LeanForControl

1 Analysis toolbox

Facts about real functions, limits and integrals with no differential-equation content of their own. Each section says which later results consume it.

1.1 Continuity toolbox

Continuity gives the last root before a sign change and the first exit of a curve from an open region. First sphere crossing is the open-ball specialization of the general exit lemma.

Lemma 1 Greatest zero of a sign-changing continuous function
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Let \(g\) be continuous on \([t_0, t_1]\) with \(g(t_0) \le 0 {\lt} g(t_1)\). Then \(g\) has a last root: there is \(a \in [t_0, t_1)\) with \(g(a) = 0\) and \(g(t) {\gt} 0\) for every \(t \in (a, t_1]\).

Proof ▶
Lemma 2 Boundary crossing by a continuous curve
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A continuous curve on \([t_0,t_1]\), with \(t_0\le t_1\), starting in an open set \(D\) and ending outside \(D\) meets \(\partial D\) on that interval.

Proof ▶

The image of the interval is connected. If it avoided the boundary, meeting \(D\) would force the whole image to lie in \(D\).

Lemma 3 First exit from an open set
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If a continuous curve on \([t_0,T]\) starts in an open set \(D\) and is outside \(D\) at \(t_1\in [t_0,T]\), some \(\tau \in [t_0,t_1]\) satisfies \(\varphi (\tau )\in \partial D\) and \(\varphi (t)\in D\) for \(t\in [t_0,\tau )\).

Proof ▶

The nonempty compact set of exit times has a minimum. A boundary crossing by that time must occur at the minimum itself.

Theorem 4 First crossing of a sphere
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Let \(\varphi \) be continuous on \([t_0, T]\) with \(\| \varphi (t_0) - x_{\mathrm{eq}}\| {\lt} \rho \), and suppose some \(t_1 \in [t_0, T]\) satisfies \(\rho \le \| \varphi (t_1) - x_{\mathrm{eq}}\| \). Then there is a first hitting time \(\tau \in [t_0, T]\) of the sphere of radius \(\rho \):

\[ \| \varphi (\tau ) - x_{\mathrm{eq}}\| = \rho , \qquad \| \varphi (s) - x_{\mathrm{eq}}\| \le \rho \quad \forall \, s \in [t_0, \tau ]. \]
Proof ▶

Apply lemma 3 to the open ball. Its boundary lies in the sphere; before the first exit the curve remains in the ball.

1.2 Limits superior

Real-valued \(\limsup \) is an infimum of upper bounds, so it is only well-behaved where the function is bounded. The facts collected here are stated over an arbitrary filter and have no differential-equation content; the Dini derivative of the next section is the only current consumer.

Lemma 5 Limsup is unchanged by adding a null term
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Let \(l\) be a nontrivial filter, let \(f\) be bounded above and below along \(l\), and let \(g \to 0\) along \(l\). Then \(\limsup _{l}(f + g) = \limsup _{l} f\).

Proof ▶

One inequality is subadditivity of \(\limsup \) together with \(\limsup _{l} g = 0\). For the other, write \(f = (f + g) + (-g)\) and apply the same argument, \(-g\) also tending to \(0\); the boundedness of \(f + g\) needed for this follows from that of \(f\) and \(g\) separately.

1.3 Dini derivatives

The upper right Dini derivative replaces the ordinary derivative where a function is only known to be continuous, which is the situation the comparison lemma is in. It is defined here as a \(\limsup \) valued in \(\mathbb {R}\) rather than in \([-\infty , +\infty ]\), so most results below carry a hypothesis that the forward difference quotients are bounded: without it an unbounded quotient makes the \(\limsup \) an infimum over the empty set, which \(\mathbb {R}\) reports as \(0\).

Definition 6 Upper right Dini derivative
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The upper right Dini derivative of \(f : \mathbb {R} \to \mathbb {R}\) at \(t\) is

\[ D^{+} f(t) \; =\; \limsup _{h \to 0^{+}} \frac{f(t+h)-f(t)}{h}. \]

When \(f\) is differentiable at \(t\) this equals \(f'(t)\).

1.3.1 Relationship to the classical derivative

Lemma 7 Forward difference quotients of a differentiable function
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If \(f\) has right derivative \(L\) at \(t\), then \(\frac{f(t+h)-f(t)}{h} \to L\) as \(h \to 0^{+}\).

