Riccati Comparison Principle
$begingroup$
This is a proposition in a book I'm reading whose proof I am unsure of how to fill in the details
Proposition
Suppose we have two smooth functions $rho_{1,2} : (0,b) to mathbb{R}$ such that
$$rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 $$
then
$$rho_2 - rho_1 geq limsup_{t to 0},(, rho_2(t) - rho_1(t),)$$
Question
The author says that this follows from the easily verified fact that the function $(rho_2 - rho_1) e^F$ is increasing where $F$ is the antiderivative of $rho_2 + rho_1$ on $(0, b)$. This would be true if $rho_2 - rho_1$ is increasing but I don't think that this is the case. How does the lim sup inequality follow from the fact that $(rho_2 - rho_1) e^F$ is increasing?
real-analysis ordinary-differential-equations
$endgroup$
add a comment |
$begingroup$
This is a proposition in a book I'm reading whose proof I am unsure of how to fill in the details
Proposition
Suppose we have two smooth functions $rho_{1,2} : (0,b) to mathbb{R}$ such that
$$rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 $$
then
$$rho_2 - rho_1 geq limsup_{t to 0},(, rho_2(t) - rho_1(t),)$$
Question
The author says that this follows from the easily verified fact that the function $(rho_2 - rho_1) e^F$ is increasing where $F$ is the antiderivative of $rho_2 + rho_1$ on $(0, b)$. This would be true if $rho_2 - rho_1$ is increasing but I don't think that this is the case. How does the lim sup inequality follow from the fact that $(rho_2 - rho_1) e^F$ is increasing?
real-analysis ordinary-differential-equations
$endgroup$
$begingroup$
Which book? $ $
$endgroup$
– Dap
Jan 25 at 4:53
$begingroup$
Riemannian Geometry by Peter Petersen. In the third edition, the Riccati Comparison Principle is on page 254.
$endgroup$
– Cookie
Jan 29 at 3:08
add a comment |
$begingroup$
This is a proposition in a book I'm reading whose proof I am unsure of how to fill in the details
Proposition
Suppose we have two smooth functions $rho_{1,2} : (0,b) to mathbb{R}$ such that
$$rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 $$
then
$$rho_2 - rho_1 geq limsup_{t to 0},(, rho_2(t) - rho_1(t),)$$
Question
The author says that this follows from the easily verified fact that the function $(rho_2 - rho_1) e^F$ is increasing where $F$ is the antiderivative of $rho_2 + rho_1$ on $(0, b)$. This would be true if $rho_2 - rho_1$ is increasing but I don't think that this is the case. How does the lim sup inequality follow from the fact that $(rho_2 - rho_1) e^F$ is increasing?
real-analysis ordinary-differential-equations
$endgroup$
This is a proposition in a book I'm reading whose proof I am unsure of how to fill in the details
Proposition
Suppose we have two smooth functions $rho_{1,2} : (0,b) to mathbb{R}$ such that
$$rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 $$
then
$$rho_2 - rho_1 geq limsup_{t to 0},(, rho_2(t) - rho_1(t),)$$
Question
The author says that this follows from the easily verified fact that the function $(rho_2 - rho_1) e^F$ is increasing where $F$ is the antiderivative of $rho_2 + rho_1$ on $(0, b)$. This would be true if $rho_2 - rho_1$ is increasing but I don't think that this is the case. How does the lim sup inequality follow from the fact that $(rho_2 - rho_1) e^F$ is increasing?
real-analysis ordinary-differential-equations
real-analysis ordinary-differential-equations
edited Jan 26 at 11:43


Daniele Tampieri
2,5222922
2,5222922
asked Jan 9 '17 at 3:26
SelfstudierSelfstudier
1016
1016
$begingroup$
Which book? $ $
$endgroup$
– Dap
Jan 25 at 4:53
$begingroup$
Riemannian Geometry by Peter Petersen. In the third edition, the Riccati Comparison Principle is on page 254.
