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A fixed RATTLE residual budget allows an O(epsilon) drift envelope

Example

Fix compact phase tubes C0⊂relint⁡(C1) in a convex phase-coordinate chart with closure inside a regular chart, and T>0. Put h=T/N and suppose the exact-solve RATTLE iterates from the common initial state stay in C0 for the grids considered. Suppose every finite RATTLE solve succeeds, its branch iterates stay in the selected local balls over C1, and its scaled residuals are bounded by a fixed sufficiently small ε>0. After each output apply the consistency retraction from Holonomic phase residuals control distance to the consistent phase manifold before the next step. For sufficiently small h, the restored trajectory stays in C1 and has an O(Tε) global error envelope relative to exact-solve RATTLE; refinement alone does not force this upper bound to vanish. If both scaled residual tolerances are instead O(h2), the global solver contribution is O(h2), while the unprojected solver outputs have position and tangency residuals O(h4) and O(h3). These are upper bounds; they do not assert a matching lower bound or that residual tolerances alone certify forward error.

Facts & Assumptions

Given: The compact phase tubes and fixed horizon T>0 in the Example, step h=T/N, successful finite RATTLE solves with multiplier iterates in the selected branch balls, the consistency restoration specified there, and the scaled residual hypotheses.

[F1]

Scaled RATTLE residuals bound the finite solve trajectory error: on a compact phase tube, for the restored trajectory per-step perturbations are bounded by C∣h∣(εq+εp); O(h2) scaled residuals yield an O(h2) global error relative to exact-solve RATTLE.

[F2]

Scaled RATTLE equations have unique local multiplier branches: on a compact phase tube the selected exact map is smooth in local coordinates with uniformly bounded derivatives and is the identity at h=0.

[F4]

Implicit residuals and their update and derivative units: a residual norm is not a forward-error estimate without a separate inverse or stability bound.

Verification

1.1F1F2F3givenalgebra

For εq,εp≤ε at every step, [F1] gives, until a first exit from C1, the recurrence en+1≤(1+Lh)en+2Chε for the restored trajectory. Iteration yields eN≤2CTeLTε. Choose ε so this is less than the coordinate distance from C0 to the boundary of C1; then no first exit occurs, and the uniform upper-bound envelope holds. It need not shrink as h→0.

2.1F1step 1.1algebra

If instead εq,εp≤Kh2, [F1] makes each additive perturbation at most 2CKh3, and the same sum gives global error O(h2); for sufficiently small h this is below the tube margin, so again there is no first exit. The unscaled residuals are h2εq=O(h4) and hεp=O(h3).

3.1F1F4step 2.1∎

These bounds rely on the inverse and stability estimates in [F1]. As [F4] states, the residual-tolerance status alone is not a forward-error certificate; the explicit consistency restoration is also part of this repeated-step example.

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