On nonlinear difference and differential equations (Q761775): Difference between revisions

Let \(L[f]\) be the least upper bound Lipschitz constant of \(f:D\to {\mathbb{R}}^ m,\) \[ L[f]=\sup_{u\neq v}\frac{\| f(u)-f(v)\|}{\| u- v\|},\quad u,v\in D\subset {\mathbb{R}}^ m, \] for a given norm on \({\mathbb{R}}^ m\). In analogy with the logarithmic norm, the author introduces the expression \[ M[f]=\lim_{h\to 0+}\frac{L[I+hf]-1}{h} \] where \(I+hf\) maps \(x\in D\) onto \(x+hf(x)\). In Hilbert space M[f] is the least upper bound for which \(Re<u-v,f(u)-f(v)>\leq M[f]\| u-v\|^ 2\). Properties are given and relations with the functional L are obtained. Bounds are obtained for the error in perturbed initial value problems for ordinary differential equations, and for the errors occurring when the Euler methods are used to integrate initial value problems.