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Euler polygonal approximations for a continuous ODE are uniformly bounded and equicontinuous
Statement
Let , and let be continuous on a compact cylinder and bounded there by , with . The Euler polygonal approximations formed with positive mesh sizes tending to zero remain in the cylinder, are uniformly bounded, and are equicontinuous. More precisely, every approximation is -Lipschitz. The final mesh cell may be shorter than the others.
Euler polygonal approximations on a compact cylinder are uniformly bounded and equicontinuous.
Facts & Assumptions
Given: The compact cylinder, its vector-field bound, and the Euler recursion at mesh vertices.
A family of -valued curves is equicontinuous when, for every , one makes for every member whenever .
Proof
Recursively set the next Euler vertex using the field at the preceding vertex and interpolate linearly. Induction gives displacement at most times elapsed time, and keeps every vertex and every interpolated segment inside the cylinder, including a shortened final cell.
Each linear segment has slope norm at most , and summing across intervening mesh cells gives ; this common estimate gives uniform boundedness and [L1], with constant polygons when .
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Used by
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Sources
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, Ch. 2 (standard reference, not scraped)
- Jiri Lebl, Basic Analysis I, Section 6.3 (standard reference, not scraped)