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Certified action bounds control one exponential-integrator step

Statement

Suppose Certified-action implementation of exponential Euler and ETD2 returns certified status with per-action, field-evaluation, arithmetic, and semigroup bounds as in its Definition. Let ΨhE or Ψh2 be the corresponding exact map of Exponential Euler and the two-stage ETD2 step maps, and let Ψ~h be the returned candidate map. Then the algorithm's reported value satisfies ∥Ψ~h(y)−Ψh(y)∥2≤δn.

For the algorithm's semigroup data, Bh:=Memax⁡(ω,0)h satisfies ∥φ1(hA)∥2≤Bh,∥φ2(hA)∥2≤Bh/2. For every admissible input whose services obey the declared finite-termination, pre-call upper-count, and valid returned-count/work-record contracts, the algorithm terminates with one of its stated statuses. It returns a total nested-call count 0≤C≤Cmax⁡, and each component of its work record is the sum of the actual corresponding service counters accrued before return. These are counts of the declared work, without a wall-clock bound.

Facts & Assumptions

Given: A certified algorithm run and the exact method map with the same input data. For the termination and accounting clause, take any admissible input with the finite-service, pre-call upper-count, and valid returned-count/work-record contracts in the Statement.

[F1]

Phi recurrence and augmented-matrix action identities: for k=1,2, the top block of eBk(hA,v)wk is exactly φk(hA)v.

[F2]

Arnoldi action error is the semigroup-weighted residual integral: for positive action time τ, a certified relation bounds the action error by an initial-mismatch term, the residual integral, the reduced-action error multiplied by ∥V∥2, and the final-projection error.

[F3]

Certified-action implementation of exponential Euler and ETD2, The Euclidean logarithmic norm of a complex matrix: each nonzero action request supplies ρB≥max⁡(0,μ2(B)), ρH≥∥H∥2, ηinit, νV≥∥V∥2, and certified Arnoldi/reduced/projection data; its action bound is eρBτηinit+βτeτmax⁡(ρB,ρH)(γ+∑iηi2+ηorth)+νVϵred+ηproj. Here μ2 is the logarithmic norm. For k≥1, the candidate’s top d coordinates approximate φk(hA)v and coordinate projection cannot increase Euclidean error.

[F4]

Exponential Euler and the two-stage ETD2 step maps: the exact maps are ΨhE=ehAy+hφ1(hA)g(t,y) and Ψh2=ehAy+h[(φ1−φ2)g(t,y)+φ2g(t+h,ah)].

[F5]

Integral representations of the first two phi functions: φ1(hA)=∫01e(1−θ)hAdθ and φ2(hA)=∫01θe(1−θ)hAdθ, with componentwise matrix integrals.

[F8]

The exponential series of a bounded operator: ∥esH∥2≤es∥H∥2 for s≥0.

[F9]

The exponential function is strictly increasing: the scalar exponential is increasing, so certified upper bounds on exponents give upper bounds on their exponentials.

[F10]

Cauchy–Schwarz: ∣⟨u,v⟩∣≤∥u∥∥v∥, with equality exactly for linearly dependent vectors: coordinate functionals satisfy ∣ej∗w∣≤∥w∥2 for unit coordinate vectors.

[F11]

Scaled Taylor action has a finite normwise truncation and roundoff certificate and Arnoldi projection for exponential and phi-function actions: reduced_action_status=success requires a successful scaled-Taylor call; its returned error bound is valid by the theorem, and for k≥1 the certified scaling error is added to form ϵred. Thus the reduced-action premise required by [F2] is met whenever the outer algorithm accepts a request.

[F12]

C is the real coordinate plane, with coordinate arithmetic, The standard formulas ⟨x,y⟩=∑k<nxkyk on Rn and ∑k<nxkyk‾ on Cn are inner products, and The norm ∥v∥=⟨v,v⟩ induced by a real or complex inner product: the componentwise map Φd(v)=(Re⁡v0,Im⁡v0,…,Re⁡vd−1,Im⁡vd−1) is real-linear and satisfies ∥Φd(v)∥R2d2=∑j<d∣vj∣2=∥v∥22. Thus For a≤b and f:[a,b]→Rm integrable when a<b, ∥∫abf∥2≤∫ab∥f∥2; for a<b, ∥f∥2 is integrable applies to continuous complex-vector curves through this norm-preserving realification. Componentwise linearity (Integrable functions on [a,b] form a set closed under sums and scalar multiples, and ∫ab(λf+μg)=λ∫abf+μ∫abg) permits a fixed matrix/vector action to pass through these integrals. The exponential curves are continuous by The exponential series of a bounded operator.

