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Projected Euler for a constrained overdamped particle

Example

Take the compact, closed, convex set C=[0,1], constant forcing f(t,x)=−1, initial state x0=1, and horizon T=2. Use a provider that returns the exact projection with its zero-residual certificate, with εk=0 and Bk=1 at each of N≥1 uniform steps, so h=2/N.

Facts & Assumptions

Given: The one-dimensional projected dynamics data in the Example, Countable Choice, and Dependent Choice for the general theorem application.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice, as assumed by the existence and error theorem.

[F1]

Projected contact dynamics and explicit projection Euler step: solutions satisfy f−x˙∈NC(x), and the exact Euler recurrence is xk+1=PC(xk+hf(tk,xk)).

[F2]

Projected Euler with certified inexact projection solves: with zero projection residual tolerance, every completed step is the exact projection Euler node.

[F3]

A square-root global error bound for projected Euler with certified projection tolerances: for this problem, a completed zero-tolerance projected Euler trajectory converges uniformly to the unique solution and has the proved square-root bound.

Verification

1.1A1A2F1F3givenalgebra

For 0<x<1, NC(x)={0}; at x=0, NC(0)=(−∞,0], and at x=1, NC(1)=[0,∞). Therefore x(t)=max⁡(1−t,0) satisfies the projected inclusion for t<1 and t>1: before contact x˙=−1 and f−x˙=0; after contact x˙=0 and f−x˙=−1∈NC(0). At t=0, f−x˙=0∈NC(1). The single nondifferentiability time t=1 does not affect the almost-everywhere condition. The data satisfy the hypotheses of [F3], using [A1] and [A2].

2.1F1F2F3F4step 1.1givenalgebrainduction∎

For C=[0,1], PC(y)=min⁡(1,max⁡(0,y)): if y<0, then ∣z−y∣≥∣0−y∣ for every z∈C; if 0≤y≤1, y itself is the nearest point; if y>1, then ∣y−z∣≥∣y−1∣. By [F4], this exact projection supplies the zero-residual certificate, so the provider completes each step. Since all iterates are at most 1, the recurrence is xk+1=max⁡(0,xk−h). Starting with x0=1, induction gives xk=max⁡(1−kh,0): if 1−kh≥0, the next value is max⁡(0,1−(k+1)h); if 1−kh<0, both the current and next values are zero and 1−(k+1)h<0. On cells entirely before t=1, interpolation equals 1−t; on cells entirely after 1, it is zero. If a cell straddles 1, its left value is 1−tk<h and its right value is zero; the difference from max⁡(1−t,0) is linear on each side of 1 and has maximum at 1, at most h. Thus sup⁡t∣Xh(t)−x(t)∣≤h, consistent with [F3].

Depends on

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Sources