$endgroup$
– Cookie
Jan 29 at 3:08
add a comment |
$begingroup$
Which book? $ $
$endgroup$
– Dap
Jan 25 at 4:53
$begingroup$
Riemannian Geometry by Peter Petersen. In the third edition, the Riccati Comparison Principle is on page 254.
$endgroup$
– Cookie
Jan 29 at 3:08
$begingroup$
Which book? $ $
$endgroup$
– Dap
Jan 25 at 4:53
$begingroup$
Which book? $ $
$endgroup$
– Dap
Jan 25 at 4:53
$begingroup$
Riemannian Geometry by Peter Petersen. In the third edition, the Riccati Comparison Principle is on page 254.
$endgroup$
– Cookie
Jan 29 at 3:08
$begingroup$
Riemannian Geometry by Peter Petersen. In the third edition, the Riccati Comparison Principle is on page 254.
$endgroup$
– Cookie
Jan 29 at 3:08
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
Note that
$$begin{align}frac d{dt}left[(rho_2-rho_1)e^Fright]&=(rho'_2-rho'_1)e^F+(rho_2-rho_1)(rho_2+rho_1)e^F\
&=e^Fleft(rho'_2-rho'_1+rho_2^2-rho_1^2right)
end{align}$$
and since $e^F>0$, your inequality implies that the derivative of $(rho_2-rho_1)e^F$ is positive. So the function $(rho_2-rho_1)e^F$ is increasing.
On the other hand, a careless approach with some possible errors could be this:
$$begin{align}
rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 &impliesrho_1'-rho_2' leq rho_2^2- rho_1^2\
&implies-dfrac{rho_1'-rho_2'}{rho_1-rho_2}gerho_1+rho_2\
&implies-ln|rho_1-rho_2|ge F\
&impliesfrac 1{|rho_1-rho_2|}le e^Fimplies(rho_2-rho_1)e^Fge 1
end{align}$$
or something like that....
$endgroup$
2
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
add a comment |
$begingroup$
The book is wrong and it's easy to find counterexamples. For example if $ρ_1(x)=1/(x+2)$ and $ρ_2(x)=1/(x+1)$ then $ρ_i'+ρ_i^2=0$ and $ρ_2(0)-ρ_1(0)=1/2$ but $ρ_2(1)-ρ_1(1)=1/6.$
The author may have been thinking of something like the following argument which I will paraphrase from "New comparison theorems in Riemannian geometry" by Y. Han and coauthors, Theorem 5.1.
Suppose $ρ_1$ and $ρ_2$ are both $1/t+O(1).$
Define $ϕ_i(t)=texp(int_0^t (ρ_i(s)-1/s)ds).$ Then each $ϕ_i$ is a $C^1$ function on $[0,b)$ (i.e. the right-sided derivative exists at zero - in fact it's $1$), smooth and strictly positive on $(0,b),$ with $ϕ_i(0)=0.$ Differentiating gives $ϕ'_i(t)=ρ_i(t) ϕ_i(t)$ and hence $ϕ''_i(t)=(ρ'_i(t)+ρ_i(t)^2)ϕ_i(t).$ This leads to
$$(ϕ_2'ϕ_1-ϕ_1'ϕ_2)'=ϕ_2''ϕ_1-ϕ_1''ϕ_2=((ρ'_2+ρ_2^2)-(ρ'_1+ρ_1^2))ϕ_1ϕ_2geq 0.$$
Using the fact that $ϕ_2'(0)ϕ_1(0)-ϕ_1'(0)ϕ_2(0)=0$ we get $ϕ_2'ϕ_1geq ϕ_1'ϕ_2.$ Using our previous equation for $ϕ_i',$ this means $ρ_2(t)geq ρ_1(t).$
$endgroup$
add a comment |
Your Answer
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2 Answers
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2 Answers
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$begingroup$
Note that
$$begin{align}frac d{dt}left[(rho_2-rho_1)e^Fright]&=(rho'_2-rho'_1)e^F+(rho_2-rho_1)(rho_2+rho_1)e^F\
&=e^Fleft(rho'_2-rho'_1+rho_2^2-rho_1^2right)
end{align}$$
and since $e^F>0$, your inequality implies that the derivative of $(rho_2-rho_1)e^F$ is positive. So the function $(rho_2-rho_1)e^F$ is increasing.
