Bourbaki

Exercise 16, § 1

Functions of a Real Variable, IV, 203

Let E be a vector space of finite dimension, and ff a bounded function on I×HI \times \mathbf{H} satisfying the conditions of IV, p. 165, lemma 1, such that the equation x′=f(t,x)x' = f(t, x) has a unique solution uu defined on II, with values in H\mathbf{H}, equal to x0x_0 at the point t0t_0. Suppose further that for sufficiently large nn there is an approximate integral unu_n of x′=f(t,x)x' = f(t, x) to within 1/n1/n, defined on II, with values in H\mathbf{H}, equal to x0x_0 at the point t0t_0. Show that the sequence (un)(u_n) converges uniformly to uu on every compact interval contained in II (use the fact that the sequence (un)(u_n) is equicontinuous on II).

Solution

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