JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 44, 758-762 (1973)

A Note on Gronwali-Bellman Inequality

B. G. PACHPATTE

Department of Mathematics, Deogiri College, Aurangabad (Maharashtra) India

Submitted by Richard Bellman

1. In recent years there have been several linear and nonlinear

generalizations of Gronwall-Bellman inequality, for example, see the survey
paper of Chandra and Fleishman [2], and the references given there. These
generalizations are motivated by specific applications to the theory of ordinary
differential equations, The aim of the present note is to establish some useful
integral inequalities which claim their origin to the following

LEMMA 1 (Gronwall [4]). Let u(t) and f(t) be nonnegatiwe, continuous

functions on I = [0, co) for which the inequality

u(t) G uo + /otf(d 4s) 4 tEI

holds, where u. is a nonnegative constant. Then

4t) d u. exp (sdf(4 ds) , t EI.

Many applications of this lemma may be found in [l and 31 as well as in

numerous other books and papers. The main results of the present paper are
given in Theorems 1,2, and 3. Although the integral inequalities of Gronwall-
Bellman type are widely known and used, there appear to be no results of this
kind for integral inequalities.

2. The celebrated Gronwall-Bellman lemma and its variants play

a vital role in the study of the stability and boundedness properties of
differential and integral equations. A useful general version of this lemma may
be stated as follows:

THEOREM 1. Let u(t), f(t) and g(t) be real-valued nonnegative continuous

functions defined on I, for which the inequality

u(t) < uo + S,“fW 4s) ch + S,‘f (s) (j-;g(T) 44 dT) ds, t EI, (1)

758
Copyright 0 1973 by Academic Press, Inc.
Au rights of reproduction in any form reserved.
 GRONWALL-BELLMAN INEQUALITY 759

holds, where u,, is a nonnegative constant. Then

Proof Define a function v(t) by the right member of (1). Then

v’(t) = f(t) 40 + f(t) s,‘d4 44 dT> $0) = %I,

which in view of (1) implies

v’(t) G f(t) (v(f) + J-at&f(T)4’) dT) * (3)

If we put

m(t) = v(t) + 6 g(T) $4 d7, m(O) = v(O),

it follows from (3) and the fact that v(t) < m(t), the inequality

@f(t) G (f(t) + g(t)) w

is satisfied, which implies the estimation for m(t) such that

m(t) d u. exp (Jo’(f(s) + g(s))ds)

since m(0) = u. . Then, from (3), we have

v’(t) d uof(t) exp (I” (f(s) +&)) A) * (4)

Now, integrating both sides of (4) f rom 0 to t and substituting the value of
v(t) in (1) we obtain the desired bound in (2).
Another interesting and useful generalization of Lemma 1 is embodied in
the following theorem.

THEOREM 2. Let u(t), f(t) and g(t) be real-valued nonnegative continuous

functions defned on I, for which the inequality

u(t) < uo + j.otf(s) 44 ds + /otf(s) (Jb*g(T)~“(4 dr) 4 t E1

760 PACHPATTE

holds, where u, is a nonnegative constant and 0 <p < 1. Then

u(t) G ~0 + Ltf(r) exp (L’f(4 dT)

- [@ + (1 - P) jo8g(4 exp (- (1 - P) lo’f(4 h) dT]“(‘-‘) h

for all t E I.

The proof of this theorem follows by the similar argument as in the proof
of Theorem 1. We omit the details.

3. On the basis of various motivations Gronwall-Bellman inequality

has been extended and used considerably in various contexts. Recently,
Lakshmikantham [5] has obtained a general result in this direction which
includes and unifies several recent generalizations of this useful inequality.
In Theorem 3 below we obtain a sufficiently general result in this direction,
so that it will be effective in more delicate situations.
We first introduce a few of the basic notions involved in our subsequent
discussion. Let C(I) denote the space of continuous functions u E C[I, R+],
where R+ denote nonnegative real line, and T be a continuous operator such
that T maps C(I) into C(I). F or any two continuous functions u, v E C[I, R+]
the operator T is assumed to satisfy the following property:

u(t) < v(t), 0 < t < t1, t1 EI

implies
Tu < TV for t = tl .