On the other hand, a careless approach with some possible errors could be this:
$$begin{align}
rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 &impliesrho_1'-rho_2' leq rho_2^2- rho_1^2\
&implies-dfrac{rho_1'-rho_2'}{rho_1-rho_2}gerho_1+rho_2\
&implies-ln|rho_1-rho_2|ge F\
&impliesfrac 1{|rho_1-rho_2|}le e^Fimplies(rho_2-rho_1)e^Fge 1
end{align}$$
or something like that....
$endgroup$
2
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
add a comment |
$begingroup$
Note that
$$begin{align}frac d{dt}left[(rho_2-rho_1)e^Fright]&=(rho'_2-rho'_1)e^F+(rho_2-rho_1)(rho_2+rho_1)e^F\
&=e^Fleft(rho'_2-rho'_1+rho_2^2-rho_1^2right)
end{align}$$
and since $e^F>0$, your inequality implies that the derivative of $(rho_2-rho_1)e^F$ is positive. So the function $(rho_2-rho_1)e^F$ is increasing.
On the other hand, a careless approach with some possible errors could be this:
$$begin{align}
rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 &impliesrho_1'-rho_2' leq rho_2^2- rho_1^2\
&implies-dfrac{rho_1'-rho_2'}{rho_1-rho_2}gerho_1+rho_2\
&implies-ln|rho_1-rho_2|ge F\
&impliesfrac 1{|rho_1-rho_2|}le e^Fimplies(rho_2-rho_1)e^Fge 1
end{align}$$
or something like that....
$endgroup$
2
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
add a comment |
$begingroup$
Note that
$$begin{align}frac d{dt}left[(rho_2-rho_1)e^Fright]&=(rho'_2-rho'_1)e^F+(rho_2-rho_1)(rho_2+rho_1)e^F\
&=e^Fleft(rho'_2-rho'_1+rho_2^2-rho_1^2right)
end{align}$$
and since $e^F>0$, your inequality implies that the derivative of $(rho_2-rho_1)e^F$ is positive. So the function $(rho_2-rho_1)e^F$ is increasing.
On the other hand, a careless approach with some possible errors could be this:
$$begin{align}
rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 &impliesrho_1'-rho_2' leq rho_2^2- rho_1^2\
&implies-dfrac{rho_1'-rho_2'}{rho_1-rho_2}gerho_1+rho_2\
&implies-ln|rho_1-rho_2|ge F\
&impliesfrac 1{|rho_1-rho_2|}le e^Fimplies(rho_2-rho_1)e^Fge 1
end{align}$$
or something like that....
$endgroup$
Note that
$$begin{align}frac d{dt}left[(rho_2-rho_1)e^Fright]&=(rho'_2-rho'_1)e^F+(rho_2-rho_1)(rho_2+rho_1)e^F\
&=e^Fleft(rho'_2-rho'_1+rho_2^2-rho_1^2right)
end{align}$$
and since $e^F>0$, your inequality implies that the derivative of $(rho_2-rho_1)e^F$ is positive. So the function $(rho_2-rho_1)e^F$ is increasing.
On the other hand, a careless approach with some possible errors could be this:
$$begin{align}
rho_1'+ rho_1^2 leq rho_2'+ rho_2^2 &impliesrho_1'-rho_2' leq rho_2^2- rho_1^2\
&implies-dfrac{rho_1'-rho_2'}{rho_1-rho_2}gerho_1+rho_2\
&implies-ln|rho_1-rho_2|ge F\
&impliesfrac 1{|rho_1-rho_2|}le e^Fimplies(rho_2-rho_1)e^Fge 1
end{align}$$
or something like that....
