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.
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 \(t \in (a, t_1]\).
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.
The image of the interval is connected. If it avoided the boundary, meeting \(D\) would force the whole image to lie in \(D\).
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 \(t\in [t_0,\tau )\).
The nonempty compact set of exit times has a minimum. A boundary crossing by that time must occur at the minimum itself.
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 \(\rho \):
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.
Let \(l\) be a nontrivial filter, let \(f\) be bounded above and below along \(l\), and let \(g \to 0\) along \(l\). Then \(\limsup _{l}(f + g) = \limsup _{l} f\).
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 \(0\).
The upper right Dini derivative of \(f : \mathbb {R} \to \mathbb {R}\) at \(t\) is
When \(f\) is differentiable at \(t\) this equals \(f'(t)\).
1.3.1 Relationship to the classical derivative
If \(f\) has right derivative \(L\) at \(t\), then \(\frac{f(t+h)-f(t)}{h} \to L\) as \(h \to 0^{+}\).
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.
1.3.2 Characterization by difference quotients
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 \(h \to 0^{+}\).
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 \(h \to 0^{+}\).
1.3.3 Linearity properties
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.
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.
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.
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 \(\liminf \).
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.
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.
1.3.4 The comparison step
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 \(d_z \le D^{+}v(a)\).
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.
For \(\mu \) continuous on \([a, t]\) and \(s \in [a, t]\),
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
If \(\| u(s)\| \le C\) for all \(s \in [a,b]\) with \(a \le b\), then
\(\int _a^b C \, \mathrm{d}s = (b-a)\, C\) for a real constant \(C\).
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.
For \(\mu \) continuous on \([a,b]\) and \(t \in (a,b)\),
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 \([a,t]\).
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
is continuous on \(S\).
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
is antitone on \(S\).
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
The mean is squeezed between \(0\) and \(f(a(\eta ))\); no hypothesis relating \(a\) to \(b\) is needed.
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.
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 \(x \in S \setminus \{ x_0\} \).