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Projected Euler for a constrained overdamped particle
Example
Take the compact, closed, convex set , constant forcing , initial state , and horizon . Use a provider that returns the exact projection with its zero-residual certificate, with and at each of uniform steps, so .
Facts & Assumptions
Given: The one-dimensional projected dynamics data in the Example, Countable Choice, and Dependent Choice for the general theorem application.
The Axiom of Countable Choice (): Countable Choice, as assumed by the existence and error theorem.
The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain: Dependent Choice, as assumed by the existence and error theorem.
Projected contact dynamics and explicit projection Euler step: solutions satisfy , and the exact Euler recurrence is .
Projected Euler with certified inexact projection solves: with zero projection residual tolerance, every completed step is the exact projection Euler node.
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.
Metric projection onto a closed convex set satisfies the variational inequality: the exact projection satisfies the zero-residual certificate required by Projected Euler with certified inexact projection solves.
Verification
For , ; at , , and at , . Therefore satisfies the projected inclusion for and : before contact and ; after contact and . At , . The single nondifferentiability time does not affect the almost-everywhere condition. The data satisfy the hypotheses of [F3], using [A1] and [A2].
For , : if , then for every ; if , itself is the nearest point; if , then . By [F4], this exact projection supplies the zero-residual certificate, so the provider completes each step. Since all iterates are at most , the recurrence is . Starting with , induction gives : if , the next value is ; if , both the current and next values are zero and . On cells entirely before , interpolation equals ; on cells entirely after , it is zero. If a cell straddles , its left value is and its right value is zero; the difference from is linear on each side of and has maximum at , at most . Thus , consistent with [F3].
Depends on
- Projected contact dynamics and explicit projection Euler step
- Projected Euler with certified inexact projection solves
- Metric projection onto a closed convex set satisfies the variational inequality
- A square-root global error bound for projected Euler with certified projection tolerances
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
39 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
- David E. Stewart, Dynamics with Inequalities: Impacts and Hard Constraints (standard reference, not scraped)
- Dimitri P. Bertsekas, 6.253 Convex Analysis and Optimization, Complete Lecture Notes (standard reference, not scraped)