[F13]

Certified-action implementation of exponential Euler and ETD2: the procedure has a finite sequence of method branches, initializes its work record and nested-call counter to zero, starts each service only when its pre-call upper count fits the remaining cap, adds each returned actual count and work record, and returns the accrued counters with every status.

[A1]

The field-evaluation errors, Lipschitz constant, semigroup bound, and arithmetic errors used by the algorithm are valid upper bounds; for ETD2, the exact and computed predictors lie in the common admitted tube where the Lipschitz bound applies.

Proof

1.1A1F2F3F7F8F9F10F11algebra

For a nonzero action request, [F11] makes the scaled-Taylor output certificate a valid ϵred; put c(s)=esHβe1 in [F2]. By [F8] and ρH≥∥H∥2, ∥c(s)∥2≤βesρH; [F10] gives ∣ej∗c(s)∣≤∥c(s)∥2. Since ρB≥μ2(B), [F9] bounds the initial term in [F2] by eρBτηinit and its integral by βτeτmax⁡(ρB,ρH)(γ+∑iηi2+ηorth). The reduced and final projection terms are at most νVϵred+ηproj by [F7]. Thus [F3]'s ϵact bounds the full exponential-action error. For a zero input, the algorithm returns the exact zero action with bound zero.

1.2A1F5F7F9F12algebra

For 0≤θ≤1, put s=(1−θ)h. Then 0≤s≤h and ωs≤max⁡(ω,0)h: for ω≥0 this follows from s≤h, and for ω<0 it follows from s≥0. The semigroup bound in [A1] and scalar monotonicity [F9] therefore give ∥e(1−θ)hA∥2≤Meωs≤Bh. For each unit vector v∈Cd, [F5] and componentwise linearity in [F12] yield φ1(hA)v=∫01e(1−θ)hAv dθ and the analogous identity with weight θ for φ2. These curves are continuous by [F12]. Apply the norm inequality in [F12] and the matrix-action inequality in [F7]: the two norms are at most Bh∫01dθ=Bh and Bh∫01θdθ=Bh/2. Taking the operator-norm maximum over unit vectors in [F7], valid since d≥1 is an input condition, proves both asserted phi bounds.

2.1F1F3F4A1step 1.2algebra

For exponential Euler, the exact formula [F4] applies ehA to y and hφ1(hA) to g(t,y). [F3] supplies action-error bounds for ehAy and the full augmented action whose top block is φ1(hA)q~0 by [F1]; coordinate projection cannot increase its error. Replacing g(t,y) by q~0 changes the phi action by at most Bhη0 by step 1.2 and [A1]. Multiplication by h and the certified combination error αE give the exponential-Euler δn.

3.1A1F3F4step 2.1algebra

For ETD2, the predictor's difference from the exact predictor ah(t,y) is at most ϵ0+h(ϵ1+Bhη0)+αa=ηa by the triangle inequality, using the exponential-Euler estimate from step 2.1. Therefore the exact stage forcing differs from the evaluated q~a by at most Lηa+ηag, using [A1].

4.1F1F3F4A1step 1.2step 3.1algebra

Using the phi bounds proved in step 1.2, in the final ETD2 update, the φ1 action at g(t,y) contributes at most ϵ1+Bhη0; the φ2 action at g(t,y) contributes at most ϵ20+(Bh/2)η0; and the stage φ2 action contributes at most ϵ2a+(Bh/2)(Lηa+ηag). Each phi action certificate follows from [F1] and step 1.1. The exponential action contributes ϵ0. Multiplying the three phi terms by h, adding the certified final arithmetic error α2, and applying the triangle inequality gives exactly the ETD2 δn in [F3].

5.1givenF13inductionalgebra∎

Under the stated service contracts, each started backend/provider call terminates, including every call nested inside an Arnoldi or reduced-action request. Outside these services the procedure has a fixed finite sequence of branches: at most two action requests for method E and four for method 2, together with finitely many field, membership, enclosure, and vector-arithmetic requests. A missing certificate or insufficient pre-call allowance returns immediately, and every started service returns in finite time by its contract, so the entire algorithm terminates. For the counters, begin with C=0 and W=0. Before a service starts, its certified upper count b satisfies b≤Cmax⁡−C; its valid returned actual count c obeys 0≤c≤b, so the update gives 0≤C+c≤Cmax⁡. Induction over the finitely many completed top-level services proves the count bound, with their nested work already included in their returned records. At each such update, the algorithm also adds the actual service work record componentwise to W. The same finite induction makes each component exactly the sum of its accrued actual counters; an early return retains these accrued totals. Zero-input action shortcuts contribute zero action work. This proves termination and the advertised accounting without adding calls or presuming that a missing mathematical certificate succeeds.

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Cited to discharge well-definedness by Certified-action implementation of exponential Euler and ETD2.

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