answered Jan 9 '17 at 8:23


polfosolpolfosol
5,93931945
5,93931945
2
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
add a comment |
2
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
2
2
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
$begingroup$
Right, but how does the fact that $rho_2 - rho_1 e^F$ is increasing imply that $rho_2 - rho_1 geq limsup _{t to 0}(rho_2(t) - rho_1(t))$
$endgroup$
– Selfstudier
Jan 9 '17 at 13:29
add a comment |
$begingroup$
The book is wrong and it's easy to find counterexamples. For example if $ρ_1(x)=1/(x+2)$ and $ρ_2(x)=1/(x+1)$ then $ρ_i'+ρ_i^2=0$ and $ρ_2(0)-ρ_1(0)=1/2$ but $ρ_2(1)-ρ_1(1)=1/6.$
The author may have been thinking of something like the following argument which I will paraphrase from "New comparison theorems in Riemannian geometry" by Y. Han and coauthors, Theorem 5.1.
Suppose $ρ_1$ and $ρ_2$ are both $1/t+O(1).$
Define $ϕ_i(t)=texp(int_0^t (ρ_i(s)-1/s)ds).$ Then each $ϕ_i$ is a $C^1$ function on $[0,b)$ (i.e. the right-sided derivative exists at zero - in fact it's $1$), smooth and strictly positive on $(0,b),$ with $ϕ_i(0)=0.$ Differentiating gives $ϕ'_i(t)=ρ_i(t) ϕ_i(t)$ and hence $ϕ''_i(t)=(ρ'_i(t)+ρ_i(t)^2)ϕ_i(t).$ This leads to
$$(ϕ_2'ϕ_1-ϕ_1'ϕ_2)'=ϕ_2''ϕ_1-ϕ_1''ϕ_2=((ρ'_2+ρ_2^2)-(ρ'_1+ρ_1^2))ϕ_1ϕ_2geq 0.$$
Using the fact that $ϕ_2'(0)ϕ_1(0)-ϕ_1'(0)ϕ_2(0)=0$ we get $ϕ_2'ϕ_1geq ϕ_1'ϕ_2.$ Using our previous equation for $ϕ_i',$ this means $ρ_2(t)geq ρ_1(t).$
$endgroup$
add a comment |
$begingroup$
The book is wrong and it's easy to find counterexamples. For example if $ρ_1(x)=1/(x+2)$ and $ρ_2(x)=1/(x+1)$ then $ρ_i'+ρ_i^2=0$ and $ρ_2(0)-ρ_1(0)=1/2$ but $ρ_2(1)-ρ_1(1)=1/6.$
The author may have been thinking of something like the following argument which I will paraphrase from "New comparison theorems in Riemannian geometry" by Y. Han and coauthors, Theorem 5.1.
Suppose $ρ_1$ and $ρ_2$ are both $1/t+O(1).$
Define $ϕ_i(t)=texp(int_0^t (ρ_i(s)-1/s)ds).$ Then each $ϕ_i$ is a $C^1$ function on $[0,b)$ (i.e. the right-sided derivative exists at zero - in fact it's $1$), smooth and strictly positive on $(0,b),$ with $ϕ_i(0)=0.$ Differentiating gives $ϕ'_i(t)=ρ_i(t) ϕ_i(t)$ and hence $ϕ''_i(t)=(ρ'_i(t)+ρ_i(t)^2)ϕ_i(t).$ This leads to
$$(ϕ_2'ϕ_1-ϕ_1'ϕ_2)'=ϕ_2''ϕ_1-ϕ_1''ϕ_2=((ρ'_2+ρ_2^2)-(ρ'_1+ρ_1^2))ϕ_1ϕ_2geq 0.$$
Using the fact that $ϕ_2'(0)ϕ_1(0)-ϕ_1'(0)ϕ_2(0)=0$ we get $ϕ_2'ϕ_1geq ϕ_1'ϕ_2.$ Using our previous equation for $ϕ_i',$ this means $ρ_2(t)geq ρ_1(t).$
$endgroup$
add a comment |
$begingroup$
The book is wrong and it's easy to find counterexamples. For example if $ρ_1(x)=1/(x+2)$ and $ρ_2(x)=1/(x+1)$ then $ρ_i'+ρ_i^2=0$ and $ρ_2(0)-ρ_1(0)=1/2$ but $ρ_2(1)-ρ_1(1)=1/6.$
The author may have been thinking of something like the following argument which I will paraphrase from "New comparison theorems in Riemannian geometry" by Y. Han and coauthors, Theorem 5.1.
