Bihari–LaSalle inequality

The Bihari–LaSalle inequality was proved by the American mathematician Joseph P. LaSalle (1916–1983) in 1949^[1] and by the Hungarian mathematician Imre Bihari (1915–1998) in 1956.^[2] It is the following nonlinear generalization of Grönwall's lemma.

Let u and ƒ be non-negative continuous functions defined on the half-infinite ray [0, ∞), and let w be a continuous non-decreasing function defined on [0, ∞) and w(u) > 0 on (0, ∞). If u satisfies the following integral inequality,

${\displaystyle u(t)\leq \alpha +\int _{0}^{t}f(s)\,w(u(s))\,ds,\qquad t\in [0,\infty ),}$

where ${\displaystyle \alpha }$ is a non-negative constant, then

${\displaystyle u(t)\leq G^{-1}\left(G(\alpha )+\int _{0}^{t}\,f(s)\,ds\right),\qquad t\in [0,T],}$

where the function G is defined by

${\displaystyle G(x)=\int _{x_{0}}^{x}{\frac {dy}{w(y)}},\qquad x\geq 0,\,x_{0}>0,}$

and G⁻¹ is the inverse function of G and T is chosen so that

${\displaystyle G(\alpha )+\int _{0}^{t}\,f(s)\,ds\in \operatorname {Dom} (G^{-1}),\qquad \forall \,t\in [0,T].}$