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Timeline for A Riccati type integral inequality

Current License: CC BY-SA 4.0

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Feb 22, 2019 at 14:33 vote accept Totoro
Feb 21, 2019 at 20:45 history edited Willie Wong CC BY-SA 4.0
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Feb 21, 2019 at 20:42 comment added Willie Wong Oh, wait, I see what you meant; your question is with my application of Gronwall. Yes, you are correct.
Feb 21, 2019 at 20:36 comment added Willie Wong @Totoro: that part is exactly the same as my previous answer. Do you see how I got the bound for $x(t_2) - x(t_1)$ through integration by parts in the previous part? There are two boundary terms corresponding to the points $t_2 (=b)$ and $t_1 (=a)$. The $t_1$ term vanish because I chose to integrate by parts against $t - t_1$ which vanishes there.
Feb 21, 2019 at 16:16 comment added Totoro It is not clear to me why $ x(b) \leq \left[ x(a) + (b-a) \int_b^\infty \frac{x(s)}{s} \frac{k(s)}{s} ~ds\right] \cdot e^{K(a) - K(b)} $ is true. I guess that it should be$ x(b) \leq \left[ x(a) + (b-a) \int_a^\infty \frac{x(s)}{s} \frac{k(s)}{s} ~ds\right] \cdot e^{K(a) - K(b)} $ and the next line is $ 2^{-1-i} t_{i+1} \leq \left[ 2^{-i} t_i + (t_{i+1} - t_i) \sum_{j = i}^\infty 2^{-j} K_j \right] e^{K_{i}} $. Then the rest arguments work as before.
Feb 21, 2019 at 15:42 history undeleted Willie Wong
Feb 21, 2019 at 15:42 history edited Willie Wong CC BY-SA 4.0
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Feb 21, 2019 at 15:25 history deleted Willie Wong via Vote
Feb 21, 2019 at 15:06 history answered Willie Wong CC BY-SA 4.0