t,x)g(t, x) \leq h(t, x) on P. Let [t0,t0+c[[t_0, t_0 + c[ be an interval on which are defined an integral u of x′=g(t,x)x' = g(t, x) such that u(t0)=x0u(t_0) = x_0, and the maximal integral v of x′=h(t,x)x' = h(t, x) corresponding to the point (t0,x0)(t_0, x_0). Show that u(t)≤v(t)u(t) \leq v(t) on this interval (reduce to case a) using b)).

Solution

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