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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 or be the corresponding exact map of Exponential Euler and the two-stage ETD2 step maps, and let be the returned candidate map. Then the algorithm's reported value satisfies
For the algorithm's semigroup data, satisfies 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 , 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.
Phi recurrence and augmented-matrix action identities: for , the top block of is exactly .
Arnoldi action error is the semigroup-weighted residual integral: for positive action time , a certified relation bounds the action error by an initial-mismatch term, the residual integral, the reduced-action error multiplied by , and the final-projection error.
Certified-action implementation of exponential Euler and ETD2, The Euclidean logarithmic norm of a complex matrix: each nonzero action request supplies , , , , and certified Arnoldi/reduced/projection data; its action bound is . Here is the logarithmic norm. For , the candidate’s top coordinates approximate and coordinate projection cannot increase Euclidean error.
Exponential Euler and the two-stage ETD2 step maps: the exact maps are and .
Integral representations of the first two phi functions: and , with componentwise matrix integrals.
The norm induced by a real or complex inner product, The standard formulas on and on are inner products, The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||, and The operator norm is submultiplicative and satisfies ||T^*T|| = ||T||^2: , and induced matrix norms bound actions on vectors.
The exponential function is strictly increasing: the scalar exponential is increasing, so certified upper bounds on exponents give upper bounds on their exponentials.
Cauchy–Schwarz: , with equality exactly for linearly dependent vectors: coordinate functionals satisfy for unit coordinate vectors.
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 the certified scaling error is added to form . Thus the reduced-action premise required by [F2] is met whenever the outer algorithm accepts a request.
is the real coordinate plane, with coordinate arithmetic, The standard formulas on and on are inner products, and The norm induced by a real or complex inner product: the componentwise map is real-linear and satisfies . Thus For and integrable when , ; for , is integrable applies to continuous complex-vector curves through this norm-preserving realification. Componentwise linearity (Integrable functions on form a set closed under sums and scalar multiples, and ) permits a fixed matrix/vector action to pass through these integrals. The exponential curves are continuous by The exponential series of a bounded operator.
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.
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
For a nonzero action request, [F11] makes the scaled-Taylor output certificate a valid ; put in [F2]. By [F8] and , ; [F10] gives . Since , [F9] bounds the initial term in [F2] by and its integral by . The reduced and final projection terms are at most by [F7]. Thus [F3]'s bounds the full exponential-action error. For a zero input, the algorithm returns the exact zero action with bound zero.
For , put . Then and : for this follows from , and for it follows from . The semigroup bound in [A1] and scalar monotonicity [F9] therefore give . For each unit vector , [F5] and componentwise linearity in [F12] yield and the analogous identity with weight for . 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 and . Taking the operator-norm maximum over unit vectors in [F7], valid since is an input condition, proves both asserted phi bounds.
For exponential Euler, the exact formula [F4] applies to and to . [F3] supplies action-error bounds for and the full augmented action whose top block is by [F1]; coordinate projection cannot increase its error. Replacing by changes the phi action by at most by step 1.2 and [A1]. Multiplication by and the certified combination error give the exponential-Euler .
For ETD2, the predictor's difference from the exact predictor is at most by the triangle inequality, using the exponential-Euler estimate from step 2.1. Therefore the exact stage forcing differs from the evaluated by at most , using [A1].
Using the phi bounds proved in step 1.2, in the final ETD2 update, the action at contributes at most ; the action at contributes at most ; and the stage action contributes at most . Each phi action certificate follows from [F1] and step 1.1. The exponential action contributes . Multiplying the three phi terms by , adding the certified final arithmetic error , and applying the triangle inequality gives exactly the ETD2 in [F3].
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 and four for method , 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 and . Before a service starts, its certified upper count satisfies ; its valid returned actual count obeys , so the update gives . 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 . 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.
Depends on
- Exponential Euler and the two-stage ETD2 step maps
- Certified-action implementation of exponential Euler and ETD2
- Arnoldi projection for exponential and phi-function actions
- Integral representations of the first two phi functions
- Phi recurrence and augmented-matrix action identities
- Arnoldi action error is the semigroup-weighted residual integral
- The Euclidean logarithmic norm of a complex matrix
- The real exponential function and the number $e$ by a power series
- The exponential function is strictly increasing
- The exponential series of a bounded operator
- The operator norm is submultiplicative and satisfies ||T^*T|| = ||T||^2
- Cauchy–Schwarz: $|\langle u,v\rangle|\leq\lVert u\rVert\lVert v\rVert$, with equality exactly for linearly dependent vectors
- The norm $\lVert v\rVert=\sqrt{\langle v,v\rangle}$ induced by a real or complex inner product
- The standard formulas $\langle x,y\rangle=\sum_{k<n}x_k y_k$ on $\mathbb R^n$ and $\sum_{k<n}x_k\overline{y_k}$ on $\mathbb C^n$ are inner products
- The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||
- Scaled Taylor action has a finite normwise truncation and roundoff certificate
- $\mathbb C$ is the real coordinate plane, with coordinate arithmetic
- For $a \le b$ and $f : [a,b] \to \mathbb{R}^m$ integrable when $a<b$, $\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2$; for $a<b$, $\lVert f\rVert_2$ is integrable
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
Used by
Cited to discharge well-definedness by Certified-action implementation of exponential Euler and ETD2.
Dependency tree · two levels
98 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
- Jitse Niesen and Will M. Wright, A Krylov Subspace Algorithm for Evaluating the Phi-Functions Appearing in Exponential Integrators, arXiv:0907.4631v2 (standard reference, not scraped)
- Marlis Hochbruck and Alexander Ostermann, Exponential Integrators, Acta Numerica 19 (2010) (standard reference, not scraped)