The Gronwall inequality

Abstract

We prove the following version generalization of the Gronwall inequality: Let $\mathbf X$ be a Banach space and $U\subset \mathbf X$ an open convex set in $\mathbf X$. Let $f,g\colon [a,b]\times U\to \mathbf X$ be continuous functions and let $y,z\colon [a,b]\to U$ satisfy the initial value problems \begin{align*} y'(t)&=f(t,y(t)),\quad y(a)=y_0,\\ z'(t)&=g(t,z(t)),\quad z(a)=z_0. \end{align*} Also assume there is a constant $C\ge 0$ so that $$ \|g(t,x_2)-g(t,x_1)\|\le C\|x_2-x_1\| $$ and a continuous function $\phi\colon [a,b]\to [0,\infty)$ so that $$ \|f(t,y(t))-g(t,y(t))\|\le \phi(t). $$ Then for $t\in [a,b]$ $$ \|y(t)-z(t)\| \le e^{C|t-a|}\|y_0-z_0\|+e^{C|t-a|}\int_a^te^{-C|s-a|}\phi(s)\,ds. $$