TheoremBase

Carathéodory–Lipschitz Right-Hand Sides

A function F on [a,b]×ℝⁿ is Carathéodory–Lipschitz with constant Λ if it is measurable in time for each fixed state, Λ-Lipschitz in the state, and integrable in time at the origin; CL_Λ is the set of such functions.

Statement

In the setting of Integrals over Subintervals of a Closed Interval: Notation, assume the axiom of dependent choice. Let F:[a,b]×Rn→RnF:[a,b]\times\mathbb{R}^{n}\to\mathbb{R}^{n} be a function and let Λ∈R\Lambda\in\mathbb{R} with Λ≥0\Lambda\ge0. FF is Carathéodory–Lipschitz with constant Λ\Lambda if the following three conditions hold.

Measurability in time. For every y∈Rny\in\mathbb{R}^{n}, the function r↦F(r,y)r\mapsto F(r,y) from [a,b][a,b] to Rn\mathbb{R}^{n} is measurable with respect to B[a,b]\mathcal{B}_{[a,b]}.

Lipschitz dependence on the state.

∥F(r,y)−F(r,z)∥≤Λ ∥y−z∥(r∈[a,b], y,z∈Rn).\lVert F(r,y)-F(r,z)\rVert\le\Lambda\,\lVert y-z\rVert\qquad\bigl(r\in[a,b],\ y,z\in\mathbb{R}^{n}\bigr).

Integrability at the origin. The function r↦F(r,0)r\mapsto F(r,0) on [a,b][a,b] lies in L1([a,b];Rn)\mathcal{L}^{1}([a,b];\mathbb{R}^{n}).

The class CLΛ\mathrm{CL}_{\Lambda}. CLΛ\mathrm{CL}_{\Lambda} is the set of those elements of the set (Rn)[a,b]×Rn(\mathbb{R}^{n})^{[a,b]\times\mathbb{R}^{n}} of functions from [a,b]×Rn[a,b]\times\mathbb{R}^{n} to Rn\mathbb{R}^{n} that are Carathéodory–Lipschitz with constant Λ\Lambda (a subset of a set by The Elements of the Class of Functions from a Set to a Set, and This Class Is a Set (ii), the condition being predicative, with the Lipschitz condition written through the Euclidean distance and the real operations of Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (i); by The Elements of the Class of Functions from a Set to a Set, and This Class Is a Set (i), F∈CLΛF\in\mathrm{CL}_{\Lambda} if and only if FF is a function [a,b]×Rn→Rn[a,b]\times\mathbb{R}^{n}\to\mathbb{R}^{n} that is Carathéodory–Lipschitz with constant Λ\Lambda).

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