Exercise 5.26 --Rudin [Principle of Mathematical Analysis]
Ex.5.26 If $f'$ exists on $[a,b]$, $f(a)=0$ and $\exists A\in\mathbb{R}\;(|f'|\le A|f|\,\text{on }[a,b])$, then $f = 0$ on $[a,b]$.
Hint: Fix $x_0\in [a,b]$, let $M_0 = \sup |f|([a,x_0])$, $M_1=\sup |f'|([a,x_0])$. Then $$|f(x)|\le M_1(x_0 -a)\le A(x_0-a)M_0$$ (for $x\in [a,x_0]$). Hence $M_0= 0$ so $f = 0$ on $[a,x_0]$ if $A(x_0 - a) < 1$. Proceed.
Now I've done the above but I'm asked to assume $f(a) = y_0 > 0$. Show that $f(t)\le y_0*e^{A(t-a)}$.
How do I take care of the case where $f(t) = 0$ for some $t > a$? I'm then asked to examine $\ln (f(t))$?
Proof for 5.26: Assume $A>0$ (otherwise nothing to prove) and let $\beta = \sup \{c\in [a,b]: f([a,c]) = \{0\}\}$. Then $\beta \in [a,b],\; f([a,\beta]) = \{0\}$ since $f(a)=0$ and $f$ is continuous. we shall show $\beta = b$.
If $\beta < b$, let $\gamma = \min(b,\beta+\frac{1}{A})$ and take $\beta_1\in (\beta, \gamma)$ then for $x\in [\beta,\beta_1]$ we have $|f(x)| = |f(x) - f(\beta)|\le M_1(x-\beta)\le A(\beta_1-\beta)M_0$ and $A(\beta_1-\beta) < A(\gamma-\beta)\le 1$ Where $M_0 = \sup |f|([\beta,\beta_1]),\; M_1 = \sup |f'|([\beta,\beta_1])$. Thus $M_0 \overset{(\star)}{=} 0$ but then we get $f([a,\beta_1]) = f([a,\beta]\cup [\beta,\beta_1]) = \{0\}$ and $\beta < \beta_1 \in [a,b]$, contradicts to the def. of $\beta.\;\square$
$$(0\le M_0 \le sM_0 \wedge s<1)\implies (0\le (1-s)M_0 \le 0)\implies (M_0=0)\tag{$\star$}$$
$\quad$s. The spacing may look okay on your computer, but on most other people's web browsers with different font sizes and screen widths, the output would look absolutely horrible. For displayed equation use$$to enclose the math expression, and use\tagto get equation number/symbols. – Willie Wong♦ Dec 18 '12 at 12:52