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Discrete Gronwall inequality
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Mathematics
Area of mathematics
Probability and statistics
Gronwall inequality
Created
2026-09-24
Updated
2026-10-05
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If nonnegative
quantities
satisfy
e
n
+
1
≤
(
1
+
h
L
)
e
n
+
h
b
n
,
(1)
then
iteration
gives
e
n
≤
(
1
+
h
L
)
n
e
0
+
h
∑
j
=
0
n
−
1
(
1
+
h
L
)
n
−
1
−
j
b
j
.
(2)
For
nh
≤
T
, the growth factor is bounded by
e
L
T
.
Ancestors
(5)
Gronwall inequality
Probability and statistics
Area of mathematics
Mathematics
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