Proof ▶
Lemma 8 Dini derivative of a differentiable function
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If \(f\) has right derivative \(L\) at \(t\), then \(D^{+}f(t) = L\): the Dini derivative agrees with the classical one wherever the latter exists.

Proof ▶

1.3.2 Characterization by difference quotients

Lemma 9 Upper bound on the Dini derivative
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Let the forward difference quotients of \(f\) at \(t\) be bounded above and cobounded below along \(h \to 0^{+}\). Then \(D^{+}f(t) \le L\) if and only if for every \(\varepsilon {\gt} 0\) the quotient \(\frac{f(t+h)-f(t)}{h}\) is eventually at most \(L + \varepsilon \) as \(h \to 0^{+}\).

Proof ▶
Lemma 10 Lower bound on the Dini derivative
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Under the same boundedness conditions as lemma 9, \(L \le D^{+}f(t)\) if and only if for every \(\varepsilon {\gt} 0\) the quotient \(\frac{f(t+h)-f(t)}{h}\) exceeds \(L - \varepsilon \) frequently as \(h \to 0^{+}\).

Proof ▶

1.3.3 Linearity properties

Lemma 11 Subadditivity of the Dini derivative
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The upper right Dini derivative is subadditive: \(D^{+}(f+g)(t) \le D^{+}f(t) + D^{+}g(t)\), provided the forward difference quotients of \(f\) are bounded above and below and those of \(g\) are bounded above and cobounded below.

Proof ▶
Lemma 12 Adding a differentiable function
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If the forward difference quotients of \(f\) at \(t\) are bounded above and below, and \(g\) is differentiable at \(t\), then \(D^{+}(f+g)(t) = D^{+}f(t) + g'(t)\). Subadditivity becomes equality once one summand has a genuine derivative.

Proof ▶
Lemma 13 Adding a linear function
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If the forward difference quotients of \(f\) at \(t\) are bounded above and below, then \(D^{+}\bigl(f + c\, \mathrm{id}\bigr)(t) = D^{+}f(t) + c\) — the case \(g(s) = cs\) of lemma 12, and the form the comparison arguments use.

Proof ▶
Lemma 14 Positive scalar multiple
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For \(c {\gt} 0\), and forward difference quotients of \(f\) at \(t\) bounded above and cobounded below, \(D^{+}(cf)(t) = c\, D^{+}f(t)\). Positivity is essential: a negative constant reverses the order and turns the \(\limsup \) into a \(\liminf \).

Proof ▶

Multiplication by \(c {\gt} 0\) is an order isomorphism of \(\mathbb {R}\), and a \(\limsup \) commutes with one. Going through the order isomorphism rather than through the defining infimum avoids the degenerate empty-\(\inf \) case.

Lemma 15 Negation and the lower Dini derivative
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If the forward difference quotients of \(f\) at \(t\) are bounded above and below, then \(-D^{+}(-f)(t) \le D^{+}f(t)\). The left-hand side is the lower right Dini derivative, so this is the expected inequality \(D_{+}f(t) \le D^{+}f(t)\) written in terms of \(D^{+}\) alone.

Proof ▶

1.3.4 The comparison step

Lemma 16 Dini derivative from a one-sided bound
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Let \(a {\lt} b\), let \(z(a) = v(a)\) and \(z(t) {\lt} v(t)\) for all \(t \in (a, b]\), let \(z\) have right derivative \(d_z\) at \(a\), and let the forward difference quotients of \(v\) at \(a\) be bounded above. Then \(d_z \le D^{+}v(a)\).

Proof ▶

On \((0, b-a)\) the hypotheses give \(z(a+h) - z(a) \le v(a+h) - v(a)\), so the forward quotient of \(z\) is eventually below that of \(v\). The quotient of \(z\) converges to \(d_z\), so \(d_z = \limsup \) of it, and \(\limsup \) is monotone.

1.4 Interval integrals

Estimates and integrability side conditions for the interval integral, used wherever a differential equation is handled in integral form. The last three concern an integral whose endpoints move: normalizing by the window length makes it a mean value, after which continuity, antitonicity and decay each need only a hypothesis on the endpoints themselves. They support the class \(\mathcal{KL}\) construction of the chapter on comparison functions.

