How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Finite-precision one-stage Rosenbrock step with residual status
Definition
Input: a dimension , an ODE field on the open domain , , , , a finite real Jacobian matrix , a residual tolerance , a unit roundoff with , the selected stored finite set of Operationwise real and complex floating point arithmetic with rounded square roots and fused multiply-add, a terminating field-evaluation routine that returns either the exact value or evaluation-failure for each requested , a terminating partial exact-storage check store, and a terminating certificate evaluator evaluator meeting the input contract of Reusable Householder QR solve for a shifted matrix with residual status. For an exact real scalar, vector, or matrix , store(v) returns if every entry belongs to and returns unavailable otherwise; it does not round. Apply it before each factorization call.
- Form by exact outer arithmetic and set . If storage returns
unavailable, return . Callfactor(M_s,u,evaluator)of Reusable Householder QR solve for a shifted matrix with residual status. If it returns a factorization failure status, return ; otherwise retain the returned factor object. - Request the field evaluation at . If it returns
evaluation-failure, return . Otherwise set to the returned exact value and set . If storage returnsunavailable, return . Call the retained factor object'ssolve(b_s,\varepsilon). If the solve status is notsuccess, return and retain its residual bound for diagnosis. - If the solve returns and a certified residual upper bound , return .
The name Rosenbrock–Euler applies when . The exact-arithmetic stage equation is , exactly the map of The Rosenbrock–Euler step map with an exact or approximate Jacobian. Its residual is the update residual of the linear stage equation in the sense of Implicit residuals and their update and derivative units. For this mixed-arithmetic specification, evaluations and outer affine combinations are exact real operations and every matrix/RHS passed to factorization or solve must pass store; only the factorization, triangular solve, and residual dot products use rounded operations, while residual-bound formation is delegated to the terminating certificate evaluator. A full hardware-rounding theorem for outer operations needs additional certified evaluation and update-error terms. This implementation has one shifted-matrix factorization and one stage solve. It does not turn a small residual into a forward-error claim without an inverse bound.
Depends on
Used by
- Rosenbrock–Euler has an explicit one-step defect and solve-residual allowance Lemma
- Rosenbrock–Euler has a first-order global error bound on a common tube Theorem
- The Rosenbrock factorization and stage procedures terminate with finite work Theorem
- The Rosenbrock–Euler scalar stability function is A-stable exactly for gamma at least one half Theorem
Dependency tree · two levels
13 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- WIAS Berlin, Numerical Methods for Stiff Ordinary Differential Equations, §2.4 Rosenbrock Methods (standard reference, not scraped)
- Daniel Kressner, Advanced Numerical Analysis, §3.5 Rosenbrock methods (standard reference, not scraped)