Bourbaki

Proposition 6

Tag 08BT, permanent. Cite it as [Bourbaki, Tag 08BT].

Functions of a Real Variable, chapter IV, § 1. EXISTENCE THEOREMS

*Let f\mathbf{f} and g\mathbf{g} be two functions defined on I×HI \times H, satisfying the hypotheses of lemma 1 of IV, p. 165, and such that, on I×HI \times H,

∥f(t,x)−g(t,x)∥≤α. \| \mathbf{f}(t, \mathbf{x}) - \mathbf{g}(t, \mathbf{x}) \| \leq \alpha.
(16)

Suppose further that g\mathbf{g} is Lipschitz for the constant k>0k > 0 on I×HI \times H. In these circumstances, if u\mathbf{u} is an approximate solution of x′=f(t,x)\mathbf{x}' = \mathbf{f}(t, \mathbf{x}) to within ε1\varepsilon_1, defined on II, with values in HH, and v\mathbf{v} is an approximate solution of x′=g(t,x)\mathbf{x}' = \mathbf{g}(t, \mathbf{x}) to within ε2\varepsilon_2, defined on II, with values in HH, then, for all t∈It \in I

∥u(t)−v(t)∥≤∥u(t0)−v(t0)∥ek∣t−t0∣+(α+ε1+ε2)ek∣t−t0∣−1k. \| \mathbf{u}(t) - \mathbf{v}(t) \| \leq \| \mathbf{u}(t_0) - \mathbf{v}(t_0) \| e^{k|t-t_0|} + (\alpha + \varepsilon_1 + \varepsilon_2) \frac{e^{k|t-t_0|} - 1}{k}.
(17)

Indeed

∥u′(t)−g(t,u(t))∥≤α+ε1 \left\| \mathbf{u}'(t) - \mathbf{g}(t, \mathbf{u}(t)) \right\| \leq \alpha + \varepsilon_1
for all tt in the complement in II of a countable subset of II; in other words, u\mathbf{u} is an approximate solution of x′=g(t,x)\mathbf{x}' = \mathbf{g}(t, \mathbf{x}) to within α+ε1\alpha + \varepsilon_1, so the inequality (17) follows on applying prop. 5 of IV, p. 169.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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