Lemma 17 Difference of integrals over adjacent intervals
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For \(\mu \) continuous on \([a, t]\) and \(s \in [a, t]\),

\[ \int _a^t \mu - \int _a^s \mu = \int _s^t \mu . \]
Proof ▶
Lemma 18 Integral bound from a pointwise multiplicative bound
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Let \(u\) take values in a normed space and \(v\) be real, both integrable on \([a,b]\) with \(a \le b\). If \(\| u(s)\| \le L\, v(s)\) for all \(s \in [a,b]\), then

\[ \Bigl\| \int _a^b u \Bigr\| \le L \int _a^b v . \]
Proof ▶
Lemma 19 Integral bound from a constant pointwise bound
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If \(\| u(s)\| \le C\) for all \(s \in [a,b]\) with \(a \le b\), then

\[ \Bigl\| \int _a^b u \Bigr\| \le C\, (b-a). \]
Proof ▶
Lemma 20 Integral of a constant
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\(\int _a^b C \, \mathrm{d}s = (b-a)\, C\) for a real constant \(C\).

Proof ▶
Lemma 21 Interval integrability of a continuous composition
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If \(f\) is jointly continuous and \(z\) is continuous on the segment between \(t_0\) and \(t_1\), then \(s \mapsto f(s, z(s))\) is interval-integrable between them. This is the integrability side condition every integral-form solution argument needs.

Proof ▶
Lemma 22 Differentiating an integral in its upper limit
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For \(\mu \) continuous on \([a,b]\) and \(t \in (a,b)\),

\[ \frac{\mathrm{d}}{\mathrm{d}x}\Big|_{x=t} \int _{a}^{x} \mu (\tau )\, \mathrm{d}\tau \; =\; \mu (t). \]
Proof ▶
Lemma 23 Continuity of an integral in its upper limit
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If \(f\) is integrable on \([a,t]\) with \(a \le t\), then \(s \mapsto \int _{a}^{s} f(\tau )\, \mathrm{d}\tau \) is continuous on \([a,t]\).

Proof ▶
Lemma 24 Continuity of an integral in both endpoints
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Let \(f\) be locally integrable on \((0,\infty )\), and let \(a, b\) be continuous on a set \(S\) with \(a(\eta ), b(\eta ) {\gt} 0\) in \(S\). Then

\[ \eta \; \longmapsto \; \int _{a(\eta )}^{b(\eta )} f(x)\, \mathrm{d}x \]

is continuous on \(S\).

Proof ▶
Lemma 25 The sliding average of an antitone function is antitone
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Let \(f\) be antitone and locally integrable on \((0,\infty )\), and let \(a, b\) be monotone on a set \(S\) with \(0 {\lt} a(\eta ) {\lt} b(\eta )\). Then the mean value

\[ \eta \; \longmapsto \; \frac{1}{b(\eta ) - a(\eta )}\int _{a(\eta )}^{b(\eta )} f(x)\, \mathrm{d}x \]

is antitone on \(S\).

Proof ▶
Lemma 26 Sliding average of an eventually vanishing function
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Let \(f\) be nonneg, antitone and locally integrable on \((0,\infty )\) with \(f(s) \to 0\) as \(s \to +\infty \), and let \(a(\eta ) {\lt} b(\eta )\) with \(a(\eta ) \to +\infty \) as \(\eta \to +\infty \). Then

\[ \frac{1}{b(\eta ) - a(\eta )}\int _{a(\eta )}^{b(\eta )} f(x)\, \mathrm{d}x \; \longrightarrow \; 0 \qquad (\eta \to +\infty ). \]

The mean is squeezed between \(0\) and \(f(a(\eta ))\); no hypothesis relating \(a\) to \(b\) is needed.

Proof ▶

1.5 Positive definite functions

Positive definiteness in the sense of functions, not matrices: a function that vanishes at a point and is positive elsewhere. It is the shape every Lyapunov function and every comparison bound takes.

Definition 27 Positive definite function
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A function \(W\) is positive definite on \(S\) about \(x_0\) when it is continuous on \(S\), \(W(x_0) = 0\), and \(W(x) {\gt} 0\) for every \(x \in S \setminus \{ x_0\} \).