Bourbaki

Lemma 1

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

Functions of a Real Variable, chapter V, Appendix 0. Hardy Fields. (H) Functions

Let a(x),b(x)a(x), b(x) be two continuous real functions that do not change sign on an interval [x0,+∞[[x_0, +\infty[. If, on this interval, the function y(x)y(x) is continuous and differentiable, and satisfies the identity

y′=ay+b y' = ay + b

(1)

then there exists an interval [x1,+∞[[x_1, +\infty[ on which yy does not change sign.

Indeed, let us put z(x)=y(x)exp⁡(−∫x0xa(t) dt)z(x) = y(x) \exp \left( - \int_{x_0}^x a(t) \, dt \right) (cf. IV, p. 183); then, by (1), z′(x)=b(x)exp⁡(−∫x0xa(t) dt)z'(x) = b(x) \exp \left( - \int_{x_0}^x a(t) \, dt \right). If b(x)⩾0b(x) \geqslant 0 for x⩾x0x \geqslant x_0 then zz is increasing on this interval, so either is <0< 0 on all this interval, or is zero on an interval [x1,+∞[[x_1, +\infty[, or else is >0> 0 on an interval [x1,+∞[[x_1, +\infty[; since yy has the same sign as zz the proposition is proved in this case. The argument is similar if b(x)⩽0b(x) \leqslant 0 for x⩾x0x \geqslant x_0.

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

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Transcribed from the printed volume. Not translated.