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Ordinary Differential Equations with Measurable Time Dependence: Standing Notation and Background

Standing notation and background for ordinary differential equations on a closed interval whose right-hand side is only measurable in time: integrals over subintervals, Carathéodory solutions of the integral equation, and Carathéodory–Lipschitz right-hand sides.

Statement

Base. This setting extends Integrals over Subintervals of a Closed Interval: Notation: its conventions and notation, and through it those of Ordinary Differential Equations on a Compact Interval: Standing Notation and Measurable Functions and the Lebesgue Integral: Standing Notation, are in force.

Integrals over subintervals. Notation as in Integrals over Subintervals of a Closed Interval: Notation (ii) and Integrals over Subintervals of a Closed Interval: Notation (iii). Background: Absolute Continuity of the Integral, Indefinite Lebesgue Integrals on a Closed Interval and Gronwall's Lemma for Bounded Measurable Functions; for the formal bookkeeping: Functions and Function-Valued Operators Given by Integrals over Subintervals.

Carathéodory solutions. For a function F:[a,b]×Rn→RnF:[a,b]\times\mathbb{R}^{n}\to\mathbb{R}^{n} and ξ∈Rn\xi\in\mathbb{R}^{n}, the integral equation is that of The Integral Equation of an Initial Value Problem with Measurable Time Dependence (i), and its Carathéodory solutions and the set Sol(F,ξ)\mathrm{Sol}(F,\xi) of them are as in Carathéodory Solutions of an Initial Value Problem (i) and Carathéodory Solutions of an Initial Value Problem (ii). For a real number Λ≥0\Lambda\ge0, CLΛ\mathrm{CL}_{\Lambda} is the set of Carathéodory–Lipschitz functions with constant Λ\Lambda. Background: Composition of a Carathéodory–Lipschitz Function with a Measurable Path, Existence and Uniqueness for Ordinary Differential Equations with Measurable Time Dependence and Variation of Constants with Integrable Forcing.

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