作者harry901 (蛋笨是的唸來過倒)
看板Math
標題[ODE] Lipschitz constant.
時間Sun Nov 20 23:01:41 2005
Let y_1 and y_2 satisfy y'=F(x,y) in a domain D, where F(x,y) satisfies a
Lipschitz condition in y. Show that
|y_2(x) - y_1(x)| ≦ e^(c|x-a|)*|y_2(a) - y_1(a)|
for x ≦ a, where c is the Lipschitz constant.
[Hint: Define t=a-x, and show that d[σ(t)e^(-2ct)]/dt ≦ 0.]
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