We now state and prove a fairly general nonlinear version of the Gronwall-
Bellman inequality in the following form:

THEOREM 3. Let u, v, w E C[I, R*], f, h E C[R+, R+], f is strictly increasi?zg

and h be nondecreasing,k E C[I x I, R+], and supposefurther that the inequality

f W>> < W + w(t) h [c(t) + j-1 kb, 4&s 44, TW ds] 3 (5)

is satisfiedfor all t EI, 0 < to < r < t; whereg(t, u, v) E C[I x R+ x C(I), R+]
and monotone increasing in u and v for each fixed t E I. Then for t E IO

u(t) < f-W> + 44 W) + r(t))), (6)

 GRONWALL-BELLMAN INEQUALITY 761

where I, = {t ~1: [w(t) + w(t) h(c(t) + r(t))] E domf-l) and r(t) is the
maximal solution of

r’(t) =&,t) &f-W) + w(t) h(c(t) + r(t))), W-W) + w(t) h@(t) + W)))
(7)
with r(t,) = 0, existing on I,, C I.
PYOO~. We have from (5)

f(W G w + 40 Wt)) (8)

where

z(t) = c(t) + ItI k(T, s) g(s, u(s), W)) 4 4to) = 443). (9)

By setting m(t) = z(t) - c(t) in (9) we immediately get

m’(t)<+, t)g(t,f-Wt) + w(WW) + W>), T(f-‘@At)+ 4tYW + WN))

(10)
because of (8) and the monotone property of g. A suitable application of
Theorem 3.1 given in [6] to (7) and (10) yields

m(t) G r(t), tEI,, (11)

where r(t) is the maximal solution of (7) such that r(t,,) = m(to) = 0. From
(8) and (11) the desired result follows.
We note that Theorem 3 is of more general type, in particular, if the
operator T is defined by Tu = u, then it reduces to the inequality studied by
Lakshmikantham in [Sj. If the function g(t, u, ZJ)defined in Theorem 3 is
of the form
g(4 u, 4 = gk 4 + 2,

and if we impose on T various meanings, for example,

Tu(t) = o(t) u”(t), P >, 0,

Tu(t)= Jt: u(s)u(s)ds,

TuP) = lt: (37, s, u(s))ds,

and so on. Where all the functions in question are real-valued nonnegative and
defined for t, s, Q-E I. Then inequality (5) will reduce to various types of
inequalities.
762 PACHPATTE

As shown by the author in [5], the theorem obtained there includes as

special cases several recent results given in the references there. Similarly,
we recover from our Theorem 3 several known results on integral inequalities
of Gronwall-Bellman type. Since the details are given in [5], we do not
discuss it here.

REFERENCES

1. R. BELLMAN, “Stability Theory of Differential Equations,” McGraw-Hill, New

York, 1953.
2. J. CHANDRA AND B. A. FLEISHMAN, On a generalization of the Gronwall-Bellman
lemma in partially ordered Banach spaces, 1. IMoth. Anal. Appl. 31 (1970), 668-681.
3. E. A. CODDINGTON AND N. LEVINSON, “Theory of Ordinary Differential Equations,”
McGraw-Hill, New York, 1955.
4. T. H. GRONWALL, Note on the derivatives with respect to a parameter of the
solutions of a system of differential equations, Ann. Math. 20 (1919), 292-296.
5. V. LAKSHMIKANTHAM, A variation of Constants formula and Bellman-Gronwall-
Reid inequalities, J. Math. Anal. AppZ. 41 (1973), 199-204.
6. M. RAMA MOHANA RAO AND C. P. TSOKOS, Integrodifferential equations of Volterra
type, Bull. Austral. Math. Sot. 3 (1970), 9-22.