Suppose $ρ_1$ and $ρ_2$ are both $1/t+O(1).$
Define $ϕ_i(t)=texp(int_0^t (ρ_i(s)-1/s)ds).$ Then each $ϕ_i$ is a $C^1$ function on $[0,b)$ (i.e. the right-sided derivative exists at zero - in fact it's $1$), smooth and strictly positive on $(0,b),$ with $ϕ_i(0)=0.$ Differentiating gives $ϕ'_i(t)=ρ_i(t) ϕ_i(t)$ and hence $ϕ''_i(t)=(ρ'_i(t)+ρ_i(t)^2)ϕ_i(t).$ This leads to
$$(ϕ_2'ϕ_1-ϕ_1'ϕ_2)'=ϕ_2''ϕ_1-ϕ_1''ϕ_2=((ρ'_2+ρ_2^2)-(ρ'_1+ρ_1^2))ϕ_1ϕ_2geq 0.$$
Using the fact that $ϕ_2'(0)ϕ_1(0)-ϕ_1'(0)ϕ_2(0)=0$ we get $ϕ_2'ϕ_1geq ϕ_1'ϕ_2.$ Using our previous equation for $ϕ_i',$ this means $ρ_2(t)geq ρ_1(t).$
$endgroup$
The book is wrong and it's easy to find counterexamples. For example if $ρ_1(x)=1/(x+2)$ and $ρ_2(x)=1/(x+1)$ then $ρ_i'+ρ_i^2=0$ and $ρ_2(0)-ρ_1(0)=1/2$ but $ρ_2(1)-ρ_1(1)=1/6.$
The author may have been thinking of something like the following argument which I will paraphrase from "New comparison theorems in Riemannian geometry" by Y. Han and coauthors, Theorem 5.1.
Suppose $ρ_1$ and $ρ_2$ are both $1/t+O(1).$
Define $ϕ_i(t)=texp(int_0^t (ρ_i(s)-1/s)ds).$ Then each $ϕ_i$ is a $C^1$ function on $[0,b)$ (i.e. the right-sided derivative exists at zero - in fact it's $1$), smooth and strictly positive on $(0,b),$ with $ϕ_i(0)=0.$ Differentiating gives $ϕ'_i(t)=ρ_i(t) ϕ_i(t)$ and hence $ϕ''_i(t)=(ρ'_i(t)+ρ_i(t)^2)ϕ_i(t).$ This leads to
$$(ϕ_2'ϕ_1-ϕ_1'ϕ_2)'=ϕ_2''ϕ_1-ϕ_1''ϕ_2=((ρ'_2+ρ_2^2)-(ρ'_1+ρ_1^2))ϕ_1ϕ_2geq 0.$$
Using the fact that $ϕ_2'(0)ϕ_1(0)-ϕ_1'(0)ϕ_2(0)=0$ we get $ϕ_2'ϕ_1geq ϕ_1'ϕ_2.$ Using our previous equation for $ϕ_i',$ this means $ρ_2(t)geq ρ_1(t).$
edited Jan 29 at 3:00


Cookie
8,786123884
8,786123884
answered Jan 25 at 4:50
DapDap
18.5k842
18.5k842
add a comment |
add a comment |
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$begingroup$
Which book? $ $
$endgroup$
– Dap
Jan 25 at 4:53
$begingroup$
Riemannian Geometry by Peter Petersen. In the third edition, the Riccati Comparison Principle is on page 254.
$endgroup$
– Cookie
Jan 29 at 3:08